NPORT-P false 0000917469 XXXXXXXX S000006645 C000211126 C000089753 C000018132 C000173092 LOOMIS SAYLES FUNDS I 811-08282 0000917469 549300826G7KS737WZ11 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2139 Loomis Sayles Intermediate Duration Bond Fund S000006645 JFM2LVHZV1KZX7Z9J491 2023-09-30 2023-06-30 N 334924148.00 4816203.06 330107944.94 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 975763.33000000 USD N Fund's Securities Portfolio N/A WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAC0 1540000.00000000 PA USD 1524481.65000000 0.461813074592 Long DBT CORP US N 2 2023-09-15 Fixed 0.55000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DX5 135000.00000000 PA USD 134576.32000000 0.040767367784 Long DBT CORP US N 2 2031-01-30 Fixed 5.25000000 N N N N N N NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 63906YAD0 1215000.00000000 PA USD 1065263.76000000 0.322701642395 Long DBT CORP GB N 2 2026-09-29 Fixed 1.60000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAS4 165000.00000000 PA USD 165536.58000000 0.050146196884 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N ENTERGY CORP 4XM3TW50JULSLG8BNC79 29364GAM5 605000.00000000 PA USD 543351.45000000 0.164598113534 Long DBT CORP US N 2 2025-09-15 Fixed 0.90000000 N N N N N N Exeter Automobile Receivables Trust N/A 30166YAD4 605000.00000000 PA USD 597980.79000000 0.181147045736 Long ABS-O CORP US N 2 2026-12-15 Fixed 4.86000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34532RAA4 595000.00000000 PA USD 571734.61000000 0.173196258606 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.19000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AS3 210000.00000000 PA USD 186268.24000000 0.056426463784 Long DBT CORP US N 2 2032-05-08 Fixed 3.37500000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAV5 50000.00000000 PA USD 47702.13000000 0.014450464077 Long DBT CORP US N 2 2025-03-01 Fixed 4.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A 46641WAW7 13153.99000000 PA USD 13011.18000000 0.003941492532 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.58400000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137BFXT3 701647.00000000 PA USD 675079.35000000 0.204502605995 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.67000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEJ4 530000.00000000 PA USD 482538.50000000 0.146175972858 Long DBT CORP US N 2 2025-07-02 Fixed 0.95000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400HW6 340000.00000000 PA USD 335168.09000000 0.101532875878 Long DBT CORP US N 2 2026-06-01 Fixed 4.90000000 N N N N N N BLACKSTONE SECURED LEND 549300KM7KWQHVBNH962 09261XAG7 490000.00000000 PA USD 401543.53000000 0.121640068394 Long DBT CORP US N 2 2028-09-30 Fixed 2.85000000 N N N N N N GM Financial Consumer Automobile Receivables Trust 2020-2 N/A 36258VAD6 12737.46000000 PA USD 12672.66000000 0.003838944258 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.49000000 N N N N N N RGA GLOBAL FUNDING 549300Y22K5FOEBMSK42 76209PAB9 570000.00000000 PA USD 491017.35000000 0.148744481169 Long DBT CORP US N 2 2029-01-18 Fixed 2.70000000 N N N N N N BARINGS BDC INC 549300GSF4KFZP6ONG49 06759LAC7 200000.00000000 PA USD 174227.91000000 0.052779072018 Long DBT CORP US N 2 2026-11-23 Fixed 3.30000000 N N N N N N Aqua Finance Trust N/A 03842VAA5 312808.13000000 PA USD 276285.75000000 0.083695577230 Long ABS-O CORP US N 2 2046-07-17 Fixed 1.54000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194PB37 36908.51000000 PA USD 35780.41000000 0.010839002983 Long ABS-MBS USGA US N 2 2066-08-20 Variable 4.47100000 N N N N N N CNH Equipment Trust N/A 12597PAC2 30648.99000000 PA USD 30228.30000000 0.009157095569 Long ABS-O CORP US N 2 2025-06-16 Fixed 1.16000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042XAF2 170000.00000000 PA USD 167757.36000000 0.050818940462 Long ABS-O CORP US N 2 2028-08-15 Fixed 5.74000000 N N N N N N Navient Student Loan Trust N/A 63941UAA1 52591.98000000 PA USD 46733.97000000 0.014157178194 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.17000000 N N N N N N COMM Mortgage Trust N/A 12591VAC5 18327.02000000 PA USD 18196.29000000 0.005512224191 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 3.65300000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CJ1 84253.73000000 PA USD 83832.47000000 0.025395471779 Long ABS-O CORP US N 2 2032-08-15 Fixed 0.87000000 N N N N N N Mission Lane Credit Card Master Trust N/A 60510MAN8 230000.00000000 PA USD 227313.83000000 0.068860454128 Long ABS-O CORP US N 2 2028-07-17 Fixed 7.23000000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCB9 435000.00000000 PA USD 410787.11000000 0.124440237291 Long DBT CORP US N 2 2025-07-15 Fixed 3.30000000 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAL6 730000.00000000 PA USD 711487.20000000 0.215531680138 Long DBT CORP US N 2 2025-05-13 Fixed 5.12500000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CR6 445000.00000000 PA USD 444597.98000000 0.134682605134 Long DBT CORP US N 2 2028-09-15 Fixed 5.45000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AK7 185000.00000000 PA USD 177568.49000000 0.053791037968 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194QQ88 51159.92000000 PA USD 49373.48000000 0.014956768159 Long ABS-MBS USGA US N 2 2066-10-20 Variable 4.41000000 N N N N N N Flagship Credit Auto Trust N/A 337955AE8 430000.00000000 PA USD 421122.99000000 0.127571297951 Long ABS-O CORP US N 2 2027-08-16 Fixed 5.01000000 N N N N N N DT Auto Owner Trust N/A 26253WAE8 410000.00000000 PA USD 384968.89000000 0.116619092603 Long ABS-O CORP US N 2 2027-09-15 Fixed 1.50000000 N N N N N N PERNOD RIC INTL FIN LLC 5493009254WI1A8WXT48 71427QAA6 915000.00000000 PA USD 774869.83000000 0.234732257092 Long DBT CORP US N 2 2028-04-01 Fixed 1.25000000 N N N N N N IQVIA INC 549300PLWY28YB00C717 46266TAB4 320000.00000000 PA USD 316800.00000000 0.095968608104 Long DBT CORP US N 2 2028-05-15 Fixed 5.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEN7 3240000.00000000 PA USD 3060660.95000000 0.927169732481 Long DBT UST US N 2 2027-04-30 Fixed 2.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95003MBS6 825000.00000000 PA USD 741999.23000000 0.224774726380 Long ABS-MBS CORP US N 2 2055-04-15 Variable 4.00000000 N N N N N N F&G GLOBAL FUNDING 6354009CCUKJIZ7KFX73 30321L2E1 1170000.00000000 PA USD 1131063.29000000 0.342634373797 Long DBT CORP US N 2 2025-07-07 Fixed 5.15000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAF9 525000.00000000 PA USD 493349.18000000 0.149450865258 Long DBT CORP US N 2 2024-11-15 Fixed 1.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 30168AAD4 215000.00000000 PA USD 214430.64000000 0.064957733761 Long ABS-O CORP US N 2 2027-08-16 Fixed 6.03000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCG3 475000.00000000 PA USD 399004.42000000 0.120870892723 Long DBT CORP JP N 2 2028-09-17 Fixed 1.90200000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAH1 30000.00000000 PA USD 29793.06000000 0.009025247788 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N TORONTO-DOMINION BANK PT3QB789TSUIDF371261 89115A2M3 365000.00000000 PA USD 362573.22000000 0.109834745136 Long DBT CORP CA N 2 2028-01-10 Fixed 5.15600000 N N N N N N Morgan Stanley BAML Trust N/A 61690FAM5 129604.00000000 PA USD 122920.08000000 0.037236328868 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.30600000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BE1 275000.00000000 PA USD 263378.33000000 0.079785516839 Long DBT CORP US N 2 2025-05-13 Fixed 3.35000000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214FG3 410000.00000000 PA USD 388438.83000000 0.117670245734 Long DBT CORP AU N 2 2033-08-10 Fixed 5.40500000 N N N N N N ANZ NEW ZEALAND INTL/LDN 213800VD256NU2D97H12 00182EBP3 525000.00000000 PA USD 495336.30000000 0.150052825929 Long DBT CORP NZ N 2 2025-02-18 Fixed 2.16600000 N N N N N N F&G ANNUITIES & LIFE INC N/A 30190AAA2 155000.00000000 PA USD 154903.90000000 0.046925226240 Long DBT CORP US N 2 2028-01-13 Fixed 7.40000000 N N N N N N CarMax Auto Owner Trust N/A 142921AD7 1055000.00000000 PA USD 1047706.15000000 0.317382894310 Long ABS-O CORP US N 2 2028-01-18 Fixed 5.05000000 N N N N N N LEASEPLAN CORPORATION NV 724500C60L930FVHS484 52206AAD2 470000.00000000 PA USD 447739.82000000 0.135634366534 Long DBT CORP NL N 2 2024-10-24 Fixed 2.87500000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RAW7 295000.00000000 PA USD 233654.69000000 0.070781298536 Long DBT CORP US N 2 2031-07-28 Fixed 1.80000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BC7 695000.00000000 PA USD 694099.64000000 0.210264445506 Long DBT CORP US N 2 2023-08-01 Fixed 4.12500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAM4 630000.00000000 PA USD 597002.02000000 0.180850545753 Long DBT CORP US N 2 2034-01-26 Fixed 5.12200000 N N N N N N RELIANCE STAND LIFE II N/A 75951ACY2 415000.00000000 PA USD 406625.30000000 0.123179495141 Long DBT CORP US N 2 2026-02-02 Fixed 5.24300000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31336CMM2 15064.18000000 PA USD 15186.98000000 0.004600610264 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 4.43700000 N N N N N N SFS Auto Receivables Securitization Trust N/A 78398AAD5 420000.00000000 PA USD 419161.68000000 0.126977155934 Long ABS-O CORP US N 2 2028-10-20 Fixed 5.47000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WFD0 225000.00000000 PA USD 222797.36000000 0.067492274395 Long DBT CORP US N 2 2028-06-13 Fixed 4.90000000 N N N N N N Planet Fitness Master Issuer LLC 549300NX9W3U2DO53T22 72703PAB9 509587.50000000 PA USD 486051.69000000 0.147240227764 Long ABS-O CORP US N 2 2048-09-05 Fixed 4.66600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LVZ3 530508.43000000 PA USD 524427.21000000 0.158865370566 Long ABS-MBS USGA US N 2 2069-05-20 Floating 5.49400000 N N N N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAJ3 325000.00000000 PA USD 308499.12000000 0.093454012461 Long DBT CORP US N 2 2024-08-01 Fixed 1.55000000 N N N N N N OneMain Financial Issuance Trust N/A 68267HAA5 1135000.00000000 PA USD 1084347.45000000 0.328482687745 Long ABS-O CORP US N 2 2035-05-14 Fixed 4.13000000 N N N N N N ASB BANK LIMITED 549300IBZWZL1KTPF918 04342JAA5 565000.00000000 PA USD 542177.58000000 0.164242511672 Long DBT CORP NZ N 2 2032-06-17 Fixed 5.28400000 N N N N N N World Omni Automobile Lease Securitization Trust N/A 981944AD3 380000.00000000 PA USD 376981.17000000 0.114199362898 Long ABS-O CORP US N 2 2026-09-15 Fixed 5.07000000 N N N N N N AIB GROUP PLC 635400AKJBGNS5WNQL34 00135TAC8 700000.00000000 PA USD 711024.43000000 0.215391492661 Long DBT CORP IE N 2 2026-10-14 Fixed 7.58300000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807AW3 725000.00000000 PA USD 731925.27000000 0.221723009463 Long DBT CORP US N 2 2028-03-15 Fixed 6.25000000 N N N N N N HSBC USA INC 549300LBOHZ4QSIWU288 40428HVL3 1050000.00000000 PA USD 1045313.18000000 0.316657989007 Long DBT CORP US N 2 2025-03-17 Fixed 5.62500000 N N N N N N GS Mortgage Securities Trust N/A 36252RAM1 330000.00000000 PA USD 325370.86000000 0.098564989115 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 4.07400000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBR0 735000.00000000 PA USD 741309.18000000 0.224565688697 Long DBT CORP US N 2 2027-11-15 Fixed 7.10000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 38.00000000 NC USD -24716.26000000 -0.00748732660 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10-Year U.S. Treasury Notes Futures UXYU3 Comdty 2023-09-20 4525341.26000000 USD -24716.26000000 N N N General Motors N/A 361886CH5 180000.00000000 PA USD 178959.42000000 0.054212394079 Long ABS-O CORP US N 2 2025-08-15 Fixed 0.68000000 N N N N N N SYNCHRONY FINANCIAL 549300RS7EWPM9MA6C78 87165BAS2 475000.00000000 PA USD 451341.58000000 0.136725452058 Long DBT CORP US N 2 2025-06-13 Fixed 4.87500000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BE4 705000.00000000 PA USD 606203.00000000 0.183637809780 Long DBT CORP US N 2 2037-05-21 Fixed 5.64100000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105JAC2 410000.00000000 PA USD 395830.56000000 0.119909431465 Long ABS-O CORP US N 2 2026-12-15 Fixed 1.83000000 N N N N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 69120VAR2 690000.00000000 PA USD 691353.77000000 0.209432635777 Long DBT CORP US N 2 2028-06-13 Fixed 7.95000000 N N N N N N HSBC USA INC 549300LBOHZ4QSIWU288 40428HTA0 1135000.00000000 PA USD 1113748.82000000 0.337389280407 Long DBT CORP US N 2 2024-05-24 Fixed 3.75000000 N N N N N N World OMNI Select Auto Trust N/A 98163HAD1 360000.00000000 PA USD 333333.25000000 0.100977045572 Long ABS-O CORP US N 2 2027-08-16 Fixed 0.85000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAF4 185000.00000000 PA USD 156021.26000000 0.047263709459 Long DBT CORP US N 2 2028-03-08 Fixed 1.80000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 345340AA1 570000.00000000 PA USD 508869.84000000 0.154152557610 Long ABS-O CORP US N 2 2033-10-17 Fixed 1.37000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LTC5 155000.00000000 PA USD 147226.22000000 0.044599417329 Long DBT CORP US N 2 2025-06-11 Fixed 3.87500000 N N N N N N Credit Suisse Mortgage Trust 549300818AKCJ4Q9TD76 12649AAC3 795000.00000000 PA USD 685294.29000000 0.207597030154 Long ABS-MBS CORP US N 2 2037-09-15 Fixed 3.95300000 N N N N N N GS Mortgage Securities Trust N/A 36258YBG2 245000.00000000 PA USD 209516.16000000 0.063468984376 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.91100000 N N N N N N Marlette Funding Trust N/A 57109NAA7 87313.31000000 PA USD 86792.48000000 0.026292151197 Long ABS-O CORP US N 2 2032-11-15 Fixed 5.18000000 N N N N N N BANK OF NEW ZEALAND N7LGVZM7X4UQ66T7LT74 06407EAE5 250000.00000000 PA USD 225616.25000000 0.068346204160 Long DBT CORP NZ N 2 2027-01-27 Fixed 2.28500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05581KAF8 1160000.00000000 PA USD 1144885.20000000 0.346821461751 Long DBT CORP FR N 2 2029-06-12 Fixed 5.33500000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AZ7 460000.00000000 PA USD 458103.71000000 0.138773912298 Long DBT CORP US N 2 2023-09-01 Fixed 2.67000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BP3 290000.00000000 PA USD 264869.04000000 0.080237099427 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066EAE4 138355.42000000 PA USD 137173.46000000 0.041554122553 Long ABS-O CORP US N 2 2026-02-18 Fixed 0.97000000 N N N N N N AMERIPRISE FINANCIAL INC 6ZLKQF7QB6JAEKQS5388 03076CAM8 575000.00000000 PA USD 570905.56000000 0.172945113485 Long DBT CORP US N 2 2033-05-15 Fixed 5.15000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286WAF3 24936.05000000 PA USD 24837.02000000 0.007523908582 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N HEALTHPEAK OP LLC PZ9HF5U52KPF0MH0QN75 42250PAE3 560000.00000000 PA USD 544955.56000000 0.165084048522 Long DBT US N 2 2032-12-15 Fixed 5.25000000 N N N N N N SCOTT Trust 2023-SFS N/A 810064AA3 465000.00000000 PA USD 459227.03000000 0.139114200987 Long ABS-MBS CORP US N 2 2040-03-15 Fixed 5.91000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGT2 11235000.00000000 PA USD 10973435.16000000 3.324196017758 Long DBT UST US N 2 2028-03-31 Fixed 3.62500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LNQ2 410351.74000000 PA USD 408611.68000000 0.123781231643 Long ABS-MBS USGA US N 2 2068-10-20 Floating 5.49400000 N N N N N N WALGREENS BOOTS ALLIANCE 549300RPTUOIXG4LIH86 931427AU2 1245000.00000000 PA USD 1226160.80000000 0.371442377802 Long DBT CORP US N 2 2023-11-17 Fixed 0.95000000 N N N N N N Affirm Inc N/A 00834DAA1 395000.00000000 PA USD 384254.93000000 0.116402811834 Long ABS-O CORP US N 2 2026-08-17 Fixed 1.03000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 34660DAC5 340000.00000000 PA USD 332127.33000000 0.100611734764 Long ABS-O CORP US N 2 2027-06-15 Fixed 4.59000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176VPT4 4927.25000000 PA USD 4657.13000000 0.001410790037 Long ABS-MBS USGA US N 2 2062-10-20 Variable 3.89000000 N N N N N N MERCEDES-BENZ FIN NA 549300423Z16BB673J12 58769JAG2 670000.00000000 PA USD 661098.59000000 0.200267397417 Long DBT CORP US N 2 2028-03-30 Fixed 4.80000000 N N N N N N FED CAISSES DESJARDINS 549300B2Q47IR0CR5B54 31429KAK9 720000.00000000 PA USD 719316.00000000 0.217903268014 Long DBT CORP CA N 2 2028-03-14 Fixed 5.70000000 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017BB9 285000.00000000 PA USD 276121.91000000 0.083645944980 Long DBT CORP US N 2 2024-02-15 Fixed 0.97200000 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 302491AX3 845000.00000000 PA USD 826403.72000000 0.250343480872 Long DBT CORP US N 2 2033-05-18 Fixed 5.65000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043FAD5 142380.12000000 PA USD 141947.09000000 0.043000204077 Long ABS-O CORP US N 2 2026-03-16 Fixed 0.64000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BT0 310000.00000000 PA USD 305218.17000000 0.092460110299 Long DBT CORP US N 2 2028-05-01 Fixed 5.55000000 N N N N N N PENSKE TRUCK LEASING/PTL N/A 709599BJ2 175000.00000000 PA USD 167395.44000000 0.050709303597 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UWF3 189.85000000 PA USD 168.87000000 0.000051155993 Long ABS-MBS USGA US N 3 2065-03-20 Fixed 1.75000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163TAC6 520000.00000000 PA USD 522077.40000000 0.158153539774 Long ABS-MBS CORP US N 2 2055-05-15 Variable 5.81200000 N N N N N N BENCHMARK Mortgage Trust N/A 08161NAF4 285000.00000000 PA USD 241308.93000000 0.073100006739 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.73200000 N N N N N N ANTARES HOLDINGS 5493008EAIGV4283RM42 03666HAE1 800000.00000000 PA USD 669305.42000000 0.202753502379 Long DBT CORP US N 2 2027-07-15 Fixed 3.75000000 N N N N N N NATIONAL BANK OF CANADA BSGEFEIOM18Y80CKCV46 63307A2S3 1130000.00000000 PA USD 1103252.90000000 0.334209738635 Long DBT CORP CA N 2 2025-06-09 Fixed 3.75000000 N N N N N N WF-RBS Commercial Mortgage Trust 549300FCX3YXSYSLU895 92938VAQ8 325000.00000000 PA USD 319813.07000000 0.096881361052 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.10100000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PDM5 1470000.00000000 PA USD 1463788.71000000 0.443427288690 Long DBT CORP US N 2 2025-12-15 Fixed 5.54600000 N N N N N N Westlake Automobile Receivables Trust N/A 96042RAD0 270000.00000000 PA USD 266367.61000000 0.080691063054 Long ABS-O CORP US N 2 2026-07-15 Fixed 0.62000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DA4 805000.00000000 PA USD 795937.95000000 0.241114448228 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N VITERRA FINANCE BV 213800HBZGEIZLKJBI17 92852LAA7 340000.00000000 PA USD 303627.61000000 0.091978280030 Long DBT CORP NL N 2 2026-04-21 Fixed 2.00000000 N N N N N N SVENSKA HANDELSBANKEN AB NHBDILHZTYCNBV5UYZ31 86959LAP8 1160000.00000000 PA USD 1136654.77000000 0.344328207612 Long DBT CORP SE N 2 2028-06-15 Fixed 5.50000000 N N N N N N Exeter Automobile Receivables Trust N/A 301989AD1 130000.00000000 PA USD 129851.93000000 0.039336202593 Long ABS-O CORP US N 2 2027-09-15 Fixed 6.11000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 458140CG3 1045000.00000000 PA USD 1054904.41000000 0.319563471939 Long DBT CORP US N 2 2033-02-10 Fixed 5.20000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066JAE3 520000.00000000 PA USD 469497.65000000 0.142225492356 Long ABS-O CORP US N 2 2027-08-18 Fixed 1.41000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WEH0 670000.00000000 PA USD 654274.59000000 0.198200194823 Long DBT CORP US N 2 2030-04-17 Fixed 4.60000000 N N N N N N Santander Consumer Auto Receivables Trust N/A 80281MAC7 126093.10000000 PA USD 125446.62000000 0.038001696694 Long ABS-O CORP US N 2 2026-02-17 Fixed 3.71000000 N N N N N N SYNCHRONY BANK 549300UATVPGSLE43Z27 87166FAD5 560000.00000000 PA USD 535404.80000000 0.162190825215 Long DBT CORP US N 2 2025-08-22 Fixed 5.40000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 224927AA1 710000.00000000 PA USD 709596.51000000 0.214958931124 Long ABS-O CORP US N 2 2033-03-15 Fixed 6.48000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292GKB1 13.32000000 PA USD 13.61000000 0.000004122893 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.50000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 22550L2K6 335000.00000000 PA USD 323406.03000000 0.097969780781 Long DBT CORP CH N 2 2027-07-09 Fixed 5.00000000 N N N N N N BENCHMARK Mortgage Trust N/A 08163MAE7 755000.00000000 PA USD 617111.86000000 0.186942443966 Long ABS-MBS CORP US N 2 2054-12-15 Fixed 2.66900000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287GAE0 115000.00000000 PA USD 111992.50000000 0.033926023810 Long ABS-O CORP US N 2 2030-05-15 Fixed 5.09000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AU3 585000.00000000 PA USD 528035.08000000 0.159958307000 Long DBT CORP IT N 2 2026-09-22 Fixed 2.56900000 N N N N N N FLEX LTD 549300EAQH74YHD07T53 33938XAE5 355000.00000000 PA USD 360529.43000000 0.109215617353 Long DBT CORP SG N 2 2028-01-15 Fixed 6.00000000 N N N N N N STANLEY BLACK & DECKER I 549300DJ09SMTO561131 854502AT8 320000.00000000 PA USD 328952.11000000 0.099649861520 Long DBT CORP US N 2 2028-03-06 Fixed 6.00000000 N N N N N N Morgan Stanley Capital I Trust N/A 61770KAX3 550000.00000000 PA USD 460583.20000000 0.139525027210 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.69800000 N N N N N N GS Mortgage Securities Trust 549300E4QCAQ0FY44H36 36197VAA6 440000.00000000 PA USD 370590.00000000 0.112263278021 Long ABS-MBS CORP US N 2 2033-03-05 Variable 3.66800000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 80281LAS4 435000.00000000 PA USD 435988.96000000 0.132074664267 Long DBT CORP GB N 2 2026-11-21 Fixed 6.83300000 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCH6 730000.00000000 PA USD 716813.96000000 0.217145322003 Long DBT CORP US N 2 2028-06-01 Fixed 5.45000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2F1 230000.00000000 PA USD 224624.94000000 0.068045905420 Long DBT CORP US N 2 2023-12-08 Fixed 1.25000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CAN8 535000.00000000 PA USD 480321.58000000 0.145504398595 Long DBT CORP US N 2 2025-09-22 Fixed 0.90000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 46188BAA0 225000.00000000 PA USD 172374.89000000 0.052217734423 Long DBT US N 2 2031-08-15 Fixed 2.00000000 N N N N N N United Auto Credit Securitization Trust N/A 90944DAC5 71813.39000000 PA USD 71611.13000000 0.021693246435 Long ABS-O CORP US N 2 2025-03-10 Fixed 2.10000000 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816DF3 700000.00000000 PA USD 684685.25000000 0.207412532929 Long DBT CORP US N 2 2034-05-01 Fixed 5.04300000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 723787AV9 460000.00000000 PA USD 457240.31000000 0.138512361489 Long DBT CORP US N 2 2026-03-29 Fixed 5.10000000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531YAN8 361996.00000000 PA USD 335937.65000000 0.101765999622 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.28300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378U8D2 81305.90000000 PA USD 80677.87000000 0.024439844976 Long ABS-MBS USGA US N 2 2064-07-20 Floating 5.59400000 N N N N N N Carvana Auto Receivables Trust N/A 14688EAC3 1030000.00000000 PA USD 1020610.31000000 0.309174718647 Long ABS-O CORP US N 2 2027-12-10 Fixed 5.98000000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 10921U2G2 410000.00000000 PA USD 400635.23000000 0.121364915974 Long DBT CORP US N 2 2023-12-15 Fixed 1.20000000 N N N N N N AutoNation Inc N/A 05329WAM4 290000.00000000 PA USD 278582.08000000 0.084391207261 Long DBT CORP US N 2 2025-10-01 Fixed 4.50000000 N N N N N N USAA CAPITAL CORP 5493007XLF4LU3U2W757 90327QD89 520000.00000000 PA USD 499408.19000000 0.151286328504 Long DBT CORP US N 2 2025-05-01 Fixed 3.37500000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95002UAJ0 490000.00000000 PA USD 388282.37000000 0.117622849116 Long ABS-MBS CORP US N 2 2053-07-15 Fixed 2.09200000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300JPCJUA5JJLRW54 95000LAZ6 201109.00000000 PA USD 187900.99000000 0.056921074721 Long ABS-MBS CORP US N 2 2059-03-15 Fixed 3.42600000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAM4 360000.00000000 PA USD 319704.85000000 0.096848577836 Long DBT CORP US N 2 2026-08-15 Fixed 1.87500000 N N N N N N Exeter Automobile Receivables Trust N/A 30168BAD2 360000.00000000 PA USD 357618.20000000 0.108333714920 Long ABS-O CORP US N 2 2027-04-15 Fixed 5.72000000 N N N N N N DOLLAR GENERAL CORP OPX52SQVOZI8IVSWYU66 256677AP0 1160000.00000000 PA USD 1151378.37000000 0.348788445612 Long DBT CORP US N 2 2033-07-05 Fixed 5.45000000 N N N N N N Bank N/A 06540VBB0 230000.00000000 PA USD 199432.33000000 0.060414277528 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.96000000 N N N N N N COMM Mortgage Trust N/A 12594CBF6 520299.00000000 PA USD 488891.41000000 0.148100467587 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.76500000 N N N N N N Exeter Automobile Receivables Trust N/A 30168CAD0 380000.00000000 PA USD 375837.10000000 0.113852788386 Long ABS-O CORP US N 2 2027-09-15 Fixed 5.61000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285UAE1 835000.00000000 PA USD 812580.58000000 0.246156020312 Long ABS-O CORP US N 2 2027-08-16 Fixed 4.13000000 N N N N N N EQUIFAX INC 5493004MCF8JDC86VS77 294429AW5 835000.00000000 PA USD 822454.87000000 0.249147250954 Long DBT CORP US N 2 2028-06-01 Fixed 5.10000000 N N N N N N Mercury Financial Credit Card Master Trust N/A 58940BAE6 960000.00000000 PA USD 906366.72000000 0.274566769413 Long ABS-O CORP US N 2 2026-09-21 Fixed 2.50000000 N N N N N N Hudsons Bay Simon JV Trust N/A 44422PAU6 355000.00000000 PA USD 307193.75000000 0.093058575144 Long ABS-MBS CORP US N 2 2034-08-05 Fixed 3.91400000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287JAC8 290000.00000000 PA USD 286471.86000000 0.086781267882 Long ABS-O CORP US N 2 2027-07-15 Fixed 5.21000000 N N N N N N NEW YORK LIFE GLOBAL FDG 635400DPNHEAUHB7ZI15 64952WFB4 915000.00000000 PA USD 900468.67000000 0.272780065976 Long DBT CORP US N 2 2026-04-02 Fixed 4.70000000 N N N N N N DT Auto Owner Trust N/A 23346KAC4 170000.00000000 PA USD 166897.42000000 0.050558437795 Long ABS-O CORP US N 2 2028-10-16 Fixed 5.19000000 N N N N N N TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 89236TKU8 1185000.00000000 PA USD 1156004.86000000 0.350189953837 Long DBT CORP US N 2 2030-05-17 Fixed 4.55000000 N N N N N N NORTHERN STAR RESOU 254900XFXCRYYZAX6M78 66573RAA6 290000.00000000 PA USD 281495.94000000 0.085273906403 Long DBT CORP AU N 2 2033-04-11 Fixed 6.12500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHA2 30555000.00000000 PA USD 29690866.41000000 8.994290160267 Long DBT UST US N 2 2028-04-30 Fixed 3.50000000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CBJ2 745000.00000000 PA USD 695172.16000000 0.210589345290 Long DBT CORP US N 2 2025-01-13 Fixed 1.64600000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GLH0 530000.00000000 PA USD 525074.30000000 0.159061394325 Long DBT CORP US N 2 2034-04-25 Fixed 5.28800000 N N N N N N KIA CORP 988400V8MJK9N7OI5X76 49374JAB9 240000.00000000 PA USD 230957.42000000 0.069964211264 Long DBT CORP KR N 2 2024-04-16 Fixed 1.00000000 N N N N N N QORVO INC 254900YAUJV2EUEVBR11 74739DAA2 200000.00000000 PA USD 185969.54000000 0.056335978230 Long DBT CORP US N 2 2024-12-15 Fixed 1.75000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89788MAP7 330000.00000000 PA USD 330135.77000000 0.100008429079 Long DBT CORP US N 2 2034-06-08 Fixed 5.86700000 N N N N N N Santander Drive Auto Receivables Trust N/A 80287HAD0 285000.00000000 PA USD 279365.41000000 0.084628502367 Long ABS-O CORP US N 2 2027-03-15 Fixed 4.43000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 74977RDS0 435000.00000000 PA USD 429191.54000000 0.130015513585 Long DBT CORP NL N 2 2029-02-28 Fixed 5.56400000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBR1 440000.00000000 PA USD 406385.69000000 0.123106909793 Long DBT CORP US N 2 2029-04-15 Fixed 4.00000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523AF7 227000.00000000 PA USD 226795.41000000 0.068703408529 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 874054AK5 1030000.00000000 PA USD 1017805.20000000 0.308324963273 Long DBT CORP US N 2 2028-03-28 Fixed 4.95000000 N N N N N N Ford Credit Floorplan Master Owner Trust 5493001DTG5N7T8BG747 34528QHV9 355000.00000000 PA USD 350971.82000000 0.106320318968 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.92000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDZ6 875000.00000000 PA USD 876530.67000000 0.265528498612 Long DBT CORP US N 2 2025-10-10 Fixed 6.05000000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBL2 335000.00000000 PA USD 335096.22000000 0.101511104211 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17328CAD4 540000.00000000 PA USD 467919.72000000 0.141747488108 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 3.10200000 N N N N N N HERCULES CAPITAL INC 549300UJ5OC256GR2B73 427096AJ1 505000.00000000 PA USD 437461.04000000 0.132520603246 Long DBT CORP US N 2 2027-01-20 Fixed 3.37500000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308KM8 1155000.00000000 PA USD 1148677.60000000 0.347970298081 Long DBT CORP US N 2 2033-06-15 Fixed 6.40000000 N N N N N N CATERPILLAR FINL SERVICE EDBQKYOPJUCJKLOJDE72 14913UAA8 850000.00000000 PA USD 836761.22000000 0.253481090905 Long DBT CORP US N 2 2026-05-15 Fixed 4.35000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167FAD4 680000.00000000 PA USD 676474.68000000 0.204925295004 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.97000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286FAD5 560000.00000000 PA USD 546505.68000000 0.165553628253 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.42000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225AMB3 19.70000000 PA USD 20.08000000 0.000006082858 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N SOUTHERN CALIF GAS CO XY0N0J73VHV5F4CUJV89 842434CZ3 1185000.00000000 PA USD 1169268.71000000 0.354207987999 Long DBT CORP US N 2 2033-06-01 Fixed 5.20000000 N N N N N N DNB BANK ASA 549300GKFG0RYRRQ1414 23329PAF7 590000.00000000 PA USD 526889.22000000 0.159611190241 Long DBT CORP NO N 2 2026-09-16 Fixed 1.12700000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGN5 2940000.00000000 PA USD 2917146.09000000 0.883694601937 Long DBT UST US N 2 2025-02-28 Fixed 4.62500000 N N N N N N CNO GLOBAL FUNDING 6354008GTNR4833ULD48 18977W2C3 835000.00000000 PA USD 702393.04000000 0.212776775223 Long DBT CORP US N 2 2029-01-06 Fixed 2.65000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XCH2 815000.00000000 PA USD 809181.80000000 0.245126423766 Long DBT US N 2 2034-01-15 Fixed 5.12500000 N N N N N N Affirm Inc N/A 00834WAA9 125000.00000000 PA USD 120079.13000000 0.036375716440 Long ABS-O CORP US N 2 2027-05-17 Fixed 4.30000000 N N N N N N LKQ CORP DS830JTTZQN6GK0I2E41 501889AC3 495000.00000000 PA USD 493389.91000000 0.149463203646 Long DBT CORP US N 2 2028-06-15 Fixed 5.75000000 N N N N N N CDW LLC/CDW FINANCE N/A 12513GBH1 870000.00000000 PA USD 755890.80000000 0.228982916523 Long DBT CORP US N 2 2028-12-01 Fixed 3.27600000 N N N N N N TRAVELERS COS INC 549300Y650407RU8B149 89417EAS8 250000.00000000 PA USD 261646.45000000 0.079260876331 Long DBT CORP US N 2 2053-05-25 Fixed 5.45000000 N N N N N N INFOR INC 549300Q3IIYBYI4RHD64 45674CAB9 315000.00000000 PA USD 314460.92000000 0.095260027763 Long DBT CORP US N 2 2023-07-15 Fixed 1.45000000 N N N N N N SCF Equipment Trust Llc N/A 784033AS1 370000.00000000 PA USD 351291.28000000 0.106417093373 Long ABS-O CORP US N 2 2029-07-20 Fixed 2.92000000 N N N N N N BLACKSTONE PRIVATE CRE 549300ORP3TTCNXSYO43 09261HAD9 1115000.00000000 PA USD 948638.90000000 0.287372332154 Long DBT CORP US N 2 2026-12-15 Fixed 2.62500000 N N N N N N Ally Auto Receivables Trust N/A 02008DAC3 255000.00000000 PA USD 252811.16000000 0.076584391219 Long ABS-O CORP US N 2 2027-04-15 Fixed 5.07000000 N N N N N N Westlake Automobile Receivables Trust N/A 96043JAJ4 1050000.00000000 PA USD 993004.64000000 0.300812099563 Long ABS-O CORP US N 2 2027-01-15 Fixed 1.58000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BV4 695000.00000000 PA USD 722446.52000000 0.218851600233 Long DBT CORP US N 2 2029-11-01 Fixed 6.75000000 N N N N N N GREAT-WEST LIFECO US FI N/A 391399AA0 665000.00000000 PA USD 597378.15000000 0.180964487270 Long DBT CORP US N 2 2025-08-12 Fixed 0.90400000 N N N N N N CON EDISON CO OF NY INC VZFZPMWDHTQCFKYOBP05 209111FJ7 120000.00000000 PA USD 109376.48000000 0.033133549699 Long DBT CORP US N 2 2026-12-01 Fixed 2.90000000 N N N N N N AutoNation Inc N/A 05329WAN2 345000.00000000 PA USD 332473.19000000 0.100716506553 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195LSC7 41160.51000000 PA USD 39685.35000000 0.012021931191 Long ABS-MBS USGA US N 2 2066-09-20 Variable 4.38900000 N N N N N N WALMART INC Y87794H0US1R65VBXU25 931142FD0 1045000.00000000 PA USD 1014653.40000000 0.307370184678 Long DBT CORP US N 2 2033-04-15 Fixed 4.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193QUD3 123650.36000000 PA USD 119612.26000000 0.036234286945 Long ABS-MBS USGA US N 2 2066-10-20 Variable 4.42600000 N N N N N N Wheels Fleet Lease Funding LLC 549300BSFY0E0XXREF43 96328GAS6 785000.00000000 PA USD 781052.24000000 0.236605102049 Long ABS-O CORP US N 2 2038-04-18 Fixed 5.80000000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 718547AT9 540000.00000000 PA USD 535180.67000000 0.162122929242 Long DBT CORP US N 2 2027-12-01 Fixed 4.95000000 N N N N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200KX8 340000.00000000 PA USD 333310.84000000 0.100970256883 Long DBT CORP US N 2 2028-02-06 Fixed 4.50000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 13607LNG4 595000.00000000 PA USD 585587.83000000 0.177392831337 Long DBT CORP CA N 2 2028-04-28 Fixed 5.00100000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563NAB4 93672.80000000 PA USD 87045.54000000 0.026368810970 Long ABS-O CORP US N 2 2033-05-25 Fixed 3.85000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGC9 8895000.00000000 PA USD 8770261.50000000 2.656785949697 Long DBT UST US N 2 2027-12-31 Fixed 3.87500000 N N N N N N AMEREN ILLINOIS CO RC71E2BZ6UOMFPDJSE79 02361DBA7 345000.00000000 PA USD 342259.30000000 0.103681024721 Long DBT CORP US N 2 2033-06-01 Fixed 4.95000000 N N N N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 370334CS1 725000.00000000 PA USD 725086.79000000 0.219651420426 Long DBT CORP US N 2 2025-11-18 Fixed 5.24100000 N N N N N N Hudsons Bay Simon JV Trust N/A 44422PBN1 180000.00000000 PA USD 154348.36000000 0.046756935834 Long ABS-MBS CORP US N 2 2034-08-05 Fixed 4.15500000 N N N N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAE1 930000.00000000 PA USD 812903.50000000 0.246253842859 Long DBT CORP FI N 2 2026-09-30 Fixed 1.50000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457CH1 600000.00000000 PA USD 598431.75000000 0.181283655595 Long DBT CORP US N 2 2026-03-02 Fixed 5.40000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36193DJN3 14551.71000000 PA USD 13896.61000000 0.004209716916 Long ABS-MBS USGA US N 2 2066-06-20 Variable 4.15700000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FPJ55 993682.45000000 PA USD 932226.07000000 0.282400373662 Long ABS-MBS USGSE US N 2 2027-07-25 Fixed 2.60600000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 02557TAD1 910000.00000000 PA USD 903848.40000000 0.273803891682 Long DBT CORP US N 2 2025-08-15 Fixed 5.69900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFM8 2895000.00000000 PA USD 2878828.70000000 0.872087068526 Long DBT UST US N 2 2027-09-30 Fixed 4.12500000 N N N N N N BELL CANADA 549300JYAVAQRV5MNZ86 0778FPAL3 795000.00000000 PA USD 785243.78000000 0.237874850344 Long DBT CORP CA N 2 2033-05-11 Fixed 5.10000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CU2 670000.00000000 PA USD 670498.79000000 0.203115011400 Long DBT CORP GB N 2 2034-07-06 Fixed 6.29600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176HK94 5082.58000000 PA USD 4831.60000000 0.001463642446 Long ABS-MBS USGA US N 2 2062-05-20 Variable 3.89000000 N N N N N N Carvana Auto Receivables Trust N/A 14687KAC0 475000.00000000 PA USD 452817.98000000 0.137172699700 Long ABS-O CORP US N 2 2027-01-11 Fixed 1.31000000 N N N N N N COMM Mortgage Trust N/A 12624NAC4 464205.78000000 PA USD 384130.28000000 0.116365051459 Long ABS-MBS CORP US N 2 2030-10-05 Fixed 3.40000000 N N N N N N DENSO CORP 549300RYPA10CQM3QK38 24872BAA8 665000.00000000 PA USD 584643.88000000 0.177106879419 Long DBT CORP JP N 2 2026-09-16 Fixed 1.23900000 N N N N N N BB-UBS Trust N/A 05490AAA1 181527.84000000 PA USD 169267.76000000 0.051276487765 Long ABS-MBS CORP US N 2 2030-06-05 Fixed 2.89200000 N N N N N N Enterprise Fleet Financing LLC RKWYUSIDZTWNAX1D9U96 29374FAB9 176264.81000000 PA USD 172446.79000000 0.052239515177 Long ABS-O CORP US N 2 2029-07-20 Fixed 4.38000000 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 69047QAC6 180000.00000000 PA USD 177539.36000000 0.053782213582 Long DBT CORP US N 2 2033-07-15 Fixed 6.25000000 N N N N N N KEY BANK NA HUX2X73FUCYHUVH1BK78 49327M3F9 435000.00000000 PA USD 409627.59000000 0.124088982491 Long DBT CORP US N 2 2027-11-15 Fixed 5.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196KU43 45180.03000000 PA USD 43661.45000000 0.013226415985 Long ABS-MBS USGA US N 2 2066-11-20 Variable 4.25600000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMT6 565000.00000000 PA USD 565970.59000000 0.171450157039 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAR4 730000.00000000 PA USD 736360.02000000 0.223066433658 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 07336DAW1 300000.00000000 PA USD 308569.86000000 0.093475441815 Long ABS-MBS CORP US N 2 2056-07-15 Variable 5.57600000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JCN2 735000.00000000 PA USD 714973.46000000 0.216587777107 Long DBT CORP US N 2 2028-05-15 Fixed 4.30000000 N N N N N N CARGILL INC QXZYQNMR4JZ5RIRN4T31 141781CA0 280000.00000000 PA USD 276142.86000000 0.083652291389 Long DBT CORP US N 2 2026-06-24 Fixed 4.50000000 N N N N N N Hilton Grand Vacations Trust N/A 43283GAC6 93028.46000000 PA USD 88877.71000000 0.026923832450 Long ABS-O CORP US N 2 2037-01-25 Fixed 5.57000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SBL6 585000.00000000 PA USD 456214.36000000 0.138201569211 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 17290XAT7 992138.00000000 PA USD 924746.33000000 0.280134526955 Long ABS-MBS CORP US N 2 2049-04-10 Fixed 3.31400000 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LBB8 500000.00000000 PA USD 413483.23000000 0.125256976191 Long DBT CORP US N 2 2028-06-15 Fixed 2.87500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCZ6 1155000.00000000 PA USD 1147219.28000000 0.347528527436 Long DBT CORP US N 2 2029-06-08 Fixed 6.31200000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBV1 395000.00000000 PA USD 390921.34000000 0.118422275498 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N WF-RBS Commercial Mortgage Trust 549300UVB571ELWL8972 92890FAV8 53307.89000000 PA USD 52611.09000000 0.015937541282 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.63800000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBP4 380000.00000000 PA USD 381428.75000000 0.115546673700 Long DBT CORP US N 2 2025-03-01 Fixed 6.05100000 N N N N N N Sierra Receivables Funding Co LLC N/A 826525AA5 69884.16000000 PA USD 64676.53000000 0.019592539649 Long ABS-O CORP US N 2 2037-07-20 Fixed 1.33000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36197LB74 638289.16000000 PA USD 619797.09000000 0.187755883946 Long ABS-MBS USGA US N 2 2067-04-20 Variable 4.64100000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 22534PAE3 1000000.00000000 PA USD 998537.83000000 0.302488275518 Long DBT CORP FR N 2 2026-07-05 Fixed 5.58900000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128Q3QK0 30063.18000000 PA USD 30460.75000000 0.009227511929 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.92500000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CT4 330000.00000000 PA USD 305261.54000000 0.092473248426 Long DBT CORP DE N 2 2034-02-10 Fixed 7.07900000 N N N N N N BLUE OWL FINANCE LLC 254900OF2NO2GYFV5T41 09581JAG1 355000.00000000 PA USD 286593.04000000 0.086817977086 Long DBT CORP US N 2 2032-02-15 Fixed 4.37500000 N N N N N N LINCOLN NATIONAL CORP EFQMQROEDSNBRIP7LE47 534187BQ1 230000.00000000 PA USD 185091.12000000 0.056069877395 Long DBT CORP US N 2 2032-03-01 Fixed 3.40000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBU7 395000.00000000 PA USD 346288.90000000 0.104901716334 Long DBT CORP US N 2 2030-05-15 Fixed 2.75000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBT5 520000.00000000 PA USD 512315.22000000 0.155196270751 Long DBT CORP US N 2 2030-02-15 Fixed 4.62500000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAD6 90000.00000000 PA USD 83259.42000000 0.025221877048 Long DBT CORP US N 2 2026-01-15 Fixed 4.25000000 N N N N N N CABOT CORP K05C0SER542GQ6VLRO68 127055AL5 240000.00000000 PA USD 220984.45000000 0.066943087371 Long DBT CORP US N 2 2029-07-01 Fixed 4.00000000 N N N N N N AMCOR FLEXIBLES NORTH AM PTVU09TE3QPJPL7K4E13 02343JAA8 335000.00000000 PA USD 323638.45000000 0.098040188053 Long DBT CORP US N 2 2025-05-17 Fixed 4.00000000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340AS6 225000.00000000 PA USD 224199.00000000 0.067916874900 Long DBT CORP US N 2 2023-07-31 Fixed 3.70000000 N N N N N N DAIMLER TRUCK FINAN NA 5493003HSDTSCZRXBA58 233853AN0 735000.00000000 PA USD 729085.63000000 0.220862793875 Long DBT CORP US N 2 2025-01-17 Fixed 5.20000000 N N N N N N AVIATION CAPITAL GROUP 549300ODEK8HY3445C77 05369AAF8 225000.00000000 PA USD 221318.27000000 0.067044211868 Long DBT CORP US N 2 2024-01-30 Fixed 4.37500000 N N N N N N CarMax Auto Owner Trust N/A 14315FAD9 72514.68000000 PA USD 71871.26000000 0.021772047932 Long ABS-O CORP US N 2 2025-03-17 Fixed 0.62000000 N N N N N N RELIANCE STAND LIFE II N/A 75951AAP3 655000.00000000 PA USD 610974.74000000 0.185083318764 Long DBT CORP US N 2 2025-05-07 Fixed 2.75000000 N N N N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BD1 235000.00000000 PA USD 225194.00000000 0.068218291456 Long DBT US N 2 2025-01-15 Fixed 4.50000000 N N N N N N JOHN DEERE CAPITAL CORP E0KSF7PFQ210NWI8Z391 24422EWZ8 1160000.00000000 PA USD 1152344.41000000 0.349081089281 Long DBT CORP US N 2 2030-06-10 Fixed 4.70000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 06418GAD9 825000.00000000 PA USD 819383.01000000 0.248216688680 Long DBT CORP CA N 2 2028-06-12 Fixed 5.25000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACJ4 410000.00000000 PA USD 407329.47000000 0.123392810213 Long DBT CORP US N 2 2030-06-26 Fixed 5.70000000 N N N N N N COMM Mortgage Trust N/A 12630DAV6 21808.03000000 PA USD 21680.87000000 0.006567812236 Long ABS-MBS CORP US N 2 2047-02-10 Fixed 3.14700000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LUV1 705000.00000000 PA USD 654262.43000000 0.198196511180 Long DBT CORP US N 2 2025-01-12 Fixed 1.75000000 N N N N N N New Economy Assets Phase 1 Issuer LLC N/A 643821AA9 845000.00000000 PA USD 719692.25000000 0.218017245883 Long ABS-O CORP US N 2 2061-10-20 Fixed 1.91000000 N N N N N N SUMITOMO MITSUI TR BK LT 5493006GGLR4BTEL8O61 86563VAZ2 200000.00000000 PA USD 188858.35000000 0.057211088946 Long DBT CORP JP N 2 2025-03-10 Fixed 2.55000000 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XCC2 810000.00000000 PA USD 800402.25000000 0.242466824040 Long DBT US N 2 2028-07-15 Fixed 5.25000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBE5 530000.00000000 PA USD 539094.90000000 0.163308671682 Long DBT CORP US N 2 2053-05-15 Fixed 5.30000000 N N N N N N CarNow Auto Receivables Trust N/A 14367RAA6 142301.83000000 PA USD 142307.64000000 0.043109425926 Long ABS-O CORP US N 2 2024-12-16 Fixed 6.62000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAG2 460000.00000000 PA USD 423438.68000000 0.128272792730 Long DBT CORP FR N 2 2026-06-16 Fixed 1.90700000 N N N N N N BLACKROCK INC 549300LRIF3NWCU26A80 09247XAT8 595000.00000000 PA USD 584657.14000000 0.177110896287 Long DBT CORP US N 2 2033-05-25 Fixed 4.75000000 N N N N N N Navient Student Loan Trust N/A 63935BAA1 65670.05000000 PA USD 59331.46000000 0.017973351114 Long ABS-O CORP US N 2 2069-01-15 Fixed 1.31000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065WAD7 335000.00000000 PA USD 328863.47000000 0.099623009697 Long ABS-O CORP US N 2 2028-04-18 Fixed 4.38000000 N N N N N N GLS Auto Receivables Trust N/A 36263DAB3 995000.00000000 PA USD 968823.14000000 0.293486768449 Long ABS-O CORP US N 2 2026-04-15 Fixed 1.53000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKM0 840000.00000000 PA USD 805144.16000000 0.243903296585 Long DBT CORP US N 2 2026-04-02 Fixed 3.38400000 N N N N N N Marlette Funding Trust N/A 57108QAA1 8160.05000000 PA USD 8146.70000000 0.002467889708 Long ABS-O CORP US N 2 2031-12-15 Fixed 0.65000000 N N N N N N Hyundai Auto Receivables Trust N/A 44891LAC7 23169.43000000 PA USD 23029.00000000 0.006976202891 Long ABS-O CORP US N 2 2024-11-15 Fixed 1.41000000 N N N N N N GLS Auto Receivables Trust N/A 36261EAC1 110024.33000000 PA USD 108608.82000000 0.032901001525 Long ABS-O CORP US N 2 2025-11-17 Fixed 1.14000000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 00928QAU5 555000.00000000 PA USD 471966.49000000 0.142973381051 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177TPC5 3101.76000000 PA USD 3033.16000000 0.000918838836 Long ABS-MBS USGA US N 2 2064-11-20 Variable 4.50300000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22534QAA9 845000.00000000 PA USD 845442.53000000 0.256110930669 Long ABS-O CORP US N 2 2032-10-15 Fixed 6.57000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKW8 460000.00000000 PA USD 454185.71000000 0.137587027807 Long DBT CORP US N 2 2028-06-01 Fixed 5.25000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGP0 2920000.00000000 PA USD 2898442.19000000 0.878028606832 Long DBT UST US N 2 2028-02-29 Fixed 4.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 227.00000000 NC USD -350248.52000000 -0.10610120882 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU3 Comdty 2023-09-29 24660529.77000000 USD -350248.52000000 N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JBN7 540000.00000000 PA USD 530532.95000000 0.160714989788 Long DBT CORP AU N 2 2034-06-15 Fixed 5.88700000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAR4 280000.00000000 PA USD 266505.64000000 0.080732876649 Long DBT CORP GB N 2 2026-03-18 Fixed 3.51100000 N N N N N N FERGUSON FINANCE PLC 2138003A7ZEU931DZL61 314890AD6 440000.00000000 PA USD 415052.00000000 0.125732205589 Long DBT CORP GB N 2 2032-04-20 Fixed 4.65000000 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 92939UAK2 1140000.00000000 PA USD 1122756.04000000 0.340117848482 Long DBT CORP US N 2 2026-01-09 Fixed 4.75000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 63111XAH4 240000.00000000 PA USD 240346.23000000 0.072808374861 Long DBT CORP US N 2 2028-06-28 Fixed 5.35000000 N N N N N N DT Auto Owner Trust N/A 23343RAE8 128087.41000000 PA USD 127372.94000000 0.038585239147 Long ABS-O CORP US N 2 2026-03-16 Fixed 3.28000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RDL5 140000.00000000 PA USD 135839.44000000 0.041150006257 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CU6 439081.03000000 PA USD 435563.73000000 0.131945848828 Long ABS-O CORP US N 2 2035-05-15 Fixed 5.65000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02529XAC9 80000.00000000 PA USD 81335.82000000 0.024639158568 Long ABS-O CORP US N 2 2029-02-15 Fixed 7.86000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BA0 350000.00000000 PA USD 348205.87000000 0.105482426381 Long DBT CORP US N 2 2023-12-01 Fixed 4.15000000 N N N N N N Ford Credit Auto Owner Trust N/A 34528GAK2 4569.94000000 PA USD 4561.45000000 0.001381805579 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.04000000 N N N N N N ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 04685A2V2 330000.00000000 PA USD 278774.89000000 0.084449615428 Long DBT CORP US N 2 2028-03-24 Fixed 2.50000000 N N N N N N OWL ROCK TECHNOLOGY FINA 254900G5EZJSOD3UKL16 691205AC2 955000.00000000 PA USD 864827.60000000 0.261983273428 Long DBT CORP US N 2 2025-12-15 Fixed 4.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGD7 9785000.00000000 PA USD 9648162.84000000 2.922729667034 Long DBT UST US N 2 2024-12-31 Fixed 4.25000000 N N N N N N COREBRIDGE GLOB FUNDING 54930057MDZ7KOVOTV71 00138CAU2 670000.00000000 PA USD 667951.36000000 0.202343315342 Long DBT CORP US N 2 2026-07-02 Fixed 5.75000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41284VAC6 995000.00000000 PA USD 995307.95000000 0.301509844054 Long DBT CORP US N 2 2028-03-10 Fixed 6.50000000 N N N N N N Prestige Auto Receivables Trust N/A 74113GAJ2 340000.00000000 PA USD 333412.23000000 0.101000971079 Long ABS-O CORP US N 2 2028-02-15 Fixed 5.65000000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530QAC1 69347.42000000 PA USD 68512.67000000 0.020754626191 Long ABS-O CORP US N 2 2026-12-14 Fixed 1.31000000 N N N N N N Bank N/A 06540LBF3 870000.00000000 PA USD 713216.43000000 0.216055517879 Long ABS-MBS CORP US N 2 2064-11-15 Variable 2.61800000 N N N N N N Carvana Auto Receivables Trust N/A 14687HAD5 193327.57000000 PA USD 185492.87000000 0.056191580009 Long ABS-O CORP US N 2 2028-09-11 Fixed 1.72000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36198NVQ5 68860.12000000 PA USD 67946.55000000 0.020583130773 Long ABS-MBS USGA US N 2 2064-05-20 Variable 4.70000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36176JS27 13517.41000000 PA USD 12971.35000000 0.003929426782 Long ABS-MBS USGA US N 2 2063-04-20 Variable 4.01500000 N N N N N N Donlen Fleet Lease Funding 549300ZWUQETU54FDP26 257812AD9 280260.84000000 PA USD 273174.67000000 0.082753133993 Long ABS-O CORP US N 2 2034-12-11 Fixed 0.56000000 N N N N N N EQUITABLE FINANCIAL LIFE 635400B4JJBON4TCHF02 29449WAP2 870000.00000000 PA USD 858718.07000000 0.260132506097 Long DBT CORP US N 2 2025-12-02 Fixed 5.50000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AD4 450000.00000000 PA USD 425497.40000000 0.128896443276 Long DBT CORP CA N 2 2025-06-15 Fixed 3.85000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 63743HFJ6 990000.00000000 PA USD 986635.03000000 0.298882545883 Long DBT CORP US N 2 2028-09-15 Fixed 5.05000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCX1 15000.00000000 PA USD 14369.44000000 0.004352951881 Long DBT CORP US N 2 2029-02-01 Fixed 5.46800000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LLM3 799865.76000000 PA USD 756210.85000000 0.229079869658 Long ABS-MBS USGA US N 2 2068-09-20 Variable 3.75000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 12505BAG5 600000.00000000 PA USD 592454.89000000 0.179473078149 Long DBT CORP US N 2 2034-08-15 Fixed 5.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFB2 8045000.00000000 PA USD 7584612.32000000 2.297615806059 Long DBT UST US N 2 2027-07-31 Fixed 2.75000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 3775301.92000000 PA USD 3775301.92000000 1.143656787989 Long RA CORP US N 2 Repurchase N 2.30000000 2023-07-03 4057100.00000000 USD 3850868.67000000 USD UST N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380LPU1 176774.67000000 PA USD 176063.17000000 0.053335029555 Long ABS-MBS USGA US N 2 2068-12-20 Floating 5.54400000 N N N N N N HUDSON PACIFIC PROPERTIE 5493007NTUGLGZ8T3526 44409MAD8 650000.00000000 PA USD 516754.24000000 0.156540988461 Long DBT US N 2 2028-02-15 Fixed 5.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RAC0 165849.89000000 PA USD 159631.18000000 0.048357266902 Long ABS-MBS USGA US N 2 2065-04-20 Fixed 2.25000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBB1 345000.00000000 PA USD 325327.98000000 0.098551999425 Long DBT CORP US N 2 2025-06-02 Fixed 3.45000000 N N N N N N FS KKR CAPITAL CORP 549300TYRSI1T21B1360 302635AK3 435000.00000000 PA USD 354120.82000000 0.107274249356 Long DBT CORP US N 2 2028-10-12 Fixed 3.12500000 N N N N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 69120VAL5 155000.00000000 PA USD 149153.06000000 0.045183117306 Long DBT CORP US N 2 2025-03-21 Fixed 5.50000000 N N N N N N Bankers Healthcare Group Securitization Trust N/A 08860DAA1 95065.40000000 PA USD 94175.59000000 0.028528725661 Long ABS-O CORP US N 2 2035-10-17 Fixed 5.32000000 N N N N N N Honda Auto Receivables Owner Trust N/A 43813DAC2 40463.93000000 PA USD 40227.74000000 0.012186238052 Long ABS-O CORP US N 2 2024-07-15 Fixed 0.82000000 N N N N N N MORGAN STANLEY DIRECT 549300QEX22T2J8IB029 61774AAD5 450000.00000000 PA USD 423109.69000000 0.128173131390 Long DBT CORP US N 2 2027-02-11 Fixed 4.50000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AU1 1110000.00000000 PA USD 1084276.39000000 0.328461161453 Long DBT CORP US N 2 2025-08-15 Fixed 4.70000000 N N N N N N OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 69121KAC8 260000.00000000 PA USD 240926.12000000 0.072984041642 Long DBT CORP US N 2 2025-07-22 Fixed 3.75000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22537EAC9 465000.00000000 PA USD 465287.37000000 0.140950067131 Long ABS-O CORP US N 2 2033-07-15 Fixed 6.61000000 N N N N N N DT Auto Owner Trust N/A 23346CAC2 345000.00000000 PA USD 340477.77000000 0.103141343678 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.41000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849LUX7 240000.00000000 PA USD 234421.01000000 0.071013440783 Long DBT CORP US N 2 2026-01-09 Fixed 5.50000000 N N N N N N OWL ROCK CORE INCOME COR 5493003I42XBWPE05N35 69120VAN1 140000.00000000 PA USD 139291.37000000 0.042195703597 Long DBT CORP US N 2 2027-09-16 Fixed 7.75000000 N N N N N N ARIZONA PUBLIC SERVICE YG6VT0TPHRH4TFVAQV64 040555DG6 655000.00000000 PA USD 655473.79000000 0.198563469933 Long DBT CORP US N 2 2033-08-01 Fixed 5.55000000 N N N N N N MERCEDES-BENZ AUTO RECEIVABLES TRUST N/A 58769VAC4 39780.27000000 PA USD 39359.67000000 0.011923272554 Long ABS-O CORP US N 2 2025-02-18 Fixed 0.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375UMN7 93657.94000000 PA USD 92904.34000000 0.028143624358 Long ABS-MBS USGA US N 2 2064-07-20 Floating 5.35800000 N N N N N N BANK OF NEW ZEALAND N7LGVZM7X4UQ66T7LT74 06407EAB1 635000.00000000 PA USD 597298.73000000 0.180940428473 Long DBT CORP NZ N 2 2025-02-21 Fixed 2.00000000 N N N N N N Bank N/A 06539WBB1 270000.00000000 PA USD 227928.90000000 0.069046778029 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.64900000 N N N N N N EIDP INC GLU7INWNWH88J9XBXD45 263534CQ0 535000.00000000 PA USD 525253.73000000 0.159115749272 Long DBT CORP US N 2 2026-05-15 Fixed 4.50000000 N N N N N N Flagship Credit Auto Trust N/A 33843XAC3 490000.00000000 PA USD 492598.67000000 0.149223512354 Long ABS-O CORP US N 2 2027-06-15 Fixed 6.32000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEW7 9900000.00000000 PA USD 9521015.63000000 2.884212808549 Long DBT UST US N 2 2027-06-30 Fixed 3.25000000 N N N N N N ELEMENT FLEET MANAGEMENT 5493000PGBS1C22ELQ16 286181AH5 390000.00000000 PA USD 388635.34000000 0.117729774747 Long DBT CORP CA N 2 2026-06-26 Fixed 6.27100000 N N N N N N Drive Auto Receivables Trust N/A 262104AD4 44998.39000000 PA USD 44905.96000000 0.013603416909 Long ABS-O CORP US N 2 2025-12-15 Fixed 0.58000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636ABA8 800000.00000000 PA USD 746417.10000000 0.226113037096 Long DBT CORP DK N 2 2025-09-10 Fixed 0.97600000 N N N N N N NORTHWESTERN MUTUAL GLBL 635400LZXFVELZDVP257 66815L2M0 840000.00000000 PA USD 833422.80000000 0.252469779287 Long DBT CORP US N 2 2028-06-12 Fixed 4.90000000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22535GAA0 241347.39000000 PA USD 235071.85000000 0.071210600533 Long ABS-O CORP US N 2 2030-05-15 Fixed 1.00000000 N N N N N N CENTERPOINT ENERGY RES 2JADVB0458J06WCD4N56 15189YAH9 540000.00000000 PA USD 549700.11000000 0.166521320806 Long DBT CORP US N 2 2033-03-01 Fixed 5.40000000 N N N N N N DT Auto Owner Trust N/A 23345RAC0 630000.00000000 PA USD 630616.83000000 0.191033520903 Long ABS-O CORP US N 2 2028-07-17 Fixed 6.74000000 N N N N N N Toyota Auto Receivables Owner Trust N/A 89239RAC0 13670.15000000 PA USD 13624.16000000 0.004127183307 Long ABS-O CORP US N 2 2024-08-15 Fixed 1.36000000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 44644MAJ0 290000.00000000 PA USD 276902.63000000 0.083882449436 Long DBT CORP US N 2 2030-01-10 Fixed 5.65000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194QQA3 121534.65000000 PA USD 118032.26000000 0.035755655629 Long ABS-MBS USGA US N 2 2066-09-20 Variable 4.49100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128PWV21 592.23000000 PA USD 571.72000000 0.000173191832 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042PAE2 37133.12000000 PA USD 37080.54000000 0.011232852940 Long ABS-O CORP US N 2 2025-07-15 Fixed 2.01000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BQ1 155000.00000000 PA USD 154241.94000000 0.046724697894 Long DBT CORP US N 2 2026-08-01 Fixed 5.40000000 N N N N N N COMM Mortgage Trust N/A 12591YBC8 280000.00000000 PA USD 271942.38000000 0.082379834889 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.81900000 N N N N N N MIZUHO FINANCIAL GROUP 353800CI5L6DDAN5XZ33 60687YDB2 1145000.00000000 PA USD 1148408.25000000 0.347888703559 Long DBT CORP JP N 2 2034-07-06 Fixed 5.74800000 N N N N N N ESTEE LAUDER CO INC 549300VFZ8XJ9NUPU221 29736RAS9 460000.00000000 PA USD 453026.89000000 0.137235985060 Long DBT CORP US N 2 2028-05-15 Fixed 4.37500000 N N N N N N Ford Credit Auto Owner Trust N/A 34533GAD1 35074.30000000 PA USD 34974.23000000 0.010594785898 Long ABS-O CORP US N 2 2024-10-15 Fixed 0.56000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBG0 825000.00000000 PA USD 808984.84000000 0.245066758434 Long DBT CORP US N 2 2029-06-12 Fixed 6.56500000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03067BAE9 870000.00000000 PA USD 862328.34000000 0.261226169566 Long ABS-O CORP US N 2 2028-03-20 Fixed 5.57000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196JNQ5 50685.97000000 PA USD 48933.95000000 0.014823620803 Long ABS-MBS USGA US N 2 2066-11-20 Variable 4.45300000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 42824CBP3 795000.00000000 PA USD 787353.06000000 0.238513817091 Long DBT CORP US N 2 2028-07-01 Fixed 5.25000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBU0 495000.00000000 PA USD 499450.05000000 0.151299009204 Long DBT CORP IT N 2 2025-11-21 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CHE4 13355000.00000000 PA USD 13062859.38000000 3.957147830045 Long DBT UST US N 2 2028-05-31 Fixed 3.62500000 N N N N N N CONSUMERS ENERGY CO 7NKTFWJ1G6MELP9TU740 210518DU7 185000.00000000 PA USD 179952.27000000 0.054513159334 Long DBT CORP US N 2 2033-05-15 Fixed 4.62500000 N N N N N N PROTECTIVE LIFE GLOBAL 635400EVYITCJYWL2I50 74368CBP8 765000.00000000 PA USD 742713.12000000 0.224990985944 Long DBT CORP US N 2 2027-07-06 Fixed 4.71400000 N N N N N N DLLMT LLC N/A 232989AC7 645000.00000000 PA USD 635757.80000000 0.192590881178 Long ABS-O CORP US N 2 2027-03-22 Fixed 5.34000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376RSJ6 281763.38000000 PA USD 279197.33000000 0.084577585689 Long ABS-MBS USGA US N 2 2066-02-20 Floating 4.53900000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CGX3 8810000.00000000 PA USD 8638618.01000000 2.616907027660 Long DBT UST US N 2 2025-04-30 Fixed 3.87500000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530WAC8 122501.62000000 PA USD 121677.39000000 0.036859879280 Long ABS-O CORP US N 2 2026-09-14 Fixed 1.68000000 N N N N N N Flagship Credit Auto Trust N/A 33843EAJ0 450000.00000000 PA USD 442048.64000000 0.133910330477 Long ABS-O CORP US N 2 2029-05-15 Fixed 5.81000000 N N N N N N FORTUNE BRANDS INNOVATIO 54930032LHW54PQUJD44 34964CAH9 420000.00000000 PA USD 420546.81000000 0.127396755045 Long DBT CORP US N 2 2033-06-01 Fixed 5.87500000 N N N N N N FIVE CORNERS FND TR III N/A 33830GAA9 500000.00000000 PA USD 506756.77000000 0.153512442753 Long DBT CORP US N 2 2033-02-15 Fixed 5.79100000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ACA3 645000.00000000 PA USD 540672.34000000 0.163786527494 Long DBT CORP US N 2 2028-09-15 Fixed 2.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292GN36 9.42000000 PA USD 9.46000000 0.000002865729 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 8.00000000 N N N N N N BRIGHTHSE FIN GLBL FUND 549300BLFX3KJ2IFOA78 10921U2H0 780000.00000000 PA USD 727473.73000000 0.220374499054 Long DBT CORP US N 2 2025-01-13 Fixed 1.75000000 N N N N N N GOLUB CAPITAL BDC 2549005WE0QLGK9APF78 38173MAB8 685000.00000000 PA USD 592386.78000000 0.179452445504 Long DBT CORP US N 2 2026-08-24 Fixed 2.50000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368LNT9 1155000.00000000 PA USD 1152314.68000000 0.349072083136 Long DBT CORP CA N 2 2026-06-05 Fixed 5.30000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 280000.00000000 PA USD 280399.13000000 0.084941648420 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N HYATT HOTELS CORP T27JQIMTYSH41TCD5186 448579AQ5 400000.00000000 PA USD 398973.38000000 0.120861489738 Long DBT CORP US N 2 2027-01-30 Fixed 5.75000000 N N N N N N ITC HOLDINGS CORP 549300HTO5U9D3SLE207 465685AS4 570000.00000000 PA USD 567098.75000000 0.171791911916 Long DBT CORP US N 2 2033-06-01 Fixed 5.40000000 N N N N N N BRUNSWICK CORP YM4O38W15AX4YLLQKU27 117043AU3 140000.00000000 PA USD 122190.36000000 0.037015273904 Long DBT CORP US N 2 2032-09-15 Fixed 4.40000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 78016HZQ6 345000.00000000 PA USD 336657.93000000 0.101984194915 Long DBT CORP CA N 2 2033-05-02 Fixed 5.00000000 N N N N N N AVNET INC XJI53DCPL7QABOWK4Z75 053807AV5 325000.00000000 PA USD 308586.14000000 0.093480373535 Long DBT CORP US N 2 2032-06-01 Fixed 5.50000000 N N N N N N RYDER SYSTEM INC ZXJ6Y2OSPZXIVGRILD15 78355HKV0 375000.00000000 PA USD 375156.60000000 0.113646643696 Long DBT CORP US N 2 2028-03-01 Fixed 5.65000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAA7 395000.00000000 PA USD 391082.07000000 0.118470965632 Long DBT CORP IE N 2 2023-11-25 Fixed 4.50000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LAY1 295000.00000000 PA USD 278615.70000000 0.084401391808 Long DBT CORP US N 2 2025-06-08 Fixed 3.35000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406RBQ9 570000.00000000 PA USD 562968.12000000 0.170540615162 Long DBT CORP US N 2 2027-04-26 Fixed 4.94700000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AT5 155000.00000000 PA USD 153129.09000000 0.046387580895 Long DBT CORP US N 2 2024-03-12 Fixed 4.12500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAQ8 510000.00000000 PA USD 500299.24000000 0.151556255360 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N BANK OF IRELAND GROUP 635400C8EK6DRI12LJ39 06279JAC3 315000.00000000 PA USD 312517.99000000 0.094671453623 Long DBT CORP IE N 2 2026-09-16 Fixed 6.25300000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36196RPM4 413970.11000000 PA USD 402884.03000000 0.122046147684 Long ABS-MBS USGA US N 2 2067-01-20 Variable 4.67000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BR5 1650000.00000000 PA USD 1642235.08000000 0.497484263912 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N Drive Auto Receivables Trust N/A 262081AD4 392229.54000000 PA USD 387641.55000000 0.117428724737 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.11000000 N N N N N N MVW 2020-1 LLC N/A 55400EAA7 56275.71000000 PA USD 51330.81000000 0.015549704509 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74000000 N N N N N N SWEDBANK AB M312WZV08Y7LYUC71685 87020PAV9 830000.00000000 PA USD 822706.80000000 0.249223568414 Long DBT CORP SE N 2 2026-06-15 Fixed 5.47200000 N N N N N N PROSUS NV 635400Z5LQ5F9OLVT688 74365PAH1 550000.00000000 PA USD 463151.67000000 0.140303096941 Long DBT CORP NL N 2 2032-01-19 Fixed 4.19300000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAK0 300000.00000000 PA USD 300000.00000000 0.090879363734 Long DBT CORP US N 2 2023-07-02 Fixed 1.95000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGU2 1210000.00000000 PA USD 1190786.53000000 0.360726407301 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.44000000 N N N N N N NATIONAL AUSTRALIA BK/NY 549300E2IPL06NDXMZ63 63253QAE4 925000.00000000 PA USD 915870.04000000 0.277445621663 Long DBT CORP AU N 2 2028-06-13 Fixed 4.90000000 N N N N N N RELIANCE STAND LIFE II N/A 75951AAJ7 175000.00000000 PA USD 173929.18000000 0.052688577377 Long DBT CORP US N 2 2023-09-19 Fixed 3.85000000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629WDK3 380000.00000000 PA USD 368736.80000000 0.111701885898 Long DBT CORP US N 2 2025-08-26 Fixed 4.15000000 N N N N N N GA GLOBAL FUNDING TRUST 54930029I8ROQ4OROZ88 36143L2G9 995000.00000000 PA USD 881025.45000000 0.266890107767 Long DBT CORP US N 2 2027-01-06 Fixed 2.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36195LSH6 52105.32000000 PA USD 50656.43000000 0.015345413758 Long ABS-MBS USGA US N 2 2066-10-20 Variable 4.58600000 N N N N N N United Auto Credit Securitization Trust N/A 90944KAD7 320000.00000000 PA USD 316835.20000000 0.095979271282 Long ABS-O CORP US N 2 2027-05-10 Fixed 5.81000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MQ1 510000.00000000 PA USD 486894.81000000 0.147495635128 Long DBT CORP US N 2 2026-04-08 Fixed 3.10600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617B5B60 245653.18000000 PA USD 237873.29000000 0.072059244149 Long ABS-MBS USGA US N 2 2067-07-20 Variable 4.58500000 N N N N N N GE HEALTHCARE TECH INC 549300OI9J7XOWZMUN85 36267VAB9 755000.00000000 PA USD 751296.86000000 0.227591268709 Long DBT CORP US N 2 2024-11-15 Fixed 5.55000000 N N N N N N DT Auto Owner Trust N/A 23345EAC9 122567.89000000 PA USD 121754.46000000 0.036883226188 Long ABS-O CORP US N 2 2027-01-15 Fixed 0.81000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CFZ9 17710000.00000000 PA USD 17458877.69000000 5.288838986645 Long DBT UST US N 2 2027-11-30 Fixed 3.87500000 N N N N N N CSAIL Commercial Mortgage Trust 54930025J96YEH8FQE77 12635RAY4 38304.90000000 PA USD 37016.34000000 0.011213404756 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.61700000 N N N N N N MAIN STREET CAPITAL CORP 5493001FS9QJLJNF3E20 56035LAE4 640000.00000000 PA USD 562856.36000000 0.170506759569 Long DBT CORP US N 2 2026-07-14 Fixed 3.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Sec Trust N/A 46591EAT4 575000.00000000 PA USD 509061.59000000 0.154210644670 Long ABS-MBS CORP US N 2 2052-06-13 Fixed 3.38600000 N N N N N N CSAIL Commercial Mortgage Trust N/A 12597DAD7 470000.00000000 PA USD 403321.48000000 0.122178664943 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.96800000 N N N N N N Toyota Auto Loan Extended Note Trust 2020-1 549300XP7ILZSI1BWP36 89237JAA4 440000.00000000 PA USD 406419.64000000 0.123117194308 Long ABS-O CORP US N 2 2033-05-25 Fixed 1.35000000 N N N N N N TRUSTAGE FINANCIAL GROUP 549300X7YNHNZXTI6F10 89787EAA9 240000.00000000 PA USD 208002.22000000 0.063010364696 Long DBT CORP US N 2 2032-04-15 Fixed 4.62500000 N N N N N N GS Mortgage Securities Trust 5493005BBCF84ICNQ550 36192RAA0 605000.00000000 PA USD 432801.33000000 0.131109031646 Long ABS-MBS CORP US N 2 2034-11-05 Fixed 2.95400000 N N N N N N Exeter Automobile Receivables Trust N/A 30165JAD8 448663.15000000 PA USD 443334.47000000 0.134299848517 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.05000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 055451AY4 1045000.00000000 PA USD 1039669.81000000 0.314948436090 Long DBT CORP AU N 2 2026-02-27 Fixed 4.87500000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05493BAA6 660000.00000000 PA USD 619622.92000000 0.187703122417 Long ABS-MBS CORP US N 2 2037-10-15 Floating 7.33300000 N N N N N N MED Trust N/A 58403YAD8 776274.47000000 PA USD 752503.94000000 0.227956930917 Long ABS-MBS CORP US N 2 2038-11-15 Floating 6.14400000 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 04686JAF8 90000.00000000 PA USD 90709.86000000 0.027478847870 Long DBT CORP BM N 2 2033-02-01 Fixed 6.65000000 N N N N N N Carvana Auto Receivables Trust N/A 14688FAB2 890320.24000000 PA USD 882318.04000000 0.267281673623 Long ABS-O CORP US N 2 2027-04-12 Fixed 6.36000000 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BL5 320000.00000000 PA USD 321916.80000000 0.097518646531 Long DBT CORP US N 2 2053-03-01 Fixed 6.75000000 N N N N N N World Omni Auto Receivables Trust N/A 98163WAC0 137393.86000000 PA USD 135604.99000000 0.041078984034 Long ABS-O CORP US N 2 2025-05-15 Fixed 0.63000000 N N N N N N BOC AVIATION USA CORP 254900QKLTY6MF4Y3P65 66980P2A6 350000.00000000 PA USD 337690.05000000 0.102296856278 Long DBT CORP US N 2 2024-04-29 Fixed 1.62500000 N N N N N N Affirm Inc N/A 00834JAA8 105000.00000000 PA USD 104477.53000000 0.031649504836 Long ABS-O CORP US N 2 2028-01-18 Fixed 6.61000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAP6 500000.00000000 PA USD 498074.93000000 0.150882442435 Long DBT CORP DK N 2 2023-09-12 Fixed 3.87500000 N N N N N N MET TOWER GLOBAL FUNDING 635400OFJCY9IOGBGY57 58989V2F0 1135000.00000000 PA USD 1129764.44000000 0.342240911591 Long DBT CORP US N 2 2026-06-20 Fixed 5.40000000 N N N N N N NATIONAL RURAL UTIL COOP 4NYF266XZC35SCTGX023 637432MT9 141000.00000000 PA USD 136713.60000000 0.041414816606 Long DBT CORP US N 2 2043-04-30 Floating 8.20900000 N N N N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629W6H8 1150000.00000000 PA USD 1141317.50000000 0.345740694065 Long DBT CORP US N 2 2028-06-14 Fixed 5.05000000 N N N N N N RAYTHEON TECH CORP I07WOS4YJ0N7YRFE7309 913017DB2 29000.00000000 PA USD 28927.33000000 0.008762991149 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05552XBG2 865000.00000000 PA USD 711242.88000000 0.215457667984 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 2.68900000 N N N N N N Flagship Credit Auto Trust N/A 33844WAC4 290000.00000000 PA USD 280254.72000000 0.084897902124 Long ABS-O CORP US N 2 2027-06-15 Fixed 0.93000000 N N N N N N Prestige Auto Receivables Trust N/A 74113XAE6 430000.00000000 PA USD 399697.04000000 0.121080708939 Long ABS-O CORP US N 2 2028-02-15 Fixed 1.53000000 N N N N N N BPR Trust N/A 05592CAA4 520000.00000000 PA USD 487472.65000000 0.147670680900 Long ABS-MBS CORP US N 2 2038-12-15 Floating 6.62700000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCJ3 550000.00000000 PA USD 471696.14000000 0.142891483598 Long DBT CORP US N 2 2029-06-01 Fixed 2.06900000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCK9 705000.00000000 PA USD 686589.07000000 0.207989259429 Long DBT CORP US N 2 2024-12-06 Fixed 1.34300000 N N N N N N Prestige Auto Receivables Trust N/A 74114BAG8 200049.98000000 PA USD 198438.18000000 0.060113118463 Long ABS-O CORP US N 2 2026-11-16 Fixed 1.31000000 N N N N N N SECURITY BENEFIT GL FUND 5493003C0JW6BY7YFF93 81412DAA1 755000.00000000 PA USD 715724.14000000 0.216815181509 Long DBT CORP US N 2 2024-05-17 Fixed 1.25000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AR3 290000.00000000 PA USD 288276.23000000 0.087327867874 Long DBT CORP US N 2 2023-11-13 Fixed 4.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U3C5 800000.00000000 PA USD 782080.00000000 0.236916442632 Long DBT CORP US N 2 2026-08-15 Fixed 4.54000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066RAD7 215000.00000000 PA USD 202955.66000000 0.061481604157 Long ABS-O CORP US N 2 2027-01-19 Fixed 0.69000000 N N N N N N GM Financial Automobile Leasing Trust N/A 362548AD1 280000.00000000 PA USD 277708.65000000 0.084126618052 Long ABS-O CORP US N 2 2026-07-20 Fixed 5.05000000 N N N N N N SPGN TFLM Mortgage Trust N/A 78473HAA4 980000.00000000 PA USD 931237.16000000 0.282100801957 Long ABS-MBS CORP US N 2 2039-02-15 Floating 6.69700000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BD8 745000.00000000 PA USD 728319.98000000 0.220630854592 Long DBT CORP US N 2 2024-11-01 Variable 4.22000000 N N N N N N OFFICE PPTY INCOME TRST N/A 67623CAF6 420000.00000000 PA USD 220610.54000000 0.066829818361 Long DBT US N 2 2031-10-15 Fixed 3.45000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAL7 375000.00000000 PA USD 365245.77000000 0.110644343948 Long DBT CORP GB N 2 2025-07-09 Fixed 3.87000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBR5 685000.00000000 PA USD 694406.03000000 0.210357260600 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N GLS Auto Receivables Trust N/A 36261XAC9 54280.51000000 PA USD 54080.21000000 0.016382583584 Long ABS-O CORP US N 2 2025-09-15 Fixed 0.77000000 N N N N N N Enterprise Fleet Financing LLC N/A 29375NAB1 440000.00000000 PA USD 437817.60000000 0.132628616399 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.56000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 448980AD4 370000.00000000 PA USD 367614.98000000 0.111362051606 Long ABS-O CORP US N 2 2026-06-15 Fixed 5.15000000 N N N N N N OFFICE PPTY INCOME TRST N/A 67623CAE9 190000.00000000 PA USD 127721.91000000 0.038690953052 Long DBT US N 2 2027-02-01 Fixed 2.40000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KBF2 115000.00000000 PA USD 113750.35000000 0.034458531442 Long DBT CORP US N 2 2029-03-09 Fixed 6.49900000 N N N N N N COMM Mortgage Trust N/A 12629NAF2 280000.00000000 PA USD 266520.74000000 0.080737450911 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.35000000 N N N N N N BAIN CAPITAL SPECIALTY F 549300V2JL72R0EYBK64 05684BAC1 545000.00000000 PA USD 467327.72000000 0.141568152831 Long DBT CORP US N 2 2026-10-13 Fixed 2.55000000 N N N N N N BPR Trust N/A 05592DAA2 360000.00000000 PA USD 349200.90000000 0.105783852025 Long ABS-MBS CORP US N 2 2037-04-15 Floating 7.04500000 N N N N N N CFCRE Commercial Mortgage Trust N/A 12531WBB7 491600.00000000 PA USD 464170.54000000 0.140611744465 Long ABS-MBS CORP US N 2 2048-01-10 Fixed 3.86500000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 744573AN6 235000.00000000 PA USD 228185.00000000 0.069124358712 Long DBT CORP US N 2 2024-06-15 Fixed 2.87500000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGJ7 255000.00000000 PA USD 249294.63000000 0.075519124523 Long ABS-O CORP US N 2 2027-10-20 Fixed 5.20000000 N N N N N N GUARDIAN LIFE GLOB FUND 635400NHILJ5JEKILC36 40139LAG8 1370000.00000000 PA USD 1245981.38000000 0.377446650133 Long DBT CORP US N 2 2025-06-23 Fixed 1.10000000 N N N N N N Countrywide Asset-Backed Certificates N/A 126673TD4 1588.19000000 PA USD 1563.63000000 0.000473672331 Long ABS-O CORP US N 2 2035-02-25 Variable 5.11500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2X0 695000.00000000 PA USD 671913.64000000 0.203543613626 Long DBT CORP US N 2 2026-04-25 Fixed 3.90800000 N N N N N N WHIRLPOOL CORP WHENKOULSSK7WUM60H03 963320BA3 440000.00000000 PA USD 439067.73000000 0.133007319796 Long DBT CORP US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DR6 215000.00000000 PA USD 212404.23000000 0.064343870923 Long DBT CORP US N 2 2024-02-15 Fixed 3.64600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36230KR94 588.26000000 PA USD 585.02000000 0.000177220817 Long ABS-MBS USGA US N 2 2061-08-20 Variable 4.70000000 N N N N N N 2023-07-31 LOOMIS SAYLES FUNDS I John Sgroi John Sgroi Assistant Treasurer XXXX