NPORT-P false 0001330967 XXXXXXXX S000076470 C000236393 C000236390 C000236392 C000236388 C000236387 C000236386 C000236389 C000236391 MFS Series Trust XII 811-21780 0001330967 549300VVIIPRJRW6FR46 111 Huntington Avenue Boston 02199 617-954-5000 MFS Core Bond Fund S000076470 5493007VGRIDZH3OJY65 2026-04-30 2026-01-31 N 36383742.76 2526418.44 33857324.32 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2037877.94000000 0.00000000 0.00000000 109106.77000000 USD N BBG Barc US Aggregate Index LBSTRUU FNMA B1V7KEBTPIMZEU4LTD58 3140QNDF6 40911.86000000 PA USD 33301.55000000 0.098358481270 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XVS2 57209.59000000 PA USD 57391.09000000 0.169508640014 Long ABS-MBS USGA US N 2 2053-03-20 Fixed 5.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2U6 162000.00000000 PA USD 151054.29000000 0.446149520181 Long DBT CORP US N 2 2033-03-02 Variable 3.35000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CBJ2 118000.00000000 PA USD 121126.98000000 0.357757095200 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N Consumers 2023 Securitization Funding LLC N/A 21071BAA3 18955.09920000 PA USD 19127.96000000 0.056495781589 Long DBT CORP US N 2 2028-03-01 Fixed 5.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138ELN41 34064.63000000 PA USD 32352.21000000 0.095554538492 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754TAB8 27147.03000000 PA USD 27172.32000000 0.080255367326 Long ABS-MBS CORP US Y 2 2045-02-25 Floating 4.69728000 N N N N N N Bain Capital Credit CLO Ltd. 2549002RK7W6TK0Q0E16 05684CAY1 200000.00000000 PA USD 200187.40000000 0.591267632692 Long ABS-CBDO CORP KY Y 2 2034-10-23 Floating 5.27101920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XTD8 98941.19000000 PA USD 100550.79000000 0.296983863962 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N Benchmark Mortgage Trust N/A 08164EAC8 72019.00000000 PA USD 74245.55000000 0.219289478690 Long ABS-MBS CORP US N 2 2058-10-15 Fixed 5.18365000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QCQ82 30097.73000000 PA USD 26779.25000000 0.079094407304 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UQ9 150000.00000000 PA USD 145898.44000000 0.430921352854 Long DBT UST US N 2 2045-11-15 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TL2 383000.00000000 PA USD 330651.68000000 0.976603103289 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N Adventist Health System 5493008YM33UCY5QPW83 007944AH4 75000.00000000 PA USD 76761.72000000 0.226721164597 Long DBT CORP US N 2 2032-03-01 Fixed 5.43000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CW7 11000.00000000 PA USD 11570.41000000 0.034174023589 Long DBT CORP US N 2 2029-11-17 Fixed 5.62500000 N N N N N N GLP Capital LP N/A 361841AL3 64000.00000000 PA USD 65222.27000000 0.192638583555 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CP2 150000.00000000 PA USD 147885.54000000 0.436790393128 Long DBT CORP DE N 2 2027-11-16 Variable 2.31100000 N N N N N N Business Jet Securities LLC N/A 12327CAA2 63450.07000000 PA USD 64853.72000000 0.191550045086 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.19700000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBM7 102000.00000000 PA USD 79548.81000000 0.234953031870 Long DBT CORP US N 2 2041-04-22 Variable 3.10900000 N N N N N N Dryden 86 CLO Ltd. 25490017VKY7XEFZL303 26245XBC0 250000.00000000 PA USD 250236.75000000 0.739091924792 Long ABS-CBDO CORP KY Y 2 2034-07-17 Floating 5.26763160 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GEZ8 150000.00000000 PA USD 146344.73000000 0.432239501907 Long DBT CORP US Y 2 2029-03-21 Fixed 3.30000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBY5 22000.00000000 PA USD 21182.33000000 0.062563508562 Long DBT CORP GB N 2 2053-02-10 Fixed 5.62500000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAJ0 78000.00000000 PA USD 77246.30000000 0.228152405872 Long DBT CORP KY Y 2 2027-02-15 Fixed 3.25000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 22822VAH4 79000.00000000 PA USD 78445.36000000 0.231693914316 Long DBT CORP US N 2 2027-09-01 Fixed 3.65000000 N N N N N N Enterprise Fleet Financing LLC N/A 29376JAB9 77000.00000000 PA USD 77068.21000000 0.227626404471 Long ABS-O CORP US Y 2 2028-10-20 Fixed 4.00000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JBE7 148000.00000000 PA USD 145533.95000000 0.429844805881 Long DBT CORP AU Y 2 2033-06-21 Variable 4.44200000 N N N N N N Virginia Power Fuel Securitization LLC 254900BELJ95ONW6U791 92808VAA0 21644.04000000 PA USD 21773.66000000 0.064310043505 Long DBT CORP US N 2 2027-05-01 Fixed 5.08800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WXH6 176870.59000000 PA USD 147200.80000000 0.434767965149 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.00000000 N N N N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 01626PAU0 65000.00000000 PA USD 66232.56000000 0.195622546465 Long DBT CORP CA Y 2 2034-02-12 Fixed 5.26700000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132D6CT5 81837.86000000 PA USD 78598.03000000 0.232144835950 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179V4W7 17217.44000000 PA USD 15623.01000000 0.046143664077 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDM4 88000.00000000 PA USD 83863.62000000 0.247697128123 Long DBT CORP US N 2 2035-09-26 Fixed 5.20000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYJ7 98000.00000000 PA USD 87637.23000000 0.258842751930 Long DBT CORP US N 2 2032-07-21 Variable 2.38300000 N N N N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 01626PAM8 62000.00000000 PA USD 58874.48000000 0.173889937206 Long DBT CORP CA Y 2 2030-01-25 Fixed 2.95000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133B2X95 40538.89000000 PA USD 34522.23000000 0.101963845913 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N ACRES Commercial Realty Issuer LLC N/A 00501XAA9 171000.00000000 PA USD 171320.57000000 0.506007410333 Long ABS-CBDO CORP US Y 2 2044-08-18 Floating 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179YHS6 58178.19000000 PA USD 59237.95000000 0.174963471537 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 5.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 22000.00000000 PA USD 21193.99000000 0.062597947196 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 1413208.63050000 NS USD 1413491.27000000 4.174846354190 Long STIV RF US N 1 N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822DL5 200000.00000000 PA USD 208950.36000000 0.617149654311 Long DBT CORP JP N 2 2036-04-24 Variable 5.61500000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDR1 21493.46000000 PA USD 18353.14000000 0.054207295965 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CS6 150000.00000000 PA USD 157121.28000000 0.464068803887 Long DBT CORP DE N 2 2029-01-18 Variable 6.72000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDZ3 22418.31000000 PA USD 19910.26000000 0.058806359923 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676BA2 81000.00000000 PA USD 82931.59000000 0.244944311653 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N Genuine Parts Co. 549300D46DQVEU651W04 372460AC9 115000.00000000 PA USD 101886.18000000 0.300928032696 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Palmer Square Loan Funding Ltd. N/A 69690EAC3 250000.00000000 PA USD 250000.00000000 0.738392666937 Long ABS-CBDO CORP KY Y 2 2032-08-08 Floating 5.51495160 N N N N N N FNMA or FHLMC N/A 01F060626 275000.00000000 PA USD 281594.34000000 0.831708782827 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XNE2 58900.05000000 PA USD 57944.02000000 0.171141757843 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 4.50000000 N N N N N N FNMA or FHLMC N/A 01F032625 425000.00000000 PA USD 393053.66000000 1.160911761027 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 3.50000000 N N N N N N Alcon Finance Corp. 549300CUZUI9VU7XNK42 01400EAD5 200000.00000000 PA USD 186405.75000000 0.550562555499 Long DBT CORP US Y 2 2030-05-27 Fixed 2.60000000 N N N N N N OBX Trust 254900YXEB756F6RCA13 67449DAA7 68648.70000000 PA USD 69161.53000000 0.204273466344 Long ABS-MBS CORP US Y 2 2064-10-25 Variable 5.31600120 N N N N N N BX Commercial Mortgage Trust N/A 12433HAA2 95828.48000000 PA USD 95948.27000000 0.283389995893 Long ABS-MBS CORP US Y 2 2042-08-15 Floating 5.06018880 N N N N N N FNMA or FHLMC N/A 01F022626 150000.00000000 PA USD 127300.91000000 0.375992233753 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DKQ4 45730.77000000 PA USD 39292.93000000 0.116054445497 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N FNMA or FHLMC N/A 01F020620 375000.00000000 PA USD 304138.86000000 0.898295615818 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 2.00000000 N N N N N N Nissan Master Owner Trust Receivables N/A 65479VAA4 100000.00000000 PA USD 100019.06000000 0.295413361831 Long ABS-O CORP US Y 2 2028-02-15 Floating 4.37735160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XQW9 18492.78000000 PA USD 18611.99000000 0.054971827732 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935DAB5 85599.62000000 PA USD 85939.06000000 0.253827086829 Long ABS-O CORP US Y 2 2027-09-15 Fixed 4.58000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAK0 103000.00000000 PA USD 94586.55000000 0.279368059643 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFH4 131744.57000000 PA USD 129646.75000000 0.382920837968 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNX5 200000.00000000 PA USD 198734.38000000 0.586976035441 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N Greystone CRE Notes LLC N/A 39810MAC3 100000.00000000 PA USD 100244.90000000 0.296080396231 Long ABS-CBDO CORP KY Y 2 2043-01-15 Floating 5.81866920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W2V9 43295.35000000 PA USD 39119.41000000 0.115541941915 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 61780XAC9 100000.00000000 PA USD 100010.98000000 0.295389496980 Long ABS-MBS CORP US Y 2 2070-12-25 Variable 4.80899880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QBR67 25050.30000000 PA USD 22748.05000000 0.067187973228 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JW8 108000.00000000 PA USD 105089.44000000 0.310389087474 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WXJ2 134226.37000000 PA USD 116333.35000000 0.343598770240 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XGEC9 165697.80000000 PA USD 146981.29000000 0.434119626851 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N FNMA or FHLMC N/A 01F030629 125000.00000000 PA USD 110773.39000000 0.327177035471 Long ABS-MBS USGSE US N 2 2056-02-25 Fixed 3.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXG4 172000.00000000 PA USD 161460.33000000 0.476884494692 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N Empire District Bondco LLC N/A 291918AA8 33217.92000000 PA USD 33708.70000000 0.099561027567 Long DBT CORP US N 2 2033-01-01 Fixed 4.94300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BRQJ7 68399.60000000 PA USD 67985.93000000 0.200801248667 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 2.57000000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAH2 82000.00000000 PA USD 78101.67000000 0.230678801614 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FE29 183890.13000000 PA USD 183954.17000000 0.543321640722 Long ABS-MBS USGSE US N 2 2054-12-01 Fixed 5.00000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAV7 150000.00000000 PA USD 148313.60000000 0.438054698588 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Bain Capital Credit CLO Ltd. N/A 05684UAS4 250000.00000000 PA USD 250533.75000000 0.739969135281 Long ABS-CBDO CORP KY Y 2 2038-10-18 Floating 5.51763000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TZ1 980000.00000000 PA USD 944666.40000000 2.790138969847 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BE2 108000.00000000 PA USD 109427.58000000 0.323202090530 Long DBT CORP US N 2 2030-06-15 Fixed 4.62500000 N N N N N N Diageo Capital plc 213800L23DJLALFC4O95 25243YBB4 200000.00000000 PA USD 188357.43000000 0.556326980300 Long DBT CORP GB N 2 2029-10-24 Fixed 2.37500000 N N N N N N Provident Funding Mortgage Trust N/A 74389DAD9 103157.42000000 PA USD 103908.45000000 0.306900950051 Long ABS-MBS CORP US Y 2 2055-06-25 Variable 5.50000080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131XV5V3 21064.09000000 PA USD 19875.46000000 0.058703575664 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QEWL2 24131.67000000 PA USD 20956.38000000 0.061896149270 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QK3Q9 77546.24000000 PA USD 60150.16000000 0.177657748236 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D4X7 41464.20000000 PA USD 33797.03000000 0.099821916465 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PFB3 78000.00000000 PA USD 78784.44000000 0.232695411058 Long DBT CORP US N 2 2034-04-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7H5 85080.49000000 PA USD 70807.99000000 0.209136402306 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKX8 1445000.00000000 PA USD 1472150.19000000 4.348099619704 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N Angel Oak Mortgage Trust 254900O3R79X1AD55F36 03466JAA7 44619.76000000 PA USD 44808.89000000 0.132346223158 Long ABS-MBS CORP US Y 2 2069-09-25 Variable 5.13799920 N N N N N N Dwight Issuer LLC N/A 233636AA7 91000.00000000 PA USD 91367.54000000 0.269860486128 Long ABS-CBDO CORP US Y 2 2042-06-18 Floating 5.33736000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XFG6 38655.95000000 PA USD 36914.42000000 0.109029348128 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAB2 3260.71000000 PA USD 3261.70000000 0.009633661446 Long ABS-O CORP US N 2 2027-08-16 Fixed 4.76000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKJ9 1170000.00000000 PA USD 1182979.69000000 3.494014112926 Long DBT UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5EV7 41224.92000000 PA USD 41719.17000000 0.123220516794 Long ABS-MBS USGA US N 2 2055-01-20 Fixed 5.50000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CX5 48000.00000000 PA USD 51203.05000000 0.151231826579 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N MF1 LLC N/A 59319CAC9 164000.00000000 PA USD 164410.41000000 0.485597764448 Long ABS-CBDO CORP US Y 2 2043-02-18 Floating 5.37536160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QM5E0 236682.36000000 PA USD 201082.37000000 0.593910989833 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N BANK N/A 06541DBH6 145414.00000000 PA USD 153316.57000000 0.452831324031 Long ABS-MBS CORP US N 2 2056-08-15 Fixed 5.74500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WGUF9 24886.83000000 PA USD 23512.21000000 0.069444973789 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBW8 179000.00000000 PA USD 183103.83000000 0.540810101440 Long DBT CORP US N 2 2034-02-15 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TD0 900000.00000000 PA USD 543832.03000000 1.606246331990 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XHX7 56882.52000000 PA USD 54253.27000000 0.160240866901 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Stellantis Financial Underwritten Enhanced Lease Trust N/A 858928AB0 51685.93000000 PA USD 51890.29000000 0.153261638484 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.63000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAC8 43000.00000000 PA USD 42799.57000000 0.126411554544 Long DBT CORP US Y 2 2027-11-15 Fixed 4.62500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEL5 127000.00000000 PA USD 115755.84000000 0.341893053644 Long DBT CORP US N 2 2033-01-21 Variable 2.94300000 N N N N N N Verus Securitization Trust 213800RZ8QGNZ38DSP77 92540PAA6 76629.93000000 PA USD 77228.20000000 0.228098946243 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.36400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W7K8 96162.86000000 PA USD 86887.73000000 0.256629050715 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X7DN6 2620.86000000 PA USD 2658.45000000 0.007851919941 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Aon Corp. LTS3U8DGK38SETRUWX71 037389BB8 61000.00000000 PA USD 61835.11000000 0.182634367133 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132A5G25 29995.41000000 PA USD 28265.54000000 0.083484269852 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 04273WAC5 147000.00000000 PA USD 131649.70000000 0.388836692337 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3131WRFV2 22058.19000000 PA USD 21167.68000000 0.062520238752 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BL5 85000.00000000 PA USD 88727.52000000 0.262063000494 Long DBT CORP CA N 2 2032-08-16 Fixed 5.62500000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 693475BW4 147000.00000000 PA USD 154213.13000000 0.455479377349 Long DBT CORP US N 2 2035-01-22 Variable 5.67600000 N N N N N N Enterprise Fleet Financing LLC N/A 29375CAB5 2058.23000000 PA USD 2061.39000000 0.006088461038 Long ABS-O CORP US Y 2 2029-01-22 Fixed 5.51000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAH7 118000.00000000 PA USD 116262.82000000 0.343390454901 Long DBT CORP US N 2 2029-03-15 Fixed 3.45000000 N N N N N N KREF Ltd. 54930083ELM2GCMVTQ91 48275RAA5 74505.27000000 PA USD 74482.17000000 0.219988352582 Long ABS-CBDO CORP KY Y 2 2039-02-15 Floating 4.86186120 N N N N N N MF1 N/A 55287EAA5 154790.00000000 PA USD 155370.63000000 0.458898135397 Long ABS-CBDO CORP KY Y 2 2039-11-18 Floating 5.21636040 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6A29 74592.51000000 PA USD 71292.02000000 0.210566019116 Long ABS-MBS USGSE US N 2 2055-07-01 Fixed 4.00000000 N N N N N N Dryden 113 CLO Ltd. 254900XN9Y85HJGYJ219 26253EBK3 250000.00000000 PA USD 250453.50000000 0.739732111234 Long ABS-CBDO CORP JE Y 2 2037-10-15 Floating 4.76219160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QKNN4 81505.55000000 PA USD 69247.13000000 0.204526291993 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374MAB4 33826.66000000 PA USD 33942.83000000 0.100252547068 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.69000000 N N N N N N ELM Trust N/A 26860XBA8 100000.00000000 PA USD 100560.99000000 0.297013990383 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.19504920 N N N N N N BDS LLC N/A 05556XAA2 136617.00000000 PA USD 136788.04000000 0.404013142642 Long ABS-CBDO CORP US Y 2 2043-07-19 Floating 5.07535920 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AY4 87000.00000000 PA USD 80061.75000000 0.236468036408 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172CV9 25000.00000000 PA USD 25529.17000000 0.075402207683 Long DBT CORP US N 2 2027-11-17 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ECQ1 60814.46000000 PA USD 51948.08000000 0.153432325333 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FHX8 95468.75000000 PA USD 95495.18000000 0.282051762559 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 5.00000000 N N N N N N Dryden 68 CLO Ltd. 254900MX6QAMC9XBAB53 26252QAU6 250000.00000000 PA USD 250221.00000000 0.739045406054 Long ABS-CBDO CORP KY Y 2 2035-07-15 Floating 5.22218880 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEC5 131000.00000000 PA USD 129470.34000000 0.382399798567 Long DBT CORP US N 2 2027-07-20 Variable 1.51200000 N N N N N N MF1 Ltd. N/A 55284JAE9 100000.00000000 PA USD 99812.59000000 0.294803538096 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 5.62327920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140NGC65 38923.94000000 PA USD 39045.30000000 0.115323052793 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMQ56 55392.94000000 PA USD 47608.92000000 0.140616309635 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AE8 200000.00000000 PA USD 177563.58000000 0.524446581548 Long DBT CORP CH Y 2 2032-02-11 Variable 2.09500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X54P5 23117.49000000 PA USD 19982.53000000 0.059019814475 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738BC1 88000.00000000 PA USD 81285.39000000 0.240082143620 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418D7E6 25405.67000000 PA USD 20692.01000000 0.061115313792 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N BANK5 N/A 06211GAG1 74140.00000000 PA USD 76519.35000000 0.226005307675 Long ABS-MBS CORP US N 2 2058-11-15 Fixed 5.22500000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585AAH5 83000.00000000 PA USD 71622.49000000 0.211542085615 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W2T4 44988.26000000 PA USD 37441.25000000 0.110585377763 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.00000000 N N N N N N TRTX Issuer Ltd. N/A 87277LAA4 183045.00000000 PA USD 183032.19000000 0.540598507637 Long ABS-CBDO CORP KY Y 2 2043-06-18 Floating 5.12535960 N N N N N N Verus Securitization Trust 2138002AFCEWDDRL8N22 92490EAA1 96813.19000000 PA USD 97310.52000000 0.287413497535 Long ABS-MBS CORP US Y 2 2070-10-27 Variable 4.93499880 N N N N N N LLC N/A 55287KAA1 100000.00000000 PA USD 100374.95000000 0.296464508096 Long ABS-CBDO CORP US Y 2 2042-05-18 Floating 5.16345840 N N N N N N Affirm Asset Securitization Trust N/A 00834MAA1 27106.50000000 PA USD 27150.54000000 0.080191038557 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.08000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAE2 87000.00000000 PA USD 86807.11000000 0.256390933848 Long DBT CORP US N 2 2026-03-01 Fixed 1.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F2LJ3 100000.00000000 PA USD 99153.72000000 0.292857518990 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.11700000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 36000.00000000 PA USD 41506.84000000 0.122593385134 Long DBT CORP US Y 2 2037-10-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLD6 131013.69000000 PA USD 118549.66000000 0.350144798447 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 3.00000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687FY7 68000.00000000 PA USD 56621.69000000 0.167236162742 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N N/A N/A N/A 11.00000000 NC USD -4957.83000000 -0.01464330126 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 2 Year Note 2026-03-31 2293414.07000000 USD -4957.83000000 N N N Time Warner Cable Enterprises LLC N/A 88731EAJ9 58000.00000000 PA USD 66694.79000000 0.196987775435 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N NTT Finance Corp. 3538007PR116187GD960 62954WAV7 400000.00000000 PA USD 413205.90000000 1.220432825980 Long DBT CORP JP Y 2 2035-07-16 Fixed 5.50200000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KLHG5 34286.79000000 PA USD 26657.36000000 0.078734396575 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EAN0 20809.76000000 PA USD 17795.30000000 0.052559676103 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DYB2 17624.02000000 PA USD 14409.23000000 0.042558679072 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AF4 65000.00000000 PA USD 63343.27000000 0.187088824271 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Charter Communications Operating LLC N/A 161175BL7 66000.00000000 PA USD 54188.08000000 0.160048323629 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418FCJ4 168553.14000000 PA USD 174388.19000000 0.515067842785 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264AAZ8 83000.00000000 PA USD 68195.59000000 0.201420494293 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810UE6 360000.00000000 PA USD 337739.06000000 0.997536180968 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6AL7 120699.24000000 PA USD 115358.67000000 0.340719983982 Long ABS-MBS USGSE US N 2 2055-06-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X87M3 8036.07000000 PA USD 7790.05000000 0.023008463180 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 4.00000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBJ2 227000.00000000 PA USD 232308.00000000 0.686138094683 Long DBT CORP US N 2 2035-01-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QDT38 24858.06000000 PA USD 21529.64000000 0.063589313191 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 97000.00000000 PA USD 91023.61000000 0.268844664568 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GKD0 302000.00000000 PA USD 272473.42000000 0.804769501053 Long DBT CORP US N 2 2032-10-20 Variable 2.57200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MF4H3 38304.97000000 PA USD 37692.07000000 0.111326192358 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KRJP0 60618.54000000 PA USD 61906.27000000 0.182844543221 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133CA7G9 24469.17000000 PA USD 25330.07000000 0.074814151764 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.50000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VGJ7 57000.00000000 PA USD 52078.80000000 0.153818416091 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N Philip Morris International, Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 52000.00000000 PA USD 53679.32000000 0.158545665016 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Angel Oak Mortgage Trust 254900CFOEUA52TRVZ51 034940AA4 47875.97000000 PA USD 48039.25000000 0.141887319700 Long ABS-MBS CORP US Y 2 2070-09-25 Variable 4.96000080 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95000TBS4 175000.00000000 PA USD 171869.08000000 0.507627473380 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.63500000 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 04505AAA7 200000.00000000 PA USD 207338.86000000 0.612389975180 Long DBT CORP US Y 2 2032-08-11 Fixed 5.50000000 N N N N N N OBX Trust 25490010LUJWFEUCIH44 67119MAB4 60787.59000000 PA USD 61506.71000000 0.181664414525 Long ABS-MBS CORP US Y 2 2064-05-25 Variable 6.33200040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418DJR4 12995.00000000 PA USD 11667.11000000 0.034459633873 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599BQ8 117000.00000000 PA USD 103591.61000000 0.305965140720 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ACA1 69000.00000000 PA USD 66382.48000000 0.196065345780 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QMAL8 43111.20000000 PA USD 38241.55000000 0.112949120369 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3618N5KW8 43773.92000000 PA USD 44291.21000000 0.130817218695 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TV0 80000.00000000 PA USD 78146.88000000 0.230812332544 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N Stellantis Finance US, Inc. 549300QZ0AI8Q7LNON33 85855CAB6 200000.00000000 PA USD 176176.67000000 0.520350244853 Long DBT CORP US Y 2 2031-09-15 Fixed 2.69100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EDC1 66345.38000000 PA USD 56672.70000000 0.167386824382 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MULM0 18904.85000000 PA USD 18553.68000000 0.054799605026 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TF5 1263000.00000000 PA USD 926380.90000000 2.736131453402 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N Kenvue, Inc. 5493008HSF8L4M2LIJ82 49177JAK8 60000.00000000 PA USD 61091.48000000 0.180438003377 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 025537AW1 43000.00000000 PA USD 46112.79000000 0.136197383952 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WHVM1 25538.93000000 PA USD 23364.17000000 0.069007727188 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDS9 277841.35000000 PA USD 247165.20000000 0.730019884808 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Rhode Island Student Loan Authority N/A 762323CU5 75000.00000000 PA USD 76110.88000000 0.224798862664 Long DBT MUN US N 2 2042-12-01 Fixed 6.08100000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCN3 160000.00000000 PA USD 155216.75000000 0.458443639943 Long DBT CORP US N 2 2030-03-01 Variable 3.27300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TX6 520000.00000000 PA USD 467776.56000000 1.381611126676 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N MF1 LLC N/A 55285BAC9 250000.00000000 PA USD 250000.08000000 0.738392903222 Long ABS-CBDO CORP US Y 2 2037-09-17 Floating 6.86027880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XX50 135711.14000000 PA USD 136200.71000000 0.402278421982 Long ABS-MBS USGA US N 2 2053-04-20 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179X2J4 42601.31000000 PA USD 41832.12000000 0.123554122601 Long ABS-MBS USGA US N 2 2053-05-20 Fixed 4.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQDZ6 18829.48000000 PA USD 19437.60000000 0.057410325211 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AJ5 89000.00000000 PA USD 80502.11000000 0.237768670787 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 72000.00000000 PA USD 67857.16000000 0.200420917372 Long DBT CORP US N 2 2031-05-13 Variable 2.95600000 N N N N N N BAT International Finance plc 21380041YBGOQDFAC823 05530QAP5 158000.00000000 PA USD 159306.49000000 0.470522976045 Long DBT CORP GB N 2 2028-03-16 Fixed 4.44800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140Y65R7 47284.18000000 PA USD 47962.36000000 0.141660219651 Long ABS-MBS USGSE US N 2 2055-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EE89 241833.01000000 PA USD 211060.98000000 0.623383519634 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CPB1 600000.00000000 PA USD 599671.87000000 1.771173245505 Long DBT UST US N 2 2027-09-30 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EKS8 91265.25000000 PA USD 87616.20000000 0.258780638339 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.00000000 N N N N N N N/A N/A N/A 15.00000000 NC USD -12123.63000000 -0.03580799795 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury 5 Year Note 2026-03-31 1633945.32000000 USD -12123.63000000 N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 01626PAP1 117000.00000000 PA USD 92298.49000000 0.272610112741 Long DBT CORP CA Y 2 2041-05-13 Fixed 3.43900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N83H9 60964.31000000 PA USD 63135.75000000 0.186475899286 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N N/A N/A N/A 6.00000000 NC USD -20273.04000000 -0.05987785629 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long United States of America U.S. Treasury Ultra Bond 2026-03-20 704625.00000000 USD -20273.04000000 N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AW0 200000.00000000 PA USD 208232.58000000 0.615029640357 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.62500000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAS0 63000.00000000 PA USD 62138.31000000 0.183529889759 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBJ6 123000.00000000 PA USD 156580.55000000 0.462471719619 Long DBT CORP US N 2 2039-11-15 Fixed 8.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWDY6 17519.33000000 PA USD 14959.76000000 0.044184708332 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDA1 74000.00000000 PA USD 74293.86000000 0.219432165689 Long DBT CORP US N 2 2028-04-26 Variable 4.32300000 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAC5 138000.00000000 PA USD 147455.39000000 0.435519914705 Long DBT CORP US N 2 2033-03-15 Fixed 6.12500000 N N N N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236AM3 19000.00000000 PA USD 19439.59000000 0.057416202817 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140M83M9 61686.17000000 PA USD 50083.39000000 0.147924831645 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383WQB5 20972.15000000 PA USD 20632.83000000 0.060940521480 Long ABS-MBS USGA US N 2 2041-09-20 Floating 3.88983960 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAH7 11000.00000000 PA USD 11700.55000000 0.034558401276 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N Santos Finance Ltd. 213800BKUBSWG53XNS94 803014AC3 102000.00000000 PA USD 102287.82000000 0.302114304819 Long DBT CORP AU Y 2 2035-11-13 Fixed 5.75000000 N N N N N N ARDN Mortgage Trust N/A 039961AA5 158000.00000000 PA USD 158493.75000000 0.468122491021 Long ABS-MBS CORP US Y 2 2035-06-15 Floating 5.43018960 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAN8 208000.00000000 PA USD 214979.56000000 0.634957322581 Long DBT CORP IT Y 2 2034-05-15 Fixed 5.50000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAH5 77000.00000000 PA USD 69078.69000000 0.204028792550 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XCZD3 20821.84000000 PA USD 17256.04000000 0.050966933585 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MPWF4 119018.52000000 PA USD 105602.18000000 0.311903501298 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067FAB6 23000.00000000 PA USD 23031.07000000 0.068023892798 Long ABS-O CORP US Y 2 2029-03-19 Fixed 4.22000000 N N N N N N Angel Oak Mortgage Trust 254900QN92XYN8GJBJ44 034933AA9 83461.50000000 PA USD 84044.19000000 0.248230454378 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.34800160 N N N N N N ARI Fleet Lease Trust N/A 04033GAB3 28671.01000000 PA USD 28876.94000000 0.085290082958 Long ABS-O CORP US Y 2 2032-07-15 Fixed 6.05000000 N N N N N N AutoNation Finance Trust N/A 05330WAB5 38000.00000000 PA USD 38029.41000000 0.112322549887 Long ABS-O CORP US Y 2 2029-01-11 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418CBZ6 37879.76000000 PA USD 36869.46000000 0.108896555591 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHHS9 42722.44000000 PA USD 34888.67000000 0.103046152348 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N MF1 N/A 58003MAC0 100000.00000000 PA USD 100375.15000000 0.296465098810 Long ABS-CBDO CORP KY Y 2 2041-08-18 Floating 5.71536000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 21871XAS8 95000.00000000 PA USD 99243.82000000 0.293123635707 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N Charles Schwab Corp. (The) 549300VSGCJ7E698NM85 808513CE3 198000.00000000 PA USD 211341.40000000 0.624211759920 Long DBT CORP US N 2 2034-05-19 Variable 5.85300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140ATKJ4 20243.50000000 PA USD 20743.43000000 0.061267186396 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.00000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBS4 69000.00000000 PA USD 62530.78000000 0.184689077639 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N COLT Mortgage Loan Trust 213800AWBXHFGYDU9Q16 19685AAA7 72649.70000000 PA USD 72949.14000000 0.215460440141 Long ABS-MBS CORP US Y 2 2069-08-25 Variable 5.12300160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N5MY7 33830.06000000 PA USD 34434.25000000 0.101703990765 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWKW2 53767.48000000 PA USD 55151.37000000 0.162893468718 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.00000000 N N N N N N OneMain Financial Issuance Trust N/A 68269PAA5 18164.96000000 PA USD 18220.03000000 0.053814146173 Long ABS-O CORP US Y 2 2034-05-15 Fixed 5.94000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWE66 117595.90000000 PA USD 115677.93000000 0.341662940953 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Charter Communications Operating LLC N/A 161175AZ7 69000.00000000 PA USD 71316.67000000 0.210638824633 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N PFP Ltd. N/A 69382JAB7 115500.00000000 PA USD 115287.13000000 0.340508685536 Long ABS-CBDO CORP KY Y 2 2042-12-18 Floating 5.41508040 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TW8 100000.00000000 PA USD 99593.75000000 0.294157178691 Long DBT UST US N 2 2043-11-15 Fixed 4.75000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PCU8 69000.00000000 PA USD 63279.11000000 0.186899323177 Long DBT CORP US N 2 2033-01-25 Variable 2.96300000 N N N N N N Venture 43 CLO Ltd. 549300OLN5VHTMLSN650 92290CAV1 150000.00000000 PA USD 150036.90000000 0.443144586919 Long ABS-CBDO CORP KY Y 2 2034-04-15 Floating 5.52219120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140N24Z1 16839.42000000 PA USD 16647.15000000 0.049168533941 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Verisk Analytics, Inc. 549300I1YSWNIRKBWP67 92345YAH9 70000.00000000 PA USD 73975.25000000 0.218491128539 Long DBT CORP US N 2 2033-04-01 Fixed 5.75000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 29444UBG0 83000.00000000 PA USD 80443.94000000 0.237596861582 Long DBT CORP US N 2 2027-07-15 Fixed 1.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140MN3E4 17932.96000000 PA USD 17613.60000000 0.052023012313 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XHKX4 37069.89000000 PA USD 31996.56000000 0.094504101084 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Plains All American Pipeline LP N/A 72650RBN1 174000.00000000 PA USD 169455.87000000 0.500499887109 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N East Ohio Gas Co. (The) BC95Y6MXLT75BGO7UM71 27409LAC7 176000.00000000 PA USD 159309.38000000 0.470531511865 Long DBT CORP US Y 2 2030-06-15 Fixed 2.00000000 N N N N N N PFP Ltd. N/A 69291WAA0 77506.78000000 PA USD 77658.85000000 0.229370901451 Long ABS-MBS CORP KY Y 2 2039-09-17 Floating 5.50478880 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAG6 79000.00000000 PA USD 79030.00000000 0.233420689872 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.37500000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AX4 75000.00000000 PA USD 75387.58000000 0.222662545000 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Rogers Communications, Inc. 5493000M6Z4XFIP6PF03 775109CH2 146000.00000000 PA USD 138349.48000000 0.408624966026 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XBT2 20618.35000000 PA USD 19680.46000000 0.058127629383 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNQ21 19598.16000000 PA USD 17410.77000000 0.051423939574 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179XLG9 57916.07000000 PA USD 56976.02000000 0.168282701437 Long ABS-MBS USGA US N 2 2052-11-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QNE73 73984.66000000 PA USD 63918.65000000 0.188788249762 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A5RZ3 51098.69000000 PA USD 52428.62000000 0.154851634182 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133BFN48 173957.33000000 PA USD 167163.71000000 0.493729830568 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AM2 163000.00000000 PA USD 154136.80000000 0.455253931300 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N Fairfax Financial Holdings Ltd. GLS7OQD0WOEDI8YAP031 303901BX9 72000.00000000 PA USD 74980.17000000 0.221459230774 Long DBT CORP CA N 2 2035-05-20 Fixed 5.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWJQ7 86168.08000000 PA USD 86354.98000000 0.255055535942 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132ACS27 27549.03000000 PA USD 26021.00000000 0.076854862345 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CNN7 450000.00000000 PA USD 452074.22000000 1.335233155837 Long DBT UST US N 2 2030-07-31 Fixed 3.87500000 N N N N N N Brown & Brown, Inc. 549300PC8KTJ71XKFY89 115236AE1 84000.00000000 PA USD 81187.11000000 0.239791866695 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179W2U1 152152.87000000 PA USD 131869.98000000 0.389487304884 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N Angel Oak Mortgage Trust 254900S8TF74AZOT0548 034932AA1 75279.81000000 PA USD 76085.43000000 0.224723694291 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.65300080 N N N N N N Shackleton 2019-XIV CLO Ltd. 549300HOHPZON6E4VH77 81880XBA9 250000.00000000 PA USD 250808.50000000 0.740780628822 Long ABS-CBDO CORP KY Y 2 2034-07-20 Floating 5.56763040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179WY93 133470.78000000 PA USD 115678.41000000 0.341664358667 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N LPL Holdings, Inc. 549300Z5YF8CCRMYUL26 50212YAF1 178000.00000000 PA USD 172970.75000000 0.510881333578 Long DBT CORP US Y 2 2031-05-15 Fixed 4.37500000 N N N N N N LoanCore Issuer Ltd. N/A 53947XAG7 100000.00000000 PA USD 99780.77000000 0.294709555477 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 5.79467160 N N N N N N Morgan Stanley Residential Mortgage Loan Trust N/A 617955AB5 100000.00000000 PA USD 101080.07000000 0.298547129845 Long ABS-MBS CORP US Y 2 2070-11-25 Variable 5.24099880 N N N N N N MF1 Ltd. N/A 55284AAC2 250000.00000000 PA USD 249649.00000000 0.737355963632 Long ABS-CBDO CORP KY Y 2 2036-10-16 Floating 5.23983960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XJXH1 15359.43000000 PA USD 15828.63000000 0.046750977278 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140A3YP2 41231.59000000 PA USD 42047.55000000 0.124190410330 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N LLC N/A 55287NAC1 100000.00000000 PA USD 100093.60000000 0.295633520989 Long ABS-CBDO CORP US Y 2 2041-02-18 Floating 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3142J6BY8 173193.85000000 PA USD 169833.00000000 0.501613767215 Long ABS-MBS USGSE US N 2 2055-10-01 Fixed 4.50000000 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 23311VAK3 167000.00000000 PA USD 153715.44000000 0.454009414764 Long DBT CORP US N 2 2032-02-15 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XFTF8 38067.45000000 PA USD 32906.27000000 0.097190993857 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132AEP42 15643.91000000 PA USD 14815.13000000 0.043757533406 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAU8 69165.00000000 PA USD 74559.65000000 0.220217195237 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.01400160 N N N N N N United States of America 254900HROIFWPRGM1V77 912810TU2 150000.00000000 PA USD 142781.25000000 0.421714511904 Long DBT UST US N 2 2043-08-15 Fixed 4.37500000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473QBD4 73000.00000000 PA USD 72557.75000000 0.214304442117 Long DBT CORP US N 2 2045-02-01 Fixed 5.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ELX6 99301.15000000 PA USD 99689.64000000 0.294440396582 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RTX7 95000.00000000 PA USD 98481.71000000 0.290872689965 Long DBT MUN US N 2 2049-07-01 Fixed 6.35200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EGG9 41276.47000000 PA USD 36653.55000000 0.108258850148 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CEF4 300000.00000000 PA USD 296425.78000000 0.875514488972 Long DBT UST US N 2 2027-03-31 Fixed 2.50000000 N N N N N N Benchmark Mortgage Trust N/A 08163VAC1 10878.00000000 PA USD 11378.40000000 0.033606908485 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36289920 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 444859BV3 112000.00000000 PA USD 115942.09000000 0.342443156181 Long DBT CORP US N 2 2033-03-01 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ES43 43368.27000000 PA USD 43529.07000000 0.128566184346 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EB90 340734.66000000 PA USD 291164.01000000 0.859973479440 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VBK5 136000.00000000 PA USD 135853.14000000 0.401251849425 Long DBT CORP US N 2 2036-01-15 Fixed 5.35000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JF5 82000.00000000 PA USD 79629.73000000 0.235192034808 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQSY3 120242.72000000 PA USD 123249.17000000 0.364025133336 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31417GLV6 5651.77000000 PA USD 5230.20000000 0.015447765306 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CU6 22955.26000000 PA USD 23061.18000000 0.068112824811 Long ABS-O CORP US Y 2 2035-05-15 Fixed 5.65000000 N N N N N N 2026-03-02 MFS Series Trust XII James Byrne James Byrne Assistant Treasurer XXXX