NPORT-P false 0000315554 XXXXXXXX S000000615 C000001738 C000001739 C000001740 C000001741 C000153916 C000153917 C000153918 John Hancock Bond Trust 811-03006 0000315554 5493008M2ED2L3NBQL64 200 Berkeley Street Boston 02116 617-663-4497 Investment Grade Bond Fund S000000615 549300NEAUL6NCG3W472 2020-05-31 2019-11-30 N 1566710692.920000000000 94717904.320000000000 1471992788.600000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 89998241.950000000000 0.000000000000 0.000000000000 317.410000000000 USD N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJ4A3 115521.78 PA USD 124937.41 0.0084876374 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJC97 1979704.1 PA USD 2090315.32 0.1420058125 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EK6N0 2499412.86 PA USD 2666071.21 0.1811198554 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EKF34 1128428.18 PA USD 1167588.36 0.0793202500 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELB44 2051610.53 PA USD 2166239.34 0.1471637196 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELJT1 331112.01 PA USD 349612.1 0.0237509384 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ENGY9 971362.68 PA USD 1050533.79 0.0713681343 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ENHB8 3152607.22 PA USD 3328751.58 0.2261391228 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.500000000000 N N N N N N 3M Company LUZQVYP4VS22CLWDAR65 88579YBB6 1980000 PA USD 2075342.13 0.1409886072 Long DBT CORP US N 2 2024-02-14 Fixed 3.250000000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCA4 3280000 PA USD 3346270.76 0.2273292903 Long DBT CORP CA N 2 2024-06-12 Fixed 2.650000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BK3 1154000 PA USD 1195195.34 0.0811957334 Long DBT CORP US N 2 2023-02-20 Fixed 3.250000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BZ0 3180000 PA USD 3279568.06 0.2227978347 Long DBT CORP US N 2 2024-07-26 Fixed 2.900000000000 N N N N N N BRITISH AIRWAYS 2013-1 CLASS A PASS THRU CE 144A 12/25 4.625 N/A 11042AAA2 954477.23 PA USD 1005894.44 0.0683355549 Long DBT CORP GB N 2 2024-06-20 Fixed 4.625000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 N/A 3132WHBN4 1925950.9 PA USD 1974636.24 0.1341471409 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/47 FIXED 3.5 N/A 3132WKLX4 7096538.88 PA USD 7475100.2 0.5078217949 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/47 FIXED 3.5 N/A 3132WKML9 2025980.63 PA USD 2113922.37 0.1436095602 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.500000000000 N N N N N N British Airways 2013-1 Pass Through Trust Certificates N/A 11042BAA0 56507.12 PA USD 56890 0.0038648287 Long DBT CORP GB N 2 2021-12-20 Fixed 5.625000000000 N N N N N N BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125 N/A 11043HAA6 449383.73 PA USD 473758.53 0.0321848404 Long DBT CORP GB N 2 2033-03-20 Fixed 4.125000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/47 FIXED 3.5 N/A 3132XCRY3 1241386.75 PA USD 1307995.84 0.0888588484 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/48 FIXED 4 N/A 3132XXQK8 2528400.05 PA USD 2650215.08 0.1800426674 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.000000000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAH2 5689000 PA USD 5807353.96 0.3945232616 Long DBT CORP US N 2 2027-01-15 Fixed 3.875000000000 N N N N N N Broadcom Inc. N/A 11135FAB7 1405000 PA USD 1502404.41 0.1020660170 Long DBT CORP US N 2 2029-04-15 Fixed 4.750000000000 N N N N N CBS Corporation 5KYC8KF17ROCY24M3H09 124857AM5 1260000 PA USD 1322830.24 0.0898666250 Long DBT CORP US N 2 2024-08-15 Fixed 3.700000000000 N N N N N N C.H. Robinson Worldwide Inc. N/A 12541WAA8 1110000 PA USD 1222938.84 0.0830804913 Long DBT CORP US N 2 2028-04-15 Fixed 4.200000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5 N/A 31335A2V9 1131605.26 PA USD 1188080.28 0.0807123710 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/45 FIXED 3 N/A 31335AMG0 1651868.11 PA USD 1703432.99 0.1157229168 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 N/A 31335AYT9 1415652.51 PA USD 1455419.75 0.0988741087 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 N/A 31335AZ84 2110682.58 PA USD 2225914.24 0.1512177408 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.500000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CW8 1710000 PA USD 1836262.13 0.1247466798 Long DBT CORP US N 2 2025-03-25 Fixed 4.100000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CZ1 1475000 PA USD 1745116 0.1185546569 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5 N/A 31335B5H5 6086533.11 PA USD 6409314.13 0.4354174952 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 N/A 31335BC20 5174888.5 PA USD 5315405.35 0.3611026760 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DF4 327000 PA USD 334633.1 0.0227333383 Long DBT CORP US N 2 2026-08-15 Fixed 3.000000000000 N N N N N N Cantor Fitzgerald L.P. N/A 138616AE7 2050000 PA USD 2181037.62 0.1481690425 Long DBT CORP US N 2 2024-05-01 Fixed 4.875000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/47 FIXED 3 N/A 31335BD45 822739.27 PA USD 845336.71 0.0574280470 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/47 FIXED 3.5 N/A 31335BKF2 3220306.83 PA USD 3358883.07 0.2281861091 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/48 FIXED 4 N/A 31335BXJ0 1367975.03 PA USD 1448502.52 0.0984041859 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/48 FIXED 4 N/A 31335CEV2 4389544.76 PA USD 4576610.48 0.3109125612 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.000000000000 N N N N N N Freddie Mac Discount Notes S6XOOCT0IEG5ABCC6L87 313396PZ0 3165000 PA USD 3165000 0.2150146403 Long DBT USGSE US N 2 2019-12-02 None 0.000000000000 N N N N N N FREDDIE MAC POOL FR 12/49 FIXED 3 N/A 3133KG6M5 15904000 PA USD 16286941.28 1.1064552358 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HBD6 1170000 PA USD 1214610.42 0.0825146991 Long DBT CORP US N 2 2023-06-15 Fixed 3.500000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K018 X1 N/A 3137APPA2 9374324.74 PA USD 206509.81 0.0140292678 Long ABS-MBS USGSE US N 2 2022-01-25 Variable 1.448831000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K021 X1 N/A 3137AUPF0 2494518.5 PA USD 77757.14 0.0052824403 Long ABS-MBS USGSE US N 2 2022-06-25 Variable 1.559655000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K022 X1 N/A 3137AVXP7 13406791.76 PA USD 354706.17 0.0240970046 Long ABS-MBS USGSE US N 2 2022-07-25 Variable 1.340809000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K030 X1 N/A 3137B3NB0 207428682.7 PA USD 1175768 0.0798759348 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 0.298286000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 A2 N/A 3137BBBD1 830000 PA USD 875818.91 0.0594988587 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 3.389000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K038 X1 N/A 3137BBBE9 21050593.59 PA USD 860110.41 0.0584317000 Long ABS-MBS USGSE US N 2 2024-03-25 Variable 1.288545000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K040 A2 N/A 3137BEVH4 2380000 PA USD 2512079.53 0.1706584128 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 3.241000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K041 A2 N/A 3137BFE98 1015000 PA USD 1069067.43 0.0726272193 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.171000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K042 A2 N/A 3137BFXT3 930000 PA USD 959020.74 0.0651511847 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.670000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K043 A2 N/A 3137BGK24 2224000 PA USD 2332622.16 0.1584669557 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 3.062000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K044 A2 N/A 3137BHCY1 890000 PA USD 922678.22 0.0626822514 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 2.811000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K718 X1 N/A 3137BHXZ5 22706055.66 PA USD 236324.63 0.0160547410 Long ABS-MBS USGSE US N 2 2022-01-25 Variable 0.728558000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 A2 N/A 3137BLAC2 1715000 PA USD 1822470.82 0.1238097655 Long ABS-MBS USGSE US N 2 2025-06-25 Variable 3.284000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K048 X1 N/A 3137BLAD0 6540319.7 PA USD 81057.45 0.0055066472 Long ABS-MBS USGSE US N 2 2025-06-25 Variable 0.371156000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K049 A2 N/A 3137BLMZ8 2970000 PA USD 3115129.94 0.2116267120 Long ABS-MBS USGSE US N 2 2025-07-25 Fixed 3.010000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K050 A2 N/A 3137BLW95 1755000 PA USD 1871049.9 0.1271099909 Long ABS-MBS USGSE US N 2 2025-08-25 Variable 3.334000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K052 A2 N/A 3137BMTX4 843000 PA USD 891830.18 0.0605865862 Long ABS-MBS USGSE US N 2 2025-11-25 Fixed 3.151000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K064 A1 N/A 3137BXQX3 866147.49 PA USD 904433.11 0.0614427677 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 2.891000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K727 A2 N/A 3137FARE0 3155000 PA USD 3261242.42 0.2215528802 Long ABS-MBS USGSE US N 2 2024-07-25 Fixed 2.946000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS KIR3 A1 N/A 3137FBAB2 1920000 PA USD 2005599.55 0.1362506369 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 3.038000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K728 A2 N/A 3137FBTA4 2035000 PA USD 2119683.88 0.1440009691 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.064000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CY4 3590000 PA USD 3597093.19 0.2443689411 Long DBT CORP US N 2 2025-01-28 Fixed 2.375000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AS7 1680000 PA USD 1706495.23 0.1159309504 Long DBT CORP US N 2 2024-07-01 Fixed 2.750000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AT5 2235000 PA USD 2315016.42 0.1572709077 Long DBT CORP US N 2 2026-07-01 Fixed 3.200000000000 N N N N N N GE Capital International Funding Company Unlimited Company 549300G6UZOB126GBY72 36164QNA2 2648000 PA USD 2850289.8 0.1936347666 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AH2 1419000 PA USD 1563641.79 0.1062261855 Long DBT CORP US N 2 2026-04-15 Fixed 5.375000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBA3 1834000 PA USD 1982117.14 0.1346553567 Long DBT CORP US N 2 2027-01-29 Variable 3.960000000000 N N N N N N JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/27 4.85 N/A 47233JAG3 1766000 PA USD 1917298.92 0.1302519234 Long DBT CORP US N 2 2027-01-15 Fixed 4.850000000000 N N N N N N FREDDIE MAC POOL FR 09/49 FIXED 3 N/A 3133KGP44 13893477.52 PA USD 14184591.72 0.9636318758 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N JEFFERIES GROUP LLC / JEFFERIE SR UNSECURED 01/30 4.15 N/A 47233JBH0 1730000 PA USD 1782553.91 0.1210980056 Long DBT CORP US N 2 2030-01-23 Fixed 4.150000000000 N N N N N N JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75 N/A 477143AH4 1156000 PA USD 1173845.17 0.0797453071 Long DBT CORP US N 2 2033-11-15 Fixed 2.750000000000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 482480AG5 1369000 PA USD 1501293.08 0.1019905187 Long DBT CORP US N 2 2029-03-15 Fixed 4.100000000000 N N N N N N Kinder Morgan Energy Partners L.P. 549300PDHUGWPWGOT525 494550AL0 1290000 PA USD 1734106.08 0.1178066967 Long DBT CORP US N 2 2032-03-15 Fixed 7.750000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RDG6 1045000 PA USD 1070853.61 0.0727485636 Long ABS-O CORP US N 2 2023-03-20 Fixed 3.450000000000 N N N N N N FREDDIE MAC POOL FR 10/49 FIXED 3 N/A 3133KGUW6 5184286.69 PA USD 5282060.26 0.3588373735 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N FANNIE MAE-ACES FNA 2015 M13 A2 N/A 3136AQHL7 2865000 PA USD 2947889.03 0.2002651815 Long ABS-MBS USGSE US N 2 2025-06-25 Variable 2.801977000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RDQ4 1591000 PA USD 1585218.62 0.1076920099 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.360000000000 N N N N N N BRE GRAND ISLANDER TIMESHARE I HGVGI 2019 A A 144A N/A 05588UAA0 639311.7 PA USD 654220 0.0444445112 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.280000000000 N N N N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K017 X1 N/A 3137AME78 9584996.65 PA USD 197788.32 0.0134367723 Long ABS-MBS USGSE US N 2 2021-12-25 Variable 1.445300000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7V28 5778372.64 PA USD 6045247.36 0.4106845772 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J84L4 971019.44 PA USD 1018597.06 0.0691985088 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8A60 2226096.59 PA USD 2344909.15 0.1593016738 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N Sesac Finance LLC N/A 78396YAA1 1142137.5 PA USD 1174779.79 0.0798088006 Long ABS-O CORP US N 2 2049-07-25 Fixed 5.216000000000 N N N N N N SCF EQUIPMENT LEASING 2019-1 L SCFET 2019 1A A2 144A N/A 78397AAB0 740000 PA USD 745964.03 0.0506771525 Long ABS-O CORP US N 2 2024-10-20 Fixed 3.230000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J8BK8 4195113.22 PA USD 4461729.45 0.3031081052 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JAKG2 3770921 PA USD 3942230.17 0.2678158616 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.000000000000 N N N N N N SMB Private Education Loan Trust 2015-C N/A 78448RAB2 393393.61 PA USD 395660.58 0.0268792472 Long ABS-O CORP US N 2 2027-07-15 Fixed 2.750000000000 N N N N N N SMB Private Education Loan Trust 2016-A N/A 78449FAB7 1639156.07 PA USD 1648918.88 0.1120194944 Long ABS-O CORP US N 2 2031-05-15 Fixed 2.700000000000 N N N N N N AOA 2015-1177 MORTGAGE TRUST AOA 2015 1177 C 144A N/A 00183HAG6 1066000 PA USD 1073252.21 0.0729115128 Long ABS-MBS CORP US N 2 2029-12-13 Variable 3.110230000000 N N N N N N AMERICOLD 2010 LLC ACRE 2010 ARTA D 144A N/A 03063NAR8 885000 PA USD 913411.69 0.0620527286 Long ABS-MBS CORP US N 2 2029-01-14 Fixed 7.443000000000 N N N N N N ANGEL OAK MORTGAGE TRUST I LLC AOMT 2018 1 A1 144A N/A 03463TAA8 173519.98 PA USD 174080.5 0.0118261789 Long ABS-MBS CORP US N 2 2048-04-27 Variable 3.258000000000 N N N N N N ANGEL OAK MORTGAGE TRUST I LLC AOMT 2018 3 A1 144A N/A 03464NAA0 521566.31 PA USD 528182.38 0.0358821310 Long ABS-MBS CORP US N 2 2048-09-25 Variable 3.649000000000 N N N N N N Lam Research Corporation 549300I4GMO6D34U1T02 512807AT5 1425000 PA USD 1772853.29 0.1204389929 Long DBT CORP US N 2 2049-03-15 Fixed 4.875000000000 N N N N N N Lam Research Corporation 549300I4GMO6D34U1T02 512807AU2 2661000 PA USD 2936325.58 0.1994796172 Long DBT CORP US N 2 2029-03-15 Fixed 4.000000000000 N N N N N N SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A N/A 80286JAA3 1689000 PA USD 1686457.38 0.1145696768 Long ABS-O CORP US N 2 2032-01-26 Fixed 2.510000000000 N N N N N N SIERRA TIMESHARE 2019-1 RECEIV SRFC 2019 1A A 144A N/A 82653EAA5 501233.44 PA USD 507290.19 0.0344628176 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.200000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JATG3 3072050.96 PA USD 3147940.76 0.2138557189 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVC26 8528703.49 PA USD 8776015.42 0.5961996205 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVEN8 13674254.75 PA USD 13900950.65 0.9443626869 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVEQ1 7367989.79 PA USD 7490138.54 0.5088434263 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVS52 3304558.82 PA USD 3360375.46 0.2282874948 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JVSJ2 17866549.62 PA USD 18390219.98 1.2493417171 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N Sonic Capital LLC N/A 83546DAD0 343532.57 PA USD 346456.03 0.0235365304 Long ABS-O CORP US N 2 2046-05-20 Fixed 4.472000000000 N N N N N N SunTrust Banks Inc. 7E1PDLW1JL6TS0BS1G03 867914BS1 2112000 PA USD 2283917.22 0.1551581800 Long DBT CORP US N 2 2025-05-01 Fixed 4.000000000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAK1 1250000 PA USD 1363237.74 0.0926117132 Long DBT CORP US N 2 2029-03-11 Fixed 4.375000000000 N N N N N N Jefferies Financial Group Inc. 549300HOF34RGOJ5YL07 527288BE3 1350000 PA USD 1473349.7 0.1000921819 Long DBT CORP US N 2 2023-10-18 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q75R4 2741028.78 PA USD 2867623.47 0.1948123314 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q7WR4 4414750.91 PA USD 4631063.11 0.3146118069 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N Level 3 Financing Inc. N/A 527298BP7 1717000 PA USD 1718459.45 0.1167437411 Long DBT CORP US N 2 2027-03-01 Fixed 3.400000000000 N N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 534187BD0 360000 PA USD 383346.2 0.0260426683 Long DBT CORP US N 2 2023-09-01 Fixed 4.000000000000 N N N N N N ARROYO MORTGAGE TRUST 2019-2 ARRW 2019 2 A1 144A N/A 042858AA8 1446773.9 PA USD 1463830.35 0.0994454838 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.347000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8WW1 1803941.99 PA USD 1926168.44 0.1308544753 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9JB0 5940046.35 PA USD 6266408.53 0.4257091868 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.500000000000 N N N N N N ARROYO MORTGAGE TRUST 2018-1 ARRW 2018 1 A1 144A N/A 042856AA2 1811484.79 PA USD 1841405.45 0.1250960918 Long ABS-MBS CORP US N 2 2048-04-25 Variable 3.763000000000 N N N N N N BX COMMERCIAL MORTGAGE TRUST 2 BX 2018 BIOA D 144A N/A 056057AL6 842000 PA USD 842526 0.0572371011 Long ABS-MBS CORP US N 2 2037-03-15 Floating 3.086430000000 N N N N N N ARROYO MORTGAGE TRUST 2019-3 10/48 1 N/A 04285AAA3 1085674.67 PA USD 1090072.09 0.0740541733 Long ABS-MBS CORP US N 2 2048-10-25 Variable 2.962000000000 N N N N N N BBCMS TRUST 2015-MSQ BBCMS 2015 MSQ D 144A N/A 05490VAG2 640000 PA USD 650469.76 0.0441897382 Long ABS-MBS CORP US N 2 2032-09-15 Variable 4.122792000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9WT6 2454170.16 PA USD 2602473.21 0.1767993179 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QB4R6 8922165.75 PA USD 9183675.32 0.6238940429 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.500000000000 N N N N N N BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2019 NQM1 A1 144A N/A 10568HAA3 712428.27 PA USD 712490.32 0.0484031121 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.666000000000 N N N N N N COMM 2014-CCRE20 MORTGAGE TRUS COMM 2014 CR20 A3 N/A 12592LBH4 2485000 PA USD 2600445.15 0.1766615414 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.326000000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAF0 3835000 PA USD 4175175.47 0.2836410275 Long DBT CORP GB N 2 2025-05-08 Fixed 4.450000000000 N N N N N N MandT Bank Corporation N/A 55261FAH7 865000 PA USD 926631.25 0.0629508009 Long DBT CORP US N 2 2026-11-01 Variable 5.125000000000 N N N N N N SunTrust Student Loan Trust N/A 86800NAD2 2306715.48 PA USD 2232082.85 0.1516368061 Long ABS-O CORP US N 2 2037-10-28 Floating 2.125630000000 N N N N N N Syngenta Finance N.V. N/A 87164KAH7 2090000 PA USD 2178861.16 0.1480211844 Long DBT CORP NL N 2 2023-04-24 Fixed 4.441000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBAP3 954289.51 PA USD 995494.01 0.0676290005 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBTF5 2974625.64 PA USD 3049038.28 0.2071367675 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.000000000000 N N N N N N BAMLL COMMERCIAL MORTGAGE SECU 11/32 1 N/A 05492PAJ7 995000 PA USD 994143.31 0.0675372405 Long ABS-MBS CORP US N 2 2032-11-05 Variable 3.842500000000 N N N N N N BAMLL Commercial Mortgage Securities Trust 2015-200P 549300UQK6PJ8BF5JQ90 05526QAG1 1436000 PA USD 1499839.53 0.1018917716 Long ABS-MBS CORP US N 2 2033-04-14 Variable 3.715660000000 N N N N N N COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A N/A 12595HAA6 399000 PA USD 414398.05 0.0281521794 Long ABS-MBS CORP US N 2 2029-10-10 Fixed 3.244000000000 N N N N N N COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA N/A 12595VAE7 12650710.81 PA USD 430298.75 0.0292323952 Long ABS-MBS CORP US N 2 2051-05-10 Variable 0.587064000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCBQ8 25137246.28 PA USD 25671809.93 1.7440173708 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X43Z7 4142599.52 PA USD 4244935.4 0.2883801764 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.000000000000 N N N N N N SEASONED CREDIT RISK TRANSFER SCRT 2019 2 MA N/A 35563PKG3 1355314.67 PA USD 1412478.73 0.0959569056 Long ABS-MBS CORP US N 2 2058-08-25 Fixed 3.500000000000 N N N N N N GCAT 2019-NQM1 LLC 02/59 1 N/A 36166PAA6 1503768.81 PA USD 1515500.91 0.1029557292 Long ABS-MBS CORP US N 2 2059-02-25 Variable 2.985000000000 N N N N N N BBCMS TRUST 2015-SRCH BBCMS 2015 SRCH D 144A N/A 05547HAN1 947000 PA USD 1036526.07 0.0704165182 Long ABS-MBS CORP US N 2 2035-08-10 Variable 5.121768000000 N N N N N N BWAY 2015-1740 MORTGAGE TRUST BWAY 2015 1740 XA 144A N/A 05604LAC6 11465000 PA USD 221003.93 0.0150139275 Long ABS-MBS CORP US N 2 2035-01-10 Variable 1.023033000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X47C4 2845707 PA USD 2920451.77 0.1984012281 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4MB9 11607591.21 PA USD 11883454.9 0.8073038803 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4P91 1888805.24 PA USD 1932513.7 0.1312855413 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4PP5 19677598.78 PA USD 19960775.17 1.3560375652 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.000000000000 N N N N N N GS Mortgage Securities Trust 2013-GCJ12 N/A 36197XAJ3 1745000 PA USD 1778093.4 0.1207949804 Long ABS-MBS CORP US N 2 2046-06-10 Fixed 2.860000000000 N N N N N N GS Mortgage Securities Trust 2015-GC30 N/A 36250GAN5 740000 PA USD 769658.98 0.0522868716 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.119000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4XS0 5186765.28 PA USD 5314895.5 0.3610680393 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5CA9 3079000 PA USD 3144477.4 0.2136204351 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412QVS5 274844.29 PA USD 286517.75 0.0194646164 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416XFP0 346741.63 PA USD 375219.59 0.0254905862 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31416XJZ4 525729.96 PA USD 563413.76 0.0382755788 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417AX87 1438912.13 PA USD 1512562.99 0.1027561413 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.500000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC34 A3 54930070360RBP384M53 36250VAC6 1495000 PA USD 1565986.19 0.1063854526 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.244000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 590M C 144A N/A 36250WAJ9 1475000 PA USD 1532541.82 0.1041134054 Long ABS-MBS CORP US N 2 2035-10-10 Variable 3.932247000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417CC94 3189843.73 PA USD 3369065.42 0.2288778482 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417GF27 3767342.4 PA USD 3885131.37 0.2639368481 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.000000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/48 5.103 N/A 74727PAY7 1365000 PA USD 1747200 0.1186962337 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.103000000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2016 RENT D 144A 5493006UCJFJVDKIY756 36251GAL8 990000 PA USD 1000530.93 0.0679711842 Long ABS-MBS CORP US N 2 2029-02-10 Variable 4.202224000000 N N N N N N GS MORTGAGE SECURITIES CORP TR GSMS 2017 485L C 144A 5493001UQE7OCP3UT106 36252CAJ1 605000 PA USD 630594.71 0.0428395244 Long ABS-MBS CORP US N 2 2037-02-10 Variable 4.114534000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC40 A2 N/A 36257HBM7 1210000 PA USD 1250649.1 0.0849629910 Long ABS-MBS CORP US N 2 2052-07-10 Fixed 2.971000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2019 GC39 A2 N/A 36260JAB3 1319000 PA USD 1381963.78 0.0938838689 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.457000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418B5P7 1190862.98 PA USD 1254638.46 0.0852340086 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418B6V3 3037346.03 PA USD 3200008.06 0.2173929169 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.000000000000 N N N N N N GALTON FUNDING MORTGAGE TRUST GFMT 2018 1 A43 144A N/A 36417JAY5 328007.05 PA USD 331544.87 0.0225235390 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.500000000000 N N N N N N HUDSONS BAY SIMON JV TRUST 201 HBCT 2015 HBFL DFL 144A N/A 44422PAN2 820000 PA USD 819276.35 0.0556576334 Long ABS-MBS CORP US N 2 2034-08-05 Floating 5.890000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418BZD1 1652930.11 PA USD 1741451.13 0.1183056835 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418V4W9 540266.21 PA USD 584807.22 0.0397289460 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.500000000000 N N N N N N QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/24 3.375 N/A 74727PAZ4 2027000 PA USD 2117201.5 0.1438323283 Long DBT NUSS QA N 2 2024-03-14 Fixed 3.375000000000 N N N N N N SAUDI GOVERNMENT INTERNATIONAL SR UNSECURED 144A 04/29 4.375 N/A 80413TAK5 2165000 PA USD 2418738 0.1643172452 Long DBT NUSS SA N 2 2029-04-16 Fixed 4.375000000000 N N N N N N Alimentation Couche-Tard Inc. 549300OSW32RVX8CCZ87 01626PAJ5 790000 PA USD 797578.41 0.0541835813 Long DBT CORP CA N 2 2022-07-26 Fixed 2.700000000000 N N N N N N MSCG TRUST 2016-SNR MSCCG 2016 SNR D 144A N/A 61691CAL3 952000 PA USD 976766.95 0.0663567755 Long ABS-MBS CORP US N 2 2034-11-15 Fixed 6.550000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2017 CLS D 144A N/A 61691LAL3 945000 PA USD 944998.39 0.0641985747 Long ABS-MBS CORP US N 2 2034-11-15 Floating 3.165380000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZP6 1335000 PA USD 1376429.36 0.0935078874 Long DBT CORP US N 2 2023-04-19 Fixed 3.800000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZU5 2454000 PA USD 2425975.03 0.1648088937 Long DBT CORP US N 2 2024-10-28 Fixed 2.900000000000 N N N N N N Delta Air Lines 2002-1 Class G-1 Pass Through Trust N/A 247367AX3 691084.92 PA USD 725245.87 0.0492696619 Long DBT CORP US N 2 2024-07-02 Fixed 6.718000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 07/46 8.35 N/A 25272KAR4 2682000 PA USD 3598530.72 0.2444665998 Long DBT CORP US N 2 2046-07-15 Fixed 8.350000000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MSBAM 2015 C25 A5 N/A 61765TAF0 785000 PA USD 838591.01 0.0569697771 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.635000000000 N N N N N N NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A N/A 63874GAG0 520000 PA USD 569625.68 0.0386975863 Long ABS-MBS CORP US N 2 2043-01-15 Variable 4.459766000000 N N N N N N ONE MARKET PLAZA TRUST 2017-1M OMPT 2017 1MKT D 144A N/A 68245HAG9 460000 PA USD 471897.76 0.0320584288 Long ABS-MBS CORP US N 2 2032-02-10 Fixed 4.145500000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL STAR 2018 IMC1 A1 144A N/A 85572KAA2 298646.81 PA USD 301156.04 0.0204590703 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.793000000000 N N N N N N Stifel Financial Corp. 549300E5F07FE5GHJX84 860630AD4 1315000 PA USD 1392717.08 0.0946143956 Long DBT CORP US N 2 2024-07-18 Fixed 4.250000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A N/A 89178BAA2 1382000 PA USD 1397635.4 0.0949485222 Long ABS-MBS CORP US N 2 2059-10-25 Variable 2.900000000000 N N N N N N UBS Commercial Mortgage Trust 2012-C1 N/A 90269GAF8 715000 PA USD 748450.13 0.0508460460 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 4.822000000000 N N N N N N VERUS SECURITIZATION TR 10/58 1 N/A 92537BAA2 1014939.93 PA USD 1026476.96 0.0697338308 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.108000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419AG43 1136252.61 PA USD 1229928.34 0.0835553237 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419ANB9 668759.86 PA USD 715441.97 0.0486036328 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N JH COLLATERAL N/A N/A 3256650.24 NS USD 32587019.34 2.2138029203 Long EC RF US N 1 N N WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2012 C9 XA 144A N/A 92930RAF9 4191795.66 PA USD 186072.13 0.0126408316 Long ABS-MBS CORP US N 2 2045-11-15 Variable 2.058139000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C15 5493003CHVRASC16O965 92938CAH0 585000 PA USD 620899.99 0.0421809125 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.643513000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAQ4 1345000 PA USD 1342749.02 0.0912198097 Long DBT CORP US N 2 2024-09-12 Fixed 2.450000000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AK4 2698000 PA USD 2864095.06 0.1945726285 Long DBT CORP US N 2 2024-11-06 Fixed 3.950000000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AM0 385000 PA USD 412760.97 0.0280409641 Long DBT CORP US N 2 2027-02-09 Fixed 4.100000000000 N N N N N N Dollar Tree Inc. 549300PMSTQITB1WHR43 256746AH1 3273000 PA USD 3500621.11 0.2378150992 Long DBT CORP US N 2 2028-05-15 Fixed 4.200000000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AF1 2295000 PA USD 2386800 0.1621475335 Long DBT CORP FR N 2 2023-01-29 Variable 5.250000000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 1084000 PA USD 1130455.76 0.0767976425 Long DBT CORP US N 2 2026-06-15 Fixed 3.550000000000 N N N N N N Empresa Electrica Angamos S.A. N/A 29246TAA7 607110 PA USD 618111.66 0.0419914870 Long DBT CORP CL N 2 2029-05-25 Fixed 4.875000000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AH3 1660000 PA USD 1672968.27 0.1136532925 Long DBT CORP US N 2 2024-05-15 Fixed 3.900000000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A 92938EBF9 345000 PA USD 373197.02 0.0253531826 Long ABS-MBS CORP US N 2 2046-09-15 Variable 5.191643000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2013 120B C 144A N/A 94988LAJ1 970000 PA USD 968014.41 0.0657621707 Long ABS-MBS CORP US N 2 2028-03-18 Variable 2.799920000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AL4 1179000 PA USD 1178743.13 0.0800780506 Long DBT CORP US N 2 2028-05-15 Fixed 4.950000000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AM2 1750000 PA USD 1632531.88 0.1109062417 Long DBT CORP US N 2 2029-09-15 Fixed 4.150000000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC18 5493007CD1Q2V06I4172 94989AAR6 75683.73 PA USD 75612.35 0.0051367337 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 2.954000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2016 C33 A3 N/A 95000LAY9 1515000 PA USD 1578597.28 0.1072421884 Long ABS-MBS CORP US N 2 2059-03-15 Fixed 3.162000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAW5 1611000 PA USD 1727797.5 0.1173781226 Long DBT CORP CA N 2 2078-03-01 Variable 6.250000000000 N N N N N N Enbridge Energy Partners L.P. CZ6VG2MNE1J6YDI02G48 29250RAV8 1295000 PA USD 1317559.72 0.0895085717 Long DBT CORP US N 2 2020-10-15 Fixed 4.375000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RBF5 1340000 PA USD 1359476.75 0.0923562099 Long DBT CORP US N 2 2045-03-15 Fixed 5.150000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RBK4 563000 PA USD 577026.48 0.0392003605 Long DBT CORP US N 2 2027-04-15 Fixed 4.200000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAL7 1877000 PA USD 1951202.63 0.1325551759 Long DBT CORP US N 2 2023-03-15 Fixed 4.250000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAM5 1145000 PA USD 1261207.21 0.0856802574 Long DBT CORP US N 2 2024-01-15 Fixed 5.875000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2017 SMP D 144A N/A 95001CAG7 360000 PA USD 358788.06 0.0243743083 Long ABS-MBS CORP US N 2 2034-12-15 Floating 3.415380000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAG WFCM 2019 C51 A2 N/A 95001VAR1 1725000 PA USD 1788602.3 0.1215089037 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.039000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBN2 2621000 PA USD 2634105 0.1789482272 Long DBT CORP US N 2 2077-08-16 Variable 5.250000000000 N N N N N N Newfield Exploration Company T8W3X1PFLPW2YE0UIP44 651290AQ1 1400000 PA USD 1527101.65 0.1037438269 Long DBT CORP US N 2 2024-07-01 Fixed 5.625000000000 N N N N N N Newmont Goldcorp Corporation 549300VSP3RIX7FGDZ51 651639AX4 728000 PA USD 720463.39 0.0489447636 Long DBT CORP US N 2 2029-10-01 Fixed 2.800000000000 N N N N N NextEra Energy Capital Holdings Inc. UMI46YPGBLUE4VGNNT48 65339KAT7 2823000 PA USD 3014933.48 0.2048198540 Long DBT CORP US N 2 2027-05-01 Fixed 3.550000000000 N N N N N N Taco Bell Funding LLC N/A 87342RAD6 2189880 PA USD 2253890.19 0.1531182902 Long ABS-O CORP US N 2 2048-11-25 Fixed 4.318000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138LWA50 229921.17 PA USD 235714.4 0.0160132850 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 3.000000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397VU4 3391000 PA USD 3550323.8 0.2411916572 Long DBT CORP US N 2 2021-08-02 Fixed 5.875000000000 N N N N N N Nippon Life Insurance Company 549300Y0HHMFW3EVWY08 654579AD3 1372000 PA USD 1505770 0.1022946588 Long DBT CORP JP N 2 2044-10-16 Variable 5.100000000000 N N N N N N QVC Inc. 549300WBLU5NKPX5X472 747262AK9 1440000 PA USD 1490859.78 0.1012817312 Long DBT CORP US N 2 2023-03-15 Fixed 4.375000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397XL2 4798000 PA USD 4795960.13 0.3258141050 Long DBT CORP US N 2 2025-08-04 Fixed 4.134000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZR7 2511000 PA USD 2541231.66 0.1726388661 Long DBT CORP US N 2 2029-05-03 Fixed 5.113000000000 N N N N N N Fresenius Medical Care US Finance III Inc. N/A 35805BAA6 2950000 PA USD 3022498.23 0.2053337661 Long DBT CORP US N 2 2029-06-15 Fixed 3.750000000000 N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AN9 575000 PA USD 588035.25 0.0399482426 Long DBT CORP US N 2 2024-09-01 Fixed 3.350000000000 N N N N N N QVC Inc. 549300WBLU5NKPX5X472 747262AW3 700000 PA USD 693738.63 0.0471292139 Long DBT CORP US N 2 2034-08-15 Fixed 5.450000000000 N N N N N N Regions Financial Corporation CW05CS5KW59QTC0DG824 7591EPAP5 2920000 PA USD 3075338.71 0.2089234902 Long DBT CORP US N 2 2023-08-14 Fixed 3.800000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAS5 1310000 PA USD 1342477.97 0.0912013958 Long DBT CORP US N 2 2023-01-18 Fixed 3.400000000000 N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAY2 3242000 PA USD 3256492.71 0.2212302081 Long DBT CORP US N 2 2026-10-05 Fixed 3.244000000000 N N N N N N Shire Acquisitions Investments Ireland Designated Activity Company N/A 82481LAD1 2842000 PA USD 2939105.14 0.1996684469 Long DBT CORP IE N 2 2026-09-23 Fixed 3.200000000000 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAT6 1755000 PA USD 1801424.94 0.1223800112 Long DBT CORP US N 2 2026-07-15 Fixed 3.900000000000 N N N N N N FIXED INC CLEARING CORP.REPO N/A 85748R009 982000 PA USD 982000 0.0667122833 Long RA CORP US N 2 Repurchase N 0.550000000000000 2019-12-02 980000 USD 1005058.6 USD UST N N N United Airlines 2016-1 Class B Pass Through Trust N/A 90933HAA3 1779659.74 PA USD 1800621.82 0.1223254512 Long DBT CORP US N 2 2026-01-07 Fixed 3.650000000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 913903AR1 1485000 PA USD 1500778.13 0.1019555355 Long DBT CORP US N 2 2022-08-01 Fixed 4.750000000000 N N N N N N Universal Health Services Inc. 549300YGMGQDO0NMJD09 913903AT7 832000 PA USD 877760 0.0596307269 Long DBT CORP US N 2 2026-06-01 Fixed 5.000000000000 N N N N N N Ventas Realty Limited Partnership 32SXKSJ72K64GM3HOU64 92277GAE7 1401000 PA USD 1459147.55 0.0991273572 Long DBT CORP US N 2 2025-02-01 Fixed 3.500000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCK8 3120000 PA USD 3902153.8 0.2650932688 Long DBT CORP US N 2 2046-08-21 Fixed 4.862000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCQ5 1100000 PA USD 1276606.1 0.0867263828 Long DBT CORP US N 2 2034-11-01 Fixed 4.400000000000 N N N N N N BARCLAYS REPO REPO N/A 977HDM000 27509000 PA USD 27509000 1.8688270903 Long RA CORP US N 2 Repurchase Y 1.600000000000000 2019-12-02 24206500 USD 28062930.616923 USD UST N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAV1 1168000 PA USD 1229925.65 0.0835551410 Long DBT CORP US N 2 2047-10-01 Fixed 5.400000000000 N N N N N N Teachers Insurance and Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 1870000 PA USD 2171073.5 0.1474921288 Long DBT CORP US N 2 2047-05-15 Fixed 4.270000000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89114QCB2 2626000 PA USD 2739677.31 0.1861202943 Long DBT CORP CA N 2 2024-03-11 Fixed 3.250000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HAW9 1100000 PA USD 1210614.28 0.0822432208 Long DBT CORP CA N 2 2028-05-15 Fixed 4.250000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378BE47 1026101.72 PA USD 46863.6 0.0031836841 Long ABS-MBS USGA US N 2 2053-01-16 Variable 0.785990000000 N N N N N N BENCHMARK 2019-B11 MORTGAGE TR BMARK 2019 B11 A2 N/A 08162BBB7 945000 PA USD 990744.52 0.0673063433 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.409700000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746PM7 546000 PA USD 554299.2 0.0376563801 Long DBT CORP US N 2 2020-03-15 Variable 5.888500000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746RN3 4395000 PA USD 4881922.05 0.3316539380 Long DBT CORP US N 2 2025-06-15 Variable 5.875000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379R4P5 6481277.12 PA USD 363989.17 0.0247276463 Long ABS-MBS USGA US N 2 2059-02-16 Variable 0.608580000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RG98 8087559.21 PA USD 408123.31 0.0277259042 Long ABS-MBS USGA US N 2 2057-04-16 Variable 0.599860000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RJU8 4544917.05 PA USD 327983.48 0.0222815956 Long ABS-MBS USGA US N 2 2056-11-16 Variable 0.913390000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RNC3 3219091 PA USD 243685.83 0.0165548250 Long ABS-MBS USGA US N 2 2057-12-16 Variable 0.932690000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 94974BGP9 3645000 PA USD 3848710.05 0.2614625615 Long DBT CORP US N 2 2025-09-29 Fixed 3.550000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RPH0 6989213.27 PA USD 422296.65 0.0286887717 Long ABS-MBS USGA US N 2 2058-07-16 Variable 0.792240000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RSQ7 4751256.13 PA USD 317387.71 0.0215617707 Long ABS-MBS USGA US N 2 2059-05-16 Variable 0.765880000000 N N N N N N BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 N/A 08162FAB9 1360000 PA USD 1403811.31 0.0953680834 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.000800000000 N N N N N N BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 A2 N/A 08162PAT8 2375000 PA USD 2461846.15 0.1672458024 Long ABS-MBS CORP US N 2 2051-01-15 Fixed 3.571000000000 N N N N N N BENCHMARK 2018-B7 MORTGAGE TRU BMARK 2018 B7 A2 N/A 08162TAY9 1255000 PA USD 1347677.73 0.0915546421 Long ABS-MBS CORP US N 2 2053-05-15 Fixed 4.377000000000 N N N N N N BENCHMARK 2019-B10 MORTGAGE TR BMARK 2019 B10 A2 N/A 08162VAB4 1145000 PA USD 1206562.18 0.0819679410 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.614000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RW58 8772260.26 PA USD 539008.9 0.0366176318 Long ABS-MBS USGA US N 2 2059-01-16 Variable 0.708740000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U6A9 11055689.47 PA USD 636798.87 0.0432610047 Long ABS-MBS USGA US N 2 2058-12-16 Variable 0.743370000000 N N N N N N BENCHMARK 2019-B14 MORTGAGE TR BMARK 2019 B14 A2 N/A 08162YAB8 1483000 PA USD 1527416.89 0.1037652427 Long ABS-MBS CORP US N 2 2061-12-15 Fixed 2.914700000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 1 A1 144A N/A 12061AAA6 173696.44 PA USD 175738.66 0.0119388262 Long ABS-MBS CORP US N 2 2048-10-26 Variable 3.613000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U7Q3 7613349.76 PA USD 420856.08 0.0285909064 Long ABS-MBS USGA US N 2 2057-11-16 Variable 0.620130000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JFE3 10887391.43 PA USD 690738.57 0.0469254045 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.732970000000 N N N N N N BUNKER HILL LOAN DEPOSITARY 07/49 1 N/A 12061RAA9 2152293.96 PA USD 2159412.89 0.1466999639 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.879000000000 N N N N N N CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE D 144A N/A 12482HAL8 290000 PA USD 290994.24 0.0197687273 Long ABS-MBS CORP US N 2 2037-12-15 Floating 3.515380000000 N N N N N N CANTOR COMMERCIAL REAL ESTATE CF 2019 CF1 A2 N/A 12529MAB4 1290000 PA USD 1364475.05 0.0926957700 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.623400000000 N N N N N N CHT 2017-COSMO MORTGAGE TRUST CHT 2017 CSMO D 144A N/A 12546DAL1 1161000 PA USD 1161714.36 0.0789211991 Long ABS-MBS CORP US N 2 2036-11-15 Floating 4.015380000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JMW5 7153154.77 PA USD 386939.89 0.0262868061 Long ABS-MBS USGA US N 2 2060-01-16 Variable 0.558580000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JQ50 6354479.49 PA USD 376605.85 0.0255847619 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.542490000000 N N N N N N COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 XA N/A 12591RBB5 5130004.98 PA USD 161332.5 0.0109601420 Long ABS-MBS CORP US N 2 2047-02-10 Variable 1.091088000000 N N N N N N COMM 2016-CR28 MORTGAGE TRUST COMM 2016 CR28 A3 N/A 12593YBD4 545000 PA USD 577707.74 0.0392466420 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.495000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380MFV8 12414382.56 PA USD 728817.36 0.0495122915 Long ABS-MBS USGA US N 2 2060-04-16 Variable 0.540410000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380MUV1 8418778.48 PA USD 621805.93 0.0422424576 Long ABS-MBS USGA US N 2 2061-05-16 Variable 0.726820000000 N N N N N N Tech Data Corporation 549300EK847TAWPJWF34 878237AG1 624000 PA USD 635545.57 0.0431758617 Long DBT CORP US N 2 2022-02-15 Fixed 3.700000000000 N N N N N N Macquarie Bank Limited 4ZHCHI4KYZG2WVRT8631 55608XAB3 1850000 PA USD 1993608.69 0.1354360365 Long DBT CORP AU N 2 2025-06-10 Fixed 4.875000000000 N N N N N N Manufacturers and Traders Trust Company WWB2V0FCW3A0EE3ZJN75 564759QB7 735000 PA USD 735780.22 0.0499853142 Long DBT CORP US N 2 2021-12-01 Variable 2.546880000000 N N N N N N Marvell Technology Group Ltd. 8DF36O58U3QIHUCGZB18 57385LAB4 2295000 PA USD 2574361.95 0.1748895762 Long DBT CORP US N 2 2028-06-22 Fixed 4.875000000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RAP3 770000 PA USD 943096 0.0640693356 Long DBT CORP US N 2 2066-12-15 Fixed 6.400000000000 N N N N N N CSMC 2019-AFC1 TRUST CSMC 2019 AFC1 A1 144A N/A 12596XAA0 1646962.26 PA USD 1643785.6 0.1116707645 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.573000000000 N N N N N N COMM 2012-LC4 Mortgage Trust N/A 126192AF0 955000 PA USD 994429.09 0.0675566550 Long ABS-MBS CORP US N 2 2044-12-10 Variable 4.934000000000 N N N N N N COMM 2012-CCRE2 Mortgage Trust N/A 12624KAE6 4981369.63 PA USD 174054.53 0.0118244146 Long ABS-MBS CORP US N 2 2045-08-15 Variable 1.797232000000 N N N N N N COMMERCIAL MORTGAGE PASS THROU COMM 2012 CR3 XA N/A 12624PAF2 8721685.44 PA USD 376510.8 0.0255783047 Long ABS-MBS CORP US N 2 2045-10-15 Variable 2.018789000000 N N N N N N MetLife Inc. C4BXATY60WC6XEOZDX54 59156RBS6 585000 PA USD 859950 0.0584208025 Long DBT CORP US N 2 2068-04-08 Fixed 9.250000000000 N N N N N N Orbia Advance Corporation S.A.B. de CV 549300MVHZ20SBIOEQ79 59284BAG3 1170000 PA USD 1162687.5 0.0789873095 Long DBT CORP MX N 2 2048-01-15 Fixed 5.500000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BL7 1599000 PA USD 2015615.63 0.1369310805 Long DBT CORP US N 2 2045-11-03 Fixed 4.450000000000 N N N N N N Microchip Technology Incorporated 5493007PTFULNYZJ1R12 595017AP9 3561000 PA USD 3746882.31 0.2545448822 Long DBT CORP US N 2 2023-06-01 Fixed 4.333000000000 N N N N N N COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A 549300NMFC2YLCA2NF13 12625XAL1 1135000 PA USD 1184188.63 0.0804479913 Long ABS-MBS CORP US N 2 2030-08-10 Variable 4.539950000000 N N N N N N COMM 2013-LC13 Mortgage Trust N/A 12626GAP8 555000 PA USD 597934.91 0.0406207771 Long ABS-MBS CORP US N 2 2046-08-10 Variable 5.009000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BM4 755000 PA USD 829497.09 0.0563519806 Long DBT CORP US N 2 2026-02-06 Fixed 4.975000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BN2 3459000 PA USD 3872688.58 0.2630915457 Long DBT CORP US N 2 2029-02-06 Fixed 5.327000000000 N N N N N N CREDIT SUISSE MORTGAGE CAPITAL CSMC 2019 ICE4 D 144A N/A 12653VAG1 2655000 PA USD 2658324.86 0.1805936062 Long ABS-MBS CORP US N 2 2036-05-15 Floating 3.365380000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC29 A3 N/A 17323VAY1 1065000 PA USD 1098338.76 0.0746157704 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 2.935000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BP7 3630000 PA USD 3817642.98 0.2593520165 Long DBT CORP US N 2 2027-02-15 Fixed 4.185000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 1510000 PA USD 1627211.35 0.1105447909 Long DBT CORP US N 2 2026-01-27 Fixed 3.875000000000 N N N N N N COLT FUNDING LLC 05/49 1 N/A 19685TAA6 660257.16 PA USD 661688.33 0.0449518731 Long ABS-MBS CORP US N 2 2049-05-25 Variable 3.337000000000 N N N N N N COLT 2018-2 MORTGAGE LOAN TRUS COLT 2018 2 A1 144A N/A 19687VAA9 125679.02 PA USD 126121.44 0.0085680746 Long ABS-MBS CORP US N 2 2048-07-27 Variable 3.470000000000 N N N N N N Motorola Solutions Inc. 6S552MUG6KGJVEBSEC55 620076BL2 2884000 PA USD 3113725.34 0.2115312904 Long DBT CORP US N 2 2028-02-23 Fixed 4.600000000000 N N N N N N Prosus N.V. N/A 62856RAC9 1230000 PA USD 1368529.78 0.0929712286 Long DBT CORP NL N 2 2025-07-21 Fixed 5.500000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2015 GC33 A4 N/A 29425AAD5 1620000 PA USD 1742725.69 0.1183922709 Long ABS-MBS CORP US N 2 2058-09-10 Fixed 3.778000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 PRM A 144A N/A 29429JAA8 1175000 PA USD 1224059.42 0.0831566180 Long ABS-MBS CORP US N 2 2036-05-10 Fixed 3.341000000000 N N N N N N Prosus N.V. N/A 62856RAD7 295000 PA USD 321697.49 0.0218545561 Long DBT CORP NL N 2 2027-07-06 Fixed 4.850000000000 N N N N N N NRG Energy Inc. 5E2UPK5SW04M13XY7I38 629377CK6 1095000 PA USD 1128838.47 0.0766877718 Long DBT CORP US N 2 2024-06-15 Fixed 3.750000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE CGCMT 2019 SMRT A 144A N/A 29429MAA1 1190000 PA USD 1273174.93 0.0864932858 Long ABS-MBS CORP US N 2 2036-01-10 Fixed 4.149000000000 N N N N N N GS Mortgage Securities Trust 2012-GCJ7 N/A 36192KAW7 7896866.99 PA USD 234089.2 0.0159028768 Long ABS-MBS CORP US N 2 2045-05-10 Variable 2.351905000000 N N N N N N NXP B.V. N/A 62947QAZ1 1244000 PA USD 1350771.87 0.0917648429 Long DBT CORP NL N 2 2024-03-01 Fixed 4.875000000000 N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/26 3.875 N/A 62954HAA6 1246000 PA USD 1307699.68 0.0888387287 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875000000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAD9 1150000 PA USD 1179814.01 0.0801508010 Long DBT CORP GB N 2 2023-04-26 Variable 3.622000000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAE7 1205000 PA USD 1290887.53 0.0876965934 Long DBT CORP GB N 2 2030-07-18 Variable 3.960000000000 N N N N N N HILTON ORLANDO TRUST 2018-ORL HILT 2018 ORL D 144A N/A 432885AL5 490000 PA USD 489987.11 0.0332873309 Long ABS-MBS CORP US N 2 2034-12-15 Floating 3.465380000000 N N N N N N IMT TRUST 2017-APTS IMTT 2017 APTS AFX 144A N/A 44974AAS6 432000 PA USD 451594.96 0.0306791557 Long ABS-MBS CORP US N 2 2034-06-15 Fixed 3.478000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 969457BW9 2505000 PA USD 2681586.04 0.1821738572 Long DBT CORP US N 2 2024-06-24 Fixed 4.550000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96949LAD7 1510000 PA USD 1545954.91 0.1050246253 Long DBT CORP US N 2 2027-06-15 Fixed 3.750000000000 N N N N N N The Southern Company 549300FC3G3YU2FBZD92 842587602 2561 NS USD 134913.48 0.0091653628 Long EP CORP US N 1 N N N Syngenta Finance N.V. N/A 87164KAJ3 485000 PA USD 505280.79 0.0343263088 Long DBT CORP NL N 2 2048-04-24 Fixed 5.676000000000 N N N N N N Zions Bancorporation N.A. N/A 98971DAB6 3905000 PA USD 3861462.8 0.2623289210 Long DBT CORP US N 2 2029-10-29 Fixed 3.250000000000 N N N N N N IMT TRUST 2017-APTS IMTT 2017 APTS CFX 144A N/A 44974ABA4 510000 PA USD 521478.67 0.0354267136 Long ABS-MBS CORP US N 2 2034-06-15 Variable 3.613153000000 N N N N N N IRVINE CORE OFFICE TRUST 2013- ICOT 2013 IRV A2 144A N/A 46361TAC6 925736 PA USD 957788.04 0.0650674411 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.278870000000 N N N N N N Ashtead Capital Inc. N/A 045054AH6 1870000 PA USD 1997384.4 0.1356925398 Long DBT CORP US N 2 2026-08-01 Fixed 5.250000000000 N N N N N N Ashtead Capital Inc. N/A 045054AL7 650000 PA USD 656500 0.0445994033 Long DBT CORP US N 2 2029-11-01 Fixed 4.250000000000 N N N N N N Australia and New Zealand Banking Group Limited JHE42UYNWWTJB8YTTU19 05254HAA2 665000 PA USD 753943.75 0.0512192557 Long DBT CORP GB N 2 2026-06-15 Variable 6.750000000000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECU JPMCC 2019 COR5 A2 N/A 46591EAR8 2390000 PA USD 2474117.72 0.1680794729 Long ABS-MBS CORP US N 2 2052-06-13 Fixed 3.149900000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2012-HSBC N/A 46637YAC3 6557466.2 PA USD 215061.28 0.0146102129 Long ABS-MBS CORP US N 2 2032-07-05 Variable 1.581537000000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AA5 830000 PA USD 1214978.9 0.0825397318 Long DBT CORP FR N 2 2030-12-15 Fixed 8.600000000000 N N N N N N BPCE N/A 05578QAA1 1850000 PA USD 2040543.58 0.1386245636 Long DBT CORP FR N 2 2023-10-22 Fixed 5.700000000000 N N N N N N BPCE N/A 05578QAD5 1730000 PA USD 1859059.33 0.1262954102 Long DBT CORP FR N 2 2025-03-15 Fixed 4.500000000000 N N N N N N Banco Santander S.A. 5493006QMFDDMYWIAM13 05964HAJ4 1525000 PA USD 1671349.87 0.1135433463 Long DBT CORP ES N 2 2028-04-12 Fixed 4.379000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 060505EU4 2250000 PA USD 2576250 0.1750178411 Long DBT CORP US N 2 2026-03-10 Variable 6.300000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFH7 735000 PA USD 787560.91 0.0535030413 Long DBT CORP US N 2 2024-08-26 Fixed 4.200000000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C31 A3 N/A 46644YAU4 1345000 PA USD 1444921.93 0.0981609381 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.801400000000 N N N N N N KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019 KNSQ C 144A N/A 482598AJ8 1285000 PA USD 1284191.61 0.0872417053 Long ABS-MBS CORP US N 2 2036-05-15 Floating 2.815380000000 N N N N N N UNITED AIRLINES 2014-2 CLASS A PASS THRU CE 03/28 3.75 N/A 90932QAA4 1632297.6 PA USD 1719309.84 0.1168015124 Long DBT CORP US N 2 2028-03-03 Fixed 3.750000000000 N N N N N N VNDO 2013-PENN MORTGAGE TRUST VNDO 2013 PENN D 144A N/A 91830MAL0 1062000 PA USD 1070020.12 0.0726919404 Long ABS-MBS CORP US N 2 2029-12-13 Variable 4.078732000000 N N N N N N VERUS SECURITIZATION TRUST 201 VERUS 2018 1 A1 144A N/A 92536FAA4 619996.64 PA USD 620432.44 0.0421491494 Long ABS-MBS CORP US N 2 2048-02-25 Variable 2.929000000000 N N N N N N ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2018 2 A4 N/A 02004VAD5 1915000 PA USD 1951151.56 0.1325517064 Long ABS-O CORP US N 2 2023-06-15 Fixed 3.090000000000 N N N N N N Ally Master Owner Trust N/A 02005AGP7 2997000 PA USD 3019493.08 0.2051296109 Long ABS-O CORP US N 2 2023-01-17 Fixed 2.700000000000 N N N N N N ALLY AUTO RECEIVABLES TRUST 20 ALLYA 2018 3 A4 N/A 02007JAD9 1410000 PA USD 1440259.73 0.0978442110 Long ABS-O CORP US N 2 2023-07-17 Fixed 3.120000000000 N N N N N N CLI Funding LLC N/A 12563LAJ6 1250053.85 PA USD 1259068.99 0.0855349972 Long ABS-O CORP US N 2 2043-04-18 Fixed 4.030000000000 N N N N N N CWABS Asset-Backed Certificates Trust 2004-10 N/A 126673FV9 106203.95 PA USD 106312.03 0.0072223200 Long ABS-MBS CORP US N 2 2035-02-25 Variable 4.561370000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F0306C7 21150000 PA USD 21449073.69 1.4571452969 Long ABS-MBS USGSE US N 2 N/A Fixed 3.000000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BC9 3080000 PA USD 3272718.77 0.2223325274 Long DBT CORP US N 2 2027-08-22 Fixed 3.150000000000 N N N N N N Centerpoint Energy Restoration Bond Company LLC N/A 15200NAC9 676280.49 PA USD 696554.3 0.0473204968 Long ABS-O CORP US N 2 2023-08-15 Fixed 4.243000000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EGK5 1435000 PA USD 1445352.66 0.0981901998 Long ABS-O CORP US N 2 2023-01-20 Fixed 2.490000000000 N N N N N N Amazon.com Inc. ZXTILKJKG63JELOEG630 023135BJ4 1921000 PA USD 2295582.76 0.1559506798 Long DBT CORP US N 2 2047-08-22 Fixed 4.050000000000 N N N N N N AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65 N/A 023761AA7 1550962.5 PA USD 1646363.13 0.1118458693 Long DBT CORP US N 2 2030-08-15 Fixed 3.650000000000 N N N N N N COINSTAR FUNDING LLC SERIES 20 COIN 2017 1A A2 144A N/A 19260MAA4 1257750 PA USD 1293370.36 0.0878652647 Long ABS-O CORP US N 2 2047-04-25 Fixed 5.216000000000 N N N N N N COREVEST AMERICAN FINANCE 2019 CAFL 2019 3 A 144A N/A 21872NAA8 402000 PA USD 403843.57 0.0274351595 Long ABS-O CORP US N 2 2052-10-15 Fixed 2.705000000000 N N N N N N DLL 2018-2 LLC DLL 2018 ST2 A4 144A N/A 23291JAD0 1834000 PA USD 1874914.71 0.1273725472 Long ABS-O CORP US N 2 2024-06-20 Fixed 3.590000000000 N N N N N N DB Master Finance LLC N/A 233046AE1 495880 PA USD 503799.2 0.0342256568 Long ABS-O CORP US N 2 2047-11-20 Fixed 3.629000000000 N N N N N N DB Master Finance LLC N/A 233046AF8 529200 PA USD 547102.84 0.0371674946 Long ABS-O CORP US N 2 2047-11-20 Fixed 4.030000000000 N N N N N N DB Master Finance LLC N/A 233046AJ0 3026790 PA USD 3103942.88 0.2108667178 Long ABS-O CORP US N 2 2049-05-20 Fixed 3.787000000000 N N N N N N AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 3.575 N/A 02376UAA3 1113932.13 PA USD 1164187.74 0.0790892285 Long DBT CORP US N 2 2029-07-15 Fixed 3.575 N N N N N N American Airlines 2016-1 Class A Pass Through Trust N/A 02376WAA9 1602327.27 PA USD 1662855.98 0.1129663129 Long DBT CORP US N 2 2029-07-15 Fixed 4.100000000000 N N N N N DRB PRIME STUDENT LOAN TRUST 2 DRB 2016 B A2 144A N/A 23341BAC9 679933.88 PA USD 682795.04 0.0463857599 Long ABS-O CORP US N 2 2040-06-25 Fixed 2.890000000000 N N N N N N DRB PRIME STUDENT LOAN TRUST 2 DRB 2015 D A2 144A N/A 23341KAB1 629301.48 PA USD 636510.25 0.0432413973 Long ABS-O CORP US N 2 2040-01-25 Fixed 3.200000000000 N N N N N N AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375 N/A 023770AA8 1383971.04 PA USD 1432444.9 0.0973133096 Long DBT CORP US N 2 2028-11-01 Fixed 3.375000000000 N N N N N N American Airlines 2015-1 Class B Pass Through Trust N/A 023770AB6 651628.99 PA USD 657217.75 0.0446481637 Long DBT CORP US N 2 2024-11-01 Fixed 3.700000000000 N N N N N N Domino's Pizza Master Issuer LLC N/A 25755TAH3 1935500 PA USD 2011758.7 0.1366690595 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.118000000000 N N N N N N DRIVEN BRANDS FUNDING LLC HONK 2015 1A A2 144A N/A 26208LAA6 1617600 PA USD 1661469.31 0.1128721094 Long ABS-O CORP US N 2 2045-07-20 Fixed 5.216000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFP9 1719000 PA USD 1827591.26 0.1241576232 Long DBT CORP US N 2 2025-04-21 Fixed 3.950000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFU8 2498000 PA USD 2742355.26 0.1863022211 Long DBT CORP US N 2 2026-03-03 Fixed 4.450000000000 N N N N N N American Airlines 2013-1 Class A Pass Through Trust N/A 023772AB2 323214.41 PA USD 340439.38 0.0231277886 Long DBT CORP US N 2 2027-01-15 Fixed 4.000000000000 N N N N N N AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6 N/A 02377CAA2 687274.5 PA USD 703726.75 0.0478077580 Long DBT CORP US N 2 2031-04-15 Fixed 3.600000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHL6 3475000 PA USD 3660974.6 0.2487087320 Long DBT CORP US N 2 2024-07-23 Variable 3.864000000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WHH9 3985000 PA USD 4143614.99 0.2814969626 Long DBT CORP CA N 2 2024-02-05 Fixed 3.300000000000 N N N N N N ELARA HGV TIMESHARE ISSUER 201 EHGVT 2019 A A 144A N/A 28416TAA3 1479192.66 PA USD 1474656.42 0.1001809541 Long ABS-O CORP US N 2 2034-01-25 Fixed 2.610000000000 N N N N N N Federal Home Loan Bank Discount Notes N/A 313384PZ6 12299000 PA USD 12299000 0.8355339846 Long DBT USGSE US N 2 2019-12-02 None 0.000000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15 N/A 02377LAA2 985000 PA USD 1033941.5 0.0702409351 Long DBT CORP US N 2 2033-08-15 Fixed 3.150000000000 N N N N N N American Airlines 2013-2 Class A Pass Through Trust N/A 02377UAB0 1583686.61 PA USD 1657358.92 0.1125928695 Long DBT CORP US N 2 2024-07-15 Fixed 4.950000000000 N N N N N N American Airlines 2017-1 Class A Pass Through Trust N/A 02378AAA5 481937.5 PA USD 512681.35 0.0348290667 Long DBT CORP US N 2 2030-08-15 Fixed 4.000000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBE5 2112000 PA USD 2117111.04 0.1438261829 Long DBT CORP US N 2 2029-11-18 Fixed 3.200000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAM7 2660000 PA USD 2952756.33 0.2005958421 Long DBT CORP US N 2 2026-02-15 Fixed 5.000000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAP0 3030000 PA USD 3134585.84 0.2129484509 Long DBT CORP US N 2 2028-02-15 Fixed 3.800000000000 N N N N N N Five Guys Funding LLC N/A 33830JAA3 1334912.5 PA USD 1390206.44 0.0944438350 Long ABS-O CORP US N 2 2047-07-25 Fixed 4.600000000000 N N N N N N Hilton Grand Vacations Trust 2017-A N/A 43283AAA3 995522.87 PA USD 998278.98 0.0678181977 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.660000000000 N N N N N N Barclays PLC N/A 06738EAN5 1265000 PA USD 1356452.82 0.0921507789 Long DBT CORP GB N 2 2026-01-12 Fixed 4.375000000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06739FFU0 650000 PA USD 724696.29 0.0492323261 Long DBT CORP GB N 2 2021-06-12 Fixed 10.179000000000 N N N N N N HILTON GRAND VACATIONS TRUST 2 HGVT 2018 AA A 144A N/A 43284BAA0 322078.1 PA USD 332222.69 0.0225695868 Long ABS-O CORP US N 2 2032-02-25 Fixed 3.540000000000 N N N N N N HOME PARTNERS OF AMERICA 2019- HPA 2019 1 A 144A N/A 43731QAA6 1998290.23 PA USD 2037807.02 0.1384386551 Long ABS-O CORP US N 2 2039-09-17 Fixed 2.908000000000 N N N N N N Honda Auto Receivables 2018-1 Owner Trust N/A 43814UAD1 1980000 PA USD 2006178.97 0.1362899999 Long ABS-O CORP US N 2 2024-05-15 Fixed 2.830000000000 N N N N N N HONDA AUTO RECEIVABLES 2018-2 HAROT 2018 2 A4 N/A 43814UAH2 1185000 PA USD 1211860.16 0.0823278598 Long ABS-O CORP US N 2 2024-08-19 Fixed 3.160000000000 N N N N N N Expedia Group Inc. CI7MUJI4USF3V0NJ1H64 30212PAQ8 1915000 PA USD 1866860.98 0.1268254162 Long DBT CORP US N 2 2030-02-15 Fixed 3.250000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/43 FIXED 4 N/A 3128M9YE6 268290.69 PA USD 288275.99 0.0195840627 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.000000000000 N N N N N N JACK IN THE BOX FUNDING LLC JACK 2019 1A A2I 144A N/A 466365AA1 715000 PA USD 724438 0.0492147791 Long ABS-O CORP US N 2 2049-08-25 Fixed 3.982000000000 N N N N N N JACK IN THE BOX FUNDING LLC JACK 2019 1A A23 144A N/A 466365AC7 620000 PA USD 630050.2 0.0428025331 Long ABS-O CORP US N 2 2049-08-25 Fixed 4.970000000000 N N N N N N KeyCorp Student Loan Trust 2004-A N/A 493268BV7 688364.5 PA USD 664703.14 0.0451566845 Long ABS-O CORP US N 2 2042-10-27 Floating 2.175630000000 N N N N N N LAUREL ROAD PRIME STUDENT LOAN LRK 2019 A A2FX 144A N/A 51889RAB5 815000 PA USD 818594.97 0.0556113438 Long ABS-O CORP US N 2 2048-10-25 Fixed 2.730000000000 N N N N N N MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A N/A 62848BAA9 991462.2 PA USD 1019435.02 0.0692554358 Long ABS-O CORP US N 2 2036-01-21 Fixed 3.450000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A N/A 63935CAB7 2029000 PA USD 2031450.63 0.1380068330 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.600000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CD5 3390000 PA USD 3563280.63 0.2420718809 Long DBT CORP US N 2 2029-03-01 Fixed 3.200000000000 N N N N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 101137AV9 1529000 PA USD 1600083.26 0.1087018410 Long DBT CORP US N 2 2024-03-01 Fixed 3.450000000000 N N N N N N Navient Private Education Loan Trust 2016-A 549300JSCKIU587G1R13 63939NAB9 643309.59 PA USD 666266.86 0.0452629160 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.910000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 EA A2A 144A N/A 63941MAB7 1015000 PA USD 1017712.08 0.0691383876 Long ABS-O CORP US N 2 2068-05-15 Fixed 2.640000000000 N N N N N N NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5 N/A 64031QBK6 924057.5 PA USD 904732.32 0.0614630946 Long ABS-O CORP US N 2 2037-01-25 Floating 2.099630000000 N N N N N N New Residential Mortgage LLC N/A 64829TAA9 714748.47 PA USD 723871.66 0.0491763048 Long ABS-MBS CORP US N 2 2023-05-25 Fixed 3.610000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/44 FIXED 3.5 N/A 3128MABR9 692592.07 PA USD 733001.01 0.0497965082 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/45 FIXED 4 N/A 3132QRQT0 3865533.12 PA USD 4147441.43 0.2817569123 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/46 FIXED 3.5 N/A 3132WFDY2 3285582.83 PA USD 3426968.03 0.2328114687 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/46 FIXED 3.5 N/A 3132WH3H6 2030676.09 PA USD 2126309.77 0.1444510997 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.500000000000 N N N N N N Brighthouse Financial Inc. N/A 10922NAC7 2315000 PA USD 2287414.46 0.1553957654 Long DBT CORP US N 2 2027-06-22 Fixed 3.700000000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331842 2526 NS USD 126047.4 0.0085630447 Long EP CORP US N 1 N N N FREDDIE MAC MULTIFAMILY STRUCT FHMS K729 A2 N/A 3137FCM43 2462000 PA USD 2586405.11 0.1757077297 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.136000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138AFVY3 602952.56 PA USD 652850.02 0.0443514415 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.500000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LLC 2 NZES 2018 FNT2 A 144A N/A 64829TAH4 427943.18 PA USD 434691.29 0.0295308030 Long ABS-MBS CORP US N 2 2054-07-25 Fixed 3.790000000000 N N N N N N NEXTGEAR FLOORPLAN MASTER OWNE NFMOT 2018 1A A2 144A N/A 65341KBA3 415000 PA USD 420168.74 0.0285442119 Long ABS-O CORP US N 2 2023-02-15 Fixed 3.220000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ALM38 2535316.15 PA USD 2724967.94 0.1851210115 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138AM7A7 1356619.78 PA USD 1450469.38 0.0985378048 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.000000000000 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 423074AS2 1495000 PA USD 1537346.31 0.1044397990 Long DBT CORP US N 2 2025-02-15 Fixed 4.875000000000 N N N N N N NEXTGEAR FLOORPLAN MASTER OWNE NFMOT 2018 2A A2 144A N/A 65341KBD7 820000 PA USD 843299.81 0.0572896699 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.690000000000 N N N N N N RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 N/A 76120HAA5 1565000 PA USD 1630437.17 0.1107639373 Long DBT CORP US N 2 2029-04-16 Fixed 4.625000000000 N N N N N N The Royal Bank Of Scotland Group Public Limited Company N/A 780097BD2 1955000 PA USD 2033762.38 0.1381638820 Long DBT CORP GB N 2 2023-09-12 Fixed 3.875000000000 N N N N N N The Royal Bank Of Scotland Group Public Limited Company N/A 780097BM2 733000 PA USD 739518.12 0.0502392488 Long DBT CORP GB N 2 2029-11-01 Variable 3.754000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7C2 2370000 PA USD 2364340.87 0.1606217699 Long DBT CORP CA N 2 2024-11-01 Fixed 2.250000000000 N N N N N N SBA Tower Trust N/A 78403DAF7 1500000 PA USD 1540801.05 0.1046744972 Long DBT CORP US N 2 2048-04-09 Fixed 3.722000000000 N N N N N N SBA Tower Trust N/A 78403DAN0 1559000 PA USD 1576893.27 0.1071264263 Long DBT CORP US N 2 2025-01-15 Fixed 2.836000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AS5 1592000 PA USD 1742797.97 0.1183971813 Long DBT CORP US N 2 2027-03-15 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ARZ23 876322.77 PA USD 936945.9 0.0636515279 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138E0RS0 2274692.6 PA USD 2458670.19 0.1670300432 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138E2GH2 502998.98 PA USD 537324.38 0.0365031938 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138E2LN3 354916.18 PA USD 381354.42 0.0259073565 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138E9AZ3 2494693.57 PA USD 2664935.2 0.1810426804 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGFA7 443866.4 PA USD 480321.24 0.0326306789 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGNK6 688137.76 PA USD 744224.57 0.0505589821 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EGS62 385056.94 PA USD 416441.08 0.0282909728 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EHB76 35918.75 PA USD 38605.62 0.0026226773 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138MJHB8 594386.57 PA USD 624438.81 0.0424213226 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W7J54 475772.72 PA USD 499381.8 0.0339255602 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9MK3 1834324.46 PA USD 1981284.12 0.1345987654 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138W9VF4 1548019.28 PA USD 1660914.78 0.1128344373 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WAN94 2420152.2 PA USD 2591357.4 0.1760441641 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.000000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 849000 PA USD 893826.59 0.0607222126 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AV8 1953000 PA USD 2233973.97 0.1517652795 Long DBT CORP US N 2 2026-06-30 Fixed 5.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WASP3 380540.62 PA USD 409482.26 0.0278182246 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEHE2 863733.72 PA USD 907404.18 0.0616446077 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WEKG3 2112207.53 PA USD 2219000.95 0.1507480857 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHL34 3530226.67 PA USD 3674516.21 0.2496286829 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHNL2 1385176.14 PA USD 1450449.24 0.0985364365 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WHST0 1958283.24 PA USD 2012166.97 0.1366967954 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.000000000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAA3 790000 PA USD 842420.66 0.0572299448 Long DBT CORP GB N 2 2025-09-15 Fixed 4.750000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAP1 697000 PA USD 748569.62 0.0508541635 Long DBT CORP US N 2 2027-07-13 Fixed 4.400000000000 N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJTD0 2333784.78 PA USD 2396542.12 0.1628093655 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138Y16X8 4452908.94 PA USD 4671090.79 0.3173310920 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.500000000000 N N N N N N AccessLex Institute N/A 00432CCG4 495231.39 PA USD 471970.52 0.0320633718 Long ABS-O CORP US N 2 2037-06-22 Floating 2.368880000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FEEM2 2332851.7 PA USD 2390480.84 0.1623975918 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FEZH0 4595617.09 PA USD 4874761.77 0.3311675035 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.000000000000 N N N N N N AccessLex Institute N/A 00432CDC2 1829445.42 PA USD 1748179.08 0.1187627476 Long ABS-O CORP US N 2 2037-08-25 Floating 2.109500000000 N N N N N N AccessLex Institute N/A 00432CDJ7 710532.1 PA USD 696016.64 0.0472839708 Long ABS-O CORP US N 2 2036-05-25 Floating 2.209500000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2018 2 C N/A 03066LAF5 610000 PA USD 629579.72 0.0427705709 Long ABS-O CORP US N 2 2024-06-18 Fixed 3.590000000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2018 3 C N/A 03066MAF3 499000 PA USD 519775.07 0.0353109794 Long ABS-O CORP US N 2 2024-10-18 Fixed 3.740000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5M30 2967538.73 PA USD 3147791.48 0.2138455775 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5XB0 4623116.59 PA USD 4868419.62 0.3307366488 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.500000000000 N N N N N N APPLEBEE'S FUNDING LLC / IHOP DIN 2019 1A A2I 144A N/A 03789XAD0 1656000 PA USD 1676004.48 0.1138595578 Long ABS-O CORP US N 2 2049-06-07 Fixed 4.194000000000 N N N N N N ARBYS FUNDING 2015-1A LLC ARBYS 2015 1A A2 144A N/A 038779AA2 1276800 PA USD 1307468.74 0.0888230398 Long ABS-O CORP US N 2 2045-10-30 Fixed 4.969000000000 N N N N N N ARI FLEET LEASE TRUST 2018-B ARIFL 2018 B A2 144A N/A 04033BAB4 1382885.58 PA USD 1395198.65 0.0947829813 Long ABS-O CORP US N 2 2027-08-16 Fixed 3.220000000000 N N N N N N Capital One Financial Corporation ZUE8T73ROZOF6FLBAR73 14040HCA1 3233000 PA USD 3414106.42 0.2319377137 Long DBT CORP US N 2 2024-01-29 Fixed 3.900000000000 N N N N N N Santander Holdings USA Inc. 549300SMVCQN2P0O6I58 80282KAW6 3030000 PA USD 3111070.23 0.2113509152 Long DBT CORP US N 2 2024-06-07 Fixed 3.500000000000 N N N N N N Saudi Arabian Oil Co. N/A 80414L2C8 2889000 PA USD 2928308.83 0.1989349984 Long DBT CORP SA N 2 2024-04-16 Fixed 2.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J6FB8 2198880.03 PA USD 2277759.57 0.1547398593 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7LP8 2741393.66 PA USD 2816825.3 0.1913613519 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.000000000000 N N N N N N Seagate HDD Cayman N/A 81180WAL5 1860000 PA USD 1956618.59 0.1329231098 Long DBT CORP KY N 2 2025-01-01 Fixed 4.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810QY7 42705000 PA USD 47043894.62 3.1959324111 Long DBT UST US N 2 2042-11-15 Fixed 2.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810RV2 22602000 PA USD 26314555.02 1.7876823327 Long DBT UST US N 2 2047-02-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810SJ8 43312000 PA USD 43724817.5 2.9704505238 Long DBT UST US N 2 2049-08-15 Fixed 2.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7PF6 1209537.67 PA USD 1287164.59 0.0874436750 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7TQ8 1227868.4 PA USD 1265491.27 0.0859712955 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.000000000000 N N N N N N UNITED STATES TREASURY INFLATI 07/29 0.25 N/A 9128287D6 6870668.75 PA USD 6923321.57 0.4703366500 Long DBT UST US N 2 2029-07-15 Fixed 0.250000000000 N N N N N N United States Treasury Note/Bond N/A 912828YC8 30690000 PA USD 30603684.38 2.0790648308 Long DBT UST US N 2 2021-08-31 Fixed 1.500000000000 N N N N N N Schlumberger Holdings Corporation N/A 806851AJ0 2840000 PA USD 2990514.15 0.2031609240 Long DBT CORP US N 2 2024-05-01 Fixed 3.750000000000 N N N N N N CC Holdings GS V LLC / Crown Castle GS III Corp N/A 14987BAE3 1065000 PA USD 1117530.07 0.0759195343 Long DBT CORP US N 2 2023-04-15 Fixed 3.849000000000 N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189TAW7 685000 PA USD 685062.06 0.0465397701 Long DBT CORP US N 2 2024-09-01 Fixed 2.500000000000 N N N N N N United States Treasury Note/Bond N/A 912828YM6 37509000 PA USD 37274568.75 2.5322521305 Long DBT UST US N 2 2024-10-31 Fixed 1.500000000000 N N N N N United States Treasury Note/Bond N/A 912828YP9 4355000 PA USD 4344622.86 0.2951524555 Long DBT UST US N 2 2021-10-31 Fixed 1.500000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BA1 2680000 PA USD 3322246.99 0.2256972327 Long DBT CORP US N 2 2045-10-23 Fixed 6.484000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BK9 2291000 PA USD 2428538.9 0.1649830705 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000 N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BN3 2976000 PA USD 3446092.62 0.2341106999 Long DBT CORP US N 2 2048-04-01 Fixed 5.750000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BT0 1599000 PA USD 1666882.49 0.1132398544 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N Choice Hotels International Inc. 5493003CYRY5RFGTIR97 169905AF3 2029000 PA USD 2019768.05 0.1372131756 Long DBT CORP US N 2 2029-12-01 Fixed 3.700000000000 N N N N N N Cimarex Energy Co. 11KYOFXPU1C4CQL1CL44 171798AC5 1125000 PA USD 1179078.76 0.0801008517 Long DBT CORP US N 2 2024-06-01 Fixed 4.375000000000 N N N N N N United States Treasury Note/Bond N/A 912828YS3 45282000 PA USD 45163488.4 3.0681867975 Long DBT UST US N 2 2029-11-15 Fixed 1.75 N N N N N N VSE 2017-A VOI Mortgage LLC N/A 918288AA9 607227.02 PA USD 606415.22 0.0411968880 Long ABS-MBS CORP US N 2 2035-03-20 Fixed 2.330000000000 N N N N N N VANTAGE DATA CENTERS ISSUER LL VDC 2018 1A A2 144A N/A 92211MAC7 736875.01 PA USD 762028.9 0.0517685213 Long ABS-O CORP US N 2 2043-02-16 Fixed 4.072000000000 N N N N N N UNITED STATES TREASURY NOTE/BO 09/26 1.625 N/A 912828YG9 25860000 PA USD 25689283.66 1.7452044507 Long DBT UST US N 2 2026-09-30 Fixed 1.625 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967HB0 720000 PA USD 823135.69 0.0559198181 Long DBT CORP US N 2 2025-09-13 Fixed 5.500000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KJ9 2513000 PA USD 2765884.62 0.1879006909 Long DBT CORP US N 2 2026-03-09 Fixed 4.600000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967KY6 2094000 PA USD 2172839.48 0.1476121009 Long DBT CORP US N 2 2026-10-21 Fixed 3.200000000000 N N N N N N COLORADO INTERSTATE GAS CO LLC COMPANY GUAR 144A 08/26 4.15 N/A 196500AA0 955000 PA USD 996540.27 0.0677000783 Long DBT CORP US N 2 2026-08-15 Fixed 4.150000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NBX8 2165000 PA USD 2239409.53 0.1521345449 Long DBT CORP US N 2 2024-02-01 Fixed 3.000000000000 N N N N N N Continental Airlines 2007-1 Class A Pass Through Trust N/A 21079NAA9 521003.61 PA USD 549218.61 0.0373112297 Long DBT CORP US N 2 2023-10-19 Fixed 5.983000000000 N N N N N N Continental Resources Inc. XXRTID9RYWOZ0UPIVR53 212015AH4 1309000 PA USD 1316445.58 0.0894328824 Long DBT CORP US N 2 2022-09-15 Fixed 5.000000000000 N N N N N CYRUSONE LP / CYRUSONE FINANCE COMPANY GUAR 11/29 3.45 N/A 23283PAR5 1129000 PA USD 1131190.26 0.0768475409 Long DBT CORP US N 2 2029-11-15 Fixed 3.450000000000 N N N N N N Doric Nimrod Air Alpha 2013-1 Class B Pass Through Trust N/A 233283AB6 55209.62 PA USD 55208.62 0.0037506040 Long DBT CORP GG N 2 2021-11-30 Fixed 6.125000000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851CB8 940000 PA USD 977814.55 0.0664279443 Long DBT CORP US N 2 2025-08-03 Fixed 3.500000000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DX9 1005000 PA USD 1014475.23 0.0689184918 Long DBT CORP US N 2 2024-06-14 Fixed 2.700000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAS0 1497000 PA USD 1571640.84 0.1067696019 Long DBT CORP DK N 2 2022-01-12 Fixed 5.000000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/26 4.9 N/A 24703DAZ4 2525000 PA USD 2745916.87 0.1865441795 Long DBT CORP US N 2 2026-10-01 Fixed 4.900000000000 N N N N N N DELL INTERNATIONAL LLC / EMC C SR SECURED 144A 10/29 5.3 N/A 24703DBA8 2505000 PA USD 2772799.2 0.1883704337 Long DBT CORP US N 2 2029-10-01 Fixed 5.300000000000 N N N N N N Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 247361ZN1 2108000 PA USD 2185466.41 0.1484699128 Long DBT CORP US N 2 2028-04-19 Fixed 4.375000000000 N N N N N N FOCUS BRANDS FUNDING LLC FOCUS 2017 1A A2I 144A N/A 34417MAA5 458250 PA USD 459826.38 0.0312383582 Long ABS-O CORP US N 2 2047-04-30 Fixed 3.857000000000 N N N N N N Ford Credit Auto Owner Trust 2018-REV2 N/A 34528HAA2 1220000 PA USD 1271293.31 0.0863654578 Long ABS-O CORP US N 2 2030-01-15 Fixed 3.470000000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QFP4 1565000 PA USD 1566778 0.1064392443 Long ABS-O CORP US N 2 2022-09-15 Fixed 2.160000000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QGH1 2560000 PA USD 2629945.86 0.1786656756 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.520000000000 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 34528QGW8 2079000 PA USD 2149975.81 0.1460588548 Long ABS-O CORP US N 2 2026-04-15 Fixed 3.060000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDO 2017 C A4 N/A 34532AAE3 890000 PA USD 893056.62 0.0606699046 Long ABS-O CORP US N 2 2023-03-15 Fixed 2.160000000000 N N N N N N Ford Credit Auto Owner Trust 2018-REV1 N/A 34532RAA4 2556000 PA USD 2660967.76 0.1807731519 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.190000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDO 2018 B A3 N/A 34532TAD4 1236000 PA USD 1258460.84 0.0854936824 Long ABS-O CORP US N 2 2023-04-15 Fixed 3.240000000000 N N N N N N GMF Floorplan Owner Revolving Trust N/A 361886CD4 1600000 PA USD 1641173.28 0.1114932962 Long ABS-O CORP US N 2 2026-04-15 Fixed 2.900000000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2017 3A A4 144A N/A 36254MAE8 1375000 PA USD 1377621.16 0.0935888525 Long ABS-O CORP US N 2 2023-03-16 Fixed 2.130000000000 N N N N N N Goal Capital Funding Trust N/A 38021AAD4 2810993.92 PA USD 2712125.08 0.1842485304 Long ABS-O CORP US N 2 2044-08-25 Floating 2.109500000000 N N N N N N Golden Credit Card Trust 549300BEDPMEONLTJX58 380881ER9 3200000 PA USD 3358822.08 0.2281819657 Long ABS-O CORP CA N 2 2025-10-15 Fixed 3.440000000000 N N N N N N GREAT AMERICAN AUTO LEASING IN GALC 2019 1 A4 144A N/A 39154TAX6 847000 PA USD 869033.77 0.0590379095 Long ABS-O CORP US N 2 2025-02-18 Fixed 3.210000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS1 A 144A N/A 40423XAB8 326868.37 PA USD 328067.88 0.0222873293 Long ABS-O CORP US N 2 2023-01-25 Fixed 3.193000000000 N N N N N N NRZ EXCESS SPREAD-COLLATERALIZ NZES 2018 PLS2 A 144A N/A 40423XAF9 1001549.72 PA USD 1002622.28 0.0681132603 Long ABS-O CORP US N 2 2023-02-25 Fixed 3.265000000000 N N N N N N Hewlett Packard Enterprise Company 549300BX44RGX6ANDV88 42824CAW9 1627000 PA USD 1804088.42 0.1225609551 Long DBT CORP US N 2 2025-10-15 Fixed 4.900000000000 N N N N N Huntington Ingalls Industries Inc. 5TZLZ6WJTBVJ0QWBG121 446413AH9 1275000 PA USD 1335562.5 0.0907315926 Long DBT CORP US N 2 2025-11-15 Fixed 5.000000000000 N N N N N N Husky Energy Inc. N/A 448055AJ2 945000 PA USD 975197.13 0.0662501296 Long DBT CORP CA N 2 2022-04-15 Fixed 3.950000000000 N N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 44962LAB3 410000 PA USD 447428.9 0.0303961340 Long DBT CORP GB N 2 2025-02-15 Fixed 4.750000000000 N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 44962LAC1 1771000 PA USD 1880554.06 0.1277556571 Long DBT CORP GB N 2 2026-03-01 Fixed 4.000000000000 N N N N N N IHS Markit Ltd. 549300HLPTRASHS0E726 44962LAF4 1177000 PA USD 1309842.11 0.0889842749 Long DBT CORP GB N 2 2028-08-01 Fixed 4.750000000000 N N N N N N Ing Bank N.V. 3TK20IVIUJ8J3ZU0QE75 449786AY8 1810000 PA USD 2006300.11 0.1362982296 Long DBT CORP NL N 2 2023-09-25 Fixed 5.800000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AP8 1504000 PA USD 1568066.05 0.1065267481 Long DBT CORP NL N 2 2024-04-09 Fixed 3.550000000000 N N N N N N Israel Electric Corporation Ltd N/A 46507MAE2 490000 PA USD 556308.31 0.0377928693 Long DBT CORP IL N 2 2023-06-21 Fixed 6.875000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HJQ4 2605000 PA USD 2933881.25 0.1993135614 Long DBT CORP US N 2 2024-02-01 Variable 6.750000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HRV4 2868000 PA USD 2958837.71 0.2010089814 Long DBT CORP US N 2 2026-10-01 Fixed 2.950000000000 N N N N N N MMAF EQUIPMENT FINANCE LLC 201 MMAF 2017 B A3 144A N/A 55316AAC4 987933.51 PA USD 988744.5 0.0671704717 Long ABS-O CORP US N 2 2022-10-17 Fixed 2.210000000000 N N N N N N MVW Owner Trust 2015-1 549300Y5CF8WQOLGBR17 55388PAA8 101489.58 PA USD 101494.13 0.0068950154 Long ABS-O CORP US N 2 2032-12-20 Fixed 2.520000000000 N N N N N N MVW Owner Trust 2014-1 5493004KX4H48P1FVD32 553891AA0 34652.09 PA USD 34617.85 0.0023517676 Long ABS-O CORP US N 2 2031-09-22 Fixed 2.250000000000 N N N N N N Marriott Ownership Resorts Inc. N/A 57163KAG3 277900 PA USD 278711.47 0.0189342959 Long LON CORP US N 2 2025-08-29 Floating 3.95 N N N N N N MelTel Land Funding LLC N/A 58571LAA8 618000 PA USD 632698.51 0.0429824463 Long ABS-O CORP US N 2 2049-04-15 Fixed 3.768000000000 N N N N N N MILL CITY MORTGAGE TRUST 08/58 1 N/A 59980XAC1 513344.85 PA USD 526690.79 0.0357807996 Long ABS-MBS CORP US N 2 2058-08-25 Variable 3.500000000000 N N N N N N MMAF EQUIPMENT FINANCE LLC 201 MMAF 2019 A A3 144A N/A 60700FAE3 976000 PA USD 990656.01 0.0673003304 Long ABS-O CORP US N 2 2023-11-13 Fixed 2.840000000000 N N N N N N NISSAN AUTO RECEIVABLES 2018-A NAROT 2018 A A4 N/A 65478DAE7 1750000 PA USD 1778567 0.1208271544 Long ABS-O CORP US N 2 2024-06-17 Fixed 2.890000000000 N N N N N N NISSAN AUTO RECEIVABLES 2018-C NAROT 2018 C A3 N/A 65478NAD7 1869000 PA USD 1904812.28 0.1294036421 Long ABS-O CORP US N 2 2023-06-15 Fixed 3.220000000000 N N N N N N OXFORD FINANCE FUNDING 2019-1 OXFIN 2019 1A A2 144A N/A 69145AAB4 441000 PA USD 451387.71 0.0306650762 Long ABS-O CORP US N 2 2027-02-15 Fixed 4.459000000000 N N N N N N PFS Financing Corp. N/A 69335PCQ6 950000 PA USD 958571.95 0.0651206961 Long ABS-O CORP US N 2 2023-02-15 Fixed 2.890000000000 N N N N N N PFS Financing Corp. N/A 69335PDB8 965000 PA USD 988143.98 0.0671296753 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.520000000000 N N N N N N SIERRA TIMESHARE 2018-2 RECEIV SRFC 2018 2A A 144A N/A 82653DAA7 624327.02 PA USD 637706.29 0.0433226504 Long ABS-O CORP US N 2 2035-06-20 Fixed 3.500000000000 N N N N N N SIERRA TIMESHARE 2018-3 RECEIV SRFC 2018 3A A 144A N/A 82653GAA0 434521.23 PA USD 443931.44 0.0301585336 Long ABS-O CORP US N 2 2035-09-20 Fixed 3.690000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2019 B A2A 144A N/A 83192CAB3 1508000 PA USD 1530235.01 0.1039566920 Long ABS-O CORP US N 2 2037-06-15 Fixed 2.840000000000 N N N N N N TAL Advantage V LLC 549300DUZ8I1AWFHN784 87407PAJ9 225250.01 PA USD 225036.68 0.0152878928 Long ABS-O CORP US N 2 2039-02-22 Fixed 3.510000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 1 A5 144A N/A 89171DAE7 355000 PA USD 368787.21 0.0250536017 Long ABS-MBS CORP US N 2 2053-10-25 Variable 3.955120000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 2 1M2 144A N/A 89171YAF8 815000 PA USD 856157.83 0.0581631810 Long ABS-MBS CORP US N 2 2060-11-25 Variable 3.792488000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2015 6 M2 144A N/A 89172RAD7 1775000 PA USD 1884757.84 0.1280412414 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2016 TPMT 2016 5 A1 144A N/A 89173CAA5 751830.45 PA USD 753510.87 0.0511898479 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.500000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 1 A1 144A N/A 89173FAA8 272561.36 PA USD 273690.91 0.0185932236 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017 TPMT 2017 2 A1 144A N/A 89173HAA4 225450.84 PA USD 227302.72 0.0154418365 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 3 A1 144A N/A 89175MAA1 755799.03 PA USD 786130.53 0.0534058683 Long ABS-MBS CORP US N 2 2058-05-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A N/A 89175TAA6 1846719.78 PA USD 1884919.18 0.1280522021 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2015 TPMT 2018 1 A1 144A N/A 89176EAA8 492404.35 PA USD 497617.58 0.0338057077 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.000000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 6 A1A 144A N/A 89176LAA2 1999776.07 PA USD 2057929.36 0.1398056686 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.750000000000 N N N N N N TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A N/A 89177BAA3 1010528.55 PA USD 1053940.55 0.0715995729 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.750000000000 N N N N N N Toyota Auto Loan Extended Note Trust 2019-1 N/A 89231XAA9 3496000 PA USD 3562669.07 0.2420303345 Long ABS-O CORP US N 2 2031-11-25 Fixed 2.560000000000 N N N N N N TRITON CONTAINER FINANCE V LLC TCF 2018 1A A 144A N/A 89679HAJ4 920833.34 PA USD 925376.82 0.0628655811 Long ABS-O CORP US N 2 2043-03-20 Fixed 3.950000000000 N N N N N N United Airlines 2014-2 Class B Pass Through Trust N/A 90932QAB2 573363.35 PA USD 591501.81 0.0401837437 Long DBT CORP US N 2 2024-03-03 Fixed 4.625000000000 N N N N N N Westgate Resorts 2016-1 LLC 549300K8T4A858DBUE44 96033CAA0 113106.25 PA USD 113512.41 0.0077114787 Long ABS-O CORP US N 2 2028-12-20 Fixed 3.500000000000 N N N N N N Westgate Resorts 2017-1 LLC 5493001B6N5F6HQT6Z27 96033DAA8 338365.39 PA USD 339880.32 0.0230898088 Long ABS-O CORP US N 2 2030-12-20 Fixed 3.050000000000 N N N N N N WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2019 1A C 144A N/A 96042JAJ5 623000 PA USD 631382.47 0.0428930410 Long ABS-O CORP US N 2 2024-03-15 Fixed 3.450000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RCN0 2555000 PA USD 2667644.12 0.1812267112 Long DBT CORP US N 2 2025-05-15 Fixed 3.400000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHW5 1497000 PA USD 1591592.97 0.1081250521 Long DBT CORP US N 2 2027-02-15 Fixed 3.800000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBS7 977000 PA USD 1026715.81 0.0697500571 Long DBT CORP US N 2 2049-11-21 Fixed 4.250000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBW8 3541000 PA USD 3592886.24 0.2440831414 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N ABY Transmision Sur S.A. 549300PQCSQSSZTVDH16 00289LAA3 607290 PA USD 755323.01 0.0513129559 Long DBT CORP PE N 2 2043-04-30 Fixed 6.875000000000 N N N N N N Activision Blizzard Inc. 549300TPQQDBP9GNOF40 00507VAK5 596000 PA USD 626817.06 0.0425828893 Long DBT CORP US N 2 2026-09-15 Fixed 3.400000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00772BAM3 1160000 PA USD 1215967.53 0.0826068945 Long DBT CORP IE N 2 2021-10-01 Fixed 5.000000000000 N N N N N N AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust N/A 00774MAM7 1745000 PA USD 1758833.4 0.1194865500 Long DBT CORP IE N 2 2024-08-14 Fixed 2.875000000000 N N N N N N AIR CANADA 2013-1 CLASS A PASS PASS THRU CE 144A 11/26 4.125 N/A 009089AA1 624604.75 PA USD 659343.14 0.0447925523 Long DBT CORP CA N 2 2026-11-15 Fixed 4.125000000000 N N N N N N AIR CANADA 2017-1 CLASS B PASS PASS THRU CE 144A 07/27 3.7 N/A 00908PAC1 902116.4 PA USD 909974.56 0.0618192268 Long DBT CORP CA N 2 2027-07-15 Fixed 3.700000000000 N N N N N N Air Lease Corporation N/A 00912XAY0 792000 PA USD 819808.26 0.0556937688 Long DBT CORP US N 2 2027-12-01 Fixed 3.625000000000 N N N N N N Aircastle Limited 549300PNK8AKY3OIKP58 00928QAN1 786000 PA USD 836130.98 0.0568026546 Long DBT CORP US N 2 2022-02-15 Fixed 5.500000000000 N N N N N N Aircastle Limited 549300PNK8AKY3OIKP58 00928QAR2 547000 PA USD 579941.67 0.0393984043 Long DBT CORP US N 2 2023-09-25 Fixed 4.400000000000 N N N N N N Albemarle Wodgina Pty Ltd N/A 01273PAA0 1380000 PA USD 1384307.99 0.0940431231 Long DBT CORP AU N 2 2029-11-15 Fixed 3.450000000000 N N N N N N AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5 N/A 02378MAA9 655000 PA USD 669517.68 0.0454837609 Long DBT CORP US N 2 2033-08-15 Fixed 3.500000000000 N N N N N N American Homes 4 Rent L.P. N/A 02666TAA5 1815000 PA USD 1946677.72 0.1322477756 Long DBT CORP US N 2 2028-02-15 Fixed 4.250000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAP5 2862000 PA USD 2998615.77 0.2037113085 Long DBT CORP US N 2 2027-07-15 Fixed 3.550000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAV2 1119000 PA USD 1140266.02 0.0774641037 Long DBT CORP US N 2 2025-01-15 Fixed 2.950000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAW0 810000 PA USD 863778.48 0.0586808907 Long DBT CORP US N 2 2029-08-15 Fixed 3.800000000000 N N N N N N AmerisourceBergen Corporation AI8GXW8LG5WK7E9UD086 03073EAP0 2325000 PA USD 2436474.24 0.1655221587 Long DBT CORP US N 2 2027-12-15 Fixed 3.450000000000 N N N N N N Anglo American Capital PLC TINT358G1SSHR3L3PW36 034863AR1 1245000 PA USD 1354380.84 0.0920100187 Long DBT CORP GB N 2 2027-04-10 Fixed 4.750000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AN0 1606000 PA USD 1863368.47 0.1265881521 Long DBT CORP US N 2 2048-04-15 Fixed 4.600000000000 N N N N N N Ares Capital Corporation WEQ82666OJYSI5GUAB47 04010LAR4 1714000 PA USD 1740833.32 0.1182637125 Long DBT CORP US N 2 2022-01-19 Fixed 3.625000000000 N N N N N N Braskem Netherlands Finance B.V. N/A 10554TAB1 812000 PA USD 796289.83 0.0540960415 Long DBT CORP NL N 2 2028-01-10 Fixed 4.500000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746U133 1437 NS USD 151675.35 0.0103040824 Long EP CORP US N 1 N N N FREDDIE MAC GOLD POOL FG 01/33 FIXED 3 N/A 3128MFNK0 4830817.26 PA USD 4983826.15 0.3385768048 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/31 FIXED 3 N/A 3128MFSX7 7105985.49 PA USD 7326615.68 0.4977344819 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/43 FIXED 3 N/A 31292MFD0 4020878.72 PA USD 4156447.07 0.2823687115 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/41 FIXED 4.5 N/A 312945ZL5 592464.24 PA USD 641143.23 0.0435561393 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 06/49 FIXED 3.5 N/A 31329QZD6 16063739.33 PA USD 16685166.69 1.1335087250 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 04/47 FIXED 3 N/A 3132AEKM7 12080439.3 PA USD 12367540.6 0.8401902982 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 10/49 FIXED 3 N/A 3132DMDD4 26550753.56 PA USD 27100027.58 1.8410435017 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/42 FIXED 3.5 N/A 3132GRL66 1333947.02 PA USD 1403438.32 0.0953427443 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/43 FIXED 3 N/A 3132J7YK2 476993.54 PA USD 493821.2 0.0335478002 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/43 FIXED 3 N/A 3132L5AE3 680815.4 PA USD 703982.59 0.0478251385 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 N/A 3132L8EV5 1196283.37 PA USD 1233626.67 0.0838065702 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/47 FIXED 4.5 N/A 3132L8J40 2243816.49 PA USD 2400128.82 0.1630530284 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/44 FIXED 4 N/A 3132M5BQ4 116110.15 PA USD 124323.92 0.0084459599 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.000000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 36962GT95 2151000 PA USD 2451916.45 0.1665712270 Long DBT CORP US N 2 2026-01-05 Fixed 5.550000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAE0 2626000 PA USD 2831436.55 0.1923539688 Long DBT CORP US N 2 2023-10-02 Fixed 4.875000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XAS5 3648000 PA USD 3780554.97 0.2568324383 Long DBT CORP US N 2 2025-01-15 Fixed 4.000000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XAZ9 1964000 PA USD 2068487.86 0.1405229615 Long DBT CORP US N 2 2025-07-13 Fixed 4.300000000000 N N N N N N GlaxoSmithKline Capital plc 549300U0LV41VX7LEP38 377373AG0 2329000 PA USD 2413024.94 0.1639291278 Long DBT CORP GB N 2 2024-06-01 Fixed 3.000000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWB6 3758000 PA USD 4001700.74 0.2718560017 Long DBT CORP US N 2 2027-01-26 Fixed 3.850000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 1240000 PA USD 1385500.3 0.0941241228 Long DBT CORP US N 2 2026-06-15 Fixed 5.250000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119BX6 2627000 PA USD 2767542.9 0.1880133464 Long DBT CORP US N 2 2029-06-15 Fixed 4.125000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BC2 995000 PA USD 1039775 0.0706372346 Long DBT CORP GB N 2 2021-06-01 Variable 6.875000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BS7 3020000 PA USD 3161797.82 0.2147970999 Long DBT CORP GB N 2 2024-05-18 Variable 3.950000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 973000 PA USD 997079.62 0.0677367191 Long DBT CORP US N 2 2028-03-15 Fixed 4.000000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBA7 1025000 PA USD 1072203.21 0.0728402488 Long DBT CORP US N 2 2024-05-01 Fixed 6.375000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBC3 605000 PA USD 635157.13 0.0431494729 Long DBT CORP US N 2 2025-01-15 Fixed 5.250000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBE9 958000 PA USD 1004501.53 0.0682409274 Long DBT CORP US N 2 2027-12-01 Fixed 4.250000000000 N N N N N N Nissan Motor Acceptance Corporation 7D6DIU2QXTUJRFNNJA49 654740BH1 890000 PA USD 914513.56 0.0621275843 Long DBT CORP US N 2 2023-03-15 Fixed 3.450000000000 N N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 68233JBM5 2625000 PA USD 2691721.31 0.1828623979 Long DBT CORP US N 2 2024-06-01 Fixed 2.750000000000 N N N N N N ONEOK Partners L.P. T4DHW82NMF6BXJT50795 68268NAP8 663000 PA USD 724583.13 0.0492246386 Long DBT CORP US N 2 2025-03-15 Fixed 4.900000000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AJ0 910000 PA USD 939431.8 0.0638204078 Long DBT CORP US N 2 2029-08-15 Fixed 3.950000000000 N N N N N N Oztel Holdings SPC Limited N/A 692733AB4 740000 PA USD 773469.19 0.0525457187 Long DBT CORP AE N 2 2028-04-24 Fixed 6.625000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AK1 2238000 PA USD 2360418.6 0.1603553100 Long DBT CORP US N 2 2021-08-01 Variable 6.750000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AM7 1225000 PA USD 1267875 0.0861332345 Long DBT CORP US N 2 2023-06-01 Variable 4.850000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AV7 2060000 PA USD 2169028.43 0.1473531968 Long DBT CORP US N 2 2024-01-23 Fixed 3.500000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AY1 2352000 PA USD 2345922.31 0.1593705029 Long DBT CORP US N 2 2024-11-01 Fixed 2.200000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 70450YAC7 1855000 PA USD 1859330.96 0.1263138634 Long DBT CORP US N 2 2024-10-01 Fixed 2.400000000000 N N N N N N PayPal Holdings Inc. 5493005X2GO78EFZ3E94 70450YAE3 2181000 PA USD 2176074.78 0.1478318914 Long DBT CORP US N 2 2029-10-01 Fixed 2.850000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081ES8 2290000 PA USD 2381266.85 0.1617716383 Long DBT CORP US N 2 2024-03-15 Fixed 2.950000000000 N N N N N N Prudential Financial Inc. 5PRBRS5FEH7NREC8OR45 744320AL6 3189000 PA USD 3440197.53 0.2337102163 Long DBT CORP US N 2 2042-09-15 Variable 5.875000000000 N N N N N N QVC Inc. 549300WBLU5NKPX5X472 747262AH6 735000 PA USD 772966.32 0.0525115562 Long DBT CORP US N 2 2022-07-02 Fixed 5.125000000000 N N N N N N US Airways 2010-1 Class A Pass Through Trust N/A 90345KAA8 478322.07 PA USD 518824.47 0.0352464003 Long DBT CORP US N 2 2024-10-22 Fixed 6.250000000000 N N N N N N US Airways 2012-1 Class A Pass Through Trust N/A 90345WAA2 524763.89 PA USD 583912.86 0.0396681875 Long DBT CORP US N 2 2026-04-01 Fixed 5.900000000000 N N N N N N UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55 N/A 90931EAA2 1195000 PA USD 1307392.74 0.0888178767 Long DBT CORP US N 2 2033-02-25 Fixed 4.550000000000 N N N N N N United Airlines 2016-1 Class A Pass Through Trust N/A 90931MAA4 1449042.26 PA USD 1492397.46 0.1013861937 Long DBT CORP US N 2 2030-01-07 Fixed 3.450000000000 N N N N N N UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6 N/A 90932NAA1 514545.68 PA USD 535167.59 0.0363566720 Long DBT CORP US N 2 2026-03-01 Fixed 4.600000000000 N N N N N N Wells Fargo and Company PBLD0EJDB5FWOLXP3B76 949746804 238 NS USD 347480 0.0236060939 Long EP CORP US N 1 N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAD4 2515000 PA USD 2537622.3 0.1723936639 Long DBT CORP US N 2 2024-07-15 Fixed 3.550000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAE2 2025000 PA USD 2087623.02 0.1418229108 Long DBT CORP US N 2 2029-07-15 Fixed 4.300000000000 N N N N N N Vistra Operations Company LLC 549300ZH5GKBTJZ7NM23 92840VAG7 2155000 PA USD 2131382.88 0.1447957420 Long DBT CORP US N 2 2027-01-30 Fixed 3.700000000000 N N N N N N 2019-12-30 John Hancock Bond Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer