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 2025-04-30 N 184781983.95 3653225.15 181128758.80 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 1379689.30 USD N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140K3J29 79385.16000000 PA USD 69869.51000000 0.038574498308 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 429162.27000000 PA USD 361574.68000000 0.199623009838 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 192597.75000000 PA USD 170406.47000000 0.094080294663 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140N25R8 23376.74000000 PA USD 22941.97000000 0.012666111197 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 9953.93000000 PA USD 9927.27000000 0.005480780669 Long ABS-O USGSE US N 2 2042-05-25 Floating 4.81817160 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FYVZ6 754434.75000000 PA USD 610607.35000000 0.337112313939 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 395573.98000000 PA USD 408567.57000000 0.225567476256 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 310361.04000000 PA USD 257771.50000000 0.142313954839 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 99428.14000000 PA USD 94269.29000000 0.052045456847 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 14718.39000000 0.008125926604 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 2498.57000000 PA USD 2367.79000000 0.001307241332 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 3137HD2T6 1429812.41000000 PA USD 1457432.24000000 0.804638782739 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 122144.36000000 PA USD 98654.52000000 0.054466513574 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 284395.64000000 PA USD 257616.15000000 0.142228187123 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0RF1 685949.18000000 PA USD 598700.61000000 0.330538680862 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Phillips 66 Co. RVJMT2IZVVSKIRJJBH76 718547AU6 738000.00000000 PA USD 752521.92000000 0.415462417445 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N The Toronto-Dominion Bank PT3QB789TSUIDF371261 89115A3E0 353000.00000000 PA USD 357996.70000000 0.197647630542 Long DBT CORP US N 2 2028-01-31 Fixed 4.86100000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133ETCE5 500000.00000000 PA USD 503772.69000000 0.278129598710 Long DBT USGSE US N 2 2033-04-14 Fixed 4.72000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416NYV8 6412.91000000 PA USD 6218.47000000 0.003433176510 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 1016000.00000000 PA USD 1014503.38000000 0.560100663594 Long DBT CORP US N 2 2030-10-18 Fixed 4.65000072 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140QRWM1 581445.01000000 PA USD 556150.29000000 0.307046928209 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 742133.38000000 0.409726972633 Long DBT USGSE US N 2 2031-07-21 Fixed 1.79000000 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 539830BL2 446000.00000000 PA USD 394770.23000000 0.217950055317 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BDXY9 9483.65000000 PA USD 7230.54000000 0.003991933720 Long ABS-O USGSE US N 2 2051-02-25 Fixed 1.00000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PF2 676000.00000000 PA USD 686111.07000000 0.378797422643 Long DBT CORP US N 2 2030-02-13 Fixed 5.17400084 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QVQB3 370667.90000000 PA USD 356550.56000000 0.196849226131 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBK1 388657.70000000 PA USD 357111.67000000 0.197159011283 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N Pacific Gas and Electric Company 1HNPXZSMMB7HMBMVBS46 694308JM0 338000.00000000 PA USD 328052.75000000 0.181115772102 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EKU3 414674.58000000 PA USD 408150.09000000 0.225336988286 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N AMUR EQUIPMENT FINANCE RECEIVABLES X LLC 549300K5Y88MV8B4M421 03236VAC5 785000.00000000 PA USD 779148.53000000 0.430162794225 Long ABS-O CORP US Y 2 2028-01-20 Fixed 2.20000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137B8MS3 31045.87000000 PA USD 30471.96000000 0.016823369299 Long ABS-O USGSE US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Florida Power & Light Co. A89MY1K3YLIGJMYWVX50 341081GU5 313000.00000000 PA USD 321218.26000000 0.177342494989 Long DBT CORP US N 2 2034-06-15 Fixed 5.30000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBU6 76000.00000000 PA USD 64507.68000000 0.035614267125 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QCRV0 266763.05000000 PA USD 249392.16000000 0.137687776172 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 7456.36000000 PA USD 7377.82000000 0.004073246042 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 309623.46000000 0.170941081941 Long DBT CORP US N 2 2029-04-19 Fixed 5.50000000 N N N N N N ALIGNED DATA CENTERS ISSUER LLC N/A 01627AAA6 400000.00000000 PA USD 383782.36000000 0.211883724342 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 469991.45000000 PA USD 473996.58000000 0.261690403633 Long ABS-O USGSE US N 2 2051-07-25 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3133KLJ57 626277.72000000 PA USD 528394.90000000 0.291723359393 Long ABS-MBS USGA US N 2 2051-03-01 Fixed 2.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMT6 199000.00000000 PA USD 203281.27000000 0.112230256170 Long DBT CORP US N 2 2034-02-15 Fixed 5.40000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 31395A3J2 76538.48000000 PA USD 73598.19000000 0.040633078086 Long ABS-O USGA US N 2 2044-07-25 Variable 6.03528840 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138AV3U7 8180.31000000 PA USD 7905.13000000 0.004364370435 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 862000.00000000 PA USD 806567.17000000 0.445300445574 Long DBT CORP US N 2 2053-04-01 Fixed 5.45000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X5PZ0 109097.04000000 PA USD 96848.13000000 0.053469217501 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.00000000 N N N N N N Coca-Cola Co (The) UWJKFUJFZ02DKWI3RY53 191216CV0 426000.00000000 PA USD 376215.90000000 0.207706331392 Long DBT CORP US N 2 2030-06-01 Fixed 1.65000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XJQV8 27754.87000000 PA USD 24263.06000000 0.013395476323 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 332366.32000000 0.183497265813 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 407542.29000000 PA USD 364403.25000000 0.201184644787 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 19926.74000000 PA USD 20338.18000000 0.011228575812 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 149705.97000000 PA USD 132930.42000000 0.073390013204 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 584661.02000000 PA USD 534938.35000000 0.295335955230 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 2192000.00000000 PA USD 2033080.00000000 1.122450136283 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FT0 494000.00000000 PA USD 345895.89000000 0.190966852691 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 197937.48000000 0.109279984753 Long DBT CORP US N 2 2034-10-20 Fixed 6.87499890 N N N N N N American Honda Finance Corporation B6Q2VFHD1797Q7NZ3E43 02665WFY2 1346000.00000000 PA USD 1356987.47000000 0.749183883879 Long DBT CORP US N 2 2030-03-05 Fixed 4.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383LDU1 861982.67000000 PA USD 714222.81000000 0.394317729957 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 374175.91000000 0.206580066290 Long DBT CORP US N 2 2029-06-08 Fixed 6.20852400 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C4G6 6618.99000000 PA USD 6442.62000000 0.003556928255 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 376334.61000000 PA USD 383832.93000000 0.211911643707 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 162844.87000000 PA USD 151701.47000000 0.083753386819 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 348401.74000000 PA USD 324901.26000000 0.179375855138 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 124771.50000000 0.068885526973 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 242356.68000000 PA USD 197281.58000000 0.108917866664 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 18014.88000000 PA USD 13667.55000000 0.007545764731 Long ABS-O USGSE US N 2 2050-12-25 Fixed 0.75000000 N N N N N N DELL EQUIPMENT FINANCE TRUST 2023-3 N/A 24702EAC4 250000.00000000 PA USD 252032.90000000 0.139145711409 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 26249.69000000 PA USD 21907.77000000 0.012095136159 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Midamerican Energy Company NINLOILYRTLIMK26MZ18 595620AU9 1661000.00000000 PA USD 1335586.31000000 0.737368443779 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 318187.89000000 0.175669447584 Long DBT CORP US N 2 2028-06-15 Fixed 1.90000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X63C3 163834.66000000 PA USD 140089.70000000 0.077342604745 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 747879.89000000 0.412899583122 Long ABS-O CORP US Y 2 2050-11-25 Variable 2.99999880 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133ER5H0 810000.00000000 PA USD 812457.14000000 0.448552259388 Long DBT USGSE US N 2 2029-03-05 Fixed 4.70000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBV1 261000.00000000 PA USD 256540.20000000 0.141634162183 Long DBT CORP US N 2 2033-09-11 Fixed 4.89300000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNKZ5 912714.93000000 PA USD 839505.56000000 0.463485514703 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 1478036.03000000 PA USD 1282481.22000000 0.708049471821 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 89015.20000000 PA USD 82277.83000000 0.045425050414 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 42095.18000000 PA USD 38344.64000000 0.021169824302 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 249043.36000000 PA USD 213192.10000000 0.117701960424 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 402622.05000000 0.222284993651 Long ABS-O CORP US N 2 2049-12-17 Fixed 3.59600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382Q3B4 115897.92000000 PA USD 88860.57000000 0.049059338002 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 53364.75000000 PA USD 47652.28000000 0.026308511313 Long ABS-O USGSE US N 2 2049-07-25 Fixed 3.00000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CZ7 1003000.00000000 PA USD 1003856.54000000 0.554222613046 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 20220.69000000 PA USD 21033.51000000 0.011612462945 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 396382.07000000 PA USD 394718.60000000 0.217921550732 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 218208.09000000 PA USD 217373.75000000 0.120010621968 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 7698.36000000 PA USD 7021.96000000 0.003876778070 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 73253.69000000 PA USD 72949.11000000 0.040274725274 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A4XY6 41127.98000000 PA USD 39744.79000000 0.021942837936 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 3137H1VN3 105576.02000000 PA USD 87419.12000000 0.048263522909 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 375513.26000000 PA USD 385381.78000000 0.212766753636 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 121117.63000000 0.066868249306 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140JBK62 75116.36000000 PA USD 73487.46000000 0.040571944779 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 999995.66000000 0.552091046515 Long DBT NUSS US N 2 2034-11-08 Fixed 4.70000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XQU96 27288.52000000 PA USD 27368.52000000 0.015109980425 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 1142237.74000000 PA USD 963152.37000000 0.531750107702 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BQ5B9 29299.88000000 PA USD 29149.76000000 0.016093391349 Long ABS-O USGSE US N 2 2027-08-15 Fixed 3.50000000 N N N N N N Morgan Stanley Bank, National Association (Utah) G1MLHIS0N32I3QPILB75 61690D3Y2 500000.00000000 PA USD 500000.00000000 0.276046721300 Long STIV CORP US N 2 N N N American Express National Bank 2MTSQ5CCMGGQ8GQ49R43 02589AH47 1000000.00000000 PA USD 998979.90000000 0.551530252080 Long STIV CORP US N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31416YKN7 53851.19000000 PA USD 54415.23000000 0.030042291660 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N Oneok Inc. 2T3D6M0JSY48PSZI1Q41 682680CF8 204000.00000000 PA USD 181285.64000000 0.100086613081 Long DBT CORP US N 2 2054-11-01 Fixed 5.70000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QKT73 153560.00000000 PA USD 130047.38000000 0.071798305725 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XAFR8 18751.27000000 PA USD 16003.27000000 0.008835300427 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 68798.24000000 PA USD 64549.87000000 0.035637559947 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B5PU6 1760000.00000000 PA USD 1762906.24000000 0.973288975024 Long DBT USGSE US N 2 2035-04-09 Fixed 5.37500000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CJR3 1996000.00000000 PA USD 2003562.96000000 1.106153972054 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 67192.79000000 PA USD 58630.69000000 0.032369619484 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 439532.21000000 PA USD 385108.00000000 0.212615601493 Long ABS-MBS USGA US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXGC0 45739.93000000 PA USD 44880.72000000 0.024778351211 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 49919.01000000 PA USD 49303.68000000 0.027220238424 Long ABS-O CORP US Y 2 2065-05-25 Variable 2.00599920 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137ATH70 10409.34000000 PA USD 9852.01000000 0.005439230117 Long ABS-O USGSE US N 2 2041-12-15 Fixed 2.00000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CMM0 2863000.00000000 PA USD 2970586.16000000 1.640041139618 Long DBT UST US N 2 2035-02-15 Fixed 4.62500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A46Y6 21917.23000000 PA USD 21180.11000000 0.011693399844 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133ER5N7 852000.00000000 PA USD 862121.35000000 0.475971544061 Long DBT USGSE US N 2 2033-03-03 Fixed 4.94000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 3137HKA61 545700.58000000 PA USD 552895.53000000 0.305249996556 Long ABS-O USGSE US N 2 2051-11-25 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AYWH2 272645.90000000 PA USD 268267.92000000 0.148108959492 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 423672.26000000 0.233906676558 Long DBT CORP US N 2 2031-02-14 Fixed 5.12999903 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XLBL1 293357.03000000 PA USD 273468.00000000 0.150979889561 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112CH4 161000.00000000 PA USD 163315.37000000 0.090165344853 Long DBT CORP US N 2 2035-11-01 Fixed 6.05000000 N N N N N N Canadian Pacific Railway Company 54930036474DURYNB481 13648TAA5 4000.00000000 PA USD 3573.26000000 0.001972773414 Long DBT CORP US N 2 2030-03-05 Fixed 2.05000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XCJK5 1141584.42000000 PA USD 962801.85000000 0.531556587909 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.50000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CY9 324000.00000000 PA USD 327217.94000000 0.180654878975 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138A36V4 4528.31000000 PA USD 4376.02000000 0.002415971946 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 480907.63000000 PA USD 480453.15000000 0.265255033592 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 25541.89000000 PA USD 22194.74000000 0.012253570414 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 374292.72000000 PA USD 342653.65000000 0.189176833248 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 0.85000000 PA USD 0.85000000 0.000000469279 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 216475.22000000 0.119514549447 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 28674.89000000 PA USD 28125.45000000 0.015527876515 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SC3 5770000.00000000 PA USD 4425883.00000000 2.443500982020 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XFPR6 17451.35000000 PA USD 15490.71000000 0.008552319412 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 187644.74000000 PA USD 189314.80000000 0.104519459667 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 5.00000000 N N N N N N Gmf Floorplan Owner Revolving Trust N/A 361886EB6 400000.00000000 PA USD 404149.40000000 0.223128233571 Long ABS-O CORP US Y 2 2030-03-15 Fixed 4.64000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DPK2 241792.80000000 PA USD 197837.47000000 0.109224769887 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 1487.36000000 PA USD 1487.72000000 0.000821360456 Long ABS-O CORP US N 2 2026-04-20 Fixed 5.16000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XFH20 17718.60000000 PA USD 15607.55000000 0.008616826010 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137F9XQ9 40240.93000000 PA USD 33069.78000000 0.018257608686 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 233491.45000000 PA USD 213501.61000000 0.117872838865 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 1340000.00000000 PA USD 1304436.60000000 0.720170893149 Long DBT CORP US N 2 2027-03-09 Fixed 1.43100112 N N N N N N NMEF FUNDING 2022-B LLC N/A 62890MAB0 61494.07000000 PA USD 61638.04000000 0.034029957698 Long ABS-O CORP US Y 2 2049-06-01 Fixed 6.07000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PFC1 198000.00000000 PA USD 183872.84000000 0.101514989236 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 367003.33000000 0.202620131905 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 338469.09000000 0.186866565112 Long ABS-O CORP US N 2 2050-03-15 Fixed 3.63500000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCY5 812000.00000000 PA USD 628928.20000000 0.347227135087 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 384630.46000000 0.212351954790 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 749490.34000000 PA USD 622959.27000000 0.343931727974 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 33937.66000000 PA USD 31003.36000000 0.017116751754 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 12157.06000000 PA USD 11089.70000000 0.006122550650 Long ABS-O USGA US N 2 2044-10-25 Variable 5.83529040 N N N N N N B.A.T. Capital Corporation 2138005GYEXN7XRHFA84 05526DCB9 968000.00000000 PA USD 974048.34000000 0.537765701290 Long DBT CORP US N 2 2032-08-15 Fixed 5.35000000 N N N N N N The Cigna Group 549300VIWYMSIGT1U456 125523CT5 226000.00000000 PA USD 230556.09000000 0.127288505440 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 244012.21000000 PA USD 226417.39000000 0.125003556309 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 485253.39000000 0.267905214619 Long DBT CORP US N 2 2028-03-24 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACBN9 322548.88000000 PA USD 324384.54000000 0.179090577415 Long ABS-MBS USGA US N 2 2053-09-01 Variable 5.50000080 N N N N N N CARMAX AUTO OWNER TRUST 2022-4 N/A 14318UAD3 13995.35000000 PA USD 14043.33000000 0.007753230405 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 314933.66000000 PA USD 283775.98000000 0.156670857725 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 4529.32000000 PA USD 4419.22000000 0.002439822383 Long ABS-O USGA US N 2 2044-09-16 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418CHQ0 2876.08000000 PA USD 2788.18000000 0.001539335894 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 563963.56000000 0.311360583342 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 434288.44000000 0.239767799921 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 234355.62000000 0.129386201038 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 479864.73000000 PA USD 406221.35000000 0.224272143579 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 17483.11000000 PA USD 17712.74000000 0.009779087604 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 1594000.00000000 PA USD 1555478.92000000 0.858769711836 Long DBT CORP US N 2 2027-03-11 Fixed 1.65799824 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140F0JJ4 61716.13000000 PA USD 54853.95000000 0.030284506095 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Walt Disney Company 549300GZKULIZ0WOW665 254687FY7 769000.00000000 PA USD 623630.61000000 0.344302370386 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 1833312.93000000 1.012160046889 Long DBT USGSE US N 2 2035-08-24 Fixed 1.60000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DQA3 18709.37000000 PA USD 16398.84000000 0.009053692030 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 47094.53000000 PA USD 35333.93000000 0.019507631054 Long ABS-O USGSE US N 2 2050-01-25 Fixed 1.00000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CMV0 1369000.00000000 PA USD 1375470.66000000 0.759388331876 Long DBT UST US N 2 2027-03-31 Fixed 3.87500000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3133AXMA7 379976.69000000 PA USD 303181.70000000 0.167384628486 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 793664.16000000 PA USD 630500.28000000 0.348095070146 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 160413.76000000 PA USD 138409.92000000 0.076415209222 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 2.00000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B5TW8 1750000.00000000 PA USD 1750972.27000000 0.966700308443 Long DBT USGSE US N 2 2030-04-17 Fixed 4.54000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KPA3 15878.53000000 PA USD 16075.68000000 0.008875277513 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 485821.03000000 0.268218604940 Long DBT CORP US N 2 2036-01-09 Fixed 5.35000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ELX6 2510725.20000000 PA USD 2469436.60000000 1.363359753779 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XPGP8 493934.55000000 PA USD 496168.16000000 0.273931187563 Long ABS-MBS USGSE US N 2 2054-03-01 Fixed 5.50000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MFQ2 71000.00000000 PA USD 68415.63000000 0.037771820694 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 17772.09000000 PA USD 17195.65000000 0.009493605606 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 251963.06000000 PA USD 222339.73000000 0.122752306962 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 546795.05000000 PA USD 512946.17000000 0.283194216864 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 65139.74000000 PA USD 64723.04000000 0.035733165969 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 116725.92000000 PA USD 103777.83000000 0.057295059430 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 290055.07000000 PA USD 232250.44000000 0.128223944965 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 18437.22000000 PA USD 18537.33000000 0.010234338336 Long ABS-O USGA US N 2 2047-08-20 Fixed 5.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCD5 347000.00000000 PA USD 328267.79000000 0.181234494276 Long DBT CORP US N 2 2028-03-25 Fixed 2.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179T4R3 44211.45000000 PA USD 44082.83000000 0.024337841374 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 223564.25000000 PA USD 193249.29000000 0.106691665796 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 92239.06000000 PA USD 84497.70000000 0.046650626084 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 1508000.00000000 PA USD 1285774.67000000 0.709867763969 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 214766.08000000 PA USD 180131.68000000 0.099449519332 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 247556.50000000 PA USD 223706.76000000 0.123507035261 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 330673.01000000 PA USD 335928.79000000 0.185464082140 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 40145.79000000 PA USD 41079.49000000 0.022679717054 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 531933.35000000 PA USD 545180.36000000 0.300990501791 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 254068.99000000 0.140269823347 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 537286.77000000 0.296632502513 Long ABS-O USGA US N 2 2054-01-20 Fixed 5.00000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967PL9 358000.00000000 PA USD 359367.31000000 0.198404335336 Long DBT CORP US N 2 2035-06-11 Fixed 5.44899992 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3128MJZB9 1521187.26000000 PA USD 1350208.40000000 0.745441203785 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N 3M Company LUZQVYP4VS22CLWDAR65 88579YBR1 615000.00000000 PA USD 611523.58000000 0.337618158514 Long DBT CORP US N 2 2035-03-15 Fixed 5.15000000 N N N N N N TRICON RESIDENTIAL 2022-SFR1 TRUST N/A 89616QAA9 526244.07000000 PA USD 518397.56000000 0.286203893536 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 607734.26000000 0.335526099790 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 4997.08000000 0.002758855100 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 405202.29000000 PA USD 408608.10000000 0.225589852603 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 11156.32000000 PA USD 11276.19000000 0.006225510556 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 1061758.95000000 0.586190153918 Long ABS-O CORP US N 2 2028-01-18 Fixed 4.88000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CMT5 1435000.00000000 PA USD 1452264.84000000 0.801785895084 Long DBT UST US N 2 2032-03-31 Fixed 4.12500000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B5B49 805000.00000000 PA USD 806841.22000000 0.445451746782 Long DBT USGSE US N 2 2032-02-25 Fixed 5.19000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXP9 478000.00000000 PA USD 484679.52000000 0.267588384755 Long DBT CORP US N 2 2034-04-11 Fixed 5.10000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAU4 633000.00000000 PA USD 648215.88000000 0.357875736738 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 27505.12000000 PA USD 26687.98000000 0.014734258754 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 17702.35000000 PA USD 15215.38000000 0.008400311524 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 17443.86000000 PA USD 16187.46000000 0.008936990518 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UE6 4196000.00000000 PA USD 4070120.00000000 2.247086562600 Long DBT UST US N 2 2054-11-15 Fixed 4.50000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137BTS85 138150.06000000 PA USD 134976.42000000 0.074519596387 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 38889.90000000 PA USD 32702.62000000 0.018054902057 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 432469.13000000 PA USD 352587.99000000 0.194661517218 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 27981.42000000 PA USD 27215.74000000 0.015025631589 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 14151.78000000 0.007813104939 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 4301241.03000000 PA USD 4301241.03000000 2.374686967710 Long STIV RF US N 1 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418C7K4 14289.60000000 PA USD 13069.34000000 0.007215496913 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 3.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 3133KKUD9 185936.79000000 PA USD 156798.15000000 0.086567230427 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 281750.50000000 0.155552603499 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 1855000.00000000 PA USD 1841087.50000000 1.016452336005 Long DBT UST US N 2 2029-09-30 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACSZ4 475871.37000000 PA USD 484873.50000000 0.267695479841 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 13456.02000000 PA USD 13187.97000000 0.007280991758 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 19045.26000000 PA USD 16926.90000000 0.009345230493 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 1991.08000000 PA USD 1979.87000000 0.001093073244 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 428101.08000000 0.236351799038 Long ABS-O CORP US Y 2 2036-04-15 Floating 5.23648080 N N N N N N ALLY AUTO RECEIVABLES TRUST 2022-2 N/A 02008MAC3 11163.42000000 PA USD 11174.56000000 0.006169401299 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 195263.18000000 PA USD 195745.69000000 0.108069911866 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 450427.67000000 0.248678162973 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 605268.12000000 0.334164560067 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 620000.00000000 PA USD 493056.98000000 0.272213525486 Long DBT NUSS US N 2 2037-12-28 Fixed 2.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WGX90 78703.62000000 PA USD 70079.99000000 0.038690702936 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 211297.16000000 PA USD 188121.30000000 0.103860536143 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 02209SBT9 323000.00000000 PA USD 326966.15000000 0.180515867367 Long DBT CORP US N 2 2035-02-06 Fixed 5.62500000 N N N N N N Philip Morris International Inc. HL3H1H2BGXWVG3BSWR90 718172DA4 292000.00000000 PA USD 299664.62000000 0.165442871681 Long DBT CORP US N 2 2030-02-15 Fixed 5.12500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXEE8 145566.62000000 PA USD 136197.56000000 0.075193779774 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N Chevron USA Inc VA8TZDWPEZYU430RZ444 166756BE5 712000.00000000 PA USD 719694.85000000 0.397338807358 Long DBT CORP US N 2 2032-04-15 Fixed 4.81900000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382QQM5 138446.95000000 PA USD 108067.88000000 0.059663567903 Long ABS-O USGA US N 2 2051-05-20 Fixed 1.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384NLT0 544604.40000000 PA USD 549227.87000000 0.303225105520 Long ABS-O USGA US N 2 2048-02-20 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp. N/A 31339UEV8 3643.36000000 PA USD 3320.75000000 0.001833364299 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 834175.53000000 0.460542840091 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 101271.95000000 0.055911579514 Long DBT CORP US N 2 2054-05-15 Fixed 5.70000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEJ1 534000.00000000 PA USD 541910.67000000 0.299185327382 Long DBT CORP US N 2 2030-07-22 Fixed 4.99500000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 91087BBD1 766000.00000000 PA USD 761312.08000000 0.420315407141 Long DBT NUSS MX N 2 2055-05-13 Fixed 7.37500000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179MAH3 26098.79000000 PA USD 25907.88000000 0.014303570659 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 340547.15000000 PA USD 301310.32000000 0.166351451860 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 451231.97000000 PA USD 399698.86000000 0.220671119621 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 130905.58000000 PA USD 126996.88000000 0.070114144678 Long ABS-O USGSE US N 2 2053-06-25 Fixed 3.50000000 N N N N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 38150VR43 1243000.00000000 PA USD 1247277.41000000 0.688613679165 Long STIV CORP US N 2 N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140X5V83 5672.78000000 PA USD 5246.73000000 0.002896685228 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 197253.30000000 0.108902253461 Long DBT CORP US N 2 2035-03-15 Fixed 4.95000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXGR7 879860.02000000 PA USD 875699.71000000 0.483468067578 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 27036.31000000 PA USD 25270.58000000 0.013951721508 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 5399.36000000 PA USD 4789.34000000 0.002644163208 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 25183.33000000 PA USD 25300.47000000 0.013968223581 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 19786.55000000 PA USD 17556.01000000 0.009692557999 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 580516.54000000 0.320499375055 Long DBT CORP US N 2 2029-07-15 Fixed 5.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179V6V7 1110855.55000000 PA USD 885239.55000000 0.488734950686 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 530943.54000000 PA USD 447088.28000000 0.246834507651 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 7447.13000000 PA USD 7213.06000000 0.003982283127 Long ABS-O USGSE US N 2 2028-01-25 Fixed 1.25000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3V3 480000.00000000 PA USD 487592.69000000 0.269196726809 Long DBT CORP US N 2 2036-04-23 Fixed 5.60500086 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYY37 734212.70000000 PA USD 744176.77000000 0.410855114853 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 49871.44000000 PA USD 50220.25000000 0.027726270710 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DQ0 632000.00000000 PA USD 422910.24000000 0.233485970312 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133ER6U0 1906000.00000000 PA USD 1908975.09000000 1.053932629278 Long DBT USGSE US N 2 2033-03-11 Fixed 5.09000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136ADFU8 67761.79000000 PA USD 67578.07000000 0.037309409310 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 3834.27000000 PA USD 3518.94000000 0.001942783698 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Dell International L.L.C. and EMC Corporation 254900ZARLSVK41DKO78 24703TAP1 256000.00000000 PA USD 251473.46000000 0.138836848254 Long DBT CORP US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38374TJ62 907.75000000 PA USD 890.17000000 0.000491457019 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 64117.74000000 PA USD 64108.31000000 0.035393777567 Long ABS-O CORP US Y 2 2040-02-15 Floating 5.68648080 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFT6 1227000.00000000 PA USD 863551.23000000 0.476760971433 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 1910331.03000000 1.054681234860 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 247544.64000000 PA USD 225445.41000000 0.124466932525 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 22024.38000000 PA USD 19779.16000000 0.010919944536 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 489657.35000000 PA USD 406801.19000000 0.224592269441 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 7754.77000000 PA USD 7386.71000000 0.004078154153 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B5YE9 5043.47000000 PA USD 4669.94000000 0.002578243251 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 33147.23000000 PA USD 28025.67000000 0.015472788631 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 86433.82000000 PA USD 83996.39000000 0.046373856121 Long ABS-O CORP US N 2 2055-02-18 Fixed 1.72700000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XCZ6 276000.00000000 PA USD 279949.42000000 0.154558239042 Long DBT CORP US N 2 2032-02-03 Fixed 5.25000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140W06W0 1405184.04000000 PA USD 1432734.32000000 0.791003223061 Long ABS-MBS USGSE US N 2 2055-03-01 Fixed 6.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QCEW2 91603.62000000 PA USD 81119.42000000 0.044785499849 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 309236.74000000 0.170727576365 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 121771.44000000 PA USD 102872.41000000 0.056795182985 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 146484.21000000 PA USD 141448.48000000 0.078092778273 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 420926.10000000 0.232390539629 Long DBT CORP US N 2 2035-07-26 Fixed 5.28400178 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XPAK5 1360939.73000000 PA USD 1321078.06000000 0.729358534090 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 18966.56000000 PA USD 18019.47000000 0.009948431226 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 324993.98000000 PA USD 274421.16000000 0.151506122947 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 383070.46000000 PA USD 391135.78000000 0.215943499304 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 96644.35000000 PA USD 92052.07000000 0.050821344224 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 64088.93000000 PA USD 58162.17000000 0.032110952664 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133ER5R8 309000.00000000 PA USD 309837.98000000 0.171059517026 Long DBT USGSE US N 2 2034-03-03 Fixed 5.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BP2M2 357708.14000000 PA USD 356271.83000000 0.196695341126 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 22640.18000000 PA USD 23099.88000000 0.012753292272 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 244337.45000000 PA USD 218718.13000000 0.120752845351 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 24096.33000000 PA USD 20138.14000000 0.011118135040 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 25037.41000000 PA USD 20008.84000000 0.011046749358 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 438049.20000000 PA USD 367456.48000000 0.202870313049 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 7266.86000000 PA USD 5925.95000000 0.003271678136 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 2.50000000 N N N N N N UnitedHealth Group Inc. 549300GHBMY8T5GXDE41 91324PEV0 527000.00000000 PA USD 510087.03000000 0.281615704418 Long DBT CORP US N 2 2033-04-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617MKP78 226552.72000000 PA USD 191088.22000000 0.105498553220 Long ABS-MBS USGA US N 2 2050-12-20 Fixed 2.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BCSC5 88782.55000000 PA USD 81213.16000000 0.044837253088 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 263580.29000000 PA USD 213019.39000000 0.117606608365 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 44595.13000000 PA USD 42576.18000000 0.023506029789 Long ABS-O USGSE US N 2 2045-04-25 Fixed 3.00000000 N N N N N N Fox Corporation 549300DDU6FDRBIELS05 35137LAN5 765000.00000000 PA USD 814101.66000000 0.449460188096 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 258782.70000000 PA USD 258581.30000000 0.142761040109 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.50000000 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 91159HJR2 369000.00000000 PA USD 376122.85000000 0.207654959097 Long DBT CORP US N 2 2035-01-23 Fixed 5.67799896 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418D4Y5 242049.47000000 PA USD 201970.96000000 0.111506842611 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QLX35 401503.64000000 PA USD 354409.31000000 0.195667056047 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 530894.25000000 PA USD 486245.30000000 0.268452841625 Long ABS-O USGA US N 2 2045-03-20 Fixed 2.00000000 N N N N N N Dow Chemical Co. (The) ZQUIP1CSZO8LXRBSOU78 260543DL4 92000.00000000 PA USD 89472.66000000 0.049397268878 Long DBT CORP US N 2 2035-03-15 Fixed 5.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ABDD1 250224.25000000 PA USD 224496.81000000 0.123943216685 Long ABS-MBS USGA US N 2 2045-08-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179U5R9 422725.73000000 PA USD 408913.55000000 0.225758489545 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 34739.72000000 PA USD 34775.65000000 0.019199408327 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 301595.08000000 0.166508665988 Long DBT CORP US N 2 2030-09-10 Fixed 4.64000160 N N N N N N Wells Fargo Bank, National Association KB1H1DSPRFMYMCUFXT09 949764QM9 1415000.00000000 PA USD 1419355.37000000 0.783616792498 Long STIV CORP US N 2 N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KYUU1 690096.32000000 PA USD 595377.61000000 0.328704074352 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 470391.23000000 0.259699913540 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 1784000.00000000 PA USD 1807031.73000000 0.997650368705 Long DBT UST US N 2 2027-11-15 Fixed 4.12500000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XLAR9 351398.53000000 PA USD 307762.53000000 0.169913674691 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136BRJF5 465115.70000000 PA USD 470754.67000000 0.259900566380 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 34550.25000000 PA USD 34566.36000000 0.019083860690 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 487695.46000000 0.269253465452 Long DBT CORP US N 2 2029-10-23 Fixed 6.30299946 N N N N N N Morgan Stanley Private Bank National Association 549300GS0W0TEUQS8571 61776NRW5 490000.00000000 PA USD 490000.00000000 0.270525786874 Long STIV CORP US N 2 N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXGK2 268318.79000000 PA USD 253237.47000000 0.139810746607 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 10192.74000000 0.005627344916 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 3733.43000000 PA USD 3622.38000000 0.001999892244 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 3.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142FP3 614000.00000000 PA USD 622191.26000000 0.343507714689 Long DBT CORP US N 2 2035-04-28 Fixed 4.90000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132A5H40 31404.30000000 PA USD 28793.65000000 0.015896785353 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 156800.59000000 PA USD 131471.74000000 0.072584685541 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 286479.17000000 PA USD 297679.10000000 0.164346679109 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 646621.33000000 PA USD 543287.65000000 0.299945549011 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 425108.20000000 0.234699449616 Long DBT CORP US N 2 2031-02-26 Fixed 4.95000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CMU2 1786000.00000000 PA USD 1808464.52000000 0.998441402669 Long DBT UST US N 2 2030-03-31 Fixed 4.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 285000.00000000 PA USD 303218.41000000 0.167404895837 Long DBT CORP US N 2 2030-12-01 Fixed 6.40000000 N N N N N N Eli Lilly & Co. FRDRIPF3EKNDJ2CQJL29 532457CM8 420000.00000000 PA USD 390437.09000000 0.215557757137 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 131068.05000000 0.072361810939 Long DBT CORP US N 2 2053-02-10 Fixed 5.70000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QLNA0 673557.31000000 PA USD 567915.97000000 0.313542682985 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Pepsico Inc FJSUNZKFNQ5YPJ5OT455 713448GC6 472000.00000000 PA USD 476925.45000000 0.263307413554 Long DBT CORP US N 2 2035-02-07 Fixed 5.00000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137A1XL2 145.47000000 PA USD 145.17000000 0.000080147405 Long ABS-O USGSE US N 2 2025-09-15 Fixed 4.50000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CMN8 1795000.00000000 PA USD 1826552.73000000 1.008427784798 Long DBT UST US N 2 2028-02-15 Fixed 4.25000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KB6 700000.00000000 PA USD 607733.30000000 0.335525569780 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 199434.76000000 0.110106623222 Long DBT CORP GB N 2 2029-06-19 Fixed 4.58300024 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380BTU9 5840.54000000 PA USD 5746.38000000 0.003172538716 Long ABS-O USGA US N 2 2045-10-20 Fixed 2.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHJ4 108000.00000000 PA USD 107864.73000000 0.059551410120 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 1097000.00000000 PA USD 963209.76000000 0.531781792345 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 156529.79000000 0.086419070630 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 2624971.64000000 PA USD 2104168.24000000 1.161697487434 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 299437.04000000 0.165317226255 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 205466.00000000 PA USD 171512.26000000 0.094690794071 Long ABS-MBS USGA US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130B5CL0 850000.00000000 PA USD 848757.16000000 0.468593262396 Long DBT USGSE US N 2 2030-03-06 Fixed 4.84000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XMNX0 528578.07000000 PA USD 424748.31000000 0.234500756707 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 250590.03000000 PA USD 237923.78000000 0.131356158776 Long ABS-MBS USGA US N 2 2038-07-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AWZD2 228000.00000000 PA USD 223177.16000000 0.123214646574 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 529619.30000000 0.292399342605 Long DBT CORP FR N 2 2054-04-05 Fixed 5.48800000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XRC94 966081.34000000 PA USD 828399.03000000 0.457353672320 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 161925.56000000 0.089398039865 Long ABS-O CORP US N 2 2026-05-14 Fixed 3.22700000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 197000.00000000 PA USD 191728.70000000 0.105852158028 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 356130.93000000 PA USD 278204.57000000 0.153594918798 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 141232.40000000 PA USD 143107.87000000 0.079008916611 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 43426.55000000 PA USD 43027.63000000 0.023755272373 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 367615.71000000 PA USD 308391.66000000 0.170261013238 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 234000.00000000 PA USD 238819.31000000 0.131850575017 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 522997.80000000 0.288743655874 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 40263.06000000 PA USD 40673.49000000 0.022455567116 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N ConocoPhillips Co. 6VJJ5GQWIRDQ06DUXG89 20826FBE5 831000.00000000 PA USD 752448.71000000 0.415421998684 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 889549.24000000 0.491114302275 Long DBT CORP US N 2 2027-05-04 Fixed 1.59299910 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194SPD4 277212.20000000 PA USD 238679.73000000 0.131773513814 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 28572.91000000 PA USD 26662.45000000 0.014720163808 Long ABS-O USGSE US N 2 2041-12-25 Fixed 2.00000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140L0D79 17310.73000000 PA USD 13909.14000000 0.007679144986 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEV4 813000.00000000 PA USD 830532.35000000 0.458531464303 Long DBT CORP US N 2 2031-01-24 Fixed 5.14000180 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3140FXEW8 56435.89000000 PA USD 54463.45000000 0.030068913606 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 238110.81000000 0.131459416813 Long DBT CORP US N 2 2052-10-01 Fixed 1.70000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136A42D0 1997.87000000 PA USD 2006.02000000 0.001107510487 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 40112.79000000 PA USD 36767.20000000 0.020298930022 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 18729.40000000 PA USD 17202.97000000 0.009497646930 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 1169258.79000000 0.645540110662 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 1152000.00000000 PA USD 1169971.56000000 0.645933626306 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 24238.24000000 PA USD 20254.26000000 0.011182244130 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 191377.16000000 PA USD 183709.61000000 0.101424871023 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 357871.06000000 0.197578265522 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 58326.56000000 PA USD 56497.31000000 0.031191794375 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBG6 1314000.00000000 PA USD 1078194.17000000 0.595263931107 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280ER6 310000.00000000 PA USD 312563.49000000 0.172564253225 Long DBT CORP US N 2 2031-03-03 Fixed 5.13000096 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622ACP46 753549.42000000 PA USD 660838.58000000 0.364844646635 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.00000000 N N N N N N Federal Farm Credit Banks 254900C5LP6DN9OP9V83 3133ETAX5 1658000.00000000 PA USD 1661473.24000000 0.917288480861 Long DBT USGSE US N 2 2033-03-25 Fixed 5.11000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418DTK8 173750.20000000 PA USD 156580.23000000 0.086446918224 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 618.32000000 PA USD 615.70000000 0.000339923932 Long ABS-O USGSE US N 2 2043-08-25 Fixed 3.50000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CMR9 1572000.00000000 PA USD 1590913.13000000 0.878332706821 Long DBT UST US N 2 2032-02-29 Fixed 4.12500000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDX4 723000.00000000 PA USD 719869.97000000 0.397435489962 Long DBT CORP US N 2 2035-03-15 Fixed 5.45000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HCH6 314000.00000000 PA USD 301205.09000000 0.166293355067 Long DBT CORP US N 2 2027-11-02 Fixed 1.87800170 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31417YSC2 2892.74000000 PA USD 2797.25000000 0.001544343382 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 9798.09000000 0.005409461239 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 1310154.47000000 PA USD 1221046.93000000 0.674132003161 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 52032.46000000 PA USD 50167.07000000 0.027696910381 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 139366.63000000 PA USD 122942.58000000 0.067875792234 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 39395.92000000 PA USD 31738.95000000 0.017522866170 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 389606.48000000 PA USD 390295.15000000 0.215479392994 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 246909.88000000 PA USD 198809.85000000 0.109761614509 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 1695000.00000000 PA USD 1671329.12000000 0.922729847580 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136B22G6 65333.00000000 PA USD 62993.11000000 0.034778082960 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 352688.34000000 PA USD 296389.19000000 0.163634528256 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 597253.04000000 0.329739486957 Long ABS-O CORP US Y 2 2036-10-15 Floating 5.34128040 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378PQ43 68031.28000000 PA USD 66158.74000000 0.036525806524 Long ABS-O USGA US N 2 2042-06-20 Fixed 2.75000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XFG6 265000.00000000 PA USD 263122.04000000 0.145267952887 Long DBT CORP US N 2 2032-04-04 Fixed 5.62500000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XHD61 21301.34000000 PA USD 17798.32000000 0.009826335761 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 294818.59000000 PA USD 284512.17000000 0.157077303397 Long ABS-MBS USGSE US N 2 2056-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31394CB35 976072.02000000 PA USD 1019349.10000000 0.562775953831 Long ABS-O USGSE US N 2 2044-10-25 Fixed 6.00000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810UJ5 4565000.00000000 PA USD 4597454.32000000 2.538224382731 Long DBT UST US N 2 2045-02-15 Fixed 4.75000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XFB7 156000.00000000 PA USD 156468.74000000 0.086385365326 Long DBT CORP US N 2 2030-01-07 Fixed 5.35000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38382DXT1 326437.42000000 PA USD 275722.92000000 0.152224816106 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 27269.31000000 PA USD 25197.32000000 0.013911275143 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 369293.32000000 0.203884420368 Long DBT CORP US N 2 2029-05-19 Fixed 5.64300080 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WZB7 998234.64000000 PA USD 909624.25000000 0.502197583656 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 3.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3138WHEW8 75663.88000000 PA USD 69843.27000000 0.038560011376 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 237799.10000000 0.131287323766 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 128528.40000000 PA USD 125049.44000000 0.069038975824 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 249062.41000000 PA USD 231915.30000000 0.128038916368 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 244626.38000000 PA USD 212587.52000000 0.117368175770 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 476140.94000000 0.262874290728 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 3689.54000000 PA USD 3816.13000000 0.002106860349 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 16139.77000000 PA USD 14731.19000000 0.008132993400 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 9495.54000000 PA USD 9404.64000000 0.005192240074 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 2492.76000000 PA USD 2539.58000000 0.001402085464 Long ABS-O USGSE US N 2 2035-08-25 Fixed 5.00000000 N N N N N N 2025-04-30 Exchange Place Advisors Trust Zachary Richmond Zachary Richmond Treasurer