NPORT-P false 0001750821 XXXXXXXX S000069692 C000222266 C000222265 Exchange Place Advisors Trust 811-23373 0001750821 549300K2CKCXH4E67T58 200 West Madison St Suite 2610 Chicago 60606 312-857-2160 NORTH SQUARE MCKEE BOND FUND S000069692 549300PHHMXSPZQUPF03 2025-10-31 2025-01-31 N 170355002.95 3392977.90 166962025.05 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0 USD N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140K3J29 79980.66000000 PA USD 69096.43000000 0.041384518413 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3133ARGV1 452305.64000000 PA USD 374211.28000000 0.224129576703 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XAG22 195247.36000000 PA USD 167873.10000000 0.100545677946 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.50000000 N N N N N N WORLD OMNI SELECT AUTO TRUST 2023-A N/A 98163UAB6 7979.66000000 PA USD 7988.94000000 0.004784884465 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.92000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140N25R8 25006.50000000 PA USD 24199.22000000 0.014493846725 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31393CX40 10427.03000000 PA USD 10410.18000000 0.006235058539 Long ABS-O USGSE US N 2 2042-05-25 Floating 4.81545816 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYVZ6 774467.19000000 PA USD 609477.95000000 0.365039864494 Long ABS-O USGSE US N 2 2049-02-25 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXEP3 133036.05000000 PA USD 136113.07000000 0.081523370334 Long ABS-MBS USGSE US N 2 2056-09-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DXQ0 317192.14000000 PA USD 258335.65000000 0.154727190163 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 1.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUCW2 103387.29000000 PA USD 96758.59000000 0.057952453542 Long ABS-O USGSE US N 2 2044-03-25 Fixed 2.00000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276VAE9 15000.00000000 PA USD 14510.21000000 0.008690724729 Long ABS-O CORP US N 2 2051-02-15 Fixed 3.98300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418B6V3 2523.42000000 PA USD 2343.12000000 0.001403384990 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9EJ6 647196.90000000 PA USD 541110.55000000 0.324091990282 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 2.50000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 3137HD2T6 1519161.35000000 PA USD 1535756.97000000 0.919824115417 Long ABS-O USGSE US N 2 2049-09-25 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KJX98 124760.89000000 PA USD 98883.46000000 0.059225120185 Long ABS-MBS USGA US N 2 2050-08-01 Fixed 2.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XJ3W1 291990.65000000 PA USD 259851.99000000 0.155635384706 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CMD0 1640000.00000000 PA USD 1643203.12000000 0.984177761085 Long DBT UST US N 2 2029-12-31 Fixed 4.37500000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0RF1 433306.38000000 PA USD 372732.78000000 0.223244045996 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547AU6 663000.00000000 PA USD 666752.90000000 0.399344042335 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N The Procter & Gamble Co. 2572IBTT8CCZW6AU4141 742718GG8 397000.00000000 PA USD 388328.31000000 0.232584810757 Long DBT CORP US N 2 2034-01-29 Fixed 4.55000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CMC2 1642000.00000000 PA USD 1647644.38000000 0.986837803091 Long DBT UST US N 2 2031-12-31 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416NYV8 6505.39000000 PA USD 6132.39000000 0.003672925024 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78017FZT3 313000.00000000 PA USD 307745.01000000 0.184320362614 Long DBT CORP US N 2 2030-10-18 Fixed 4.65000172 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRWM1 589166.25000000 PA USD 555475.24000000 0.332695557468 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 4.50000000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133EMT77 851000.00000000 PA USD 714902.92000000 0.428182947461 Long DBT USGSE US N 2 2031-07-21 Fixed 1.79000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDXY9 9671.67000000 PA USD 7166.21000000 0.004292119718 Long ABS-O USGSE US N 2 2051-02-25 Fixed 1.00000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 476000.00000000 PA USD 477427.77000000 0.285949915770 Long DBT CORP US N 2 2030-02-13 Fixed 5.17399904 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QVQB3 376694.08000000 PA USD 356471.88000000 0.213504765465 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.50000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308JM0 338000.00000000 PA USD 320059.17000000 0.191695788251 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES X LLC 549300K5Y88MV8B4M421 03236VAC5 785000.00000000 PA USD 774535.01000000 0.463898907412 Long ABS-O CORP US Y 2 2028-01-20 Fixed 2.20000000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133EMSA1 1461000.00000000 PA USD 1231878.75000000 0.737819722557 Long DBT USGSE US N 2 2031-03-03 Fixed 1.67000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B8MS3 34382.46000000 PA USD 33575.52000000 0.020109674634 Long ABS-O USGSE US N 2 2043-05-15 Fixed 3.00000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXX2 384000.00000000 PA USD 373370.55000000 0.223626031061 Long DBT CORP US N 2 2031-09-08 Fixed 4.40000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3B7 529000.00000000 PA USD 512998.50000000 0.307254598670 Long DBT CORP US N 2 2033-07-25 Fixed 4.89699844 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBU6 267000.00000000 PA USD 231597.10000000 0.138712440706 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QCRV0 275126.91000000 PA USD 249712.89000000 0.149562686440 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BB5D8 9293.67000000 PA USD 9171.44000000 0.005493129349 Long ABS-O USGSE US N 2 2043-11-15 Fixed 3.00000000 N N N N N N Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A. 549300XQ6S1GYKGBL205 477921AA8 299000.00000000 PA USD 305179.45000000 0.182783749723 Long DBT CORP US N 2 2029-04-19 Fixed 5.50000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CLR0 1647000.00000000 PA USD 1632685.25000000 0.977878202849 Long DBT UST US N 2 2029-10-31 Fixed 4.12500000 N N N N N N ALIGNED DATA CENTERS ISSUER LLC N/A 01627AAA6 400000.00000000 PA USD 381529.96000000 0.228513016589 Long ABS-O CORP US Y 2 2046-08-15 Fixed 1.93700000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRXF9 497215.41000000 PA USD 493626.86000000 0.295652175907 Long ABS-O USGSE US N 2 2051-07-25 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132CW7B4 442254.03000000 PA USD 393654.51000000 0.235774877480 Long ABS-MBS USGA US N 2 2036-09-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3133KLJ57 437949.12000000 PA USD 362033.18000000 0.216835642650 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31395A3J2 78847.58000000 PA USD 75842.98000000 0.045425287563 Long ABS-O USGA US N 2 2044-07-25 Variable 6.22521912 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134GWZW9 810000.00000000 PA USD 632450.86000000 0.378799226836 Long DBT USGSE US N 2 2032-10-29 Fixed 1.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AV3U7 8287.83000000 PA USD 7812.30000000 0.004679087952 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Virginia Electric and Power Company CQKUMNNZVDJLRYV2PT43 927804GL2 787000.00000000 PA USD 744563.02000000 0.445947525958 Long DBT CORP US N 2 2053-04-01 Fixed 5.45000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X5PZ0 111046.22000000 PA USD 96504.66000000 0.057800365065 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.00000000 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 191216CV0 426000.00000000 PA USD 364559.97000000 0.218349034692 Long DBT CORP US N 2 2030-06-01 Fixed 1.65000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XJQV8 28546.94000000 PA USD 24501.91000000 0.014675139447 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.00000000 N N N N N N Ms Cap I Tr 2016-Ubs9 N/A 61766CAE9 337000.00000000 PA USD 331755.44000000 0.198701135722 Long ABS-O CORP US N 2 2049-03-17 Fixed 3.59400000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DF23 412859.59000000 PA USD 361961.04000000 0.216792435220 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQ3W4 21413.59000000 PA USD 21700.84000000 0.012997470528 Long ABS-MBS USGA US N 2 2053-08-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CGD0 152289.02000000 PA USD 132565.35000000 0.079398503917 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FQZF3 599221.46000000 PA USD 534162.85000000 0.319930744634 Long ABS-O USGSE US N 2 2048-10-25 Fixed 2.50000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810TX6 3502000.00000000 PA USD 3184220.85000000 1.907152748684 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FT0 394000.00000000 PA USD 276241.90000000 0.165451934304 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BU8 180000.00000000 PA USD 197297.44000000 0.118169050681 Long DBT CORP US N 2 2034-10-20 Fixed 6.87499904 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CLZ2 668000.00000000 PA USD 655579.38000000 0.392651790012 Long DBT UST US N 2 2031-11-30 Fixed 4.12500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LDU1 880873.48000000 PA USD 720129.84000000 0.431313551560 Long ABS-O USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCZ6 359000.00000000 PA USD 372107.74000000 0.222869685420 Long DBT CORP US N 2 2029-06-08 Fixed 6.20852400 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C4G6 6804.59000000 PA USD 6497.73000000 0.003891741249 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JC77 445881.45000000 PA USD 448530.52000000 0.268642237578 Long ABS-O USGA US N 2 2054-02-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ENZ93 32824.30000000 PA USD 29796.74000000 0.017846417465 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYSC4 356738.40000000 PA USD 323802.83000000 0.193938010696 Long ABS-MBS USGA US N 2 2039-09-01 Fixed 3.00000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 084659AV3 129000.00000000 PA USD 121713.02000000 0.072898624680 Long DBT CORP US N 2 2030-07-15 Fixed 3.70000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133LWA44 244126.53000000 PA USD 192776.83000000 0.115461482898 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F74K8 18406.82000000 PA USD 13581.36000000 0.008134400619 Long ABS-O USGSE US N 2 2050-12-25 Fixed 0.75000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CLW9 1215000.00000000 PA USD 1186808.21000000 0.710825236843 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N DELL EQUIPMENT FINANCE TRUST 2023-3 N/A 24702EAC4 250000.00000000 PA USD 253103.65000000 0.151593543456 Long ABS-O CORP US Y 2 2026-06-22 Fixed 5.93000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XC5Q7 26410.51000000 PA USD 21726.45000000 0.013012809346 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Midamerican Energy Company NINLOILYRTLIMK26MZ18 595620AU9 1511000.00000000 PA USD 1221323.23000000 0.731497614283 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N Entergy Corporation 4XM3TW50JULSLG8BNC79 29364GAN3 342000.00000000 PA USD 310176.44000000 0.185776639871 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X63C3 166793.92000000 PA USD 139501.27000000 0.083552694068 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 2.50000000 N N N N N N PSMC TRUST N/A 693675AG5 925000.00000000 PA USD 733701.77000000 0.439442304188 Long ABS-O CORP US Y 2 2050-11-25 Variable 3.00000144 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBV1 261000.00000000 PA USD 253311.32000000 0.151717925033 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KCM0 313000.00000000 PA USD 313844.61000000 0.187973648442 Long DBT CORP US N 2 2028-02-28 Fixed 4.90000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNKZ5 931134.98000000 PA USD 837627.80000000 0.501687614144 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383AED2 1521428.15000000 PA USD 1287519.98000000 0.771145402443 Long ABS-O USGA US N 2 2051-09-20 Fixed 1.75000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXKG6 91400.02000000 PA USD 82857.68000000 0.049626662095 Long ABS-MBS USGSE US N 2 2037-10-13 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNKE2 43030.78000000 PA USD 38517.91000000 0.023069862735 Long ABS-MBS USGA US N 2 2051-07-01 Fixed 3.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X6QT1 251896.92000000 PA USD 210923.84000000 0.126330427495 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 2.50000000 N N N N N N Morgan Stanley Capital I Inc N/A 61691EBA2 413000.00000000 PA USD 399800.23000000 0.239455786356 Long ABS-O CORP US N 2 2049-12-17 Fixed 3.59600000 N N N N N N Pfizer Investment Enterprises Pte Ltd. 5493000FQO8XF9C0RT95 716973AE2 141000.00000000 PA USD 137108.32000000 0.082119463967 Long DBT CORP US N 2 2033-05-19 Fixed 4.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Q3B4 118565.22000000 PA USD 88991.66000000 0.053300539433 Long ABS-O USGA US N 2 2050-08-20 Fixed 1.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5GG4 54750.55000000 PA USD 47562.01000000 0.028486723244 Long ABS-O USGSE US N 2 2049-07-25 Fixed 3.00000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CZ7 828000.00000000 PA USD 816405.62000000 0.488976831561 Long DBT CORP US N 2 2032-02-01 Fixed 4.75000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0YS5 21107.73000000 PA USD 21810.49000000 0.013063144145 Long ABS-MBS USGA US N 2 2053-11-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQQM1 403655.03000000 PA USD 394826.13000000 0.236476605911 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XDGA8 226987.47000000 PA USD 223303.65000000 0.133745173450 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138ETQN9 7906.50000000 PA USD 7026.41000000 0.004208388103 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X7R76 76818.47000000 PA USD 75146.76000000 0.045008294537 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSXN7 391428.61000000 PA USD 358327.43000000 0.214616125967 Long ABS-MBS USGA US N 2 2052-09-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A4XY6 42288.67000000 PA USD 39862.82000000 0.023875381235 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XDA0 276000.00000000 PA USD 275916.12000000 0.165256812090 Long DBT CORP US N 2 2035-08-03 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137H1VN3 108779.78000000 PA USD 87905.01000000 0.052649702813 Long ABS-O USGSE US N 2 2049-04-25 Fixed 1.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XMRE8 387995.50000000 PA USD 395767.18000000 0.237040237072 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBR0 136000.00000000 PA USD 118248.26000000 0.070823446208 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBK62 77628.93000000 PA USD 74558.21000000 0.044655789229 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 3.50000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 45906M5V9 1000000.00000000 PA USD 977366.24000000 0.585382358477 Long DBT NUSS US N 2 2034-11-08 Fixed 4.70000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PDU7 813000.00000000 PA USD 823608.33000000 0.493290812538 Long DBT CORP US N 2 2029-07-24 Fixed 5.29899944 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XQU96 27600.76000000 PA USD 27405.47000000 0.016414193581 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 5.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QDV27 359954.09000000 PA USD 298648.24000000 0.178871956009 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 191216DR8 421000.00000000 PA USD 420650.52000000 0.251943829666 Long DBT CORP US N 2 2034-05-13 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BQ5B9 39682.80000000 PA USD 39462.77000000 0.023635775852 Long ABS-O USGSE US N 2 2027-08-15 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416YKN7 56952.37000000 PA USD 56682.70000000 0.033949456460 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QKT73 156783.40000000 PA USD 129795.88000000 0.077739761458 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 2.50000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CLY5 4061000.00000000 PA USD 4063855.37000000 2.433999808509 Long DBT UST US N 2 2026-11-30 Fixed 4.25000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XAFR8 19085.98000000 PA USD 15966.89000000 0.009563186596 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128M9MY5 70369.96000000 PA USD 64253.14000000 0.038483685125 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CJR3 2805000.00000000 PA USD 2749612.22000000 1.646848868284 Long DBT UST US N 2 2028-12-31 Fixed 3.75000000 N N N N N N Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 N/A 35563P2N8 68466.60000000 PA USD 59317.78000000 0.035527707562 Long ABS-O USGSE US N 2 2060-11-25 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWCV3 452721.71000000 PA USD 386079.23000000 0.231237749952 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST N/A 025291AD7 76858.50000000 PA USD 76760.56000000 0.045974861635 Long ABS-O CORP US Y 2 2027-07-13 Fixed 1.34000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXGC0 47336.78000000 PA USD 45562.25000000 0.027288989808 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N ELLINGTON FINANCIAL MORTGAGE TRUST N/A 31574PAA3 57227.69000000 PA USD 56464.26000000 0.033818624314 Long ABS-O CORP US Y 2 2065-05-25 Variable 2.00599884 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATH70 11072.03000000 PA USD 10292.61000000 0.006164641329 Long ABS-O USGSE US N 2 2041-12-15 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A46Y6 22591.54000000 PA USD 21295.57000000 0.012754738686 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYWH2 288159.57000000 PA USD 281557.37000000 0.168635574416 Long ABS-O USGSE US N 2 2043-06-25 Fixed 3.00000000 N N N N N N Bank of Nova Scotia L3I9ZG2KFGXZ61BMYR72 06418GAQ0 417000.00000000 PA USD 417021.24000000 0.249770113817 Long DBT CORP US N 2 2031-02-14 Fixed 0.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XLBL1 301189.39000000 PA USD 274816.93000000 0.164598464781 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Canadian Pacific Railway Company 54930036474DURYNB481 13648TAA5 4000.00000000 PA USD 3489.74000000 0.002090139957 Long DBT CORP US N 2 2030-03-05 Fixed 2.05000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XCJK5 1173527.73000000 PA USD 969589.41000000 0.580724514876 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A36V4 4646.98000000 PA USD 4380.42000000 0.002623602581 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0B27 495207.80000000 PA USD 488114.94000000 0.292350874310 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XH7J0 25899.56000000 PA USD 22149.92000000 0.013266441871 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179VDP2 383385.80000000 PA USD 345603.79000000 0.206995446956 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378GM70 6.41000000 PA USD 6.38000000 0.000003821228 Long ABS-O USGA US N 2 2027-12-20 Fixed 5.00000000 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 30303M8Q8 218000.00000000 PA USD 217486.07000000 0.130260800283 Long DBT CORP US N 2 2053-05-15 Fixed 5.60000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128P73T8 30215.31000000 PA USD 29074.18000000 0.017413648397 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XFPR6 17807.86000000 PA USD 15475.90000000 0.009269113737 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXFD9 95732.22000000 PA USD 95157.21000000 0.056993325261 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPK2 244465.65000000 PA USD 196071.90000000 0.117435027480 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 N/A 362541AD6 24352.87000000 PA USD 24379.23000000 0.014601661660 Long ABS-O CORP US N 2 2026-04-20 Fixed 5.16000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X9K95 107779.40000000 PA USD 95155.94000000 0.056992564609 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X4L95 302456.22000000 PA USD 266969.20000000 0.159898156434 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XFH20 18053.76000000 PA USD 15578.29000000 0.009330439059 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133ERPA3 802000.00000000 PA USD 801484.55000000 0.480040026922 Long DBT USGSE US N 2 2034-08-14 Fixed 5.65000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9XQ9 40740.57000000 PA USD 32642.62000000 0.019550924822 Long ABS-O USGSE US N 2 2051-01-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXK84 239642.28000000 PA USD 214866.23000000 0.128691677005 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GYA6 1177000.00000000 PA USD 1134875.66000000 0.679720828529 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100048 N N N N N N NMEF FUNDING 2022-B LLC N/A 62890MAB0 89860.32000000 PA USD 90255.78000000 0.054057669684 Long ABS-O CORP US Y 2 2049-06-01 Fixed 6.07000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFC1 313000.00000000 PA USD 293154.47000000 0.175581525147 Long DBT CORP US N 2 2054-04-15 Fixed 5.37500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDG7 361000.00000000 PA USD 364232.51000000 0.218152906261 Long DBT CORP US N 2 2030-07-26 Fixed 5.46299992 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-RB1 N/A 95000TBS4 351000.00000000 PA USD 336928.30000000 0.201799361201 Long ABS-O CORP US N 2 2050-03-15 Fixed 3.63500000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCY5 473000.00000000 PA USD 359342.65000000 0.215224180404 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 38151LAG5 381000.00000000 PA USD 384386.77000000 0.230224070344 Long DBT CORP US N 2 2027-05-21 Fixed 5.41399960 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KL2G1 757193.37000000 PA USD 620436.78000000 0.371603530691 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132HPNB6 34887.24000000 PA USD 30877.52000000 0.018493738316 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31395HHV5 12668.18000000 PA USD 11561.03000000 0.006924347016 Long ABS-O USGA US N 2 2044-10-25 Variable 6.02522076 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 125523CT5 226000.00000000 PA USD 226727.05000000 0.135795579822 Long DBT CORP US N 2 2029-05-15 Fixed 5.00000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 3137H6AQ8 251494.81000000 PA USD 227240.40000000 0.136103044948 Long ABS-O USGSE US N 2 2048-06-25 Fixed 3.00000000 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WDW8 518000.00000000 PA USD 476749.91000000 0.285543919257 Long DBT CORP US N 2 2028-03-24 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACBN9 330112.70000000 PA USD 329889.04000000 0.197583276736 Long ABS-MBS USGA US N 2 2053-09-01 Variable 5.50000140 N N N N N N CARMAX AUTO OWNER TRUST 2022-4 N/A 14318UAD3 17774.01000000 PA USD 17857.51000000 0.010695551874 Long ABS-O CORP US N 2 2027-08-15 Fixed 5.34000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XNYC2 320402.03000000 PA USD 283809.49000000 0.169984455995 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379U6D3 4727.94000000 PA USD 4609.01000000 0.002760513954 Long ABS-O USGA US N 2 2044-09-16 Fixed 2.25000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UF3 3312000.00000000 PA USD 3216003.73000000 1.926188742042 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CHQ0 2911.46000000 PA USD 2782.55000000 0.001666576575 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 723000.00000000 PA USD 564274.65000000 0.337965863693 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAW0 449000.00000000 PA USD 425897.69000000 0.255086562272 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89115A2U5 226000.00000000 PA USD 230745.28000000 0.138202252836 Long DBT CORP US N 2 2028-07-17 Fixed 5.52300000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNSU8 491110.02000000 PA USD 408684.15000000 0.244776708881 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YHV2 18859.44000000 PA USD 18921.16000000 0.011332612906 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 5.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJQ3 1821000.00000000 PA USD 1760640.88000000 1.054515767566 Long DBT CORP US N 2 2027-03-11 Fixed 1.65799982 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F0JJ4 62656.97000000 PA USD 54401.97000000 0.032583439248 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Walt Disney Company 549300GZKULIZ0WOW665 254687FY7 596000.00000000 PA USD 479355.11000000 0.287104274074 Long DBT CORP US N 2 2040-05-13 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G4Q71 2450000.00000000 PA USD 1773598.71000000 1.062276712006 Long DBT USGSE US N 2 2035-08-24 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DQA3 19061.80000000 PA USD 16294.62000000 0.009759476740 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9AC5 47835.12000000 PA USD 34895.05000000 0.020899992072 Long ABS-O USGSE US N 2 2050-01-25 Fixed 1.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3133AXMA7 384579.54000000 PA USD 301326.58000000 0.180476117194 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WDG0 806185.05000000 PA USD 629892.61000000 0.377266992186 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 2.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QGUP0 165232.81000000 PA USD 138153.77000000 0.082745624317 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KPA3 16714.14000000 PA USD 16705.13000000 0.010005347021 Long ABS-O USGA US N 2 2053-07-20 Fixed 5.00000000 N N N N N N Toyota Motor Credit Corp. Z2VZBHUMB7PWWJ63I008 89236TNB7 474000.00000000 PA USD 476690.46000000 0.285508312358 Long DBT CORP US N 2 2036-01-09 Fixed 5.35000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XPGP8 496512.14000000 PA USD 493872.91000000 0.295799544748 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFQ2 244000.00000000 PA USD 229481.93000000 0.137445583767 Long DBT CORP US N 2 2030-07-01 Fixed 3.60000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 312945DS4 18279.35000000 PA USD 17253.37000000 0.010333709114 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D6M9 257595.37000000 PA USD 220513.65000000 0.132074134782 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XNDJ0 562607.04000000 PA USD 516371.43000000 0.309274776611 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BD45 67981.06000000 PA USD 66300.67000000 0.039710029858 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJZF0 118896.85000000 PA USD 103467.70000000 0.061970798430 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133AFT27 294953.96000000 PA USD 231659.39000000 0.138749748591 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LH45 20724.53000000 PA USD 20736.99000000 0.012420183567 Long ABS-O USGA US N 2 2047-08-20 Fixed 5.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 247000.00000000 PA USD 229227.26000000 0.137293052076 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4R3 45311.29000000 PA USD 44757.76000000 0.026807149701 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DUA8 228467.78000000 PA USD 191107.34000000 0.114461560910 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J9ZL8 94641.63000000 PA USD 85008.76000000 0.050915026919 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.50000000 N N N N N N Goldman Sachs Group, Inc. 784F5XWPLTWKTBV3E584 38141GXR0 1408000.00000000 PA USD 1174466.29000000 0.703433184670 Long DBT CORP US N 2 2032-01-27 Fixed 1.99199912 N N N N N N Federal Home Loan Mortgage Corp. N/A 3133ABNR7 222875.40000000 PA USD 184007.98000000 0.110209480236 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYWY1 252839.00000000 PA USD 224848.38000000 0.134670371860 Long ABS-MBS USGA US N 2 2042-05-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQVS2 334092.52000000 PA USD 339034.46000000 0.203060821703 Long ABS-MBS USGA US N 2 2053-05-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BPLY5 41612.64000000 PA USD 41967.44000000 0.025135919372 Long ABS-O USGSE US N 2 2049-01-25 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0HL9 545022.32000000 PA USD 555172.42000000 0.332514186883 Long ABS-MBS USGA US N 2 2053-02-01 Fixed 6.00000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBL9 258000.00000000 PA USD 250649.83000000 0.150123855963 Long DBT CORP US N 2 2035-01-15 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384HVG0 540000.00000000 PA USD 522743.44000000 0.313091219301 Long ABS-O USGA US N 2 2054-01-20 Fixed 5.00000000 N N N N N N The Kroger Co. 6CPEOKI6OYJ13Q6O7870 501044DW8 204000.00000000 PA USD 191283.01000000 0.114566776452 Long DBT CORP US N 2 2054-09-15 Fixed 5.50000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89115A2H4 353000.00000000 PA USD 353193.01000000 0.211540923688 Long DBT CORP US N 2 2027-09-15 Fixed 4.69300000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418AWP9 19972.27000000 PA USD 19404.07000000 0.011621846341 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJZB9 1549687.18000000 PA USD 1345666.96000000 0.805971872703 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N TRICON RESIDENTIAL 2022-SFR1 TRUST N/A 89616QAA9 526244.07000000 PA USD 514400.05000000 0.308094041052 Long ABS-O CORP US Y 2 2039-04-19 Fixed 3.85600000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13608JAA5 592000.00000000 PA USD 598630.87000000 0.358543129685 Long DBT CORP US N 2 2029-04-08 Fixed 5.26000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2024-C N/A 34532UAD1 5000.00000000 PA USD 4958.31000000 0.002969723204 Long ABS-O CORP US N 2 2029-07-15 Fixed 4.07000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0AU6 417810.40000000 PA USD 416750.91000000 0.249608202748 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128P7Q63 11883.64000000 PA USD 11834.79000000 0.007088312444 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.50000000 N N N N N N TOYOTA AUTO RECEIVABLES 2024-C OWNER TRUST N/A 89237QAD2 1050000.00000000 PA USD 1057070.91000000 0.633120561207 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.88000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAU4 633000.00000000 PA USD 638899.59000000 0.382661620095 Long DBT CORP US N 2 2031-03-15 Fixed 5.20000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BSVC4 29383.25000000 PA USD 28259.49000000 0.016925699117 Long ABS-O USGSE US N 2 2055-01-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D2V3 18093.49000000 PA USD 15117.95000000 0.009054723668 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J5MF3 18002.06000000 PA USD 16266.25000000 0.009742484852 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BTS85 143483.48000000 PA USD 138676.60000000 0.083058767380 Long ABS-O USGSE US N 2 2053-04-15 Variable 3.25000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X7AN9 39625.66000000 PA USD 32845.93000000 0.019672695027 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XKWM8 414192.73000000 PA USD 329223.57000000 0.197184701072 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383R7S0 29927.89000000 PA USD 28659.31000000 0.017165166744 Long ABS-O USGA US N 2 2052-01-20 Fixed 3.50000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 N/A 379931AD0 14000.00000000 PA USD 14123.27000000 0.008458971431 Long ABS-O CORP US N 2 2029-03-16 Fixed 5.10000000 N N N N N N First American Funds Inc. 549300J5J5SJCZ9IA369 31846V328 2499662.76000000 PA USD 2499662.76000000 1.497144490941 Long STIV RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C7K4 14664.58000000 PA USD 13148.28000000 0.007875012294 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ASF6 153730.49000000 PA USD 136469.34000000 0.081736754186 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3133KKUD9 190085.65000000 PA USD 157512.34000000 0.094340218952 Long ABS-MBS USGA US N 2 2050-12-01 Fixed 2.50000000 N N N N N N HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-A N/A 412922AC0 278000.00000000 PA USD 283735.97000000 0.169940422030 Long ABS-O CORP US N 2 2029-03-15 Fixed 5.37000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CLN9 5044000.00000000 PA USD 4869331.78000000 2.916430714434 Long DBT UST US N 2 2029-09-30 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACSZ4 484078.10000000 PA USD 491966.48000000 0.294657710250 Long ABS-MBS USGA US N 2 2053-09-20 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DSYK2 13526.76000000 PA USD 13080.22000000 0.007834248534 Long ABS-MBS USGA US N 2 2054-04-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CDL5 19399.77000000 PA USD 16859.12000000 0.010097577574 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TZ73 2044.90000000 PA USD 2015.61000000 0.001207226612 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N RLGH TRUST N/A 74969CAA5 430000.00000000 PA USD 428336.46000000 0.256547235739 Long ABS-O CORP US Y 2 2036-04-15 Floating 5.22147960 N N N N N N ALLY AUTO RECEIVABLES TRUST 2022-2 N/A 02008MAC3 15214.19000000 PA USD 15226.33000000 0.009119636633 Long ABS-O CORP US N 2 2027-05-17 Fixed 4.76000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DUUC9 197659.36000000 PA USD 196041.19000000 0.117416634076 Long ABS-MBS USGA US N 2 2054-11-01 Fixed 5.50000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GM3 472000.00000000 PA USD 446356.09000000 0.267339887538 Long DBT CORP US N 2 2053-04-01 Fixed 5.30000000 N N N N N N CARMAX AUTO OWNER TRUST 2024-4 N/A 14290DAC5 600000.00000000 PA USD 600662.16000000 0.359759747655 Long ABS-O CORP US N 2 2029-10-15 Fixed 4.60000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 45905UR71 1847000.00000000 PA USD 1427466.68000000 0.854964881728 Long DBT NUSS US N 2 2037-12-28 Fixed 2.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGX90 80471.36000000 PA USD 69999.34000000 0.041925306056 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132L8CS4 216084.61000000 PA USD 188044.50000000 0.112627107837 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 292000.00000000 PA USD 294664.92000000 0.176486191942 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXEE8 148112.09000000 PA USD 135963.29000000 0.081433661312 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QQM5 141742.03000000 PA USD 108964.71000000 0.065263169853 Long ABS-O USGA US N 2 2051-05-20 Fixed 1.25000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31339UEV8 3669.37000000 PA USD 3284.67000000 0.001967315621 Long ABS-MBS USGA US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133ERT35 833000.00000000 PA USD 832661.64000000 0.498713189272 Long DBT USGSE US N 2 2030-01-15 Fixed 4.97000000 N N N N N N Consolidated Edison Company of New York, Inc. VZFZPMWDHTQCFKYOBP05 209111GK3 103000.00000000 PA USD 101444.02000000 0.060758738383 Long DBT CORP US N 2 2054-05-15 Fixed 5.70000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X7KR9 274676.01000000 PA USD 229845.73000000 0.137663477626 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 2.00000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 91087BBD1 418000.00000000 PA USD 421736.87000000 0.252594486604 Long DBT NUSS MX N 2 2055-05-13 Fixed 7.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MAH3 30894.65000000 PA USD 30582.37000000 0.018316961591 Long ABS-MBS USGA US N 2 2027-04-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DW73 347184.19000000 PA USD 298509.51000000 0.178788865258 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QMBL7 464633.57000000 PA USD 399194.20000000 0.239092811602 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B42K3 135589.45000000 PA USD 128645.37000000 0.077050676620 Long ABS-O USGSE US N 2 2053-06-25 Fixed 3.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X5V83 5782.72000000 PA USD 5248.92000000 0.003143780748 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Waste Management, Inc. 549300YX8JIID70NFS41 94106LCE7 198000.00000000 PA USD 193782.55000000 0.116063847417 Long DBT CORP US N 2 2035-03-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXGR7 891787.49000000 PA USD 867471.96000000 0.519562433277 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DM5D3 27726.07000000 PA USD 25270.62000000 0.015135549531 Long ABS-MBS USGA US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132WH5N1 5509.34000000 PA USD 4790.52000000 0.002869227297 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EHTW2 26614.39000000 PA USD 26340.55000000 0.015776371897 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XM3R5 20569.46000000 PA USD 17917.90000000 0.010731721776 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 1.50000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XEU6 576000.00000000 PA USD 582970.40000000 0.349163469852 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V6V7 1127549.83000000 PA USD 880988.18000000 0.527657819037 Long ABS-MBS USGA US N 2 2051-02-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BATZ7 549688.26000000 PA USD 453112.21000000 0.271386388530 Long ABS-O USGSE US N 2 2050-07-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AAZ57 8700.26000000 PA USD 8369.16000000 0.005012612896 Long ABS-O USGSE US N 2 2028-01-25 Fixed 1.25000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B1EB9 1265000.00000000 PA USD 1267781.25000000 0.759323115313 Long DBT USGSE US N 2 2034-05-23 Fixed 5.92000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYY37 759982.82000000 PA USD 765186.86000000 0.458299939624 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138EM6K2 52287.84000000 PA USD 51583.79000000 0.030895522490 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3134HAE58 1627000.00000000 PA USD 1627533.43000000 0.974792579038 Long DBT USGSE US N 2 2029-11-21 Fixed 5.30000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCG6 137000.00000000 PA USD 133092.88000000 0.079714461992 Long DBT CORP US N 2 2035-02-15 Fixed 4.95000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DQ0 557000.00000000 PA USD 372101.29000000 0.222865822266 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XBQL7 36641.72000000 PA USD 31673.68000000 0.018970589264 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADFU8 70522.47000000 PA USD 69152.96000000 0.041418376411 Long ABS-O USGSE US N 2 2033-04-25 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140J6GJ0 3916.91000000 PA USD 3524.91000000 0.002111204628 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374TJ62 928.61000000 PA USD 894.44000000 0.000535714633 Long ABS-O USGA US N 2 2039-05-20 Fixed 4.00000000 N N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAA8 140298.16000000 PA USD 140935.58000000 0.084411757678 Long ABS-O CORP US Y 2 2040-02-15 Floating 5.57147880 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B4H38 1230000.00000000 PA USD 1228281.33000000 0.735665088892 Long DBT USGSE US N 2 2030-01-23 Fixed 5.25000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFT6 1022000.00000000 PA USD 702601.52000000 0.420815164280 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136G43S0 2534000.00000000 PA USD 1838364.55000000 1.101067472947 Long DBT USGSE US N 2 2035-09-14 Fixed 1.63000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DMZE8 265463.69000000 PA USD 236847.07000000 0.141856850340 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E07J5 22501.79000000 PA USD 19715.18000000 0.011808182126 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWDJ9 497729.77000000 PA USD 406754.11000000 0.243620733444 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WECQ0 7944.90000000 PA USD 7442.40000000 0.004457540568 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JWNS5 777940.46000000 PA USD 696381.94000000 0.417090017799 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5YE9 5159.59000000 PA USD 4655.40000000 0.002788298715 Long ABS-O USGSE US N 2 2049-02-25 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3132DVLV5 33777.88000000 PA USD 27928.32000000 0.016727348624 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N BBCMS MORTGAGE TRUST 2022-C14 N/A 07336AAA5 99991.49000000 PA USD 96875.97000000 0.058022756953 Long ABS-O CORP US N 2 2055-02-18 Fixed 1.72700000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QCEW2 94153.99000000 PA USD 81812.50000000 0.049000663459 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.00000000 N N N N N N Ubs Commercial Mortgage Trust 2019-C17 N/A 90278MBA4 334000.00000000 PA USD 303163.25000000 0.181576169736 Long ABS-O CORP US N 2 2052-10-18 Variable 2.92100000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X8BP1 126110.83000000 PA USD 104554.06000000 0.062621461358 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380WZN2 153322.75000000 PA USD 146664.95000000 0.087843298472 Long ABS-O USGA US N 2 2046-09-20 Fixed 2.50000000 N N N N N N American Express Company R4PP93JZOLY261QX3811 025816DW6 422000.00000000 PA USD 417390.38000000 0.249991206009 Long DBT CORP US N 2 2035-07-26 Fixed 5.28400178 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XPAK5 1382082.19000000 PA USD 1317969.97000000 0.789383076544 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FXHR2 19736.50000000 PA USD 18519.21000000 0.011091869540 Long ABS-O USGSE US N 2 2042-06-25 Fixed 2.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XBW63 329404.54000000 PA USD 272579.12000000 0.163258154013 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383L6W5 391791.89000000 PA USD 391045.84000000 0.234212444346 Long ABS-O USGA US N 2 2033-11-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AB3Q4 99077.93000000 PA USD 91992.92000000 0.055098109868 Long ABS-O USGSE US N 2 2043-02-25 Fixed 3.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X4QA7 65685.94000000 PA USD 57985.90000000 0.034729993232 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP2M2 368016.47000000 PA USD 360698.72000000 0.216036383058 Long ABS-O USGSE US N 2 2053-01-25 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384CSR1 24390.95000000 PA USD 24664.26000000 0.014772377127 Long ABS-O USGA US N 2 2044-11-20 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FUMY7 249710.89000000 PA USD 218397.54000000 0.130806714841 Long ABS-O USGSE US N 2 2046-05-25 Fixed 2.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QKVB1 24711.53000000 PA USD 20363.42000000 0.012196438078 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XL6S2 25269.75000000 PA USD 19817.23000000 0.011869303809 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABDV1 447056.09000000 PA USD 368240.22000000 0.220553278441 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133N3WH3 7340.37000000 PA USD 5882.57000000 0.003523298186 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 2.50000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEV0 639000.00000000 PA USD 608113.77000000 0.364222804447 Long DBT CORP US N 2 2033-04-15 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCSC5 91045.06000000 PA USD 81720.54000000 0.048945585066 Long ABS-O USGSE US N 2 2044-10-25 Fixed 2.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140L1VP7 268653.82000000 PA USD 213669.39000000 0.127974843342 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYNU3 46450.40000000 PA USD 43418.54000000 0.026005039162 Long ABS-O USGSE US N 2 2045-04-25 Fixed 3.00000000 N N N N N N Fox Corporation 549300DDU6FDRBIELS05 35137LAN5 665000.00000000 PA USD 702146.10000000 0.420542395667 Long DBT CORP US N 2 2033-10-13 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DQY42 262665.75000000 PA USD 260091.56000000 0.155778872424 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D4Y5 246506.72000000 PA USD 201826.47000000 0.120881661527 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133EM6A5 1945000.00000000 PA USD 1656862.51000000 0.992358896883 Long DBT USGSE US N 2 2030-09-23 Fixed 1.57000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QLX35 409808.29000000 PA USD 350822.33000000 0.210121031950 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379QP82 546299.54000000 PA USD 490243.09000000 0.293625505472 Long ABS-O USGA US N 2 2045-03-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABDD1 258738.42000000 PA USD 228442.09000000 0.136822783463 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394VBA7 37.21000000 PA USD 37.08000000 0.000022208642 Long ABS-O USGSE US N 2 2026-01-25 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U5R9 447190.60000000 PA USD 424983.17000000 0.254538820952 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 3.50000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST 2023-B N/A 98164QAD0 40000.00000000 PA USD 40036.35000000 0.023979315049 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.66000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368L8L3 301000.00000000 PA USD 296226.51000000 0.177421488456 Long DBT CORP US N 2 2030-09-10 Fixed 4.64000016 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYUU1 703965.23000000 PA USD 588559.50000000 0.352510997529 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 2.00000000 N N N N N N BNSF RAILWAY COMPANY PASS THROUGH TRUST N/A 05581JAA2 487147.24000000 PA USD 464540.25000000 0.278231082703 Long ABS-O CORP US Y 2 2028-06-16 Fixed 3.44200000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CLX7 4155000.00000000 PA USD 4143476.36000000 2.481687892057 Long DBT UST US N 2 2027-11-15 Fixed 4.12500000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XLAR9 357386.11000000 PA USD 307800.02000000 0.184353310225 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N United Parcel Service, Inc. D01LMJZU09ULLNCY6Z23 911312CD6 240000.00000000 PA USD 239355.40000000 0.143359185975 Long DBT CORP US N 2 2034-05-22 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRJF5 480980.30000000 PA USD 487965.82000000 0.292261560587 Long ABS-O USGSE US N 2 2044-06-25 Fixed 5.50000000 N N N N N N CARMAX AUTO OWNER TRUST 2023-1 N/A 14318DAC3 43156.46000000 PA USD 43240.78000000 0.025898571838 Long ABS-O CORP US N 2 2027-10-15 Fixed 4.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3G6 462000.00000000 PA USD 482433.64000000 0.288948124494 Long DBT CORP US N 2 2029-10-23 Fixed 6.30299852 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXGK2 272823.88000000 PA USD 252674.55000000 0.151336538907 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 4.00000000 N N N N N N Union Pacific Corporation N/A 90783VAA3 10099.45000000 PA USD 10098.60000000 0.006048441253 Long ABS-O CORP US N 2 2029-01-02 Fixed 5.08200000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418BQN9 3876.22000000 PA USD 3677.79000000 0.002202770359 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5H40 32133.40000000 PA USD 28844.65000000 0.017276174023 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B8G60 160662.86000000 PA USD 132050.30000000 0.079090020596 Long ABS-O USGSE US N 2 2050-03-25 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRET6 304204.64000000 PA USD 314539.38000000 0.188389773007 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 6.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XL6W3 657827.38000000 PA USD 544629.89000000 0.326199858822 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Cisco Systems, Inc. 549300LKFJ962MZ46593 17275RBS0 413000.00000000 PA USD 415383.76000000 0.248789363854 Long DBT CORP US N 2 2031-02-26 Fixed 4.95000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CMF5 2986000.00000000 PA USD 2986816.49000000 1.788919659488 Long DBT UST US N 2 2028-01-15 Fixed 4.25000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 285000.00000000 PA USD 301017.86000000 0.180291212873 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N Citibank, N.A. E57ODZWZ7FF32TWEFA76 17325FBG2 358000.00000000 PA USD 364230.22000000 0.218151534692 Long DBT CORP US N 2 2034-04-30 Fixed 5.57000000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457CM8 320000.00000000 PA USD 294309.64000000 0.176273401039 Long DBT CORP US N 2 2054-02-09 Fixed 5.00000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CJ7 147000.00000000 PA USD 130981.60000000 0.078449934924 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QLNA0 686374.68000000 PA USD 569311.33000000 0.340982525714 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137A1XL2 837.88000000 PA USD 835.76000000 0.000500568916 Long ABS-O USGSE US N 2 2025-09-15 Fixed 4.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3E1 377000.00000000 PA USD 384165.64000000 0.230091627054 Long DBT CORP US N 2 N/A Fixed 5.57399998 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KB6 700000.00000000 PA USD 602969.85000000 0.361141912251 Long DBT CORP US N 2 2039-05-15 Fixed 4.15000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 200000.00000000 PA USD 196589.38000000 0.117744966222 Long DBT CORP GB N 2 2029-06-19 Fixed 4.58300024 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380BTU9 6637.99000000 PA USD 6512.45000000 0.003900557625 Long ABS-O USGA US N 2 2045-10-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140HFUK3 350446.75000000 PA USD 284553.14000000 0.170429856678 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 2.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHJ4 108000.00000000 PA USD 106026.74000000 0.063503506242 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAU5 997000.00000000 PA USD 874598.28000000 0.523830661336 Long DBT CORP US N 2 2044-09-01 Fixed 4.55000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2012-Lc5 N/A 95000FAT3 160000.00000000 PA USD 155524.82000000 0.093149816524 Long ABS-O CORP US N 2 2048-07-17 Fixed 2.93100000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACLF5 2380307.86000000 PA USD 1877035.30000000 1.124228877457 Long ABS-MBS USGA US N 2 2051-03-20 Fixed 2.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FCB5 303000.00000000 PA USD 294695.86000000 0.176504723102 Long DBT CORP US N 2 2030-02-15 Fixed 4.35000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KNSE4 208309.63000000 PA USD 171283.12000000 0.102588070520 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ES68 1450242.77000000 PA USD 1461268.11000000 0.875209862579 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XMNX0 538570.99000000 PA USD 424682.24000000 0.254358582361 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132ADTF5 259716.81000000 PA USD 239895.96000000 0.143682948220 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 3.00000000 N N N N N N Resolution Funding Corp N/A 76116FAB3 2092000.00000000 PA USD 1672176.58000000 1.001531084388 Long DBT USGSE US N 2 2030-01-15 None 0.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWZD2 228000.00000000 PA USD 218575.35000000 0.130913212111 Long ABS-O USGSE US N 2 2037-10-25 Fixed 3.50000000 N N N N N N TotalEnergies Capital S.A. 529900QI55ZLJVCMPA71 89157XAB7 560000.00000000 PA USD 533086.88000000 0.319286304679 Long DBT CORP FR N 2 2054-04-05 Fixed 5.48800000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XRC94 982076.30000000 PA USD 818730.60000000 0.490369351806 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 2.00000000 N N N N N N Union Pacific Railroad Co. 549300E5Y4M86FFRWP82 907825AA1 164000.66000000 PA USD 160623.48000000 0.096203600760 Long ABS-O CORP US N 2 2026-05-14 Fixed 3.22700000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXN4 51000.00000000 PA USD 51216.56000000 0.030675574271 Long DBT CORP US N 2 2031-03-07 Fixed 4.90000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 197000.00000000 PA USD 189163.52000000 0.113297332098 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FWEN6 364780.11000000 PA USD 277286.21000000 0.166077411864 Long ABS-O USGSE US N 2 2050-09-25 Fixed 1.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384C6U8 162318.98000000 PA USD 164078.96000000 0.098273221081 Long ABS-O USGA US N 2 2042-03-20 Fixed 6.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATEW8 53653.21000000 PA USD 52840.42000000 0.031648166691 Long ABS-O USGSE US N 2 2040-08-15 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QG5R4 374848.37000000 PA USD 309183.80000000 0.185182109469 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.50000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89115A2Y7 480000.00000000 PA USD 480603.66000000 0.287852078852 Long DBT CORP US N 2 2029-04-05 Fixed 4.99400000 N N N N N N Nextgear Floorplan Master Owner Trust N/A 65341KCC8 520000.00000000 PA USD 516826.44000000 0.309547299660 Long ABS-O CORP US Y 2 2027-09-15 Fixed 4.42000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128P7QX4 43321.31000000 PA USD 43126.11000000 0.025829891549 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBE5 731000.00000000 PA USD 672703.85000000 0.402908295942 Long DBT CORP US N 2 2053-05-15 Fixed 5.30000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61772BAB9 916000.00000000 PA USD 880994.72000000 0.527661736096 Long DBT CORP US N 2 2027-05-04 Fixed 1.59299910 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194SPD4 280372.58000000 PA USD 239944.24000000 0.143711864975 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.02000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A9GM4 29642.62000000 PA USD 27165.03000000 0.016270184787 Long ABS-O USGSE US N 2 2041-12-25 Fixed 2.00000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGX6 345000.00000000 PA USD 329101.45000000 0.197111558692 Long DBT CORP US Y 2 2035-02-15 Fixed 4.78000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140L0D79 17442.44000000 PA USD 13764.48000000 0.008244078254 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEV4 534000.00000000 PA USD 536249.70000000 0.321180639633 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000180 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXEW8 57445.55000000 PA USD 54644.28000000 0.032728568058 Long ABS-MBS USGSE US N 2 2056-04-01 Fixed 4.50000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KH3 250000.00000000 PA USD 234390.04000000 0.140385240254 Long DBT CORP US N 2 2052-10-01 Fixed 1.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A42D0 2251.54000000 PA USD 2253.29000000 0.001349582337 Long ABS-O USGSE US N 2 2032-01-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CU77 41025.83000000 PA USD 36773.20000000 0.022024888587 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XGEN5 19171.80000000 PA USD 17269.15000000 0.010343160365 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370DA5 1430000.00000000 PA USD 1197228.03000000 0.717066069150 Long DBT CORP US N 2 2032-02-12 Fixed 3.25000000 N N N N N N The Bank of New York Mellon Corp. WFLLPEPC7FZXENRZV188 06406RBZ9 689000.00000000 PA USD 687876.40000000 0.411995721658 Long DBT CORP US N 2 2032-07-22 Fixed 5.05999980 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133ALTH1 24400.96000000 PA USD 20102.87000000 0.012040384628 Long ABS-MBS USGA US N 2 2051-06-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ASW9 201013.60000000 PA USD 189999.43000000 0.113797990856 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N United Air Lines, Inc. K1OQBWM7XEOO08LDNP29 90932LAJ6 358242.74000000 PA USD 364190.47000000 0.218127726883 Long ABS-O CORP US N 2 2036-07-15 Fixed 5.80000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXGF3 60616.14000000 PA USD 57648.62000000 0.034527983224 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QEP71 122940.50000000 PA USD 110971.11000000 0.066464880242 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.50000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBG6 1139000.00000000 PA USD 939197.20000000 0.562521447448 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACP46 772289.37000000 PA USD 666991.17000000 0.399486751433 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTK8 177764.18000000 PA USD 153421.40000000 0.091889997114 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ASQR0 1164.52000000 PA USD 1158.95000000 0.000694139879 Long ABS-O USGSE US N 2 2043-08-25 Fixed 3.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AQQ48 845000.00000000 PA USD 727093.85000000 0.435484565895 Long DBT USGSE US N 2 2032-01-28 Fixed 2.37500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCH6 314000.00000000 PA USD 298034.03000000 0.178504081937 Long DBT CORP US N 2 2027-11-02 Fixed 1.87800170 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YSC2 3057.89000000 PA USD 2882.49000000 0.001726434498 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Bbcms Mr 2017-C1 N/A 07332VBD6 10000.00000000 PA USD 9732.00000000 0.005828870365 Long ABS-O CORP US N 2 2050-02-15 Fixed 3.67400000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWFE8 1334687.17000000 PA USD 1222270.15000000 0.732064761213 Long ABS-MBS USGA US N 2 2052-11-01 Fixed 4.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XCY28 53272.91000000 PA USD 50192.76000000 0.030062380942 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYWP0 141894.38000000 PA USD 120828.80000000 0.072369031199 Long ABS-MBS USGA US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XPLH0 40175.20000000 PA USD 31761.37000000 0.019023110189 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRFK8 482624.01000000 PA USD 481770.88000000 0.288551171954 Long ABS-O USGSE US N 2 2051-02-25 Fixed 5.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XLG28 251113.93000000 PA USD 198671.76000000 0.118992183965 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.00000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAH7 1470000.00000000 PA USD 1441878.34000000 0.863596581059 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B22G6 67813.78000000 PA USD 63864.66000000 0.038251009462 Long ABS-O USGSE US N 2 2048-09-25 Fixed 3.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XBK82 359917.07000000 PA USD 297979.76000000 0.178471577540 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N EQUS 2021-EQAZ MORTGAGE TRUST N/A 29478JAA8 599966.87000000 PA USD 599482.34000000 0.359053107927 Long ABS-O CORP US Y 2 2036-10-15 Floating 5.32627920 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378PQ43 70312.50000000 PA USD 68091.10000000 0.040782387479 Long ABS-O USGA US N 2 2042-06-20 Fixed 2.75000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XHD61 21654.11000000 PA USD 17848.12000000 0.010689927841 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXEG3 299499.33000000 PA USD 284891.10000000 0.170632273964 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 4.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AQNY5 800000.00000000 PA USD 686492.09000000 0.411166604977 Long DBT USGSE US N 2 2032-02-09 Fixed 2.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394CB35 994785.89000000 PA USD 1020403.42000000 0.611158986418 Long ABS-O USGSE US N 2 2044-10-25 Fixed 6.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UC0 3855000.00000000 PA USD 3515880.47000000 2.105796494111 Long DBT UST US N 2 2054-08-15 Fixed 4.25000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XFB7 156000.00000000 PA USD 155912.82000000 0.093382204697 Long DBT CORP US N 2 2030-01-07 Fixed 5.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382DXT1 337038.80000000 PA USD 277605.88000000 0.166268874564 Long ABS-O USGA US N 2 2050-03-20 Fixed 2.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140EULG2 27876.82000000 PA USD 25219.98000000 0.015105219281 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513CD5 356000.00000000 PA USD 364837.89000000 0.218515491705 Long DBT CORP US N 2 2029-05-19 Fixed 5.64300080 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UA4 1664000.00000000 PA USD 1612000.00000000 0.965489008364 Long DBT UST US N 2 2054-05-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHEW8 77901.14000000 PA USD 70330.87000000 0.042123872167 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEQ1 229000.00000000 PA USD 233552.54000000 0.139883629184 Long DBT CORP US N 2 2030-02-15 Fixed 5.30000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BNZH0 134623.66000000 PA USD 128931.41000000 0.077221997014 Long ABS-O USGSE US N 2 2044-08-15 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTY8 255640.73000000 PA USD 228212.02000000 0.136684985661 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 3.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XGJR1 250893.64000000 PA USD 214251.54000000 0.128323515443 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N VERIZON MASTER TRUST 5493007MUBNP1GFMEB89 92348KCD3 465000.00000000 PA USD 475139.33000000 0.284579280742 Long ABS-O CORP US N 2 2026-11-20 Fixed 5.67000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384JZZ0 3757.76000000 PA USD 3830.88000000 0.002294461868 Long ABS-O USGA US N 2 2035-08-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138MBMB9 16491.69000000 PA USD 14597.75000000 0.008743155813 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MGP9 11448.90000000 PA USD 11291.32000000 0.006762807289 Long ABS-MBS USGA US N 2 2027-07-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394EP69 2573.64000000 PA USD 2585.97000000 0.001548837227 Long ABS-O USGSE US N 2 2035-08-25 Fixed 5.00000000 N N N N N N 2025-01-31 North Square Investments Trust Zachary Richmond Zachary Richmond Treasurer XXXX