0001145549-24-072037.txt : 20241122 0001145549-24-072037.hdr.sgml : 20241122 20241122164910 ACCESSION NUMBER: 0001145549-24-072037 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240930 FILED AS OF DATE: 20241122 DATE AS OF CHANGE: 20241122 PERIOD START: 20240930 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TOUCHSTONE FUNDS GROUP TRUST CENTRAL INDEX KEY: 0000914243 ORGANIZATION NAME: IRS NUMBER: 680325521 STATE OF INCORPORATION: DE FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-08104 FILM NUMBER: 241490524 BUSINESS ADDRESS: STREET 1: 303 BROADWAY STREET 2: SUITE 1100 CITY: CINCINNATI STATE: OH ZIP: 45202 BUSINESS PHONE: 5133628000 MAIL ADDRESS: STREET 1: 303 BROADWAY STREET 2: SUITE 1100 CITY: CINCINNATI STATE: OH ZIP: 45202 FORMER COMPANY: FORMER CONFORMED NAME: CONSTELLATION FUNDS DATE OF NAME CHANGE: 20040412 FORMER COMPANY: FORMER CONFORMED NAME: ALPHA SELECT FUNDS DATE OF NAME CHANGE: 19981216 FORMER COMPANY: FORMER CONFORMED NAME: TIP INSTITUTIONAL FUNDS DATE OF NAME CHANGE: 19971205 0000914243 S000056166 Touchstone Active Bond Fund C000176882 Class A TOBAX C000176883 Class C TODCX C000176884 Class Y TOBYX C000176885 Institutional TOBIX NPORT-P 1 primary_doc.xml NPORT-P false 0000914243 XXXXXXXX S000056166 C000176885 C000176883 C000176882 C000176884 Touchstone Funds Group Trust 811-08104 0000914243 5493006SE4K8V7N8TJ90 303 Broadway Suite 1100 Cincinnati 45202 8006388194 Touchstone Funds Group Trust-Touchstone Active Bond Fund S000056166 549300B1CVL6UPC9WQ59 2024-09-30 2024-09-30 N 264916824.060000000000 2470888.770000000000 262445935.290000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 142.000000000000 USD N AB BSL CLO 2 LTD N/A 00037LAC4 1100000 PA USD 1100985.6 0.4195094882 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 7.240170000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 536000 PA USD 520345.5 0.1982676925 Long DBT CORP US N 2 2035-05-15 Fixed 4.500000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMN9 677000 PA USD 511259.46 0.1948056309 Long DBT CORP US N 2 2057-12-01 Fixed 3.800000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAW9 692000 PA USD 645322.67 0.2458878509 Long DBT CORP US N 2 2046-05-14 Fixed 4.450000000000 N N N N N N Adjustable Rate Mortgage Trust N/A 007036DN3 826.24 PA USD 812.3 0.0003095114 Long ABS-O CORP US N 2 2035-03-25 Variable 4.594110100000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust 549300TI38531ODB1G63 00774MAW5 783000 PA USD 739191.66 0.2816548327 Long DBT CORP IE N 2 2028-10-29 Fixed 3.000000000000 N N N N N N Agate Bay Mortgage Trust 549300LK2ZDVY7I44B84 00842CAS4 975760.98 PA USD 925166.7 0.3525170618 Long ABS-O CORP US Y 2 2045-10-25 Variable 3.642488400000 N N N N N N Agate Bay Mortgage Trust 549300LK2ZDVY7I44B84 00842CAT2 1520666.45 PA USD 1439314.44 0.5484232165 Long ABS-O CORP US Y 2 2045-10-25 Variable 3.642488600000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAN3 1070000 PA USD 1056336.11 0.4024966547 Long DBT CORP NO Y 2 2034-10-01 Fixed 5.125000000000 N N N N N N Alcon Finance Corp 549300CUZUI9VU7XNK42 01400EAC7 777000 PA USD 628535.21 0.2394913106 Long DBT CORP US Y 2 2049-09-23 Fixed 3.800000000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816DH9 1107000 PA USD 1146150.59 0.4367187431 Long DBT CORP US N 2 2029-07-27 Fixed 5.282000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XCF5 876000 PA USD 940514.4 0.3583650091 Long DBT CORP US N 2 2033-11-15 Fixed 5.900000000000 N N N N N N Amgen Inc. 62QBXGPJ34PQ72Z12S66 031162DP2 910000 PA USD 937057.62 0.3570478693 Long DBT CORP US N 2 2028-03-02 Fixed 5.150000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2024-1 2549003MM0537Y3QHI22 03465XAA7 729325.5 PA USD 733020.55 0.2793034494 Long ABS-O CORP US Y 2 2068-08-25 Fixed 5.210000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2024-6 N/A 034944AA6 795872.99 PA USD 787815.97 0.3001821953 Long ABS-O CORP US Y 2 2067-11-25 Variable 4.650000000000 N N N N N N Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc 5493002J2SVENP0PVK27 03522AAJ9 617000 PA USD 606948.65 0.2312661651 Long DBT CORP US N 2 2046-02-01 Fixed 4.900000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833BX7 1203000 PA USD 1193020.26 0.4545775337 Long DBT CORP US N 2 2046-02-23 Fixed 4.650000000000 N N N N N N Egypt (Arab Republic of) 529900GFIVH4086NMH82 03846JAD2 200000 PA USD 188863 0.0719626310 Long DBT NUSS EG Y 2 2027-09-30 Fixed 5.800000000000 N N N N N N Egypt (Arab Republic of) 529900GFIVH4086NMH82 03846JX39 200000 PA USD 154542 0.0588852709 Long DBT NUSS EG Y 2 2059-11-20 Fixed 8.150000000000 N N N N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 039483AT9 84000 PA USD 92448.95 0.0352259028 Long DBT CORP US N 2 2032-10-01 Fixed 5.935000000000 N N N N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 039483AU6 722000 PA USD 769850.36 0.2933367435 Long DBT CORP US N 2 2035-09-15 Fixed 5.375000000000 N N N N N N Ares Capital Corp. WEQ82666OJYSI5GUAB47 04010LAY9 905000 PA USD 891471.25 0.3396780556 Long DBT CORP US N 2 2025-07-15 Fixed 3.250000000000 N N N N N N Argentina (Republic Of) 549300KPBYGYF7HCHO27 040114HX1 0.33 PA USD 0.22 0.0000000838 Long DBT NUSS AR N 2 2029-07-09 Fixed 1.000000000000 N N N N N N Ashtead Capital Inc. 213800J1134IW58IC398 045054AJ2 1052000 PA USD 1024398.71 0.3903275198 Long DBT CORP US Y 2 2028-05-01 Fixed 4.000000000000 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DBR5 938000 PA USD 872345.29 0.3323904746 Long DBT CORP US N 2 2028-03-25 Fixed 2.259000000000 N N N N N N BBCMS MORTGAGE TRUST 2024-5C27 N/A 05555FAE4 525000 PA USD 552797.18 0.2106327840 Long ABS-O CORP US N 2 2057-07-17 Variable 6.410000000000 N N N N N N Bahamas (Commonwealth of) 549300W13SXC7EKNJC20 056732AJ9 382000 PA USD 358067.46 0.1364347516 Long DBT NUSS BS Y 2 2028-11-21 Fixed 6.000000000000 N N N N N N Bank 2018-Bnk14 N/A 06035RAR7 500000 PA USD 492142.45 0.1875214602 Long ABS-O CORP US N 2 2060-09-17 Fixed 3.966000000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGL7 647000 PA USD 637473.05 0.2428969034 Long DBT CORP US N 2 2028-04-24 Fixed 3.705000000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJT7 897000 PA USD 799278.08 0.3045496129 Long DBT CORP US N 2 2032-04-22 Fixed 2.687000000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BGS1 775000 PA USD 752923.5 0.2868870875 Long DBT CORP CA N 2 2032-12-15 Fixed 3.803000000000 N N N N N N The Bank of New York Mellon Corp. WFLLPEPC7FZXENRZV188 06406RBM8 862000 PA USD 932725.09 0.3553970417 Long DBT CORP US N 2 2033-10-25 Fixed 5.834000000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 0641598N9 853000 PA USD 767650.58 0.2924985594 Long DBT CORP CA N 2 2081-10-27 Fixed 3.625000000000 N N N N N N BANK 2022-BNK39 N/A 06539VAJ7 1230000 PA USD 1103667.32 0.4205313063 Long ABS-O CORP US N 2 2055-02-18 Variable 2.928000000000 N N N N N N BANK 2020-BNK26 N/A 06540JBG6 970000 PA USD 864816.69 0.3295218457 Long ABS-O CORP US N 2 2063-03-16 Fixed 2.403000000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBV6 1282000 PA USD 1123345.78 0.4280294068 Long DBT CORP GB N 2 2032-11-24 Fixed 2.894000000000 N N N N N N Becton, Dickinson and Company ICE2EP6D98PQUILVRZ91 075887BG3 654000 PA USD 610662.16 0.2326811270 Long DBT CORP US N 2 2044-12-15 Fixed 4.685000000000 N N N N N N Amcor Flexibles North America Inc PTVU09TE3QPJPL7K4E13 081437AT2 1057000 PA USD 950044.79 0.3619963818 Long DBT CORP US N 2 2030-06-19 Fixed 2.630000000000 N N N N N N Berkshire Hathaway Finance Corporation 549300RLHFT5RU20WM87 084664CR0 522000 PA USD 482478.48 0.1838391894 Long DBT CORP US N 2 2049-01-15 Fixed 4.250000000000 N N N N N N Braskem America Finance Company 254900QMQAJ26H49CL75 10554CAA0 421000 PA USD 405235.91 0.1544073866 Long DBT CORP US Y 2 2041-07-22 Fixed 7.125000000000 N N N N N N Braskem Idesa SAPI YH0V7ZHY352ITDGEYB83 10554NAB4 120000 PA USD 94566.48 0.0360327470 Long DBT CORP MX Y 2 2032-02-20 Fixed 6.990000000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBK6 1265000 PA USD 1148154.33 0.4374822299 Long DBT CORP US Y 2 2033-04-15 Fixed 3.419000000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAA9 853000 PA USD 930858.98 0.3546859962 Long DBT CORP US N 2 2040-05-01 Fixed 5.750000000000 N N N N N N CF HIPPOLYTA ISSUER LLC N/A 12530MAA3 944424.6 PA USD 913836.29 0.3481998260 Long ABS-O CORP US Y 2 2060-07-15 Fixed 1.690000000000 N N N N N N CIT Home Equity Loan Trust N/A 12558MAF9 783.31 PA USD 786.51 0.0002996846 Long ABS-O CORP US N 2 2033-02-25 Variable 6.654162300000 N N N N N N CMS Energy Corporation 549300IA9XFBAGNIBW29 125896BU3 1297000 PA USD 1251570.24 0.4768868829 Long DBT CORP US N 2 2050-06-01 Fixed 4.750000000000 N N N N N N CSMC Trust 2013-7 N/A 12647PAT5 327196.9 PA USD 305863.73 0.1165435196 Long ABS-O CORP US Y 2 2043-08-25 Variable 3.545312400000 N N N N N N Csmc Tr N/A 12649GAR7 362932.79 PA USD 349339.58 0.1331091600 Long ABS-O CORP US Y 2 2044-11-25 Variable 3.639669000000 N N N N N N Credit Suisse Mortgage Capital LLC N/A 12649KAW7 655943.01 PA USD 628245.03 0.2393807430 Long ABS-O CORP US Y 2 2044-12-25 Variable 3.767979600000 N N N N N N Csmc Tr N/A 12649NAU5 689065.35 PA USD 660228.38 0.2515673864 Long ABS-O CORP US Y 2 2045-01-25 Variable 3.895366600000 N N N N N N Csmc Trust 2015-2 N/A 12649RAY8 755292.89 PA USD 715791.68 0.2727387182 Long ABS-O CORP US Y 2 2045-02-25 Variable 3.884077400000 N N N N N N CSMC Trust N/A 12653TBW0 748618.38 PA USD 693923.72 0.2644063507 Long ABS-O CORP US Y 2 2048-02-25 Variable 3.578053400000 N N N N N N CSMC TRUST N/A 12658WAA7 1600000 PA USD 1507247.2 0.5743076944 Long ABS-O CORP US Y 2 2043-10-13 Fixed 3.052500000000 N N N N N N COLT 2022-6 MORTGAGE LOAN TRUST N/A 12662YAA7 505943.75 PA USD 502046.72 0.1912952927 Long ABS-O CORP US Y 2 2067-06-27 Variable 4.637393800000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 661000 PA USD 615271.29 0.2344373478 Long DBT CORP US N 2 2045-07-20 Fixed 5.125000000000 N N N N N N Sabra Health Care Ltd Partnership / Sabra Capital Corp N/A 14162VAB2 595000 PA USD 598336.44 0.2279846473 Long DBT CORP US N 2 2026-08-15 Fixed 5.125000000000 N N N N N N Celanese US Holdings Llc CD30XVRLT4QO00B1C706 15089QAP9 886000 PA USD 946422.87 0.3606163185 Long DBT CORP US N 2 2032-07-15 Fixed 6.379000000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175AZ7 432000 PA USD 440542.72 0.1678603708 Long DBT CORP US N 2 2035-10-23 Fixed 6.384000000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175BA1 602000 PA USD 580548.71 0.2212069733 Long DBT CORP US N 2 2045-10-23 Fixed 6.484000000000 N N N N N N Cheniere Energy Partners Lp 5493005UEC8AZ34LDV29 16411QAK7 300000 PA USD 283964.73 0.1081993248 Long DBT CORP US N 2 2031-03-01 Fixed 4.000000000000 N N N N N N Cheniere Energy Partners Lp 5493005UEC8AZ34LDV29 16411QAN1 954000 PA USD 853124.14 0.3250666234 Long DBT CORP US N 2 2032-01-31 Fixed 3.250000000000 N N N N N N Chile (Republic Of) 549300FLZTJM5YJF8D34 168863DQ8 697000 PA USD 463554.15 0.1766284357 Long DBT NUSS CL N 2 2061-01-22 Fixed 3.100000000000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275RBR2 126000 PA USD 130258.69 0.0496325805 Long DBT CORP US N 2 2029-02-26 Fixed 4.850000000000 N N N N N N Citigroup ComlMtg N/A 17326DAF9 305000 PA USD 291411.03 0.1110365949 Long ABS-O CORP US N 2 2050-09-16 Variable 3.788999900000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAR4 550000 PA USD 586350.2 0.2234175200 Long DBT CORP US N 2 2034-05-25 Fixed 6.174000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17327CAT0 1505000 PA USD 1505669.48 0.5737065344 Long DBT CORP US N 2 2030-09-19 Fixed 4.542000000000 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST N/A 17328RAZ2 830000 PA USD 756163.95 0.2881217989 Long ABS-O CORP US N 2 2053-02-18 Fixed 2.717000000000 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 191216DC1 1617000 PA USD 1057026.25 0.4027596194 Long DBT CORP US N 2 2051-03-15 Fixed 2.500000000000 N N N N N N Coinstar Funding, LLC 5493004UNX3RE1I4DH23 19260MAA4 1298500 PA USD 1150825.23 0.4384999252 Long ABS-O CORP US Y 2 2047-04-25 Fixed 5.216000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCK5 673000 PA USD 563215.26 0.2146023940 Long DBT CORP US N 2 2048-03-01 Fixed 4.000000000000 N N N N N N CommonSpirit Health N/A 20268JAC7 723000 PA USD 614915.23 0.2343016779 Long DBT CORP US N 2 2049-10-01 Fixed 4.187000000000 N N N N N N Corestates Capital III N/A 21869MAA5 1172000 PA USD 1155154.07 0.4401493468 Long DBT CORP US Y 2 2027-02-15 Floating 5.949700000000 N N N N N N Coruripe Netherlands BV 724500EL5MDC9RD0FW48 22088DAA8 200000 PA USD 189174.28 0.0720812383 Long DBT CORP NL Y 2 2027-02-10 Fixed 10.000000000000 N N N N N N Crown Castle Inc. 54930012H97VSM0I2R19 22822VAH4 837000 PA USD 820379.37 0.3125898555 Long DBT CORP US N 2 2027-09-01 Fixed 3.650000000000 N N N N N N DH Europe Finance II SARL 222100KDGL314CKTZ511 23291KAJ4 884000 PA USD 744962.08 0.2838535408 Long DBT CORP LU N 2 2039-11-15 Fixed 3.250000000000 N N N N N N Phillips 66 N/A 23311RAA4 1054000 PA USD 1165521.63 0.4440997071 Long DBT CORP US Y 2 2037-09-15 Fixed 6.750000000000 N N N N N N DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2022-2 N/A 24380XAA5 973166.12 PA USD 951285.55 0.3624691497 Long ABS-O CORP US Y 2 2067-03-25 Variable 4.300000000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXP9 1214000 PA USD 1271530.17 0.4844922321 Long DBT CORP US N 2 2034-04-11 Fixed 5.100000000000 N N N N N N Dreyfus Government Cash Management Funds 549300F7IDB6WRO7VJ11 262006208 9313915.06 NS USD 9313915.06 3.5488890501 Long STIV RF US N 1 N N N DRIVEN BRANDS FUNDING LLC N/A 26209XAD3 1239937.5 PA USD 1124817.11 0.4285900289 Long ABS-O CORP US Y 2 2051-10-20 Fixed 2.791000000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAD3 616000 PA USD 539837.77 0.2056948489 Long DBT CORP US N 2 2044-12-01 Fixed 4.150000000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 268317AV6 763000 PA USD 730777.92 0.2784489381 Long DBT CORP FR Y 2 2038-09-21 Fixed 4.875000000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AM9 614000 PA USD 608310.65 0.2317851291 Long DBT CORP US N 2 2028-03-15 Fixed 4.125000000000 N N N N N N Elevance Health Inc. 8MYN82XMYQH89CTMTH67 28622HAB7 795000 PA USD 803479.3 0.3061504074 Long DBT CORP US N 2 2033-02-15 Fixed 4.750000000000 N N N N N N EverBank Mortgage Loan Trust N/A 29978CCC2 1115810.33 PA USD 1017829.91 0.3878246043 Long ABS-O CORP US Y 2 2048-02-25 Variable 3.573640200000 N N N N N N EverBank Mortgage Loan Trust N/A 29978CCD0 1021804.32 PA USD 928836.88 0.3539155137 Long ABS-O CORP US Y 2 2048-02-25 Variable 3.573641700000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31287NBH0 9536.41 PA USD 9909.16 0.0037756957 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31288AQF5 6831.03 PA USD 7061.81 0.0026907675 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.500000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128K7KB3 16919.12 PA USD 17396.81 0.0066287214 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128KVQY4 1867.54 PA USD 1928.23 0.0007347151 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.500000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128LXM98 6081.06 PA USD 6240.17 0.0023776973 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7SM9 1068987.74 PA USD 1082056.51 0.4122969208 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.500000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M7V29 97559.97 PA USD 100582.54 0.0383250516 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128P7CX9 2450.81 PA USD 2546.41 0.0009702608 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 7.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128PS6V4 6831.27 PA USD 6778.07 0.0025826538 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.500000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128S4LU9 34338.36 PA USD 34888.61 0.0132936370 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 6.655000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312936EV5 1262346.08 PA USD 1248685.43 0.4757876812 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312945F29 32239.84 PA USD 32634.26 0.0124346601 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.500000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312946X27 206935.42 PA USD 209467.19 0.0798134632 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.500000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296MF38 5524.88 PA USD 5612.96 0.0021387110 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296NHT7 40203.84 PA USD 41682.03 0.0158821397 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31296XSC0 3391.68 PA USD 3480.63 0.0013262274 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31297RJ32 8339.76 PA USD 8518.7 0.0032458876 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31297SG82 3651.37 PA USD 3732.13 0.0014220567 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNSZ7 795136.08 PA USD 782859.12 0.2982934825 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.500000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNYR8 705170.14 PA USD 706218.16 0.2690909117 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 5.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133TMFY7 85510.03 PA USD 90034.19 0.0343058047 Long ABS-O USGA US N 2 2029-12-25 Variable 3.073374000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136APJX1 6917.82 PA USD 6655.91 0.0025361071 Long ABS-O USGSE US N 2 2045-06-25 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWGF8 1420000 PA USD 1153687.24 0.4395904394 Long ABS-O USGSE US N 2 2047-05-25 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYQK2 287670.41 PA USD 273513.98 0.1042172666 Long ABS-O USGSE US N 2 2047-11-25 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5GY5 1800000 PA USD 1479681.72 0.5638043959 Long ABS-O USGSE US N 2 2049-07-25 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMNW4 2500000 PA USD 1978353.75 0.7538138275 Long ABS-O USGSE US N 2 2049-11-25 Fixed 2.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BMPZ5 2550000 PA USD 2197682.06 0.8373846818 Long ABS-O USGSE US N 2 2042-07-25 Fixed 3.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPZL8 510010.62 PA USD 468378.61 0.1784667038 Long ABS-O USGSE US N 2 2053-03-25 Fixed 4.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31371L4M8 712.38 PA USD 720.81 0.0002746509 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 5.500000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUUM4 2085000 PA USD 1537216.5 0.5857269225 Long ABS-O USGSE US N 2 2050-07-25 Fixed 2.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H53J4 2850000 PA USD 2149472.57 0.8190153784 Long ABS-O USGSE US N 2 2040-11-25 Fixed 2.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31385B4Z5 1335.21 PA USD 1331.74 0.0005074340 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 7.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31386FBJ3 5646.63 PA USD 5830.56 0.0022216233 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A2HM4 71373.61 PA USD 73502.82 0.0280068426 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A5CH3 8112.18 PA USD 8055.66 0.0030694550 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A8LC8 218292.55 PA USD 215692.67 0.0821855632 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGEY6 212895.08 PA USD 210359.6 0.0801534990 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EGGV0 37585.2 PA USD 38706.58 0.0147484014 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138W92M1 257947.01 PA USD 255081.52 0.0971939305 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31390AKC3 9462.03 PA USD 9823 0.0037428661 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31391LX75 8429.99 PA USD 8731.45 0.0033269519 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 313920XZ8 1524.35 PA USD 1535.41 0.0005850386 Long ABS-O USGSE US N 2 2031-10-25 Variable 6.589000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393BKJ3 76672.24 PA USD 79418.77 0.0302610021 Long ABS-O USGSE US N 2 2032-11-25 Fixed 6.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394B2B9 30464.19 PA USD 30160.21 0.0114919707 Long ABS-O USGSE US N 2 2044-08-25 Variable 5.713320000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403C5S6 60920.03 PA USD 64229.17 0.0244732958 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31403G7G1 40526.7 PA USD 40770.03 0.0155346395 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406G5J4 28646.88 PA USD 29599.97 0.0112785020 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31406TGE5 20868.89 PA USD 21933.09 0.0083571841 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31409XCQ0 437311.73 PA USD 450353.52 0.1715985883 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.000000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140LV5S4 1813300.93 PA USD 1518217.16 0.5784875877 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.000000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140MTQL0 703947.39 PA USD 692338.07 0.2638021691 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X8FA0 1230640.4 PA USD 1133981.57 0.4320819710 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.000000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X8GL5 1223690.43 PA USD 1073246.22 0.4089399285 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X8UK1 1846699.1 PA USD 1542791.26 0.5878510781 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.000000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XCJE9 863792.24 PA USD 758474.66 0.2890022508 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XCJF6 840722 PA USD 735057.86 0.2800797273 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XEAF1 1056787.54 PA USD 917554.98 0.3496167616 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XEAH7 906468.07 PA USD 787897.12 0.3002131159 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XJGQ0 701986.39 PA USD 702342.87 0.2676143066 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.000000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XPCQ0 1691419.29 PA USD 1689882.86 0.6438975167 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GWV1 13509.92 PA USD 14585.38 0.0055574799 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410GWW9 30419.99 PA USD 32068.25 0.0122189928 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31410SB22 980.95 PA USD 990.52 0.0003774187 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31411DQA0 53685.83 PA USD 55875.22 0.0212901830 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412LTJ9 146015.14 PA USD 151965.36 0.0579034916 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31412P4U2 105631.84 PA USD 106320.17 0.0405112656 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416LZ90 75136.5 PA USD 75972.09 0.0289477107 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416NCW0 118607.6 PA USD 119926.63 0.0456957468 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416XAA8 27881.73 PA USD 27549.68 0.0104972782 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416XWN6 15353.42 PA USD 15246.44 0.0058093641 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DSS2 783941.4 PA USD 689036.29 0.2625440890 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 2.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418RFR7 1377.19 PA USD 1380.29 0.0005259331 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418T3B1 22001.08 PA USD 22182.81 0.0084523351 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419BW68 41564.52 PA USD 41069.59 0.0156487811 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419CX32 220485.07 PA USD 222939.37 0.0849467795 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31419GBK9 27375.66 PA USD 28192.57 0.0107422391 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.000000000000 N N N N N N FedEx Corporation 549300E707U7WNPZN687 31428XAW6 771000 PA USD 750610.58 0.2860057936 Long DBT CORP US N 2 2044-01-15 Fixed 5.100000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397G23 782000 PA USD 779609.14 0.2970551398 Long DBT CORP US N 2 2029-09-06 Fixed 5.303000000000 N N N N N N GCAT 2022-NQM2 TRUST N/A 36169KAA4 1026943.19 PA USD 1015109.42 0.3867880136 Long ABS-O CORP US Y 2 2067-02-25 Variable 4.204307900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202E4H9 521501.77 PA USD 535900.5 0.2041946275 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 5.000000000000 N N N N N N GS Mortgage Securities Corp CU46ESEFJB81SUVBJO28 36254XAE4 1750000 PA USD 1513342.43 0.5766301651 Long ABS-O CORP US Y 2 2043-01-12 Variable 3.540600000000 N N N N N N GS MORTGAGE SECURITIES CORPORATION TRUST N/A 36258PAL1 750000 PA USD 713401.88 0.2718281307 Long ABS-O CORP US Y 2 2037-03-12 Fixed 3.246000000000 N N N N N N GS MORTGAGE SECURITIES TRUST N/A 36258RBA0 1325000 PA USD 1176929.66 0.4484465186 Long ABS-O CORP US N 2 2053-05-14 Fixed 2.377200000000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST N/A 36258WAS1 272262.25 PA USD 239970.69 0.0914362380 Long ABS-O CORP US Y 2 2050-10-25 Variable 2.999999900000 N N N N N N GS MORTGAGE-BACKED SECURITIES TRUST 2022-PJ1 N/A 36263NAH8 681486.61 PA USD 604927.11 0.2304958960 Long ABS-O CORP US Y 2 2052-05-25 Variable 2.500000000000 N N N N N N GALTON FUNDING MORTGAGE TRUST N/A 36418WAJ8 20561.38 PA USD 19781.54 0.0075373772 Long ABS-O CORP US Y 2 2059-02-25 Variable 0.000000000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XDS2 1933000 PA USD 1689675.04 0.6438183309 Long DBT CORP US N 2 2032-01-12 Fixed 3.100000000000 N N N N N N Ghana (Republic of) 213800PP4399SNNXZ126 374422AG8 200000 PA USD 104250 0.0397224670 Long DBT NUSS GH Y 2 2029-05-16 Fixed 7.625000000000 Y Y N N N N Ghana (Republic of) 213800PP4399SNNXZ126 37443GAC5 200000 PA USD 106400 0.0405416833 Long DBT NUSS GH Y 2 2051-03-26 Fixed 8.950000000000 Y Y N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GWL4 454000 PA USD 446692.87 0.1702037677 Long DBT CORP US N 2 2028-06-05 Fixed 3.691000000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYB4 1031000 PA USD 910513.99 0.3469339272 Long DBT CORP US N 2 2032-04-22 Fixed 2.615000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377RL60 522061.36 PA USD 524426.82 0.1998228014 Long ABS-O USGA US N 2 2040-12-20 Fixed 4.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378B3G2 3728138.84 PA USD 38782.71 0.0147774093 Long ABS-O USGA US N 2 2054-04-16 Variable 0.539420000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379UH41 1348612.38 PA USD 65890.1 0.0251061614 Long ABS-O USGA US N 2 2058-02-16 Variable 1.169480000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379UQ25 7187636.81 PA USD 258659.33 0.0985571865 Long ABS-O USGA US N 2 2058-05-16 Variable 0.736240000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379XJA9 1650000 PA USD 1353606.38 0.5157658009 Long ABS-O USGA US N 2 2046-06-20 Fixed 3.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380YBD6 2500000 PA USD 2111029 0.8043671919 Long ABS-O USGA US N 2 2048-08-20 Fixed 3.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LNT3 350000 PA USD 368354.18 0.1403543094 Long ABS-O USGA US N 2 2052-09-20 Fixed 5.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383PLQ2 1700000 PA USD 1441082.69 0.5490969744 Long ABS-O USGA US N 2 2042-06-20 Fixed 3.000000000000 N N N N N N HONO 2021-LULU MORTGAGE TRUST N/A 40390MAG0 765000 PA USD 735326.64 0.2801821408 Long ABS-O CORP US Y 2 2036-12-15 Floating 6.685808700000 N N N N N N HF Sinclair Corp. N/A 403949AQ3 1011000 PA USD 1005792.64 0.3832380330 Long DBT CORP US N 2 2028-02-01 Fixed 5.000000000000 N N N N N N Home Depot Inc. QEKMOTMBBKA8I816DO57 437076AV4 481000 PA USD 539891.16 0.2057151921 Long DBT CORP US N 2 2041-04-01 Fixed 5.950000000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891ACY1 847000 PA USD 872057.55 0.3322808368 Long DBT CORP US Y 2 2029-03-19 Fixed 5.350000000000 N N N N N N Imperial Brands Finance Plc 2138008L3B3MCG1DFS50 45262BAF0 1017000 PA USD 1057468.24 0.4029280312 Long DBT CORP GB Y 2 2027-07-27 Fixed 6.125000000000 N N N N N N Indymac MBS Inc N/A 45660L6K0 134841.85 PA USD 58827.98 0.0224152757 Long ABS-O CORP US N 2 2036-04-25 Fixed 6.000000000000 N N N N N N Ingersoll Rand Inc 5299004C02FMZCUOIR50 45687VAD8 1085000 PA USD 1121759.29 0.4274249052 Long DBT CORP US N 2 2029-06-15 Fixed 5.176000000000 N N N N N N Invitation Homes Operating Partnership Lp 549300147YMUQB3GW319 46188BAD4 1017000 PA USD 970679.93 0.3698590069 Long DBT CORP US N 2 2032-04-15 Fixed 4.150000000000 N N N N N N JP MORGAN MORTGAGE TRUST N/A 46591DAQ2 180689.66 PA USD 173000.5 0.0659185290 Long ABS-O CORP US Y 2 2049-09-25 Variable 4.000002100000 N N N N N N Jpmcc Commercial Mortgage Securities N/A 465968AE5 755000 PA USD 722822.35 0.2754176205 Long ABS-O CORP US N 2 2050-09-16 Fixed 3.454000000000 N N N N N N JP Morgan Mortgage Trust N/A 466247LK7 13826.25 PA USD 13619.17 0.0051893240 Long ABS-O CORP US N 2 2035-02-25 Variable 6.184829600000 N N N N N N JP Morgan Mortgage Trust N/A 466247NZ2 1486.98 PA USD 1505.73 0.0005737296 Long ABS-O CORP US N 2 2035-04-25 Variable 5.501605300000 N N N N N N JP Morgan Mortgage Trust N/A 46628LAG3 14492.06 PA USD 10297.2 0.0039235510 Long ABS-O CORP US N 2 2036-06-25 Variable 5.821809700000 N N N N N N JACK IN THE BOX FUNDING LLC 5493002OJW26P0SUUP68 466365AD5 1092500 PA USD 1043854.14 0.3977406390 Long ABS-O CORP US Y 2 2052-02-25 Fixed 3.445000000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C25 N/A 46643PBJ8 515000 PA USD 489730.03 0.1866022537 Long ABS-O CORP US N 2 2047-11-18 Fixed 4.065100000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46644CAK4 368421.7 PA USD 369855.16 0.1409262291 Long ABS-O CORP US Y 2 2045-01-25 Variable 6.924790200000 N N N N N N Jpmccmst 2016-Nine N/A 46646GAE7 528000 PA USD 498479.78 0.1899361785 Long ABS-O CORP US Y 2 2038-09-09 Variable 2.949236400000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PAM8 831000 PA USD 811081.79 0.3090471907 Long DBT CORP US N 2 2029-01-23 Fixed 3.509000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PBP0 1083000 PA USD 995346.83 0.3792578570 Long DBT CORP US N 2 2031-05-13 Fixed 2.956000000000 N N N N N N J.P. MORGAN MORTGAGE TRUST N/A 46648CAX2 1421311.8 PA USD 1293738.26 0.4929541997 Long ABS-O CORP US Y 2 2047-01-25 Variable 3.447678300000 N N N N N N J P Morgan Chase Coml Mtg Secs Tr 2018-Minn N/A 46650GAA8 1200000 PA USD 1115420.4 0.4250095925 Long ABS-O CORP US Y 2 2035-11-15 Floating 6.446062600000 N N N N N N J P MORGAN MORTGAGE TRUST 2021-11 N/A 46654KAC1 1122565.4 PA USD 944386.21 0.3598402882 Long ABS-O CORP US Y 2 2052-01-25 Variable 1.493144800000 N N N N N N JERSEY MIKES FUNDING LLC N/A 476681AA9 962725 PA USD 946163.92 0.3605176506 Long ABS-O CORP US Y 2 2050-02-15 Fixed 4.433000000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044CR0 536000 PA USD 519741.44 0.1980375270 Long DBT CORP US N 2 2042-04-15 Fixed 5.000000000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DX6 326000 PA USD 327438.28 0.1247640889 Long DBT CORP US N 2 2064-09-15 Fixed 5.650000000000 N N N N N N Lowes Companies, Inc. WAFCR4OKGSC504WU3E95 548661DU8 953000 PA USD 964374.32 0.3674563749 Long DBT CORP US N 2 2030-04-15 Fixed 4.500000000000 N N N N N N Mc Brazil Downstream Trading Sarl 213800T2A7R9TYNXZI63 55292WAA8 562412.56 PA USD 481266.82 0.1833775095 Long DBT CORP LU Y 2 2031-06-30 Fixed 7.250000000000 N N N N N N Macquarie Airfinance Holdings Ltd 549300MCGUSL5B852H65 55609NAC2 1047000 PA USD 1091369.77 0.4158455603 Long DBT CORP GB Y 2 2029-03-26 Fixed 6.400000000000 N N N N N N MAD MORTGAGE TRUST N/A 556227AG1 550000 PA USD 519800.33 0.1980599659 Long ABS-O CORP US Y 2 2035-09-12 Variable 3.673293300000 N N N N N N MADISON PARK FUNDING XLIX LTD N/A 55820VAC7 1425000 PA USD 1427261.48 0.5438306668 Long ABS-CBDO CORP KY Y 2 2034-10-19 Floating 7.288169900000 N N N N N N WarnerMedia Holdings Inc. 549300DXR29GD4N0A520 55903VBE2 1329000 PA USD 1025203.07 0.3906340058 Long DBT CORP US N 2 2052-03-15 Fixed 5.141000000000 N N N N N N Mars Inc. 54930073HKEO6GZBSS03 571676AD7 795000 PA USD 711767.65 0.2712054386 Long DBT CORP US Y 2 2039-04-01 Fixed 3.875000000000 N N N N N N Marvell Technology Inc N/A 573874AJ3 1098000 PA USD 990946.9 0.3775813479 Long DBT CORP US N 2 2031-04-15 Fixed 2.950000000000 N N N N N N MasterCard Incorporated AR5L2ODV9HN37376R084 57636QAU8 1055000 PA USD 910766.19 0.3470300232 Long DBT CORP US N 2 2031-11-18 Fixed 2.000000000000 N N N N N N MASTR Alternative Loan Trust N/A 576434TN4 15150.97 PA USD 15126.22 0.0057635566 Long ABS-O CORP US N 2 2034-06-25 Fixed 6.000000000000 N N N N N N Mattel, Inc. 549300VELLG24KHTJ564 577081AW2 748000 PA USD 714744.89 0.2723398590 Long DBT CORP US N 2 2041-11-01 Fixed 5.450000000000 N N N N N N MELLO MORTGAGE CAPITAL ACCEPTANCE 2022-INV2 N/A 58549JBU7 730474.3 PA USD 632174.37 0.2408779428 Long ABS-O CORP US Y 2 2052-04-25 Variable 2.999999800000 N N N N N N Meritage Homes Corp 52990044W9UMFJO2FB97 59001ABD3 1238000 PA USD 1182978.82 0.4507514352 Long DBT CORP US Y 2 2029-04-15 Fixed 3.875000000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918CC6 1482000 PA USD 1015747.91 0.3870312980 Long DBT CORP US N 2 2050-06-01 Fixed 2.525000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BS1 566000 PA USD 493968.97 0.1882174206 Long DBT CORP US N 2 2032-04-15 Fixed 2.703000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BV4 236000 PA USD 259150.97 0.0987445165 Long DBT CORP US N 2 2029-11-01 Fixed 6.750000000000 N N N N N N Mid-State Capital Corp. N/A 595481AC6 268952.73 PA USD 271903.89 0.1036037726 Long ABS-O CORP US N 2 2040-01-15 Fixed 7.079000000000 N N N N N N Midwest Connector Capital Company LLC N/A 59833CAC6 988000 PA USD 981672.19 0.3740473972 Long DBT CORP US Y 2 2029-04-01 Fixed 4.625000000000 N N N N N N Mill City Mortgage Loan Trust N/A 59980TAF3 1100000 PA USD 1043556.14 0.3976270918 Long ABS-O CORP US Y 2 2057-04-25 Variable 3.933066000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST N/A 59980XAJ6 947979.04 PA USD 847879.09 0.3230680975 Long ABS-O CORP US Y 2 2058-08-25 Variable 3.249999800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YES0 705000 PA USD 708986.44 0.2701457118 Long DBT CORP US N 2 2037-04-20 Fixed 5.297000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 813000 PA USD 804671.32 0.3066046038 Long DBT CORP US N 2 2027-04-23 Fixed 3.950000000000 N N N N N N Morgan Stanley Cap I Tst 2018-H3 N/A 61767YAZ3 1210000 PA USD 1189607.87 0.4532773078 Long ABS-O CORP US N 2 2051-07-17 Fixed 4.177000000000 N N N N N N NGPL Pipe Co LLC 549300K3NT1HSQFEM073 62912XAC8 1052000 PA USD 1244184.63 0.4740727375 Long DBT CORP US Y 2 2037-12-15 Fixed 7.768000000000 N N N N N N NEIGHBORLY ISSUER LLC N/A 64016NAA5 1161000 PA USD 1075348.04 0.4097407867 Long ABS-O CORP US Y 2 2051-04-30 Fixed 3.584000000000 N N N N N N New York Life Global Funding 635400DPNHEAUHB7ZI15 64952WEZ2 802000 PA USD 804599.96 0.3065774134 Long DBT CORP US Y 2 2033-01-28 Fixed 4.550000000000 N N N N N N Norfolk Southern Corporation 54930036C8MWP850MI84 655844BH0 692000 PA USD 676695.44 0.2578418444 Long DBT CORP US N 2 2041-10-01 Fixed 4.837000000000 N N N N N N Northwestern Mutual Life Insurance Co. 1DU7IM20QESYGDO4HO54 668138AA8 1022292 PA USD 823171.75 0.3136538385 Long DBT CORP US Y 2 2047-09-30 Fixed 3.850000000000 N N N N N N Occidental Petroleum Corporation IM7X0T3ECJW4C1T7ON55 674599DH5 887000 PA USD 1062326.19 0.4047790600 Long DBT CORP US N 2 2039-06-15 Fixed 7.950000000000 N N N N N N Ohio Power Company 06ZODLC132CY1O2Y7D77 677415CU3 959000 PA USD 629269.21 0.2397709872 Long DBT CORP US N 2 2051-10-01 Fixed 2.900000000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 266000 PA USD 257271.28 0.0980282967 Long DBT CORP US N 2 2034-07-08 Fixed 4.300000000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 332000 PA USD 275703.98 0.1050517242 Long DBT CORP US N 2 2040-04-01 Fixed 3.600000000000 N N N N N N PNC Capital Trust C N/A 69349AAA0 1392000 PA USD 1354918.22 0.5162656524 Long DBT CORP US N 2 2028-06-01 Floating 5.847300000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308JJ7 1054000 PA USD 761188.02 0.2900361246 Long DBT CORP US N 2 2050-08-01 Fixed 3.500000000000 N N N N N N PacifiCorp. SGY07Y7FNYBNLM6Z1M11 695114CD8 738000 PA USD 781349.59 0.2977183050 Long DBT CORP US N 2 2037-04-01 Fixed 5.750000000000 N N N N N N Penske Truck Leasing Co LP / PTL Finance Corp. 549300ZX07JYMI8GHQ39 709599BY9 580000 PA USD 590952.88 0.2251712831 Long DBT CORP US Y 2 2027-01-12 Fixed 5.350000000000 N N N N N N Pernod Ricard International Finance Llc 5493009254WI1A8WXT48 71427QAB4 1668000 PA USD 1390264.26 0.5297335844 Long DBT CORP US Y 2 2031-04-01 Fixed 1.625000000000 N N N N N N Petroleos del Peru - Petroperu SA 549300ZMGDLC9JT2OR80 716564AA7 100000 PA USD 78690.61 0.0299835507 Long DBT CORP PE Y 2 2032-06-19 Fixed 4.750000000000 N N N N N N Petroleos del Peru - Petroperu SA 549300ZMGDLC9JT2OR80 716564AB5 100000 PA USD 68192.05 0.0259832753 Long DBT CORP PE Y 2 2047-06-19 Fixed 5.625000000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DB2 1149000 PA USD 1200638.46 0.4574803030 Long DBT CORP US N 2 2033-02-15 Fixed 5.375000000000 N N N N N N Planet Fitness Inc. N/A 72703PAD5 1096875 PA USD 1055558.9 0.4022005137 Long ABS-O CORP US Y 2 2051-12-05 Fixed 3.251000000000 N N N N N N Poland (Republic of) 259400R9L8QEP0TPXS31 731011AZ5 736000 PA USD 751735.68 0.2864344914 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.500000000000 N N N N N N Citizens Bank National Association DRMSV1Q0EKMEXLAU1P80 75524KPG3 883000 PA USD 881704.43 0.3359565958 Long DBT CORP US N 2 2028-08-09 Fixed 4.575000000000 N N N N N N Rogers Communications Inc. 5493000M6Z4XFIP6PF03 775109DF5 1148000 PA USD 1166737.51 0.4445629949 Long DBT CORP CA N 2 2034-02-15 Fixed 5.300000000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78016HZZ6 940000 PA USD 963738.11 0.3672139593 Long DBT CORP CA N 2 2030-08-02 Fixed 4.969000000000 N N N N N N Sequoia Mtg Trust N/A 81745AAE7 85036.03 PA USD 82596.35 0.0314717581 Long ABS-O CORP US Y 2 2043-05-25 Variable 3.490648900000 N N N N N N Sequoia Mtg Trust N/A 81745GAP9 80877.22 PA USD 78573.36 0.0299388748 Long ABS-O CORP US Y 2 2043-08-25 Variable 3.533917500000 N N N N N N Sequoia Mtg Trust N/A 81746KAA2 517822.57 PA USD 476680.12 0.1816298353 Long ABS-O CORP US Y 2 2047-02-25 Variable 3.500000100000 N N N N N N 7-Eleven Inc. 549300K23JPL0SS3LB18 817826AE0 1534000 PA USD 1291875.91 0.4922445869 Long DBT CORP US Y 2 2031-02-10 Fixed 1.800000000000 N N N N N N The Sherwin-Williams Company Z15BMIOX8DDH0X2OBP21 824348AX4 683000 PA USD 622304.54 0.2371172330 Long DBT CORP US N 2 2047-06-01 Fixed 4.500000000000 N N N N N N Skymiles IP Ltd. & Delta Air Lines Inc. Q2CCMS6R0AS67HJMBN42 830867AB3 1016000 PA USD 1014363.22 0.3865036884 Long DBT CORP KY Y 2 2028-10-20 Fixed 4.750000000000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244AX7 568000 PA USD 417215.47 0.1589719687 Long DBT CORP US N 2 2050-03-12 Fixed 3.350000000000 N N N N N N State Street Corporation N/A 857477AY9 1364000 PA USD 1183122.31 0.4508061093 Long DBT CORP US N 2 2047-06-15 Floating 6.208250000000 N N N N N N STORE Capital Corp. 5493004EA6C9IHDZ7N66 862121AB6 635000 PA USD 622071.38 0.2370283919 Long DBT CORP US N 2 2029-03-15 Fixed 4.625000000000 N N N N N N STORE Capital Corp. 5493004EA6C9IHDZ7N66 862121AC4 116000 PA USD 101378.08 0.0386281768 Long DBT CORP US N 2 2030-11-18 Fixed 2.750000000000 N N N N N N STORE Capital Corp. 5493004EA6C9IHDZ7N66 862121AD2 374000 PA USD 317482.2 0.1209705152 Long DBT CORP US N 2 2031-12-01 Fixed 2.700000000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 86787XAA3 1625000 PA USD 1604667.53 0.6114278464 Long DBT CORP US N 2 2027-05-15 Floating 6.049700000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABF1 991000 PA USD 963373.45 0.3670750126 Long DBT CORP US N 2 2030-04-15 Fixed 3.875000000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ADB8 472000 PA USD 501119.25 0.1909418980 Long DBT CORP US N 2 2054-01-15 Fixed 5.750000000000 N N N N N N TAL ADVANTAGE VII LLC N/A 87407RAA4 754000 PA USD 704793.21 0.2685479618 Long ABS-O CORP US Y 2 2045-09-20 Fixed 2.050000000000 N N N N N N Textron Financial Corporation 4E8B2CNXPE5P5AY03O18 883199AR2 1478000 PA USD 1325233.34 0.5049547971 Long DBT CORP US Y 2 2042-02-15 Floating 7.114700000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556CY6 708000 PA USD 752683.87 0.2867957811 Long DBT CORP US N 2 2043-08-10 Fixed 5.404000000000 N N N N N N 3R Lux N/A 88563PAA6 200000 PA USD 210742.2 0.0802992814 Long DBT CORP LU Y 2 2031-02-05 Fixed 9.750000000000 N N N N N N The Timken Company B0I35MLPFXZSE70ASS73 887389AK0 752000 PA USD 749976.93 0.2857643534 Long DBT CORP US N 2 2028-12-15 Fixed 4.500000000000 N N N N N N Toll Brothers Finance Corp. N/A 88947EAU4 992000 PA USD 961929.11 0.3665246745 Long DBT CORP US N 2 2029-11-01 Fixed 3.800000000000 N N N N N N Towd Pt Mtg Tr 2017-1 N/A 89173FAE0 1000000 PA USD 939151.2 0.3578455879 Long ABS-O CORP US Y 2 2056-10-25 Variable 3.851558400000 N N N N N N Towd Point Mortgage Trust N/A 89173UAE7 800000 PA USD 710371.12 0.2706733176 Long ABS-O CORP US Y 2 2057-06-25 Variable 3.638267100000 N N N N N N TOWD POINT MORTGAGE TRUST N/A 89178BAB0 800000 PA USD 730562.32 0.2783667879 Long ABS-O CORP US Y 2 2059-10-25 Variable 3.250000000000 N N N N N N Trimaran Cavu 2019-1 Ltd / LLC 549300IGMQ24BLOIU872 89624CAJ1 950000 PA USD 930926.85 0.3547118567 Long ABS-CBDO CORP KY Y 2 2032-07-20 Fixed 5.538700000000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494BL6 687000 PA USD 712997.21 0.2716739389 Long DBT CORP US N 2 2029-03-15 Fixed 5.400000000000 N N N N N N Ubs Coml Mtg Tr 2017 N/A 90276EAH0 340000 PA USD 323309.84 0.1231910259 Long ABS-O CORP US N 2 2050-06-17 Fixed 3.724000000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 91087BAN0 878000 PA USD 573457.59 0.2185050378 Long DBT NUSS MX N 2 2061-05-24 Fixed 3.771000000000 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 91159HJG6 684000 PA USD 682034.9 0.2598763434 Long DBT CORP US N 2 2033-07-22 Fixed 4.967000000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810TD0 2180000 PA USD 1484273.45 0.5655539867 Long DBT UST US N 2 2052-02-15 Fixed 2.250000000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810TG3 1730000 PA USD 1352778.9 0.5154505055 Long DBT UST US N 2 2052-05-15 Fixed 2.875000000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810TX6 1150000 PA USD 1170304.69 0.4459222006 Long DBT UST US N 2 2054-02-15 Fixed 4.250000000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UC0 2430000 PA USD 2478220.31 0.9442784120 Long DBT UST US N 2 2054-08-15 Fixed 4.250000000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UD8 1995000 PA USD 1977232.03 0.7533864176 Long DBT UST US N 2 2044-08-15 Fixed 4.125000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CHC8 2900000 PA USD 2816964.85 1.0733505348 Long DBT UST US N 2 2033-05-15 Fixed 3.375000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CJN2 4750000 PA USD 4893056.65 1.8644055754 Long DBT UST US N 2 2028-11-30 Fixed 4.375000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CJW2 7830000 PA USD 7958460.94 3.0324192033 Long DBT UST US N 2 2029-01-31 Fixed 4.000000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CJZ5 105000 PA USD 106689.84 0.0406521213 Long DBT UST US N 2 2034-02-15 Fixed 4.000000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CKP5 10590000 PA USD 11051657.81 4.2110226618 Long DBT UST US N 2 2029-04-30 Fixed 4.625000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CKQ3 5360000 PA USD 5607062.5 2.1364638373 Long DBT UST US N 2 2034-05-15 Fixed 4.375000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CKS9 2155000 PA USD 2194396.09 0.8361326258 Long DBT UST US N 2 2026-05-31 Fixed 4.875000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CLB5 5265000 PA USD 5327933.18 2.0301069529 Long DBT UST US N 2 2026-07-31 Fixed 4.375000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CLF6 484000 PA USD 486873.75 0.1855139229 Long DBT UST US N 2 2034-08-15 Fixed 3.875000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CLH2 6765000 PA USD 6774249.04 2.5811979265 Long DBT UST US N 2 2026-08-31 Fixed 3.750000000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PDT6 911000 PA USD 784112.74 0.2987711504 Long DBT CORP US N 2 2039-08-15 Fixed 3.500000000000 N N N N N N VERDELITE STATIC CLO 2024-1 LTD N/A 92338VAC5 800000 PA USD 801068 0.3052316277 Long ABS-CBDO CORP JE Y 2 2032-07-20 Variable 0.000000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFW9 932000 PA USD 610328.73 0.2325540799 Long DBT CORP US N 2 2056-10-30 Fixed 2.987000000000 N N N N N N VERUS SECURITIZATION TRUST 2022-3 N/A 92538UAA9 823238.38 PA USD 793666.09 0.3024112715 Long ABS-O CORP US Y 2 2067-02-25 Variable 4.104336900000 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 92556HAD9 328000 PA USD 290614.61 0.1107331343 Long DBT CORP US N 2 2032-05-19 Fixed 4.200000000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 92556VAD8 922000 PA USD 818723.72 0.3119590018 Long DBT CORP US N 2 2030-06-22 Fixed 2.700000000000 N N N N N N Videotron LTD/ Videotron LTEE 549300LW4GNJRBECSD81 92660FAN4 1404000 PA USD 1340423.79 0.5107428273 Long DBT CORP CA Y 2 2029-06-15 Fixed 3.625000000000 N N N N N N WE Soda Investments Holding PLC 984500SE38C07DB47A90 92943TAA1 200000 PA USD 207818 0.0791850709 Long DBT CORP GB Y 2 2028-10-06 Fixed 9.500000000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EZ2 686000 PA USD 665796.52 0.2536890195 Long DBT CORP US N 2 2052-09-09 Fixed 4.500000000000 N N N N N N Washington Mut Mtg N/A 93934FEQ1 39854.37 PA USD 35714.94 0.0136084942 Long ABS-O CORP US N 2 2035-11-25 Fixed 5.500000000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LBW8 1110000 PA USD 1143571.93 0.4357361941 Long DBT CORP US N 2 2034-02-15 Fixed 4.875000000000 N N N N N N Weir Group PLC 549300KDR56WHY9I3D10 94876QAA4 1574000 PA USD 1513795.89 0.5768029474 Long DBT CORP GB Y 2 2026-05-13 Fixed 2.200000000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95000AAW7 385000 PA USD 379337.96 0.1445394685 Long ABS-O CORP US N 2 2048-12-17 Fixed 4.013000000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C53 N/A 95002BAE3 2380000 PA USD 2217168.49 0.8448096129 Long ABS-O CORP US N 2 2052-10-18 Fixed 3.040000000000 N N N N N N WELLS FARGO MORTGAGED BACKED SECURITIES TRUST N/A 95003JAC9 887300.05 PA USD 799263.47 0.3045440460 Long ABS-O CORP US Y 2 2050-12-25 Variable 2.500000000000 N N N N N N Wendys Funding Llc 5493009DRVSTWJOXUL48 95058XAL2 1547994.46 PA USD 1350090.33 0.5144260773 Long ABS-O CORP US Y 2 2051-06-15 Fixed 2.775000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AA5 827000 PA USD 750540.13 0.2859789500 Long DBT CORP US N 2 2050-02-01 Fixed 5.250000000000 N N N N N N Westvaco Corp. 4DL8C98Z5G5IXZLH3578 961548AV6 570000 PA USD 665045.59 0.2534028920 Long DBT CORP US N 2 2030-01-15 Fixed 8.200000000000 N N N N N N YPF Sociedad Anonima 5493003N7447U18U5U53 984245AQ3 35000 PA USD 34050.26 0.0129741998 Long DBT CORP AR Y 2 2027-07-21 Fixed 6.950000000000 N N N N N N TransJamaican Highway Limited 254900AWJ3QIGYQ04W45 P92649AA3 133739.47 PA USD 123040.31 0.0468821549 Long DBT CORP JM Y 2 2036-10-10 Fixed 5.750000000000 N N N N N N Nigeria (Federal Republic of) 549300GSBZD84TNEQ285 V342A3CD4 200000 PA USD 159500 0.0607744219 Long DBT NUSS NG Y 2 2051-09-28 Fixed 8.250000000000 N N N N N N ICE Clear Credit LLC T33OE4AS4QXXS2TT7X50 N/A 1 NC USD -763283.54 -0.2908345824 N/A DCR CORP US N 2 Wells Fargo Securities LLC VYVVCKR63DVZZN70PB21 CDX North American High Yield Series S43 5Y CDX.NA.HY S43 5Y Y Payment only if a credit event occurs 2029-12-20 763434.830000000000 USD 0.000000000000 USD 10460000 USD 151.29 N N N 2024-11-22 Touchstone Funds Group Trust Terrie A. Wiedenheft Terrie A. Wiedenheft Controller & Treasurer