0001752724-21-261597.txt : 20211129 0001752724-21-261597.hdr.sgml : 20211129 20211129095106 ACCESSION NUMBER: 0001752724-21-261597 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211129 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: 211453273 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 2021-09-30 N 9747010592.54 892491866.62 8854518725.92 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 839794590.08000000 0.00000000 0.00000000 6821104.18000000 MXN USD UYU N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines Inc 90932LAG2 4381000.00000000 PA USD 4496001.25000000 0.050776348090 Long DBT CORP US N 2 2026-04-15 Fixed 4.37500000 N N N N N N Textainer Marine Containers Limited N/A Textainer Marine Containers VIII Ltd 88315LAG3 9247740.03000000 PA USD 9328656.83000000 0.105354758612 Long ABS-O CORP BM N 2 2045-09-20 Fixed 2.10000000 N N N N N N CLI Funding LLC N/A CLI Funding VIII LLC 12565KAA5 21164065.05000000 PA USD 20892155.49000000 0.235949080200 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 Bayview Opportunity Master Fund IVb Trust 2017-SPL2 07333BAA6 977939.00000000 PA USD 1000216.06000000 0.011296108698 Long ABS-O CORP US N 2 2054-06-28 Variable 4.00000000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 PG&E Corp 69331CAH1 11619000.00000000 PA USD 11836856.25000000 0.133681531615 Long DBT CORP US N 2 2028-07-01 Fixed 5.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAJ7 7162000.00000000 PA USD 9663579.60000000 0.109137265379 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PAS4 1791000.00000000 PA USD 2064901.64000000 0.023320314789 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JJED7 23996.68000000 PA USD 25720.34000000 0.000290476995 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Change Healthcare Holdings LLC 549300GHXFJ3EKF50583 Change Healthcare Holdings LLC 2017 Term Loan B 15911AAC7 6383967.39000000 PA USD 6376306.63000000 0.072011893897 Long LON CORP US N 2 2024-03-01 Floating 3.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MX6 8154000.00000000 PA USD 8180407.14000000 0.092386807157 Long DBT CORP US N 2 2025-05-01 Fixed 0.98100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176PG91 4711052.38000000 PA USD 5055576.82000000 0.057096009128 Long ABS-MBS USGA US N 2 2064-12-20 Variable 4.59100000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 2020 Term Loan G 89364MBS2 6328520.68000000 PA USD 6257324.82000000 0.070668152766 Long LON CORP US N 2 2024-08-22 Floating 2.33400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CYM0 2121413.76000000 PA USD 2271106.04000000 0.025649118944 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KUWK4 1894606.03000000 PA USD 1978127.96000000 0.022340321605 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GUVD6 2130181.60000000 PA USD 2309354.31000000 0.026081082230 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325DT9 13213000.00000000 PA USD 11338339.56000000 0.128051449332 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179LAF9 2107.28000000 PA USD 2255.61000000 0.000025474111 Long ABS-MBS USGA US N 2 2063-05-20 Variable 4.42200000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828T91 61745000.00000000 PA USD 63423692.19000000 0.716286160244 Long DBT UST US N 2 2023-10-31 Fixed 1.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133JLRW1 11513761.71000000 PA USD 11078553.26000000 0.125117508956 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 1.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599EB7 17482000.00000000 PA USD 19592951.50000000 0.221276300908 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 Outfront Media Capital LLC / Outfront Media Capital Corp 69007TAE4 12633000.00000000 PA USD 12521197.95000000 0.141410259976 Long DBT CORP US N 2 2029-01-15 Fixed 4.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128286B1 20372800.00000000 PA USD 22212718.50000000 0.250863081185 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36193EKX7 2836462.31000000 PA USD 3095874.66000000 0.034963782401 Long ABS-MBS USGA US N 2 2066-02-20 Variable 4.43800000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 MercadoLibre Inc 58733RAE2 3523000.00000000 PA USD 3465786.48000000 0.039141443903 Long DBT CORP US N 2 2026-01-14 Fixed 2.37500000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 Nationwide Building Society 63861VAD9 14159000.00000000 PA USD 14405201.08000000 0.162687566946 Long DBT CORP GB N 2 2023-04-26 Fixed 3.62200000 N N N N N N Transelec SA 549300DPF7MAL5F6CR86 Transelec SA 89366LAA2 3713000.00000000 PA USD 3938564.75000000 0.044480845000 Long DBT CORP CL N 2 2023-07-26 Fixed 4.62500000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AU8 1942000.00000000 PA USD 1992977.50000000 0.022508027389 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BUL4 245977.76000000 PA USD 247022.72000000 0.002789792733 Long ABS-MBS USGA US N 2 2062-08-20 Floating 0.61000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WJGT9 1949648.54000000 PA USD 2063738.72000000 0.023307181156 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133JLR68 2307113.61000000 PA USD 2219974.07000000 0.025071651421 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAP4 8296000.00000000 PA USD 9266876.81000000 0.104657035541 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHT9 37210000.00000000 PA USD 40493023.42000000 0.457314786646 Long DBT CORP US N 2 2027-04-23 Fixed 3.55900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DV4M4 3564993.38000000 PA USD 3915608.48000000 0.044221584494 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 5.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AS9 12823000.00000000 PA USD 14900878.29000000 0.168285581082 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138Y9PB8 1668990.78000000 PA USD 1844047.67000000 0.020826063246 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMN9 7539000.00000000 PA USD 7701480.30000000 0.086977966148 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/The 00130HCB9 3587000.00000000 PA USD 3810183.14000000 0.043030945644 Long DBT CORP US N 2 2025-07-15 Fixed 3.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140H87H2 2127359.14000000 PA USD 2321490.34000000 0.026218142531 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond - When Issued 91282CCP4 448836000.00000000 PA USD 441647613.18000000 4.987821776096 Long DBT UST US N 2 2026-07-31 Fixed 0.62500000 N N N N N N DPL INC N/A DPL Inc 233293AR0 3408000.00000000 PA USD 3646560.00000000 0.041183040127 Long DBT CORP US N 2 2025-07-01 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140F03X0 1667514.02000000 PA USD 1784496.62000000 0.020153513423 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36193U5B6 1737851.29000000 PA USD 1886625.09000000 0.021306918516 Long ABS-MBS USGA US N 2 2066-04-20 Variable 4.58500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KEWW4 1021897.29000000 PA USD 1088747.58000000 0.012295954344 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131Y0QS4 728613.77000000 PA USD 790058.05000000 0.008922653782 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 Kenbourne Invest SA 48855KAC4 7180000.00000000 PA USD 7220495.20000000 0.081545879832 Long DBT CORP LU N 2 2028-01-22 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KUMF6 5755878.65000000 PA USD 5778631.64000000 0.065261950636 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N J2 GLOBAL 5493008OJYGLHD7MXA18 J2 Global Inc 48123VAF9 21206000.00000000 PA USD 22531375.00000000 0.254461882090 Long DBT CORP US N 2 2030-10-15 Fixed 4.62500000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CQ7 14879000.00000000 PA USD 14879000.00000000 0.168038494926 Long DBT CORP US N 2 2031-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CWM2 761917.31000000 PA USD 784837.63000000 0.008863696088 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140H3PZ3 302511.77000000 PA USD 317967.60000000 0.003591020696 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.00000000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 Egypt Government International Bond 03846JAB6 16076000.00000000 PA USD 14770146.52000000 0.166809139798 Long DBT NUSS EG N 2 2031-02-16 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140F3A81 1646936.23000000 PA USD 1770116.12000000 0.019991104822 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 Bayview Opportunity Master Fund IVa Trust 2016-SPL1 07332HAA4 1151085.36000000 PA USD 1158126.55000000 0.013079497439 Long ABS-O CORP US N 2 2055-04-28 Fixed 4.00000000 N N N N N N Quikrete Holdings, Inc. 5493007KIN86DIZWZT22 Quikrete Holdings, Inc. 2016 1st Lien Term Loan 74839XAF6 10158434.34000000 PA USD 10067414.77000000 0.113698045953 Long LON CORP US N 2 2027-02-01 Floating 2.58400000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPCP6 23720000.00000000 PA USD 23497625.00000000 0.265374389363 Long DBT CORP US N 2 2034-01-15 Fixed 4.25000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AR5 21099000.00000000 PA USD 20848554.87000000 0.235456669248 Long DBT CORP US N 2 2031-09-15 Fixed 4.50000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEF1 23769000.00000000 PA USD 24244617.69000000 0.273810677242 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N BBVA BANCOMER SA TEXAS 549300WIWQK5Q9MCUN92 BBVA Bancomer SA/Texas 05533UAH1 7864000.00000000 PA USD 7906858.80000000 0.089297442862 Long DBT CORP MX N 2 2025-09-18 Fixed 1.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133ADJY3 7282291.80000000 PA USD 7357237.29000000 0.083090199679 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N WELLTOWER INC T6IZ0MBEG5ACZDTR7D06 Welltower Inc 95040QAL8 5434000.00000000 PA USD 5599931.86000000 0.063243774544 Long DBT US N 2 2031-01-15 Fixed 2.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MP3 9645000.00000000 PA USD 11136670.91000000 0.125773870435 Long DBT CORP US N 2 2031-03-31 Fixed 4.41200000 N N N N N N DOLPHIN ENERGY LTD 213800VGPOCLWD7W3A25 Dolphin Energy Ltd LLC 256853AB8 15245000.00000000 PA USD 15379156.00000000 0.173687091032 Long DBT CORP AE N 2 2021-12-15 Fixed 5.50000000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 Peruvian Government International Bond 715638DE9 2980000.00000000 PA USD 3040553.60000000 0.034339004683 Long DBT NUSS PE N 2 2026-01-23 Fixed 2.39200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132J8UW8 632979.55000000 PA USD 688363.11000000 0.007774144832 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133AJQ30 3112265.37000000 PA USD 3143575.29000000 0.035502497507 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36181PFU8 4053977.38000000 PA USD 4313592.06000000 0.048716279151 Long ABS-MBS USGA US N 2 2064-06-20 Variable 4.67100000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GRD8 10768000.00000000 PA USD 11222919.68000000 0.126747935459 Long DBT CORP US N 2 2023-01-22 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138YR3U0 474104.68000000 PA USD 513620.81000000 0.005800663208 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FUFW3 713096.62000000 PA USD 796564.72000000 0.008996137956 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132ACYJ3 3696294.61000000 PA USD 4006505.25000000 0.045248142491 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GPL97 1168377.17000000 PA USD 1285695.49000000 0.014520218769 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N NBN CO LTD 2549007CRZ2NT7S96A24 NBN Co Ltd 62878U2A9 19956000.00000000 PA USD 19877572.92000000 0.224490720899 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132WJYS4 1112773.25000000 PA USD 1219010.70000000 0.013767102851 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N SUNCOKE ENERGY INC 1KF1J2NXQE2PI0QOB943 SunCoke Energy Inc 86722AAD5 6210000.00000000 PA USD 6186712.50000000 0.069870680626 Long DBT CORP US N 2 2029-06-30 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HEAS1 3289224.69000000 PA USD 3624750.34000000 0.040936729055 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AZ3 1835000.00000000 PA USD 1823962.99000000 0.020599233526 Long DBT CORP GB N 2 2028-03-17 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XAJC7 25211048.99000000 PA USD 25455259.09000000 0.287483259993 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 Entergy Corp 29364GAL7 6711000.00000000 PA USD 6921989.88000000 0.078174659676 Long DBT CORP US N 2 2030-06-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138X53P0 102933.15000000 PA USD 112826.70000000 0.001274227357 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WHFU1 1399295.66000000 PA USD 1478523.40000000 0.016697953279 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 John Deere Capital Corp 24422EUX5 4061000.00000000 PA USD 4263155.40000000 0.048146664228 Long DBT CORP US N 2 2024-03-07 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140EXKG7 519249.96000000 PA USD 549113.68000000 0.006201507919 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132JMXL8 801508.98000000 PA USD 875301.20000000 0.009885361667 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 United Airlines 2020-1 Class B Pass Through Trust 90932VAA3 4592773.00000000 PA USD 4859337.54000000 0.054879747735 Long DBT CORP US N 2 2026-01-15 Fixed 4.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWL4 5359000.00000000 PA USD 5898822.90000000 0.066619350894 Long DBT CORP US N 2 2028-06-05 Fixed 3.69100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36213TET6 2440.70000000 PA USD 2727.88000000 0.000030807772 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133AJT78 6525887.43000000 PA USD 6593145.51000000 0.074460800344 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCB9 17571000.00000000 PA USD 18706552.41000000 0.211265603349 Long DBT CORP US N 2 2061-03-25 Fixed 4.10000000 N N N N N N ULTRAPAR INTERNATIONL SA 222100CXHWBP3H3SK244 Ultrapar International SA 90401CAA7 12089000.00000000 PA USD 13146787.50000000 0.148475461026 Long DBT CORP LU N 2 2026-10-06 Fixed 5.25000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBH5 3362000.00000000 PA USD 3485865.66000000 0.039368211507 Long DBT CORP US N 2 2025-05-06 Fixed 2.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FB4A5 122121.64000000 PA USD 129224.58000000 0.001459419579 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAN1 7588000.00000000 PA USD 8299375.00000000 0.093730390740 Long DBT CORP NL N 2 2025-01-31 Fixed 7.12500000 N N N N N N ROCKETMTGE C0-ISSUER INC N/A Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc 77313LAB9 4045000.00000000 PA USD 4014662.50000000 0.045340267769 Long DBT CORP US N 2 2033-10-15 Fixed 4.00000000 N N N N N N MOHAWK INDUSTRIES INC 549300JI1115MG3Q6322 Mohawk Industries Inc 608190AL8 19521000.00000000 PA USD 21265396.56000000 0.240164341148 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HBJG4 370697.60000000 PA USD 402573.73000000 0.004546534289 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Bank N/A BANK 2019-BNK16 065405AE2 1531640.00000000 PA USD 1742080.75000000 0.019674482644 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.00500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QNQJ1 448827.07000000 PA USD 483277.51000000 0.005457976034 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JBD9 6180000.00000000 PA USD 6763028.37000000 0.076379401064 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAF6 6641000.00000000 PA USD 7187089.43000000 0.081168606137 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CF4 2326000.00000000 PA USD 2766289.56000000 0.031241557510 Long DBT CORP GB N 2 2030-03-31 Fixed 4.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128LXBL3 5656.22000000 PA USD 6645.94000000 0.000075057043 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N SABRE GLBL INC. F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc. 2021 Term Loan B1 78571YBG4 3547051.84000000 PA USD 3525982.35000000 0.039821276109 Long LON CORP US N 2 2027-12-17 Floating 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133AJVL4 11735248.08000000 PA USD 11856194.83000000 0.133899935129 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MJ4C1 847057.02000000 PA USD 919141.26000000 0.010380476776 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 American Homes 4 Rent LP 02666TAC1 1220000.00000000 PA USD 1208510.65000000 0.013648518766 Long DBT US N 2 2031-07-15 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q9NL3 598260.86000000 PA USD 641458.95000000 0.007244424794 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DMKC8 37524715.97000000 PA USD 41199273.87000000 0.465290945169 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FDB96 919856.03000000 PA USD 1000918.07000000 0.011304036966 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36225BKL1 938.63000000 PA USD 1072.76000000 0.000012115395 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 7.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABP1 7091000.00000000 PA USD 7186925.42000000 0.081166753862 Long DBT CORP US N 2 2027-10-15 Fixed 2.37500000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 QUIKRETE HOLDINGS INC 2021 TERM LOAN B1 74839XAG4 7323510.00000000 PA USD 7296998.89000000 0.082409887153 Long LON CORP US N 2 2028-02-21 None 0.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132XSFS4 2805716.43000000 PA USD 3031629.60000000 0.034238219985 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 Churchill Downs Incorporated 2017 Term Loan B 17148PAD3 4363012.50000000 PA USD 4352104.97000000 0.049151231192 Long LON CORP US N 2 2024-12-27 Floating 2.08600000 N N N N N N ICAHN ENTERPRISES/FIN N/A Icahn Enterprises LP / Icahn Enterprises Finance Corp 451102CC9 12588000.00000000 PA USD 12572265.00000000 0.141986994315 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MJ5H9 611787.06000000 PA USD 655218.06000000 0.007399815622 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133ADFV3 8350788.28000000 PA USD 8436731.84000000 0.095281653369 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AF8 15901000.00000000 PA USD 16139515.00000000 0.182274333586 Long DBT CORP US N 2 2026-03-15 Fixed 3.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CBT7 35580500.00000000 PA USD 35328934.84000000 0.398993281662 Long DBT UST US N 2 2026-03-31 Fixed 0.75000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 Viatris Inc 91533BAF7 2903000.00000000 PA USD 3085488.76000000 0.034846487488 Long DBT CORP US N 2 2050-06-22 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376RCN4 17534.42000000 PA USD 17425.42000000 0.000196796918 Long ABS-MBS USGA US N 3 2063-05-20 Floating 0.37000000 N N N N N N COMM Mortgage Trust N/A COMM 2010-C1 Mortgage Trust 12622DAK0 915412.00000000 PA USD 928391.17000000 0.010484942194 Long ABS-MBS CORP US N 2 2046-07-10 Variable 5.98500000 N N N N N N JAZZ SECURITIES DAC 6354009DV8VV7K6KOO02 Jazz Securities DAC 47216FAA5 3863000.00000000 PA USD 4003226.90000000 0.045211117892 Long DBT CORP IE N 2 2029-01-15 Fixed 4.37500000 N N N N N N Sequoia Mortgage Trust 549300ZUG1L9OO3W6B29 Sequoia Mortgage Trust 2018-CH1 81747DAA7 1079125.96000000 PA USD 1096458.67000000 0.012383040839 Long ABS-MBS CORP US N 2 2048-02-25 Variable 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132J82H2 876432.92000000 PA USD 957090.81000000 0.010809066417 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAB1 9780000.00000000 PA USD 12623778.33000000 0.142568768791 Long DBT CORP GB N 2 2045-09-15 Fixed 5.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176PHD1 4391640.83000000 PA USD 4749973.25000000 0.053644623689 Long ABS-MBS USGA US N 2 2065-02-20 Variable 4.60500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133ADVC7 482368.79000000 PA USD 484777.31000000 0.005474914278 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 Sociedad Quimica y Minera de Chile SA 833636AJ2 11424000.00000000 PA USD 12314043.84000000 0.139070730111 Long DBT CORP CL N 2 2050-01-22 Fixed 4.25000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 Planet Fitness Master Issuer LLC 72703PAA1 11907720.00000000 PA USD 11915448.11000000 0.134569122036 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.26200000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780BZ8 6795000.00000000 PA USD 6851874.15000000 0.077382795859 Long DBT NUSS ID N 2 2022-01-08 Fixed 3.70000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 Republic of Kenya Government International Bond 491798AL8 8600000.00000000 PA USD 8491382.00000000 0.095898854165 Long DBT NUSS KE N 2 2034-01-23 Fixed 6.30000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Co 42824CBF5 4916000.00000000 PA USD 5430698.42000000 0.061332508158 Long DBT CORP US N 2 2024-10-01 Fixed 4.65000000 N N N N N N CLEARWAY ENERGY OP LLC 549300Z3NFMM54NWBB87 Clearway Energy Operating LLC 18539UAD7 18219000.00000000 PA USD 18264547.50000000 0.206273746381 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N JABIL INC 5493000CGCQY2OQU7669 Jabil Inc 466313AK9 6975000.00000000 PA USD 7152766.45000000 0.080780973776 Long DBT CORP US N 2 2031-01-15 Fixed 3.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MCA6 14566000.00000000 PA USD 14683256.30000000 0.165827830450 Long DBT CORP JP N 2 2025-07-08 Fixed 1.47400000 N N N N N N PG&E CORP 8YQ2GSDWYZXO2EDN3511 PG&E Corp 69331CAJ7 8950000.00000000 PA USD 9162562.50000000 0.103478944295 Long DBT CORP US N 2 2030-07-01 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140L1VM4 16655139.90000000 PA USD 16826791.10000000 0.190036202089 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36194NND7 2336954.20000000 PA USD 2570327.59000000 0.029028427964 Long ABS-MBS USGA US N 2 2066-06-20 Variable 4.59100000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 Micron Technology Inc 595112BR3 13101000.00000000 PA USD 13484597.28000000 0.152290572727 Long DBT CORP US N 2 2023-04-24 Fixed 2.49700000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 369604BX0 14817000.00000000 PA USD 17309365.79000000 0.195486240707 Long DBT CORP US N 2 2040-05-01 Fixed 4.25000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 Valvoline Inc 92047WAG6 7940000.00000000 PA USD 7840750.00000000 0.088550831984 Long DBT CORP US N 2 2031-06-15 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WEEA3 2653599.24000000 PA USD 2855703.75000000 0.032251371739 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 CSMC 2014-USA OA LLC 12649AAC3 11367000.00000000 PA USD 12192665.92000000 0.137699928109 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 3.95300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BGP1 308568.87000000 PA USD 308740.34000000 0.003486811079 Long ABS-MBS USGA US N 2 2060-10-20 Floating 0.44000000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 Kinder Morgan Energy Partners LP 28370TAG4 10503000.00000000 PA USD 11325634.98000000 0.127907968016 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36183HGJ8 4284504.44000000 PA USD 4609823.43000000 0.052061818069 Long ABS-MBS USGA US N 2 2064-10-20 Variable 4.61400000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 Prosus NV 74365PAE8 15950000.00000000 PA USD 14518175.04000000 0.163963457409 Long DBT CORP NL N 2 2051-02-08 Fixed 3.83200000 N N N N N N TEXTRON INC 3PPKBHUG1HD6BO7RNR87 Textron Inc 883203CB5 29847000.00000000 PA USD 31362957.48000000 0.354202847730 Long DBT CORP US N 2 2030-06-01 Fixed 3.00000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 Volkswagen Group of America Finance LLC 928668BB7 7096000.00000000 PA USD 7593738.06000000 0.085761160996 Long DBT CORP US N 2 2026-09-26 Fixed 3.20000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176HLZ5 1501.13000000 PA USD 1558.55000000 0.000017601747 Long ABS-MBS USGA US N 2 2062-12-20 Variable 3.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X9UB9 38745764.20000000 PA USD 37679925.18000000 0.425544587417 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 GS Mortgage Securities Trust 2020-GC45 36258YBG2 6596065.00000000 PA USD 6994566.27000000 0.078994313372 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 America Movil SAB de CV 02364WBJ3 13487000.00000000 PA USD 14030094.38000000 0.158451236191 Long DBT CORP MX N 2 2030-05-07 Fixed 2.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176PGH3 546336.15000000 PA USD 571380.85000000 0.006452985957 Long ABS-MBS USGA US N 2 2064-01-20 Variable 4.64400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCS8 103800000.00000000 PA USD 101286093.75000000 1.143891575422 Long DBT UST US N 2 2031-08-15 None 0.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAH3 5575000.00000000 PA USD 6270481.25000000 0.070816737127 Long DBT CORP US N 2 2027-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140L1UH6 2387783.52000000 PA USD 2412391.85000000 0.027244754059 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017AZ7 13294000.00000000 PA USD 13783126.67000000 0.155662064722 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N Mill City Mortgage Trust N/A Mill City Mortgage Loan Trust 2016-1 59980TAA4 300144.45000000 PA USD 301071.18000000 0.003400198128 Long ABS-O CORP US N 2 2057-04-25 Variable 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36295NGV3 113753.88000000 PA USD 132722.62000000 0.001498925284 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.50000000 N N N N N N Banco Santander Chile 3YJP8HORPAEXJ80D6368 Banco Santander Chile 05967BAB1 13578000.00000000 PA USD 13959541.80000000 0.157654438734 Long DBT CORP CL N 2 2022-09-20 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131Y8KD6 11520278.66000000 PA USD 12644109.15000000 0.142798378335 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FB4E7 536267.33000000 PA USD 583527.00000000 0.006590160550 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RML3 22028000.00000000 PA USD 22300700.25000000 0.251856717911 Long DBT CORP US N 2 2026-03-25 Fixed 1.70000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GFD1 15206000.00000000 PA USD 21779346.54000000 0.245968721893 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAM7 3200000.00000000 PA USD 3292095.78000000 0.037179838700 Long DBT CORP ES N 2 2031-03-25 Fixed 2.95800000 N N N N N N Aramark Services, Inc. 42YMHYH0XMHJEXDUB065 Aramark Services, Inc. 2021 Term Loan B 03852JAS0 8942630.67000000 PA USD 8875560.94000000 0.100237643792 Long LON CORP US N 2 2028-04-06 Floating 2.58400000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61761JVL0 2867000.00000000 PA USD 3109876.07000000 0.035121909685 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 Marriott International Inc/MD 571903BF9 21403000.00000000 PA USD 22739492.36000000 0.256812290581 Long DBT CORP US N 2 2032-10-15 Fixed 3.50000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST 549300UVB571ELWL8972 WFRBS Commercial Mortgage Trust 2014-C20 92890FBB1 5245978.00000000 PA USD 5576540.19000000 0.062979596775 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.17600000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 917288BJ0 250098000.00000000 PA 5929895.34000000 0.066970272733 Long DBT NUSS UY N 2 2022-06-20 Fixed 9.87500000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 Saudi Government International Bond 80413TAB5 27253000.00000000 PA USD 29367560.27000000 0.331667492938 Long DBT NUSS SA N 2 2026-10-26 Fixed 3.25000000 N N N N N N SACI Falabella 5493004CKJQ7H391LM41 Falabella SA 78386FAC0 6409000.00000000 PA USD 6921784.09000000 0.078172335552 Long DBT CORP CL N 2 2025-01-27 Fixed 4.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128286T2 4267700.00000000 PA USD 4581109.22000000 0.051737529297 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 SMB Private Education Loan Trust 2021-A 78448YAJ0 5363663.62000000 PA USD 5283788.48000000 0.059673355984 Long ABS-O CORP US N 2 2053-01-15 Fixed 1.07000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond - When Issued 91282CCZ2 142900000.00000000 PA USD 142129680.40000000 1.605165507007 Long DBT UST US N 2 2026-09-30 Fixed 0.87500000 N N N N N N ENTEL CHILE SA N/A Empresa Nacional de Telecomunicaciones SA 29245VAE5 5305000.00000000 PA USD 5212162.50000000 0.058864435903 Long DBT CORP CL N 2 2032-09-14 Fixed 3.05000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 2021-1 80286NAF3 8181000.00000000 PA USD 8214474.20000000 0.092771549242 Long ABS-O CORP US N 2 2026-02-17 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GY6W4 2245309.88000000 PA USD 2389241.90000000 0.026983306196 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QCDT0 18855064.25000000 PA USD 19598726.08000000 0.221341517101 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N Elanco Animal Health Incorporated 549300SHPNDCE059M934 Elanco Animal Health Incorporated Term Loan B 28414BAF3 19624306.49000000 PA USD 19371937.91000000 0.218780246669 Long LON CORP US N 2 2027-08-01 Floating 1.83600000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132JPPV8 1399794.05000000 PA USD 1528506.23000000 0.017262442796 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 Cemex SAB de CV 151290BZ5 10762000.00000000 PA USD 10768457.20000000 0.121615386824 Long DBT CORP MX N 2 2031-07-11 Fixed 3.87500000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2011-GC5 36191YAJ7 5627003.00000000 PA USD 4797020.06000000 0.054175954769 Long ABS-MBS CORP US N 2 2044-08-10 Variable 5.30200000 N N N N N N AEA International Holdings (Lux) S.a.r.l. N/A AEA International Holdings (Lux) S.a.r.l. Term Loan B 000000000 14330952.38000000 PA USD 14313038.69000000 0.161646715457 Long LON CORP LU N 2 2028-08-05 Floating 4.25000000 N N N N N N Coty Inc. 549300BO9IWPF3S48F93 Coty Inc. 2018 USD Term Loan B 22207EBG8 6887092.12000000 PA USD 6753689.15000000 0.076273927008 Long LON CORP US N 2 2025-04-07 Floating 2.33300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36181PEL9 2884995.01000000 PA USD 3072318.02000000 0.034697741515 Long ABS-MBS USGA US N 2 2064-01-20 Variable 4.71500000 N N N N N N BRASKEM AMERICA FINANCE 254900QMQAJ26H49CL75 Braskem America Finance Co 10554CAA0 25853000.00000000 PA USD 33415002.50000000 0.377377964114 Long DBT CORP US N 2 2041-07-22 Fixed 7.12500000 N N N N N N CORNING INC 549300X2937PB0CJ7I56 Corning Inc 219350BQ7 18789000.00000000 PA USD 25502595.86000000 0.288017865785 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F0206A2 29815000.00000000 PA USD 29895360.97000000 0.337628299124 Long ABS-MBS USGSE US N 2 2051-10-15 Fixed 2.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 63938CAB4 907000.00000000 PA USD 968222.50000000 0.010934784034 Long DBT CORP US N 2 2024-10-25 Fixed 5.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133A4QD1 1825898.85000000 PA USD 1927624.24000000 0.021769949329 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CX74 2654074.67000000 PA USD 2785561.51000000 0.031459208526 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133JLN96 2286460.84000000 PA USD 2344046.11000000 0.026472879922 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133JLN88 1214930.62000000 PA USD 1169044.38000000 0.013202799792 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Venator Materials Corporation 2221000BJZTBBAJL7429 Venator Materials Corporation Term Loan B 92260UAB1 4070400.00000000 PA USD 4011053.57000000 0.045299509709 Long LON CORP LU N 2 2024-08-08 Floating 3.08400000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 89171DAE7 1298545.00000000 PA USD 1349816.62000000 0.015244381561 Long ABS-MBS CORP US N 2 2053-10-25 Variable 3.18400000 N N N N N N NVR INC 529900RWXR4JI3JYTV70 NVR Inc 62944TAF2 11190000.00000000 PA USD 11710205.31000000 0.132251177872 Long DBT CORP US N 2 2030-05-15 Fixed 3.00000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2016-2 89172PAD1 5101352.00000000 PA USD 5320479.55000000 0.060087732768 Long ABS-O CORP US N 2 2055-08-25 Variable 3.00000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 Credit Suisse AG/New York NY 22550L2A8 5227000.00000000 PA USD 5237922.60000000 0.059155361935 Long DBT CORP CH N 2 2021-11-12 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FP4V8 2269450.51000000 PA USD 2405974.21000000 0.027172275359 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q9N66 8759135.13000000 PA USD 9490194.71000000 0.107179113893 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Lamar Media Corporation N/A Lamar Media Corporation 2020 Term Loan B 513076BB4 3468382.61000000 PA USD 3436959.06000000 0.038815876575 Long LON CORP US N 2 2027-02-05 Floating 1.58300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WEKH1 96946.28000000 PA USD 105244.62000000 0.001188597858 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 2021-2 80286XAE4 8315000.00000000 PA USD 8344183.16000000 0.094236439249 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.90000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2021-c 63942JAA5 13443180.90000000 PA USD 13461665.27000000 0.152031586206 Long ABS-O CORP US N 2 2069-10-15 Fixed 1.06000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 Devon Energy Corp 25179MBA0 10277000.00000000 PA USD 11200772.50000000 0.126497812548 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HJH4 9258000.00000000 PA USD 9610428.73000000 0.108536997068 Long DBT CORP US N 2 2023-01-25 Fixed 3.20000000 N N N N N N Meredith Corporation 549300YC8BC386CCTS24 Meredith Corporation 2020 Term Loan B2 58943PAQ5 12965920.44000000 PA USD 12932598.02000000 0.146056476024 Long LON CORP US N 2 2025-01-31 Floating 2.58400000 N N N N N N Grifols Worldwide Operations USA, Inc. N/A Grifols Worldwide Operations USA, Inc. USD 2019 Term Loan B 39843PAG8 4925272.50000000 PA USD 4843168.21000000 0.054697136681 Long LON CORP US N 2 2027-11-15 Floating 2.07200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FKH37 644787.77000000 PA USD 708060.38000000 0.007996599272 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F0226B6 309259000.00000000 PA USD 318258919.34000000 3.594310760316 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 2.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAU2 1707000.00000000 PA USD 2336348.11000000 0.026385941261 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HJD3 20006000.00000000 PA USD 20270158.22000000 0.228924449170 Long DBT CORP US N 2 2022-01-24 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C4F8 727350.79000000 PA USD 779038.35000000 0.008798200942 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C2E3 838424.11000000 PA USD 922936.70000000 0.010423341217 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176PHE9 2041106.40000000 PA USD 2201026.07000000 0.024857658988 Long ABS-MBS USGA US N 2 2065-03-20 Variable 4.62500000 N N N N N N Invitation Homes Trust N/A Invitation Homes 2018-SFR2 Trust 46185HAA0 20182429.79000000 PA USD 20210352.18000000 0.228249019575 Long ABS-O CORP US N 2 2037-06-17 Floating 0.98400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CZN7 1430480.35000000 PA USD 1575474.68000000 0.017792888905 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36182HLR5 2975007.54000000 PA USD 3280857.65000000 0.037052918984 Long ABS-MBS USGA US N 2 2066-03-20 Variable 4.64000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FTYK1 789725.46000000 PA USD 848267.90000000 0.009580056536 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GSVS8 936515.25000000 PA USD 1001678.44000000 0.011312624333 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138XURG9 136001.81000000 PA USD 152294.77000000 0.001719966660 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 Virgin Media Bristol LLC USD Term Loan N 000000000 12405000.00000000 PA USD 12316676.40000000 0.139100461371 Long LON CORP US N 2 2028-01-31 Floating 2.58400000 N N N N N N Summit Materials Companies I, LLC 549300C97P3BW8QROE16 Summit Materials Companies I, LLC 2017 Term Loan B 86614DAH1 17961173.64000000 PA USD 17921838.67000000 0.202403306433 Long LON CORP US N 2 2024-11-21 Floating 2.08400000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Co 42824CAX7 17421000.00000000 PA USD 23064477.73000000 0.260482567646 Long DBT CORP US N 2 2035-10-15 Fixed 6.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QB4M7 1924088.90000000 PA USD 2016839.12000000 0.022777512617 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N GROUP 1 AUTOMOTIVE INC 549300US8QAZJLWYAF63 Group 1 Automotive Inc 398905AN9 5300000.00000000 PA USD 5392750.00000000 0.060903931279 Long DBT CORP US N 2 2028-08-15 Fixed 4.00000000 N N N N N N Bacardi Ltd 549300R32WTQNHNN5055 Bacardi Ltd 067316AH2 2684000.00000000 PA USD 3487079.64000000 0.039381921795 Long DBT CORP BM N 2 2048-05-15 Fixed 5.30000000 N N N N N N SUZANO AUSTRIA G 254900287ZNSGVP1R341 Suzano Austria GmbH 86964WAK8 8445000.00000000 PA USD 8155758.75000000 0.092108436409 Long DBT CORP AT N 2 2032-01-15 Fixed 3.12500000 N N N N N N TOYOTA MOTOR CORP 5493006W3QUS5LMH6R84 Toyota Motor Corp 892331AF6 9825000.00000000 PA USD 10285091.78000000 0.116156417964 Long DBT CORP JP N 2 2024-07-02 Fixed 2.35800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133SKAK7 1620934.95000000 PA USD 1714698.13000000 0.019365232409 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.50000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591EH1 9290000.00000000 PA USD 13182666.35000000 0.148880664867 Long DBT USGA US N 2 2039-09-15 Fixed 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371JMC5 5263.86000000 PA USD 5982.55000000 0.000067564937 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 Calpine Corporation Term Loan B9 13134MBQ5 4360722.17000000 PA USD 4308960.40000000 0.048663970717 Long LON CORP US N 2 2026-04-05 Floating 2.09000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAA1 23028000.00000000 PA USD 23104437.53000000 0.260933860384 Long DBT CORP US N 2 2024-04-05 Fixed 0.73100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140XBLH1 17028968.55000000 PA USD 17645765.11000000 0.199285423140 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967HV6 5935000.00000000 PA USD 6437467.72000000 0.072702626977 Long DBT CORP US N 2 2024-08-05 Fixed 4.00000000 N N N N N N TransDigm, Inc. 88Q84GB3X55CF5OC7582 TransDigm, Inc. 2020 Term Loan F 89364MBR4 12817413.92000000 PA USD 12657196.25000000 0.142946179705 Long LON CORP US N 2 2025-12-09 Floating 2.33400000 N N N N N N PNC BANK NA AD6GFRVSDT01YPT1CS68 PNC Bank NA 69353RFS2 15693000.00000000 PA USD 15741262.57000000 0.177776602627 Long DBT CORP US N 2 2022-12-09 Fixed 2.02800000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAM1 1765000.00000000 PA USD 1809336.80000000 0.020434050183 Long DBT CORP US N 2 2026-05-15 Fixed 3.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HJJQ5 29081327.27000000 PA USD 31553001.62000000 0.356349143264 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 Tencent Holdings Ltd 88032WAW6 16293000.00000000 PA USD 15179210.52000000 0.171428973045 Long DBT CORP KY N 2 2060-06-03 Fixed 3.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140L6S96 7030321.00000000 PA USD 7102778.93000000 0.080216431291 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N KINGDOM OF MOROCCO 529900F3MBW9XY5K1X07 Morocco Government International Bond 617726AM6 14611000.00000000 PA USD 13328154.20000000 0.150523756429 Long DBT NUSS MA N 2 2050-12-15 Fixed 4.00000000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 Prosus NV 74365PAA6 13803000.00000000 PA USD 14320067.14000000 0.161726092442 Long DBT CORP NL N 2 2030-01-21 Fixed 3.68000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61746BDQ6 18457000.00000000 PA USD 19914364.72000000 0.224906235295 Long DBT CORP US N 2 2024-04-29 Fixed 3.87500000 N N N N N N KIMBERLY-CLARK DE MEXICO 549300JGHL56QT00KT54 Kimberly-Clark de Mexico SAB de CV 494386AD7 2157000.00000000 PA USD 2149881.90000000 0.024280053682 Long DBT CORP MX N 2 2031-07-01 Fixed 2.43100000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 Mexican Bonos 000000000 2556243100.00000000 PA 132456773.73000000 1.495922904790 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N LAMAR MEDIA CORP N/A Lamar Media Corp 513075BT7 4899000.00000000 PA USD 5043520.50000000 0.056959849045 Long DBT CORP US N 2 2030-02-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FSA45 1019305.06000000 PA USD 1099955.39000000 0.012422531636 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Sequoia Mortgage Trust N/A Sequoia Mortgage Trust 2017-CH1 81746HAA9 414053.68000000 PA USD 418321.83000000 0.004724388111 Long ABS-MBS CORP US N 2 2047-08-25 Variable 4.00000000 N N N N N N Extended Stay America Trust N/A Extended Stay America Trust 2021-ESH 30227FAA8 6366876.90000000 PA USD 6384849.32000000 0.072108372206 Long ABS-MBS CORP US N 2 2038-07-15 Floating 1.16400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36230RPB6 40425.66000000 PA USD 41886.48000000 0.000473052023 Long ABS-MBS USGA US N 2 2062-04-20 Variable 4.70000000 N N N N N N Bank N/A BANK 2019-BNK24 06540VBB0 6138240.00000000 PA USD 6555809.74000000 0.074039142531 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.96000000 N N N N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 Calpine Corp 131347CR5 13678000.00000000 PA USD 13165075.00000000 0.148681993990 Long DBT CORP US N 2 2031-03-01 Fixed 3.75000000 N N N N N N GRAY OAK PIPELINE LLC N/A Gray Oak Pipeline LLC 38937LAC5 2014000.00000000 PA USD 2064515.53000000 0.023315954191 Long DBT CORP US N 2 2025-10-15 Fixed 2.60000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 OCP SA 67091TAA3 19460000.00000000 PA USD 21068135.48000000 0.237936539885 Long DBT CORP MA N 2 2024-04-25 Fixed 5.62500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 25160PAF4 10038000.00000000 PA USD 10095043.24000000 0.114010072737 Long DBT CORP DE N 2 2026-03-19 Fixed 1.68600000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 Ooredoo International Finance Ltd 74735K2B7 9288000.00000000 PA USD 10405012.03000000 0.117510757524 Long DBT CORP BM N 2 2028-01-31 Fixed 3.87500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BX7 19358000.00000000 PA USD 21029756.88000000 0.237503104696 Long DBT CORP US N 2 2030-11-15 Fixed 3.50000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd 05401AAP6 21425000.00000000 PA USD 21370059.23000000 0.241346366657 Long DBT CORP KY N 2 2028-02-21 Fixed 2.75000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AU4 15493000.00000000 PA USD 18615591.07000000 0.210238316121 Long DBT CORP US N 2 2060-06-01 Fixed 4.60000000 N N N N N N Towd Point Mortgage Trust N/A Towd Point Mortgage Trust 2018-3 89175MAA1 6752955.08000000 PA USD 7062210.71000000 0.079758267259 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.75000000 N N N N N N Enel Generacion Chile SA 549300PVHXUFEIE6LY50 Enel Generacion Chile SA 29246RAA1 2853000.00000000 PA USD 3045241.96000000 0.034391953467 Long DBT CORP CL N 2 2024-04-15 Fixed 4.25000000 N N N N N N ON Semiconductor Corporation ZV20P4CNJVT8V1ZGJ064 ON Semiconductor Corporation 2019 Term Loan B 68218EAH7 19673393.15000000 PA USD 19641522.25000000 0.221824842862 Long LON CORP US N 2 2026-09-19 Floating 2.08400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond - When Issued 91282CCY5 252540000.00000000 PA USD 251474596.88000000 2.840070755555 Long DBT UST US N 2 2028-09-30 None 0.00000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 03522AAJ9 22778000.00000000 PA USD 27999055.17000000 0.316212049877 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 Southwest Airlines Co 844741BK3 15602000.00000000 PA USD 18246164.08000000 0.206066130128 Long DBT CORP US N 2 2027-06-15 Fixed 5.12500000 N N N N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 Boston Gas Co 100743AL7 2701000.00000000 PA USD 2815369.52000000 0.031795850312 Long DBT CORP US N 2 2029-08-01 Fixed 3.00100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SX7 1860000.00000000 PA USD 1984968.75000000 0.022417579220 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 Microchip Technology Inc 595017AP9 6371000.00000000 PA USD 6733609.35000000 0.076047152402 Long DBT CORP US N 2 2023-06-01 Fixed 4.33300000 N N N N N N FRESNILLO PLC 549300JXWH1UV5J0XV81 Fresnillo PLC 358070AB6 16183000.00000000 PA USD 16874337.76000000 0.190573178309 Long DBT CORP GB N 2 2050-10-02 Fixed 4.25000000 N N N N N N UKRAINE GOVERNMENT 6354001WLTJXOMEXPY07 Ukraine Government International Bond 903724BY7 18089000.00000000 PA USD 18300279.52000000 0.206677291973 Long DBT NUSS UA N 2 2033-03-15 Fixed 7.25300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36196RNZ7 5847577.39000000 PA USD 6467846.88000000 0.073045719143 Long ABS-MBS USGA US N 2 2066-12-20 Variable 4.64200000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAZ4 8295000.00000000 PA USD 8238925.80000000 0.093047697509 Long DBT CORP US N 2 2031-08-01 Fixed 2.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A5J71 4871984.89000000 PA USD 5271301.64000000 0.059532333751 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 Citigroup Commercial Mortgage Trust 2019-C7 17328CAD4 14179842.00000000 PA USD 15279985.04000000 0.172567087076 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10200000 N N N N N N AECOM 0EEB8GF0W0NPCIHZX097 AECOM 2021 Term Loan B 00766WAV5 7790475.00000000 PA USD 7782684.53000000 0.087895059809 Long LON CORP US N 2 2028-04-13 Floating 1.83400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36225BB31 16622.35000000 PA USD 19258.47000000 0.000217498777 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179ACZ7 14160.23000000 PA USD 14791.15000000 0.000167046346 Long ABS-MBS USGA US N 2 2063-07-20 Variable 3.79400000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CV5 16774000.00000000 PA USD 21315653.60000000 0.240731927502 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MBP4 12213000.00000000 PA USD 12940284.15000000 0.146143280629 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N GATX CORP 549300IHYHCQP2PIR591 GATX Corp 361448BF9 4133000.00000000 PA USD 4611274.65000000 0.052078207667 Long DBT CORP US N 2 2030-06-30 Fixed 4.00000000 N N N N N N TRANSPRTDRA DE GAS INTL 529900780HCVLCEM2440 Transportadora de Gas Internacional SA ESP 89387YAC5 9267000.00000000 PA USD 10534725.60000000 0.118975699595 Long DBT CORP CO N 2 2028-11-01 Fixed 5.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CZJ6 556143.32000000 PA USD 601274.06000000 0.006790589964 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KULJ9 15163755.80000000 PA USD 15319811.62000000 0.173016875272 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JBB3 783000.00000000 PA USD 959638.19000000 0.010837835682 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N OMAN SOVEREIGN SUKUK 549300KM6RUZQLK8LU36 Oman Sovereign Sukuk Co 68204LAB0 6285000.00000000 PA USD 6614271.15000000 0.074699386321 Long DBT NUSS OM N 2 2030-06-15 Fixed 4.87500000 N N N N N N Bank N/A BANK 2019-BNK22 06540XBG5 12696152.00000000 PA USD 13581831.75000000 0.153388706607 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.97800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5KC6 4492108.57000000 PA USD 5061895.35000000 0.057167368511 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 6.00000000 N N N N N N SACI Falabella 5493004CKJQ7H391LM41 Falabella SA 78386FAA4 8418000.00000000 PA USD 8775849.18000000 0.099111532220 Long DBT CORP CL N 2 2023-04-30 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138YF4T8 1781187.61000000 PA USD 1933616.66000000 0.021837625734 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 United Airlines Inc 90932LAH0 6533000.00000000 PA USD 6751528.85000000 0.076249529296 Long DBT CORP US N 2 2029-04-15 Fixed 4.62500000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 Toronto-Dominion Bank/The 89114QCA4 21438000.00000000 PA USD 22559104.71000000 0.254775052244 Long DBT CORP CA N 2 2024-06-12 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133ABNB2 9464196.99000000 PA USD 9561595.88000000 0.107985495044 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 International Lease Finance Corp 459745GN9 3315000.00000000 PA USD 3467138.88000000 0.039156717460 Long DBT CORP US N 2 2022-08-15 Fixed 5.87500000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 Baidu Inc 056752AQ1 4515000.00000000 PA USD 4737183.15000000 0.053500176538 Long DBT CORP KY N 2 2025-04-07 Fixed 3.07500000 N N N N N N CROWN CASTLE INTL CORP 54930012H97VSM0I2R19 Crown Castle International Corp 22822VAQ4 983000.00000000 PA USD 1115970.41000000 0.012603399964 Long DBT US N 2 2050-07-01 Fixed 4.15000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBL5 3310000.00000000 PA USD 3568941.30000000 0.040306440253 Long DBT CORP US N 2 2027-07-15 Fixed 6.50000000 N N N N N N NATURA COSMETICOS SA N/A Natura Cosmeticos SA 63883KAB1 11615000.00000000 PA USD 11757283.75000000 0.132782866171 Long DBT CORP BR N 2 2028-05-03 Fixed 4.12500000 N N N N N N GOODYEAR TIRE & RUBBER 5493002BI0S2ZQUY3437 Goodyear Tire & Rubber Co/The 382550BK6 23341000.00000000 PA USD 25441690.00000000 0.287330015187 Long DBT CORP US N 2 2033-04-30 Fixed 5.62500000 N N N N N N SA GLOBAL SUKUK LTD 5493007DFAVKU7UOGR47 SA Global Sukuk Ltd 78397PAA9 8035000.00000000 PA USD 7955614.20000000 0.089848070191 Long DBT CORP KY N 2 2024-06-17 Fixed 0.94600000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140QCHN9 30055392.87000000 PA USD 31531683.41000000 0.356108382465 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 Antares Holdings LP 03666HAC5 6872000.00000000 PA USD 7241666.53000000 0.081784981817 Long DBT CORP US N 2 2026-07-15 Fixed 3.95000000 N N N N N N Sequoia Mortgage Trust 549300FECQ7XLTBL1027 Sequoia Mortgage Trust 2018-CH3 81746WAB4 1915021.44000000 PA USD 1941852.42000000 0.021930637678 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KVLP3 10208934.54000000 PA USD 10314000.61000000 0.116482904709 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133ACBY3 8574804.22000000 PA USD 8663053.79000000 0.097837658467 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J7PY5 1344811.96000000 PA USD 1447437.63000000 0.016346880895 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc 78573NAC6 1475000.00000000 PA USD 1704790.25000000 0.019253336096 Long DBT CORP US N 2 2025-04-15 Fixed 9.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FHNN3 407352.58000000 PA USD 444793.79000000 0.005023353654 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 Bausch Health Cos Inc 071734AJ6 9325000.00000000 PA USD 8695562.50000000 0.098204801064 Long DBT CORP CA N 2 2030-01-30 Fixed 5.25000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526CJ6 9780000.00000000 PA USD 9771023.33000000 0.110350699258 Long DBT CORP DE N 2 2024-05-28 Fixed 0.89800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133AGEG0 13878313.39000000 PA USD 14021344.68000000 0.158352419979 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 2021-3 80287EAE5 9095000.00000000 PA USD 9111451.04000000 0.102901708404 Long ABS-O CORP US N 2 2027-09-15 Fixed 0.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C4W1 42519567.27000000 PA USD 45577026.47000000 0.514731832195 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N OMAN GOV INTERNTL BOND 549300SZ20F0QTKNQC75 Oman Government International Bond 682051AD9 9432000.00000000 PA USD 9492176.16000000 0.107201491733 Long DBT NUSS OM N 2 2022-03-08 Fixed 3.87500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHC6 8624000.00000000 PA USD 8887635.68000000 0.100374011904 Long DBT CORP US N 2 2023-12-20 Fixed 3.00400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131Y2S58 5551028.67000000 PA USD 6015520.60000000 0.067937296042 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N WEX Inc. T9M5IGROL1TL1G5OV478 WEX Inc. 2021 Term Loan 96208UAT8 4673193.30000000 PA USD 4651135.83000000 0.052528386623 Long LON CORP US N 2 2028-03-31 Floating 2.33400000 N N N N N N BANGKOK BANK PCL/HK 549300CCL2BKJGMYXV60 Bangkok Bank PCL/Hong Kong 059895AR3 28476000.00000000 PA USD 30574918.12000000 0.345302992363 Long DBT CORP TH N 2 2024-03-19 Fixed 4.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140L2EL3 2571009.79000000 PA USD 2473991.84000000 0.027940443931 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2J2 26613000.00000000 PA USD 27873546.83000000 0.314794600280 Long DBT CORP FR N 2 2025-11-19 Fixed 2.81900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HLUZ7 329910.40000000 PA USD 356833.01000000 0.004029953756 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 E.W. Scripps Company (The) 2020 Term Loan B3 26928BAM1 5005475.00000000 PA USD 5012432.61000000 0.056608752718 Long LON CORP US N 2 2028-01-07 Floating 3.75000000 N N N N N N ATMOS ENERGY CORP QVLWEGTD2S8GJMO8D383 Atmos Energy Corp 049560AU9 11262000.00000000 PA USD 11262374.01000000 0.127193519587 Long DBT CORP US N 2 2023-03-09 Fixed 0.62500000 N N N N N N FORESTAR GROUP INC 549300BC2UB0GHV60V70 Forestar Group Inc 346232AF8 7881000.00000000 PA USD 7871148.75000000 0.088894145392 Long DBT CORP US N 2 2026-05-15 Fixed 3.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36180SRH9 2583197.51000000 PA USD 2749105.95000000 0.031047491513 Long ABS-MBS USGA US N 2 2064-06-20 Variable 4.58400000 N N N N N N Bharti Airtel Ltd 335800KQ1FPKOQ84OR26 Bharti Airtel Ltd 08860HAA2 19567000.00000000 PA USD 21030807.27000000 0.237514967453 Long DBT CORP IN N 2 2025-06-10 Fixed 4.37500000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 Ryder System Inc 78355HKN8 9293000.00000000 PA USD 9712747.43000000 0.109692550556 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133AFGD7 6473119.01000000 PA USD 6539828.13000000 0.073858651525 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 iStar Inc 45031UCG4 16503000.00000000 PA USD 17142161.19000000 0.193597887368 Long DBT US N 2 2025-08-01 Fixed 4.25000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio Inc 82967NBJ6 14725000.00000000 PA USD 14973484.38000000 0.169105570200 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36193QUD3 2126967.94000000 PA USD 2332291.17000000 0.026340123525 Long ABS-MBS USGA US N 2 2066-10-20 Variable 4.41900000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust 2020-1 30167HAC2 1259536.09000000 PA USD 1263144.66000000 0.014265537169 Long ABS-O CORP US N 2 2024-04-15 Fixed 2.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C4X9 17308350.53000000 PA USD 18735947.95000000 0.211597586836 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BR20 99949.59000000 PA USD 99806.13000000 0.001127177355 Long ABS-MBS USGA US N 3 2063-03-20 Fixed 2.50000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PBJ3 7466000.00000000 PA USD 7902644.98000000 0.089249853375 Long DBT CORP US N 2 2023-12-15 Fixed 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JBB54 4300630.53000000 PA USD 4552926.63000000 0.051419244466 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 Corevest American Finance 2019-3 Trust 21872NAA8 3857018.73000000 PA USD 4016513.78000000 0.045361175511 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.70500000 N N N N N N KAR Auction Services, Inc. 5493004HKD20LBSG7D03 KAR Auction Services, Inc. 2019 Term Loan B6 48562RAL3 2731350.00000000 PA USD 2663066.25000000 0.030075787656 Long LON CORP US N 2 2026-09-19 Floating 2.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCW9 111615000.00000000 PA USD 110420371.26000000 1.247051078414 Long DBT UST US N 2 2026-08-31 Fixed 0.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36193DJP8 3345087.99000000 PA USD 3650976.22000000 0.041232915452 Long ABS-MBS USGA US N 2 2066-06-20 Variable 4.55700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WJFD5 201326.08000000 PA USD 211812.50000000 0.002392140177 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KLMY5 6916983.10000000 PA USD 7172010.81000000 0.080998313200 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Sabre GLBL Inc. F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc. 2018 Term Loan B 78571YBB5 1924856.06000000 PA USD 1900448.89000000 0.021463039932 Long LON CORP US N 2 2024-02-22 Floating 2.08400000 N N N N N N ASCOT GROUP LTD 213800DJV7WRJBE2II28 Ascot Group Ltd 04365XAA6 2585000.00000000 PA USD 2740355.24000000 0.030948663894 Long DBT CORP BM N 2 2030-12-15 Fixed 4.25000000 N N N N N N UPC Broadband Holding B.V. 213800DXWIS9KORQ3X94 UPC Broadband Holding B.V. 2020 USD Term Loan AT 000000000 9994764.03000000 PA USD 9884421.84000000 0.111631384448 Long LON CORP US N 2 2028-04-30 Floating 2.33400000 N N N N N N DPL INC N/A DPL Inc 233293AQ2 7440000.00000000 PA USD 8091000.00000000 0.091377072548 Long DBT CORP US N 2 2029-04-15 Fixed 4.35000000 N N N N N N ALPEK SA DE CV 549300PWKJTP62D4IQ66 Alpek SAB de CV 020564AE0 1610000.00000000 PA USD 1626116.10000000 0.018364816319 Long DBT CORP MX N 2 2031-02-25 Fixed 3.25000000 N N N N N N HCL AMERICA INC 549300CBM0L7W7N2EB94 HCL America Inc 40480HAA5 13320000.00000000 PA USD 13158828.00000000 0.148611442443 Long DBT CORP US N 2 2026-03-10 Fixed 1.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36177TPF8 2607400.66000000 PA USD 2749603.34000000 0.031053108871 Long ABS-MBS USGA US N 2 2063-12-20 Variable 4.53900000 N N N N N N American Builders & Contractors Supply Co., Inc. 549300H5GQ4C1BEKG397 American Builders & Contractors Supply Co., Inc. 2019 Term Loan 02474RAH6 19590075.96000000 PA USD 19450202.82000000 0.219664144625 Long LON CORP US N 2 2027-01-15 Floating 2.08400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36183SWC1 3370106.80000000 PA USD 3643465.60000000 0.041148092999 Long ABS-MBS USGA US N 2 2065-01-20 Variable 4.66600000 N N N N N N HILTON DOMESTIC OPERATIN 5493003EG7H0N1E4XV50 Hilton Domestic Operating Co Inc 432833AN1 14012000.00000000 PA USD 13801820.00000000 0.155873180996 Long DBT CORP US N 2 2032-02-15 Fixed 3.62500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DE2 22001000.00000000 PA USD 22033893.04000000 0.248843485705 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36184EG96 3033819.63000000 PA USD 3247846.81000000 0.036680105497 Long ABS-MBS USGA US N 2 2065-02-20 Variable 4.56100000 N N N N N N Koppers Inc LTO4ZL5EBDR1NE6FGJ36 Koppers Inc 500605AH3 8792000.00000000 PA USD 8989820.00000000 0.101528047749 Long DBT CORP US N 2 2025-02-15 Fixed 6.00000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAB7 15243000.00000000 PA USD 16592931.21000000 0.187395065995 Long DBT CORP US N 2 2023-11-15 Fixed 5.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132XUS30 3797391.59000000 PA USD 4146020.12000000 0.046823777195 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C3E2 70785.16000000 PA USD 76688.63000000 0.000866095971 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N RATTLER MIDSTREAM LP 549300I45NRVEEN9M219 Rattler Midstream LP 75419TAA1 6694000.00000000 PA USD 6970461.53000000 0.078722082427 Long DBT CORP US N 2 2025-07-15 Fixed 5.62500000 N N N N N N Transelec SA 549300DPF7MAL5F6CR86 Transelec SA 89366LAD6 7133000.00000000 PA USD 7748292.58000000 0.087506648524 Long DBT CORP CL N 2 2025-01-14 Fixed 4.25000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 Athene Global Funding 04685A2P5 11059000.00000000 PA USD 11409683.21000000 0.128857180871 Long DBT CORP US N 2 2027-08-20 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FPYG8 1020600.05000000 PA USD 1075270.18000000 0.012143745055 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust 2021-2 30165XAE5 3525000.00000000 PA USD 3531171.92000000 0.039879885393 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.98000000 N N N N N N DANA INC KVWHW7YLZPFJM8QYNJ51 Dana Inc 235825AH9 9280000.00000000 PA USD 9544015.07000000 0.107786943202 Long DBT CORP US N 2 2030-09-01 Fixed 4.25000000 N N N N N N OneMain Financial Issuance Trust N/A OneMain Financial Issuance Trust 2021-1 68269MAB0 13500000.00000000 PA USD 13607649.00000000 0.153680278072 Long ABS-O CORP US N 2 2036-06-16 Floating 0.81000000 N N N N N N USI, Inc. N/A USI, Inc. 2017 Repriced Term Loan 90351NAE5 2659200.00000000 PA USD 2639734.66000000 0.029812288411 Long LON CORP US N 2 2024-05-16 Floating 3.13200000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942BC5 468727000.00000000 PA 11415530.65000000 0.128923219921 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 9128285M8 81104600.00000000 PA USD 91122284.95000000 1.029104887239 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAD2 3485000.00000000 PA USD 3639385.50000000 0.041102013702 Long DBT CORP US N 2 2023-07-15 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31385V7E5 12978.59000000 PA USD 14237.34000000 0.000160791799 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133A4V52 2437258.01000000 PA USD 2559581.67000000 0.028907067105 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BE73 40473.96000000 PA USD 40171.96000000 0.000453688802 Long ABS-MBS USGA US N 3 2063-01-20 Fixed 1.65000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SY5 10150000.00000000 PA USD 10554414.06000000 0.119198054538 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAT6 568000.00000000 PA USD 635114.29000000 0.007172770306 Long DBT CORP US N 2 2043-02-01 Fixed 5.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140EX2F9 1543584.53000000 PA USD 1661883.29000000 0.018768759109 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591ES7 12825000.00000000 PA USD 17892003.09000000 0.202066353280 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 Lithia Motors Inc 536797AF0 10257000.00000000 PA USD 10949347.50000000 0.123658301923 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138YNM79 152125.06000000 PA USD 164969.79000000 0.001863114135 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BV41 729786.15000000 PA USD 730584.86000000 0.008250983284 Long ABS-MBS USGA US N 3 2063-04-20 Fixed 2.50000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 Brighthouse Financial Inc 10922NAG8 15491000.00000000 PA USD 18700283.33000000 0.211194802437 Long DBT CORP US N 2 2030-05-15 Fixed 5.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAZ2 5900000.00000000 PA USD 7194858.31000000 0.081256345293 Long DBT CORP US N 2 2043-10-01 Fixed 5.95000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 Post Holdings Inc 737446AQ7 18264000.00000000 PA USD 18405180.72000000 0.207862011360 Long DBT CORP US N 2 2030-04-15 Fixed 4.62500000 N N N N N N MILLICOM INTL CELLULAR 549300CTHC1CP86P2G96 Millicom International Cellular SA 600814AR8 5452000.00000000 PA USD 5700066.00000000 0.064374656335 Long DBT CORP LU N 2 2031-04-27 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36230KSC6 5066.74000000 PA USD 5492.60000000 0.000062031604 Long ABS-MBS USGA US N 2 2061-08-20 Variable 4.32700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JLL77 823539.44000000 PA USD 904658.54000000 0.010216913736 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132ADWF1 1901184.74000000 PA USD 2053306.38000000 0.023189361766 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc 410345AJ1 856000.00000000 PA USD 902463.68000000 0.010192125714 Long DBT CORP US N 2 2024-05-15 Fixed 4.62500000 N N N N N N Pacific Gas & Electric Company 8YQ2GSDWYZXO2EDN3511 Pacific Gas & Electric Company 2020 Term Loan 69338CAH4 9904625.00000000 PA USD 9728223.63000000 0.109867333630 Long LON CORP US N 2 2025-06-23 Floating 3.50000000 N N N N N N Extended Stay America Trust N/A Extended Stay America Trust 2021-ESH 30227FAJ9 1477314.41000000 PA USD 1495626.61000000 0.016891111265 Long ABS-MBS CORP US N 2 2038-07-15 Floating 2.33400000 N N N N N N SRAM, LLC 5493005GYDYQG38FCT53 SRAM, LLC 2021 Term Loan B 85232BAT3 4859697.21000000 PA USD 4851581.52000000 0.054792153816 Long LON CORP US N 2 2028-05-12 Floating 3.25000000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A UBS-Barclays Commercial Mortgage Trust 2013-C5 90270YBF5 6909759.00000000 PA USD 7079382.53000000 0.079952200104 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.18500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132GFK63 762565.83000000 PA USD 855204.20000000 0.009658392810 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138YDML0 969139.28000000 PA USD 1049427.29000000 0.011851884020 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JNAD2 8979410.31000000 PA USD 9720984.70000000 0.109785579554 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132XWC90 1375559.76000000 PA USD 1463501.98000000 0.016528306340 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31385RAB6 7747.91000000 PA USD 8159.85000000 0.000092154641 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36195QB34 4555501.51000000 PA USD 4958710.77000000 0.056002036061 Long ABS-MBS USGA US N 2 2066-11-20 Variable 4.40700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140H7H75 723048.06000000 PA USD 783982.96000000 0.008854043729 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 American Express Co 025816CG2 17876000.00000000 PA USD 18791995.02000000 0.212230563870 Long DBT CORP US N 2 2024-07-30 Fixed 2.50000000 N N N N N N NEW FORTRESS ENERGY INC N/A New Fortress Energy Inc 644393AB6 5653000.00000000 PA USD 5405681.25000000 0.061049972531 Long DBT CORP US N 2 2026-09-30 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GRDJ0 308807.87000000 PA USD 327288.36000000 0.003696286270 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 Newell Brands Inc 651229BB1 2823000.00000000 PA USD 3115745.10000000 0.035188192565 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KPP31 2961018.93000000 PA USD 3031450.47000000 0.034236196950 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N CLARK EQUIPMENT CO 549300X1FKNY520VPF71 Clark Equipment Co 181396AE2 2755000.00000000 PA USD 2882418.75000000 0.032553082095 Long DBT CORP US N 2 2025-06-01 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KURF1 920799.99000000 PA USD 886064.38000000 0.010006917455 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WHM66 1502047.17000000 PA USD 1587561.00000000 0.017929387797 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 Nissan Motor Co Ltd 654744AA9 7676000.00000000 PA USD 7985084.81000000 0.090180901494 Long DBT CORP JP N 2 2023-09-15 Fixed 3.04300000 N N N N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc 410345AL6 4042000.00000000 PA USD 4377486.00000000 0.049437876134 Long DBT CORP US N 2 2026-05-15 Fixed 4.87500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176F4N5 18454.56000000 PA USD 18697.38000000 0.000211162013 Long ABS-MBS USGA US N 2 2062-11-20 Variable 4.39000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CYN8 14687142.38000000 PA USD 15867720.29000000 0.179204774208 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N USI, Inc. N/A USI, Inc. 2019 Incremental Term Loan B 90351NAF2 2093142.22000000 PA USD 2078092.53000000 0.023469288329 Long LON CORP US N 2 2026-12-02 Floating 3.38200000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 Lennar Corp 526057BN3 1153000.00000000 PA USD 1191072.06000000 0.013451573110 Long DBT CORP US N 2 2022-11-15 Fixed 4.75000000 N N N N N N Textainer Marine Containers Limited 549300X48KLHDDGPK024 Textainer Marine Containers VII Ltd 88315LAL2 10650637.08000000 PA USD 10486253.02000000 0.118428266341 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KXHJ8 1271652.28000000 PA USD 1304139.18000000 0.014728515692 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N RE/MAX International, Inc. 549300GN7WEUE9HKXH55 RE/MAX International, Inc. 2021 Term Loan B 75523KAK1 4344112.50000000 PA USD 4327822.08000000 0.048876988280 Long LON CORP US N 2 2028-07-21 Floating 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KUNP3 7704737.25000000 PA USD 7784031.02000000 0.087910266621 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAY4 2245000.00000000 PA USD 2831846.52000000 0.031981936089 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAE1 12284000.00000000 PA USD 11761930.00000000 0.132835339379 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N STATE OF QATAR 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PBE0 7473000.00000000 PA USD 9107644.02000000 0.102858713182 Long DBT NUSS QA N 2 2050-04-16 Fixed 4.40000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967GK1 25481000.00000000 PA USD 26253485.56000000 0.296498165204 Long DBT CORP US N 2 2022-07-30 Fixed 4.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132ACYK0 4903184.65000000 PA USD 5397167.61000000 0.060953822303 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Enel Americas SA 549300LKH11TFCJLZK20 Enel Americas SA 29274FAF1 2811000.00000000 PA USD 3069190.35000000 0.034662418647 Long DBT CORP CL N 2 2026-10-25 Fixed 4.00000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 Owl Rock Capital Corp 69121KAF1 4537000.00000000 PA USD 4545009.08000000 0.051329826280 Long DBT CORP US N 2 2027-01-15 Fixed 2.62500000 N N N N N N Textainer Marine Containers Limited 549300Q7RHLEMSLA9Y26 Textainer Marine Containers Ltd 88315LAS7 27038533.36000000 PA USD 26826416.07000000 0.302968652508 Long ABS-O CORP US N 2 2046-08-20 Fixed 1.94000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 85325WAA6 24346000.00000000 PA USD 25353715.02000000 0.286336454919 Long DBT CORP GB N 2 2026-01-30 Fixed 2.81900000 N N N N N N SEAGATE HDD CAYMAN 529900BD50TRWEG1SF63 Seagate HDD Cayman 81180WBD2 2060000.00000000 PA USD 2144151.00000000 0.024215330797 Long DBT CORP KY N 2 2031-01-15 Fixed 4.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31402DF70 25157.17000000 PA USD 29116.43000000 0.000328831310 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N SOCIEDAD QUIMICA Y MINER TJ88LXZZW5PWIN93ZC81 Sociedad Quimica y Minera de Chile SA 833636AL7 4630000.00000000 PA USD 4460310.50000000 0.050373268588 Long DBT CORP CL N 2 2051-09-10 Fixed 3.50000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 Orbia Advance Corp SAB de CV 59284BAD0 9466000.00000000 PA USD 12554377.16000000 0.141784974978 Long DBT CORP MX N 2 2042-09-19 Fixed 6.75000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 Equifax Inc 294429AG0 4324000.00000000 PA USD 6130224.22000000 0.069232720713 Long DBT CORP US N 2 2037-07-01 Fixed 7.00000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HBQ9 4740000.00000000 PA USD 4858215.60000000 0.054867076917 Long DBT CORP IT N 2 2032-06-01 Fixed 4.19800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140K8ZC8 749796.75000000 PA USD 809354.89000000 0.009140585898 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 Suzano Austria GmbH 86964WAJ1 8529000.00000000 PA USD 8761415.25000000 0.098948520198 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N Bayview Koitere Fund Trust N/A Bayview Koitere Fund Trust 2017-SPL3 500274AA3 1062731.85000000 PA USD 1084688.32000000 0.012250110407 Long ABS-O CORP US N 2 2053-11-28 Variable 4.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526CE7 11985000.00000000 PA USD 12173983.08000000 0.137488930305 Long DBT CORP DE N 2 2026-11-24 Fixed 2.12900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X7CA5 73663166.52000000 PA USD 78902780.41000000 0.891101852650 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAX9 21336000.00000000 PA USD 21042630.00000000 0.237648489447 Long DBT CORP US N 2 2031-03-01 Fixed 2.50000000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain Inc 46284VAN1 16919000.00000000 PA USD 17160941.70000000 0.193809988224 Long DBT US N 2 2031-02-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BG22 25821.05000000 PA USD 25615.29000000 0.000289290596 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 1011778 B.C. Unlimited Liability Company Term Loan B4 000000000 18171337.50000000 PA USD 17936563.82000000 0.202569607397 Long LON CORP CA N 2 2026-11-19 Floating 1.83700000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RDG6 4226000.00000000 PA USD 4259425.12000000 0.048104535682 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.45000000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591EJ7 7669000.00000000 PA USD 11142371.93000000 0.125838255865 Long DBT USGA US N 2 2060-09-15 Fixed 4.62500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAN0 17866000.00000000 PA USD 15864472.02000000 0.179168089323 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.77100000 N N N N N N SCIENCE APPLICATIONS INT 549300LZPNZIXQGZPZ48 Science Applications International Corp 808625AA5 1374000.00000000 PA USD 1419960.30000000 0.016036561036 Long DBT CORP US N 2 2028-04-01 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X9XD2 592656.62000000 PA USD 640987.46000000 0.007239099942 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.50000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A American Airlines Inc/AAdvantage Loyalty IP Ltd 00253XAB7 8850467.00000000 PA USD 9536378.19000000 0.107700694811 Long DBT CORP XX N 2 2029-04-20 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133AC4M7 21289314.84000000 PA USD 21508421.49000000 0.242908984166 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 Grupo Televisa SAB 000000000 54020000.00000000 PA 1820948.87000000 0.020565193054 Long DBT CORP MX N 2 2043-05-14 Fixed 7.25000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 2020-H 63935BAA1 6562235.26000000 PA USD 6606263.27000000 0.074608947978 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N VALVOLINE INC 549300CMHPBEY6VPOT75 Valvoline Inc 92047WAD3 2535000.00000000 PA USD 2628288.00000000 0.029683013626 Long DBT CORP US N 2 2030-02-15 Fixed 4.25000000 N N N N N N Iron Mountain, Inc. SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 2018 Term Loan B 46284NAQ2 9777737.95000000 PA USD 9679960.57000000 0.109322266626 Long LON CORP US N 2 2026-01-02 Floating 1.83400000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 Celulosa Arauco y Constitucion SA 151191AZ6 4915000.00000000 PA USD 5314245.45000000 0.060017326909 Long DBT CORP CL N 2 2024-08-01 Fixed 4.50000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 Ooredoo International Finance Ltd 74735KAA0 16491000.00000000 PA USD 16791795.84000000 0.189640977220 Long DBT CORP BM N 2 2031-04-08 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X7KF5 7208076.92000000 PA USD 7728219.03000000 0.087279944503 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138AR3Q5 3936099.75000000 PA USD 4351997.57000000 0.049150018252 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36210AZH3 4237.08000000 PA USD 4733.36000000 0.000053456999 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 Aircastle Ltd 00928QAU5 24287000.00000000 PA USD 24596901.88000000 0.277789258133 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133JLRZ4 1363582.30000000 PA USD 1396046.54000000 0.015766486956 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust 2021-2 30165XAD7 2460000.00000000 PA USD 2463220.88000000 0.027818800278 Long ABS-O CORP US N 2 2025-09-15 Fixed 0.57000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SZ2 53475000.00000000 PA USD 52530832.03000000 0.593265807617 Long DBT UST US N 2 2051-08-15 None 0.00000000 N N N N N N AMC NETWORKS INC 549300VGG9K75226LR46 AMC Networks Inc 00164VAF0 19514000.00000000 PA USD 19416430.00000000 0.219282725589 Long DBT CORP US N 2 2029-02-15 Fixed 4.25000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 Equifax Inc 294429AJ4 2544000.00000000 PA USD 2612387.20000000 0.029503435261 Long DBT CORP US N 2 2022-12-15 Fixed 3.30000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 917288BM3 4000460000.00000000 PA 94651424.83000000 1.068961823446 Long DBT NUSS UY N 2 2031-05-21 Fixed 8.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X5T78 12332436.07000000 PA USD 13559553.66000000 0.153137105242 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A5KC8 22514471.14000000 PA USD 24288623.40000000 0.274307663147 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133A6ZX2 1312917.41000000 PA USD 1398418.20000000 0.015793271698 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138XMGX2 198544.56000000 PA USD 220511.06000000 0.002490378831 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N REPUBLIC OF GHANA 213800PP4399SNNXZ126 Ghana Government International Bond 37443GAL5 14497000.00000000 PA USD 13804043.40000000 0.155898291338 Long DBT NUSS GH N 2 2029-04-07 Fixed 7.75000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBS3 22064000.00000000 PA USD 23417517.85000000 0.264469685759 Long DBT CORP GB N 2 2042-03-10 Fixed 3.81100000 N N N N N N LEVIATHAN BOND LTD 254900D9T8VKYVQNZ220 Leviathan Bond Ltd 000000000 9078204.00000000 PA USD 9857477.03000000 0.111327078694 Long DBT CORP IL N 2 2025-06-30 Fixed 6.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132ADXY9 22077261.77000000 PA USD 23848789.82000000 0.269340328460 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 Towd Point Mortgage Trust 2015-4 89171UAG4 4254377.00000000 PA USD 4389435.60000000 0.049572830956 Long ABS-O CORP US N 2 2055-04-25 Variable 3.75000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 Toyota Motor Credit Corp 89236TGT6 16490000.00000000 PA USD 16937469.18000000 0.191286163644 Long DBT CORP US N 2 2025-02-13 Fixed 1.80000000 N N N N N N SS&C Technologies Inc. 549300KY09TR3J12JU49 SS&C Technologies Inc. 2018 Term Loan B5 78466DBF0 9584398.13000000 PA USD 9492579.60000000 0.107206048051 Long LON CORP US N 2 2025-04-16 Floating 1.83400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132WNT85 251246.29000000 PA USD 269450.44000000 0.003043083970 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Beacon Roofing Supply, Inc. 549300HDXQWWCBOYXP31 Beacon Roofing Supply, Inc. 2021 Term Loan B 000000000 15290907.69000000 PA USD 15196868.61000000 0.171628397662 Long LON CORP US N 2 2028-05-19 Floating 2.33400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DS29 5862099.11000000 PA USD 5844104.28000000 0.066001376934 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N EMBRAER NETHERLANDS FINA 724500PBR8LR26XBSP67 Embraer Netherlands Finance BV 29082HAA0 12659000.00000000 PA USD 13323597.50000000 0.150472294569 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAD7 1370000.00000000 PA USD 1411643.38000000 0.015942632498 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N Bank N/A BANK 2019-BNK20 06540AAD3 3409380.00000000 PA USD 3654258.04000000 0.041269979240 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133AEWT7 29261432.35000000 PA USD 29563005.35000000 0.333874784898 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36295NG92 8178.91000000 PA USD 9668.01000000 0.000109187300 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4NL6 3612132.00000000 PA USD 3993946.38000000 0.045106306775 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31371E2L8 462.52000000 PA USD 471.34000000 0.000005323157 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 7.50000000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F0206B0 243835000.00000000 PA USD 244054071.12000000 2.756265796870 Long ABS-MBS USGSE US N 2 2051-11-15 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KRHW2 2189730.91000000 PA USD 2245370.15000000 0.025358466332 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DMEH4 5898509.49000000 PA USD 6180670.18000000 0.069802440666 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 78442FET1 7547000.00000000 PA USD 8080950.25000000 0.091263574002 Long DBT CORP US N 2 2024-03-25 Fixed 6.12500000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 Equifax Inc 294429AR6 3133000.00000000 PA USD 3284995.08000000 0.037099645747 Long DBT CORP US N 2 2025-12-15 Fixed 2.60000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKA9 3863000.00000000 PA USD 3936348.40000000 0.044455814277 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N KEN GARFF AUTOMOTIVE LLC N/A Ken Garff Automotive LLC 48850PAA2 3889000.00000000 PA USD 3995947.50000000 0.045128906761 Long DBT CORP US N 2 2028-09-15 Fixed 4.87500000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAB8 19050000.00000000 PA USD 20619886.69000000 0.232874166606 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 Avis Budget Rental Car Funding AESOP LLC 05377RDL5 6444000.00000000 PA USD 6868721.46000000 0.077573063795 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133N3XW9 41631555.36000000 PA USD 39815045.70000000 0.449657930966 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 1.50000000 N N N N N N SMITHFIELD FOODS INC CVTIPZRZJC0JQEZLL598 Smithfield Foods Inc 832248BC1 1599000.00000000 PA USD 1609466.19000000 0.018176777754 Long DBT CORP US N 2 2030-10-15 Fixed 3.00000000 N N N N N N OOREDOO INTL FINANCE 549300BHXCDJ03WU7N77 Ooredoo International Finance Ltd 74735K2A9 6236000.00000000 PA USD 6437422.80000000 0.072702119666 Long DBT CORP BM N 2 2023-02-21 Fixed 3.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FTBW0 2618946.82000000 PA USD 2851284.80000000 0.032201465582 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 General Electric Co 369604BY8 5319000.00000000 PA USD 6422407.51000000 0.072532541957 Long DBT CORP US N 2 2050-05-01 Fixed 4.35000000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp 15135BAV3 10179000.00000000 PA USD 10538318.70000000 0.119016278876 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KHJK8 10804014.37000000 PA USD 11202449.46000000 0.126516751579 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36178TH58 1563442.37000000 PA USD 1667836.39000000 0.018835991448 Long ABS-MBS USGA US N 2 2065-01-20 Variable 4.57100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133AJGL1 3387104.21000000 PA USD 3402507.64000000 0.038426793655 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AG6 12271000.00000000 PA USD 12246151.23000000 0.138303973474 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 Navient Corp 63938CAK4 15720000.00000000 PA USD 16191600.00000000 0.182862564315 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FMYD2 248825.27000000 PA USD 269698.96000000 0.003045890672 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36179LAK8 28017.30000000 PA USD 28577.06000000 0.000322739844 Long ABS-MBS USGA US N 2 2063-07-20 Variable 4.12500000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A Bayview Opportunity Master Fund IVa Trust 2017-SPL1 07333NAA0 2509637.24000000 PA USD 2559554.18000000 0.028906756642 Long ABS-O CORP US N 2 2064-10-28 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FP5G0 1545961.55000000 PA USD 1648439.11000000 0.018616924996 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132Y2RJ7 207868.58000000 PA USD 225369.07000000 0.002545243586 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 CenterPoint Energy Inc 15189TAZ0 13220000.00000000 PA USD 13246968.80000000 0.149606875427 Long DBT CORP US N 2 2024-05-13 Floating 0.70000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBP0 12576000.00000000 PA USD 13083540.45000000 0.147761169804 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N CSC Holdings, LLC 3HG2WD2W22M120IUNG49 CSC Holdings, LLC 2017 Term Loan B1 64072UAE2 12245141.75000000 PA USD 12061464.62000000 0.136218184108 Long LON CORP US N 2 2025-07-17 Floating 2.33400000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 AES Corp/The 00130HCC7 3609000.00000000 PA USD 3968528.58000000 0.044819246565 Long DBT CORP US N 2 2030-07-15 Fixed 3.95000000 N N N N N N QUICKEN LOANS LLC/QUICKN N/A Quicken Loans LLC / Quicken Loans Co-Issuer Inc 74841CAB7 12169000.00000000 PA USD 12275478.75000000 0.138635188765 Long DBT CORP US N 2 2031-03-01 Fixed 3.87500000 N N N N N N Donlen Fleet Lease Funding 549300ZWUQETU54FDP26 Donlen Fleet Lease Funding 2 LLC 257812AD9 11628000.00000000 PA USD 11641389.64000000 0.131473996502 Long ABS-O CORP US N 2 2034-12-11 Fixed 0.56000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140E0SN6 551353.79000000 PA USD 609610.91000000 0.006884743585 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.50000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 Nissan Motor Co Ltd 654744AB7 15593000.00000000 PA USD 16577853.88000000 0.187224787627 Long DBT CORP JP N 2 2025-09-17 Fixed 3.52200000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140F0PC2 669297.88000000 PA USD 738619.15000000 0.008341719893 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JANW4 5225893.64000000 PA USD 5739051.21000000 0.064814942377 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 RPM International Inc 749685AS2 3732000.00000000 PA USD 3823380.18000000 0.043179988640 Long DBT CORP US N 2 2022-11-15 Fixed 3.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36206J5L4 2205.73000000 PA USD 2238.67000000 0.000025282797 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 7.50000000 N N N N N N SABRE GLBL INC. F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc. 2021 Term Loan B2 78571YBF6 5654122.79000000 PA USD 5620537.30000000 0.063476485554 Long LON CORP US N 2 2027-12-17 Floating 4.00000000 N N N N N N BAIDU INC 254900AL64IANZYI1E02 Baidu Inc 056752AT5 3425000.00000000 PA USD 3361843.00000000 0.037967540688 Long DBT CORP KY N 2 2030-10-09 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138YAN35 707373.41000000 PA USD 782268.03000000 0.008834675878 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CAF1 1480164.02000000 PA USD 1560717.86000000 0.017626230270 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N CHESAPEAKE ENERGY CORP X2MT1W32SPAZ9WSKLE78 Chesapeake Energy Corp 165167DG9 2639000.00000000 PA USD 2819639.55000000 0.031844074616 Long DBT CORP US N 2 2029-02-01 Fixed 5.87500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKJ0 7956000.00000000 PA USD 7874212.32000000 0.088928744336 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2019-GC43 17328HBD2 18570071.00000000 PA USD 19922349.14000000 0.224996408688 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.03800000 N N N N N N FrontDoor Inc 5493008RB0JZJI3QGZ06 FrontDoor Inc 2021 Term Loan B 35905CAC9 430374.88000000 PA USD 429298.94000000 0.004848359953 Long LON CORP US N 2 2028-06-17 Floating 2.33400000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38376RAC0 8939016.61000000 PA USD 9156418.86000000 0.103409560061 Long ABS-MBS USGA US N 2 2065-04-20 Fixed 2.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CCV1 57670000.00000000 PA USD 56985168.75000000 0.643571610314 Long DBT UST US N 2 2028-08-31 Fixed 1.12500000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 Huntington Bancshares Inc/OH 446150AQ7 16885000.00000000 PA USD 17710251.17000000 0.200013707330 Long DBT CORP US N 2 2024-08-06 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140J6GR2 12741391.60000000 PA USD 13660227.63000000 0.154274083694 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176HMP6 2156.32000000 PA USD 2200.72000000 0.000024854202 Long ABS-MBS USGA US N 2 2063-01-20 Variable 4.00500000 N N N N N N Citigroup Commercial Mortgage Trust N/A Citigroup Commercial Mortgage Trust 2020-GC46 17328RAZ2 9877514.00000000 PA USD 10329686.84000000 0.116660059792 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.71700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KSB22 13129653.29000000 PA USD 13264779.48000000 0.149808023344 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FVVE3 1925600.52000000 PA USD 2085134.67000000 0.023548819925 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 CK Hutchison International 20 Ltd 12564HAA3 8410000.00000000 PA USD 8553303.79000000 0.096598178339 Long DBT CORP KY N 2 2030-05-08 Fixed 2.50000000 N N N N N N HASBRO INC 549300NUB6D2R1ITYR45 Hasbro Inc 418056AZ0 881000.00000000 PA USD 973116.80000000 0.010990058636 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAK4 8931000.00000000 PA USD 9794070.05000000 0.110610981275 Long DBT CORP US N 2 2028-07-22 Fixed 3.59100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133JLNT2 2562703.58000000 PA USD 2627077.64000000 0.029669344222 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 Summit Materials LLC / Summit Materials Finance Corp 86614RAN7 1112000.00000000 PA USD 1167600.00000000 0.013186487443 Long DBT CORP US N 2 2029-01-15 Fixed 5.25000000 N N N N N N General Motors Co 54930070NSV60J38I987 General Motors Co 37045VAH3 20142000.00000000 PA USD 23782417.95000000 0.268590746557 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 Alibaba Group Holding Ltd 01609WBA9 4081000.00000000 PA USD 3790082.32000000 0.042803933644 Long DBT CORP KY N 2 2061-02-09 Fixed 3.25000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 FS KKR Capital Corp 302635AG2 18929000.00000000 PA USD 19778556.23000000 0.223372459217 Long DBT CORP US N 2 2026-01-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140L6SH8 6500037.80000000 PA USD 6567028.36000000 0.074165841908 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group Inc 86562MBM1 18720000.00000000 PA USD 19662910.68000000 0.222066396702 Long DBT CORP JP N 2 2024-07-16 Fixed 2.69600000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBG9 31751000.00000000 PA USD 33391066.79000000 0.377107642138 Long DBT CORP US N 2 2024-09-06 Fixed 2.78900000 N N N N N N Entercom Media Corp. 549300S5JUSXRHNCHD80 Entercom Media Corp. 2019 Term Loan 12506KAE9 9400341.57000000 PA USD 9253508.23000000 0.104506055229 Long LON CORP US N 2 2024-11-18 Floating 2.58500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138YXGE9 448257.90000000 PA USD 492996.02000000 0.005567733665 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DH39 2391640.59000000 PA USD 2626607.44000000 0.029664033939 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140H3U53 840344.93000000 PA USD 915832.47000000 0.010343108398 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3131Y3GN0 1613555.04000000 PA USD 1775913.40000000 0.020056577381 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N OWL ROCK TECHNOLOGY FINA 254900G5EZJSOD3UKL16 Owl Rock Technology Finance Corp 691205AE8 11958000.00000000 PA USD 12623999.02000000 0.142571261191 Long DBT CORP US N 2 2026-06-17 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140L5HW9 6998605.39000000 PA USD 7070734.63000000 0.079854533587 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KLM66 13792257.01000000 PA USD 14300718.22000000 0.161507572152 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36182HQ66 3569949.07000000 PA USD 3811092.35000000 0.043041213960 Long ABS-MBS USGA US N 2 2064-12-20 Variable 4.52200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132HNWT2 1430941.42000000 PA USD 1538014.19000000 0.017369822546 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 Avis Budget Rental Car Funding AESOP LLC 05377RDY7 7064000.00000000 PA USD 7231777.06000000 0.081673293420 Long ABS-O CORP US N 2 2027-02-20 Fixed 2.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FDDH6 371180.53000000 PA USD 395816.85000000 0.004470224325 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X7HL6 22378557.56000000 PA USD 24245379.52000000 0.273819281097 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.50000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 DaVita Inc 23918KAS7 15396000.00000000 PA USD 15836491.88000000 0.178852090895 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N KINDER MORGAN ENER PART 549300PDHUGWPWGOT525 Kinder Morgan Energy Partners LP 494550BS4 3060000.00000000 PA USD 3272856.05000000 0.036962551566 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138W6RR9 200913.87000000 PA USD 217815.99000000 0.002459941604 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 Brixmor Operating Partnership LP 11120VAJ2 2026000.00000000 PA USD 2262325.16000000 0.025549950596 Long DBT US N 2 2030-07-01 Fixed 4.05000000 N N N N N N AMERICAN AIRLINES/AADVAN N/A American Airlines Inc/AAdvantage Loyalty IP Ltd 00253XAA9 7734112.00000000 PA USD 8130485.24000000 0.091823005763 Long DBT CORP XX N 2 2026-04-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HEJ60 1534098.05000000 PA USD 1687449.56000000 0.019057496090 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 5.00000000 N N N N N N Plastipak Packaging, Inc. N/A Plastipak Packaging, Inc. 2018 Term Loan B 72761JAD8 2474304.91000000 PA USD 2470915.11000000 0.027905696362 Long LON CORP US N 2 2024-10-14 Floating 2.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36177TPL5 2489463.96000000 PA USD 2608496.19000000 0.029459491483 Long ABS-MBS USGA US N 2 2064-01-20 Variable 4.66500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GTNN6 586742.02000000 PA USD 637879.80000000 0.007204003060 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RLJ9 2128000.00000000 PA USD 2098513.79000000 0.023699919272 Long DBT CORP US N 2 2055-09-15 Fixed 3.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132DMC60 105418860.23000000 PA USD 116314321.11000000 1.313615394696 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133A9HN8 1356054.27000000 PA USD 1370010.21000000 0.015472441274 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Churchill Downs Incorporated 529900FODTBQC8MIS994 Churchill Downs Incorporated 2021 Incremental Term Loan B1 17148PAF8 10062478.26000000 PA USD 9961853.48000000 0.112505871728 Long LON CORP US N 2 2028-03-10 Floating 2.09000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAL3 1371000.00000000 PA USD 1543677.45000000 0.017433781527 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 Avis Budget Rental Car Funding AESOP LLC 05377RCQ5 8775000.00000000 PA USD 8957002.28000000 0.101157415295 Long ABS-O CORP US N 2 2023-09-20 Fixed 3.07000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HBJA7 17929750.47000000 PA USD 19214474.11000000 0.217001902698 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FQ2H9 669451.01000000 PA USD 709028.91000000 0.008007537529 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N LAMAR MEDIA CORP N/A Lamar Media Corp 513075BZ3 9132000.00000000 PA USD 9132730.56000000 0.103142032251 Long DBT CORP US N 2 2031-01-15 Fixed 3.62500000 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 Sensata Technologies Inc 81728UAB0 7989000.00000000 PA USD 8043644.76000000 0.090842258161 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36194QQA3 2158856.41000000 PA USD 2362207.30000000 0.026677986383 Long ABS-MBS USGA US N 2 2066-09-20 Variable 4.53800000 N N N N N N SBA COMMUNICATIONS CORP 5299001HX8ZN8Y8QIT49 SBA Communications Corp 78410GAE4 17920000.00000000 PA USD 17315200.00000000 0.195552130341 Long DBT US N 2 2029-02-01 Fixed 3.12500000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 61762TAE6 3825000.00000000 PA USD 4028379.46000000 0.045495182569 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.29700000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KED96 2983823.53000000 PA USD 3047943.75000000 0.034422466588 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140Q9R21 909174.19000000 PA USD 974713.93000000 0.011008096093 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 Deutsche Bank AG/New York NY 251526CF4 9382000.00000000 PA USD 9686770.70000000 0.109399177977 Long DBT CORP DE N 2 2032-01-14 Fixed 3.72900000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 UniCredit SpA 904678AW9 17630000.00000000 PA USD 17585323.99000000 0.198602821162 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QRCU2 628817.14000000 PA USD 684651.46000000 0.007732226687 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N UNIVAR SOLUTIONS USA INC 5493008FTB9VZW6CVA82 Univar Solutions USA Inc/Washington 91337CAA4 5549000.00000000 PA USD 5826172.55000000 0.065798861918 Long DBT CORP US N 2 2027-12-01 Fixed 5.12500000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 Ally Financial Inc 02005NBK5 27986000.00000000 PA USD 29033413.83000000 0.327893753784 Long DBT CORP US N 2 2023-06-05 Fixed 3.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176HLJ1 4206.81000000 PA USD 4274.13000000 0.000048270607 Long ABS-MBS USGA US N 2 2062-06-20 Variable 4.70000000 N N N N N N ONEAMERICA FINL PARTNERS 5493009S1SVD6UNUDB08 OneAmerica Financial Partners Inc 682441AB6 3077000.00000000 PA USD 3278389.65000000 0.037025046210 Long DBT CORP US N 2 2050-10-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140F9PB5 20621.70000000 PA USD 22418.92000000 0.000253191852 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 Owl Rock Capital Corp 69121KAE4 15397000.00000000 PA USD 16034934.66000000 0.181093237886 Long DBT CORP US N 2 2026-07-15 Fixed 3.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJR1 31146000.00000000 PA USD 31311643.77000000 0.353623327695 Long DBT CORP US N 2 2025-04-22 Fixed 0.97600000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 Lithia Motors Inc 536797AG8 3280000.00000000 PA USD 3410609.60000000 0.038518294506 Long DBT CORP US N 2 2029-06-01 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KEX37 7392442.74000000 PA USD 7631163.79000000 0.086183834787 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36212DCE7 5747.05000000 PA USD 6420.19000000 0.000072507498 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Bausch Health Companies Inc. KOO0397YRO83WY5MGD97 Bausch Health Companies Inc. Term Loan B 000000000 4275591.53000000 PA USD 4262764.76000000 0.048142252469 Long LON CORP US N 2 2025-11-27 Floating 2.83400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140H4ZC1 741882.16000000 PA USD 799552.76000000 0.009029883890 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X9JZ9 6000951.57000000 PA USD 6710138.27000000 0.075782077803 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36193QU92 7015899.43000000 PA USD 7742073.79000000 0.087436415570 Long ABS-MBS USGA US N 2 2066-12-20 Variable 4.38100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JGLW3 2223152.71000000 PA USD 2407137.38000000 0.027185411816 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176VPD9 7544.29000000 PA USD 7538.42000000 0.000085136417 Long ABS-MBS USGA US N 2 2062-10-20 Variable 4.39000000 N N N N N N ASHLAND LLC 6O4MRU8C1MS0K34UQF79 Ashland LLC 04433LAA0 22620000.00000000 PA USD 22817925.00000000 0.257698082824 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WKN68 542837.02000000 PA USD 587657.29000000 0.006636806676 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2020 Term Loan B8 04649VAX8 15698239.80000000 PA USD 15457114.84000000 0.174567532335 Long LON CORP US N 2 2026-12-23 Floating 3.33400000 N N N N N N Altra Industrial Motion Corp. NQ0NIXPGW4YKG4MWM571 Altra Industrial Motion Corp. 2018 Term Loan B 02208HAB4 2315746.31000000 PA USD 2300693.96000000 0.025983275107 Long LON CORP US N 2 2025-10-01 Floating 2.08400000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133A7YH6 4525248.58000000 PA USD 4670810.40000000 0.052750584696 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138E4CS8 1725448.58000000 PA USD 1902219.23000000 0.021483033566 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FP5C9 938206.80000000 PA USD 990668.02000000 0.011188276298 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36201MM58 13161.74000000 PA USD 14703.34000000 0.000166054649 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 iStar Inc 45031UCF6 1267000.00000000 PA USD 1339852.50000000 0.015131850092 Long DBT US N 2 2024-10-01 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CXP4 53177678.53000000 PA USD 57454134.38000000 0.648867952719 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 Mexican Bonos 000000000 983810000.00000000 PA 45448337.75000000 0.513278464440 Long DBT NUSS MX N 2 2026-03-05 Fixed 5.75000000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 CSMC 2014-USA OA LLC 12649AAA7 2112207.94000000 PA USD 2215817.44000000 0.025024707819 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 3.30400000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KTPC3 6639772.11000000 PA USD 6708105.46000000 0.075759119921 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 New Fortress Energy Inc 644393AA8 15687000.00000000 PA USD 15098737.50000000 0.170520137427 Long DBT CORP US N 2 2025-09-15 Fixed 6.75000000 N N N N N N ABC SUPPLY CO INC 549300H5GQ4C1BEKG397 American Builders & Contractors Supply Co Inc 024747AG2 19920000.00000000 PA USD 19826575.20000000 0.223914769551 Long DBT CORP US N 2 2029-11-15 Fixed 3.87500000 N N N N N N Saudi Arabian Oil Co 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 80414L2F1 10431000.00000000 PA USD 11843461.71000000 0.133756131491 Long DBT CORP SA N 2 2049-04-16 Fixed 4.37500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 31335BZX7 2394273.82000000 PA USD 2638781.73000000 0.029801526335 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 Owens Corning 690742AE1 7260000.00000000 PA USD 7916730.31000000 0.089408928424 Long DBT CORP US N 2 2024-12-01 Fixed 4.20000000 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 Uber Technologies, Inc. 2021 Term Loan B 90351JAF1 10388901.25000000 PA USD 10380278.46000000 0.117231424782 Long LON CORP US N 2 2027-02-25 Floating 3.58400000 N N N N N N SENSATA TECHNOLOGIES BV PUCKW5P5O3XMOZVH7T53 Sensata Technologies BV 81725WAK9 5644000.00000000 PA USD 5745309.80000000 0.064885624818 Long DBT CORP NL N 2 2029-04-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176HLB8 1285.65000000 PA USD 1300.57000000 0.000014688206 Long ABS-MBS USGA US N 2 2062-11-20 Variable 4.39000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 Liberty Mutual Group Inc 53079EBK9 7865000.00000000 PA USD 8733313.62000000 0.098631149702 Long DBT CORP US N 2 2060-05-15 Fixed 3.95000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CX1 3211000.00000000 PA USD 4386467.18000000 0.049539306604 Long DBT CORP US N 2 2060-05-01 Fixed 5.93000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AX8 2286000.00000000 PA USD 2270707.69000000 0.025644620111 Long DBT CORP GB N 2 2030-09-10 Fixed 2.62500000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 682691AC4 22635000.00000000 PA USD 22493304.90000000 0.254031930997 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3128MJW71 4596.08000000 PA USD 5022.92000000 0.000056727193 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Co 42824CBG3 7756000.00000000 PA USD 8307780.76000000 0.093825322608 Long DBT CORP US N 2 2023-10-02 Fixed 4.45000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAR0 8548000.00000000 PA USD 11105755.98000000 0.125424727461 Long DBT CORP US N 2 2042-02-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36176RA77 20445.19000000 PA USD 20524.89000000 0.000231801305 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 Delta Air Lines Inc / SkyMiles IP Ltd 830867AB3 16151433.00000000 PA USD 18008847.80000000 0.203385958711 Long DBT CORP XX N 2 2028-10-20 Fixed 4.75000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America Inc 911365BP8 13280000.00000000 PA USD 13429400.00000000 0.151667192940 Long DBT CORP US N 2 2032-01-15 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418C6A7 6501321.16000000 PA USD 7024608.47000000 0.079333600023 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 American Homes 4 Rent LP 02666TAD9 1715000.00000000 PA USD 1738895.78000000 0.019638512649 Long DBT US N 2 2051-07-15 Fixed 3.37500000 N N N N N N GS Mortgage Securities Trust N/A GS Mortgage Securities Trust 2014-GC18 36252RBC2 2317554.00000000 PA USD 2296719.65000000 0.025938390567 Long ABS-MBS CORP US N 2 2047-01-10 Variable 4.88500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36178FKV7 5789.98000000 PA USD 6025.15000000 0.000068046047 Long ABS-MBS USGA US N 2 2063-05-20 Variable 4.06300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133JLMH9 15708322.06000000 PA USD 15659706.85000000 0.176855539354 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.00000000 N N N N N N Citadel Securities LP 549300NV5RXBUS3X7L47 Citadel Securities LP 2021 Term Loan B 17288YAD4 10157273.43000000 PA USD 10059357.31000000 0.113607047671 Long LON CORP US N 2 2028-02-02 Floating 2.58400000 N N N N N N EL PUERTO DE LIVERPOOL 4469000001BO4JEXZL32 El Puerto de Liverpool SAB de CV 283837AB8 27444000.00000000 PA USD 29605489.44000000 0.334354586131 Long DBT CORP MX N 2 2026-10-06 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418CBF0 3370059.21000000 PA USD 3561045.59000000 0.040217268721 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 DNB Bank ASA 23329PAE0 30369000.00000000 PA USD 31063697.25000000 0.350823101870 Long DBT CORP NO N 2 2022-12-02 Fixed 2.15000000 N N N N N N ENRGY TRANS LP/REG FIN N/A Energy Transfer LP / Regency Energy Finance Corp 75886AAL2 2327000.00000000 PA USD 2346732.52000000 0.026503219346 Long DBT CORP US N 2 2022-03-01 Fixed 5.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138WJFS2 522219.40000000 PA USD 551874.94000000 0.006232692674 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X45B8 2586548.81000000 PA USD 2775993.36000000 0.031351149011 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N ORBIA ADVANCE CORP SAB 549300MVHZ20SBIOEQ79 Orbia Advance Corp SAB de CV 59284BAE8 11671000.00000000 PA USD 14383340.40000000 0.162440679671 Long DBT CORP MX N 2 2044-09-17 Fixed 5.87500000 N N N N N N PAN AMERICAN ENERGY LLC N/A Pan American Energy LLC/Argentina 69784DAB4 8181000.00000000 PA USD 9166810.50000000 0.103526919799 Long DBT CORP AR N 2 2027-04-30 Fixed 9.12500000 N N N N N N ACWA POWER MGMT INVST 635400M3OWQGQBZOYO38 Acwa Power Management And Investments One Ltd 005117AA4 25543639.03000000 PA USD 30652366.84000000 0.346177672539 Long DBT CORP AE N 2 2039-12-15 Fixed 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KUMY5 16659854.58000000 PA USD 16831306.81000000 0.190087201021 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 38375BK84 88124.99000000 PA USD 88318.36000000 0.000997438288 Long ABS-MBS USGA US N 3 2063-02-20 Fixed 1.65000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KMBR0 3051759.10000000 PA USD 3128962.90000000 0.035337470017 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140F8R82 1583748.29000000 PA USD 1693677.48000000 0.019127832154 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31385H5H1 6767.66000000 PA USD 7658.67000000 0.000086494480 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133A94W2 15388390.17000000 PA USD 15880178.34000000 0.179345471296 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AY4 31977000.00000000 PA USD 31378710.33000000 0.354380755197 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N MERCADOLIBRE INC 549300DKPDN9M5S8GB14 MercadoLibre Inc 58733RAF9 4582000.00000000 PA USD 4421675.82000000 0.049936941316 Long DBT CORP US N 2 2031-01-14 Fixed 3.12500000 N N N N N N SAUDI ARABIAN OIL CO 5586006WD91QHB7J4X50 Saudi Arabian Oil Co 80414L2M6 12588000.00000000 PA USD 11835867.00000000 0.133670359353 Long DBT CORP SA N 2 2070-11-24 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KQTT8 2030624.94000000 PA USD 2026867.15000000 0.022890765864 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133ACXP8 10768438.85000000 PA USD 10879266.33000000 0.122866828415 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N MOLEX ELECTRONICS TECH 549300WTBVUFUPSIWI20 Molex Electronic Technologies LLC 60856BAC8 6151000.00000000 PA USD 6461761.99000000 0.072976998411 Long DBT CORP US N 2 2025-04-15 Fixed 3.90000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABG1 7453000.00000000 PA USD 7838617.85000000 0.088526752188 Long DBT CORP US N 2 2027-02-10 Fixed 3.00000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 Lennar Corp 526057BZ6 246000.00000000 PA USD 265982.58000000 0.003003919108 Long DBT CORP US N 2 2024-04-30 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133JLPD5 3311471.00000000 PA USD 3186294.71000000 0.035984956479 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KATR7 1213299.26000000 PA USD 1292651.85000000 0.014598781594 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31374TPE3 3195.00000000 PA USD 3588.61000000 0.000040528572 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N FMG RESOURCES AUG 2006 549300EFD6S2NFE9D745 FMG Resources August 2006 Pty Ltd 30251GBC0 15187000.00000000 PA USD 15693486.45000000 0.177237034962 Long DBT CORP AU N 2 2031-04-01 Fixed 4.37500000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 Ford Motor Credit Co LLC 345397B51 16276000.00000000 PA USD 16255655.00000000 0.183585980256 Long DBT CORP US N 2 2028-02-16 Fixed 2.90000000 N N N N N N OneMain Financial Issuance Trust N/A OneMain Financial Issuance Trust 2020-A 68269LAA4 7094000.00000000 PA USD 7330535.24000000 0.082788635575 Long ABS-O CORP US N 2 2032-05-14 Fixed 3.84000000 N N N N N N ASBURY AUTOMOTIVE GROUP 549300JH4DTA7U42GL91 Asbury Automotive Group Inc 043436AV6 1942000.00000000 PA USD 2026962.50000000 0.022891842716 Long DBT CORP US N 2 2030-03-01 Fixed 4.75000000 N N N N N N Onslow Bay Financial LLC N/A OBX 2018-EXP1 Trust 67097VAC8 2197939.41000000 PA USD 2231866.58000000 0.025205961487 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 Bayview Opportunity Master Fund IVa Trust 2017-RT1 07332BAA7 654813.29000000 PA USD 662466.94000000 0.007481682071 Long ABS-O CORP US N 2 2057-03-28 Variable 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3138YKNE9 3000257.84000000 PA USD 3183538.31000000 0.035953826611 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36194PBT0 2806946.24000000 PA USD 3055255.44000000 0.034505042392 Long ABS-MBS USGA US N 2 2066-06-20 Variable 4.54500000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 CNH Industrial Capital LLC 12592BAK0 5805000.00000000 PA USD 5933747.53000000 0.067013778090 Long DBT CORP US N 2 2023-07-02 Fixed 1.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KX2E5 39233634.08000000 PA USD 39637978.66000000 0.447658194498 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N State of Qatar 52990074F6OJOAXK4P65 Qatar Government International Bond 74727PAW1 10029000.00000000 PA USD 10549625.45000000 0.119143973563 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.87500000 N N N N N N ENERGEAN ISRAEL FINANCE 98450044QACBL3F8EB03 Energean Israel Finance Ltd 000000000 11391292.00000000 PA USD 11624243.92000000 0.131280358422 Long DBT CORP IL N 2 2024-03-30 Fixed 4.50000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 Edison International 281020AR8 852000.00000000 PA USD 938099.26000000 0.010594582145 Long DBT CORP US N 2 2025-04-15 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HNJ78 2666707.44000000 PA USD 2566059.79000000 0.028980228846 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 1.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133AC3E6 1338905.03000000 PA USD 1351869.86000000 0.015267570173 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Nielsen Finance LLC UJ76Y189LDMPCOCW7204 Nielsen Finance LLC USD Term Loan B4 65409YBE4 12900777.49000000 PA USD 12876653.04000000 0.145424651961 Long LON CORP US N 2 2023-10-04 Floating 2.08300000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DY8 2152000.00000000 PA USD 2569488.00000000 0.029018945913 Long DBT CORP US N 2 2025-07-15 Fixed 8.00000000 N N N N N N EQM MIDSTREAM PARTNERS L 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAK6 11798000.00000000 PA USD 12240425.00000000 0.138239303330 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N HANESBRANDS INC GX5LWVWZLL5S4W1L2F20 Hanesbrands Inc 410345AN2 5024000.00000000 PA USD 5259525.12000000 0.059399333637 Long DBT CORP US N 2 2025-05-15 Fixed 5.37500000 N N N N N N Dominos Pizza Master Issuer LLC N/A Domino's Pizza Master Issuer LLC 25755TAN0 5505202.50000000 PA USD 5661638.33000000 0.063940666966 Long ABS-O CORP US N 2 2051-04-25 Fixed 2.66200000 N N N N N N COMETA ENERGIA SA 5493007L8UH7TYXKI505 Cometa Energia SA de CV 20039FAA7 26317716.00000000 PA USD 30857522.01000000 0.348494627039 Long DBT CORP MX N 2 2035-04-24 Fixed 6.37500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RAV4 26503000.00000000 PA USD 27518567.40000000 0.310785580242 Long DBT CORP FR N 2 2025-01-22 Fixed 2.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GQQX7 458106.25000000 PA USD 492164.63000000 0.005558344222 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N SABRE GLBL INC F2TJC7HPPHLHU1AQMP98 Sabre GLBL Inc 78573NAF9 5778000.00000000 PA USD 6158192.40000000 0.069548584068 Long DBT CORP US N 2 2025-09-01 Fixed 7.37500000 N N N N N N TENN VALLEY AUTHORITY 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591EB4 5427000.00000000 PA USD 7775897.26000000 0.087818406631 Long DBT USGA US N 2 2048-01-15 Fixed 4.87500000 N N N N N N QUICKEN LOANS LLC/QUICKN N/A Quicken Loans LLC / Quicken Loans Co-Issuer Inc 74841CAA9 3702000.00000000 PA USD 3743647.50000000 0.042279514176 Long DBT CORP US N 2 2029-03-01 Fixed 3.62500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HMN26 1963453.40000000 PA USD 2105117.33000000 0.023774497464 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31386V2K5 3950.65000000 PA USD 4437.45000000 0.000050115089 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N WMG Acquisition Corp. 549300NAS11NXI33CP80 WMG Acquisition Corp. 2021 Term Loan G 92929LAV0 6690750.00000000 PA USD 6650337.87000000 0.075106711904 Long LON CORP US N 2 2028-01-20 Floating 2.20900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KPP23 5059028.26000000 PA USD 5049665.06000000 0.057029243669 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140FPU56 1962115.41000000 PA USD 2195924.81000000 0.024800047049 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAL9 14000000.00000000 PA USD 14180102.44000000 0.160145377506 Long DBT CORP ES N 2 2026-03-25 Fixed 1.84900000 N N N N N N Gruma SAB de CV 5493000XJLJ6C4T0PG82 Gruma SAB de CV 400131AG3 3117000.00000000 PA USD 3440419.92000000 0.038854962381 Long DBT CORP MX N 2 2024-12-01 Fixed 4.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140GPLJ5 1130899.59000000 PA USD 1217469.69000000 0.013749699195 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 SoFi Professional Loan Program 2020-ATrust 83406TAB8 3777000.00000000 PA USD 3876409.51000000 0.043778884318 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.54000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CW3 20949000.00000000 PA USD 27924395.86000000 0.315368872373 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AW0 8696000.00000000 PA USD 10495410.76000000 0.118531690822 Long DBT CORP GB N 2 2030-04-01 Fixed 5.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBE5 28355000.00000000 PA USD 29365053.02000000 0.331639176887 Long DBT CORP US N 2 2030-10-15 Fixed 2.73900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133AGJT7 4151462.91000000 PA USD 4037265.63000000 0.045595540028 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae II Pool 36193DG89 1315291.57000000 PA USD 1437121.50000000 0.016230373942 Long ABS-MBS USGA US N 2 2066-02-20 Variable 4.44900000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 OCP SA 67091TAD7 7985000.00000000 PA USD 7955455.50000000 0.089846277886 Long DBT CORP MA N 2 2031-06-23 Fixed 3.75000000 N N N N N N BAYVIEW OPPORTUNITY MASTER FUND TRUST N/A Bayview Opportunity Master Fund IVa Trust 2017-RT5 07333AAA8 3696741.43000000 PA USD 3762610.34000000 0.042493674207 Long ABS-O CORP US N 2 2069-05-28 Variable 3.50000000 N N N N N N ENRGY TRANS LP/REG FIN N/A Energy Transfer LP / Regency Energy Finance Corp 75886AAQ1 11222000.00000000 PA USD 11576795.31000000 0.130744489546 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N SOUTHERN NATURAL GAS N/A Southern Natural Gas Co LLC 84346LAC4 6783000.00000000 PA USD 6779086.89000000 0.076560760667 Long DBT CORP US N 2 2023-04-28 Fixed 0.62500000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 CNH Industrial Capital LLC 12592BAH7 7380000.00000000 PA USD 7521084.27000000 0.084940633170 Long DBT CORP US N 2 2022-04-05 Fixed 4.37500000 N N N N N N GRAY OAK PIPELINE LLC N/A Gray Oak Pipeline LLC 38937LAB7 982000.00000000 PA USD 1035104.03000000 0.011690121869 Long DBT CORP US N 2 2027-10-15 Fixed 3.45000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132M6G87 425401.13000000 PA USD 476916.48000000 0.005386136669 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 86765BAV1 4890000.00000000 PA USD 5826995.35000000 0.065808154348 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418BXU5 890814.52000000 PA USD 976973.60000000 0.011033616057 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 Ares Capital Corp 04010LBA0 28047000.00000000 PA USD 28121598.01000000 0.317596008100 Long DBT CORP US N 2 2026-07-15 Fixed 2.15000000 N N N N N N Asurion LLC 549300KNQVXGIOXWK278 Asurion LLC 2018 Term Loan B6 04649VAV2 2375529.83000000 PA USD 2360682.77000000 0.026660768846 Long LON CORP US N 2 2023-11-03 Floating 3.20900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133AB2G4 7189259.53000000 PA USD 7263247.58000000 0.082028711043 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N EMPRESA DE LOS FERROCARR 8755006LY8XNRFOGWN86 Empresa de los Ferrocarriles del Estado 292487AA3 3903000.00000000 PA USD 3435420.60000000 0.038798501718 Long DBT CORP CL N 2 2050-08-18 Fixed 3.06800000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132HRL99 652397.29000000 PA USD 710509.08000000 0.008024254078 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RLV2 15891000.00000000 PA USD 15842101.33000000 0.178915442164 Long DBT CORP US N 2 2059-09-15 Fixed 3.65000000 N N N N N N CNPC General Capital Ltd N/A CNPC General Capital Ltd 12623TAB4 6577000.00000000 PA USD 6690190.17000000 0.075556790573 Long DBT CORP VG N 2 2022-04-19 Fixed 3.95000000 N N N N N N Navient Corp 54930067J0ZNOEBRW338 Navient Corp 63938CAJ7 954000.00000000 PA USD 1052863.02000000 0.011890686016 Long DBT CORP US N 2 2026-06-15 Fixed 6.75000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 Caterpillar Financial Services Corp 14913Q3B3 5985000.00000000 PA USD 6252624.48000000 0.070615068684 Long DBT CORP US N 2 2024-11-08 Fixed 2.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3132A5J22 3906126.11000000 PA USD 4231556.88000000 0.047789801015 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 BOC Aviation USA Corp 66980P2A6 18141000.00000000 PA USD 18280404.70000000 0.206452832342 Long DBT CORP US N 2 2024-04-29 Fixed 1.62500000 N N N N N N Telenet Financing USD LLC N/A Telenet Financing USD LLC 2020 USD Term Loan AR 000000000 4217423.96000000 PA USD 4166477.48000000 0.047054815840 Long LON CORP US N 2 2028-04-30 Floating 2.08400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912828ZT0 38381800.00000000 PA USD 37734107.13000000 0.426156500404 Long DBT UST US N 2 2025-05-31 Fixed 0.25000000 N N N N N N QATAR PETROLEUM 254900QTESJKJ3P87J26 Qatar Petroleum 74730DAE3 14555000.00000000 PA USD 14548013.60000000 0.164300444217 Long DBT CORP QA N 2 2041-07-12 Fixed 3.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133KGMP0 8378532.69000000 PA USD 8857941.77000000 0.100038658725 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418BPC4 4059111.45000000 PA USD 4295170.01000000 0.048508226623 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280CS6 13610000.00000000 PA USD 13586028.03000000 0.153436098003 Long DBT CORP GB N 2 2025-05-24 Fixed 0.97600000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 National Rural Utilities Cooperative Finance Corp 637432MT9 14622000.00000000 PA USD 15246315.10000000 0.172186829933 Long DBT CORP US N 2 2043-04-30 Fixed 4.75000000 N N N N N N Trans Union, LLC X8NPN6PWJOM1QCTYFV34 Trans Union, LLC 2019 Term Loan B5 89334GAX2 11055399.05000000 PA USD 10981106.77000000 0.124016980593 Long LON CORP US N 2 2026-11-16 Floating 1.83400000 N N N N N N UMBS, TBA N/A Uniform Mortgage-Backed Security, TBA 01F0226C4 87976000.00000000 PA USD 90323171.53000000 1.020079965109 Long ABS-MBS USGSE US N 2 2051-12-15 Fixed 2.50000000 N N N N N N Sinclair Television Group Inc. 549300CQGEN0CH65UD62 Sinclair Television Group Inc. Term Loan B2B 82925BAE5 5929000.00000000 PA USD 5821566.52000000 0.065746842941 Long LON CORP US N 2 2026-09-30 Floating 2.59000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4YY6 10585.67000000 PA USD 11362.54000000 0.000128324761 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N AKER BP ASA 549300NFTY73920OYK69 Aker BP ASA 00973RAE3 2626000.00000000 PA USD 2764371.45000000 0.031219895011 Long DBT CORP NO N 2 2025-01-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KFVN2 1495171.68000000 PA USD 1585755.76000000 0.017909000015 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2N3 17513000.00000000 PA USD 17218956.73000000 0.194465190745 Long DBT CORP FR N 2 2027-01-13 Fixed 1.32300000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418BQ66 542989.52000000 PA USD 562086.62000000 0.006348020004 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 2.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 000000000 93095000.00000000 PA 2267266.08000000 0.025605751709 Long DBT NUSS UY N 2 2028-03-15 Fixed 8.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Ginnie Mae I Pool 36204TXB5 34488.56000000 PA USD 35638.76000000 0.000402492344 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 7.00000000 N N N N N N GEORGETOWN UNIVERSITY 549300GCL3B0KVXSX752 Georgetown University/The 37310PAB7 3408000.00000000 PA USD 4944939.84000000 0.055846511742 Long DBT CORP US N 2 2118-10-01 Fixed 5.21500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 American Tower Corp 03027XAA8 1207000.00000000 PA USD 1230249.69000000 0.013894032279 Long DBT US N 2 2022-03-15 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac REMICS 31398WV50 4239116.00000000 PA USD 4748926.93000000 0.053632806897 Long ABS-MBS USGSE US N 2 2030-04-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133JLJM2 5514572.17000000 PA USD 5605420.06000000 0.063305756456 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBB6 4890000.00000000 PA USD 5226344.81000000 0.059024606212 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N Calpine Corporation 43R4VPJBXTU2O15HEF41 Calpine Corporation 2019 Term Loan B10 13134MBS1 5771648.84000000 PA USD 5698406.62000000 0.064355915848 Long LON CORP US N 2 2026-08-12 Floating 2.08400000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC 05377RCK8 4240666.67000000 PA USD 4249162.42000000 0.047988632149 Long ABS-O CORP US N 2 2022-11-20 Fixed 2.72000000 N N N N N N University of Virginia N/A UNIV OF VIRGINIA VA UNIV REVENUES 915217XA6 14765000.00000000 PA USD 14837710.24000000 0.167572182060 Long DBT MUN US N 2 2119-09-01 Fixed 3.22700000 N N N N N N ZEBRA BUYER LLC N/A ZEBRA BUYER LLC TERM LOAN B 000000000 6231250.00000000 PA USD 6247949.75000000 0.070562273833 Long LON CORP US N 2 2028-04-21 None 0.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABF1 20429000.00000000 PA USD 22556927.13000000 0.254750459378 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 53944YAC7 2889000.00000000 PA USD 2910398.91000000 0.032869080749 Long DBT CORP GB N 2 2022-01-11 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KTP82 8772183.63000000 PA USD 8806860.07000000 0.099461758934 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 Towd Point Mortgage Trust 2016-2 89172PAJ8 1168001.95000000 PA USD 1173682.18000000 0.013255177568 Long ABS-O CORP US N 2 2055-08-25 Variable 2.75000000 N N N N N N BRF SA 254900MTXR9LUVQFU480 BRF SA 10552TAH0 17808000.00000000 PA USD 17081967.84000000 0.192918083622 Long DBT CORP BR N 2 2050-09-21 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X7DY2 1644324.96000000 PA USD 1835202.79000000 0.020726172102 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 Triton Container Finance VIII LLC 89680HAE2 11484255.00000000 PA USD 11379584.05000000 0.128517250934 Long ABS-O CORP US N 2 2046-03-20 Fixed 1.86000000 N N N N N N ICAHN ENTERPRISES/FIN N/A Icahn Enterprises LP / Icahn Enterprises Finance Corp 451102BZ9 5354000.00000000 PA USD 5554775.00000000 0.062733787932 Long DBT CORP US N 2 2027-05-15 Fixed 5.25000000 N N N N N N THAIOIL TRSRY CENTER 549300NH03B9E8VGJR89 Thaioil Treasury Center Co Ltd 88322YAB7 25364000.00000000 PA USD 26662636.80000000 0.301118983711 Long DBT CORP TH N 2 2043-01-23 Fixed 4.87500000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 Dominican Republic International Bond 25714PEG9 11070000.00000000 PA USD 10948340.70000000 0.123646931458 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 WFRBS Commercial Mortgage Trust 2011-C4 92936CAW9 4982141.00000000 PA USD 4744155.09000000 0.053578915318 Long ABS-MBS CORP US N 2 2044-06-15 Variable 5.02300000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AY6 3322000.00000000 PA USD 3552830.66000000 0.040124492024 Long DBT CORP GB N 2 2050-09-10 Fixed 3.95000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132LAFD9 4214126.85000000 PA USD 4571086.23000000 0.051624332970 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N MINERVA LUXEMBOURG SA 222100NM3G3RCPGZ2Z17 Minerva Luxembourg SA 603374AF6 12765000.00000000 PA USD 12330351.75000000 0.139254906242 Long DBT CORP LU N 2 2031-03-18 Fixed 4.37500000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 FIXED INC CLEARING CORP.REPO 000000000 770683768.37000000 PA USD 770683768.37000000 8.703847066401 Long RA CORP US N 2 Repurchase N 0.00000000 2021-10-01 822994600.00000000 USD 786097451.49000000 USD UST N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140KRMV8 3620230.61000000 PA USD 3657488.86000000 0.041306467050 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 31329PE82 2702866.68000000 PA USD 2975072.09000000 0.033599478210 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31411FLP7 72932.12000000 PA USD 86135.76000000 0.000972788727 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAF6 1338000.00000000 PA USD 1755557.96000000 0.019826689787 Long DBT CORP US N 2 2036-10-15 Fixed 6.62500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132M4EG6 267285.90000000 PA USD 291651.15000000 0.003293811431 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 Lear Corp 521865AZ8 16811000.00000000 PA USD 20879327.56000000 0.235804205810 Long DBT CORP US N 2 2049-05-15 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Pool 3133JLTN9 2029360.79000000 PA USD 1952677.94000000 0.022052897514 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 1.50000000 N N N N N N Visteon Corporation 549300MOVLYHRW4GGW78 Visteon Corporation 2018 Term Loan B 92839FAQ3 1487780.71000000 PA USD 1472902.90000000 0.016634477215 Long LON CORP US N 2 2024-03-25 Floating 1.87100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132QWUH0 34818.12000000 PA USD 38414.61000000 0.000433841874 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140HE6C1 1678747.81000000 PA USD 1801380.00000000 0.020344188721 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 Kraft Heinz Foods Co 50077LBC9 6690000.00000000 PA USD 7304896.10000000 0.082499075625 Long DBT CORP US N 2 2027-05-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140F5QW6 283284.22000000 PA USD 300581.61000000 0.003394669087 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N EXPEDIA GROUP INC N/A Expedia Group Inc 30212PBK0 5734000.00000000 PA USD 6500521.06000000 0.073414730503 Long DBT CORP US N 2 2027-08-01 Fixed 4.62500000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 Hyundai Capital America 44891ABF3 10356000.00000000 PA USD 10757025.02000000 0.121486275572 Long DBT CORP US N 2 2025-02-10 Fixed 2.65000000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 Banco Santander Chile 05970FAC5 10051000.00000000 PA USD 10453542.55000000 0.118058845134 Long DBT CORP CL N 2 2025-01-10 Fixed 2.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 31418DF49 4015348.61000000 PA USD 4422206.90000000 0.049942939157 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Freddie Mac Gold Pool 3132WGYG6 755576.11000000 PA USD 832045.22000000 0.009396842965 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XCV6 7067000.00000000 PA USD 7414468.49000000 0.083736549884 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140JLUE2 126636.76000000 PA USD 135709.05000000 0.001532653035 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 Pattern Energy Operations LP / Pattern Energy Operations Inc 70339PAA7 9234000.00000000 PA USD 9626445.00000000 0.108717879514 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140L5SM9 1010039.53000000 PA USD 971889.53000000 0.010976198256 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 Countrywide Asset-Backed Certificates 126673TD4 16473.67000000 PA USD 16709.16000000 0.000188707715 Long ABS-MBS CORP US N 2 2035-02-25 Variable 5.11500000 N N N N N N DT Midstream, Inc N/A DT Midstream, Inc Term Loan B 23345NAB1 7448000.00000000 PA USD 7442190.56000000 0.084049633756 Long LON CORP US N 2 2028-06-26 Floating 2.50000000 N N N N N N CONTL AIRLINES 2012-2 A N/A Continental Airlines 2012-2 Class A Pass Through Trust 210795QB9 1681114.49000000 PA USD 1762312.32000000 0.019902971291 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N Klabin Austria GmbH 984500578YEA8DD41B09 Klabin Austria GmbH 49836AAB0 13075000.00000000 PA USD 15816827.50000000 0.178630007904 Long DBT CORP AT N 2 2049-04-03 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Fannie Mae Pool 3140X4RK4 28123630.45000000 PA USD 30353158.82000000 0.342798516323 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N 2021-10-28 Natixis Funds Trust I John Sgroi John Sgroi Assistant Treasurer