NPORT-P false 0000100334 XXXXXXXX S000006192 C000017045 C000017047 C000189734 American Century Mutual Funds, Inc. 811-00816 0000100334 549300DMFK0SMVLOE939 4500 Main St Kansas City 64111 816-531-5575 Balanced Fund S000006192 TEE5XU4ZMMYOHLLT7896 2020-10-31 2020-10-31 N 985756256.090000000000 41034419.290000000000 944721836.800000000000 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 0.000000000000 USD N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBE8 70000.0000000000 PA USD 68883.5000000000 0.0072914055 Long DBT CORP US N 2 2035-03-15 Fixed 4.900000000000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAL7 370000.0000000000 PA USD 385618.5200000000 0.0408182075 Long DBT CORP US N 2 2023-03-15 Fixed 4.250000000000000 N N N N N N Entergy Texas Inc LWXX58X12AJXISQ28573 29365TAK0 670000.0000000000 PA USD 659864.0700000000 0.0698474455 Long DBT CORP US N 2 2031-03-15 Fixed 1.750000000000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29366MAB4 180000.0000000000 PA USD 178016.7200000000 0.0188432947 Long DBT CORP US N 2 2051-06-15 Fixed 2.650000000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBA0 460000.0000000000 PA USD 523340.8700000000 0.0553962923 Long DBT CORP US N 2 2044-03-15 Fixed 4.850000000000001 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UAR7 335000.0000000000 PA USD 365363.0400000000 0.0386741394 Long DBT CORP US N 2 2027-05-15 Fixed 5.375000000000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAC6 230000.0000000000 PA USD 235759.4200000000 0.0249554325 Long DBT CORP NO N 2 2049-11-18 Fixed 3.250000000000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAJ1 240000.0000000000 PA USD 249234.0800000000 0.0263817423 Long DBT CORP NO N 2 2026-01-22 Fixed 1.750000000000000 N N N N N N ABN Amro Mortgage Corp N/A 000780BZ8 9284.0700000000 PA USD 9701.0200000000 0.0010268652 Long ABS-MBS CORP US N 2 2033-03-25 Fixed 5.500000000000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAM2 340000.0000000000 PA USD 350491.5500000000 0.0370999734 Long DBT CORP US N 2 2030-07-01 Fixed 2.100000000000000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 29670GAD4 470000.0000000000 PA USD 497766.1700000000 0.0526891780 Long DBT CORP US N 2 2030-04-15 Fixed 2.704000000000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAE7 50000.0000000000 PA USD 52620.5600000000 0.0055699528 Long DBT CORP US N 2 2023-05-01 Fixed 3.250000000000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAH2 100000.0000000000 PA USD 117437.9000000000 0.0124309501 Long DBT CORP US N 2 2047-12-01 Fixed 3.750000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGL0 150000.0000000000 PA USD 172087.1200000000 0.0182156391 Long DBT CORP US N 2 2028-02-15 Fixed 4.100000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJX1 140000.0000000000 PA USD 145478.3300000000 0.0153990650 Long DBT CORP US N 2 2027-06-01 Fixed 2.300000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJY9 835000.0000000000 PA USD 866497.5200000000 0.0917198572 Long DBT CORP US N 2 2031-06-01 Fixed 2.750000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJZ6 100000.0000000000 PA USD 101203.3200000000 0.0107124993 Long DBT CORP US N 2 2041-06-01 Fixed 3.500000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RKE1 818000.0000000000 PA USD 755142.1600000000 0.0799327517 Long DBT CORP US N 2 2052-02-01 Fixed 3.300000000000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAV3 150000.0000000000 PA USD 181779.8900000000 0.0192416310 Long DBT CORP US N 2 2046-04-15 Fixed 4.450000000000000 N N N N N N Expedia Group Inc N/A 30212PAZ8 396000.0000000000 PA USD 407459.6200000000 0.0431301156 Long DBT CORP US N 2 2023-12-15 Floating 3.600000000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMD1 173000.0000000000 PA USD 164357.7500000000 0.0173974755 Long DBT CORP US N 2 2055-09-15 Floating 3.550000000000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAM1 240000.0000000000 PA USD 283434.2400000000 0.0300018724 Long DBT CORP US N 2 2042-11-06 Fixed 4.400000000000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAQ2 120000.0000000000 PA USD 133075.3200000000 0.0140861908 Long DBT CORP US N 2 2025-05-14 Fixed 3.600000000000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBW8 440000.0000000000 PA USD 486030.7300000000 0.0514469668 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBL5 390000.0000000000 PA USD 400946.8400000000 0.0424407296 Long DBT CORP US N 2 2023-04-15 Fixed 1.571000000000000 N N N N N N FNB Corp/PA PCYSKIGYNYFDTBLVZU83 30260NAA9 460000.0000000000 PA USD 465118.9400000000 0.0492334274 Long DBT CORP US N 2 2023-02-24 Fixed 2.200000000000000 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XAF1 273631.3300000000 PA USD 242084.4800000000 0.0256249481 Long ABS-MBS CORP US N 2 2024-05-25 Variable 2.749250000000000 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XAH7 396778.5700000000 PA USD 389706.8300000000 0.0412509603 Long ABS-MBS CORP US N 2 2024-05-25 Variable 2.749250000000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCG2 400000.0000000000 PA USD 418090.6500000000 0.0442554235 Long DBT CORP US N 2 2022-10-01 Floating 3.250000000000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCJ6 440000.0000000000 PA USD 482523.0500000000 0.0510756745 Long DBT CORP US N 2 2024-06-15 Fixed 3.850000000000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YCK3 110000.0000000000 PA USD 132273.9400000000 0.0140013637 Long DBT CORP US N 2 2035-03-15 Fixed 4.550000000000000 N N N N N N Adjustable Rate Mortgage Trust 2004-4 N/A 007036DP8 137740.5400000000 PA USD 140128.6600000000 0.0148327957 Long ABS-MBS CORP US N 2 2035-03-25 Variable 3.207669000000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAQ8 355000.0000000000 PA USD 352947.3400000000 0.0373599219 Long DBT CORP IE N 2 2024-02-15 Fixed 3.150000000000000 N N N N N N Agate Bay Mortgage Trust 2016-3 N/A 00842VAC7 179780.3700000000 PA USD 184909.9700000000 0.0195729539 Long ABS-MBS CORP US N 2 2046-08-25 Variable 3.500000000000000 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XAM6 491567.6300000000 PA USD 491164.8400000000 0.0519904189 Long ABS-MBS CORP US N 2 2024-07-25 Variable 3.049250000000000 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XAP9 355839.2800000000 PA USD 370287.8500000000 0.0391954367 Long ABS-MBS CORP US N 2 2024-11-25 Variable 5.049250000000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAJ1 270000.0000000000 PA USD 267770.7900000000 0.0283438764 Long DBT CORP US N 2 2026-01-15 Fixed 2.875000000000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAT8 555000.0000000000 PA USD 551300.2900000000 0.0583558322 Long DBT CORP US N 2 2025-08-11 Fixed 5.250000000000000 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XAR5 139866.8300000000 PA USD 143546.4500000000 0.0151945731 Long ABS-MBS CORP US N 2 2024-11-25 Variable 5.149249999999999 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XBB9 945638.0300000000 PA USD 966384.1000000000 0.1022929779 Long ABS-MBS CORP US N 2 2025-07-25 Variable 5.149249999999999 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAF0 510000.0000000000 PA USD 490250.8600000000 0.0518936729 Long DBT CORP NO N 2 2030-01-15 Fixed 3.750000000000000 N N N N N N Aker BP ASA 549300NFTY73920OYK69 00973RAJ2 160000.0000000000 PA USD 156806.7500000000 0.0165981926 Long DBT CORP NO N 2 2031-01-15 Fixed 4.000000000000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AN9 100000.0000000000 PA USD 122803.3600000000 0.0129988908 Long DBT CORP US N 2 2030-07-01 Fixed 4.700000000000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AV1 435000.0000000000 PA USD 423616.0300000000 0.0448402920 Long DBT CORP US N 2 2033-02-01 Fixed 1.875000000000000 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XBD5 288573.9900000000 PA USD 296143.1100000000 0.0313471223 Long ABS-MBS CORP US N 2 2025-07-25 Variable 5.149249999999999 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XBF0 492218.7300000000 PA USD 523444.4500000000 0.0554072564 Long ABS-MBS CORP US N 2 2028-04-25 Variable 5.849250000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0206B0 12050000.0000000000 PA USD 12424208.8900000000 1.3151182079 Long ABS-MBS USGA US N 2 2050-04-25 Fixed 2.000000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0226B6 3820000.0000000000 PA USD 3980410.1300000000 0.4213314412 Long ABS-MBS USGA US N 2 2049-12-25 Fixed 2.500000000000000 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XBH6 403294.4300000000 PA USD 424915.7700000000 0.0449778711 Long ABS-MBS CORP US N 2 2028-04-25 Variable 5.699250000000000 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XBU7 631312.7000000000 PA USD 682375.4200000000 0.0722303003 Long ABS-MBS CORP US N 2 2028-08-25 Variable 7.099250000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0306B9 1000000.0000000000 PA USD 1045234.3800000000 0.1106393797 Long ABS-MBS USGA US N 2 2049-07-25 Fixed 3.000000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F0326B5 7400000.0000000000 PA USD 7815238.3500000000 0.8272528532 Long ABS-MBS USGA US N 2 2049-04-25 Fixed 3.500000000000000 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XDA9 529580.5500000000 PA USD 549440.5600000000 0.0581589774 Long ABS-MBS CORP US N 2 2029-01-25 Variable 4.399249999999999 N N N N N N Fannie Mae Connecticut Avenue N/A 30711XDS0 262251.2000000000 PA USD 272247.8500000000 0.0288177789 Long ABS-MBS CORP US N 2 2029-04-25 Variable 4.399249999999999 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AJ1 430000.0000000000 PA USD 489794.8200000000 0.0518454005 Long DBT CORP US N 2 2031-01-15 Fixed 3.500000000000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AJ0 110000.0000000000 PA USD 120105.7200000000 0.0127133422 Long DBT CORP US N 2 2027-11-13 Fixed 3.200000000000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DA2 533000.0000000000 PA USD 639020.8500000000 0.0676411643 Long DBT CORP US N 2 2044-07-16 Fixed 4.500000000000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAK6 110000.0000000000 PA USD 121714.2600000000 0.0128836082 Long DBT CORP US N 2 2026-10-15 Fixed 3.375000000000000 N N N N N N Brown & Brown Inc N/A 115236101 45578.0000000000 NS USD 1983098.7800000000 0.2099135113 Long EC CORP US N 1 N N N Freddie Mac Gold Pool N/A 3128LXBH2 551164.6800000000 PA USD 635809.7600000000 0.0673012664 Long ABS-MBS USGA US N 2 2035-07-01 Fixed 5.000000000000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6LL0 49460.6300000000 PA USD 57642.7400000000 0.0061015569 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 5.500000000000000 N N N N N N Anchorage Credit Opportunities 549300QYWD7GXVL7MN11 03330FAA9 700000.0000000000 PA USD 692882.1200000000 0.0733424478 Long ABS-CBDO CORP US N 2 2032-01-20 Variable 2.168380000000000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc N/A 03522AAJ9 500000.0000000000 PA USD 613743.4400000000 0.0649655185 Long DBT CORP US N 2 2046-02-01 Fixed 4.900000000000000 N N N N N N Cboe Global Markets Inc N/A 12503M108 15.0000000000 NS USD 1219.3500000000 0.0001290697 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 26025.0000000000 NS USD 1459742.2500000000 0.1545155614 Long EC CORP US N 1 N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AQ3 630000.0000000000 PA USD 762958.8800000000 0.0807601614 Long DBT CORP US N 2 2029-01-23 Fixed 4.750000000000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AJ2 100000.0000000000 PA USD 106124.5000000000 0.0112334124 Long DBT CORP US N 2 2025-01-15 Fixed 2.375000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128NGEX9 97501.9200000000 PA USD 102656.4700000000 0.0108663170 Long ABS-MBS USGA US N 2 2036-10-01 Variable 2.413000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QLQ61 109055.7600000000 PA USD 115496.8900000000 0.0122254917 Long ABS-MBS USGA US N 2 2035-09-01 Variable 3.389000000000000 N N N N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387108 20886.0000000000 NS USD 2284301.8200000000 0.2417962337 Long EC CORP US N 1 N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429109 19846.0000000000 NS USD 926212.8200000000 0.0980407972 Long EC CORP US N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833EA4 460000.0000000000 PA USD 442456.4000000000 0.0468345689 Long DBT CORP US N 2 2060-08-20 Fixed 2.550000000000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAY9 653000.0000000000 PA USD 655782.9000000000 0.0694154485 Long DBT CORP US N 2 2025-07-15 Fixed 3.250000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S5RU0 29749.3200000000 PA USD 31454.7200000000 0.0033295219 Long ABS-MBS USGA US N 2 2038-06-01 Variable 3.803000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S5TJ3 39463.4000000000 PA USD 41703.1500000000 0.0044143311 Long ABS-MBS USGA US N 2 2038-02-01 Variable 3.629000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGP92 15632.1500000000 PA USD 16481.0700000000 0.0017445421 Long ABS-MBS USGA US N 2 2041-05-01 Variable 3.650000000000000 N N N N N N Freddie Mac Gold Pool N/A 3129262E7 32572.0900000000 PA USD 37858.1300000000 0.0040073309 Long ABS-MBS USGA US N 2 2038-08-01 Fixed 6.000000000000000 N N N N N N Ares Finance Co II LLC N/A 04015KAB6 305000.0000000000 PA USD 316738.6200000000 0.0335271831 Long DBT CORP US N 2 2030-06-15 Fixed 3.250000000000000 N N N N N N ARES CLO 549300X38KZ67Q2FQG11 04016DAJ4 375000.0000000000 PA USD 374479.9900000000 0.0396391801 Long ABS-CBDO CORP US N 2 2029-01-15 Variable 1.436880000000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUB0 6778.8800000000 PA USD 7574.1800000000 0.0008017365 Long ABS-MBS USGA US N 2 2028-01-01 Fixed 6.500000000000000 N N N N N N Freddie Mac Gold Pool N/A 31296R3L0 63324.2700000000 PA USD 73247.8200000000 0.0077533743 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 5.500000000000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149Y108 10234.0000000000 NS USD 468614.8600000000 0.0496034750 Long EC CORP US N 1 N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189T107 113760.0000000000 NS USD 2403748.8000000000 0.2544398474 Long EC CORP US N 1 N N N CenturyLink Inc 8M3THTGWLTYZVE6BBY25 156700106 111989.0000000000 NS USD 965345.1800000000 0.1021830069 Long EC CORP US N 1 N N N Cerner Corp 549300L4UJ40IEVVI304 156782104 86245.0000000000 NS USD 6044912.0500000000 0.6398615777 Long EC CORP US N 1 N N N Freddie Mac Non Gold Pool N/A 31300L3K9 110745.7200000000 PA USD 116703.2300000000 0.0123531843 Long ABS-MBS USGA US N 2 2041-07-01 Variable 3.227000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LS97 20935.0400000000 PA USD 21840.0500000000 0.0023117969 Long ABS-MBS USGA US N 2 2040-09-01 Variable 2.777000000000000 N N N N N N Chevron Corp N/A 166764100 11336.0000000000 NS USD 787852.0000000000 0.0833951296 Long EC CORP US N 1 N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275R102 34124.0000000000 NS USD 1225051.6000000000 0.1296732596 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 14036.0000000000 NS USD 581371.1200000000 0.0615388676 Long EC CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 12178.0000000000 NS USD 585274.6800000000 0.0619520643 Long EC CORP US N 1 N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 20104.0000000000 NS USD 1435827.6800000000 0.1519841740 Long EC CORP US N 1 N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 194162103 46319.0000000000 NS USD 3654105.9100000000 0.3867917272 Long EC CORP US N 1 N N N Freddie Mac Non Gold Pool N/A 31300LWG6 27356.9800000000 PA USD 28937.2900000000 0.0030630487 Long ABS-MBS USGA US N 2 2036-07-01 Variable 3.204000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300M5W9 172417.3000000000 PA USD 179066.1900000000 0.0189543824 Long ABS-MBS USGA US N 2 2044-01-01 Variable 2.839000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300MCT8 104163.9200000000 PA USD 110086.2200000000 0.0116527655 Long ABS-MBS USGA US N 2 2037-04-01 Variable 3.462000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 31326FJG4 15795.2900000000 PA USD 16207.7000000000 0.0017156055 Long ABS-MBS USGA US N 2 2043-02-01 Variable 3.640000000000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021106 13915.0000000000 NS USD 3059769.3500000000 0.3238804515 Long EC CORP US N 1 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 6834.0000000000 NS USD 1568676.3600000000 0.1660463746 Long EC CORP US N 1 N N N Dick's Sporting Goods Inc N/A 253393102 29570.0000000000 NS USD 1675140.5000000000 0.1773157383 Long EC CORP US N 1 N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746108 7348.0000000000 NS USD 663671.3600000000 0.0702504519 Long EC CORP US N 1 N N N Freddie Mac Non Gold Pool N/A 31326FQ84 422.1400000000 PA USD 424.5400000000 0.0000449381 Long ABS-MBS USGA US N 2 2043-06-01 Variable 2.495000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 31326FTK4 8278.3700000000 PA USD 8344.4200000000 0.0008832674 Long ABS-MBS USGA US N 2 2043-06-01 Variable 2.834000000000000 N N N N N N Arroyo Mortgage Trust 2018-1 N/A 042856AB0 1495966.2800000000 PA USD 1516477.4700000000 0.1605210561 Long ABS-MBS CORP US N 2 2048-04-25 Variable 4.016000000000000 N N N N N N Ashtead Capital Inc 213800J1134IW58IC398 045054AD5 400000.0000000000 PA USD 411828.0000000000 0.0435925141 Long DBT CORP US N 2 2025-08-15 Fixed 4.125000000000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U109 28788.0000000000 NS USD 2312827.9200000000 0.2448157574 Long EC CORP US N 1 N N N Dropbox Inc N/A 26210C104 90925.0000000000 NS USD 1660290.5000000000 0.1757438471 Long EC CORP US N 1 N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AW8 200000.0000000000 PA USD 194448.8900000000 0.0205826607 Long DBT CORP GB N 2 2030-08-06 Fixed 1.375000000000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2N0 270000.0000000000 PA USD 279575.1300000000 0.0295933807 Long DBT CORP US N 2 2025-06-29 Fixed 2.550000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 31326JXE5 124862.5800000000 PA USD 130055.8500000000 0.0137665760 Long ABS-MBS USGA US N 2 2045-06-01 Variable 2.589000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 31326MFE8 431343.5700000000 PA USD 449833.4400000000 0.0476154379 Long ABS-MBS USGA US N 2 2047-09-01 Variable 3.068000000000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 20273.0000000000 NS USD 1867346.0300000000 0.1976609365 Long EC CORP US N 1 N N N East West Bancorp Inc N/A 27579R104 18035.0000000000 NS USD 657916.8000000000 0.0696413245 Long EC CORP US N 1 N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432100 11724.0000000000 NS USD 947768.1600000000 0.1003224572 Long EC CORP US N 1 N N N eBay Inc OML71K8X303XQONU6T67 278642103 102621.0000000000 NS USD 4887838.2300000000 0.5173838520 Long EC CORP US N 1 N N N Freddie Mac Gold Pool N/A 31335BQ74 402655.1000000000 PA USD 428728.9200000000 0.0453814978 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.500000000000000 N N N N N N Freddie Mac Non Gold Pool N/A 31347AMD3 299182.1200000000 PA USD 311098.9800000000 0.0329302201 Long ABS-MBS USGA US N 2 2046-08-01 Variable 2.354000000000000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 43892.0000000000 NS USD 5259578.3600000000 0.5567330144 Long EC CORP US N 1 N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011104 63329.0000000000 NS USD 4103085.9100000000 0.4343168275 Long EC CORP US N 1 N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2P5 197000.0000000000 PA USD 199871.8000000000 0.0211566826 Long DBT CORP US N 2 2027-08-20 Fixed 2.450000000000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAC5 440000.0000000000 PA USD 443058.3300000000 0.0468982840 Long DBT CORP BM N 2 2031-01-15 Fixed 3.500000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MGK3 600000.0000000000 PA USD 909407.2100000000 0.0962619021 Long DBT USGA US N 2 2030-11-15 Fixed 6.625000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G05Y5 2000000.0000000000 PA USD 1987289.8600000000 0.2103571425 Long DBT USGA US N 2 2027-10-08 Fixed 0.750000000000000 N N N N N N Exelixis Inc N/A 30161Q104 33635.0000000000 NS USD 688844.8000000000 0.0729150924 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 35642.0000000000 NS USD 1162642.0400000000 0.1230671288 Long EC CORP US N 1 N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 30303M102 71484.0000000000 NS USD 18808155.2400000000 1.9908669946 Long EC CORP US N 1 N N N FactSet Research Systems Inc 549300ZSJE7NBK6K9P30 303075105 7232.0000000000 NS USD 2216608.0000000000 0.2346307573 Long EC CORP US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0K36 270000.0000000000 PA USD 293320.3800000000 0.0310483328 Long DBT USGA US N 2 2026-04-24 Fixed 2.125000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31368HKV4 7185.9500000000 PA USD 8434.7500000000 0.0008928289 Long ABS-MBS USGA US N 2 2030-09-01 Fixed 7.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371HDR6 11548.6400000000 PA USD 13137.3300000000 0.0013906030 Long ABS-MBS USGA US N 2 2029-01-01 Fixed 6.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31371NJ30 7725.3900000000 PA USD 8348.6200000000 0.0008837120 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 6.500000000000000 N N N N N N Fortinet Inc 549300O0QJWDBAS0QX03 34959E109 7684.0000000000 NS USD 848083.0800000000 0.0897706655 Long EC CORP US N 1 N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964C106 65653.0000000000 NS USD 5309358.1100000000 0.5620022639 Long EC CORP US N 1 N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 054561AM7 204000.0000000000 PA USD 243928.0500000000 0.0258200923 Long DBT CORP US N 2 2048-04-20 Fixed 5.000000000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 200000.0000000000 PA USD 224571.0100000000 0.0237711251 Long DBT CORP FR N 2 2024-07-21 Fixed 5.150000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31374CNY8 455621.7600000000 PA USD 525845.1200000000 0.0556613703 Long ABS-MBS USGA US N 2 2036-11-01 Fixed 5.000000000000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEX3 1900000.0000000000 PA USD 1887280.0300000000 0.1997709756 Long DBT USGA US N 2 2025-09-23 Fixed 0.375000000000000 N N N N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613101 27882.0000000000 NS USD 522787.5000000000 0.0553377174 Long EC CORP US N 1 N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 9737.0000000000 NS USD 1278760.2100000000 0.1353583838 Long EC CORP US N 1 N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334104 55145.0000000000 NS USD 3260172.4000000000 0.3450933675 Long EC CORP US N 1 N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802104 6075.0000000000 NS USD 2126371.5000000000 0.2250791098 Long EC CORP US N 1 N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAH5 300000.0000000000 PA USD 302257.3700000000 0.0319943245 Long DBT CORP FR N 2 2026-10-06 Variable 1.652000000000000 N N N N N N BRE Grand Islander Timeshare Issuer 2017-A LLC N/A 05584AAA8 442822.1900000000 PA USD 450072.0300000000 0.0476406930 Long ABS-MBS CORP US N 2 2029-05-25 Fixed 2.940000000000000 N N N N N N HCA Healthcare Inc N/A 40412C101 25748.0000000000 NS USD 3191207.1200000000 0.3377933055 Long EC CORP US N 1 N N N Hanesbrands Inc GX5LWVWZLL5S4W1L2F20 410345102 69555.0000000000 NS USD 1117748.8500000000 0.1183151280 Long EC CORP US N 1 N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05723KAG5 209000.0000000000 PA USD 217802.3600000000 0.0230546550 Long DBT CORP US N 2 2029-11-07 Fixed 3.138000000000000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498AW6 150000.0000000000 PA USD 148500.0000000000 0.0157189126 Long DBT CORP US N 2 2030-08-15 Fixed 2.875000000000000 N N N N N N Freddie Mac Structured Agency N/A 3137G0AD1 590191.0700000000 PA USD 543650.4300000000 0.0575460849 Long ABS-MBS CORP US N 2 2023-11-25 Variable 4.399249999999999 N N N N N N Freddie Mac Structured Agency N/A 3137G0AY5 649842.7500000000 PA USD 616646.3100000000 0.0652727910 Long ABS-MBS CORP US N 2 2024-04-25 Variable 3.749250000000000 N N N N N N Banc of America Mortgage 2004-E Trust N/A 05949AHA1 93822.7100000000 PA USD 91960.2600000000 0.0097341097 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.603121000000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAC9 600000.0000000000 PA USD 623946.4400000000 0.0660455190 Long DBT CORP ES N 2 2022-04-11 Fixed 3.500000000000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866108 38594.0000000000 NS USD 5305131.2400000000 0.5615548443 Long EC CORP US N 1 N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 34394.0000000000 NS USD 9173223.7400000000 0.9709973225 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 911000.0000000000 PA USD 955962.0200000000 0.1011897876 Long DBT CORP US N 2 2023-12-20 Variable 3.004000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHZ5 930000.0000000000 PA USD 964914.3300000000 0.1021374009 Long DBT CORP US N 2 2031-02-13 Variable 2.496000000000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 6798.0000000000 NS USD 1121330.1000000000 0.1186942078 Long EC CORP US N 1 N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 46387.0000000000 NS USD 2258583.0300000000 0.2390738673 Long EC CORP US N 1 N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 741.0000000000 NS USD 107822.9100000000 0.0114131912 Long EC CORP US N 1 N N N Humana Inc N/A 444859102 12307.0000000000 NS USD 4913938.9600000000 0.5201466473 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJD2 895000.0000000000 PA USD 900431.1600000000 0.0953117759 Long DBT CORP US N 2 2026-06-19 Variable 1.319000000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJE0 600000.0000000000 PA USD 607694.3800000000 0.0643252179 Long DBT CORP US N 2 2041-06-19 Variable 2.676000000000000 N N N N N N Freddie Mac Structured Agency N/A 3137G0DF3 232239.5800000000 PA USD 235629.7200000000 0.0249417036 Long ABS-MBS CORP US N 2 2024-10-25 Variable 4.899249999999999 N N N N N N Freddie Mac Structured Agency N/A 3137G0FJ3 180000.0000000000 PA USD 183073.9100000000 0.0193786047 Long ABS-MBS CORP US N 2 2025-05-25 Variable 3.399250000000000 N N N N N N Freddie Mac Structured Agency N/A 3137G0GX1 314718.2200000000 PA USD 324566.1300000000 0.0343557349 Long ABS-MBS CORP US N 2 2028-04-25 Variable 3.849250000000000 N N N N N N Freddie Mac Structured Agency N/A 3137G0HW2 920947.5100000000 PA USD 972269.4300000000 0.1029159475 Long ABS-MBS CORP US N 2 2028-07-25 Variable 5.698130000000000 N N N N N N Freddie Mac Structured Agency N/A 3137G0JU4 470197.6200000000 PA USD 490446.1200000000 0.0519143414 Long ABS-MBS CORP US N 2 2028-10-25 Variable 4.799250000000000 N N N N N N Freddie Mac Structured Agency N/A 3137G0KQ1 803261.5500000000 PA USD 845573.9900000000 0.0895050752 Long ABS-MBS CORP US N 2 2028-12-25 Variable 5.149249999999999 N N N N N N Freddie Mac Structured Agency N/A 3137G0LU1 537042.7000000000 PA USD 557530.6600000000 0.0590153248 Long ABS-MBS CORP US N 2 2029-04-25 Variable 4.049250000000000 N N N N N N Freddie Mac Structured Agency N/A 3137G0MD8 822509.0400000000 PA USD 849621.7300000000 0.0899335335 Long ABS-MBS CORP US N 2 2029-07-25 Variable 3.399250000000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJM2 155000.0000000000 PA USD 153704.9200000000 0.0162698600 Long DBT CORP US N 2 2051-10-24 Variable 2.831000000000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBM6 300000.0000000000 PA USD 301213.2400000000 0.0318838020 Long DBT CORP GB N 2 2031-06-24 Variable 2.645000000000000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413106 4572.0000000000 NS USD 674278.5600000000 0.0713732375 Long EC CORP US N 1 N N N Illumina Inc SQ95QG8SR5Q56LSNF682 452327109 2643.0000000000 NS USD 773606.1000000000 0.0818871831 Long EC CORP US N 1 N N N Incyte Corp 549300Z4WN6JVZ3T4680 45337C102 22616.0000000000 NS USD 1959450.2400000000 0.2074102835 Long EC CORP US N 1 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 22377.0000000000 NS USD 990853.5600000000 0.1048831012 Long EC CORP US N 1 N N N Freddie Mac Structured Agency N/A 3137G0NX3 220000.0000000000 PA USD 227135.7900000000 0.0240426103 Long ABS-MBS CORP US N 2 2029-10-25 Variable 3.599250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31383MGC1 17857.6300000000 PA USD 18561.8000000000 0.0019647900 Long ABS-MBS USGA US N 2 2029-07-01 Fixed 7.500000000000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200101 37007.0000000000 NS USD 4132201.6200000000 0.4373987622 Long EC CORP US N 1 N N N International Paper Co 824LMFJDH41EY779Q875 460146103 57335.0000000000 NS USD 2508406.2500000000 0.2655179707 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385JK80 12473.9600000000 PA USD 14235.3800000000 0.0015068330 Long ABS-MBS USGA US N 2 2032-08-01 Fixed 6.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31385XJW8 59672.4500000000 PA USD 70132.8900000000 0.0074236550 Long ABS-MBS USGA US N 2 2033-07-01 Fixed 5.500000000000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024NU2 295000.0000000000 PA USD 451332.3000000000 0.0477740942 Long DBT MUN US N 2 2040-04-01 Fixed 6.918000000000000 N N N N N N Bean Creek CLO 635400STD6UUTEW5KM07 07378WAQ1 750000.0000000000 PA USD 739374.0000000000 0.0782636720 Long ABS-CBDO CORP US N 2 2031-04-20 Variable 1.238380000000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BF5 290000.0000000000 PA USD 319976.2200000000 0.0338698871 Long DBT CORP US N 2 2024-12-15 Fixed 3.734000000000000 N N N N N N Belrose Funding Trust N/A 080807AA8 140000.0000000000 PA USD 139611.9000000000 0.0147780960 Long DBT CORP US N 2 2030-08-15 Fixed 2.330000000000000 N N N N N N W R Berkley Corp SQOAGCLKBDWNVYV1OV80 084423AS1 130000.0000000000 PA USD 137093.6600000000 0.0145115371 Long DBT CORP US N 2 2022-03-15 Fixed 4.625000000000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AD3 160000.0000000000 PA USD 176679.1300000000 0.0187017091 Long DBT CORP US N 2 2025-02-01 Fixed 3.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31387XZB4 10588.5600000000 PA USD 11824.9000000000 0.0012516806 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 6.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31388D3R7 3368.5700000000 PA USD 3586.9800000000 0.0003796864 Long ABS-MBS USGA US N 2 2031-09-01 Fixed 7.000000000000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AP6 150000.0000000000 PA USD 172288.6900000000 0.0182369755 Long DBT CORP US N 2 2048-07-15 Fixed 3.800000000000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664CV1 200000.0000000000 PA USD 203284.4100000000 0.0215179116 Long DBT CORP US N 2 2050-10-15 Fixed 2.850000000000000 N N N N N N Block Financial LLC N/A 093662AH7 140000.0000000000 PA USD 144383.5600000000 0.0152831822 Long DBT CORP US N 2 2030-08-15 Floating 3.875000000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659T2B6 490000.0000000000 PA USD 472673.1000000000 0.0500330448 Long DBT CORP FR N 2 2035-08-12 Variable 2.588000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31389EHE8 12464.2800000000 PA USD 14275.4600000000 0.0015110755 Long ABS-MBS USGA US N 2 2032-01-01 Fixed 6.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138A4R56 634715.2500000000 PA USD 716379.4100000000 0.0758296656 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 4.000000000000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CW3 430000.0000000000 PA USD 506857.1600000000 0.0536514708 Long DBT CORP US N 2 2050-05-01 Floating 5.805000000000001 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CY9 150000.0000000000 PA USD 166270.8000000000 0.0175999742 Long DBT CORP US N 2 2030-05-01 Floating 5.150000000000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690100 34369.0000000000 NS USD 621735.2100000000 0.0658114575 Long EC CORP US N 1 N N N Iron Mountain Inc SQL3F6CKNNBM3SQGHX24 46284V101 23413.0000000000 NS USD 610142.7800000000 0.0645843841 Long EC CORP US N 1 N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724AL0 210000.0000000000 PA USD 220494.6000000000 0.0233396320 Long DBT CORP US N 2 2027-07-01 Fixed 2.650000000000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBM1 270000.0000000000 PA USD 263329.7400000000 0.0278737857 Long DBT CORP US N 2 2030-08-10 Fixed 1.749000000000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 23736.0000000000 NS USD 2327077.4400000000 0.2463240871 Long EC CORP US N 1 N N N Jabil Inc 5493000CGCQY2OQU7669 466313103 59499.0000000000 NS USD 1971796.8600000000 0.2087171888 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138A5EN8 725952.2600000000 PA USD 785508.1700000000 0.0831470322 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 3.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138AMHA6 1188515.5100000000 PA USD 1337795.7000000000 0.1416073650 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 4.500000000000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CW6 190000.0000000000 PA USD 199821.8900000000 0.0211513995 Long DBT CORP US N 2 2022-08-15 Fixed 3.250000000000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122DB1 300000.0000000000 PA USD 329156.2800000000 0.0348416081 Long DBT CORP US N 2 2024-05-15 Fixed 3.625000000000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 15434.0000000000 NS USD 2116155.7400000000 0.2239977587 Long EC CORP US N 1 N N N KLA Corp 549300H0BF5JCG96TJ81 482480100 24456.0000000000 NS USD 4822234.0800000000 0.5104395698 Long EC CORP US N 1 N N N Kansas City Southern 5493008C12PZMWP3WY03 485170302 13397.0000000000 NS USD 2359747.5800000000 0.2497822627 Long EC CORP US N 1 N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836108 35895.0000000000 NS USD 2257436.5500000000 0.2389525109 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138AP5M6 259497.7500000000 PA USD 292039.4400000000 0.0309127437 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 4.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EHBD3 653435.6000000000 PA USD 719838.4200000000 0.0761958062 Long ABS-MBS USGA US N 2 2041-05-01 Fixed 4.000000000000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAJ2 220000.0000000000 PA USD 237866.6900000000 0.0251784897 Long DBT CORP US N 2 2030-07-01 Fixed 4.050000000000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAP4 126000.0000000000 PA USD 134729.0800000000 0.0142612433 Long DBT CORP US N 2 2025-01-15 Fixed 3.125000000000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FBB6 420000.0000000000 PA USD 453285.4200000000 0.0479808344 Long DBT CORP US N 2 2025-11-15 Fixed 3.150000000000000 N N N N N N Burlington Northern Santa Fe L N/A 12189LAG6 50000.0000000000 PA USD 65737.8300000000 0.0069584324 Long DBT CORP US N 2 2041-09-15 Fixed 4.950000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EHTN2 495081.3800000000 PA USD 545472.8400000000 0.0577389893 Long ABS-MBS USGA US N 2 2042-01-01 Fixed 4.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EJMZ8 366627.1900000000 PA USD 405302.0300000000 0.0429017319 Long ABS-MBS USGA US N 2 2042-06-01 Fixed 3.500000000000000 N N N N N N Burlington Northern Santa Fe L N/A 12189LAW1 690000.0000000000 PA USD 841694.2500000000 0.0890943998 Long DBT CORP US N 2 2045-04-01 Fixed 4.150000000000000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 12527GAF0 230000.0000000000 PA USD 269919.9500000000 0.0285713677 Long DBT CORP US N 2 2034-03-15 Fixed 5.150000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EKYG4 54962.0300000000 PA USD 56910.3600000000 0.0060240335 Long ABS-MBS USGA US N 2 2043-03-01 Variable 3.122000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ELNS8 82420.0200000000 PA USD 86883.3100000000 0.0091967081 Long ABS-MBS USGA US N 2 2038-03-01 Variable 2.942000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138LSL65 1089176.9700000000 PA USD 1191704.6600000000 0.1261434439 Long ABS-MBS USGA US N 2 2042-05-01 Fixed 3.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31401JNG9 41256.3000000000 PA USD 48494.9200000000 0.0051332486 Long ABS-MBS USGA US N 2 2033-06-01 Fixed 5.500000000000000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 12527GAH6 300000.0000000000 PA USD 352014.4500000000 0.0372611743 Long DBT CORP US N 2 2026-12-01 Fixed 4.500000000000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CL2 330000.0000000000 PA USD 342162.5600000000 0.0362183393 Long DBT CORP US N 2 2030-03-15 Fixed 2.400000000000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 47353.0000000000 NS USD 6278534.2700000000 0.6645907849 Long EC CORP US N 1 N N N Kinder Morgan Inc 549300WR7IX8XE0TBO16 49456B101 58603.0000000000 NS USD 697375.7000000000 0.0738180989 Long EC CORP US N 1 N N N CIFC Funding Ltd 549300JZARV9CBLL1S14 12552MAC2 450000.0000000000 PA USD 444554.9100000000 0.0470566989 Long ABS-CBDO CORP US N 2 2031-04-24 Variable 1.194750000000000 N N N N N N CSMC 2019-AFC1 Trust N/A 12596XAA0 445786.4100000000 PA USD 454907.8200000000 0.0481525675 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.573000000000000 N N N N N N Kraft Heinz Co/The N/A 500754106 18998.0000000000 NS USD 581148.8200000000 0.0615153368 Long EC CORP US N 1 N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044101 20104.0000000000 NS USD 647549.8400000000 0.0685439687 Long EC CORP US N 1 N N N CSMC 2020-AFC1 Trust N/A 12597MAA3 394752.0400000000 PA USD 400192.8300000000 0.0423609167 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.240000000000000 N N N N N N CSMC 2020-NQM1 Trust N/A 126401AA6 2000000.0000000000 PA USD 2003058.6000000000 0.2120262835 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.208000000000000 N N N N N N CSMC 2020-NQM1 Trust N/A 126401AB4 1163175.0000000000 PA USD 1164958.8500000000 0.1233123661 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.414000000000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HH9 380000.0000000000 PA USD 424927.5300000000 0.0449791159 Long DBT CORP US N 2 2027-06-01 Fixed 3.250000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402BXT6 127711.2800000000 PA USD 150336.3700000000 0.0159132947 Long ABS-MBS USGA US N 2 2033-08-01 Fixed 5.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402CPL0 205524.5200000000 PA USD 236815.8900000000 0.0250672612 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 5.000000000000000 N N N N N N CSMC 2017-HL2 Trust N/A 12652CAC3 151919.0600000000 PA USD 152799.3100000000 0.0161740000 Long ABS-MBS CORP US N 2 2047-10-25 Variable 3.500000000000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 620000.0000000000 PA USD 718958.4400000000 0.0761026592 Long DBT CORP US N 2 2028-03-25 Fixed 4.300000000000000 N N N N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 26083.0000000000 NS USD 834395.1700000000 0.0883217829 Long EC CORP US N 1 N N N LPL Financial Holdings Inc 549300XROQ4Y8G2L7682 50212V100 24833.0000000000 NS USD 1984901.6900000000 0.2101043516 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 160000.0000000000 PA USD 192885.9300000000 0.0204172194 Long DBT CORP US N 2 2038-03-25 Fixed 4.780000000000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DN7 310000.0000000000 PA USD 300886.0900000000 0.0318491728 Long DBT CORP US N 2 2030-08-21 Fixed 1.750000000000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 15350.0000000000 NS USD 2473038.5000000000 0.2617742497 Long EC CORP US N 1 N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 9598.0000000000 NS USD 3283283.8400000000 0.3475397426 Long EC CORP US N 1 N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 518439104 13102.0000000000 NS USD 2877985.3200000000 0.3046383822 Long EC CORP US N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 7217.0000000000 NS USD 2526888.2100000000 0.2674743095 Long EC CORP US N 1 N N N CHL Mortgage Pass-Through Trust 2005-17 N/A 12669G5X5 2185.6800000000 PA USD 1949.4400000000 0.0002063507 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.500000000000000 N N N N N N State of California N/A 13063A5G5 100000.0000000000 PA USD 171998.0000000000 0.0182062056 Long DBT MUN US N 2 2039-04-01 Fixed 7.550000000000000 N N N N N N State of California N/A 13063A7D0 160000.0000000000 PA USD 258859.2000000000 0.0274005734 Long DBT MUN US N 2 2039-10-01 Fixed 7.300000000000000 N N N N N N State of California N/A 13063BJC7 80000.0000000000 PA USD 141862.4000000000 0.0150163143 Long DBT MUN US N 2 2040-11-01 Fixed 7.600000000000001 N N N N N N State of California N/A 13063DGE2 355000.0000000000 PA USD 417093.0500000000 0.0441498263 Long DBT MUN US N 2 2038-04-01 Fixed 4.600000000000001 N N N N N N CALIFORNIA STATE UNIV N/A 13077DKU5 500000.0000000000 PA USD 514440.0000000000 0.0544541240 Long DBT MUN US N 2 2051-11-01 Fixed 2.975000000000000 N N N N N N AGCO Corp LYOM0B2GCF1JWXK5ZG04 001084102 38477.0000000000 NS USD 2963883.3100000000 0.3137307930 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 86134.0000000000 NS USD 2327340.6800000000 0.2463519514 Long EC CORP US N 1 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 38724.0000000000 NS USD 6122264.4000000000 0.6480494217 Long EC CORP US N 1 N N N Lumentum Holdings Inc 549300JLWRRC38DWEF52 55024U109 7171.0000000000 NS USD 592969.9900000000 0.0627666226 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402RAC3 268470.6000000000 PA USD 309341.1500000000 0.0327441516 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 5.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31402TV69 79556.9900000000 PA USD 93769.6900000000 0.0099256402 Long ABS-MBS USGA US N 2 2033-09-01 Fixed 5.500000000000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 39919.0000000000 NS USD 4195886.0900000000 0.4441398438 Long EC CORP US N 1 N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287Y109 45187.0000000000 NS USD 3845413.7000000000 0.4070418985 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403C6L0 171495.9000000000 PA USD 197843.4700000000 0.0209419813 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 5.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403DDX4 63031.7900000000 PA USD 73844.6500000000 0.0078165495 Long ABS-MBS USGA US N 2 2036-04-01 Fixed 5.500000000000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748102 24410.0000000000 NS USD 2525458.6000000000 0.2673229835 Long EC CORP US N 1 N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 114442.0000000000 NS USD 6134091.2000000000 0.6493013034 Long EC CORP US N 1 N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 140420NB2 250000.0000000000 PA USD 264863.6400000000 0.0280361509 Long DBT CORP US N 2 2023-02-15 Fixed 3.375000000000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AJ9 315000.0000000000 PA USD 333977.5300000000 0.0353519435 Long DBT CORP US N 2 2030-03-01 Fixed 2.750000000000000 N N N N N N ABIOMED Inc 5493001EZN4ZTB4Z5887 003654100 5341.0000000000 NS USD 1345291.0800000000 0.1424007605 Long EC CORP US N 1 N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 32191.0000000000 NS USD 2437824.4300000000 0.2580467959 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31403DGZ6 122589.4400000000 PA USD 143664.0900000000 0.0152070254 Long ABS-MBS USGA US N 2 2036-05-01 Fixed 5.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31407GYH5 69468.6000000000 PA USD 72161.2900000000 0.0076383637 Long ABS-MBS USGA US N 2 2035-06-01 Variable 2.429000000000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 6537.0000000000 NS USD 1886839.6800000000 0.1997243640 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 16744.0000000000 NS USD 2469572.5600000000 0.2614073756 Long EC CORP US N 1 N N N CBAM Ltd 254900Q3N8LV0KJICN72 14987VAA7 650000.0000000000 PA USD 647803.7800000000 0.0685708486 Long ABS-CBDO CORP US N 2 2030-02-12 Variable 1.516880000000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAV9 369000.0000000000 PA USD 435578.2300000000 0.0461065060 Long DBT CORP US N 2 2028-11-01 Fixed 4.250000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31407GYJ1 79761.0200000000 PA USD 82846.8600000000 0.0087694448 Long ABS-MBS USGA US N 2 2035-06-01 Variable 2.480000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FPBT5 279599.2400000000 PA USD 291667.6500000000 0.0308733892 Long ABS-MBS USGA US N 2 2047-05-01 Variable 3.250000000000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15189YAF3 323000.0000000000 PA USD 324628.4400000000 0.0343623305 Long DBT CORP US N 2 2030-10-01 Fixed 0.000001000000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BK9 200000.0000000000 PA USD 226837.8000000000 0.0240110677 Long DBT CORP US N 2 2028-03-15 Fixed 4.200000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FS6H1 348180.7800000000 PA USD 363188.4800000000 0.0384439595 Long ABS-MBS USGA US N 2 2047-03-01 Variable 3.183000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FTAF8 209280.5100000000 PA USD 218445.5500000000 0.0231227375 Long ABS-MBS USGA US N 2 2047-04-01 Variable 3.136000000000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 22767.0000000000 NS USD 10179125.7000000000 1.0774733158 Long EC CORP US N 1 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 30643.0000000000 NS USD 3128343.8700000000 0.3311391510 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 111177.0000000000 NS USD 8361622.1700000000 0.8850882709 Long EC CORP US N 1 N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156R108 88305.0000000000 NS USD 3342344.2500000000 0.3537913616 Long EC CORP US N 1 N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 12043.0000000000 NS USD 1145530.1600000000 0.1212558147 Long EC CORP US N 1 N N N Alexion Pharmaceuticals Inc M1YXUUZR0EIMU8T0EM75 015351109 9886.0000000000 NS USD 1138274.0400000000 0.1204877452 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 165385.0000000000 NS USD 33485500.9500000000 3.5444825816 Long EC CORP US N 1 N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 8606.0000000000 NS USD 2262517.4000000000 0.2394903253 Long EC CORP US N 1 N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BT0 645000.0000000000 PA USD 734111.7600000000 0.0777066573 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000000 N N N N N N CHEVRON U.S.A. INC VA8TZDWPEZYU430RZ444 166756AL0 140000.0000000000 PA USD 138387.3100000000 0.0146484716 Long DBT CORP US N 2 2027-08-12 Fixed 1.018000000000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076307 23503.0000000000 NS USD 3714884.1800000000 0.3932251839 Long EC CORP US N 1 N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 629377508 66608.0000000000 NS USD 2106144.9600000000 0.2229381049 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 11731.0000000000 NS USD 18958586.4100000000 2.0067903240 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 9503.0000000000 NS USD 28852533.4500000000 3.0540771184 Long EC CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 2358.0000000000 NS USD 1121794.9200000000 0.1187434096 Long EC CORP US N 1 N N N NextEra Energy Inc N/A 65339F101 7016.0000000000 NS USD 513641.3600000000 0.0543695869 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HBVA3 1554307.7900000000 PA USD 1640447.8500000000 0.1736434775 Long ABS-MBS USGA US N 2 2049-09-01 Fixed 3.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HJHS3 2462755.6500000000 PA USD 2632224.4400000000 0.2786242826 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4.000000000000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 15296.0000000000 NS USD 7668802.5600000000 0.8117524398 Long EC CORP US N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389X105 80142.0000000000 NS USD 4496767.6200000000 0.4759885339 Long EC CORP US N 1 N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076C106 10756.0000000000 NS USD 1729887.4800000000 0.1831107753 Long EC CORP US N 1 N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 3866.0000000000 NS USD 838690.0400000000 0.0887764003 Long EC CORP US N 1 N N N Chevron Corp N/A 166764BX7 240000.0000000000 PA USD 251952.5400000000 0.0266694947 Long DBT CORP US N 2 2027-05-11 Fixed 1.995000000000000 N N N N N N Metropolitan Water Reclamation District of Greater Chicago N/A 167560PL9 650000.0000000000 PA USD 903389.5000000000 0.0956249199 Long DBT MUN US N 2 2038-12-01 Fixed 5.720000000000000 N N N N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 94564.0000000000 NS USD 2600510.0000000000 0.2752672690 Long EC CORP US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 20689.0000000000 NS USD 2368683.6100000000 0.2507281527 Long EC CORP US N 1 N N N Palo Alto Networks Inc 549300QXR2YVZV231H43 697435105 12100.0000000000 NS USD 2676399.0000000000 0.2833002155 Long EC CORP US N 1 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 4256.0000000000 NS USD 792169.2800000000 0.0838521191 Long EC CORP US N 1 N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752103 10940.0000000000 NS USD 2984432.0000000000 0.3159058978 Long EC CORP US N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 324953.0000000000 NS USD 35374383.5800000000 3.7444231944 Long EC CORP US N 1 N N N Chile Government International Bond 549300FLZTJM5YJF8D34 168863AW8 100000.0000000000 PA USD 102151.0000000000 0.0108128124 Long DBT NUSS CL N 2 2021-09-14 Fixed 3.250000000000000 N N N N N N Chile Government International Bond 549300FLZTJM5YJF8D34 168863BP2 100000.0000000000 PA USD 112600.0000000000 0.0119188523 Long DBT NUSS CL N 2 2042-10-30 Fixed 3.625000000000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GK1 70000.0000000000 PA USD 74211.4700000000 0.0078553779 Long DBT CORP US N 2 2022-07-30 Fixed 4.050000000000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LS8 390000.0000000000 PA USD 433045.6800000000 0.0458384323 Long DBT CORP US N 2 2028-10-27 Variable 3.520000000000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MD0 140000.0000000000 PA USD 181533.3900000000 0.0192155387 Long DBT CORP US N 2 2048-07-23 Fixed 4.650000000000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MQ1 277000.0000000000 PA USD 299443.8800000000 0.0316965130 Long DBT CORP US N 2 2026-04-08 Variable 3.106000000000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 46407.0000000000 NS USD 1646520.3600000000 0.1742862603 Long EC CORP US N 1 N N N Pinterest Inc N/A 72352L106 67814.0000000000 NS USD 3997635.3000000000 0.4231547472 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MS7 390000.0000000000 PA USD 406342.5600000000 0.0430118734 Long DBT CORP US N 2 2031-06-03 Variable 2.572000000000000 N N N N N N Citigroup Mortgage Loan Trust 549300R1KUK063S4I339 17307GLC0 263976.9300000000 PA USD 263109.0000000000 0.0278504201 Long ABS-MBS CORP US N 2 2034-08-25 Variable 2.369538000000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222105 72667.0000000000 NS USD 4304066.4100000000 0.4555908673 Long EC CORP US N 1 N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769106 20413.0000000000 NS USD 4808078.0200000000 0.5089411330 Long EC CORP US N 1 N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 39276.0000000000 NS USD 1540404.7200000000 0.1630537858 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 33159.0000000000 NS USD 4546098.9000000000 0.4812103122 Long EC CORP US N 1 N N N Colombia Government International Bond 549300MHDRBVRF6B9117 195325BN4 310000.0000000000 PA USD 317767.0500000000 0.0336360437 Long DBT NUSS CO N 2 2021-07-12 Fixed 4.375000000000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBT7 248000.0000000000 PA USD 276051.2200000000 0.0292203704 Long DBT CORP US N 2 2036-07-15 Fixed 3.200000000000000 N N N N N N Proofpoint Inc N/A 743424103 4703.0000000000 NS USD 450265.2200000000 0.0476611424 Long EC CORP US N 1 N N N Public Storage N/A 74460D109 3921.0000000000 NS USD 898183.4700000000 0.0950738551 Long EC CORP US N 1 N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBY6 91000.0000000000 PA USD 101772.5000000000 0.0107727477 Long DBT CORP US N 2 2027-02-01 Fixed 3.300000000000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDH1 100000.0000000000 PA USD 116992.7500000000 0.0123838304 Long DBT CORP US N 2 2040-04-01 Fixed 3.750000000000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDM0 230000.0000000000 PA USD 233488.0200000000 0.0247150019 Long DBT CORP US N 2 2031-01-15 Fixed 1.950000000000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JQ4 215000.0000000000 PA USD 233316.8100000000 0.0246968791 Long DBT CORP US N 2 2049-11-15 Fixed 3.200000000000000 N N N N N N PulteGroup Inc N/A 745867101 29446.0000000000 NS USD 1200218.9600000000 0.1270446933 Long EC CORP US N 1 N N N Qorvo Inc 254900YAUJV2EUEVBR11 74736K101 7388.0000000000 NS USD 940935.6800000000 0.0995992305 Long EC CORP US N 1 N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 617.0000000000 NS USD 696580.6600000000 0.0737339429 Long EC CORP US N 1 N N N BJ's Wholesale Club Holdings Inc 549300UCIWH1C93V0J03 05550J101 30312.0000000000 NS USD 1160646.4800000000 0.1228558963 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HMXF6 837300.0600000000 PA USD 907405.8000000000 0.0960500504 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JN4K3 251743.7600000000 PA USD 269214.6300000000 0.0284967087 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 3.500000000000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CF7 252000.0000000000 PA USD 249304.9200000000 0.0263892408 Long DBT CORP US N 2 2027-11-01 Fixed 1.375000000000000 N N N N N N Connecticut Avenue Securities Trust 2020-SBT1 N/A 20753VCZ9 600000.0000000000 PA USD 574349.6400000000 0.0607956350 Long ABS-MBS CORP US N 2 2040-02-25 Variable 3.799250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JNAC4 735856.9000000000 PA USD 775516.8500000000 0.0820894384 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 3.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JPM36 4819451.0300000000 PA USD 5143279.9200000000 0.5444226776 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 4.000000000000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 50873.0000000000 NS USD 6275693.2800000000 0.6642900625 Long EC CORP US N 1 N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762E102 45499.0000000000 NS USD 2840502.5700000000 0.3006707858 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 232057.0000000000 NS USD 5499750.9000000000 0.5821555812 Long EC CORP US N 1 N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813109 32230.0000000000 NS USD 2500081.1000000000 0.2646367431 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KDF54 769938.4800000000 PA USD 805512.1400000000 0.0852644777 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140KEDP0 695017.4900000000 PA USD 727200.1200000000 0.0769750515 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.000000000000000 N N N N N N Connecticut Avenue Securities Trust 2020-R02 N/A 20754WAB1 600000.0000000000 PA USD 585374.3400000000 0.0619626135 Long ABS-MBS CORP US N 2 2040-01-25 Variable 2.149250000000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDF1 450000.0000000000 PA USD 479940.4200000000 0.0508022998 Long DBT CORP US N 2 2022-11-09 Fixed 3.950000000000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 33880.0000000000 NS USD 6840372.0000000000 0.7240620184 Long EC CORP US N 1 N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516101 31953.0000000000 NS USD 3564357.1500000000 0.3772917076 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8QM0 1114225.6600000000 PA USD 1181254.6300000000 0.1250372950 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCMP8 2164635.5000000000 PA USD 2264316.6600000000 0.2396807792 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.000000000000000 N N N N N N Regeneron Pharmaceuticals Inc 549300RCBFWIRX3HYQ56 75886F107 3132.0000000000 NS USD 1702429.9200000000 0.1802043579 Long EC CORP US N 1 N N N Reliance Steel & Aluminum Co 549300E287ZOFT3C5Z56 759509102 21395.0000000000 NS USD 2331841.0500000000 0.2468283212 Long EC CORP US N 1 N N N Ginnie Mae 549300M8ZYFG0OCMTT87 21H0226B2 3500000.0000000000 PA USD 3665703.0900000000 0.3880193034 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 2.500000000000000 N N N N N N Ginnie Mae 549300M8ZYFG0OCMTT87 21H0306B5 3500000.0000000000 PA USD 3652851.5800000000 0.3866589548 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.000000000000000 N N N N N N Robert Half International Inc N/A 770323103 16891.0000000000 NS USD 856204.7900000000 0.0906303588 Long EC CORP US N 1 N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903109 11598.0000000000 NS USD 2750117.7600000000 0.2911034394 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAP0 430000.0000000000 PA USD 434510.3800000000 0.0459934727 Long DBT CORP US N 2 2030-04-20 Fixed 1.600000000000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AM0 280000.0000000000 PA USD 293725.7000000000 0.0310912364 Long DBT CORP CH N 2 2025-09-11 Variable 2.593000000000000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466L302 16658.0000000000 NS USD 3869153.6600000000 0.4095548033 Long EC CORP US N 1 N N N Henry Schein Inc VGO3WGL8H45T73F4RR92 806407102 8380.0000000000 NS USD 532800.4000000000 0.0563975955 Long EC CORP US N 1 N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AQ1 780000.0000000000 PA USD 805908.9200000000 0.0853064774 Long DBT CORP CH N 2 2026-06-05 Variable 2.193000000000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAG1 385000.0000000000 PA USD 375324.6100000000 0.0397285842 Long DBT CORP US N 2 2031-02-15 Fixed 2.000000000000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062X103 11791.0000000000 NS USD 2972157.3700000000 0.3146066127 Long EC CORP US N 1 N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724106 42064.0000000000 NS USD 1471398.7200000000 0.1557494135 Long EC CORP US N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 8273.0000000000 NS USD 1037103.2800000000 0.1097786925 Long EC CORP US N 1 N N N ServiceNow Inc 549300HJTQM36M0E1G39 81762P102 11644.0000000000 NS USD 5793705.0800000000 0.6132710026 Long EC CORP US N 1 N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AS5 410000.0000000000 PA USD 390685.1600000000 0.0413545178 Long DBT CORP US N 2 2050-09-01 Fixed 2.600000000000000 N N N N N N DNB Bank ASA 549300GKFG0RYRRQ1414 23329PAF7 380000.0000000000 PA USD 379761.6800000000 0.0401982536 Long DBT CORP NO N 2 2026-09-16 Variable 1.127000000000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122108 112274.0000000000 NS USD 6562415.3000000000 0.6946399506 Long EC CORP US N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 24860.0000000000 NS USD 8691801.8000000000 0.9200382019 Long EC CORP US N 1 N N N Skyworks Solutions Inc 549300WZ3ORQ2BVKBD96 83088M102 15969.0000000000 NS USD 2256260.0100000000 0.2388279726 Long EC CORP US N 1 N N N J M Smucker Co/The 5493000WDH6A0LHDJD55 832696405 9193.0000000000 NS USD 1031454.6000000000 0.1091807726 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QDBD5 1397275.4000000000 PA USD 1461089.5400000000 0.1546581738 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X6AQ4 3397249.5100000000 PA USD 3556611.6000000000 0.3764718313 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.000000000000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AT2 412000.0000000000 PA USD 444255.4800000000 0.0470250038 Long DBT CORP US N 2 2030-04-13 Fixed 2.750000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 1205000.0000000000 PA USD 1263406.3100000000 0.1337331541 Long DBT CORP US N 2 2026-04-28 Variable 2.188000000000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 16442.0000000000 NS USD 2590108.2600000000 0.2741662317 Long EC CORP US N 1 N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 8395.0000000000 NS USD 482292.7500000000 0.0510512969 Long EC CORP US N 1 N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X6XZ9 8068978.5400000000 PA USD 8463097.7100000000 0.8958295850 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X7C31 953602.7900000000 PA USD 1003752.4300000000 0.1062484629 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 3.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31410FVY8 32707.0300000000 PA USD 38089.1000000000 0.0040317794 Long ABS-MBS USGA US N 2 2037-02-01 Fixed 5.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412E5J1 21322.8100000000 PA USD 24689.8500000000 0.0026134518 Long ABS-MBS USGA US N 2 2037-08-01 Fixed 6.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412RH59 489735.4000000000 PA USD 565374.7000000000 0.0598456263 Long ABS-MBS USGA US N 2 2040-04-01 Fixed 5.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31412V4L9 255889.6000000000 PA USD 299859.7700000000 0.0317405355 Long ABS-MBS USGA US N 2 2037-07-01 Fixed 6.000000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174824M3 327000.0000000000 PA USD 353904.4700000000 0.0374612353 Long DBT CORP US N 2 2022-11-01 Fixed 4.875000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JQK8 405000.0000000000 NS USD 389804.9300000000 0.0412613443 Long EP CORP US N 2 2169-07-15 Variable 3.846880000000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BT5 290000.0000000000 PA USD 288416.5500000000 0.0305292562 Long DBT CORP US N 2 2030-11-15 Fixed 2.300000000000000 N N N N N N MVW Owner Trust 2018-1 N/A 62848BAA9 461349.9100000000 PA USD 478650.3500000000 0.0506657443 Long ABS-MBS CORP US N 2 2036-01-21 Fixed 3.450000000000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABH1 110000.0000000000 PA USD 123597.6200000000 0.0130829642 Long DBT CORP US N 2 2023-08-15 Fixed 5.750000000000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABM0 310000.0000000000 PA USD 327809.3000000000 0.0346990286 Long DBT CORP US N 2 2024-10-15 Fixed 2.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413H3E6 15586.0200000000 PA USD 16795.5700000000 0.0017778323 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 6.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413HUZ9 751.2300000000 PA USD 810.7800000000 0.0000858221 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 6.500000000000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477103 25039.0000000000 NS USD 1474797.1000000000 0.1561091363 Long EC CORP US N 1 N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119100 42890.0000000000 NS USD 1350177.2000000000 0.1429179625 Long EC CORP US N 1 N N N THE DETROIT EDISON CO 9N0FWODEJVKHC2DYLO03 23338VAK2 330000.0000000000 PA USD 347520.8700000000 0.0367855232 Long DBT CORP US N 2 2030-03-01 Fixed 2.250000000000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851AV4 190000.0000000000 PA USD 188710.7300000000 0.0199752692 Long DBT CORP US N 2 2050-10-01 Fixed 2.600000000000000 N N N N N N SYNNEX Corp 5493004HI6PFLF46NS53 87162W100 10744.0000000000 NS USD 1414340.1600000000 0.1497096928 Long EC CORP US N 1 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B103 50230.0000000000 NS USD 1256754.6000000000 0.1330290622 Long EC CORP US N 1 N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AN6 544000.0000000000 PA USD 539778.1300000000 0.0571361970 Long DBT CORP US N 2 2030-04-15 Fixed 2.500000000000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906YAA6 200000.0000000000 PA USD 207154.6900000000 0.0219275857 Long DBT CORP GB N 2 2023-05-21 Fixed 2.375000000000000 N N N N N N DENTSPLY SIRONA Inc 9NHEHR1SOZCYXDO8HO28 24906PAA7 380000.0000000000 PA USD 412229.5400000000 0.0436350176 Long DBT CORP US N 2 2030-06-01 Fixed 3.250000000000000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PAU7 354000.0000000000 PA USD 358069.6900000000 0.0379021291 Long DBT CORP NL N 2 2021-09-19 Fixed 1.950000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31413HZV3 8226.2800000000 PA USD 8866.7700000000 0.0009385588 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 6.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417VQE6 9410.1100000000 PA USD 9823.7600000000 0.0010398574 Long ABS-MBS USGA US N 2 2040-01-01 Variable 3.690000000000000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PBA0 140000.0000000000 PA USD 156566.8100000000 0.0165727946 Long DBT CORP NL N 2 2027-01-19 Fixed 3.600000000000000 N N N N N N Dell International LLC / EMC Corp N/A 25272KAG8 501000.0000000000 PA USD 551583.4300000000 0.0583858029 Long DBT CORP US N 2 2023-06-15 Floating 5.450000000000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAS5 325000.0000000000 PA USD 366057.2500000000 0.0387476224 Long DBT CORP US N 2 2028-04-15 Fixed 4.875000000000000 N N N N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAT3 86000.0000000000 PA USD 102905.8800000000 0.0108927174 Long DBT CORP US N 2 2028-11-15 Fixed 5.875000000000000 N N N N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 874054109 23055.0000000000 NS USD 3571680.6000000000 0.3780669040 Long EC CORP US N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 52668.0000000000 NS USD 8017122.9600000000 0.8486225943 Long EC CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110LAY2 464000.0000000000 PA USD 482850.0000000000 0.0511102825 Long DBT CORP US N 2 2025-06-15 Fixed 3.625000000000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CD8 231000.0000000000 PA USD 245852.4800000000 0.0260237956 Long DBT CORP US N 2 2030-05-01 Fixed 2.400000000000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAN9 400000.0000000000 PA USD 398448.5700000000 0.0421762845 Long DBT CORP US N 2 2029-12-01 Fixed 3.500000000000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 100000.0000000000 PA USD 110683.5800000000 0.0117159968 Long DBT CORP US N 2 2030-05-15 Fixed 3.625000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31417Y3R6 284076.0900000000 PA USD 319998.7100000000 0.0338722677 Long ABS-MBS USGA US N 2 2031-07-01 Fixed 5.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CXN9 3020227.6200000000 PA USD 3234583.0500000000 0.3423847025 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4.000000000000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 36071.0000000000 NS USD 5215505.8900000000 0.5520678878 Long EC CORP US N 1 N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203101 23752.0000000000 NS USD 850321.6000000000 0.0900076157 Long EC CORP US N 1 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBM0 200000.0000000000 PA USD 254049.5300000000 0.0268914637 Long DBT CORP US N 2 2041-08-01 Fixed 4.900000000000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543DD2 550000.0000000000 PA USD 558394.9000000000 0.0591068056 Long DBT CORP US N 2 2050-11-15 Fixed 3.600000000000000 N N N N N N NEW JERSEY TURNPIKE 5493005YN67D71KSMI84 646139W35 200000.0000000000 PA USD 328120.0000000000 0.0347319166 Long DBT MUN US N 2 2040-01-01 Fixed 7.414000000000001 N N N N N N NEW JERSEY TURNPIKE 5493005YN67D71KSMI84 646139X83 95000.0000000000 PA USD 151595.3000000000 0.0160465540 Long DBT MUN US N 2 2041-01-01 Fixed 7.102000000000000 N N N N N N Dryden Senior Loan Fund N/A 26251LAC8 550000.0000000000 PA USD 542368.0900000000 0.0574103476 Long ABS-CBDO CORP US N 2 2031-04-18 Variable 1.187750000000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAD3 130000.0000000000 PA USD 158903.7900000000 0.0168201669 Long DBT CORP US N 2 2044-12-01 Fixed 4.150000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418DRT1 2841183.4200000000 PA USD 2983135.5600000000 0.3157686680 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 3.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418M7L0 13486.7900000000 PA USD 14162.2800000000 0.0014990952 Long ABS-MBS USGA US N 2 2040-03-01 Variable 3.408000000000000 N N N N N N New Residential Mortgage Loan Trust 2017-1 N/A 64829JAA1 844651.1000000000 PA USD 917658.5200000000 0.0971353137 Long ABS-MBS CORP US N 2 2057-02-25 Variable 4.000000000000000 N N N N N N New Residential Mortgage Loan Trust 2019-NQM2 N/A 64830QAA2 586355.3600000000 PA USD 593819.2500000000 0.0628565179 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.599870000000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAC8 270000.0000000000 PA USD 312362.3500000000 0.0330639494 Long DBT CORP US N 2 2046-10-15 Fixed 3.700000000000000 N N N N N N Duke University Health System Inc SYIJ9BNVFR17R33OPQ57 26443CAA1 160000.0000000000 PA USD 189987.0300000000 0.0201103672 Long DBT CORP US N 2 2047-06-01 Fixed 3.920000000000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 32753.0000000000 NS USD 5239169.8800000000 0.5545727510 Long EC CORP US N 1 N N N Ulta Beauty Inc N/A 90384S303 4076.0000000000 NS USD 842794.5200000000 0.0892108647 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 7399.0000000000 NS USD 1311028.8100000000 0.1387740559 Long EC CORP US N 1 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 8655.0000000000 NS USD 1359787.0500000000 0.1439351772 Long EC CORP US N 1 N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAJ0 370000.0000000000 PA USD 374659.5000000000 0.0396581814 Long DBT CORP US N 2 2030-06-15 Fixed 1.750000000000000 N N N N N N EDP Finance BV 5299007L43AQDFOW5739 26835PAH3 500000.0000000000 PA USD 494857.5500000000 0.0523812969 Long DBT CORP NL N 2 2028-01-24 Fixed 1.710000000000000 N N N N N N EMC Corp KDMDXRWU7UTJ30FC8R59 268648AN2 710000.0000000000 PA USD 725655.2900000000 0.0768115292 Long DBT CORP US N 2 2023-06-01 Fixed 3.375000000000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAG6 130000.0000000000 PA USD 131179.8400000000 0.0138855518 Long DBT CORP US N 2 2021-02-01 Fixed 4.100000000000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966JAR7 95000.0000000000 PA USD 139612.9500000000 0.0147782071 Long DBT MUN US N 2 2037-12-01 Fixed 6.271000000000000 N N N N N N Newcrest Finance Pty Ltd 549300I0XDZ4K7PDSS04 65120FAE4 170000.0000000000 PA USD 197484.4900000000 0.0209039828 Long DBT CORP AU N 2 2050-05-13 Fixed 4.200000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418VWK4 390811.7500000000 PA USD 451020.9000000000 0.0477411321 Long ABS-MBS USGA US N 2 2040-06-01 Fixed 5.000000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419AG35 595983.3700000000 PA USD 669787.9100000000 0.0708978965 Long ABS-MBS USGA US N 2 2040-08-01 Fixed 4.500000000000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 13112.0000000000 NS USD 4000995.6800000000 0.4235104476 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 85409.0000000000 NS USD 4867458.9100000000 0.5152266752 Long EC CORP US N 1 N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 90000.0000000000 PA USD 98275.5000000000 0.0104025858 Long DBT CORP CO N 2 2045-05-28 Fixed 5.875000000000000 N N N N N N Elmwood CLO N/A 29002GAB7 1150000.0000000000 PA USD 1141248.9600000000 0.1208026443 Long ABS-CBDO CORP US N 2 2033-04-15 Variable 1.476880000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419AHK6 206882.0100000000 PA USD 242353.2300000000 0.0256533956 Long ABS-MBS USGA US N 2 2039-07-01 Fixed 5.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419AN52 1268581.9500000000 PA USD 1426663.5200000000 0.1510141361 Long ABS-MBS USGA US N 2 2040-09-01 Fixed 4.500000000000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAT7 290000.0000000000 PA USD 325872.8300000000 0.0344940508 Long DBT CORP US N 2 2027-05-01 Fixed 3.550000000000000 N N N N N N NextEra Energy Operating Partners LP 549300KJEC5IUVJWR786 65342QAB8 120000.0000000000 PA USD 131400.0000000000 0.0139088560 Long DBT CORP US N 2 2027-09-15 Fixed 4.500000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419BAZ8 26890.8500000000 PA USD 27892.2200000000 0.0029524267 Long ABS-MBS USGA US N 2 2040-10-01 Variable 2.317000000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CP3 110000.0000000000 PA USD 121057.5600000000 0.0128140957 Long DBT CORP US N 2 2024-01-16 Fixed 4.300000000000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAL9 220000.0000000000 PA USD 215916.3600000000 0.0228550195 Long DBT CORP US N 2 2031-02-15 Fixed 1.700000000000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBD4 140000.0000000000 PA USD 195438.2100000000 0.0206873814 Long DBT CORP US N 2 2045-02-01 Fixed 5.650000000000000 N N N N N N Ovintiv Inc CZ72ZHBVKZXQRV3XFE26 292505AG9 90000.0000000000 PA USD 82208.6800000000 0.0087018926 Long DBT CORP US N 2 2038-02-01 Fixed 6.500000000000000 N N N N N N BONNEVILLE POWER ADMIN N/A 29270C3U7 285000.0000000000 PA USD 370927.5000000000 0.0392631445 Long DBT MUN US N 2 2039-07-01 Fixed 5.000000000000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CF3 200000.0000000000 PA USD 206796.8800000000 0.0218897110 Long DBT CORP US N 2 2050-05-15 Fixed 3.050000000000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CS6 160000.0000000000 PA USD 160879.8300000000 0.0170293333 Long DBT CORP US N 2 2051-06-01 Fixed 2.600000000000000 N N N N N N Vertex Pharmaceuticals Inc 54930015RAQRRZ5ZGJ91 92532F100 6909.0000000000 NS USD 1439559.2400000000 0.1523791643 Long EC CORP US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 16914.0000000000 NS USD 3073442.9400000000 0.3253278182 Long EC CORP US N 1 N N N Nutrition & Biosciences Inc N/A 67079BAC4 177000.0000000000 PA USD 177369.7900000000 0.0187748164 Long DBT CORP US N 2 2027-10-15 Fixed 1.832000000000000 N N N N N N Oaktown Re V Ltd N/A 67401JAA0 520000.0000000000 PA USD 520975.0000000000 0.0551458620 Long ABS-MBS CORP US N 2 2030-10-25 Variable 2.543000000000000 N N N N N N First Horizon Alternative Mortgage Securities Trust 2004-AA4 N/A 32051GAA3 157252.3200000000 PA USD 157931.1200000000 0.0167172086 Long ABS-MBS CORP US N 2 2034-10-25 Variable 2.411770000000000 N N N N N N FirstKey Homes 2020-SFR2 Trust N/A 33767JAG7 1200000.0000000000 PA USD 1199756.7600000000 0.1269957688 Long ABS-MBS CORP US N 2 2037-10-19 Fixed 1.968000000000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AU2 172000.0000000000 PA USD 193091.0800000000 0.0204389348 Long DBT CORP US N 2 2029-07-01 Fixed 3.500000000000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AJ6 90000.0000000000 PA USD 97804.9900000000 0.0103527818 Long DBT CORP US N 2 2047-07-15 Floating 4.850000000000001 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563402 10307.0000000000 NS USD 1326820.1100000000 0.1404455850 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 8788.0000000000 NS USD 1219335.0000000000 0.1290681503 Long EC CORP US N 1 N N N Five Corners Funding Trust II N/A 33834DAA2 601000.0000000000 PA USD 646906.1200000000 0.0684758301 Long DBT CORP US N 2 2030-05-15 Fixed 2.850000000000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FF9 140000.0000000000 PA USD 172485.8300000000 0.0182578430 Long DBT CORP US N 2 2042-02-01 Fixed 4.125000000000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAS8 160000.0000000000 PA USD 164899.3900000000 0.0174548088 Long DBT CORP US N 2 2023-02-01 Fixed 3.600000000000000 N N N N N N Oaktree Specialty Lending Corp 549300J6MGCEU5928620 67401PAB4 210000.0000000000 PA USD 210434.8400000000 0.0222747937 Long DBT CORP US N 2 2025-02-25 Fixed 3.500000000000000 N N N N N N Octagon Investment Partners Lt N/A 67577MAA1 750000.0000000000 PA USD 748263.1500000000 0.0792045998 Long ABS-CBDO CORP US N 2 2032-10-15 Variable 1.566880000000000 N N N N N N Wayfair Inc 54930027N9ZAVYFDHK53 94419L101 7566.0000000000 NS USD 1876594.9800000000 0.1986399495 Long EC CORP US N 1 N N N Western Union Co/The 28ID94QU1140NC23S047 959802109 92188.0000000000 NS USD 1792134.7200000000 0.1896997243 Long EC CORP US N 1 N N N Westrock Co. 549300JEB576INN13W07 96145D105 38688.0000000000 NS USD 1452734.4000000000 0.1537737716 Long EC CORP US N 1 N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457100 138792.0000000000 NS USD 2663418.4800000000 0.2819262111 Long EC CORP US N 1 N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FX0 170000.0000000000 PA USD 189476.5200000000 0.0200563290 Long DBT CORP US N 2 2049-10-01 Fixed 3.150000000000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CR8 220000.0000000000 PA USD 254033.7400000000 0.0268897923 Long DBT CORP US N 2 2042-11-15 Fixed 3.850000000000000 N N N N N N Ohio Turnpike & Infrastructure Commission N/A 67760HNB3 330000.0000000000 PA USD 333032.7000000000 0.0352519321 Long DBT MUN US N 2 2048-02-15 Fixed 3.216000000000000 N N N N N N Ohio Water Development Authority Water Pollution Control Loan Fund N/A 67766WQG0 110000.0000000000 PA USD 132880.0000000000 0.0140655159 Long DBT MUN US N 2 2034-12-01 Fixed 4.879000000000000 N N N N N N Foothill-Eastern Transportation Corridor Agency N/A 345105JE1 275000.0000000000 PA USD 287600.5000000000 0.0304428763 Long DBT MUN US N 2 2049-01-15 Fixed 4.094000000000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397VU4 440000.0000000000 PA USD 449878.0000000000 0.0476201547 Long DBT CORP US N 2 2021-08-02 Fixed 5.875000000000000 N N N N N N Zebra Technologies Corp PO0I32GKZ3HZMMDPZZ08 989207105 5472.0000000000 NS USD 1552078.0800000000 0.1642894257 Long EC CORP US N 1 N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956P102 6332.0000000000 NS USD 836457.2000000000 0.0885400514 Long EC CORP US N 1 N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BM1 445000.0000000000 PA USD 429135.3500000000 0.0454245190 Long DBT CORP US N 2 2031-02-01 Fixed 3.375000000000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBR4 170000.0000000000 PA USD 185918.4500000000 0.0196797028 Long DBT CORP US N 2 2049-09-15 Fixed 3.100000000000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 520000.0000000000 PA USD 601057.1200000000 0.0636226555 Long DBT CORP US N 2 2046-07-15 Fixed 4.000000000000000 N N N N N N Owl Rock Technology Finance Corp 254900G5EZJSOD3UKL16 691205AC2 540000.0000000000 PA USD 536132.1200000000 0.0567502623 Long DBT CORP US N 2 2025-12-15 Fixed 4.750000000000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YQ0 400000.0000000000 PA USD 397916.0000000000 0.0421199113 Long DBT CORP US N 2 2022-08-03 Fixed 2.979000000000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZU0 310000.0000000000 PA USD 309259.1000000000 0.0327354665 Long DBT CORP US N 2 2022-11-01 Fixed 3.350000000000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CW6 99000.0000000000 PA USD 107941.2600000000 0.0114257187 Long DBT CORP US N 2 2030-09-15 Fixed 2.700000000000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CX4 310000.0000000000 PA USD 338702.1200000000 0.0358520473 Long DBT CORP US N 2 2051-03-15 Fixed 3.300000000000000 N N N N N N Zynga Inc N/A 98986T108 303646.0000000000 NS USD 2729777.5400000000 0.2889504014 Long EC CORP US N 1 N N N Allegion plc N/A G0176J109 20069.0000000000 NS USD 1976796.5000000000 0.2092464070 Long EC CORP IE N 1 N N N Aon PLC 635400FALWQYX5E6QC64 G0403H108 3910.0000000000 NS USD 719479.1000000000 0.0761577717 Long EC CORP US N 1 N N N Herbalife Nutrition Ltd 549300BA7TYPBSZZIA41 G4412G101 54240.0000000000 NS USD 2448393.6000000000 0.2591655559 Long EC CORP US N 1 N N N Freddie Mac Stacr Trust 2018-HQA2 5493005RUXPCBST1N217 35563XAH5 150000.0000000000 PA USD 146462.4500000000 0.0155032354 Long ABS-MBS CORP US N 2 2048-10-25 Variable 2.449250000000000 N N N N N N Freddie Mac STACR Trust 2019-DNA2 549300Y6KOVOWQ8OJC33 35564LAH0 306546.0300000000 PA USD 302980.9300000000 0.0320709142 Long ABS-MBS CORP US N 2 2049-03-25 Variable 2.599250000000000 N N N N N N Parallel CLO Ltd N/A 69917AAA2 1100000.0000000000 PA USD 1104268.7700000000 0.1168882445 Long ABS-CBDO CORP US N 2 2031-07-20 Variable 1.983340000000000 N N N N N N Park Aerospace Holdings Ltd 635400CPI3EOIFF6OC33 70014LAB6 370000.0000000000 PA USD 382516.7000000000 0.0404898760 Long DBT CORP IE N 2 2024-02-15 Floating 5.500000000000000 N N N N N N Partners Healthcare System Inc 5493007Z86EDN0QFYU66 70213HAE8 215000.0000000000 PA USD 225937.5300000000 0.0239157730 Long DBT CORP US N 2 2049-07-01 Fixed 3.192000000000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAH6 399000.0000000000 PA USD 418996.4400000000 0.0443513025 Long DBT CORP US N 2 2030-06-01 Fixed 2.300000000000000 N N N N N N Freddie Mac STACR Trust 2019-DNA3 549300KB1O80CETXGJ21 35564TAH3 422912.2300000000 PA USD 416202.4700000000 0.0440555573 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.199250000000000 N N N N N N GE Capital Funding LLC 549300XAGH9TOLX5XM67 36166NAB9 610000.0000000000 PA USD 665275.3000000000 0.0704202310 Long DBT CORP US N 2 2030-05-15 Fixed 4.400000000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 50000.0000000000 PA USD 41255.7500000000 0.0043669733 Long DBT CORP MX N 2 2035-06-15 Fixed 6.625000000000000 N N N N N N Pepperdine University 549300G0RVHY0VSFWD76 71338QAC0 355000.0000000000 PA USD 373164.9500000000 0.0394999814 Long DBT CORP US N 2 2059-12-01 Fixed 3.301000000000000 N N N N N N Jazz Pharmaceuticals PLC N/A G50871105 5325.0000000000 NS USD 767332.5000000000 0.0812231146 Long EC CORP IE N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 G5960L103 13360.0000000000 NS USD 1343615.2000000000 0.1422233665 Long EC CORP IE N 1 N N N Novocure Ltd 213800YPP55UMHWA4826 G6674U108 26286.0000000000 NS USD 3209520.6000000000 0.3397318105 Long EC CORP JE N 1 N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 N53745100 30029.0000000000 NS USD 2055485.0500000000 0.2175756895 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179ME30 503580.7800000000 PA USD 547034.4400000000 0.0579042866 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.500000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179NTF5 311746.4600000000 PA USD 347392.9500000000 0.0367719827 Long ABS-MBS USGA US N 2 2043-11-20 Fixed 4.500000000000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EZ7 110000.0000000000 PA USD 112130.1600000000 0.0118691191 Long DBT CORP US N 2 2030-05-01 Fixed 1.625000000000000 N N N N N N Peruvian Government International Bond 254900STKLK2DBJJZ530 715638BM3 170000.0000000000 PA USD 270945.1500000000 0.0286798864 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.625000000000000 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 N59465109 139717.0000000000 NS USD 2031485.1800000000 0.2150352729 Long EC CORP US N 1 N N N NXP Semiconductors NV 724500M9BY5293JDF951 N6596X109 12247.0000000000 NS USD 1654814.6400000000 0.1751642204 Long EC CORP NL N 1 N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBB7 240000.0000000000 PA USD 243123.6000000000 0.0257349402 Long DBT CORP MX N 2 2022-01-24 Fixed 4.875000000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBE1 230000.0000000000 PA USD 168072.5000000000 0.0177906865 Long DBT CORP MX N 2 2044-06-27 Fixed 5.500000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179SGJ0 576470.0500000000 PA USD 609441.4400000000 0.0645101464 Long ABS-MBS USGA US N 2 2046-07-20 Variable 2.500000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36179VKL3 5326962.8500000000 PA USD 5575188.0800000000 0.5901407020 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.000000000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBG6 60000.0000000000 PA USD 58848.0000000000 0.0062291351 Long DBT CORP MX N 2 2023-01-30 Fixed 3.500000000000000 N N N N N N Philippine Government International Bond 529900RAHBALMYIJ3T08 718286BG1 150000.0000000000 PA USD 217508.4200000000 0.0230235411 Long DBT NUSS PH N 2 2034-10-23 Fixed 6.375000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202CNT6 18668.7000000000 PA USD 20914.7000000000 0.0022138474 Long ABS-MBS USGA US N 2 2026-04-20 Fixed 7.000000000000000 N N N N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 549300M8ZYFG0OCMTT87 36202FTL0 229801.8800000000 PA USD 255891.4100000000 0.0270864290 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.500000000000000 N N N N N N Philippine Government International Bond 529900RAHBALMYIJ3T08 718286BK2 300000.0000000000 PA USD 301458.5200000000 0.0319097652 Long DBT NUSS PH N 2 2021-01-15 Fixed 4.000000000000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp 5521FA2ITF25TVH63740 72650RBN1 650000.0000000000 PA USD 628695.5600000000 0.0665482193 Long DBT CORP US N 2 2030-09-15 Fixed 3.800000000000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36204DT66 277894.1800000000 PA USD 314288.4300000000 0.0332678274 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.500000000000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36208RWX8 2826.0400000000 PA USD 2836.8700000000 0.0003002863 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.500000000000000 N N N N N N Republic of Poland Government International Bond 259400R9L8QEP0TPXS31 731011AT9 140000.0000000000 PA USD 148643.8800000000 0.0157341425 Long DBT NUSS PL N 2 2023-03-17 Fixed 3.000000000000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WEK6 50000.0000000000 PA USD 65316.0000000000 0.0069137811 Long DBT MUN US N 2 2051-10-01 Fixed 4.926000000000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209CPK6 3704.2100000000 PA USD 3718.1800000000 0.0003935741 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.000000000000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36209E3U4 5606.4900000000 PA USD 5628.2900000000 0.0005957616 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 7.000000000000000 N N N N N N Potomac Electric Power Co 549300BXF2DWUNN57U06 737679DG2 120000.0000000000 PA USD 130469.5800000000 0.0138103699 Long DBT CORP US N 2 2024-03-15 Fixed 3.600000000000000 N N N N N N Progress Residential 2018-SFR3 Trust N/A 74331MAA4 998955.4800000000 PA USD 1026719.1500000000 0.1086795192 Long ABS-MBS CORP US N 2 2035-10-17 Fixed 3.880000000000000 N N N N N N Progress Residential 2018-SFR3 Trust N/A 74331MAB2 2550000.0000000000 PA USD 2622367.2200000000 0.2775808834 Long ABS-MBS CORP US N 2 2035-10-17 Fixed 4.079000000000001 N N N N N N Progress Residential 2019-SFR3 Trust N/A 74332WAA1 1145440.2500000000 PA USD 1169003.3300000000 0.1237404794 Long ABS-MBS CORP US N 2 2036-09-17 Fixed 2.271000000000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36213TFR9 79136.0400000000 PA USD 91753.9500000000 0.0097122715 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.500000000000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225AN55 12217.1700000000 PA USD 13804.4400000000 0.0014612174 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 7.500000000000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 36225BNC8 26157.3800000000 PA USD 31093.2900000000 0.0032912640 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 7.000000000000000 N N N N N N GSR Mortgage Loan Trust 2004-7 N/A 36228F4R4 39631.0700000000 PA USD 38821.9700000000 0.0041093546 Long ABS-MBS CORP US N 2 2034-06-25 Variable 2.822359000000000 N N N N N N GSR Mortgage Loan Trust 2004-5 N/A 36228FW93 64576.9500000000 PA USD 62410.3000000000 0.0066062091 Long ABS-MBS CORP US N 2 2034-05-25 Variable 3.875609000000000 N N N N N N Ginnie Mae I Pool 549300M8ZYFG0OCMTT87 3622A2VT6 2100915.5700000000 PA USD 2238476.5700000000 0.2369455731 Long ABS-MBS USGA US N 2 2046-03-15 Variable 3.500000000000000 N N N N N N Protective Life Global Funding 635400EVYITCJYWL2I50 74368CAY0 400000.0000000000 PA USD 394491.3400000000 0.0417574067 Long DBT CORP US N 2 2030-09-21 Fixed 1.737000000000000 N N N N N N Quanta Services Inc SHVRXXEACT60MMH07S24 74762EAF9 330000.0000000000 PA USD 344282.7000000000 0.0364427588 Long DBT CORP US N 2 2030-10-01 Fixed 2.900000000000000 N N N N N N GSR Mortgage Loan Trust 2005-AR1 N/A 36242DUN1 98591.1500000000 PA USD 98551.5800000000 0.0104318093 Long ABS-MBS CORP US N 2 2035-01-25 Variable 3.286447000000000 N N N N N N Galton Funding Mortgage Trust 2020-H1 N/A 36418HAA0 626882.3200000000 PA USD 638268.6300000000 0.0675615409 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.310000000000000 N N N N N N RELX Capital Inc 2R15C3RTKJN1RCBOV146 74949LAD4 235000.0000000000 PA USD 254059.6300000000 0.0268925328 Long DBT CORP US N 2 2030-05-22 Fixed 3.000000000000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AX2 140000.0000000000 PA USD 153202.2800000000 0.0162166549 Long DBT CORP US N 2 2031-01-15 Fixed 3.250000000000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RBA0 300000.0000000000 PA USD 327851.1600000000 0.0347034595 Long DBT CORP US N 2 2030-06-15 Fixed 3.700000000000000 N N N N N N Scentre Group Trust 2 549300VRF0U0JH8TBJ74 76025LAA2 320000.0000000000 PA USD 314799.2200000000 0.0333218952 Long DBT CORP AU N 2 2080-09-24 Variable 4.750000000000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AV2 508000.0000000000 PA USD 535614.6500000000 0.0566954874 Long DBT CORP US N 2 2030-03-01 Fixed 2.300000000000000 N N N N N N Uruguay Government International Bond 549300RDR012H2V82H43 760942AY8 120000.0000000000 PA USD 143700.0000000000 0.0152108266 Long DBT NUSS UY N 2 2045-11-20 Fixed 4.125000000000000 N N N N N N Rockford Tower CLO Ltd 549300V5ZF7112UGSH89 77341DAA5 650000.0000000000 PA USD 648131.8400000000 0.0686055741 Long ABS-CBDO CORP US N 2 2030-10-20 Variable 1.408380000000000 N N N N N N Rockford Tower CLO 2019-2 Ltd 549300IG5M07NI4QKK80 77341GAA8 750000.0000000000 PA USD 746329.1300000000 0.0789998813 Long ABS-CBDO CORP US N 2 2032-08-20 Variable 1.583000000000000 N N N N N N Natwest Group PLC 2138005O9XJIJN4JPN90 780097BN0 110000.0000000000 PA USD 113705.6700000000 0.0120358888 Long DBT CORP GB N 2 2024-05-22 Variable 2.359000000000000 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAC7 498000.0000000000 PA USD 495256.3000000000 0.0524235051 Long DBT CORP US N 2 2027-09-02 Fixed 1.750000000000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BW2 370000.0000000000 PA USD 390728.7200000000 0.0413591287 Long DBT CORP US N 2 2030-05-01 Fixed 3.625000000000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BY8 180000.0000000000 PA USD 190580.1200000000 0.0201731465 Long DBT CORP US N 2 2050-05-01 Fixed 4.350000000000001 N N N N N N Royalty Pharma PLC 549300FGFN7VOK8BZR03 78081BAD5 400000.0000000000 PA USD 394036.8400000000 0.0417092973 Long DBT CORP US N 2 2030-09-02 Fixed 2.200000000000000 N N N N N N Rutgers The State University of New Jersey 549300BOYDHNW8J60112 783186NH8 300000.0000000000 PA USD 398448.0000000000 0.0421762242 Long DBT MUN US N 2 2040-05-01 Fixed 5.665000000000000 N N N N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 7053985.6900000000 NS USD 7053985.6900000000 0.7466732974 Long STIV RF US N 1 N N N State Street Institutional US Government Money Market Fund 549300BZ5TGIFZUZDZ37 857492706 4263855.2300000000 NS USD 4263855.2300000000 0.4513344631 Long STIV RF US N 1 N N N Sofi Mortgage Trust 2016-1 N/A 78471KAE1 169570.5600000000 PA USD 173303.1100000000 0.0183443531 Long ABS-MBS CORP US N 2 2046-11-25 Variable 3.000000000000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AM8 590000.0000000000 PA USD 675838.6900000000 0.0715383792 Long DBT CORP US N 2 2025-03-01 Fixed 5.625000000000000 N N N N N N Sacramento Municipal Utility District E3GSVR6ZOU1MX2V7HF33 786005PN2 210000.0000000000 PA USD 295709.4000000000 0.0313012136 Long DBT MUN US N 2 2036-05-15 Fixed 6.156000000000001 N N N N N N City of San Francisco CA Public Utilities Commission Water Revenue N/A 79765RSV2 105000.0000000000 PA USD 145219.2000000000 0.0153716358 Long DBT MUN US N 2 2040-11-01 Fixed 6.000000000000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAP5 260000.0000000000 PA USD 288829.9500000000 0.0305730151 Long DBT CORP US N 2 2038-04-01 Fixed 5.150000000000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCX2 430000.0000000000 PA USD 444286.4800000000 0.0470282852 Long DBT CORP US N 2 2025-06-20 Fixed 2.750000000000000 N N N N N N Santa Clara Valley Transportation Authority 549300R6Q7T4MD3V9H68 80168NEP0 120000.0000000000 PA USD 153150.0000000000 0.0162111210 Long DBT MUN US N 2 2032-04-01 Fixed 5.876000000000000 N N N N N N Santander UK Group Holdings PL 549300F5XIFGNNW4CF72 80281LAM7 405000.0000000000 PA USD 402854.4100000000 0.0426426483 Long DBT CORP GB N 2 2026-08-21 Variable 1.532000000000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAL5 325000.0000000000 PA USD 357716.9700000000 0.0378647932 Long DBT CORP KY N 2 2025-01-01 Fixed 4.750000000000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAT8 150000.0000000000 PA USD 164347.1500000000 0.0173963535 Long DBT CORP KY N 2 2024-03-01 Fixed 4.875000000000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XDA1 650000.0000000000 PA USD 656387.6600000000 0.0694794631 Long DBT CORP US N 2 2027-08-20 Fixed 2.700000000000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 37331NAL5 370000.0000000000 PA USD 385417.0500000000 0.0407968817 Long DBT CORP US N 2 2027-04-30 Fixed 2.100000000000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BF9 840000.0000000000 PA USD 947992.0300000000 0.1003461541 Long DBT CORP US N 2 2026-03-01 Fixed 3.650000000000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BY8 420000.0000000000 PA USD 414780.6600000000 0.0439050569 Long DBT CORP US N 2 2030-10-01 Fixed 1.650000000000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AT6 200000.0000000000 PA USD 207283.9500000000 0.0219412680 Long DBT CORP US N 2 2022-10-01 Fixed 2.875000000000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BA6 180000.0000000000 PA USD 194512.1300000000 0.0205893547 Long DBT CORP US N 2 2027-06-15 Fixed 3.250000000000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BJ7 100000.0000000000 PA USD 112606.6600000000 0.0119195572 Long DBT CORP US N 2 2048-02-01 Fixed 4.000000000000000 N N N N N N Sequoia Mortgage Trust 2017-CH1 N/A 81746HAA9 345166.7600000000 PA USD 357841.5600000000 0.0378779812 Long ABS-MBS CORP US N 2 2047-08-25 Variable 4.000000000000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAB8 340000.0000000000 PA USD 367952.2400000000 0.0389482095 Long DBT CORP US N 2 2029-08-15 Fixed 3.200000000000000 N N N N N N Goldentree Loan Opportunities Ltd 549300IGEA8MXF2YEF61 38137PAQ3 1000000.0000000000 PA USD 993924.7000000000 0.1052081852 Long ABS-CBDO CORP US N 2 2031-07-20 Variable 1.338380000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXG4 445000.0000000000 PA USD 469844.1900000000 0.0497336011 Long DBT CORP US N 2 2030-02-07 Fixed 2.600000000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXJ8 468000.0000000000 PA USD 515738.0000000000 0.0545915189 Long DBT CORP US N 2 2025-04-01 Fixed 3.500000000000000 N N N N N N Sequoia Mortgage Trust 2018-CH2 N/A 81747EAM9 403571.2900000000 PA USD 405898.6900000000 0.0429648892 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.000000000000000 N N N N N N Sierra Timeshare 2019-2 Receivables Funding LLC N/A 82652MAA8 534751.7800000000 PA USD 549687.2900000000 0.0581850941 Long ABS-MBS CORP US N 2 2036-05-20 Fixed 2.590000000000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38145GAH3 1058000.0000000000 PA USD 1172087.4000000000 0.1240669321 Long DBT CORP US N 2 2026-11-16 Fixed 3.500000000000000 N N N N N N Golub Capital BDC Inc 2549005WE0QLGK9APF78 38173MAA0 595000.0000000000 PA USD 593873.9900000000 0.0628623122 Long DBT CORP US N 2 2024-04-15 Fixed 3.375000000000000 N N N N N N Sierra Timeshare 2018-2 Receivables Funding LLC N/A 82653DAA7 342227.9000000000 PA USD 355852.7500000000 0.0376674632 Long ABS-MBS CORP US N 2 2035-06-20 Fixed 3.500000000000000 N N N N N N Silver Creek CLO 549300LSJSAR2PPV4U78 827551AL6 1050000.0000000000 PA USD 1046703.6300000000 0.1107949017 Long ABS-CBDO CORP US N 2 2030-07-20 Variable 1.458380000000000 N N N N N N Delta Air Lines Inc / SkyMiles IP Ltd N/A 830867AA5 590000.0000000000 PA USD 599279.5300000000 0.0634344954 Long DBT CORP US N 2 2025-10-20 Fixed 4.500000000000000 N N N N N N Smith & Nephew PLC 213800ZTMDN8S67S1H61 83192PAA6 280000.0000000000 PA USD 278099.2500000000 0.0294371570 Long DBT CORP GB N 2 2030-10-14 Fixed 2.032000000000000 N N N N N N Goodgreen Trust N/A 38217TAA3 990075.9500000000 PA USD 992852.0200000000 0.1050946407 Long ABS-MBS CORP US N 2 2055-04-15 Fixed 2.630000000000000 N N N N N N Goodgreen 2018-1 549300X0P2BXCQULUH20 38218GAA0 544264.3800000000 PA USD 581020.8400000000 0.0615017900 Long ABS-MBS CORP US N 2 2053-10-15 Variable 3.930000000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAY8 90000.0000000000 PA USD 90612.8100000000 0.0095914804 Long DBT CORP FR N 2 2035-07-08 Variable 3.653000000000000 N N N N N N Sound Point CLO Ltd 549300HOEGQTNS4MTZ12 83609YAC0 885000.0000000000 PA USD 875716.6200000000 0.0926957106 Long ABS-CBDO CORP US N 2 2031-04-18 Variable 1.367750000000000 N N N N N N Grand Parkway Transportation Corp N/A 38611TDL8 225000.0000000000 PA USD 227513.2500000000 0.0240825650 Long DBT MUN US N 2 2052-10-01 Fixed 3.236000000000000 N N N N N N Great-West Lifeco US Finance 2020 LP N/A 391399AA0 474000.0000000000 PA USD 472213.6400000000 0.0499844104 Long DBT CORP US N 2 2025-08-12 Fixed 0.904000000000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CL1 240000.0000000000 PA USD 238731.4900000000 0.0252700298 Long DBT CORP GB N 2 2028-09-22 Variable 2.013000000000000 N N N N N N Healthcare Realty Trust Inc 549300CB86LH2IOKHH22 421946AL8 300000.0000000000 PA USD 302840.2700000000 0.0320560252 Long DBT CORP US N 2 2030-03-15 Fixed 2.400000000000000 N N N N N N Healthcare Realty Trust Inc 549300CB86LH2IOKHH22 421946AM6 160000.0000000000 PA USD 157073.7000000000 0.0166264496 Long DBT CORP US N 2 2031-03-15 Fixed 2.050000000000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBJ7 527000.0000000000 PA USD 536905.7900000000 0.0568321562 Long DBT CORP US N 2 2024-04-01 Fixed 1.450000000000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AT9 290000.0000000000 PA USD 286957.7200000000 0.0303748372 Long DBT CORP US N 2 2031-02-01 Fixed 2.600000000000000 N N N N N N Hilton Grand Vacations Trust 2018-A N/A 43284BAB8 1053103.4000000000 PA USD 1091880.2500000000 0.1155769040 Long ABS-MBS CORP US N 2 2032-02-25 Fixed 3.700000000000000 N N N N N N Republic of South Africa Government International Bond 378900AAFB4F17004C49 836205AQ7 110000.0000000000 PA USD 114827.6800000000 0.0121546550 Long DBT NUSS ZA N 2 2024-01-17 Fixed 4.665000000000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAB4 90000.0000000000 PA USD 100013.3300000000 0.0105865373 Long DBT CORP US N 2 2046-10-01 Fixed 3.950000000000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAD0 360000.0000000000 PA USD 356467.3300000000 0.0377325172 Long DBT CORP US N 2 2031-01-15 Fixed 1.750000000000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BK3 508000.0000000000 PA USD 565566.9900000000 0.0598659804 Long DBT CORP US N 2 2027-06-15 Fixed 5.125000000000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAG3 280000.0000000000 PA USD 279214.2500000000 0.0295551811 Long DBT CORP US N 2 2031-02-15 Fixed 3.200000000000000 N N N N N N Starwood Mortgage Residential Trust 2020-2 N/A 85573DAA7 855964.3000000000 PA USD 860375.8500000000 0.0910718707 Long ABS-MBS CORP US N 2 2060-04-25 Variable 2.718000000000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BS0 50000.0000000000 PA USD 60456.5700000000 0.0063994043 Long DBT CORP US N 2 2047-06-15 Fixed 3.900000000000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CA8 280000.0000000000 PA USD 303361.6200000000 0.0321112107 Long DBT CORP US N 2 2027-04-15 Fixed 2.500000000000000 N N N N N N Republic of Poland Government International Bond 259400R9L8QEP0TPXS31 857524AA0 140000.0000000000 PA USD 143337.7400000000 0.0151724809 Long DBT NUSS PL N 2 2021-04-21 Fixed 5.125000000000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BK5 155000.0000000000 PA USD 170338.0700000000 0.0180304999 Long DBT CORP US N 2 2030-04-15 Fixed 3.450000000000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CD2 479000.0000000000 PA USD 543027.1300000000 0.0574801078 Long DBT CORP US N 2 2050-04-15 Fixed 3.350000000000000 N N N N N N Home RE 2020-1 Ltd N/A 43731WAB1 950000.0000000000 PA USD 951187.5000000000 0.1006843986 Long ABS-MBS CORP US N 2 2030-10-25 Variable 3.394000000000000 N N N N N N City of Houston TX 549300C64URYS0WQQY42 4423313K8 120000.0000000000 PA USD 143766.0000000000 0.0152178127 Long DBT MUN US N 2 2047-03-01 Fixed 3.961000000000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAN4 280000.0000000000 PA USD 277437.7200000000 0.0293671332 Long DBT CORP US N 2 2032-09-15 Fixed 1.850000000000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KH3 300000.0000000000 PA USD 306715.6900000000 0.0324662433 Long DBT CORP US N 2 2027-05-15 Fixed 1.700000000000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KJ9 200000.0000000000 PA USD 203113.1900000000 0.0214997878 Long DBT CORP US N 2 2030-05-15 Fixed 1.950000000000000 N N N N N N JP Morgan Mortgage Trust 2013-1 5493002WZI1ZSAEIE710 46639GAU0 36043.3700000000 PA USD 36423.6000000000 0.0038554841 Long ABS-MBS CORP US N 2 2043-03-25 Variable 2.500000000000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAY2 220000.0000000000 PA USD 242237.2900000000 0.0256411232 Long DBT CORP US N 2 2024-12-05 Variable 4.023000000000001 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBL9 905000.0000000000 PA USD 954908.8400000000 0.1010783072 Long DBT CORP US N 2 2031-04-22 Variable 2.522000000000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBN5 170000.0000000000 PA USD 179389.7500000000 0.0189886317 Long DBT CORP US N 2 2051-04-22 Variable 3.109000000000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BP4 70000.0000000000 PA USD 67878.2100000000 0.0071849943 Long DBT CORP US N 2 2050-10-15 Fixed 3.250000000000000 N N N N N N Structured Adjustable Rate Mortgage Loan Trust N/A 86359BWE7 58365.2700000000 PA USD 58688.7400000000 0.0062122773 Long ABS-MBS CORP US N 2 2034-07-25 Variable 2.950916000000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBR6 670000.0000000000 PA USD 698852.0400000000 0.0739743714 Long DBT CORP US N 2 2028-06-01 Variable 2.182000000000000 N N N N N N JP Morgan Mortgage Trust 2017-1 N/A 46648CAB0 424329.0800000000 PA USD 436182.4600000000 0.0461704645 Long ABS-MBS CORP US N 2 2047-01-25 Variable 3.500000000000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AY7 360000.0000000000 PA USD 365329.2700000000 0.0386705648 Long DBT CORP US N 2 2030-06-15 Fixed 1.950000000000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAU3 200000.0000000000 PA USD 204493.3400000000 0.0216458784 Long DBT CORP US N 2 2027-10-01 Fixed 4.000000000000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48128BAG6 552000.0000000000 NS USD 544962.0000000000 0.0576849162 Long EP CORP US N 2 2169-08-01 Variable 4.600000000000001 N N N N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203RAG9 80000.0000000000 PA USD 89090.8000000000 0.0094303737 Long DBT CORP US N 2 2024-03-15 Fixed 4.500000000000000 N N N N N N KKR CLO Trust 549300NB16RGUJOZXI16 48250EAA3 875000.0000000000 PA USD 873439.8800000000 0.0924547148 Long ABS-CBDO CORP US N 2 2031-10-17 Variable 1.736430000000000 N N N N N N KKR CLO Trust 549300GKHET0CQ690V42 48252WAA1 550000.0000000000 PA USD 542752.7100000000 0.0574510601 Long ABS-CBDO CORP US N 2 2031-07-20 Variable 1.368380000000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAQ6 533000.0000000000 PA USD 550074.3600000000 0.0582260660 Long DBT CORP US N 2 2022-07-25 Fixed 2.850000000000000 N N N N N N Symphony CLO Ltd N/A 87167GAA8 500000.0000000000 PA USD 498576.4500000000 0.0527749471 Long ABS-CBDO CORP US N 2 2033-04-18 Variable 1.507750000000000 N N N N N N KAYNE CLO N/A 48661NAA6 650000.0000000000 PA USD 651131.5900000000 0.0689231015 Long ABS-CBDO CORP US N 2 2033-01-20 Variable 1.598380000000000 N N N N N N Kemper Corp 549300FNI1JKTRY2PV09 488401AC4 240000.0000000000 PA USD 236387.7300000000 0.0250219399 Long DBT CORP US N 2 2030-09-30 Fixed 2.400000000000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAJ1 130000.0000000000 PA USD 135286.4800000000 0.0143202448 Long DBT CORP US N 2 2023-01-15 Fixed 3.800000000000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAQ5 400000.0000000000 PA USD 388552.8000000000 0.0411288048 Long DBT CORP US N 2 2032-11-15 Fixed 2.500000000000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BL0 700000.0000000000 PA USD 895123.8200000000 0.0947499873 Long DBT CORP US N 2 2030-04-01 Floating 5.950000000000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABJ3 385000.0000000000 PA USD 392303.4500000000 0.0415258158 Long DBT CORP US N 2 2031-02-15 Fixed 2.550000000000000 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 87264ABM6 200000.0000000000 PA USD 193432.0000000000 0.0204750216 Long DBT CORP US N 2 2051-02-15 Fixed 3.300000000000000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BG1 265000.0000000000 PA USD 270216.1600000000 0.0286027219 Long DBT CORP US N 2 2050-05-15 Fixed 3.300000000000000 N N N N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742AW5 160000.0000000000 PA USD 182625.4800000000 0.0193311378 Long DBT CORP CA N 2 2041-07-15 Fixed 6.250000000000000 N N N N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742BE4 140000.0000000000 PA USD 146864.1200000000 0.0155457527 Long DBT CORP CA N 2 2030-07-15 Fixed 3.900000000000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAP8 100000.0000000000 PA USD 101419.6300000000 0.0107353960 Long DBT CORP ES N 2 2021-02-16 Fixed 5.462000000000001 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BJ2 210000.0000000000 PA USD 214546.3200000000 0.0227099990 Long DBT CORP US N 2 2030-05-04 Fixed 1.750000000000000 N N N N N N Time Warner Entertainment Co LP N/A 88731EAF7 311000.0000000000 PA USD 364270.1700000000 0.0385584577 Long DBT CORP US N 2 2023-03-15 Fixed 8.375000000000000 N N N N N N Towd Point Mortgage Trust 2017-6 N/A 89175JAA8 346875.4500000000 PA USD 358221.0500000000 0.0379181507 Long ABS-MBS CORP US N 2 2057-10-25 Variable 2.750000000000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAP4 240000.0000000000 PA USD 256930.0800000000 0.0271963736 Long DBT CORP US N 2 2026-10-01 Fixed 2.800000000000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAX7 420000.0000000000 PA USD 414372.0000000000 0.0438617997 Long DBT CORP US N 2 2028-03-01 Fixed 1.900000000000000 N N N N N N Towd Point Mortgage Trust 2018-4 N/A 89175TAA6 265237.6800000000 PA USD 283440.2000000000 0.0300025033 Long ABS-MBS CORP US N 2 2058-06-25 Variable 3.000000000000000 N N N N N N Towd Point Mortgage Trust 2018-1 N/A 89176EAA8 291928.8000000000 PA USD 304966.2200000000 0.0322810597 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.000000000000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BD7 210000.0000000000 PA USD 261473.5200000000 0.0276773024 Long DBT CORP US N 2 2039-09-01 Fixed 6.500000000000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DF5 350000.0000000000 PA USD 394151.7000000000 0.0417214554 Long DBT CORP US N 2 2046-10-15 Fixed 3.875000000000000 N N N N N N LYB International Finance III LLC N/A 50249AAH6 168000.0000000000 PA USD 166253.4600000000 0.0175981388 Long DBT CORP US N 2 2040-10-01 Fixed 3.375000000000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AF4 230000.0000000000 PA USD 229669.2400000000 0.0243107792 Long DBT CORP US N 2 2029-08-08 Fixed 3.900000000000000 N N N N N N Lennar Corp 529900G61XVRLX5TJX09 526057BX1 352000.0000000000 PA USD 355880.8000000000 0.0376704323 Long DBT CORP US N 2 2021-04-01 Fixed 4.750000000000000 N N N N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 526107AF4 140000.0000000000 PA USD 139945.1500000000 0.0148133709 Long DBT CORP US N 2 2027-08-01 Fixed 1.700000000000000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AN3 250000.0000000000 PA USD 268223.8600000000 0.0283918345 Long DBT CORP US N 2 2030-05-15 Fixed 3.250000000000000 N N N N N N Treman Park CLO 549300E4DX3Q8L455K94 89473LAH7 750000.0000000000 PA USD 747580.2000000000 0.0791323087 Long ABS-CBDO CORP US N 2 2028-10-20 Variable 1.288380000000000 N N N N N N US Airways 2013-1 Class A Pass Through Trust N/A 90346WAA1 104849.2900000000 PA USD 86405.4700000000 0.0091461282 Long DBT CORP US N 2 2027-05-15 Fixed 3.950000000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAB3 200000.0000000000 PA USD 227658.6000000000 0.0240979504 Long DBT CORP CH N 2 2025-09-24 Fixed 4.125000000000000 N N N N N N Lexington Realty Trust 549300S4MH2ICXDBFV43 529043AE1 549000.0000000000 PA USD 554730.9700000000 0.0587189740 Long DBT CORP US N 2 2030-09-15 Fixed 2.700000000000000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBH6 120000.0000000000 PA USD 142168.1400000000 0.0150486772 Long DBT CORP US N 2 2049-06-15 Fixed 4.500000000000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EQ7 200000.0000000000 PA USD 225767.5200000000 0.0238977772 Long DBT CORP US N 2 2037-09-15 Fixed 3.600000000000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FD5 140000.0000000000 PA USD 156884.1400000000 0.0166063844 Long DBT CORP US N 2 2039-08-15 Fixed 3.550000000000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BG3 327000.0000000000 PA USD 373910.6200000000 0.0395789115 Long DBT CORP US N 2 2048-03-01 Fixed 4.350000000000001 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BL2 147000.0000000000 PA USD 171038.6700000000 0.0181046593 Long DBT CORP US N 2 2050-06-15 Fixed 4.375000000000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AV1 340000.0000000000 PA USD 354715.9800000000 0.0375471346 Long DBT CORP GB N 2 2026-02-05 Variable 2.438000000000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BD0 80000.0000000000 PA USD 95917.9700000000 0.0101530383 Long DBT CORP US N 2 2045-03-01 Fixed 3.800000000000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DX2 391000.0000000000 PA USD 387411.2300000000 0.0410079682 Long DBT CORP US N 2 2028-04-15 Fixed 1.300000000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 120000.0000000000 PA USD 121570.1900000000 0.0128683582 Long DBT CORP US N 2 2038-04-15 Fixed 4.500000000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBM1 200000.0000000000 PA USD 206269.3100000000 0.0218338671 Long DBT CORP US N 2 2025-01-15 Fixed 5.250000000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 290000.0000000000 PA USD 279458.8200000000 0.0295810692 Long DBT CORP US N 2 2030-08-15 Fixed 2.650000000000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FH6 270000.0000000000 PA USD 287739.3300000000 0.0304575716 Long DBT CORP US N 2 2030-02-05 Fixed 2.400000000000000 N N N N N N Mexico Government International Bond 254900EGTWEU67VP6075 91087BAC4 600000.0000000000 PA USD 669375.0000000000 0.0708541894 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.150000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810PU6 200000.0000000000 PA USD 315453.1200000000 0.0333911113 Long DBT UST US N 2 2037-05-15 Fixed 5.000000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810QA9 150000.0000000000 PA USD 204597.6600000000 0.0216569208 Long DBT UST US N 2 2039-02-15 Fixed 3.500000000000000 N N N N N N MVW Owner Trust 2015-1 549300Y5CF8WQOLGBR17 55388PAA8 95737.7600000000 PA USD 96164.0800000000 0.0101790894 Long ABS-MBS CORP US N 2 2032-12-20 Fixed 2.520000000000000 N N N N N N MVW Owner Trust 2014-1 5493004KX4H48P1FVD32 553891AA0 90977.2700000000 PA USD 91192.2500000000 0.0096528149 Long ABS-MBS CORP US N 2 2031-09-22 Fixed 2.250000000000000 N N N N N N MVW Owner Trust 2016-1 N/A 553894AA4 150065.6800000000 PA USD 150544.2700000000 0.0159353012 Long ABS-MBS CORP US N 2 2033-12-20 Fixed 2.250000000000000 N N N N N N MVW Owner Trust 2017-1 N/A 553896AA9 347599.8700000000 PA USD 354569.5900000000 0.0375316391 Long ABS-MBS CORP US N 2 2034-12-20 Fixed 2.420000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810QE1 1300000.0000000000 PA USD 2034144.5300000000 0.2153167685 Long DBT UST US N 2 2040-02-15 Fixed 4.625000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810QQ4 1400000.0000000000 PA USD 2152171.8700000000 0.2278101115 Long DBT UST US N 2 2041-05-15 Fixed 4.375000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810QT8 1000000.0000000000 PA USD 1309609.3800000000 0.1386238075 Long DBT UST US N 2 2041-11-15 Fixed 3.125000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810QW1 3300000.0000000000 PA USD 4249394.5200000000 0.4498037787 Long DBT UST US N 2 2042-05-15 Fixed 3.000000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810QY7 2000000.0000000000 PA USD 2478515.6200000000 0.2623540098 Long DBT UST US N 2 2042-11-15 Fixed 2.750000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810RB6 1300000.0000000000 PA USD 1644855.4700000000 0.1741100296 Long DBT UST US N 2 2043-05-15 Fixed 2.875000000000000 N N N N N N Madison Park Funding Ltd N/A 55819XAY8 1000000.0000000000 PA USD 988245.0000000000 0.1046069818 Long ABS-CBDO CORP US N 2 2033-01-15 Variable 1.496880000000000 N N N N N N Magnetite CLO Ltd 549300NJNSVWVLHGRY73 55952YAP2 750000.0000000000 PA USD 743753.4800000000 0.0787272455 Long ABS-CBDO CORP US N 2 2031-04-15 Variable 1.216880000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810RE0 300000.0000000000 PA USD 425062.5000000000 0.0449934027 Long DBT UST US N 2 2044-02-15 Fixed 3.625000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810RH3 500000.0000000000 PA USD 659335.9400000000 0.0697915423 Long DBT UST US N 2 2044-08-15 Fixed 3.125000000000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AK0 190000.0000000000 PA USD 203265.5700000000 0.0215159174 Long DBT CORP US N 2 2022-07-01 Fixed 4.900000000000000 N N N N N N Mars Inc 54930073HKEO6GZBSS03 571676AL9 470000.0000000000 PA USD 460027.0300000000 0.0486944423 Long DBT CORP US N 2 2032-07-16 Fixed 1.625000000000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903BF9 482000.0000000000 PA USD 476150.5100000000 0.0504011331 Long DBT CORP US N 2 2032-10-15 Floating 3.500000000000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AV8 542000.0000000000 PA USD 560601.8800000000 0.0593404173 Long DBT CORP US N 2 2030-03-15 Fixed 2.500000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810RJ9 600000.0000000000 PA USD 776203.1300000000 0.0821620820 Long DBT UST US N 2 2044-11-15 Fixed 3.000000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810RK6 5000000.0000000000 PA USD 5951562.5000000000 0.6299804099 Long DBT UST US N 2 2045-02-15 Fixed 2.500000000000000 N N N N N N MASTR Adjustable Rate Mortgages Trust 2004-13 N/A 576433UM6 121892.0300000000 PA USD 123989.6000000000 0.0131244558 Long ABS-MBS CORP US N 2 2034-11-21 Variable 3.190073000000000 N N N N N N Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 N/A 59020UL45 71268.5400000000 PA USD 69535.8000000000 0.0073604523 Long ABS-MBS CORP US N 2 2035-11-25 Variable 2.905069000000000 N N N N N N Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 N/A 59020USH9 108511.2700000000 PA USD 111974.3600000000 0.0118526275 Long ABS-MBS CORP US N 2 2035-02-25 Variable 3.785866000000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YDC0 105000.0000000000 PA USD 124751.5500000000 0.0132051092 Long DBT MUN US N 2 2040-11-15 Fixed 6.687000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810RM2 600000.0000000000 PA USD 777257.8100000000 0.0822737212 Long DBT UST US N 2 2045-05-15 Fixed 3.000000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810RP5 200000.0000000000 PA USD 259812.5000000000 0.0275014814 Long DBT UST US N 2 2045-11-15 Fixed 3.000000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810SE9 1900000.0000000000 PA USD 2664824.2100000000 0.2820750094 Long DBT UST US N 2 2048-11-15 Fixed 3.375000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810SJ8 1200000.0000000000 PA USD 1369359.3700000000 0.1449484194 Long DBT UST US N 2 2049-08-15 Fixed 2.250000000000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YGF0 60000.0000000000 PA USD 72034.2000000000 0.0076249111 Long DBT MUN US N 2 2040-11-15 Fixed 6.814000000000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918CC6 415000.0000000000 PA USD 422415.0400000000 0.0447131657 Long DBT CORP US N 2 2050-06-01 Fixed 2.525000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810SK5 1900000.0000000000 PA USD 2225523.4300000000 0.2355744668 Long DBT UST US N 2 2049-11-15 Fixed 2.375000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810SL3 1900000.0000000000 PA USD 2057343.7500000000 0.2177724352 Long DBT UST US N 2 2050-02-15 Fixed 2.000000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810SN9 500000.0000000000 PA USD 451562.5000000000 0.0477984611 Long DBT UST US N 2 2050-05-15 Fixed 1.250000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912810SP4 200000.0000000000 PA USD 186468.7500000000 0.0197379528 Long DBT UST US N 2 2050-08-15 Fixed 1.375000000000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AQ7 400000.0000000000 PA USD 415323.1200000000 0.0439624770 Long DBT CORP US N 2 2023-09-01 Fixed 2.670000000000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AN5 250000.0000000000 PA USD 314758.4100000000 0.0333175754 Long DBT CORP US N 2 2044-10-15 Fixed 4.400000000000000 N N N N N N Missouri Highway & Transportation Commission N/A 60636WNU5 130000.0000000000 PA USD 169826.8000000000 0.0179763813 Long DBT MUN US N 2 2033-05-01 Fixed 5.445000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 9128285P1 6600000.0000000000 PA USD 7140890.5900000000 0.7558722909 Long DBT UST US N 2 2023-11-30 Fixed 2.875000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 9128285T3 2200000.0000000000 PA USD 2448875.0000000000 0.2592165127 Long DBT UST US N 2 2025-12-31 Fixed 2.625000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 9128286G0 1500000.0000000000 PA USD 1607021.4900000000 0.1701052550 Long DBT UST US N 2 2024-02-29 Fixed 1.375000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 9128286Y1 3000000.0000000000 PA USD 3077812.5000000000 0.3257903417 Long DBT UST US N 2 2022-06-15 Fixed 1.750000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 9128287D6 2235574.0000000000 PA USD 2473353.0900000000 0.2618075494 Long DBT UST US N 2 2029-07-15 Fixed 0.250000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828M80 800000.0000000000 PA USD 830625.0000000000 0.0879227057 Long DBT UST US N 2 2022-11-30 Fixed 2.000000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828TY6 3000000.0000000000 PA USD 3089707.0200000000 0.3270493916 Long DBT UST US N 2 2022-11-15 Fixed 1.625000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828V72 500000.0000000000 PA USD 510859.3800000000 0.0540751108 Long DBT UST US N 2 2022-01-31 Fixed 1.875000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828W89 900000.0000000000 PA USD 922078.1300000000 0.0976031350 Long DBT UST US N 2 2022-03-31 Fixed 1.875000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828X47 1800000.0000000000 PA USD 1846687.5000000000 0.1954742050 Long DBT UST US N 2 2022-04-30 Fixed 1.875000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828YD6 1500000.0000000000 PA USD 1574589.8400000000 0.1666723239 Long DBT UST US N 2 2026-08-31 Fixed 1.375000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828YQ7 100000.0000000000 PA USD 106480.4700000000 0.0112710923 Long DBT UST US N 2 2026-10-31 Fixed 1.625000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828YX2 700000.0000000000 PA USD 751132.8200000000 0.0795083580 Long DBT UST US N 2 2026-12-31 Fixed 1.750000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828Z78 2000000.0000000000 PA USD 2116015.6200000000 0.2239829268 Long DBT UST US N 2 2027-01-31 Fixed 1.500000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZB9 1200000.0000000000 PA USD 1241507.8100000000 0.1314151702 Long DBT UST US N 2 2027-02-28 Fixed 1.125000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZC7 12200000.0000000000 PA USD 12625093.7500000000 1.3363821242 Long DBT UST US N 2 2025-02-28 Fixed 1.125000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZD5 18600000.0000000000 PA USD 18744585.9800000000 1.9841381082 Long DBT UST US N 2 2023-03-15 Fixed 0.500000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZE3 10000000.0000000000 PA USD 10026367.2000000000 1.0613036356 Long DBT UST US N 2 2027-03-31 Fixed 0.500000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZF0 1200000.0000000000 PA USD 1209046.8700000000 0.1279791387 Long DBT UST US N 2 2025-03-31 Fixed 0.500000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZG8 5500000.0000000000 PA USD 5518906.2500000000 0.5841831992 Long DBT UST US N 2 2022-03-31 Fixed 0.125000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZH6 400000.0000000000 PA USD 400765.6200000000 0.0424215472 Long DBT UST US N 2 2023-04-15 Fixed 0.250000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZM5 5000000.0000000000 PA USD 4999609.4000000000 0.5292149716 Long DBT UST US N 2 2022-04-30 Fixed 0.125000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZR4 300000.0000000000 PA USD 299929.6900000000 0.0317479366 Long DBT UST US N 2 2022-05-31 Fixed 0.125000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZT0 2000000.0000000000 PA USD 1991796.8800000000 0.2108342162 Long DBT UST US N 2 2025-05-31 Fixed 0.250000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZU7 500000.0000000000 PA USD 500898.4400000000 0.0530207327 Long DBT UST US N 2 2023-06-15 Fixed 0.250000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 912828ZV5 500000.0000000000 PA USD 496367.1900000000 0.0525410942 Long DBT UST US N 2 2027-06-30 Fixed 0.500000000000000 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828ZZ6 3548300.0000000000 PA USD 3894706.4800000000 0.4122596015 Long DBT UST US N 2 2030-07-15 Fixed 0.125000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CAH4 1200000.0000000000 PA USD 1189500.0000000000 0.1259100778 Long DBT UST US N 2 2027-08-31 Fixed 0.500000000000000 N N N N N N U.S. TREASURY 254900HROIFWPRGM1V77 91282CAJ0 6300000.0000000000 PA USD 6264562.5000000000 0.6631118554 Long DBT UST US N 2 2025-08-31 Fixed 0.250000000000000 N N N N N N Raytheon Technologies Corp I07WOS4YJ0N7YRFE7309 913017CY3 500000.0000000000 PA USD 586121.6900000000 0.0620417214 Long DBT CORP US N 2 2028-11-16 Fixed 4.125000000000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCP5 210000.0000000000 PA USD 238580.2200000000 0.0252540177 Long DBT CORP US N 2 2025-07-15 Fixed 3.750000000000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCR1 140000.0000000000 PA USD 189412.9400000000 0.0200495990 Long DBT CORP US N 2 2045-07-15 Fixed 4.750000000000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDX7 200000.0000000000 PA USD 208461.6100000000 0.0220659248 Long DBT CORP US N 2 2030-05-15 Fixed 2.000000000000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KC3 185000.0000000000 PA USD 186964.7000000000 0.0197904497 Long DBT MUN US N 2 2060-05-15 Fixed 3.256000000000000 N N N N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903AV2 730000.0000000000 PA USD 729054.6500000000 0.0771713558 Long DBT CORP US N 2 2030-10-15 Fixed 2.650000000000000 N N N N N N Board of Regents of the University of Texas System TEHUYFNKZR6XVWLGEU86 91514AJX4 215000.0000000000 PA USD 317636.7000000000 0.0336222460 Long DBT MUN US N 2 2040-08-15 Fixed 5.000000000000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAQ9 280000.0000000000 PA USD 311658.1800000000 0.0329894121 Long DBT CORP US N 2 2025-03-15 Fixed 4.500000000000000 N N N N N N Upjohn Inc N/A 91533BAD2 687000.0000000000 PA USD 709834.6200000000 0.0751368913 Long DBT CORP US N 2 2030-06-22 Fixed 2.700000000000000 N N N N N N Upjohn Inc N/A 91533BAF7 129000.0000000000 PA USD 135753.5300000000 0.0143696827 Long DBT CORP US N 2 2050-06-22 Fixed 4.000000000000000 N N N N N N VSE 2018-A Voi Mortgage LLC 549300E4XED7XGXU7L27 918286AB1 457517.0800000000 PA USD 473498.8800000000 0.0501204547 Long ABS-MBS CORP US N 2 2036-02-20 Fixed 3.720000000000000 N N N N N N VSE 2016-A VOI Mortgage LLC N/A 918290AA5 225607.5500000000 PA USD 227043.4700000000 0.0240328381 Long ABS-MBS CORP US N 2 2033-07-20 Fixed 2.540000000000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YBA7 462000.0000000000 PA USD 452941.5000000000 0.0479444300 Long DBT CORP US N 2 2024-03-15 Fixed 1.200000000000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAN7 330000.0000000000 PA USD 372110.4300000000 0.0393883591 Long DBT CORP US N 2 2029-01-15 Fixed 4.400000000000000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 92340LAF6 471000.0000000000 PA USD 494265.5600000000 0.0523186340 Long DBT CORP US N 2 2028-01-15 Fixed 3.400000000000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCQ5 898000.0000000000 PA USD 1108625.1400000000 0.1173493717 Long DBT CORP US N 2 2034-11-01 Fixed 4.400000000000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFM1 360000.0000000000 PA USD 364577.4200000000 0.0385909805 Long DBT CORP US N 2 2056-10-30 Floating 2.987000000000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92553PAP7 345000.0000000000 PA USD 372400.6500000000 0.0394190793 Long DBT CORP US N 2 2043-03-15 Fixed 4.375000000000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92556HAA5 425000.0000000000 PA USD 488028.6700000000 0.0516584513 Long DBT CORP US N 2 2025-05-15 Fixed 4.750000000000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBD1 190000.0000000000 PA USD 224960.2400000000 0.0238123256 Long DBT CORP GB N 2 2043-02-19 Floating 4.375000000000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AZ2 310000.0000000000 PA USD 347716.0800000000 0.0368061864 Long DBT CORP US N 2 2030-06-01 Fixed 3.500000000000000 N N N N N N Voya CLO Ltd 5493007ASGBOUR3XJY69 92916WAA7 900000.0000000000 PA USD 891039.9600000000 0.0943177055 Long ABS-CBDO CORP US N 2 2031-04-25 Variable 1.184750000000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAD8 490000.0000000000 PA USD 489192.3100000000 0.0517816241 Long DBT CORP US N 2 2027-10-15 Fixed 1.375000000000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EC3 210000.0000000000 PA USD 271662.3300000000 0.0287558009 Long DBT CORP US N 2 2048-06-29 Fixed 4.050000000000000 N N N N N N State of Washington 549300X3TODFMUKLQ364 93974CRE2 20000.0000000000 PA USD 28614.4000000000 0.0030288704 Long DBT MUN US N 2 2040-08-01 Fixed 5.140000000000000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106BAA9 580000.0000000000 PA USD 617191.8400000000 0.0653305360 Long DBT CORP US N 2 2030-02-01 Fixed 2.600000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746SH5 695000.0000000000 PA USD 759134.8600000000 0.0803553840 Long DBT CORP US N 2 2026-10-23 Fixed 3.000000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFN5 200000.0000000000 PA USD 218452.2500000000 0.0231234467 Long DBT CORP US N 2 2023-08-15 Fixed 4.125000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2N2 180000.0000000000 PA USD 187332.4200000000 0.0198293733 Long DBT CORP US N 2 2026-04-30 Variable 2.188000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2Q5 310000.0000000000 PA USD 321869.5300000000 0.0340702964 Long DBT CORP US N 2 2041-04-30 Variable 3.068000000000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2S1 422000.0000000000 PA USD 438225.9500000000 0.0463867705 Long DBT CORP US N 2 2028-06-02 Variable 2.393000000000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAL8 330000.0000000000 PA USD 337539.6200000000 0.0357289952 Long DBT CORP US N 2 2031-01-15 Fixed 2.750000000000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAY6 330000.0000000000 PA USD 374819.8800000000 0.0396751579 Long DBT CORP US N 2 2030-06-01 Fixed 3.400000000000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAT9 310000.0000000000 PA USD 343098.6800000000 0.0363174288 Long DBT CORP US N 2 2030-03-20 Fixed 3.550000000000000 N N N N N N S&P 500 EMINI FUTURES N/A N/A 39.0000000000 NC USD -98176.2600000000 -0.0103920812 N/A DE CORP US N 1 Goldman Sachs FOR8UP27PHTHYVLBNG30 Long S&P500 EMINI FUT S&P500 EMINI FUT Dec20 2020-12-18 6464341.2600000000 USD -98176.2600000000 N N N CME Ultra Long Term US Treasury N/A N/A 11.0000000000 NC USD -61712.2500000000 -0.0065323196 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US ULTRA BOND CBT US ULTRA BOND CBT Dec20 2020-12-21 2426712.2500000000 USD -61712.2500000000 N N N CBOT 10 Year Ultra US Treasury Note N/A N/A -73.0000000000 NC USD 165729.4400000000 0.0175426706 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Short US 10yr Ultra Fut US 10yr Ultra Fut Dec20 2020-12-21 -11647260.6900000000 USD 165729.4400000000 N N N CBOT US Long Bond Future N/A N/A 2.0000000000 NC USD -8192.0000000000 -0.0008671335 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US LONG BOND(CBT) US LONG BOND(CBT) Dec20 2020-12-21 353129.5000000000 USD -8192.0000000000 N N N CBOT 10 Year US Treasury Note N/A N/A 30.0000000000 NC USD -34192.5100000000 -0.0036193204 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 10YR NOTE (CBT) US 10YR NOTE (CBT)Dec20 2020-12-21 4180755.0100000000 USD -34192.5100000000 N N N CBOT 5 Year US Treasury Note N/A N/A 22.0000000000 NC USD -7830.7300000000 -0.0008288927 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 5YR NOTE (CBT) US 5YR NOTE (CBT) Dec20 2020-12-31 2771065.1200000000 USD -7830.7300000000 N N N CBOT 2 Year US Treasury Note N/A N/A 5.0000000000 NC USD -167.5000000000 -0.0000177301 N/A DIR UST US N 1 Bank of America B4TYDEB6GKMZO031MB27 Long US 2YR NOTE (CBT) US 2YR NOTE (CBT) Dec20 2020-12-31 1104386.2500000000 USD -167.5000000000 N N N LCH.Clearnet Group Ltd WAM6YERMS7OXFZUOY219 SL0W0ESZ7 3500000.0000000000 OU Swap Contract Amount USD -37797.3399999999 -0.0040008962 N/A DCO CORP US N 2 2024-08-05 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 U.S. CPI Urban Consumers NSA Index U.S. CPI Urban Consumers NSA Index Y 2024-08-05 0.000000000000 USD 528.350000000093 USD 3500000.0000000000 USD -37268.99 N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 SP9U3AE18 5520000.0000000000 OU Swap Contract Amount USD -235893.34 -0.0249696081 N/A DCR CORP US N 2 2025-06-20 None 0.000000000000000 N N N Bank of America B4TYDEB6GKMZO031MB27 Markit CDX North America High Yield Index Markit CDX North America High Yield Index Series 34 Y 2025-06-20 0.000000000000 USD 305445.780000000000 USD 5520000.0000000000 USD 69552.44 N N N 2020-12-28 American Century Mutual Funds, Inc. Amy R. Bitter Amy R. Bitter Assistant Treasurer