0001752724-24-142227.txt : 20240624 0001752724-24-142227.hdr.sgml : 20240624 20240624155222 ACCESSION NUMBER: 0001752724-24-142227 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240430 FILED AS OF DATE: 20240624 DATE AS OF CHANGE: 20240624 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MAINSTAY FUNDS TRUST CENTRAL INDEX KEY: 0001469192 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-22321 FILM NUMBER: 241064121 BUSINESS ADDRESS: STREET 1: 51 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 BUSINESS PHONE: 212 576 7000 MAIL ADDRESS: STREET 1: 51 MADISON AVENUE CITY: NEW YORK STATE: NY ZIP: 10010 0001469192 S000028537 MainStay MacKay Total Return Bond Fund C000087373 Investor Class MTMNX C000087374 Class A MTMAX C000087376 Class C MTMCX C000087377 Class I MTMIX C000127150 Class R6 MTRDX C000221666 SIMPLE Class MTMSX NPORT-P 1 primary_doc.xml NPORT-P false 0001469192 XXXXXXXX S000028537 C000127150 C000087377 C000087376 C000087373 C000221666 C000087374 MAINSTAY FUNDS TRUST 811-22321 0001469192 549300SQRLBSUG7RD002 51 Madison Avenue New York 10010 212-576-7000 MainStay MacKay Total Return Bond Fund S000028537 549300F3C2BWGPG60278 2024-10-31 2024-04-30 N 330813332.65 3308447.78 327504884.87 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 497.32000000 USD N Bloomberg US Aggregate LEH__LHMN0001 American Airlines Pass-Through Trust N/A 02377LAA2 1057047.82000000 PA USD 931365.79000000 0.284382259021 Long ABS-O CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N Brooklyn Union Gas Co. (The) 83BQ1DXS6VA5GZFK8S35 114259AX2 725000.00000000 PA USD 728953.69000000 0.222577959498 Long DBT CORP US Y 2 2033-09-15 Fixed 6.38800000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AA5 1240000.00000000 PA USD 1051710.46000000 0.321128175055 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N Flagship Credit Auto Trust N/A 33844XAL2 1050000.00000000 PA USD 982765.56000000 0.300076611190 Long ABS-O CORP US Y 2 2028-04-17 Fixed 5.80000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2U6 700000.00000000 PA USD 590912.37000000 0.180428566808 Long DBT CORP US N 2 2033-03-02 Variable 3.35000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NBR5 275000.00000000 PA USD 271845.18000000 0.083004923761 Long DBT CORP CA N 2 2033-03-08 Fixed 5.70000000 N N N N N N Flagship Credit Auto Trust N/A 33843FAJ7 1950000.00000000 PA USD 1867823.10000000 0.570319157450 Long ABS-O CORP US Y 2 2027-06-15 Fixed 3.52000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H3RK1 836646.01000000 PA USD 768438.95000000 0.234634347608 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EBJ2 1610000.00000000 PA USD 1145538.52000000 0.349777537044 Long DBT CORP US Y 2 2050-10-15 Fixed 3.95100000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300SGFUCMB43V8P22 95000CBJ1 570000.00000000 PA USD 435679.33000000 0.133029872263 Long ABS-MBS CORP US N 2 2059-01-15 Variable 5.14203120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UVH1 2201966.84000000 PA USD 219544.68000000 0.067035543633 Long ABS-MBS USGA US N 2 2051-06-20 Floating 0.87008040 N N N N N N FHLMC 529900PGKDI4ZEXFQ523 35564NCA9 505000.00000000 PA USD 504868.90000000 0.154156143411 Long ABS-MBS CORP US Y 2 2044-03-25 Floating 7.33002120 N N N N N N MARB BondCo plc 254900PVA1EU6QM1JN57 566007AC4 1240000.00000000 PA USD 994953.06000000 0.303797929730 Long DBT CORP GB Y 2 2031-01-29 Fixed 3.95000000 N N N N N N FHLMC 5493000ISUYHCRLRBE46 35564KFH7 1075000.00000000 PA USD 1253800.24000000 0.382834057726 Long ABS-MBS CORP US Y 2 2033-10-25 Floating 11.58001920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHWC9 5975251.09000000 PA USD 812665.22000000 0.248138350767 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XKAD2 912941.63000000 PA USD 890508.81000000 0.271907031357 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.50000000 N N N N N N Southern California Gas Co. XY0N0J73VHV5F4CUJV89 842434DA7 625000.00000000 PA USD 593492.86000000 0.181216490934 Long DBT CORP US N 2 2054-04-01 Fixed 5.60000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBT1 720000.00000000 PA USD 521142.60000000 0.159125137998 Long DBT CORP US N 2 2040-09-25 Fixed 3.73400000 N N N N N N Santander Holdings USA, Inc. 549300SMVCQN2P0O6I58 80282KBF2 630000.00000000 PA USD 634887.72000000 0.193855954317 Long DBT CORP US N 2 2029-03-09 Variable 6.49900000 N N N N N N Connecticut Avenue Securities Trust N/A 20754BAJ0 650000.00000000 PA USD 704639.00000000 0.215153737410 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 12.98001960 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAB1 1015000.00000000 PA USD 994892.13000000 0.303779325427 Long DBT CORP US Y 2 2024-09-16 Fixed 1.12500000 N N N N N N Flex Intermediate Holdco LLC 549300290TQIGM30A243 33939HAA7 2120000.00000000 PA USD 1683156.34000000 0.513933201536 Long DBT CORP US Y 2 2031-06-30 Fixed 3.36300000 N N N N N N BX Trust N/A 05606FAJ2 764000.00000000 PA USD 663106.77000000 0.202472329615 Long ABS-MBS CORP US Y 2 2041-12-09 Fixed 3.85600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383XSW5 1175847.36000000 PA USD 1006795.67000000 0.307413939917 Long ABS-MBS USGA US N 2 2053-04-20 Floating 0.53930160 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAJ0 1740000.00000000 PA USD 1604340.90000000 0.489867777281 Long DBT CORP KY Y 2 2027-02-15 Fixed 3.25000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAC3 890000.00000000 PA USD 872173.83000000 0.266308647685 Long ABS-O CORP US Y 2 2025-12-26 Fixed 2.05000000 N N N N N N Hilton Domestic Operating Co., Inc. 5493003EG7H0N1E4XV50 432833AP6 835000.00000000 PA USD 823940.76000000 0.251581212392 Long DBT CORP US Y 2 2029-04-01 Fixed 5.87500000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 46640JAE7 500000.00000000 PA USD 440000.00000000 0.134349141135 Long ABS-MBS CORP US Y 2 2046-01-15 Variable 3.98599920 N N N N N N GLS Auto Receivables Issuer Trust N/A 36261XAJ4 1895000.00000000 PA USD 1793369.63000000 0.547585612566 Long ABS-O CORP US Y 2 2028-05-15 Fixed 2.87000000 N N N N N N Sequoia Mortgage Trust N/A 81748WBB1 25378303.21000000 PA USD 229752.32000000 0.070152333786 Long ABS-MBS CORP US Y 2 2051-06-25 Variable 0.16698960 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GG2 975000.00000000 PA USD 729721.68000000 0.222812456763 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Benchmark Mortgage Trust N/A 08160JAK3 365000.00000000 PA USD 292499.94000000 0.089311626639 Long ABS-MBS CORP US N 2 2052-03-15 Variable 4.97059920 N N N N N N Venture Global LNG, Inc. 54930011XLBUWMQUC829 92332YAD3 535000.00000000 PA USD 570902.20000000 0.174318682369 Long DBT CORP US Y 2 2032-02-01 Fixed 9.87500000 N N N N N N FHLMC STACR REMIC Trust 5493000ITBQFEOXM0S98 35566CBD6 440000.00000000 PA USD 473769.74000000 0.144660358329 Long ABS-MBS CORP US Y 2 2050-12-25 Floating 8.33001840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383PV40 376617.97000000 PA USD 341888.33000000 0.104391826135 Long ABS-MBS USGA US N 2 2052-04-20 Floating 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FVSU7 1272087.86000000 PA USD 208100.34000000 0.063541140793 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAFC5 1375729.67000000 PA USD 923851.04000000 0.282087713093 Long ABS-MBS USGSE US N 2 2050-09-25 None 0.00000000 N N N N N N Ford Credit Auto Owner Trust N/A 34535CAB2 500000.00000000 PA USD 500479.65000000 0.152815934393 Long ABS-O CORP US Y 2 2036-02-15 Fixed 5.92000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HBU0 435000.00000000 PA USD 440412.59000000 0.134475120935 Long DBT CORP IT Y 2 2025-11-21 Fixed 7.00000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDV5 940000.00000000 PA USD 881128.26000000 0.269042784002 Long DBT CORP US N 2 2029-04-06 Fixed 4.30000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 88339WAA4 1095000.00000000 PA USD 731720.57000000 0.223422795751 Long DBT CORP US N 2 2051-10-15 Fixed 3.50000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DQXV3 731788.98000000 PA USD 711980.69000000 0.217395441378 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LQD6 1205344.04000000 PA USD 117266.60000000 0.035806061349 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 2.00000000 N N N N N N New Economy Assets Phase 1 Sponsor LLC N/A 643821AB7 1345000.00000000 PA USD 1131156.16000000 0.345386042241 Long ABS-O CORP US Y 2 2061-10-20 Fixed 2.41000000 N N N N N N Algoma Steel, Inc. 5493006RXIB5GVHWJS53 01566MAD7 675000.00000000 PA USD 666562.50000000 0.203527498609 Long DBT CORP CA Y 2 2029-04-15 Fixed 9.12500000 N N N N N N BX Commercial Mortgage Trust N/A 12433XAG4 805000.00000000 PA USD 671231.38000000 0.204953089559 Long ABS-MBS CORP US Y 2 2044-03-11 Variable 3.66704280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYQ58 1125023.87000000 PA USD 177594.58000000 0.054226543848 Long ABS-MBS USGSE US N 2 2051-04-25 Fixed 3.00000000 N N N N N N Comerica, Inc. I9Q57JVPWHHZ3ZGBW498 200340AW7 770000.00000000 PA USD 747739.21000000 0.228313910583 Long DBT CORP US N 2 2030-01-30 Variable 5.98200000 N N N N N N Huntsman International LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 1759000.00000000 PA USD 1641252.01000000 0.501138177114 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAC0 625000.00000000 PA USD 644635.58000000 0.196832355723 Long DBT CORP US Y 2 2053-11-15 Fixed 6.54400000 N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 37045XDL7 1335000.00000000 PA USD 1081765.04000000 0.330305009169 Long DBT CORP US N 2 2031-06-10 Fixed 2.70000000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 46592FAA1 1500000.00000000 PA USD 1240134.60000000 0.378661405460 Long ABS-MBS CORP US Y 2 2040-01-05 Fixed 1.97387000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QS43 5575836.33000000 PA USD 19818.20000000 0.006051268520 Long ABS-MBS USGA US N 2 2051-05-20 Floating 0.00001080 N N N N N N ORL Trust N/A 67116QAL6 865000.00000000 PA USD 866892.19000000 0.264695957235 Long ABS-MBS CORP US Y 2 2036-10-19 Floating 9.62208000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UVG3 3203072.32000000 PA USD 341589.09000000 0.104300456506 Long ABS-MBS USGA US N 2 2051-06-20 Floating 0.87008040 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392FW3 1015000.00000000 PA USD 643686.54000000 0.196542576839 Long DBT CORP US N 2 2052-03-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383P8S3 1870189.22000000 PA USD 19868.70000000 0.006066688137 Long ABS-MBS USGA US N 2 2052-04-20 Floating 0.00001080 N N N N N N BXHPP Trust N/A 05609JAL6 720000.00000000 PA USD 669375.00000000 0.204386264426 Long ABS-MBS CORP US Y 2 2036-08-15 Floating 6.53547960 N N N N N N FHLMC STACR REMIC Trust 5493000ISU5NYXNHD479 35564KJA8 1220000.00000000 PA USD 1289771.80000000 0.393817576343 Long ABS-MBS CORP US Y 2 2034-01-25 Floating 8.38001880 N N N N N N Warnermedia Holdings, Inc. 549300DXR29GD4N0A520 55903VBC6 810000.00000000 PA USD 697723.10000000 0.213042043716 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383HKD0 426899.71000000 PA USD 360922.19000000 0.110203605098 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYDY9 1158688.83000000 PA USD 3569.23000000 0.001089824965 Long ABS-MBS USGSE US N 2 2051-02-25 Floating 0.00001080 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967NB3 765000.00000000 PA USD 702261.59000000 0.214427821520 Long DBT CORP US N 2 2026-11-15 Variable 4.15000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382NP76 3619669.43000000 PA USD 27513.11000000 0.008400824314 Long ABS-MBS USGA US N 2 2051-02-20 Floating 0.00001080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWHT3 3767685.82000000 PA USD 3657985.58000000 1.116925502180 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 5.50000000 N N N N N N FHLMC 5493000ISHRHX47NOH65 35564KKL2 955000.00000000 PA USD 998885.78000000 0.304998742353 Long ABS-MBS CORP US Y 2 2041-09-25 Floating 11.58001920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H9YM5 552574.41000000 PA USD 498181.08000000 0.152114091427 Long ABS-MBS USGSE US N 2 2052-02-25 Fixed 4.00000000 N N N N N N N/A N/A N/A -4.00000000 NC USD 2178.90000000 0.000665303053 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 2 Year Notes 2024-06-28 -810625.00000000 USD 2178.90000000 N N N GNMA 549300M8ZYFG0OCMTT87 38383MCW6 4297119.64000000 PA USD 131553.74000000 0.040168481777 Long ABS-MBS USGA US N 2 2052-02-20 Floating 0.00001080 N N N N N N Ohio Power Co. 06ZODLC132CY1O2Y7D77 677415CU3 585000.00000000 PA USD 350212.81000000 0.106933614177 Long DBT CORP US N 2 2051-10-01 Fixed 2.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBW81 1369193.79000000 PA USD 1033787.45000000 0.315655581873 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 1.50000000 N N N N N N N/A N/A N/A 97.00000000 NC USD -269551.24000000 -0.08230449451 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 10 Year Notes 2024-06-18 10421437.50000000 USD -269551.24000000 N N N GNMA 549300M8ZYFG0OCMTT87 38382QHX1 568392.13000000 PA USD 540.48000000 0.000165029599 Long ABS-MBS USGA US N 2 2051-04-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383F6G3 1971818.58000000 PA USD 16634.06000000 0.005079026533 Long ABS-MBS USGA US N 2 2052-06-20 Floating 0.00001080 N N N N N N FHLMC 5493000ISMYB8CLVZD05 35564KCP2 1515000.00000000 PA USD 1620918.04000000 0.494929423920 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 10.33002000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FYEX0 623644.33700000 PA USD 507375.58000000 0.154921530468 Long ABS-MBS USGSE US N 2 2041-01-15 Fixed 1.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383GFG1 1903791.49000000 PA USD 217622.02000000 0.066448480634 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.00000000 N N N N N N FHLMC 5493000IT2BRJ2Q9YQ96 35565TBD0 925000.00000000 PA USD 1043170.51000000 0.318520595628 Long ABS-MBS CORP US Y 2 2050-11-25 Floating 9.33001920 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 30037DAD7 720000.00000000 PA USD 702888.58000000 0.214619265993 Long DBT CORP US N 2 2034-04-01 Fixed 5.40000000 N N N N N N Connecticut Avenue Securities Trust N/A 20754LAJ8 2075000.00000000 PA USD 2180930.00000000 0.665922891765 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 11.33002080 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0PK2 405811.82000000 PA USD 402413.49000000 0.122872515370 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.00000000 N N N N N N BBCMS Mortgage Trust N/A 05548WAG2 1025000.00000000 PA USD 881500.10000000 0.269156321240 Long ABS-MBS CORP US Y 2 2037-03-15 Floating 6.96651120 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAZ1 805000.00000000 PA USD 799164.85000000 0.244016161871 Long DBT CORP US N 2 2034-07-15 Fixed 5.95000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382RR75 1192087.69000000 PA USD 188930.52000000 0.057687847946 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BL3H1 2128738.53000000 PA USD 221897.36000000 0.067753908491 Long ABS-MBS USGSE US N 2 2052-02-25 Floating 0.41997960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383RYT8 3939323.44000000 PA USD 34613.26000000 0.010568776711 Long ABS-MBS USGA US N 2 2052-05-20 Floating 0.00001080 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001VAZ3 380000.00000000 PA USD 306869.87000000 0.093699326079 Long ABS-MBS CORP US N 2 2052-06-15 Variable 4.28900040 N N N N N N Genesee & Wyoming, Inc. G617XSG94Z7G0RMW3L02 371559AB1 375000.00000000 PA USD 372708.69000000 0.113802482716 Long DBT CORP US Y 2 2032-04-15 Fixed 6.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAYG5 807495.12000000 PA USD 624249.69000000 0.190607749331 Long ABS-MBS USGSE US N 2 2053-09-25 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381YHP2 1185219.84000000 PA USD 1016986.77000000 0.310525679763 Long ABS-MBS USGA US N 2 2049-08-20 Floating 3.49999920 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEF8 1945000.00000000 PA USD 1500384.85000000 0.458125945387 Long DBT CORP US N 2 2036-09-16 Variable 2.48400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383HHS1 918366.21000000 PA USD 768203.42000000 0.234562431123 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 3.00000000 N N N N N N Delta Air Lines, Inc. N/A 830867AB3 1855000.00000000 PA USD 1795792.80000000 0.548325500767 Long DBT CORP US Y 2 2028-10-20 Fixed 4.75000000 N N N N N N Ford Credit Auto Owner Trust N/A 34535QAD7 755000.00000000 PA USD 747372.84000000 0.228202043550 Long ABS-O CORP US Y 2 2035-08-15 Fixed 6.26000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HADW3 861060.45000000 PA USD 556482.01000000 0.169915636592 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 0.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384A3B7 1518894.95000000 PA USD 175812.70000000 0.053682466467 Long ABS-MBS USGA US N 2 2050-09-20 Floating 1.31964840 N N N N N N JBS USA Holding LUX SARL N/A 46590XAY2 1395000.00000000 PA USD 1334138.95000000 0.407364595654 Long DBT CORP LU N 2 2033-04-01 Fixed 5.75000000 N N N N N N Calpine Corp. 43R4VPJBXTU2O15HEF41 131347CN4 495000.00000000 PA USD 469539.53000000 0.143368710419 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578AAY4 345000.00000000 PA USD 339154.60000000 0.103557111868 Long DBT CORP FR Y 2 2028-01-18 Fixed 5.12500000 N N N N N N CSAIL Commercial Mortgage Trust 549300C2HE5FJAWYZL57 12636MAV0 740000.00000000 PA USD 542929.56000000 0.165777545643 Long ABS-MBS CORP US Y 2 2049-01-15 Variable 5.08244040 N N N N N N AerCap Ireland Capital DAC N/A 00774MAV7 2300000.00000000 PA USD 2125043.28000000 0.648858498963 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N CPS Auto Receivables Trust N/A 12598CAJ5 830000.00000000 PA USD 783104.50000000 0.239112311350 Long ABS-O CORP US Y 2 2028-09-15 Fixed 3.21000000 N N N N N N American Airlines Pass-Through Trust N/A 02379DAA8 788192.21000000 PA USD 723207.89000000 0.220823542918 Long ABS-O CORP US N 2 2028-02-15 Fixed 3.85000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBX6 610000.00000000 PA USD 543915.37000000 0.166078551840 Long DBT CORP JP N 2 2030-05-22 Variable 3.26100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383HFY0 1659152.38000000 PA USD 267306.21000000 0.081618999394 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383RA23 2045514.29000000 PA USD 280209.89000000 0.085558995589 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128HXY25 903101.78000000 PA USD 654861.52000000 0.199954733578 Long ABS-MBS USGSE US N 2 2042-08-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382J4E3 1469717.72000000 PA USD 204314.28000000 0.062385109181 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 2.50000000 N N N N N N Bank N/A 06540WBG7 1895000.00000000 PA USD 1422175.33000000 0.434245532113 Long ABS-MBS CORP US N 2 2061-08-15 Variable 4.16262240 N N N N N N CVS Pass-Through Trust N/A 126650AQ3 14260.98000000 PA USD 14192.09000000 0.004333397960 Long ABS-O CORP US Y 2 2026-01-10 Fixed 5.78900000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAZ1 1770000.00000000 PA USD 1431925.13000000 0.437222525877 Long DBT CORP AU Y 2 2033-01-14 Variable 2.87100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382XY58 2721087.65000000 PA USD 60013.32000000 0.018324404542 Long ABS-MBS USGA US N 2 2051-09-20 Floating 0.00001080 N N N N N N HPEFS Equipment Trust N/A 403963AF8 505000.00000000 PA USD 500552.97000000 0.152838321846 Long ABS-O CORP US Y 2 2031-11-20 Fixed 5.82000000 N N N N N N American Airlines Pass-Through Trust N/A 023764AA1 1349000.00000000 PA USD 1217932.91000000 0.371882364589 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.65000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKP5 1840000.00000000 PA USD 1832956.26000000 0.559672952886 Long DBT UST US N 2 2029-04-30 Fixed 4.62500000 N N N N N N Citizens Bank NA DRMSV1Q0EKMEXLAU1P80 75524KPT5 860000.00000000 PA USD 855965.53000000 0.261359622266 Long DBT CORP US N 2 2025-10-24 Variable 6.06400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382JXP6 3253015.54000000 PA USD 27143.49000000 0.008287964929 Long ABS-MBS USGA US N 2 2050-09-20 Floating 0.00001080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFES8 1723521.48000000 PA USD 373856.80000000 0.114153045426 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 3.50000000 N N N N N N FHLMC 5493005RUXPCBST1N217 35563XBE1 1395000.00000000 PA USD 1771729.24000000 0.540977958451 Long ABS-MBS CORP US Y 2 2048-10-25 Floating 16.44450120 N N N N N N FHLMC 5493000ISE4NWBTOSK36 35564KPN3 600000.00000000 PA USD 618809.46000000 0.188946635176 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 9.08002080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UYG0 1741182.15000000 PA USD 161104.79000000 0.049191568566 Long ABS-MBS USGA US N 2 2051-06-20 Floating 0.92008080 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAM3 1385000.00000000 PA USD 1285547.18000000 0.392527635277 Long DBT CORP KY Y 2 2026-02-21 Fixed 2.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383UVS6 2236335.61000000 PA USD 258025.05000000 0.078785099679 Long ABS-MBS USGA US N 2 2051-07-20 Floating 0.87008040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFHM8 1437221.50000000 PA USD 1250557.61000000 0.381843956463 Long ABS-MBS CORP US N 2 2050-07-25 Fixed 3.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AD0 1520000.00000000 PA USD 1213947.85000000 0.370665570524 Long DBT CORP CH Y 2 2031-02-10 Variable 4.37500000 N N N N N N DROP Mortgage Trust N/A 26210YAA4 985000.00000000 PA USD 940675.00000000 0.287224723494 Long ABS-MBS CORP US Y 2 2043-10-15 Floating 6.58548000 N N N N N N Athene Holding Ltd. 549300H316CT32FQXI76 04686JAH4 490000.00000000 PA USD 476272.51000000 0.145424551511 Long DBT CORP US N 2 2054-04-01 Fixed 6.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382VER6 3151106.73000000 PA USD 2601281.46000000 0.794272568188 Long ABS-MBS USGA US N 2 2051-06-20 Floating 2.99999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BKHZ8 2669430.67000000 PA USD 449487.81000000 0.137246139146 Long ABS-MBS USGSE US N 2 2051-12-25 Fixed 3.00000000 N N N N N N FHLMC 5493000ISM9M3KNO6J64 35564KGS2 1740000.00000000 PA USD 1905890.38000000 0.581942581026 Long ABS-MBS CORP US Y 2 2033-12-25 Floating 10.78002000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383XXB5 1344615.99000000 PA USD 1406821.56000000 0.429557427993 Long ABS-MBS USGA US N 2 2051-09-20 Variable 6.96448080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383FT37 21645201.76000000 PA USD 99760.57000000 0.030460788406 Long ABS-MBS USGA US N 2 2052-02-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382P2W1 3447216.16000000 PA USD 15921.66000000 0.004861503060 Long ABS-MBS USGA US N 2 2051-03-20 Floating 0.00001080 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBL6 1850000.00000000 PA USD 1460517.85000000 0.445952997183 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Commercial Mortgage Trust N/A 12591RAE0 1015000.00000000 PA USD 911744.86000000 0.278391224717 Long ABS-MBS CORP US Y 2 2047-02-10 Variable 4.08485160 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NCB9 795000.00000000 PA USD 785831.45000000 0.239944955420 Long DBT CORP CA N 2 2029-04-05 Fixed 5.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381DT91 3260529.81000000 PA USD 233496.97000000 0.071295721311 Long ABS-MBS USGA US N 2 2063-10-16 Variable 0.94872960 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E06G2 1582195.58000000 PA USD 1598986.77000000 0.488232952810 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CGQ8 1073649.82000000 PA USD 921577.84000000 0.281393616576 Long ABS-MBS USGA US N 2 2050-01-20 Floating 3.49999920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RA75 5728614.97000000 PA USD 400625.53000000 0.122326581528 Long ABS-MBS USGA US N 2 2061-03-16 Variable 0.99223920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EP20 4151627.19000000 PA USD 3936497.01000000 1.201965891764 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Piedmont Natural Gas Co., Inc. VXB4M3BDPKF3I2AZ3G89 720186AP0 620000.00000000 PA USD 532331.31000000 0.162541487041 Long DBT CORP US N 2 2052-05-15 Fixed 5.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BLFH8 7761795.50000000 PA USD 31210.18000000 0.009529683812 Long ABS-MBS USGSE US N 2 2052-02-25 Floating 0.00001080 N N N N N N FORA Financial Asset Securitization LLC N/A 34513GAA1 845000.00000000 PA USD 814005.91000000 0.248547715654 Long ABS-O CORP US Y 2 2027-05-15 Fixed 2.62000000 N N N N N N Aircastle Ltd. 549300PNK8AKY3OIKP58 00928QAW1 545000.00000000 PA USD 514931.94000000 0.157228781550 Long DBT CORP BM Y 2 2026-06-15 Variable 5.25000000 N N N N N N CSMC Trust N/A 22946DAA0 929617.52000000 PA USD 730445.20000000 0.223033375605 Long ABS-MBS CORP US Y 2 2066-05-25 Variable 0.93800160 N N N N N N Multifamily Connecticut Avenue Securities Trust 549300HG8ZEWVWVSN227 62547NAB5 1600932.95000000 PA USD 1574987.27000000 0.480904970509 Long ABS-MBS CORP US Y 2 2049-10-25 Floating 8.69450040 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05530SAL0 400000.00000000 PA USD 392125.00000000 0.119731038563 Long ABS-MBS CORP US Y 2 2039-01-15 Floating 8.32100040 N N N N N N EnLink Midstream LLC 54930000GY1H533OBE23 29336TAC4 475000.00000000 PA USD 466709.04000000 0.142504451555 Long DBT CORP US Y 2 2028-01-15 Fixed 5.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382A4Z5 749734.38000000 PA USD 5218.83000000 0.001593512109 Long ABS-MBS USGA US N 2 2049-11-20 Floating 0.00001080 N N N N N N Braskem Netherlands Finance BV 2549000TLMHFQ74DS330 10554TAB1 1135000.00000000 PA USD 1013406.77000000 0.309432566296 Long DBT CORP NL Y 2 2028-01-10 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382VKV0 2909414.87000000 PA USD 283677.55000000 0.086617807277 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 2.50000000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248BB3 580000.00000000 PA USD 549871.52000000 0.167897196470 Long DBT CORP US Y 2 2029-04-01 Fixed 5.20000000 N N N N N N FHLMC 549300EUJICRX5L38Y52 35564XBE0 755000.00000000 PA USD 853080.99000000 0.260478859830 Long ABS-MBS CORP US Y 2 2049-09-25 Floating 12.94449840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383XYN8 529692.51000000 PA USD 421446.67000000 0.128684086702 Long ABS-MBS USGA US N 2 2053-04-20 None 0.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CN7 1325000.00000000 PA USD 1314055.01000000 0.401232186360 Long DBT CORP DE N 2 2027-11-16 Floating 6.59744280 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31325YRN0 2261919.57000000 PA USD 281185.06000000 0.085856752979 Long ABS-MBS USGSE US N 2 2052-06-15 Fixed 2.00000000 N N N N N N Duquesne Light Holdings, Inc. 4CUJ1D8WDXK9X7QI6B93 266233AG0 990000.00000000 PA USD 917623.00000000 0.280186049855 Long DBT CORP US Y 2 2027-08-01 Fixed 3.61600000 N N N N N N Connecticut Avenue Securities Trust N/A 20754RAJ5 1765000.00000000 PA USD 1851703.68000000 0.565397270558 Long ABS-MBS CORP US Y 2 2041-10-25 Floating 11.33002080 N N N N N N Mileage Plus Holdings LLC N/A 599191AA1 1170000.00000000 PA USD 1171975.70000000 0.357849838015 Long DBT CORP US Y 2 2027-06-20 Fixed 6.50000000 N N N N N N Owens-Brockway Glass Container, Inc. V2UQUCDZJ9WY98W8QU33 69073TAT0 571000.00000000 PA USD 570528.18000000 0.174204479492 Long DBT CORP US Y 2 2027-05-13 Fixed 6.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QWD8 2309938.84000000 PA USD 1806144.41000000 0.551486250569 Long ABS-MBS USGA US N 2 2051-05-20 Floating 2.49999840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383CLU2 1687383.37000000 PA USD 213097.11000000 0.065066849334 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382VET2 4465745.23000000 PA USD 25654.37000000 0.007833278581 Long ABS-MBS USGA US N 2 2051-06-20 Floating 0.00001080 N N N N N N SLG Office Trust N/A 78449RAN5 660000.00000000 PA USD 454629.71000000 0.138816161530 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.85061000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAK7 1330000.00000000 PA USD 1238160.81000000 0.378058730480 Long DBT CORP US Y 2 2026-01-30 Fixed 1.95000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AK6 2445000.00000000 PA USD 1923920.87000000 0.587447992039 Long DBT NUSS MX Y 2 2033-07-26 Fixed 3.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382XFY6 7406779.04000000 PA USD 1128305.76000000 0.344515704078 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YEH4 510000.00000000 PA USD 410394.08000000 0.125309300398 Long DBT CORP US N 2 2032-10-20 Variable 2.51100000 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust N/A 46634SAM7 695000.00000000 PA USD 633276.56000000 0.193364004402 Long ABS-MBS CORP US Y 2 2045-05-15 Variable 5.12924040 N N N N N N Connecticut Avenue Securities Trust N/A 20753VBE7 490000.00000000 PA USD 521580.45000000 0.159258830660 Long ABS-MBS CORP US Y 2 2040-02-25 Floating 9.09450000 N N N N N N California Institute of Technology 549300CITPNHOTVPHC04 13034VAD6 772000.00000000 PA USD 496727.04000000 0.151670116370 Long DBT CORP US N 2 2119-09-01 Fixed 3.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383X4D3 713334.01000000 PA USD 789081.24000000 0.240937242909 Long ABS-MBS USGA US N 2 2051-11-20 Variable 7.88783040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QAD2 3525417.06000000 PA USD 359481.14000000 0.109763596394 Long ABS-MBS USGA US N 2 2051-03-20 Floating 0.87008040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383C3X6 5442571.48000000 PA USD 68349.99000000 0.020869914666 Long ABS-MBS USGA US N 2 2051-11-20 Floating 0.00001080 N N N N N N N/A N/A N/A 128.00000000 NC USD -1042182.20000000 -0.31821882608 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury Ultra Bonds 2024-06-18 15304000.00000000 USD -1042182.20000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H3WL2 1213176.56000000 PA USD 139125.15000000 0.042480328211 Long ABS-MBS USGSE US N 2 2051-10-25 Fixed 3.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DZ5 1485000.00000000 PA USD 1115605.05000000 0.340637682531 Long DBT NUSS CO N 2 2032-04-22 Fixed 3.25000000 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAG0 2012125.51000000 PA USD 1768290.71000000 0.539928041287 Long ABS-O CORP US Y 2 2061-03-15 Fixed 1.98000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382NAB3 3718384.12000000 PA USD 18554.36000000 0.005665368932 Long ABS-MBS USGA US N 2 2051-01-20 Floating 0.00001080 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAB4 395000.00000000 PA USD 350864.75000000 0.107132676857 Long DBT CORP FR Y 2 2026-05-26 Variable 4.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAA48 659371.47000000 PA USD 524455.30000000 0.160136634361 Long ABS-MBS USGSE US N 2 2055-01-25 None 0.00000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132E0W57 913188.01000000 PA USD 907233.66000000 0.277013779614 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GXR0 740000.00000000 PA USD 584233.55000000 0.178389262875 Long DBT CORP US N 2 2032-01-27 Variable 1.99200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384AQK2 1179779.72000000 PA USD 891446.16000000 0.272193240828 Long ABS-MBS USGA US N 2 2052-07-20 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AEQ4 413612.54000000 PA USD 357094.99000000 0.109035011841 Long ABS-MBS USGA US N 2 2049-10-20 Floating 3.49999920 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAL9 1135000.00000000 PA USD 899453.73000000 0.274638263901 Long DBT CORP US N 2 2039-12-31 Fixed 2.74200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382HNF3 1545710.36000000 PA USD 194982.86000000 0.059535863129 Long ABS-MBS USGA US N 2 2050-07-20 Fixed 2.50000000 N N N N N N Connecticut Avenue Securities Trust 549300Z5THZ1JXIHVK60 20754PAD2 2134000.00000000 PA USD 2365045.62000000 0.722140563167 Long ABS-MBS CORP US Y 2 2039-11-25 Floating 14.69450160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382KWF6 1086254.06000000 PA USD 783297.69000000 0.239171299784 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 1.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 060505FQ2 910000.00000000 PA USD 885283.95000000 0.270311678053 Long DBT CORP US N 2 2025-01-28 Variable 4.30000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401AU2 1070000.00000000 PA USD 886006.30000000 0.270532239649 Long DBT CORP CH Y 2 2032-05-14 Variable 3.09100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382P5H1 993774.11000000 PA USD 107336.45000000 0.032773999704 Long ABS-MBS USGA US N 2 2051-03-20 Floating 0.87008040 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397C92 700000.00000000 PA USD 714315.69000000 0.218108407843 Long DBT CORP US N 2 2028-05-12 Fixed 6.80000000 N N N N N N Connecticut Avenue Securities Trust N/A 20753YAL6 510000.00000000 PA USD 578445.26000000 0.176621872443 Long ABS-MBS CORP US Y 2 2042-03-25 Floating 14.83002000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AR0 415000.00000000 PA USD 359017.76000000 0.109622108428 Long DBT CORP US N 2 2031-08-15 Fixed 3.37500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCZ6 905000.00000000 PA USD 912999.97000000 0.278774458696 Long DBT CORP US N 2 2029-06-08 Variable 6.31200000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDF9 330000.00000000 PA USD 324580.50000000 0.099107071373 Long DBT CORP US N 2 2035-02-01 Variable 6.05100000 N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DL6 450000.00000000 PA USD 453240.22000000 0.138391896102 Long DBT CORP US Y 2 2034-05-01 Fixed 6.52800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384BPQ8 4808924.21000000 PA USD 137091.37000000 0.041859335946 Long ABS-MBS USGA US N 2 2053-06-20 Floating 0.00001080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BHQA0 1675452.11000000 PA USD 138635.79000000 0.042330907538 Long ABS-MBS USGSE US N 2 2047-09-25 Floating 0.50550120 N N N N N N Nissan Motor Acceptance Co. LLC 7D6DIU2QXTUJRFNNJA49 65480CAC9 2670000.00000000 PA USD 2412384.28000000 0.736594900243 Long DBT CORP US Y 2 2026-09-16 Fixed 1.85000000 N N N N N N Multifamily Connecticut Avenue Securities Trust 5493002KQF9IH3CTQZ40 62548QAF8 835000.00000000 PA USD 823533.36000000 0.251456817301 Long ABS-MBS CORP US Y 2 2050-03-25 Floating 12.94449840 N N N N N N Ford Credit Auto Owner Trust N/A 345285AD2 230000.00000000 PA USD 208867.12000000 0.063775268598 Long ABS-O CORP US Y 2 2034-05-15 Fixed 2.60000000 N N N N N N Teva Pharmaceutical Finance Netherlands III BV 5493004T21MOAFINJP35 88167AAE1 1653000.00000000 PA USD 1531370.49000000 0.467587068390 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CDW8 2356710.35000000 PA USD 16551.41000000 0.005053790268 Long ABS-MBS USGA US N 2 2050-01-20 Floating 0.00001080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383GMT5 4185208.02000000 PA USD 16760.50000000 0.005117633590 Long ABS-MBS USGA US N 2 2052-01-20 Floating 0.00001080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H6KD6 322781.89000000 PA USD 4980.27000000 0.001520670448 Long ABS-MBS USGSE US N 2 2052-02-25 Floating 0.00001080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31422MZU3 3436921.26000000 PA USD 327257.08000000 0.099924335519 Long ABS-MBS USGSE US N 2 2052-02-25 Fixed 1.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BBX23 1487006.04000000 PA USD 145434.99000000 0.044406968176 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 0.80550000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QUD86 1731682.18000000 PA USD 1754996.44000000 0.535868782750 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 6.50000000 N N N N N N FHLMC 549300TCRXCIFPAC3B85 35565JBE0 1592000.00000000 PA USD 1693312.33000000 0.517034220931 Long ABS-MBS CORP US Y 2 2050-01-25 Floating 10.54450080 N N N N N N First Horizon Corp. TF3RXI1ZB1TQ30H9JV10 320517AD7 2115000.00000000 PA USD 2063526.93000000 0.630075160808 Long DBT CORP US N 2 2025-05-26 Fixed 4.00000000 N N N N N N FHLMC 5493007ZK0X40BI7UF30 35564KDY2 1430000.00000000 PA USD 1644059.85000000 0.501995520052 Long ABS-MBS CORP US Y 2 2033-08-25 Floating 11.33002080 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GFD1 405000.00000000 PA USD 427458.15000000 0.130519625736 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A 95001XAJ5 1075000.00000000 PA USD 769750.53000000 0.235034824077 Long ABS-MBS CORP US Y 2 2052-05-15 Fixed 3.00000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 639057AN8 560000.00000000 PA USD 548470.79000000 0.167469499032 Long DBT CORP GB N 2 2035-03-01 Variable 5.77800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFLG6 664899.11000000 PA USD 91875.16000000 0.028053065540 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BFKM4 974067.71000000 PA USD 150005.55000000 0.045802538200 Long ABS-MBS USGSE US N 2 2051-03-25 Fixed 2.50000000 N N N N N N American Airlines, Inc. N/A 00253XAA9 963333.31560000 PA USD 952157.98000000 0.290730924632 Long DBT CORP US Y 2 2026-04-20 Fixed 5.50000000 N N N N N N FHLMC 5493000IT2BRJ2Q9YQ96 35565TBE8 290000.00000000 PA USD 346637.61000000 0.105841966338 Long ABS-MBS CORP US Y 2 2050-11-25 Floating 12.73002120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382ML56 786133.31000000 PA USD 97356.79000000 0.029726820727 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HTPF7 509603.50000000 PA USD 367532.90000000 0.112222112395 Long ABS-MBS USGSE US N 2 2043-08-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382XTS4 881409.59000000 PA USD 692118.42000000 0.211330716570 Long ABS-MBS USGA US N 2 2051-08-20 Floating 2.49999840 N N N N N N Multifamily Connecticut Avenue Securities Trust 254900JAK6X5OPMD5925 62548NAB4 1655000.00000000 PA USD 1728171.69000000 0.527678141559 Long ABS-MBS CORP US Y 2 2053-11-25 Floating 11.83002120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382VAW9 2362962.11000000 PA USD 260903.39000000 0.079663969013 Long ABS-MBS USGA US N 2 2051-06-20 Floating 0.87008040 N N N N N N Avant Loans Funding Trust N/A 05356GAD5 690000.00000000 PA USD 678300.22000000 0.207111481793 Long ABS-O CORP US Y 2 2031-09-15 Fixed 11.02000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384AWS8 1249673.14000000 PA USD 1125241.31000000 0.343580008110 Long ABS-MBS USGA US N 2 2053-05-20 Floating 1.63929960 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAS4 1200000.00000000 PA USD 1181080.98000000 0.360630034714 Long DBT CORP ES N 2 2027-08-18 Fixed 5.29400000 N N N N N N BBCMS Mortgage Trust N/A 05548WAE7 1180000.00000000 PA USD 1062000.24000000 0.324270045749 Long ABS-MBS CORP US Y 2 2037-03-15 Floating 6.63900840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FU6G4 3017072.76000000 PA USD 332770.15000000 0.101607690563 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 0.60549840 N N N N N N Onslow Bay Mortgage Loan Trust N/A 67115DAA0 669201.08000000 PA USD 543220.50000000 0.165866380959 Long ABS-MBS CORP US Y 2 2061-10-25 Variable 1.95699960 N N N N N N BX Trust N/A 05606FAN3 809000.00000000 PA USD 677731.34000000 0.206937780567 Long ABS-MBS CORP US Y 2 2041-12-09 Variable 4.07545560 N N N N N N MainStay U.S. Government Liquidity Fund 549300Y3ZLEL13IJCK58 56064L488 4188611.62000000 NS USD 4188611.62000000 1.278946303858 Long STIV RF US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 38381JA72 3155654.47000000 PA USD 314611.81000000 0.096063241965 Long ABS-MBS USGA US N 2 2066-02-16 Variable 1.38632040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LBS9 839908.67000000 PA USD 90243.74000000 0.027554929458 Long ABS-MBS USGA US N 2 2050-11-20 Floating 0.87008040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383FAC7 2546291.07000000 PA USD 3145.69000000 0.000960501704 Long ABS-MBS USGA US N 2 2051-12-20 Floating 0.00001080 N N N N N N BBCMS Mortgage Trust N/A 05548WAA5 600000.00000000 PA USD 570000.18000000 0.174043260523 Long ABS-MBS CORP US Y 2 2037-03-15 Floating 6.24000960 N N N N N N Connecticut Avenue Securities Trust N/A 20753XAJ3 615000.00000000 PA USD 703721.25000000 0.214873512582 Long ABS-MBS CORP US Y 2 2042-03-25 Floating 15.18001920 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBT1 2135000.00000000 PA USD 1738508.08000000 0.530834244102 Long DBT CORP GB N 2 2028-03-15 Variable 4.37500000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GYM0 730000.00000000 PA USD 666545.25000000 0.203522231512 Long DBT CORP US N 2 2027-10-21 Variable 1.94800000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05530SAQ9 800000.00000000 PA USD 775556.80000000 0.236807704504 Long ABS-MBS CORP US Y 2 2039-01-15 Floating 10.27761120 N N N N N N FHLMC 5493000ISBDRXIMCHZ70 35564KQZ5 1405000.00000000 PA USD 1496172.98000000 0.456839897393 Long ABS-MBS CORP US Y 2 2042-01-25 Floating 12.43001880 N N N N N N Delta Air Lines, Inc. N/A 830867AA5 557256.01000000 PA USD 549579.72000000 0.167808098562 Long DBT CORP US Y 2 2025-10-20 Fixed 4.50000000 N N N N N N Textron Financial Corp. 4E8B2CNXPE5P5AY03O18 883199AR2 1685000.00000000 PA USD 1447508.25000000 0.441980659486 Long DBT CORP US Y 2 2042-02-15 Floating 7.30360080 N N N N N N First Horizon Bank COOWI3L2W9TPYR3WJX37 337158AJ8 1606000.00000000 PA USD 1482252.53000000 0.452589441708 Long DBT CORP US N 2 2030-05-01 Fixed 5.75000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400HV8 280000.00000000 PA USD 266938.98000000 0.081506869769 Long DBT CORP US N 2 2053-03-01 Fixed 5.70000000 N N N N N N FHLMC 5493007ZK0X40BI7UF30 35565KBE7 575000.00000000 PA USD 614352.43000000 0.187585730284 Long ABS-MBS CORP US Y 2 2050-02-25 Floating 10.24449840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133Q3C33 933801.78000000 PA USD 729434.12000000 0.222724653493 Long ABS-MBS USGSE US N 2 2053-09-25 None 0.00000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAS1 840000.00000000 PA USD 816501.77000000 0.249309798943 Long DBT CORP US Y 2 2034-04-15 Fixed 6.00000000 N N N N N N FHLMC 5493000IRODEKU3J3Q16 35564KTJ8 655000.00000000 PA USD 708631.40000000 0.216372772663 Long ABS-MBS CORP US Y 2 2042-03-25 Floating 10.58001840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FBKV7 690273.00000000 PA USD 592718.44000000 0.180980030339 Long ABS-MBS USGSE US N 2 2047-11-15 Fixed 3.50000000 N N N N N N Empresa Nacional del Petroleo 549300YP3P0JZBLIV197 29245JAM4 1615000.00000000 PA USD 1354129.21000000 0.413468400795 Long DBT NUSS CL Y 2 2031-09-16 Fixed 3.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31423YVM8 3635550.18000000 PA USD 625643.54000000 0.191033346036 Long ABS-MBS USGSE US N 2 2052-10-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LQC8 1260922.04000000 PA USD 888956.34000000 0.271433001786 Long ABS-MBS USGA US N 2 2050-11-20 Fixed 1.00000000 N N N N N N Bayview Commercial Asset Trust N/A 07325BAB4 19336.38000000 PA USD 18385.93000000 0.005613940691 Long ABS-MBS CORP US Y 2 2036-12-25 Floating 5.77632960 N N N N N N JPMDB Commercial Mortgage Securities Trust N/A 46648KBA3 655000.00000000 PA USD 557132.45000000 0.170114241264 Long ABS-MBS CORP US N 2 2050-10-15 Variable 4.28924160 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 86765BAQ2 940000.00000000 PA USD 824918.03000000 0.251879610994 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N Multifamily Connecticut Avenue Securities Trust 5493002KQF9IH3CTQZ40 62548QAD3 1651222.81000000 PA USD 1626463.55000000 0.496622684161 Long ABS-MBS CORP US Y 2 2050-03-25 Floating 9.19450080 N N N N N N Jefferies Financial Group, Inc. 549300HOF34RGOJ5YL07 47233WEJ4 685000.00000000 PA USD 677175.83000000 0.206768161723 Long DBT CORP US N 2 2034-04-14 Fixed 6.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418ER77 1082394.03000000 PA USD 1026249.55000000 0.313353967348 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526CK3 890000.00000000 PA USD 729766.14000000 0.222826032133 Long DBT CORP DE N 2 2032-05-28 Variable 3.03500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383GRY9 460906.56000000 PA USD 60125.40000000 0.018358626932 Long ABS-MBS USGA US N 2 2050-06-20 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383X4E1 789642.75000000 PA USD 835279.99000000 0.255043521055 Long ABS-MBS USGA US N 2 2051-07-20 Variable 7.50983040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383CYH7 2465029.32000000 PA USD 263175.65000000 0.080357778512 Long ABS-MBS USGA US N 2 2050-11-20 Floating 0.87008040 N N N N N N DBJPM 16-C1 Mortgage Trust N/A 23312LAV0 755000.00000000 PA USD 653683.30000000 0.199594977112 Long ABS-MBS CORP US N 2 2049-05-10 Variable 3.47076720 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBX2 370000.00000000 PA USD 363841.02000000 0.111094837606 Long DBT CORP GB N 2 2029-03-15 Variable 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QAM2 5781370.52000000 PA USD 597486.14000000 0.182435794885 Long ABS-MBS USGA US N 2 2051-03-20 Floating 0.87008040 N N N N N N United States of America 254900HROIFWPRGM1V77 912828Z37 135000.00000000 PA USD 144418.63000000 0.044096633873 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BGMS7 7395554.95000000 PA USD 1087113.30000000 0.331938041300 Long ABS-MBS USGSE US N 2 2048-07-25 Fixed 3.00000000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397B85 755000.00000000 PA USD 733688.64000000 0.224023724193 Long DBT CORP US N 2 2025-02-10 Fixed 2.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382AGG4 434909.81000000 PA USD 376372.65000000 0.114921232441 Long ABS-MBS USGA US N 2 2049-10-20 Floating 3.49999920 N N N N N N DISH DBS Corp. N/A 25470XBF1 635000.00000000 PA USD 428804.07000000 0.130930587545 Long DBT CORP US Y 2 2028-12-01 Fixed 5.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 1080000.00000000 PA USD 689515.63000000 0.210535983386 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 832248AZ1 965000.00000000 PA USD 917207.83000000 0.280059282280 Long DBT CORP US Y 2 2027-02-01 Fixed 4.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382RLF3 320732.66000000 PA USD 50088.50000000 0.015293970354 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.00000000 N N N N N N OneMain Finance Corp. 5493008I795YYBFWFU90 682691AB6 575000.00000000 PA USD 529004.48000000 0.161525676238 Long DBT CORP US N 2 2027-01-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383V3K2 2148541.06000000 PA USD 337057.75000000 0.102916861876 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Exeter Automobile Receivables Trust N/A 30165XAG0 1040000.00000000 PA USD 983243.98000000 0.300222691453 Long ABS-O CORP US Y 2 2028-07-17 Fixed 2.90000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384BBR1 414019.13000000 PA USD 401228.67000000 0.122510743667 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371NCX1 3631.73000000 PA USD 3641.87000000 0.001112004787 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J9K91 629465.45000000 PA USD 564369.44000000 0.172323976243 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.50000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JJ7 2235000.00000000 PA USD 1433443.27000000 0.437686073161 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQG37 690802.70000000 PA USD 526713.85000000 0.160826257663 Long ABS-MBS CORP US N 2 2053-03-25 None 0.00000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AM1 2643000.00000000 PA USD 2579029.54000000 0.787478190141 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380REA4 2449260.41000000 PA USD 173181.33000000 0.052879006695 Long ABS-MBS USGA US N 2 2062-12-16 Variable 0.97836840 N N N N N N New Economy Assets Phase 1 Sponsor LLC N/A 643821AA9 1460000.00000000 PA USD 1272112.75000000 0.388425580432 Long ABS-O CORP US Y 2 2061-10-20 Fixed 1.91000000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 36186CBY8 1205000.00000000 PA USD 1304619.28000000 0.398351090402 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N BBCMS Mortgage Trust N/A 05548WAC1 355000.00000000 PA USD 327487.43000000 0.099994670348 Long ABS-MBS CORP US Y 2 2037-03-15 Floating 6.48901080 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49327V2C7 715000.00000000 PA USD 613982.43000000 0.187472754870 Long DBT CORP US N 2 2032-08-08 Fixed 4.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HB5E0 772013.25000000 PA USD 622796.83000000 0.190164134573 Long ABS-MBS USGSE US N 2 2053-12-25 None 0.00000000 N N N N N N JetBlue Pass-Through Trust N/A 477143AH4 641429.04000000 PA USD 541140.39000000 0.165231242341 Long ABS-O CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N N/A N/A N/A 136.00000000 NC USD -716426.11000000 -0.21875280128 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury Long Bonds 2024-06-18 15478500.00000000 USD -716426.11000000 N N N Solventum Corp. 254900I70403OSGY4M28 83444MAJ0 545000.00000000 PA USD 508835.55000000 0.155367316185 Long DBT CORP US Y 2 2054-04-30 Fixed 5.90000000 N N N N N N TruGreen LP 549300QNRP2MNHR3QM19 89787RAH5 593236.72000000 PA USD 569803.87000000 0.173983319432 Long LON CORP US N 2 2027-11-02 Variable 9.41573000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136ATEN0 1379720.75500000 PA USD 119903.53000000 0.036611218805 Long ABS-MBS USGSE US N 2 2046-06-25 Floating 0.60549840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381KAF1 990000.00000000 PA USD 730105.89000000 0.222929771044 Long ABS-MBS USGA US N 2 2064-08-16 Variable 2.49999840 N N N N N N Invitation Homes Operating Partnership LP 549300147YMUQB3GW319 46188BAA0 990000.00000000 PA USD 765138.59000000 0.233626619127 Long DBT CORP US N 2 2031-08-15 Fixed 2.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 91282CKN0 3540000.00000000 PA USD 3523406.25000000 1.075833189907 Long DBT UST US N 2 2031-04-30 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BGKA8 443478.77000000 PA USD 55459.41000000 0.016933918412 Long ABS-MBS USGSE US N 2 2051-06-25 Fixed 2.50000000 N N N N N N United Airlines Pass-Through Trust N/A 90931GAA7 1098059.89000000 PA USD 1095045.28000000 0.334359983801 Long ABS-O CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N UBS Commercial Mortgage Trust N/A 90291JBB2 575000.00000000 PA USD 423605.20000000 0.129343170001 Long ABS-MBS CORP US N 2 2051-03-15 Variable 5.11229880 N N N N N N One Bryant Park Trust N/A 68236JAA9 355000.00000000 PA USD 294581.13000000 0.089947095023 Long ABS-MBS CORP US Y 2 2054-09-15 Fixed 2.51641000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KNLB7 2495764.87000000 PA USD 1999436.10000000 0.610505733614 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382CDV0 855588.49000000 PA USD 722931.98000000 0.220739296846 Long ABS-MBS USGA US N 2 2050-01-20 Floating 3.49999920 N N N N N N FHLMC 5493000ISU5NYXNHD479 35564KJB6 1745000.00000000 PA USD 1921636.40000000 0.586750454352 Long ABS-MBS CORP US Y 2 2034-01-25 Floating 10.83002040 N N N N N N CF Hippolyta Issuer LLC N/A 12530MAA3 1401346.13000000 PA USD 1313507.79000000 0.401065098775 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.69000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381WS33 403570.70000000 PA USD 350971.84000000 0.107165375606 Long ABS-MBS USGA US N 2 2049-07-20 Floating 3.49999920 N N N N N N CIM Trust N/A 12564ECM2 30726333.91000000 PA USD 337716.21000000 0.103117915366 Long ABS-MBS CORP US Y 2 2051-04-25 Variable 0.20999880 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HBD6 800000.00000000 PA USD 780292.48000000 0.238253692096 Long DBT CORP ES N 2 2034-03-14 Fixed 6.35000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WHE0 1246950.68000000 PA USD 1085248.98000000 0.331368791775 Long ABS-MBS USGA US N 2 2051-07-20 Floating 3.49999920 N N N N N N Flagship Credit Auto Trust N/A 33845WAJ8 1910000.00000000 PA USD 1881055.29000000 0.574359460545 Long ABS-O CORP US Y 2 2026-12-15 Fixed 4.52000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FUFU3 1497564.17000000 PA USD 136141.61000000 0.041569337218 Long ABS-MBS USGSE US N 2 2050-07-25 Floating 0.65549880 N N N N N N Cantor Fitzgerald LP 549300RLUEEVQEMX0450 138616AM9 635000.00000000 PA USD 644372.65000000 0.196752072951 Long DBT CORP US Y 2 2028-12-12 Fixed 7.20000000 N N N N N N CSMC WEST Trust N/A 12655QAA3 1685000.00000000 PA USD 1243492.93000000 0.379686834440 Long ABS-MBS CORP US Y 2 2035-02-15 Fixed 3.04030000 N N N N N N Ally Financial, Inc. 549300JBN1OSM8YNAI90 02005NBT6 270000.00000000 PA USD 275817.89000000 0.084217946889 Long DBT CORP US N 2 2029-06-13 Variable 6.99200000 N N N N N N American Credit Acceptance Receivables Trust N/A 02530WAG9 2265000.00000000 PA USD 2210721.54000000 0.675019409520 Long ABS-O CORP US Y 2 2028-03-13 Fixed 2.46000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XM3V6 1352276.15000000 PA USD 1344033.59000000 0.410385814713 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Tapestry, Inc. 549300LJNVY5SW3VTN33 876030AF4 585000.00000000 PA USD 611087.78000000 0.186588905457 Long DBT CORP US N 2 2033-11-27 Fixed 7.85000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382UG62 302667.18000000 PA USD 260554.49000000 0.079557436251 Long ABS-MBS USGA US N 2 2051-06-20 Floating 3.49999920 N N N N N N INVESCO GOVT AND AGCY LEX O37NHJVF7S22I1ONOU83 825252885 1084422.50000000 NS USD 1084422.50000000 0.331116435234 Long STIV RF US N 1 N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967HS3 774000.00000000 PA USD 715472.83000000 0.218461727764 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N Gazprom PJSC Via Gaz Capital SA 213800568PRHV2JR9650 368266AT9 1521000.00000000 PA USD 988650.00000000 0.301873359962 Long DBT CORP LU Y 2 2028-02-06 Fixed 4.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EV98 1252924.49000000 PA USD 1241851.37000000 0.379185602221 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N American Home Mortgage Investment Trust N/A 02660TGS6 622778.21000000 PA USD 424886.57000000 0.129734422180 Long ABS-MBS CORP US N 2 2045-11-25 Floating 6.03132840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382QHY9 1276201.20000000 PA USD 1034.23000000 0.000315790709 Long ABS-MBS USGA US N 2 2051-04-20 Floating 0.00001080 N N N N N N Quad/Graphics, Inc. W2D68G5NJH4X0NW8PT65 747301109 1.00000000 NS USD 4.49000000 0.000001370971 Long EC CORP US N 1 N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHZ5 755000.00000000 PA USD 635397.93000000 0.194011741306 Long DBT CORP US N 2 2031-02-13 Variable 2.49600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382P5E8 1200688.43000000 PA USD 130602.00000000 0.039877878478 Long ABS-MBS USGA US N 2 2051-03-20 Floating 0.87008040 N N N N N N M&T Bank Corp. 549300WYXDDBYRASEG81 55261FAT1 625000.00000000 PA USD 610636.06000000 0.186450977744 Long DBT CORP US N 2 2032-03-13 Variable 6.08200000 N N N N N N FHLMC 5493000IT1PBTE7DAT80 35564KBE8 1755000.00000000 PA USD 1859951.46000000 0.567915639102 Long ABS-MBS CORP US Y 2 2051-01-25 Floating 10.08002160 N N N N N N CD Mortgage Trust N/A 12515DAF1 825000.00000000 PA USD 641482.30000000 0.195869536497 Long ABS-MBS CORP US Y 2 2050-05-10 Fixed 3.30000000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555DB7 1320000.00000000 PA USD 861922.87000000 0.263178630249 Long DBT CORP US N 2 2050-05-15 Fixed 3.35000000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AP0 1780000.00000000 PA USD 1512525.99000000 0.461833108413 Long DBT CORP FR Y 2 2029-03-23 Variable 4.75000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3133KN4F7 688167.49000000 PA USD 597913.79000000 0.182566373090 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.50000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214EX7 2013000.00000000 PA USD 1618080.32000000 0.494062957455 Long DBT CORP AU N 2 2036-11-18 Variable 3.02000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138E4Z79 482712.64000000 PA USD 445142.04000000 0.135919206266 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05571AAR6 410000.00000000 PA USD 421917.61000000 0.128827883030 Long DBT CORP FR Y 2 2029-10-19 Variable 6.71400000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 031162DU1 450000.00000000 PA USD 429827.48000000 0.131243074487 Long DBT CORP US N 2 2063-03-02 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WH26 1909404.23000000 PA USD 339944.41000000 0.103798271630 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383FKL6 12454056.59000000 PA USD 18643.72000000 0.005692654021 Long ABS-MBS USGA US N 2 2051-12-20 Floating 0.00001080 N N N N N N N/A N/A N/A -8.00000000 NC USD 4919.10000000 0.001501992864 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A U.S. Treasury 10 Year Ultra Bonds 2024-06-18 -881750.00000000 USD 4919.10000000 N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F9Y54 1432396.81000000 PA USD 258873.06000000 0.079044030168 Long ABS-MBS USGSE US N 2 2050-08-25 Fixed 3.00000000 N N N N N N Huntington Bancshares, Inc. 549300XTVCVV9I7B5T19 446150BD5 895000.00000000 PA USD 858039.00000000 0.261992733433 Long DBT CORP US N 2 2035-02-02 Variable 5.70900000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397D42 555000.00000000 PA USD 575042.11000000 0.175582758171 Long DBT CORP US N 2 2030-06-10 Fixed 7.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BLHM5 993232.19000000 PA USD 1112.32000000 0.000339634628 Long ABS-MBS USGSE US N 2 2052-02-25 Floating 0.00001080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J86U2 876278.03000000 PA USD 803727.62000000 0.245409353304 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 53944YAU7 680000.00000000 PA USD 638009.90000000 0.194809277502 Long DBT CORP GB N 2 2033-08-11 Variable 4.97600000 N N N N N N National Fuel Gas Co. 8JB38FFW1Y3C1HM8E841 636180BR1 1820000.00000000 PA USD 1496221.51000000 0.456854715493 Long DBT CORP US N 2 2031-03-01 Fixed 2.95000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565ASK0 1825000.00000000 PA USD 1464350.25000000 0.447123178202 Long DBT CORP FR Y 2 2031-02-25 Variable 4.62500000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83370RAA6 1515000.00000000 PA USD 1225408.51000000 0.374164956497 Long DBT CORP FR Y 2 2030-11-18 Variable 5.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382PMU3 2642072.02000000 PA USD 417426.51000000 0.127456575240 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 3.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RBY7 445000.00000000 PA USD 424878.65000000 0.129732003896 Long DBT CORP FR Y 2 2055-01-19 Variable 7.13200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FWMZ0 2228813.85000000 PA USD 41019.09000000 0.012524726162 Long ABS-MBS USGSE US N 2 2050-10-25 Floating 0.00001080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XNHU1 1063899.55000000 PA USD 1075502.84000000 0.328392915552 Long ABS-MBS USGSE US N 2 2053-12-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140QPSF5 764030.60000000 PA USD 659308.17000000 0.201312469052 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N NatWest Group plc 2138005O9XJIJN4JPN90 780097BP5 1040000.00000000 PA USD 961205.52000000 0.293493491060 Long DBT CORP GB N 2 2028-05-22 Variable 3.07300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XMMG8 554405.44000000 PA USD 550331.11000000 0.168037527201 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BQFY0 806978.13000000 PA USD 594006.92000000 0.181373453478 Long ABS-MBS USGSE US N 2 2053-10-25 None 0.00000000 N N N N N N Life Mortgage Trust N/A 53218DAJ7 650000.00000000 PA USD 619531.25000000 0.189167025782 Long ABS-MBS CORP US Y 2 2039-05-15 Floating 7.86288960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FAD21 378712.08000000 PA USD 329265.95000000 0.100537721790 Long ABS-MBS USGSE US N 2 2047-08-15 Fixed 3.50000000 N N N N N N Nordstrom, Inc. 549300S3IZB5P35KNV16 655664AY6 290000.00000000 PA USD 250129.59000000 0.076374308157 Long DBT CORP US N 2 2031-08-01 Fixed 4.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38384CBE8 1959885.21000000 PA USD 1273841.70000000 0.388953496222 Long ABS-MBS USGA US N 2 2051-01-20 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JN94 3606317.43000000 PA USD 248447.14000000 0.075860590628 Long ABS-MBS USGA US N 2 2065-10-16 Variable 0.87671880 N N N N N N GLS Auto Receivables Issuer Trust N/A 36263LAJ8 1685000.00000000 PA USD 1562277.24000000 0.477024103203 Long ABS-O CORP US Y 2 2028-10-16 Fixed 3.20000000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555DD3 1500000.00000000 PA USD 1187397.72000000 0.362558781519 Long DBT CORP US N 2 2031-12-15 Fixed 2.20000000 N N N N N N British Airways Pass-Through Trust N/A 11042CAA8 1696522.06000000 PA USD 1440023.70000000 0.439695334795 Long ABS-O CORP US Y 2 2035-03-15 Fixed 2.90000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383GSL6 1739152.51000000 PA USD 1358992.90000000 0.414953474828 Long ABS-MBS USGA US N 2 2052-01-20 Floating 2.49999840 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 052528AR7 935000.00000000 PA USD 911919.38000000 0.278444512472 Long DBT CORP AU Y 2 2034-09-18 Variable 5.73100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381XZV1 407833.32000000 PA USD 364766.90000000 0.111377544840 Long ABS-MBS USGA US N 2 2049-08-20 Floating 3.99999960 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 927804GL2 415000.00000000 PA USD 388812.72000000 0.118719670442 Long DBT CORP US N 2 2053-04-01 Fixed 5.45000000 N N N N N N Connecticut Avenue Securities Trust N/A 20753UAF7 1925000.00000000 PA USD 1939834.63000000 0.592307082921 Long ABS-MBS CORP US Y 2 2044-01-25 Floating 8.03001960 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381JZC4 4551910.12000000 PA USD 336758.05000000 0.102825351790 Long ABS-MBS USGA US N 2 2065-07-16 Variable 0.95621040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MGE3 558714.29000000 PA USD 61860.96000000 0.018888561013 Long ABS-MBS USGA US N 2 2050-12-20 Floating 0.87008040 N N N N N N Nippon Life Insurance Co. 549300Y0HHMFW3EVWY08 654579AG6 290000.00000000 PA USD 250805.22000000 0.076580604316 Long DBT CORP JP Y 2 2050-01-23 Variable 3.40000000 N N N N N N Southwestern Electric Power Co. R64UBJHEC74EB3HGQ410 845437BT8 1060000.00000000 PA USD 664072.43000000 0.202767183232 Long DBT CORP US N 2 2051-11-01 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31325URK4 2539340.15000000 PA USD 202164.36000000 0.061728654850 Long ABS-MBS USGSE US N 2 2043-08-15 Floating 0.50550120 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEP4 425000.00000000 PA USD 418073.20000000 0.127654034890 Long DBT CORP US N 2 2035-03-06 Variable 6.40100000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382KWJ8 1671390.53000000 PA USD 192861.42000000 0.058888104852 Long ABS-MBS USGA US N 2 2050-10-20 Floating 0.87008040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418EWA4 82143.94000000 PA USD 82880.58000000 0.025306669863 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383TLA9 9943961.40000000 PA USD 103568.35000000 0.031623451980 Long ABS-MBS USGA US N 2 2052-06-20 Floating 0.00001080 N N N N N N STACR Trust 549300YG8OJES76WL398 35564ACB5 1975000.00000000 PA USD 2199210.49000000 0.671504637517 Long ABS-MBS CORP US Y 2 2047-02-25 Floating 9.64450080 N N N N N N Ashtead Capital, Inc. 213800J1134IW58IC398 045054AJ2 640000.00000000 PA USD 595403.10000000 0.181799761623 Long DBT CORP US Y 2 2028-05-01 Fixed 4.00000000 N N N N N N Studio City Finance Ltd. 254900D6R731QAUIG324 86389QAG7 760000.00000000 PA USD 646351.58000000 0.197356317374 Long DBT CORP VG Y 2 2029-01-15 Fixed 5.00000000 N N N N N N Hertz Vehicle Financing III LP N/A 42806MAE9 300000.00000000 PA USD 269681.31000000 0.082344209951 Long ABS-O CORP US Y 2 2027-12-27 Fixed 1.68000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 38014QAF3 665000.00000000 PA USD 664095.67000000 0.202774279309 Long ABS-O CORP US Y 2 2029-10-15 Fixed 8.35000000 N N N N N N Benchmark Mortgage Trust N/A 08161BBC6 605000.00000000 PA USD 480907.24000000 0.146839715136 Long ABS-MBS CORP US N 2 2051-04-10 Variable 4.67163720 N N N N N N Connecticut Avenue Securities Trust N/A 20754AAJ2 1515000.00000000 PA USD 1581957.85000000 0.483033360136 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 10.83002040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XMHT6 825543.22000000 PA USD 819452.14000000 0.250210661842 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383CTL4 2854658.83000000 PA USD 454822.23000000 0.138874945386 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N JPMCC Commercial Mortgage Securities Trust N/A 46591EAC1 240000.00000000 PA USD 166809.55000000 0.050933454035 Long ABS-MBS CORP US Y 2 2052-06-13 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382MV97 1786231.11000000 PA USD 291971.62000000 0.089150309961 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 3.00000000 N N N N N N AutoNation, Inc. N/A 05329WAQ5 491000.00000000 PA USD 460327.20000000 0.140555827184 Long DBT CORP US N 2 2030-06-01 Fixed 4.75000000 N N N N N N Hertz Vehicle Financing III LLC 549300MNOMKDMDFI8J66 42806MBU2 235000.00000000 PA USD 234017.02000000 0.071454512836 Long ABS-O CORP US Y 2 2027-06-25 Fixed 6.91000000 N N N N N N Hertz Vehicle Financing LLC 5493004IHDYOZ9K9WF47 42806MAB5 870000.00000000 PA USD 852298.28000000 0.260239867975 Long ABS-O CORP US Y 2 2025-12-26 Fixed 1.56000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAFB7 412965.60000000 PA USD 307465.03000000 0.093881051613 Long ABS-MBS USGSE US N 2 2053-08-25 None 0.00000000 N N N N N N DT Midstream, Inc. N/A 23345MAC1 1125000.00000000 PA USD 995414.29000000 0.303938761217 Long DBT CORP US Y 2 2032-04-15 Fixed 4.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383LEF3 776832.55000000 PA USD 660441.44000000 0.201658500532 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382TM27 1072126.69000000 PA USD 183497.38000000 0.056028898644 Long ABS-MBS USGA US N 2 2051-06-20 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381HVY4 2035783.87000000 PA USD 152140.44000000 0.046454403286 Long ABS-MBS USGA US N 2 2065-10-16 Variable 1.02336120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382WBD8 2004834.02000000 PA USD 227369.83000000 0.069424866774 Long ABS-MBS USGA US N 2 2051-07-20 Floating 0.87008040 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWKU6 983826.68000000 PA USD 932490.99000000 0.284725826416 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.00000000 N N N N N N GLS Auto Receivables Issuer Trust N/A 36258XAD2 419113.41000000 PA USD 416636.45000000 0.127215339143 Long ABS-O CORP US Y 2 2026-11-16 Fixed 3.68000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137H94H9 779702.89000000 PA USD 722773.59000000 0.220690934209 Long ABS-MBS USGSE US N 2 2052-10-25 Fixed 4.50000000 N N N N N N SLG Office Trust N/A 78449RAA3 1065000.00000000 PA USD 850615.18000000 0.259725951977 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.58540000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137HAXR2 706117.17000000 PA USD 544418.03000000 0.166232033520 Long ABS-MBS USGSE US N 2 2053-11-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140LLB42 1000000.00000000 PA USD 969958.20000000 0.296166025244 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 4.38000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAS1 705000.00000000 PA USD 684193.29000000 0.208910865641 Long DBT CORP US N 2 2035-01-24 Variable 5.71100000 N N N N N N N/A N/A N/A 34.00000000 NC USD -53613.75000000 -0.01637036651 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long N/A U.S. Treasury 5 Year Notes 2024-06-28 3561234.39000000 USD -53613.75000000 N N N Exeter Automobile Receivables Trust N/A 30166AAG9 2090000.00000000 PA USD 1940351.61000000 0.592464937055 Long ABS-O CORP US Y 2 2028-12-15 Fixed 3.04000000 N N N N N N FHLMC 5493000ISE4NWBTOSK36 35564KPP8 1380000.00000000 PA USD 1458431.75000000 0.445316029584 Long ABS-MBS CORP US Y 2 2041-12-25 Floating 12.33002160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140X83H8 85163.88000000 PA USD 73797.94000000 0.022533386037 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 3.50000000 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 92840VAR3 455000.00000000 PA USD 453094.51000000 0.138347405163 Long DBT CORP US Y 2 2032-04-15 Fixed 6.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 20754KAJ0 1450000.00000000 PA USD 1524312.50000000 0.465431989084 Long ABS-MBS CORP US Y 2 2041-11-25 Floating 11.53001880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140XPP78 2540000.00000000 PA USD 2341142.41000000 0.714841981953 Long ABS-MBS USGSE US N 2 2054-01-01 Fixed 4.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBW9 460000.00000000 PA USD 424335.12000000 0.129566043012 Long DBT CORP US N 2 2053-03-01 Fixed 5.65000000 N N N N N N American Airlines, Inc. N/A 00253XAB7 860000.00000000 PA USD 830530.14000000 0.253593206809 Long DBT CORP US Y 2 2029-04-20 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38380RHQ6 4080727.96000000 PA USD 245392.94000000 0.074928024385 Long ABS-MBS USGA US N 2 2062-06-16 Variable 0.81902160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38383WJT4 536095.60000000 PA USD 547035.97000000 0.167031392590 Long ABS-MBS USGA US N 2 2051-12-20 Variable 6.66785160 N N N N N N Targa Resources Corp. 5493003QENHHS261UR94 87612GAA9 425000.00000000 PA USD 375141.89000000 0.114545433467 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N BANK N/A 06540AAJ0 285000.00000000 PA USD 211194.55000000 0.064485923647 Long ABS-MBS CORP US N 2 2062-09-15 Variable 3.77734320 N N N N N N BX Trust N/A 05608RAL9 1385000.00000000 PA USD 1353837.50000000 0.413379330368 Long ABS-MBS CORP US Y 2 2036-10-15 Floating 7.67998080 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397C43 670000.00000000 PA USD 679065.76000000 0.207345230978 Long DBT CORP US N 2 2026-03-06 Fixed 6.95000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 2730000.00000000 PA USD 2556797.61000000 0.780689915820 Long DBT NUSS MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AP3 340000.00000000 PA USD 329110.80000000 0.100490348451 Long DBT CORP CH Y 2 2028-05-12 Variable 4.75100000 N N N N N N Dell International LLC N/A 24703DBF7 1145000.00000000 PA USD 816416.35000000 0.249283716889 Long DBT CORP US N 2 2041-12-15 Fixed 3.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128285W6 315000.00000000 PA USD 363005.18000000 0.110839623092 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38382LQ53 1308452.38000000 PA USD 139180.21000000 0.042497140174 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.00000000 N N N N N N DTE Energy Co. 549300IX8SD6XXD71I78 233331BL0 610000.00000000 PA USD 606552.99000000 0.185204257408 Long DBT CORP US N 2 2034-06-01 Fixed 5.85000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023DM4 625000.00000000 PA USD 626693.43000000 0.191353918354 Long DBT CORP US Y 2 2054-05-01 Fixed 6.85800000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 3132DWJN4 1161587.12000000 PA USD 1170542.46000000 0.357412214008 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6.50000000 N N N N N N FHLMC STACR REMIC Trust 5493000ISM9M3KNO6J64 35564KGR4 1200000.00000000 PA USD 1306128.00000000 0.398811761393 Long ABS-MBS CORP US Y 2 2033-12-25 Floating 8.48001960 N N N N N N FS Commercial Mortgage Trust N/A 30334RAG9 730000.00000000 PA USD 749045.34000000 0.228712722955 Long ABS-MBS CORP US Y 2 2039-11-10 Variable 9.38274840 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJZ3 540000.00000000 PA USD 469804.10000000 0.143449493947 Long DBT CORP US N 2 2029-06-14 Variable 2.08700000 N N N N N N Ford Motor Credit Co. LLC UDSQCVRUX5BONN0VY111 345397A86 610000.00000000 PA USD 572934.68000000 0.174939277692 Long DBT CORP US N 2 2027-08-17 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136BP5A5 856834.57000000 PA USD 687285.43000000 0.209855016444 Long ABS-MBS CORP US N 2 2054-07-25 None 0.00000000 N N N N N N Hertz Vehicle Financing III LP N/A 42806MAF6 1215000.00000000 PA USD 1095791.49000000 0.334587830784 Long ABS-O CORP US Y 2 2027-12-27 Fixed 2.12000000 N N N N N N 2024-05-31 MAINSTAY FUNDS TRUST Jack Benintende Jack Benintende Treasurer