0001410368-26-040065.txt : 20260424 0001410368-26-040065.hdr.sgml : 20260424 20260424131926 ACCESSION NUMBER: 0001410368-26-040065 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20260228 FILED AS OF DATE: 20260424 DATE AS OF CHANGE: 20260424 PERIOD START: 20260228 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MFS Active Exchange Traded Funds Trust CENTRAL INDEX KEY: 0002018846 ORGANIZATION NAME: EIN: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23953 FILM NUMBER: 26892046 BUSINESS ADDRESS: STREET 1: 111 HUNTINGTON AVENUE CITY: BOSTON STATE: MA ZIP: 02199 BUSINESS PHONE: 617-954-5000 MAIL ADDRESS: STREET 1: 111 HUNTINGTON AVENUE CITY: BOSTON STATE: MA ZIP: 02199 0002018846 S000085666 MFS Active Core Plus Bond ETF C000251000 MFS Active Core Plus Bond ETF MFSB NPORT-P 1 primary_doc.xml NPORT-P false 0002018846 XXXXXXXX S000085666 C000251000 MFS Active Exchange Traded Funds Trust 811-23953 0002018846 254900BBYRSBROE1WI76 111 HUNTINGTON AVENUE BOSTON 02199 617-954-5000 MFS Active Core Plus Bond ETF S000085666 254900UJDCSVKEHOW313 2026-02-28 2026-02-28 N 237768389.23 5092405.39 232675983.84 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3932984.27000000 0.00000000 0.00000000 0.00000000 USD N BBG Barc US Aggregate Index LBUSTRUU JANE STREET GRP/JSG FIN N/A 47077WAE8 900000.00000000 PA USD 923565.75000000 0.396932134876 Long DBT CORP US Y 2 2033-05-01 Fixed 6.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08164EAD6 133186.00000000 PA USD 139566.24000000 0.059983087939 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.59000000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DU1 300000.00000000 PA USD 298562.45000000 0.128316831446 Long DBT NUSS TR N 2 2038-01-14 Fixed 6.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Y7JQ2 212479.72000000 PA USD 217970.34000000 0.093679775799 Long ABS-MBS USGSE US N 2 2055-05-01 Fixed 6.00000000 N N N N N N FIRST INDUSTRIAL LP 86MKNB3IKYZZT3E3OV11 32055RAS6 1068000.00000000 PA USD 1098187.05000000 0.471981264192 Long DBT CORP US N 2 2031-01-15 Fixed 5.25000000 N N N N N N PERFORMANCE FOOD GROUP I 549300OMUOGBYK0FFO76 71376LAF7 893000.00000000 PA USD 916661.82000000 0.393964948539 Long DBT CORP US Y 2 2032-09-15 Fixed 6.13000000 N N N N N N BDS Ltd N/A 072921AE9 134096.00000000 PA USD 134069.58000000 0.057620721222 Long ABS-CBDO CORP US Y 2 2042-10-17 Floating 5.36000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCY5 755000.00000000 PA USD 756863.95000000 0.325286665821 Long DBT CORP US N 2 2036-02-15 Fixed 4.80000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAU0 270000.00000000 PA USD 280095.05000000 0.120379871346 Long DBT CORP CA Y 2 2034-02-12 Fixed 5.27000000 N N N N N N ALLIANT HOLD / CO-ISSUER N/A 01883LAD5 935000.00000000 PA USD 912288.66000000 0.392085442143 Long DBT CORP US Y 2 2029-11-01 Fixed 5.88000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 59319CAG0 1404267.00000000 PA USD 1409937.01000000 0.605965852913 Long ABS-CBDO CORP US Y 2 2043-02-18 Floating 5.81000000 N N N N N N Park Avenue Institutional Advisers CLO 529900T8KGS8BIJDM810 70018ABA7 992908.00000000 PA USD 993049.99000000 0.426795225536 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 7.06000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GMQ9 884000.00000000 PA USD 923881.03000000 0.397067636613 Long DBT CORP US N 2 2036-02-12 Fixed 5.74000000 N N N N N N BMP Trust N/A 05593JAC4 250000.00000000 PA USD 250156.25000000 0.107512707530 Long ABS-MBS CORP US Y 2 2041-06-15 Floating 5.30000000 N N N N N N Elm CLO Ltd 254900IIXJ23M1M8Y987 26860XBE0 221000.00000000 PA USD 221380.34000000 0.095145333156 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136BT7D9 121162.31000000 PA USD 122536.34000000 0.052663939774 Long ABS-MBS USGSE US N 2 2054-12-25 Floating 5.07000000 N N N N N N Bank5 N/A 06650JAP3 232069.00000000 PA USD 240827.70000000 0.103503462637 Long ABS-MBS CORP US N 2 2059-02-15 Fixed 5.34000000 N N N N N N Stellantis Financial Underwritten Enhanced Lease Trust N/A 858928AB0 63335.52000000 PA USD 63516.06000000 0.027298073033 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.63000000 N N N N N N FERGUSON ENTERPRISES INC 2138003JYQMRP3SLX189 31488VAA5 1079000.00000000 PA USD 1096161.93000000 0.471110903630 Long DBT CORP US N 2 2034-10-03 Fixed 5.00000000 N N N N N N Angel Oak Mortgage Trust 254900CFOEUA52TRVZ51 034940AA4 170713.56000000 PA USD 171264.61000000 0.073606483648 Long ABS-MBS CORP US Y 2 2070-09-25 Variable 4.96000000 N N N N N N LRECS 2025-CRE1 LLC N/A 50230AAE4 687327.00000000 PA USD 687927.86000000 0.295659160282 Long ABS-CBDO CORP US Y 2 2043-08-19 Floating 6.00000000 N N N N N N YINSON BERGENIA PRODUCTI 549300JDIAWKPMZD5256 98585VAA6 197340.00000000 PA USD 209591.06000000 0.090078510270 Long DBT CORP NL Y 2 2045-01-31 Fixed 8.50000000 N N N N N N BARDOT CLO LTD 549300KP12IHV6MTDK86 06744NBW6 250000.00000000 PA USD 250099.25000000 0.107488209944 Long ABS-CBDO CORP KY Y 2 2032-10-22 Floating 5.22000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CL7 1080000.00000000 PA USD 1080324.05000000 0.464304064463 Long DBT CORP US N 2 2036-11-14 Fixed 4.91000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 278000.00000000 PA USD 260292.93000000 0.111869272326 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UP1 3625000.00000000 PA USD 3618769.53000000 1.555282788656 Long DBT UST US N 2 2055-11-15 Fixed 4.63000000 N N N N N N XPLR INFRAST OPERATING 549300KJEC5IUVJWR786 65342QAM4 895000.00000000 PA USD 928966.15000000 0.399253130756 Long DBT CORP US Y 2 2029-01-15 Fixed 7.25000000 N N N N N N PFP III N/A 69382JAC5 100000.00000000 PA USD 99827.10000000 0.042903912278 Long ABS-CBDO CORP KY Y 2 2042-12-18 Floating 5.71000000 N N N N N N General Motors N/A 361886DR2 250000.00000000 PA USD 250124.98000000 0.107499268240 Long ABS-O CORP US Y 2 2029-11-15 Floating 4.21000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DB2 434000.00000000 PA USD 458261.43000000 0.196952613001 Long DBT CORP US N 2 2033-02-15 Fixed 5.38000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287KAC7 715568.00000000 PA USD 718690.38000000 0.308880344304 Long ABS-CBDO CORP US Y 2 2042-05-18 Floating 5.66000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 1079000.00000000 PA USD 971621.59000000 0.417585680294 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N MACQUARIE BANK LONDON 549300MPRNPO6FWNKN78 556079AB7 445000.00000000 PA USD 450351.13000000 0.193552906736 Long DBT CORP AU Y 2 2027-03-08 Fixed 6.13000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AC3 1493000.00000000 PA USD 1526656.03000000 0.656129612005 Long DBT CORP AU Y 2 2035-11-13 Fixed 5.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 544000.00000000 PA USD 568244.86000000 0.244221535296 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N SIX FLAGS ENT/SIX FLAG N/A 83002YAA7 875000.00000000 PA USD 889602.88000000 0.382335497337 Long DBT CORP US Y 2 2032-05-01 Fixed 6.63000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAM4 400000.00000000 PA USD 418242.91000000 0.179753364785 Long DBT CORP IE Y 2 2034-04-03 Fixed 5.55000000 N N N N N N INDUSTRIAL SUBORD TR 2.0 254900WSJBB5525DL518 456349AA7 400000.00000000 PA USD 411140.00000000 0.176700660383 Long DBT CORP KY Y 2 2036-04-15 Fixed 6.55000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599ED3 133000.00000000 PA USD 143936.06000000 0.061861158863 Long DBT CORP US N 2 2030-09-01 Fixed 6.63000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 303000.00000000 PA USD 264929.39000000 0.113861940380 Long DBT CORP US Y 2 2035-11-15 Fixed 3.14000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AG6 235000.00000000 PA USD 241878.20000000 0.103954948855 Long DBT CORP US N 2 2034-06-11 Fixed 5.65000000 N N N N N N Parallel Ltd N/A 69915NAL2 250000.00000000 PA USD 250325.50000000 0.107585448170 Long ABS-CBDO CORP KY Y 2 2036-07-20 Floating 5.47000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935DAB5 81120.93000000 PA USD 81414.08000000 0.034990323735 Long ABS-O CORP US Y 2 2027-09-15 Fixed 4.58000000 N N N N N N Bain Capital Credit CLO, Limited 254900SOM2S14IE3BZ76 05684UAS4 800000.00000000 PA USD 801696.80000000 0.344555027454 Long ABS-CBDO CORP KY Y 2 2038-10-18 Floating 5.52000000 N N N N N N Signal Peak CLO, LLC N/A 82666TAN9 650000.00000000 PA USD 651351.35000000 0.279939226752 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 5.27000000 N N N N N N PANTHER ESCROW ISSUER N/A 69867RAA5 892000.00000000 PA USD 907472.63000000 0.390015598096 Long DBT CORP US Y 2 2031-06-01 Fixed 7.13000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCQ9 185000.00000000 PA USD 192150.99000000 0.082583078334 Long DBT CORP US N 2 2055-03-15 Fixed 6.35000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287NAL1 446186.00000000 PA USD 446719.64000000 0.191992156916 Long ABS-CBDO CORP US Y 2 2041-02-18 Floating 5.61000000 N N N N N N PMT Loan Trust N/A 69383NBM2 1349877.00000000 PA USD 1349850.27000000 0.580141640629 Long ABS-MBS CORP US Y 2 2057-01-25 Floating 4.81000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBJ2 1473000.00000000 PA USD 1500621.74000000 0.644940537151 Long DBT CORP US N 2 2035-01-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FJU2 480375.87000000 PA USD 492789.09000000 0.211791987237 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 6.00000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAN9 709000.00000000 PA USD 718703.54000000 0.308886000238 Long DBT CORP US N 2 2035-02-15 Fixed 5.15000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBS0 866000.00000000 PA USD 887805.30000000 0.381562929421 Long DBT CORP US N 2 2036-01-15 Fixed 5.60000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ADM6 246000.00000000 PA USD 255880.70000000 0.109972974338 Long DBT CORP US Y 2 2030-01-08 Fixed 5.30000000 N N N N N N QUIKRETE HOLDINGS INC 5493007KIN86DIZWZT22 74843PAA8 890000.00000000 PA USD 924975.22000000 0.397537900016 Long DBT CORP US Y 2 2032-03-01 Fixed 6.38000000 N N N N N N Dwight 2025-FL1 Issuer LLC N/A 233636AA7 206500.00000000 PA USD 207300.04000000 0.089093870617 Long ABS-CBDO CORP US Y 2 2042-06-18 Floating 5.33000000 N N N N N N DICK'S SPORTING GOODS 529900SSBV5I4LWSK313 253393AF9 1197000.00000000 PA USD 1113528.56000000 0.478574772360 Long DBT CORP US N 2 2032-01-15 Fixed 3.15000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06055HAK9 49000.00000000 PA USD 50419.14000000 0.021669249729 Long DBT CORP US N 2 2030-07-26 Fixed 6.25000000 N N N N N N Onslow Bay Financial LLC 254900Y8CC35WOVR8295 67126GAC6 185261.55000000 PA USD 186416.04000000 0.080118298813 Long ABS-MBS CORP US Y 2 2065-10-25 Variable 5.02000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBF6 500000.00000000 PA USD 528250.00000000 0.227032455727 Long DBT NUSS MX N 2 2038-01-29 Fixed 6.63000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397E25 200000.00000000 PA USD 208124.32000000 0.089448131502 Long DBT CORP US N 2 2031-03-05 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FEY9 664218.58000000 PA USD 645873.26000000 0.277584841091 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 4.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBW4 252000.00000000 PA USD 256561.16000000 0.110265423945 Long DBT CORP US N 2 2032-03-16 Fixed 4.74000000 N N N N N N ARI Fleet Lease Trust N/A 04033DAB0 141000.00000000 PA USD 141331.63000000 0.060741821165 Long ABS-O CORP US Y 2 2034-11-15 Fixed 3.96000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMA8 917244.99000000 PA USD 932819.85000000 0.400909382483 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55416AAC3 100000.00000000 PA USD 100106.20000000 0.043023864495 Long ABS-CBDO CORP US Y 2 2039-03-19 Floating 5.90000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BP1 330000.00000000 PA USD 329016.90000000 0.141405612461 Long DBT CORP US N 2 2029-01-15 Fixed 4.63000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617948AA2 187555.30000000 PA USD 188503.92000000 0.081015632507 Long ABS-MBS CORP US Y 2 2070-07-25 Variable 5.15000000 N N N N N N ARDN 2025-ARCP Mortgage Trust N/A 039961AE7 100000.00000000 PA USD 99898.91000000 0.042934774939 Long ABS-MBS CORP US Y 2 2035-06-15 Floating 6.01000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880XAG1 327000.00000000 PA USD 327272.62000000 0.140655951937 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 5.96000000 N N N N N N BrightSpire Capital, Inc N/A 116686AG1 484000.00000000 PA USD 484600.93000000 0.208272861686 Long ABS-CBDO CORP US Y 2 2043-08-19 Floating 5.80000000 N N N N N N Provident Funding Mortgage Trust N/A 74388RAD9 671713.16000000 PA USD 677346.15000000 0.291111329506 Long ABS-MBS CORP US Y 2 2055-11-25 Variable 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UN6 5100000.00000000 PA USD 5304796.88000000 2.279907359776 Long DBT UST US N 2 2045-08-15 Fixed 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385GFS3 236599.40000000 PA USD 242769.51000000 0.104338018042 Long ABS-MBS USGA US N 2 2055-05-20 Floating 7.61000000 N N N N N N BDS Ltd N/A 07335YAC0 500000.00000000 PA USD 500045.00000000 0.214910448318 Long ABS-CBDO CORP KY Y 2 2036-12-16 Floating 5.43000000 N N N N N N Onslow Bay Financial LLC 254900Y3YIZHUWMEGC78 67122CAB1 84542.17000000 PA USD 85056.58000000 0.036555805457 Long ABS-MBS CORP US Y 2 2065-07-27 Variable 5.14000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5KW8 210342.79000000 PA USD 213225.79000000 0.091640652585 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F052631 400000.00000000 PA USD 406413.12000000 0.174669131421 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 5.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DU0 215000.00000000 PA USD 218345.68000000 0.093841090256 Long DBT CORP US N 2 2035-04-30 Fixed 4.88000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BAZ3 200000.00000000 PA USD 204750.00000000 0.087997908774 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140BCZR6 945680.14000000 PA USD 970117.51000000 0.416939253458 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 6.00000000 N N N N N N Provident Funding Mortgage Trust N/A 74388NAC0 183905.42000000 PA USD 185816.62000000 0.079860678757 Long ABS-MBS CORP US Y 2 2055-02-25 Variable 5.50000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AN3 271000.00000000 PA USD 289364.20000000 0.124363587175 Long DBT CORP US N 2 2030-02-15 Fixed 6.30000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UQ9 11945000.00000000 PA USD 12023389.06000000 5.167438796892 Long DBT UST US N 2 2045-11-15 Fixed 4.63000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AM3 1019000.00000000 PA USD 1039642.26000000 0.446819754596 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDF9 100000.00000000 PA USD 106239.03000000 0.045659645764 Long DBT CORP US N 2 2035-02-01 Fixed 6.05000000 N N N N N N Enterprise Fleet Financing LLC N/A 29376JAB9 568000.00000000 PA USD 569529.74000000 0.244773753870 Long ABS-O CORP US Y 2 2028-10-20 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6C76 623400.74000000 PA USD 616845.51000000 0.265109230363 Long ABS-MBS USGSE US N 2 2056-02-01 Fixed 4.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYN8 439000.00000000 PA USD 399787.61000000 0.171821605050 Long DBT CORP US N 2 2032-10-21 Fixed 2.65000000 N N N N N N REGAL REXNORD CORP QH78R09VCJGQKPBPYU33 758750AP8 682000.00000000 PA USD 741556.16000000 0.318707649909 Long DBT CORP US N 2 2033-04-15 Fixed 6.40000000 N N N N N N TCW Gem Ltd 549300BD6SSD2EBMCC95 87190CBL3 300000.00000000 PA USD 298551.00000000 0.128311910439 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.27000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEF6 815122.41000000 PA USD 710177.65000000 0.305221724339 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287NAC1 527037.00000000 PA USD 527529.78000000 0.226722917979 Long ABS-CBDO CORP US Y 2 2041-02-18 Floating 5.21000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 47233WLL1 1196000.00000000 PA USD 1176260.09000000 0.505535668351 Long DBT CORP US N 2 2036-02-15 Fixed 5.50000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAQ7 772000.00000000 PA USD 788601.56000000 0.338926926185 Long DBT CORP US N 2 2035-06-15 Fixed 5.75000000 N N N N N N COMMONWEALTH OF BAHAMAS 549300W13SXC7EKNJC20 000000000 200000.00000000 PA USD 226788.00000000 0.097469449256 Long DBT NUSS BS N 2 2032-10-15 Fixed 8.95000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284JAA7 95349.78000000 PA USD 95349.49000000 0.040979515129 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 5.02000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UF3 5450000.00000000 PA USD 5501306.63000000 2.364363755643 Long DBT UST US N 2 2044-11-15 Fixed 4.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38385G5H8 69111.46000000 PA USD 69397.37000000 0.029825755479 Long ABS-MBS USGA US N 2 2055-06-20 Floating 6.16000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69703NAN4 120000.00000000 PA USD 120020.76000000 0.051582788227 Long ABS-CBDO CORP KY Y 2 2032-10-15 Floating 5.11000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDZ5 732000.00000000 PA USD 732409.99000000 0.314776788696 Long DBT CORP US N 2 2036-02-04 Fixed 5.70000000 N N N N N N Black Diamond CLO Ltd 549300IEWA7GZ3ECTT90 09204WAK0 400000.00000000 PA USD 400217.60000000 0.172006407105 Long ABS-CBDO CORP KY Y 2 2034-11-22 Floating 5.87000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBP6 238000.00000000 PA USD 248563.64000000 0.106828232075 Long DBT CORP US N 2 2034-09-15 Fixed 5.70000000 N N N N N N Cent CLO LP 549300EPPYTG18BLNK44 19736WBQ2 387755.00000000 PA USD 383749.49000000 0.164928706292 Long ABS-CBDO CORP KY Y 2 2034-01-20 Floating 5.57000000 N N N N N N EURO CURRENCY N/A 000000000 7.16000000 NS 8.46000000 0.000003635957 Long N/A N 1 N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAV7 1225000.00000000 PA USD 1279829.09000000 0.550047782705 Long DBT CORP JP Y 2 2035-07-16 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137HJ6Z5 227177.41000000 PA USD 229892.16000000 0.098803562020 Long ABS-MBS USGSE US N 2 2055-02-25 Floating 5.12000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAD6 139000.00000000 PA USD 137110.27000000 0.058927555709 Long DBT CORP US Y 2 2029-03-15 Fixed 4.00000000 N N N N N N UMBS, TBA N/A 01F060634 400000.00000000 PA USD 410275.31000000 0.176329031999 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFT7 450000.00000000 PA USD 465952.61000000 0.200258145387 Long DBT CORP US N 2 2035-07-19 Fixed 5.32000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CNN7 10280000.00000000 PA USD 10441428.07000000 4.487540096609 Long DBT UST US N 2 2030-07-31 Fixed 3.88000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55416AAG4 150000.00000000 PA USD 150243.45000000 0.064571962916 Long ABS-CBDO CORP US Y 2 2039-03-19 Floating 6.95000000 N N N N N N Onslow Bay Financial LLC 254900LMIQVUH9BFZJ05 67118XAA3 138970.45000000 PA USD 140918.08000000 0.060564084730 Long ABS-MBS CORP US Y 2 2064-02-25 Variable 6.45000000 N N N N N N SAMMONS FINANCIAL GROUP 254900SHCOQLVJ21CT59 79588TAF7 913000.00000000 PA USD 992654.09000000 0.426625074757 Long DBT CORP US Y 2 2034-04-15 Fixed 6.88000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 118.00000000 NC USD 29501.41000000 0.012679181371 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM6 Comdty 2026-06-30 24664764.27000000 USD 29501.41000000 N N N Bain Capital Credit CLO, Limited 254900YJBP8866ZPO033 05685ABG2 1300000.00000000 PA USD 1300000.00000000 0.558716881108 Long ABS-CBDO CORP KY Y 2 2034-10-20 Floating 5.22000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61775UAA6 128860.46000000 PA USD 129974.50000000 0.055860728664 Long ABS-MBS CORP US Y 2 2068-12-25 Variable 6.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFM2 238000.00000000 PA USD 250837.03000000 0.107805294667 Long DBT CORP US N 2 2039-02-07 Fixed 5.94000000 N N N N N N JP Morgan Mortgage Trust 529900PEVYDPZXGGUW77 46660DAE5 163114.69000000 PA USD 163620.70000000 0.070321267068 Long ABS-MBS CORP US Y 2 2066-06-25 Variable 4.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZM9 975000.00000000 PA USD 904659.03000000 0.388806362852 Long DBT CORP US N 2 2033-02-24 Fixed 3.10000000 N N N N N N CarMax Select Receivables Trust N/A 14320BAB5 202000.00000000 PA USD 202259.35000000 0.086927471697 Long ABS-O CORP US N 2 2029-03-15 Fixed 4.19000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 432000.00000000 PA USD 431559.62000000 0.185476649922 Long DBT CORP US N 2 2026-03-15 Fixed 3.90000000 N N N N N N Dryden Senior Loan Fund N/A 26248AAQ7 1250000.00000000 PA USD 1250000.00000000 0.537227770296 Long ABS-CBDO CORP KY Y 2 2035-04-20 Floating 0.00000000 N N N N N N NORTHERN STAR RESOU 254900XFXCRYYZAX6M78 66573RAA6 673000.00000000 PA USD 721760.59000000 0.310199865963 Long DBT CORP AU Y 2 2033-04-11 Fixed 6.13000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 337000.00000000 PA USD 349753.55000000 0.150317855855 Long DBT CORP US N 2 2034-04-25 Fixed 5.29000000 N N N N N N Shackleton CLO LTD 549300HOHPZON6E4VH77 81880XAY8 270916.00000000 PA USD 271005.40000000 0.116473301424 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 5.22000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880RAC3 250000.00000000 PA USD 249996.68000000 0.107444127182 Long ABS-CBDO CORP KY Y 2 2036-11-15 Floating 5.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 762631.85000000 PA USD 664680.26000000 0.285667755232 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N BXMT Ltd N/A 12434LAA2 28001.92000000 PA USD 27982.21000000 0.012026256229 Long ABS-CBDO CORP KY Y 2 2038-02-15 Floating 4.93000000 N N N N N N Verus Securitization Trust 2138002AFCEWDDRL8N22 92490EAA1 118880.76000000 PA USD 119365.31000000 0.051301087473 Long ABS-MBS CORP US Y 2 2070-10-27 Variable 4.94000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TX6 3460000.00000000 PA USD 3241182.02000000 1.393002391784 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 46590XAY2 658000.00000000 PA USD 691963.33000000 0.297393533522 Long DBT CORP NL N 2 2033-04-01 Fixed 5.75000000 N N N N N N FORTESCUE TREASURY PTY L 549300EFD6S2NFE9D745 30251GBE6 562000.00000000 PA USD 588530.96000000 0.252940140313 Long DBT CORP AU Y 2 2032-04-15 Fixed 6.13000000 N N N N N N COLT Funding LLC 21380069FFOP8RZNF423 196920AC6 79613.51000000 PA USD 80529.03000000 0.034609944984 Long ABS-MBS CORP US Y 2 2070-01-25 Variable 5.70000000 N N N N N N Republic of South Africa Government International Bonds 378900AAFB4F17004C49 000000000 600000.00000000 PA USD 645540.71000000 0.277441917015 Long DBT NUSS ZA N 2 2036-11-19 Fixed 7.10000000 N N N N N N BSPRT Issuer, Ltd. N/A 05613RAC2 150000.00000000 PA USD 150749.97000000 0.064789656204 Long ABS-CBDO CORP US Y 2 2039-07-15 Floating 5.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -38.00000000 NC USD -46613.04000000 -0.02003345563 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short Ultra 10 Year U.S. Treasury Notes Futures UXYM6 Comdty 2026-06-18 -4389293.21000000 USD -46613.04000000 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U4B6 1006000.00000000 PA USD 1008925.02000000 0.433618031113 Long DBT CORP US N 2 2036-09-15 Fixed 4.89000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AM9 418000.00000000 PA USD 428244.65000000 0.184051934768 Long DBT CORP US N 2 2028-06-15 Fixed 5.63000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DS1 1226000.00000000 PA USD 1374562.78000000 0.590762637946 Long DBT CORP US N 2 2034-05-01 Fixed 6.53000000 N N N N N N PFP III N/A 716966AC0 1000000.00000000 PA USD 1004041.20000000 0.431519052129 Long ABS-CBDO CORP KY Y 2 2043-08-18 Floating 5.32000000 N N N N N N JBS NV/USA FOODS/FOOD CO N/A 472140AB8 895000.00000000 PA USD 948942.97000000 0.407838812729 Long DBT CORP NL N 2 2035-04-20 Fixed 5.95000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YGA7 541000.00000000 PA USD 571726.53000000 0.245717895145 Long DBT CORP US N 2 2036-04-17 Fixed 5.66000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAK3 753000.00000000 PA USD 701178.81000000 0.301354182940 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N GLS Auto Receivables Trust N/A 37989BAC6 14991.89000000 PA USD 15020.57000000 0.006455573863 Long ABS-O CORP US Y 2 2028-03-15 Fixed 4.75000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 7478945.04000000 NS USD 7478945.04000000 3.214317574409 Long STIV RF US N 1 N N N PMT Loan Trust N/A 729911BE6 399890.32000000 PA USD 401925.12000000 0.172740268835 Long ABS-MBS CORP US Y 2 2057-01-25 Floating 5.07000000 N N N N N N Angel Oak Mortgage Trust 254900O3R79X1AD55F36 03466JAA7 176125.37000000 PA USD 176753.13000000 0.075965351938 Long ABS-MBS CORP US Y 2 2069-09-25 Variable 5.14000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05556YAC6 157895.00000000 PA USD 165882.37000000 0.071293292613 Long ABS-MBS CORP US N 2 2058-12-15 Fixed 5.30000000 N N N N N N Elm CLO Ltd 254900IIXJ23M1M8Y987 26860XAJ0 1100000.00000000 PA USD 1105207.73000000 0.474998627602 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.40000000 N N N N N N Bank 549300664283JRAXM588 06541DBN3 500000.00000000 PA USD 542941.15000000 0.233346450733 Long ABS-MBS CORP US N 2 2056-08-15 Variable 6.39000000 N N N N N N Dryden Senior Loan Fund 5493002P75UIPU4MC757 26245CBU6 250000.00000000 PA USD 248735.75000000 0.106902201892 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.42000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 000000000 600000.00000000 PA USD 651126.00000000 0.279842375329 Long DBT NUSS GT N 2 2036-06-13 Fixed 6.60000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287HAA8 500000.00000000 PA USD 500091.50000000 0.214930433191 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 4.98000000 N N N N N N Trinitas CLO Ltd 549300IUAXGLQ814UD95 89640YBS2 700000.00000000 PA USD 699732.60000000 0.300732627601 Long ABS-CBDO CORP KY Y 2 2034-01-25 Floating 5.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381NMU9 83580.54000000 PA USD 85795.01000000 0.036873169539 Long ABS-MBS USGA US N 2 2055-06-20 Floating 6.08000000 N N N N N N Colombia Government International Bonds 549300MHDRBVRF6B9117 195325EP6 800000.00000000 PA USD 831600.00000000 0.357406891023 Long DBT NUSS CO N 2 2036-11-07 Fixed 7.75000000 N N N N N N JAPAN TOBACCO INC 353800Z0ENYBQO0XRJ31 471105AE6 1051000.00000000 PA USD 1137383.95000000 0.488827394743 Long DBT CORP JP Y 2 2035-06-15 Fixed 5.85000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QCL4 443000.00000000 PA USD 355118.55000000 0.152623637446 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N CIP Commercial Mortgage Trust 2025-SBAY N/A 12576AAA4 169000.00000000 PA USD 169534.60000000 0.072862956116 Long ABS-MBS CORP US Y 2 2037-10-15 Floating 5.06000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CH2 1206000.00000000 PA USD 1154365.71000000 0.496125853192 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N UMBS, TBA N/A 01F032633 1825000.00000000 PA USD 1719661.82000000 0.739080068178 Long ABS-MBS USGSE US N 2 2056-03-01 Fixed 3.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287HAG5 888889.00000000 PA USD 889411.67000000 0.382253318680 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 5.76000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61780XAC9 227080.61000000 PA USD 227335.58000000 0.097704789402 Long ABS-MBS CORP US Y 2 2070-12-25 Variable 4.81000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2U1 505693.94000000 PA USD 446539.87000000 0.191914894967 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N PMT Loan Trust N/A 729920BE7 233910.58000000 PA USD 233895.52000000 0.100524134953 Long ABS-MBS CORP US Y 2 2057-01-25 Floating 4.87000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAS8 941000.00000000 PA USD 973377.75000000 0.418340446631 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAE1 870000.00000000 PA USD 916643.86000000 0.393957229651 Long DBT CORP US N 2 2034-04-10 Fixed 5.88000000 N N N N N N Panama Government International Bonds 549300SHS4T08CL0LP14 698299AW4 150000.00000000 PA USD 163275.00000000 0.070172691356 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 602000.00000000 PA USD 644822.40000000 0.277133200151 Long DBT CORP US N 2 2035-04-22 Fixed 5.77000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 256000.00000000 PA USD 236976.00000000 0.101848070475 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBC6 1214000.00000000 PA USD 1244738.48000000 0.534966462570 Long DBT CORP US N 2 2030-08-15 Fixed 6.88000000 N N N N N N Signal Peak CLO, LLC N/A 82666TAQ2 250000.00000000 PA USD 249341.25000000 0.107162435024 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 5.62000000 N N N N N N COLT Funding LLC 213800U2X2TO1PQH1O75 19688XAA4 188517.28000000 PA USD 189853.19000000 0.081595524757 Long ABS-MBS CORP US Y 2 2069-11-25 Variable 5.39000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64832FAC0 316066.06000000 PA USD 320034.62000000 0.137545188256 Long ABS-MBS CORP US Y 2 2065-07-25 Variable 5.35000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DJ5 174000.00000000 PA USD 182258.30000000 0.078331376101 Long DBT CORP US N 2 2034-02-13 Fixed 5.25000000 N N N N N N GLS Auto Receivables Trust N/A 36274AAB6 409000.00000000 PA USD 408987.44000000 0.175775528376 Long ABS-O CORP US Y 2 2028-11-15 Fixed 4.04000000 N N N N N N ACORE Issuer, LLC N/A 00485EAG8 692000.00000000 PA USD 693295.42000000 0.297966042114 Long ABS-CBDO CORP KY Y 2 2043-08-20 Floating 5.80000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VBK5 1324000.00000000 PA USD 1346105.98000000 0.578532411374 Long DBT CORP US N 2 2036-01-15 Fixed 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNR39 819593.20000000 PA USD 679578.32000000 0.292070676476 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LBD0 429000.00000000 PA USD 435077.69000000 0.186988653843 Long DBT CORP US N 2 2031-01-15 Fixed 4.75000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAK0 192000.00000000 PA USD 200071.38000000 0.085987121102 Long DBT CORP US N 2 2034-05-20 Fixed 6.00000000 N N N N N N Greystone Commercial Real Estate Notes N/A 39810MAE9 100000.00000000 PA USD 100167.90000000 0.043050382057 Long ABS-CBDO CORP US Y 2 2043-01-15 Floating 6.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFB4 922732.56000000 PA USD 803645.91000000 0.345392720270 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418FE29 2189793.02000000 PA USD 2201798.91000000 0.946294015249 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TZ1 1900000.00000000 PA USD 1893988.29000000 0.814002484804 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N SAMARCO MINERACAO SA 529900U8HKV15GJC4O60 79588YAA7 245234.00000000 PA USD 246060.93000000 0.105752611824 Long DBT CORP BR Y 2 2031-06-30 Fixed 9.50000000 N N Y N N N JH NORTH AMERICA HOLDING 254900A6FXA0D81TL967 46593WAB1 733000.00000000 PA USD 752317.48000000 0.323332673868 Long DBT CORP US Y 2 2032-07-31 Fixed 6.13000000 N N N N N N Onslow Bay Financial LLC 254900FPAGVH6E25VL74 67121UAA4 80678.88000000 PA USD 81557.09000000 0.035051786890 Long ABS-MBS CORP US Y 2 2065-05-25 Variable 5.44000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036PBS6 62000.00000000 PA USD 63574.57000000 0.027323219590 Long DBT CORP US N 2 2030-05-01 Fixed 4.80000000 N N N N N N BACARDI LTD 549300R32WTQNHNN5055 067316AG4 147000.00000000 PA USD 141100.29000000 0.060642395347 Long DBT CORP BM Y 2 2038-05-15 Fixed 5.15000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 600000.00000000 PA USD 628933.87000000 0.270304592515 Long DBT CORP IT Y 2 2034-05-15 Fixed 5.50000000 N N N N N N New Residential Mortgage Loan Trust 2138001CG5SYL78G3648 64832KAC9 1448391.68000000 PA USD 1458760.14000000 0.626949165928 Long ABS-MBS CORP US Y 2 2065-10-25 Variable 5.09000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KP1 220000.00000000 PA USD 247627.57000000 0.106425925836 Long DBT CORP US N 2 2034-03-15 Fixed 6.95000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDR3 95000.00000000 PA USD 83599.40000000 0.035929535408 Long DBT CORP US N 2 2055-09-26 Fixed 5.95000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69703NAJ3 290000.00000000 PA USD 290044.08000000 0.124655787508 Long ABS-CBDO CORP KY Y 2 2032-10-15 Floating 4.48000000 N N N N N N Commercial Mortgage Pass-through Certificates N/A 451955AA6 109000.00000000 PA USD 112215.95000000 0.048228419688 Long ABS-MBS CORP US Y 2 2042-07-13 Variable 5.29000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617949AC6 945190.00000000 PA USD 945771.29000000 0.406475681070 Long ABS-MBS CORP US Y 2 2071-01-26 Variable 4.73000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 247000.00000000 PA USD 233757.48000000 0.100464807816 Long DBT CORP US N 2 2037-03-08 Fixed 3.85000000 N N N N N N COLBUN SA 5493003VQJLE2QB8IF36 192714AF0 205000.00000000 PA USD 206845.00000000 0.088898302517 Long DBT CORP CL Y 2 2035-09-11 Fixed 5.38000000 N N N N N N New Residential Mortgage Loan Trust 213800HBIGZVLLQA9I67 64832PAE4 1314169.00000000 PA USD 1315195.10000000 0.565247464862 Long ABS-MBS CORP US Y 2 2066-02-25 Variable 4.83000000 N N N N N N Verus Securitization Trust 2138005NRONUFED1TZ38 92540MAB1 123228.71000000 PA USD 124831.67000000 0.053650431789 Long ABS-MBS CORP US Y 2 2069-04-25 Variable 6.64000000 N N N N N N PFP III N/A 716966AE6 950000.00000000 PA USD 953259.45000000 0.409693959070 Long ABS-CBDO CORP KY Y 2 2043-08-18 Floating 5.52000000 N N N N N N Octagon 57 Ltd N/A 67592XAS9 750000.00000000 PA USD 750327.00000000 0.322477200962 Long ABS-CBDO CORP KY Y 2 2034-10-15 Floating 5.52000000 N N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AH6 300000.00000000 PA USD 308136.60000000 0.132431630851 Long DBT CORP US Y 2 2032-11-01 Fixed 6.38000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 53947FAE1 147000.00000000 PA USD 147090.92000000 0.063217061586 Long ABS-CBDO CORP US Y 2 2042-08-17 Floating 5.50000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880XAA4 112798.91000000 PA USD 112801.62000000 0.048480130238 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 5.11000000 N N N N N N ARTHUR J GALLAGHER & CO 54930049QLLMPART6V29 04316JAH2 294000.00000000 PA USD 304911.26000000 0.131045437078 Long DBT CORP US N 2 2034-07-15 Fixed 5.45000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 409000.00000000 PA USD 384078.10000000 0.165069937026 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N ACREC LLC N/A 00112HAC1 97500.00000000 PA USD 97230.41000000 0.041787901095 Long ABS-CBDO CORP US Y 2 2042-08-18 Floating 5.30000000 N N N N N N Romania Government International Bonds 315700IASY927EDWBK92 000000000 900000.00000000 PA USD 929944.01000000 0.399673397594 Long DBT NUSS RO N 2 2034-05-25 Fixed 6.00000000 N N N N N N Enterprise Fleet Financing LLC N/A 29373NAB3 176000.00000000 PA USD 176479.97000000 0.075847952628 Long ABS-O CORP US Y 2 2028-08-20 Fixed 4.05000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61779VAA0 398058.22000000 PA USD 400368.67000000 0.172071334304 Long ABS-MBS CORP US Y 2 2070-09-25 Variable 5.02000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBH6 259000.00000000 PA USD 277725.10000000 0.119361308982 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N Turkiye Government International Bonds 5493000PCHOG3B6S3Q85 900123DA5 200000.00000000 PA USD 200645.53000000 0.086233880561 Long DBT NUSS TR N 2 2031-01-15 Fixed 5.95000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AD2 957000.00000000 PA USD 856135.65000000 0.367951877056 Long DBT CORP US N 2 2031-12-01 Fixed 2.70000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AX2 901000.00000000 PA USD 920218.33000000 0.395493473289 Long DBT CORP US Y 2 2034-10-15 Fixed 6.25000000 N N N N N N IAMGOLD CORP 254900E7II30XAB9LA72 450913AF5 897000.00000000 PA USD 899121.41000000 0.386426392256 Long DBT CORP CA Y 2 2028-10-15 Fixed 5.75000000 N N N N N N Mexico Government International Bonds 254900EGTWEU67VP6075 91087BBC3 600000.00000000 PA USD 646650.00000000 0.277918670129 Long DBT NUSS MX N 2 2037-05-13 Fixed 6.88000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 05565QDW5 394000.00000000 PA USD 419953.17000000 0.180488404118 Long DBT CORP GB N 2 2033-12-01 Fixed 6.45000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDG8 289000.00000000 PA USD 292348.37000000 0.125646130372 Long DBT CORP US N 2 2028-07-25 Fixed 4.85000000 N N N N N N PMT Loan Trust N/A 69383EBK6 225595.90000000 PA USD 227022.12000000 0.097570069868 Long ABS-MBS CORP US Y 2 2056-10-01 Floating 5.02000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02531FAA8 769000.00000000 PA USD 769006.31000000 0.330505236212 Long ABS-O CORP US Y 2 2029-07-12 Fixed 4.16000000 N N N N N N Onslow Bay Financial LLC 254900WI6P4MRT24JH23 67122DAC7 273347.73000000 PA USD 274472.36000000 0.117963339176 Long ABS-MBS CORP US Y 2 2065-08-25 Variable 4.91000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AS2 1000000.00000000 PA USD 1058262.67000000 0.454822475674 Long DBT CORP US Y 2 2034-04-15 Fixed 5.80000000 N N N N N N Bank5 N/A 06211GAP1 188139.00000000 PA USD 195931.72000000 0.084207968852 Long ABS-MBS CORP US N 2 2058-11-15 Variable 5.63000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UM8 1500000.00000000 PA USD 1527421.88000000 0.656458760716 Long DBT UST US N 2 2055-08-15 Fixed 4.75000000 N N N N N N Fannie Mae - CAS 549300Z5THZ1JXIHVK60 20754TAB8 51115.31000000 PA USD 51163.05000000 0.021988969018 Long ABS-MBS USGSE US Y 2 2045-02-25 Floating 4.70000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAX4 35000.00000000 PA USD 35544.85000000 0.015276544408 Long DBT CORP CA Y 2 2035-09-29 Fixed 5.08000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AF5 636000.00000000 PA USD 638674.72000000 0.274491036616 Long DBT CORP US N 2 2033-03-22 Fixed 4.63000000 N N N N N N Onslow Bay Financial LLC 254900T4WKE0IYMYAI09 673924AC0 83989.15000000 PA USD 84590.30000000 0.036355406606 Long ABS-MBS CORP US Y 2 2065-07-25 Variable 5.16000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YFF7 283000.00000000 PA USD 291822.02000000 0.125419914502 Long DBT CORP US N 2 2029-07-20 Fixed 5.45000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CY3 754000.00000000 PA USD 773102.31000000 0.332265624170 Long DBT CORP DE N 2 2035-09-11 Fixed 5.40000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCM0 452000.00000000 PA USD 470722.67000000 0.202308232345 Long DBT CORP US N 2 2035-01-31 Fixed 5.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2T4 353040.31000000 PA USD 299135.73000000 0.128563216995 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.00000000 N N N N N N BEACH ACQUISITION BIDCO 254900F2FNX3GBTB6202 07337JAC1 724321.00000000 PA USD 800376.69000000 0.343987667653 Long DBT CORP US Y 2 2033-07-15 Fixed 10.00000000 N N Y N N N BOSTON GAS COMPANY FN7P4E7K9JOBORDEUX61 100743AM5 270000.00000000 PA USD 259126.44000000 0.111367935668 Long DBT CORP US Y 2 2032-03-16 Fixed 3.76000000 N N N N N N BXMT Ltd N/A 05609GAA6 311821.04000000 PA USD 311233.88000000 0.133762786714 Long ABS-CBDO CORP US Y 2 2038-05-15 Floating 4.83000000 N N N N N N VORNADO REALTY LP 549300BMOJ05INE4YK86 929043AN7 1278000.00000000 PA USD 1296675.38000000 0.557288018557 Long DBT CORP US N 2 2033-02-01 Fixed 5.75000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAF1 231000.00000000 PA USD 226025.43000000 0.097141710231 Long DBT CORP US Y 2 2031-05-15 Fixed 4.38000000 N N N N N N Marble Point CLO 549300MZC31PBFF01E87 56606GAN4 394872.00000000 PA USD 395573.69000000 0.170010537173 Long ABS-CBDO CORP KY Y 2 2034-07-25 Floating 5.72000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAG5 1188000.00000000 PA USD 1270577.59000000 0.546071652531 Long DBT CORP US N 2 2034-08-15 Fixed 5.95000000 N N N N N N New Residential Mortgage Loan Trust 213800HBIGZVLLQA9I67 64832MAE1 641678.00000000 PA USD 641930.31000000 0.275890231301 Long ABS-MBS CORP US Y 2 2065-12-25 Variable 4.74000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AA8 291000.00000000 PA USD 292074.17000000 0.125528284088 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBY5 369000.00000000 PA USD 358854.52000000 0.154229290912 Long DBT CORP GB N 2 2053-02-10 Fixed 5.63000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 054989AA6 227000.00000000 PA USD 246823.69000000 0.106080432508 Long DBT CORP US N 2 2030-08-02 Fixed 6.34000000 N N N N N N PRM Trust N/A 74277DAA0 123326.00000000 PA USD 123819.39000000 0.053215371847 Long ABS-MBS CORP US Y 2 2033-07-05 Variable 4.48000000 N N N N N N AREIT CRE Trust N/A 00193DAC2 120332.00000000 PA USD 120031.88000000 0.051587567405 Long ABS-CBDO CORP KY Y 2 2030-01-17 Floating 5.20000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GBA5 1025000.00000000 PA USD 1186556.61000000 0.509960929537 Long DBT CORP NL Y 2 2032-10-14 Fixed 7.50000000 N N N N N N Rate Mortgage Trust N/A 75410EBC8 623904.84000000 PA USD 628431.27000000 0.270088583973 Long ABS-MBS CORP US Y 2 2055-11-25 Floating 5.22000000 N N N N N N TPG Real Estate Finance N/A 87277LAE6 356790.00000000 PA USD 356789.89000000 0.153341949655 Long ABS-CBDO CORP KY Y 2 2043-06-18 Floating 5.61000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDN2 436000.00000000 PA USD 434793.17000000 0.186866372207 Long DBT CORP US N 2 2036-09-11 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED64 322668.55000000 PA USD 292813.42000000 0.125846000591 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N COLT Funding LLC 213800YFAHWZN77V6P52 19688VAA8 142375.10000000 PA USD 144393.51000000 0.062057762738 Long ABS-MBS CORP US Y 2 2069-06-25 Variable 6.39000000 N N N N N N PLYM Commercial Mortgage Trust N/A 69292BAE7 175000.00000000 PA USD 175000.00000000 0.075211887841 Long ABS-MBS CORP US Y 2 2043-03-15 Floating 5.30000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDE9 100000.00000000 PA USD 98000.61000000 0.042118919358 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284AAC2 1000000.00000000 PA USD 998924.00000000 0.429319770572 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.23000000 N N N N N N NIPPON LIFE INSURANCE 549300Y0HHMFW3EVWY08 654579AP6 600000.00000000 PA USD 644836.80000000 0.277139389015 Long DBT CORP JP Y 2 2055-04-30 Fixed 6.50000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAK0 262427.00000000 PA USD 265345.79000000 0.114040901695 Long ABS-O CORP US Y 2 2055-08-25 Fixed 4.82000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69704AAE1 500000.00000000 PA USD 500648.50000000 0.215169821885 Long ABS-CBDO CORP KY Y 2 2033-07-15 Floating 5.37000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 200000.00000000 PA USD 192194.00000000 0.082601563267 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.88000000 N N N N N N SNAP INC 549300JNC0L6VP8A2Q35 83304AAL0 905000.00000000 PA USD 901397.74000000 0.387404718408 Long DBT CORP US Y 2 2033-03-01 Fixed 6.88000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AD0 400000.00000000 PA USD 363986.75000000 0.156435032096 Long DBT CORP CH Y 2 2031-02-10 Fixed 4.38000000 N N N N N N Jersey Mikes Funding LLC N/A 476681AF8 406000.00000000 PA USD 410694.17000000 0.176509050578 Long ABS-O CORP US Y 2 2056-02-15 Fixed 4.95000000 N N N N N N BARDOT CLO LTD 549300KP12IHV6MTDK86 06744NBS5 250000.00000000 PA USD 249459.00000000 0.107213041880 Long ABS-CBDO CORP KY Y 2 2032-10-22 Floating 5.02000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RXP6 285124.38000000 PA USD 7448.59000000 0.003201271518 Long ABS-MBS USGA US N 2 2066-03-20 Variable 2.18000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287HAE0 500000.00000000 PA USD 500295.50000000 0.215018108763 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 5.46000000 N N N N N N PMT Loan Trust N/A 73015KBM6 285003.46000000 PA USD 286624.47000000 0.123186099944 Long ABS-MBS CORP US Y 2 2056-12-25 Floating 4.97000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAL3 328000.00000000 PA USD 334296.98000000 0.143674896945 Long DBT CORP US N 2 2029-01-15 Fixed 5.00000000 N N N N N N Affirm Master Trust N/A 00833BAG3 100000.00000000 PA USD 100703.71000000 0.043280663667 Long ABS-O CORP US Y 2 2033-07-15 Fixed 4.67000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HCE7 800000.00000000 PA USD 801633.05000000 0.344527628838 Long DBT CORP JP N 2 2036-06-10 Fixed 5.04000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810UE6 5409000.00000000 PA USD 5284339.43000000 2.271115111576 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N BDS Ltd N/A 05556XAE4 496505.00000000 PA USD 497430.04000000 0.213786585014 Long ABS-CBDO CORP US Y 2 2043-07-19 Floating 5.52000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397H48 487000.00000000 PA USD 500811.35000000 0.215239811919 Long DBT CORP US N 2 2030-09-05 Fixed 5.73000000 N N N N N N Bain Capital Credit CLO, Limited 254900XLVE4635MESI73 05684NAS0 500000.00000000 PA USD 500009.50000000 0.214895191049 Long ABS-CBDO CORP JE Y 2 2035-07-17 Floating 5.57000000 N N N N N N STORE Master Funding LLC N/A 86212FAB5 517322.98000000 PA USD 520420.81000000 0.223667609097 Long ABS-O CORP US Y 2 2055-10-20 Fixed 4.98000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDS9 1421931.28000000 PA USD 1288747.48000000 0.553880748124 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDA0 183000.00000000 PA USD 198396.64000000 0.085267347633 Long DBT CORP US N 2 2034-06-08 Fixed 6.38000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCG4 248000.00000000 PA USD 259396.62000000 0.111484054228 Long DBT CORP US N 2 2032-04-15 Fixed 5.20000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751CD1 900000.00000000 PA USD 948368.70000000 0.407592001696 Long DBT CORP CA Y 2 2033-06-15 Fixed 6.75000000 N N N N N N LoanCore 2018-CRE1 Issuer, Ltd. N/A 538912AC0 489000.00000000 PA USD 489152.57000000 0.210229075612 Long ABS-CBDO CORP US Y 2 2042-08-18 Floating 5.36000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BN1 882000.00000000 PA USD 942782.08000000 0.405190971771 Long DBT CORP CA N 2 2033-12-07 Fixed 6.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BX0 211000.00000000 PA USD 216219.65000000 0.092927360371 Long DBT CORP US N 2 2035-10-15 Fixed 5.25000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PER3 1046000.00000000 PA USD 1062243.64000000 0.456533425783 Long DBT CORP US N 2 2035-10-22 Fixed 4.95000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAC0 87904.75000000 PA USD 88128.72000000 0.037876156595 Long ABS-O CORP US N 2 2029-01-16 Fixed 4.74000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAE1 900000.00000000 PA USD 912918.60000000 0.392356179152 Long DBT CORP US Y 2 2030-01-15 Fixed 7.00000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287HAC4 250000.00000000 PA USD 250079.25000000 0.107479614300 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 5.24000000 N N N N N N AUTONATION INC N/A 05329WAT9 980000.00000000 PA USD 1022804.04000000 0.439582987087 Long DBT CORP US N 2 2035-03-15 Fixed 5.89000000 N N N N N N Bank 549300664283JRAXM588 06541DBH6 250000.00000000 PA USD 269073.85000000 0.115643155584 Long ABS-MBS CORP US N 2 2056-08-15 Fixed 5.75000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BX9 450000.00000000 PA USD 469323.44000000 0.201706868175 Long DBT CORP CA N 2 2035-05-20 Fixed 5.75000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613BH0 600000.00000000 PA USD 634518.40000000 0.272704724195 Long DBT CORP CH Y 2 2035-02-08 Fixed 5.70000000 N N N N N N BrightSpire Capital, Inc N/A 116686AC0 667000.00000000 PA USD 667827.75000000 0.287020490459 Long ABS-CBDO CORP US Y 2 2043-08-19 Floating 5.40000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 993000.00000000 PA USD 1074368.99000000 0.461744685579 Long DBT CORP US N 2 2033-03-15 Fixed 6.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NMZ9 126534.98000000 PA USD 132767.28000000 0.057061015842 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.50000000 N N N N N N Ivory Coast Government International Bonds 254900ICW11T82O6H590 000000000 800000.00000000 PA USD 856874.14000000 0.368269266925 Long DBT NUSS CI N 2 2033-01-30 Fixed 7.63000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401ABC4 1205000.00000000 PA USD 1207884.60000000 0.519127320347 Long DBT CORP KY Y 2 2032-10-15 Fixed 4.95000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862123AC0 141000.00000000 PA USD 142255.50000000 0.061138884061 Long DBT CORP US Y 2 2031-02-11 Fixed 4.95000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300TS068SCJRDSP12 38139FAU4 600000.00000000 PA USD 600826.80000000 0.258224673678 Long ABS-CBDO CORP JE Y 2 2039-01-20 Floating 5.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTZL7 113701.76000000 PA USD 120030.75000000 0.051587081751 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287KAE3 572121.00000000 PA USD 574612.70000000 0.246958319684 Long ABS-CBDO CORP US Y 2 2042-05-18 Floating 6.01000000 N N N N N N American Credit Acceptance Receivables Trust N/A 024948AA9 489846.80000000 PA USD 490694.43000000 0.210891739620 Long ABS-O CORP US Y 2 2029-05-14 Fixed 4.42000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMS9 183811.31000000 PA USD 186904.41000000 0.080328191554 Long ABS-MBS USGSE US N 2 2054-10-01 Fixed 5.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067FAB6 135000.00000000 PA USD 135275.87000000 0.058139163212 Long ABS-O CORP US Y 2 2029-03-19 Fixed 4.22000000 N N N N N N Provident Funding Mortgage Trust N/A 74389DAD9 121744.50000000 PA USD 123034.93000000 0.052878224890 Long ABS-MBS CORP US Y 2 2055-06-25 Variable 5.50000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 55609NAC2 174000.00000000 PA USD 183490.76000000 0.078861065491 Long DBT CORP GB Y 2 2029-03-26 Fixed 6.40000000 N N N N N N FORTESCUE TREASURY PTY L 549300EFD6S2NFE9D745 30251GBC0 582000.00000000 PA USD 564129.33000000 0.242452753691 Long DBT CORP AU Y 2 2031-04-01 Fixed 4.38000000 N N N N N N TARGA RESOURCES PARTNERS N/A 87612BBU5 425000.00000000 PA USD 412352.09000000 0.177221595110 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N BOOZ ALLEN HAMILTON INC 549300D7XCH2480XU542 09951LAD5 752000.00000000 PA USD 762842.73000000 0.327856239140 Long DBT CORP US N 2 2035-04-15 Fixed 5.95000000 N N N N N N PATRICK INDUSTRIES INC 549300FZ5ZTCCJ3Z5W14 703343AD5 641000.00000000 PA USD 639295.65000000 0.274757901288 Long DBT CORP US Y 2 2029-05-01 Fixed 4.75000000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12674GAG9 200000.00000000 PA USD 206060.72000000 0.088561232921 Long ABS-MBS CORP US Y 2 2041-12-10 Variable 6.51000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 10.00000000 NC USD 17265.63000000 0.007420460726 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM6 Comdty 2026-06-18 1198671.87000000 USD 17265.63000000 N N N BX Trust N/A 12433LAA3 380000.00000000 PA USD 380000.00000000 0.163317242170 Long ABS-MBS CORP US Y 2 2042-02-15 Floating 5.07000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599EL5 421000.00000000 PA USD 438824.72000000 0.188599060701 Long DBT CORP US N 2 2034-10-01 Fixed 5.55000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 44332PAH4 912000.00000000 PA USD 940686.29000000 0.404290238500 Long DBT CORP US Y 2 2030-06-15 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 184118.34000000 PA USD 160527.79000000 0.068991989353 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Unity-Peace Park CLO, Ltd. N/A 913318AS0 1242757.00000000 PA USD 1243067.69000000 0.534248386741 Long ABS-CBDO CORP JE Y 2 2035-04-20 Floating 5.31000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 336000.00000000 PA USD 324694.56000000 0.139547947597 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGG9 325067.67000000 PA USD 294537.80000000 0.126587108449 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 159000.00000000 PA USD 159642.37000000 0.068611451584 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N New Residential Mortgage Loan Trust 2138006ZAYPD4ZHQYX81 64831XAC2 83011.16000000 PA USD 84326.78000000 0.036242150396 Long ABS-MBS CORP US Y 2 2065-04-25 Variable 5.57000000 N N N N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 893647BY2 605000.00000000 PA USD 617482.97000000 0.265383199335 Long DBT CORP US Y 2 2033-05-31 Fixed 6.38000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3142J6B85 323391.69000000 PA USD 319991.18000000 0.137526518516 Long ABS-MBS USGSE US N 2 2055-11-01 Fixed 4.50000000 N N N N N N Harbor Park CLO Ltd N/A 41154XBC8 486979.00000000 PA USD 485527.80000000 0.208671213928 Long ABS-CBDO CORP KY Y 2 2031-01-20 Floating 6.17000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 200000.00000000 PA USD 209572.68000000 0.090070610873 Long DBT CORP US Y 2 2032-08-11 Fixed 5.50000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 67091TAF2 400000.00000000 PA USD 433251.06000000 0.186203600754 Long DBT CORP MA Y 2 2034-05-02 Fixed 6.75000000 N N N N N N BX Trust N/A 12433HAA2 450393.87000000 PA USD 450534.62000000 0.193631767475 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 5.04000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLR0 2845000.00000000 PA USD 2911235.16000000 1.251197099053 Long DBT UST US N 2 2029-10-31 Fixed 4.13000000 N N N N N N BX Trust N/A 12433HAG9 958284.84000000 PA USD 960081.62000000 0.412626006412 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 6.31000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BD1 450000.00000000 PA USD 471244.91000000 0.202532681810 Long DBT CORP GB Y 2 2033-05-02 Fixed 5.50000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABL0 656000.00000000 PA USD 705378.56000000 0.303159160803 Long DBT CORP US Y 2 2030-04-08 Fixed 6.38000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287EAG2 350000.00000000 PA USD 351730.65000000 0.151167578275 Long ABS-CBDO CORP US Y 2 2039-11-18 Floating 6.21000000 N N N N N N Serbia International Bonds 254900W94OCY91V32O78 000000000 400000.00000000 PA USD 422357.01000000 0.181521531801 Long DBT NUSS RS N 2 2034-06-12 Fixed 6.00000000 N N N N N N NCL CORPORATION LTD UNZWILHE4KMRP9K2L524 62886HBR1 880000.00000000 PA USD 906254.80000000 0.389492196419 Long DBT CORP BM Y 2 2032-02-01 Fixed 6.75000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 836205BJ2 700000.00000000 PA USD 700339.50000000 0.300993462428 Long DBT NUSS ZA Y 2 2055-12-11 Fixed 7.25000000 N N N N N N HIGHWOODS REALTY LP JUJNVZX73BIYHLR58F51 431282AV4 1339000.00000000 PA USD 1347034.67000000 0.578931545821 Long DBT CORP US N 2 2033-01-15 Fixed 5.35000000 N N N N N N STORE CAPITAL LLC 254900Z9PIEFQ6AYXK50 862121AB6 278000.00000000 PA USD 279283.22000000 0.120030961249 Long DBT CORP US N 2 2029-03-15 Fixed 4.63000000 N N N N N N Dryden Senior Loan Fund 25490017VKY7XEFZL303 26245XBE6 999128.00000000 PA USD 999927.30000000 0.429750971070 Long ABS-CBDO CORP KY Y 2 2034-07-17 Floating 5.57000000 N N N N N N Affirm Inc N/A 00834MAA1 18860.98000000 PA USD 18885.35000000 0.008116587577 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427MHC8 109582.82000000 PA USD 114365.17000000 0.049152116222 Long ABS-MBS USGSE US N 2 2055-02-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDC4 1568779.97000000 PA USD 1305234.90000000 0.560966748032 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CB9 992000.00000000 PA USD 992425.57000000 0.426526860925 Long DBT CORP US N 2 2027-06-01 Fixed 5.00000000 N N N N N N Cent CLO LP 5493007YZPNOMQEILE23 19737LAW3 300000.00000000 PA USD 298069.20000000 0.128104841368 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.52000000 N N N N N N Cathedral Lake LTD 254900VBMJ6DSB3ZGA63 14919LAW4 287716.00000000 PA USD 287703.34000000 0.123649779084 Long ABS-CBDO CORP KY Y 2 2034-04-25 Floating 5.52000000 N N N N N N SANTOS FINANCE LTD 213800BKUBSWG53XNS94 803014AB5 571000.00000000 PA USD 634198.28000000 0.272567142312 Long DBT CORP AU Y 2 2033-09-19 Fixed 6.88000000 N N N N N N Massachusetts Development Finance Agency 549300UZSVMFXJK08K70 57585BTH1 400000.00000000 PA USD 412336.16000000 0.177214748679 Long DBT MUN US N 2 2035-10-01 Fixed 7.38000000 N N N N N N Bain Capital Credit CLO, Limited 254900XLVE4635MESI73 05684KBL0 803892.00000000 PA USD 804848.63000000 0.345909627937 Long ABS-CBDO CORP JE Y 2 2036-10-20 Floating 5.27000000 N N N N N N Acres PLC N/A 00501XAC5 551500.00000000 PA USD 553215.83000000 0.237762325475 Long ABS-CBDO CORP US Y 2 2044-08-18 Floating 5.45000000 N N N N N N SMBC AVIATION CAPITAL FI 549300OD7VKRVNWB2J98 78448TAP7 518000.00000000 PA USD 526955.74000000 0.226476205796 Long DBT CORP IE Y 2 2035-11-26 Fixed 5.25000000 N N N N N N Magnetite CLO Ltd 5493007R5RBJT1RFJC86 55954PAQ7 250000.00000000 PA USD 250532.25000000 0.107674305643 Long ABS-CBDO CORP KY Y 2 2034-04-20 Floating 5.28000000 N N N N N N Elmwood CLO 15 Ltd N/A 29003JAU8 500000.00000000 PA USD 500255.00000000 0.215000702583 Long ABS-CBDO CORP JE Y 2 2035-04-22 Floating 5.52000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ADX0 216000.00000000 PA USD 217986.82000000 0.093686858610 Long DBT CORP US N 2 2035-11-15 Fixed 4.95000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 600000.00000000 PA USD 688657.22000000 0.295972626239 Long DBT CORP GB N 2 2033-11-02 Fixed 7.44000000 N N N N N N Bain Capital Credit CLO, Limited 2549002RK7W6TK0Q0E16 05684CBA2 935000.00000000 PA USD 913775.50000000 0.392724459533 Long ABS-CBDO CORP KY Y 2 2034-10-23 Floating 6.77000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAD5 200000.00000000 PA USD 224112.27000000 0.096319468086 Long DBT CORP FR Y 2 2053-05-23 Fixed 6.90000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 254709AS7 245000.00000000 PA USD 272210.29000000 0.116991141718 Long DBT CORP US N 2 2032-11-29 Fixed 6.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB82 1341457.60000000 PA USD 1114860.77000000 0.479147332526 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Bank5 N/A 06650JAG3 75609.00000000 PA USD 78462.48000000 0.033721778545 Long ABS-MBS CORP US N 2 2059-02-15 Fixed 5.10000000 N N N N N N Onslow Bay Financial LLC 2549007E8KF1RJ2ZV866 673914AC1 79028.16000000 PA USD 79810.79000000 0.034301258205 Long ABS-MBS CORP US Y 2 2064-12-25 Variable 5.55000000 N N N N N N Babson CLO Ltd 549300V1VT2NXKFG0H98 06762TAN1 350000.00000000 PA USD 350761.25000000 0.150750947395 Long ABS-CBDO CORP KY Y 2 2035-01-18 Floating 5.30000000 N N N N N N BX Trust N/A 12433HAE4 95828.48000000 PA USD 95948.27000000 0.041236860124 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 5.56000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HCC1 400000.00000000 PA USD 418579.20000000 0.179897896246 Long DBT CORP JP N 2 2030-07-15 Fixed 7.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HDC6 328000.00000000 PA USD 369704.92000000 0.158892599871 Long DBT CORP US N 2 2031-10-30 Fixed 7.62000000 N N N N N N 2026-03-16 MFS Active Exchange Traded Funds Trust James Byrne James Byrne Assistant Treasurer