<?xml version="1.0" encoding="UTF-8"?><nport:edgarSubmission xmlns:nport="http://www.sec.gov/edgar/nport" xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.sec.gov/edgar/nport eis_NPORT_Filer.xsd "><nport:headerData><nport:submissionType>NPORT-P</nport:submissionType><nport:isConfidential>false</nport:isConfidential><nport:filerInfo><nport:filer><nport:issuerCredentials><nport:cik>0000277751</nport:cik><nport:ccc>XXXXXXXX</nport:ccc></nport:issuerCredentials></nport:filer><nport:seriesClassInfo><nport:seriesId>S000010492</nport:seriesId><nport:classId>C000028954</nport:classId><nport:classId>C000077742</nport:classId><nport:classId>C000077743</nport:classId><nport:classId>C000077744</nport:classId><nport:classId>C000077745</nport:classId><nport:classId>C000077746</nport:classId><nport:classId>C000083536</nport:classId><nport:classId>C000114884</nport:classId></nport:seriesClassInfo></nport:filerInfo></nport:headerData><nport:formData><genInfo><regName>JANUS INVESTMENT FUND</regName><regFileNumber>811-01879</regFileNumber><regCik>0000277751</regCik><regLei>W6UYDZFUOFJ4HQQ32382</regLei><regStreet1>151 DETROIT STREET</regStreet1><regCity>DENVER</regCity><regStateConditional regCountry="US" regState="US-CO"/><regZipOrPostalCode>80206</regZipOrPostalCode><regPhone>3033333863</regPhone><seriesName>Janus Henderson Flexible Bond Fund</seriesName><seriesId>S000010492</seriesId><seriesLei>C8DSHUK27T5OOEDPW945</seriesLei><repPdEnd>2020-06-30</repPdEnd><repPdDate>2020-06-30</repPdDate><isFinalFiling>N</isFinalFiling></genInfo><fundInfo><totAssets>3943556342</totAssets><totLiabs>142218618</totLiabs><netAssets>3801337724</netAssets><assetsAttrMiscSec>0</assetsAttrMiscSec><assetsInvested>0</assetsInvested><amtPayOneYrBanksBorr>0</amtPayOneYrBanksBorr><amtPayOneYrCtrldComp>0</amtPayOneYrCtrldComp><amtPayOneYrOthAffil>0</amtPayOneYrOthAffil><amtPayOneYrOther>0</amtPayOneYrOther><amtPayAftOneYrBanksBorr>0</amtPayAftOneYrBanksBorr><amtPayAftOneYrCtrldComp>0</amtPayAftOneYrCtrldComp><amtPayAftOneYrOthAffil>0</amtPayAftOneYrOthAffil><amtPayAftOneYrOther>0</amtPayAftOneYrOther><delayDeliv>38799220.6</delayDeliv><standByCommit>0</standByCommit><liquidPref>0</liquidPref><cshNotRptdInCorD>0</cshNotRptdInCorD><curMetrics><curMetric><curCd>USD</curCd><intrstRtRiskdv01 period10Yr="-752502.32204" period1Yr="-154013.05261" period30Yr="-921719.98421" period3Mon="-36908.24015" period5Yr="-567434.4138"/><intrstRtRiskdv100 period10Yr="-73560263.8843" period1Yr="-16542878.34013" period30Yr="-81445478.81626" period3Mon="-4351177.99062" period5Yr="-56648459.34944"/></curMetric></curMetrics><creditSprdRiskInvstGrade period10Yr="-791578.17012" period1Yr="-217613.67273" period30Yr="-485715.5501" period3Mon="-2227.93257" period5Yr="-865713.02033"/><creditSprdRiskNonInvstGrade period10Yr="-38234.69531" period1Yr="-17268.16413" period30Yr="-20.02217" period3Mon="-1325.88605" period5Yr="-53493.57108"/><borrowers><borrower aggrVal="3404876.83" lei="7TK5RJIZDFROZCA6XF66" name="MIZUHO SECURITIES USA LLC"/></borrowers><isNonCashCollateral>N</isNonCashCollateral><returnInfo><monthlyTotReturns><monthlyTotReturn classId="C000077742" rtn1="1.56" rtn2="1.59" rtn3="3.54"/><monthlyTotReturn classId="C000077743" rtn1="1.51" rtn2="1.53" rtn3="3.39"/><monthlyTotReturn classId="C000083536" rtn1="1.58" rtn2="1.61" rtn3="3.57"/><monthlyTotReturn classId="C000077744" rtn1="1.59" rtn2="1.62" rtn3="3.47"/><monthlyTotReturn classId="C000114884" rtn1="1.69" rtn2="1.63" rtn3="3.48"/><monthlyTotReturn classId="C000077745" rtn1="1.53" rtn2="1.56" rtn3="3.42"/><monthlyTotReturn classId="C000077746" rtn1="1.55" rtn2="1.58" rtn3="3.44"/><monthlyTotReturn classId="C000028954" rtn1="1.57" rtn2="1.6" rtn3="3.56"/></monthlyTotReturns><monthlyReturnCats><commodityContracts><mon1 netRealizedGain="0" netUnrealizedAppr="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></commodityContracts><creditContracts><mon1 netRealizedGain="0" netUnrealizedAppr="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></creditContracts><equityContracts><mon1 netRealizedGain="0" netUnrealizedAppr="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></equityContracts><foreignExchgContracts><mon1 netRealizedGain="0" netUnrealizedAppr="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></foreignExchgContracts><interestRtContracts><mon1 netRealizedGain="0" netUnrealizedAppr="5469"/><mon2 netRealizedGain="-9471" netUnrealizedAppr="26172"/><mon3 netRealizedGain="0" netUnrealizedAppr="18750"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="5469"/><instrMon2 netRealizedGain="-9471" netUnrealizedAppr="26172"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="18750"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></interestRtContracts><otherContracts><mon1 netRealizedGain="0" netUnrealizedAppr="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></otherContracts></monthlyReturnCats><othMon1 netRealizedGain="18287829" netUnrealizedAppr="34061928"/><othMon2 netRealizedGain="33819281" netUnrealizedAppr="18759767"/><othMon3 netRealizedGain="16804553" netUnrealizedAppr="105425539"/></returnInfo><mon1Flow redemption="-149268498.93" reinvestment="7448343.16" sales="112585362.71"/><mon2Flow redemption="-144892883.15" reinvestment="7397477.11" sales="75261147.57"/><mon3Flow redemption="-139660839.34" reinvestment="6584050.15" sales="94803048.1"/></fundInfo><invstOrSecs><invstOrSec><name>N/A</name><lei>N/A</lei><title>Royal Bank of Canada</title><cusip>N/A</cusip><identifiers><other otherDesc="RBC SL TD" value="Internal ID"/></identifiers><balance>695628</balance><units>PA</units><curCd>USD</curCd><valUSD>695628</valUSD><pctVal>0.018</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2020-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.09</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><cashCollateralCondition cashCollateralVal="695628" isCashCollateral="Y"/><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Janus Capital Group Inc</name><lei>8T2ZO87FU1KVPZIG9I59</lei><title>Janus Henderson Cash Liquidity Fund</title><cusip>N/A</cusip><identifiers><other otherDesc="895" value="Internal ID"/></identifiers><balance>232522732</balance><units>NS</units><curCd>USD</curCd><valUSD>232545984</valUSD><pctVal>6.117</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>PF</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Janus Henderson Cash Collateral Fund</name><lei>N/A</lei><title>Janus Henderson Cash Collateral Fund</title><cusip>N/A</cusip><identifiers><other otherDesc="896" value="Internal ID"/></identifiers><balance>2782512</balance><units>NS</units><curCd>USD</curCd><valUSD>2782512</valUSD><pctVal>0.073</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>PF</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><cashCollateralCondition cashCollateralVal="2782512" isCashCollateral="Y"/><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AEP TRANSMISSION CO LLC</name><lei>549300X123Z1I0LA3Y84</lei><title>AEP TRANSMISSION CO LLC</title><cusip>00115AAM1</cusip><identifiers><isin value="US00115AAM18"/><ticker value="AEP"/><other otherDesc="BM5JB68" value="Sedol"/></identifiers><balance>2543000</balance><units>PA</units><curCd>USD</curCd><valUSD>2935027</valUSD><pctVal>0.077</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.65</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AT&amp;T INC</name><lei>549300Z40J86GGSTL398</lei><title>AT&amp;T Inc</title><cusip>00206RCQ3</cusip><identifiers><isin value="US00206RCQ39"/><ticker value="T"/><other otherDesc="BX2H2X6" value="Sedol"/></identifiers><balance>3447000</balance><units>PA</units><curCd>USD</curCd><valUSD>4081952</valUSD><pctVal>0.107</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AT&amp;T INC</name><lei>549300Z40J86GGSTL398</lei><title>AT&amp;T Inc</title><cusip>00206RHK1</cusip><identifiers><isin value="US00206RHK14"/><ticker value="T"/><other otherDesc="BJN3990" value="Sedol"/></identifiers><balance>7686000</balance><units>PA</units><curCd>USD</curCd><valUSD>9267465</valUSD><pctVal>0.244</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.85</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AT&amp;T INC</name><lei>549300Z40J86GGSTL398</lei><title>AT&amp;T Inc</title><cusip>00206RHS4</cusip><identifiers><isin value="US00206RHS40"/><ticker value="T"/><other otherDesc="BJLFJG5" value="Sedol"/></identifiers><balance>912000</balance><units>PA</units><curCd>USD</curCd><valUSD>1012897</valUSD><pctVal>0.027</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ABBVIE INC</name><lei>FR5LCKFTG8054YNNRU85</lei><title>AbbVie Inc</title><cusip>00287YBQ1</cusip><identifiers><isin value="US00287YBQ17"/><ticker value="ABBV"/><other otherDesc="BL3LN07" value="Sedol"/></identifiers><balance>5957000</balance><units>PA</units><curCd>USD</curCd><valUSD>6343488</valUSD><pctVal>0.167</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-11-21</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ABBVIE INC</name><lei>FR5LCKFTG8054YNNRU85</lei><title>AbbVie Inc</title><cusip>00287YCG2</cusip><identifiers><isin value="US00287YCG26"/><ticker value="ABBV"/><other otherDesc="BLD7MG4" value="Sedol"/></identifiers><balance>7142000</balance><units>PA</units><curCd>USD</curCd><valUSD>7471622</valUSD><pctVal>0.197</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ABBVIE INC</name><lei>FR5LCKFTG8054YNNRU85</lei><title>AbbVie Inc</title><cusip>00287YCH0</cusip><identifiers><isin value="US00287YCH09"/><ticker value="ABBV"/><other otherDesc="BLD7MF3" value="Sedol"/></identifiers><balance>733000</balance><units>PA</units><curCd>USD</curCd><valUSD>760616</valUSD><pctVal>0.02</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ALEXANDRIA REAL ESTATE E</name><lei>MGCJBT4MKTQBVLNUIS88</lei><title>Alexandria Real Estate Equities Inc</title><cusip>015271AU3</cusip><identifiers><isin value="US015271AU38"/><ticker value="ARE"/><other otherDesc="BMF8DN6" value="Sedol"/></identifiers><balance>3932000</balance><units>PA</units><curCd>USD</curCd><valUSD>4896188</valUSD><pctVal>0.129</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.9</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><loanByFundCondition isLoanByFund="Y" loanVal="3404876.83"/></securityLending></invstOrSec><invstOrSec><name>AMEREN CORP</name><lei>XRZQ5S7HYJFPHJ78L959</lei><title>AMEREN CORP</title><cusip>023608AJ1</cusip><identifiers><isin value="US023608AJ15"/><ticker value="AEE"/><other otherDesc="BM6KDF3" value="Sedol"/></identifiers><balance>11969000</balance><units>PA</units><curCd>USD</curCd><valUSD>13379502</valUSD><pctVal>0.352</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AMERICAN WATER CAPITAL C</name><lei>5IDHQUFVC8Q2KIBBFF06</lei><title>American Water Capital Corp</title><cusip>03040WAW5</cusip><identifiers><isin value="US03040WAW55"/><ticker value="AWK"/><other otherDesc="BLC9MH2" value="Sedol"/></identifiers><balance>2865000</balance><units>PA</units><curCd>USD</curCd><valUSD>3115029</valUSD><pctVal>0.082</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AMERICAN WATER CAPITAL C</name><lei>5IDHQUFVC8Q2KIBBFF06</lei><title>American Water Capital Corp</title><cusip>03040WAX3</cusip><identifiers><isin value="US03040WAX39"/><ticker value="AWK"/><other otherDesc="BLBMM05" value="Sedol"/></identifiers><balance>3404000</balance><units>PA</units><curCd>USD</curCd><valUSD>3824433</valUSD><pctVal>0.101</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.45</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ANHEUSER-BUSCH CO/INBEV</name><lei>5493002J2SVENP0PVK27</lei><title>Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc</title><cusip>03522AAJ9</cusip><identifiers><isin value="US03522AAJ97"/><ticker value="ABIBB"/><other otherDesc="BJXS2M9" value="Sedol"/></identifiers><balance>8496000</balance><units>PA</units><curCd>USD</curCd><valUSD>10391722</valUSD><pctVal>0.273</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.9</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ANHEUSER-BUSCH INBEV WOR</name><lei>549300CRGMZK3K53BF92</lei><title>Anheuser-Busch InBev Worldwide Inc</title><cusip>035240AS9</cusip><identifiers><isin value="US035240AS95"/><ticker value="ABIBB"/><other otherDesc="BM8GDK4" value="Sedol"/></identifiers><balance>4989000</balance><units>PA</units><curCd>USD</curCd><valUSD>5681355</valUSD><pctVal>0.149</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.35</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ARAMARK SERVICES INC</name><lei>42YMHYH0XMHJEXDUB065</lei><title>Aramark Services Inc</title><cusip>038522AR9</cusip><identifiers><isin value="US038522AR99"/><ticker value="ARMK"/><other otherDesc="BMXPRX7" value="Sedol"/></identifiers><balance>13230000</balance><units>PA</units><curCd>USD</curCd><valUSD>13661695</valUSD><pctVal>0.359</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AUTOZONE INC</name><lei>GA3JGKJ41LJKXDN23E90</lei><title>AutoZone Inc</title><cusip>053332AW2</cusip><identifiers><isin value="US053332AW26"/><ticker value="AZO"/><other otherDesc="BJLVV45" value="Sedol"/></identifiers><balance>7664000</balance><units>PA</units><curCd>USD</curCd><valUSD>8707665</valUSD><pctVal>0.229</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-18</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AVERY DENNISON CORP</name><lei>549300PW7VPFCYKLIV37</lei><title>Avery Dennison Co</title><cusip>053611AK5</cusip><identifiers><isin value="US053611AK55"/><ticker value="AVY"/><other otherDesc="BLGBMM9" value="Sedol"/></identifiers><balance>10049000</balance><units>PA</units><curCd>USD</curCd><valUSD>10297139</valUSD><pctVal>0.271</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-30</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.65</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BANK OF AMERICA CORP</name><lei>9DJT3UXIJIZJI4WXO774</lei><title>BANK OF AMERICA CORP</title><cusip>060505EH3</cusip><identifiers><isin value="US060505EH35"/><ticker value="BAC"/><other otherDesc="BQQCCR2" value="Sedol"/></identifiers><balance>8740000</balance><units>PA</units><curCd>USD</curCd><valUSD>9046512</valUSD><pctVal>0.238</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>6.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BANK OF AMERICA CORP</name><lei>9DJT3UXIJIZJI4WXO774</lei><title>BANK OF AMERICA CORP</title><cusip>060505EN0</cusip><identifiers><isin value="US060505EN03"/><ticker value="BAC"/><other otherDesc="BWCN5X8" value="Sedol"/></identifiers><balance>3823000</balance><units>PA</units><curCd>USD</curCd><valUSD>4033265</valUSD><pctVal>0.106</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>6.1</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BANK OF AMERICA CORP</name><lei>9DJT3UXIJIZJI4WXO774</lei><title>Bank of America Corp</title><cusip>06051GGL7</cusip><identifiers><isin value="US06051GGL77"/><ticker value="BAC"/><other otherDesc="BYWC0Y5" value="Sedol"/></identifiers><balance>15018000</balance><units>PA</units><curCd>USD</curCd><valUSD>16972865</valUSD><pctVal>0.446</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-04-24</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.705</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BANK OF AMERICA CORP</name><lei>9DJT3UXIJIZJI4WXO774</lei><title>Bank of America Corp</title><cusip>06051GHT9</cusip><identifiers><isin value="US06051GHT94"/><ticker value="BAC"/><other otherDesc="BJYDSR0" value="Sedol"/></identifiers><balance>16891000</balance><units>PA</units><curCd>USD</curCd><valUSD>18851726</valUSD><pctVal>0.496</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-04-23</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.559</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BANK OF AMERICA CORP</name><lei>9DJT3UXIJIZJI4WXO774</lei><title>Bank of America Corp</title><cusip>06051GJB6</cusip><identifiers><isin value="US06051GJB68"/><ticker value="BAC"/><other otherDesc="BMX7830" value="Sedol"/></identifiers><balance>9954000</balance><units>PA</units><curCd>USD</curCd><valUSD>10528859</valUSD><pctVal>0.277</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-04-29</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.592</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BANK OF NY MELLON CORP</name><lei>WFLLPEPC7FZXENRZV188</lei><title>Bank of New York Mellon Corp</title><cusip>064058AH3</cusip><identifiers><isin value="US064058AH32"/><ticker value="BK"/><other otherDesc="BMF32J0" value="Sedol"/></identifiers><balance>12226000</balance><units>PA</units><curCd>USD</curCd><valUSD>12715040</valUSD><pctVal>0.334</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BAXTER INTERNATIONAL INC</name><lei>J5OIVXX3P24RJRW5CK77</lei><title>BAXTER INTERNATIONAL INC</title><cusip>071813BV0</cusip><identifiers><isin value="US071813BV00"/><ticker value="BAX"/><other otherDesc="BMH3V13" value="Sedol"/></identifiers><balance>3948000</balance><units>PA</units><curCd>USD</curCd><valUSD>4498080</valUSD><pctVal>0.118</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BAXTER INTERNATIONAL INC</name><lei>J5OIVXX3P24RJRW5CK77</lei><title>BAXTER INTERNATIONAL INC</title><cusip>071813BW8</cusip><identifiers><isin value="US071813BW82"/><ticker value="BAX"/><other otherDesc="BMH1VY0" value="Sedol"/></identifiers><balance>3445000</balance><units>PA</units><curCd>USD</curCd><valUSD>4084452</valUSD><pctVal>0.107</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BEMIS COMPANY INC</name><lei>PTVU09TE3QPJPL7K4E13</lei><title>Bemis Co Inc</title><cusip>081437AT2</cusip><identifiers><isin value="US081437AT26"/><ticker value="AMCR"/><other otherDesc="BMVXTB5" value="Sedol"/></identifiers><balance>10648000</balance><units>PA</units><curCd>USD</curCd><valUSD>10914566</valUSD><pctVal>0.287</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-06-19</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.63</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BERKSHIRE HATHAWAY ENERG</name><lei>549300JD0S5IZJE9LY15</lei><title>Berkshire Hathaway Energy</title><cusip>084659AW1</cusip><identifiers><isin value="US084659AW18"/><ticker value="BRKHEC"/><other otherDesc="BLCCBT6" value="Sedol"/></identifiers><balance>7673000</balance><units>PA</units><curCd>USD</curCd><valUSD>9610065</valUSD><pctVal>0.253</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BLACK HILLS CORP</name><lei>3MGELCRSTNSAMJ962671</lei><title>Black Hills Corp</title><cusip>092113AT6</cusip><identifiers><isin value="US092113AT65"/><ticker value="BKH"/><other otherDesc="BMVXSS5" value="Sedol"/></identifiers><balance>14692022</balance><units>PA</units><curCd>USD</curCd><valUSD>15008309</valUSD><pctVal>0.395</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOEING CO</name><lei>RVHJWBXLJ1RFUBSY1F30</lei><title>Boeing Co</title><cusip>097023BR5</cusip><identifiers><isin value="US097023BR56"/><ticker value="BA"/><other otherDesc="BD72430" value="Sedol"/></identifiers><balance>2239000</balance><units>PA</units><curCd>USD</curCd><valUSD>2164327</valUSD><pctVal>0.057</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOEING CO</name><lei>RVHJWBXLJ1RFUBSY1F30</lei><title>Boeing Co</title><cusip>097023CJ2</cusip><identifiers><isin value="US097023CJ22"/><ticker value="BA"/><other otherDesc="BK1WFH6" value="Sedol"/></identifiers><balance>8671000</balance><units>PA</units><curCd>USD</curCd><valUSD>8193747</valUSD><pctVal>0.216</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOEING CO</name><lei>RVHJWBXLJ1RFUBSY1F30</lei><title>Boeing Co</title><cusip>097023CS2</cusip><identifiers><isin value="US097023CS21"/><ticker value="BA"/><other otherDesc="BL0CVB0" value="Sedol"/></identifiers><balance>9475000</balance><units>PA</units><curCd>USD</curCd><valUSD>10004747</valUSD><pctVal>0.263</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.508</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOEING CO</name><lei>RVHJWBXLJ1RFUBSY1F30</lei><title>Boeing Co</title><cusip>097023CT0</cusip><identifiers><isin value="US097023CT04"/><ticker value="BA"/><other otherDesc="BL0CVG5" value="Sedol"/></identifiers><balance>6872000</balance><units>PA</units><curCd>USD</curCd><valUSD>7482596</valUSD><pctVal>0.197</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.875</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOEING CO</name><lei>RVHJWBXLJ1RFUBSY1F30</lei><title>Boeing Co</title><cusip>097023CV5</cusip><identifiers><isin value="US097023CV59"/><ticker value="BA"/><other otherDesc="BL0CVH6" value="Sedol"/></identifiers><balance>3784000</balance><units>PA</units><curCd>USD</curCd><valUSD>4279435</valUSD><pctVal>0.113</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.705</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOEING CO</name><lei>RVHJWBXLJ1RFUBSY1F30</lei><title>Boeing Co</title><cusip>097023CW3</cusip><identifiers><isin value="US097023CW33"/><ticker value="BA"/><other otherDesc="BL0CVF4" value="Sedol"/></identifiers><balance>1967000</balance><units>PA</units><curCd>USD</curCd><valUSD>2320871</valUSD><pctVal>0.061</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.805</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOEING CO</name><lei>RVHJWBXLJ1RFUBSY1F30</lei><title>Boeing Co</title><cusip>097023CX1</cusip><identifiers><isin value="US097023CX16"/><ticker value="BA"/><other otherDesc="BL0CVM1" value="Sedol"/></identifiers><balance>3784000</balance><units>PA</units><curCd>USD</curCd><valUSD>4471303</valUSD><pctVal>0.118</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2060-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.93</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOOKING HOLDINGS INC</name><lei>FXM8FAOHMYDIPD38UZ17</lei><title>Booking Holdings Inc</title><cusip>09857LAP3</cusip><identifiers><isin value="US09857LAP31"/><ticker value="BKNG"/><other otherDesc="BLBMLM0" value="Sedol"/></identifiers><balance>16028000</balance><units>PA</units><curCd>USD</curCd><valUSD>18008769</valUSD><pctVal>0.474</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-13</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.1</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOOKING HOLDINGS INC</name><lei>FXM8FAOHMYDIPD38UZ17</lei><title>Booking Holdings Inc</title><cusip>09857LAQ1</cusip><identifiers><isin value="US09857LAQ14"/><ticker value="BKNG"/><other otherDesc="BLD7X94" value="Sedol"/></identifiers><balance>5457000</balance><units>PA</units><curCd>USD</curCd><valUSD>6264422</valUSD><pctVal>0.165</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-04-13</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOOKING HOLDINGS INC</name><lei>FXM8FAOHMYDIPD38UZ17</lei><title>Booking Holdings Inc</title><cusip>09857LAR9</cusip><identifiers><isin value="US09857LAR96"/><ticker value="BKNG"/><other otherDesc="BLD7XG1" value="Sedol"/></identifiers><balance>3807000</balance><units>PA</units><curCd>USD</curCd><valUSD>4452343</valUSD><pctVal>0.117</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-13</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOSTON SCIENTIFIC CORP</name><lei>Y6ZDD9FP4P8JSSJMW954</lei><title>Boston Scientific Corp</title><cusip>101137AU1</cusip><identifiers><isin value="US101137AU14"/><ticker value="BSX"/><other otherDesc="BJ88TW3" value="Sedol"/></identifiers><balance>3738000</balance><units>PA</units><curCd>USD</curCd><valUSD>4766919</valUSD><pctVal>0.125</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOSTON SCIENTIFIC CORP</name><lei>Y6ZDD9FP4P8JSSJMW954</lei><title>Boston Scientific Corp</title><cusip>101137AW7</cusip><identifiers><isin value="US101137AW79"/><ticker value="BSX"/><other otherDesc="BJ88J78" value="Sedol"/></identifiers><balance>4802000</balance><units>PA</units><curCd>USD</curCd><valUSD>5452784</valUSD><pctVal>0.143</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BOSTON SCIENTIFIC CORP</name><lei>Y6ZDD9FP4P8JSSJMW954</lei><title>Boston Scientific Corp</title><cusip>101137AX5</cusip><identifiers><isin value="US101137AX52"/><ticker value="BSX"/><other otherDesc="BJ8J3M4" value="Sedol"/></identifiers><balance>2517000</balance><units>PA</units><curCd>USD</curCd><valUSD>2879427</valUSD><pctVal>0.076</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BRISTOL-MYERS SQUIBB CO</name><lei>HLYYNH7UQUORYSJQCN42</lei><title>Bristol-Myers Squibb Co</title><cusip>110122CB2</cusip><identifiers><isin value="US110122CB21"/><ticker value="BMY"/><other otherDesc="BK62TZ7" value="Sedol"/></identifiers><balance>4471000</balance><units>PA</units><curCd>USD</curCd><valUSD>5210858</valUSD><pctVal>0.137</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-07-26</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BROADRIDGE FINANCIAL SOL</name><lei>N/A</lei><title>Broadridge Financial Solutions Inc</title><cusip>11133TAD5</cusip><identifiers><isin value="US11133TAD54"/><ticker value="BR"/><other otherDesc="BKL9NX9" value="Sedol"/></identifiers><balance>14421000</balance><units>PA</units><curCd>USD</curCd><valUSD>15411079</valUSD><pctVal>0.405</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.9</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BROADCOM INC</name><lei>549300WV6GIDOZJTV909</lei><title>Broadcom Inc</title><cusip>11135FAF8</cusip><identifiers><isin value="US11135FAF80"/><ticker value="AVGO"/><other otherDesc="BK80N13" value="Sedol"/></identifiers><balance>5529000</balance><units>PA</units><curCd>USD</curCd><valUSD>6224982</valUSD><pctVal>0.164</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BROADCOM INC</name><lei>549300WV6GIDOZJTV909</lei><title>Broadcom Inc</title><cusip>11135FAP6</cusip><identifiers><isin value="US11135FAP62"/><ticker value="AVGO"/><other otherDesc="BMH5S41" value="Sedol"/></identifiers><balance>7938000</balance><units>PA</units><curCd>USD</curCd><valUSD>8636896</valUSD><pctVal>0.227</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.15</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BROADCOM INC</name><lei>549300WV6GIDOZJTV909</lei><title>Broadcom Inc</title><cusip>11135FAR2</cusip><identifiers><isin value="US11135FAR29"/><ticker value="AVGO"/><other otherDesc="BMH5S29" value="Sedol"/></identifiers><balance>6350000</balance><units>PA</units><curCd>USD</curCd><valUSD>7009916</valUSD><pctVal>0.184</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BROADCOM INC</name><lei>549300WV6GIDOZJTV909</lei><title>Broadcom Inc</title><cusip>11135FAT8</cusip><identifiers><isin value="US11135FAT84"/><ticker value="AVGO"/><other otherDesc="BMH62G4" value="Sedol"/></identifiers><balance>9628000</balance><units>PA</units><curCd>USD</curCd><valUSD>10222095</valUSD><pctVal>0.269</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.15</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BROWN &amp; BROWN INC</name><lei>549300PC8KTJ71XKFY89</lei><title>Brown &amp; Brown Inc</title><cusip>115236AB7</cusip><identifiers><isin value="US115236AB74"/><ticker value="BRO"/><other otherDesc="BHWV311" value="Sedol"/></identifiers><balance>5766000</balance><units>PA</units><curCd>USD</curCd><valUSD>6212304</valUSD><pctVal>0.163</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CBOE GLOBAL MARKETS INC</name><lei>529900RLNSGA90UPEH54</lei><title>Cboe Global Markets Inc</title><cusip>12503MAA6</cusip><identifiers><isin value="US12503MAA62"/><ticker value="CBOE"/><other otherDesc="BYPJTR9" value="Sedol"/></identifiers><balance>10667000</balance><units>PA</units><curCd>USD</curCd><valUSD>11984734</valUSD><pctVal>0.315</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-01-12</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.65</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CIGNA CORP</name><lei>549300VIWYMSIGT1U456</lei><title>CIGNA CORP</title><cusip>125523CJ7</cusip><identifiers><isin value="US125523CJ75"/><ticker value="CI"/><other otherDesc="BLGBMJ6" value="Sedol"/></identifiers><balance>1747000</balance><units>PA</units><curCd>USD</curCd><valUSD>1849996</valUSD><pctVal>0.049</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CIGNA CORP</name><lei>549300VIWYMSIGT1U456</lei><title>CIGNA CORP</title><cusip>125523CK4</cusip><identifiers><isin value="US125523CK49"/><ticker value="CI"/><other otherDesc="BLGBMK7" value="Sedol"/></identifiers><balance>2635000</balance><units>PA</units><curCd>USD</curCd><valUSD>2838659</valUSD><pctVal>0.075</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CIGNA CORP</name><lei>549300VIWYMSIGT1U456</lei><title>CIGNA CORP</title><cusip>125523CL2</cusip><identifiers><isin value="US125523CL22"/><ticker value="CI"/><other otherDesc="BLGBML8" value="Sedol"/></identifiers><balance>3840000</balance><units>PA</units><curCd>USD</curCd><valUSD>3983959</valUSD><pctVal>0.105</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CMS ENERGY CORP</name><lei>549300IA9XFBAGNIBW29</lei><title>CMS Energy Corp</title><cusip>125896BU3</cusip><identifiers><isin value="US125896BU39"/><ticker value="CMS"/><other otherDesc="BLD8NV9" value="Sedol"/></identifiers><balance>8467000</balance><units>PA</units><curCd>USD</curCd><valUSD>8632937</valUSD><pctVal>0.227</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-06-01</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CSC HOLDINGS LLC</name><lei>3HG2WD2W22M120IUNG49</lei><title>CSC Holdings LLC</title><cusip>126307BB2</cusip><identifiers><isin value="US126307BB25"/><ticker value="CSCHLD"/><other otherDesc="BM9LYP0" value="Sedol"/></identifiers><balance>8953000</balance><units>PA</units><curCd>USD</curCd><valUSD>8875198</valUSD><pctVal>0.233</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.125</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CVS HEALTH CORP</name><lei>549300EJG376EN5NQE29</lei><title>CVS Health Corp</title><cusip>126650CW8</cusip><identifiers><isin value="US126650CW89"/><ticker value="CVS"/><other otherDesc="BF4JKP2" value="Sedol"/></identifiers><balance>14112000</balance><units>PA</units><curCd>USD</curCd><valUSD>15952494</valUSD><pctVal>0.42</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.1</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CVS HEALTH CORP</name><lei>549300EJG376EN5NQE29</lei><title>CVS Health Corp</title><cusip>126650CX6</cusip><identifiers><isin value="US126650CX62"/><ticker value="CVS"/><other otherDesc="BF3V2P3" value="Sedol"/></identifiers><balance>6122000</balance><units>PA</units><curCd>USD</curCd><valUSD>7157182</valUSD><pctVal>0.188</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-03-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CVS HEALTH CORP</name><lei>549300EJG376EN5NQE29</lei><title>CVS Health Corp</title><cusip>126650DF4</cusip><identifiers><isin value="US126650DF48"/><ticker value="CVS"/><other otherDesc="BK5R458" value="Sedol"/></identifiers><balance>1152000</balance><units>PA</units><curCd>USD</curCd><valUSD>1259559</valUSD><pctVal>0.033</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CVS HEALTH CORP</name><lei>549300EJG376EN5NQE29</lei><title>CVS HEALTH CORP</title><cusip>126650DK3</cusip><identifiers><isin value="US126650DK33"/><ticker value="CVS"/><other otherDesc="BK8TZB4" value="Sedol"/></identifiers><balance>2318000</balance><units>PA</units><curCd>USD</curCd><valUSD>2733896</valUSD><pctVal>0.072</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.125</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CVS HEALTH CORP</name><lei>549300EJG376EN5NQE29</lei><title>CVS HEALTH CORP</title><cusip>126650DL1</cusip><identifiers><isin value="US126650DL16"/><ticker value="CVS"/><other otherDesc="BKP3KR0" value="Sedol"/></identifiers><balance>1144000</balance><units>PA</units><curCd>USD</curCd><valUSD>1376035</valUSD><pctVal>0.036</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CADENCE DESIGN SYS INC</name><lei>GCT7RXJOGLXPV0NXZY22</lei><title>Cadence Design Systems Inc</title><cusip>127387AL2</cusip><identifiers><isin value="US127387AL25"/><ticker value="CDNS"/><other otherDesc="BRJ8Y56" value="Sedol"/></identifiers><balance>18432000</balance><units>PA</units><curCd>USD</curCd><valUSD>20533933</valUSD><pctVal>0.54</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CAMDEN PROPERTY TRUST</name><lei>5493002MYX22OHYJBD89</lei><title>Camden Property Trust</title><cusip>133131AZ5</cusip><identifiers><isin value="US133131AZ59"/><ticker value="CPT"/><other otherDesc="BMFQ5D4" value="Sedol"/></identifiers><balance>9200000</balance><units>PA</units><curCd>USD</curCd><valUSD>9938635</valUSD><pctVal>0.261</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CAMPBELL SOUP CO</name><lei>5493007JDSMX8Z5Z1902</lei><title>Campbell Soup Co</title><cusip>134429BF5</cusip><identifiers><isin value="US134429BF51"/><ticker value="CPB"/><other otherDesc="BFBDB32" value="Sedol"/></identifiers><balance>1646000</balance><units>PA</units><curCd>USD</curCd><valUSD>1850427</valUSD><pctVal>0.049</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CARGILL INC</name><lei>QXZYQNMR4JZ5RIRN4T31</lei><title>Cargill Inc</title><cusip>141781BL7</cusip><identifiers><isin value="US141781BL76"/><ticker value="CARGIL"/><other otherDesc="BMQ6BQ8" value="Sedol"/></identifiers><balance>2038000</balance><units>PA</units><curCd>USD</curCd><valUSD>2073168</valUSD><pctVal>0.055</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-23</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CARGILL INC</name><lei>QXZYQNMR4JZ5RIRN4T31</lei><title>Cargill Inc</title><cusip>141781BM5</cusip><identifiers><isin value="US141781BM59"/><ticker value="CARGIL"/><other otherDesc="BMQ6BG8" value="Sedol"/></identifiers><balance>2996000</balance><units>PA</units><curCd>USD</curCd><valUSD>3139835</valUSD><pctVal>0.083</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-23</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.125</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CENTENE CORP</name><lei>549300Z7JJ4TQSQGT333</lei><title>Centene Corp</title><cusip>15135BAR2</cusip><identifiers><isin value="US15135BAR24"/><ticker value="CNC"/><other otherDesc="BMCTMH9" value="Sedol"/></identifiers><balance>10350000</balance><units>PA</units><curCd>USD</curCd><valUSD>10680268</valUSD><pctVal>0.281</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CENTENE CORP</name><lei>549300Z7JJ4TQSQGT333</lei><title>Centene Corp</title><cusip>15135BAT8</cusip><identifiers><isin value="US15135BAT89"/><ticker value="CNC"/><other otherDesc="BMVQRX2" value="Sedol"/></identifiers><balance>13786000</balance><units>PA</units><curCd>USD</curCd><valUSD>14596203</valUSD><pctVal>0.384</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CENTENE CORP</name><lei>549300Z7JJ4TQSQGT333</lei><title>Centene Corp</title><cusip>15135BAV3</cusip><identifiers><isin value="US15135BAV36"/><ticker value="CNC"/><other otherDesc="BMVX1F3" value="Sedol"/></identifiers><balance>6521000</balance><units>PA</units><curCd>USD</curCd><valUSD>6584319</valUSD><pctVal>0.173</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CENTURYLINK INC</name><lei>8M3THTGWLTYZVE6BBY25</lei><title>CenturyLink Inc</title><cusip>156700AR7</cusip><identifiers><isin value="US156700AR77"/><ticker value="CTL"/><other otherDesc="B3LJ9T8" value="Sedol"/></identifiers><balance>5252000</balance><units>PA</units><curCd>USD</curCd><valUSD>5371220</valUSD><pctVal>0.141</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2021-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.45</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CENTURYLINK INC</name><lei>8M3THTGWLTYZVE6BBY25</lei><title>CenturyLink Inc</title><cusip>156700AS5</cusip><identifiers><isin value="US156700AS50"/><ticker value="CTL"/><other otherDesc="B7M5R33" value="Sedol"/></identifiers><balance>3791000</balance><units>PA</units><curCd>USD</curCd><valUSD>3895253</valUSD><pctVal>0.102</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CHARTER COMM OPT LLC/CAP</name><lei>549300TPZNMN50BJ3745</lei><title>Charter Communications Operating LLC / Charter Communications Operating Capital</title><cusip>161175BA1</cusip><identifiers><isin value="US161175BA14"/><ticker value="CHTR"/><other otherDesc="BYQ7R23" value="Sedol"/></identifiers><balance>2062000</balance><units>PA</units><curCd>USD</curCd><valUSD>2739660</valUSD><pctVal>0.072</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-10-23</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.484</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CHARTER COMM OPT LLC/CAP</name><lei>549300TPZNMN50BJ3745</lei><title>Charter Communications Operating LLC / Charter Communications Operating Capital</title><cusip>161175BL7</cusip><identifiers><isin value="US161175BL78"/><ticker value="CHTR"/><other otherDesc="BFF9P78" value="Sedol"/></identifiers><balance>1649000</balance><units>PA</units><curCd>USD</curCd><valUSD>1946473</valUSD><pctVal>0.051</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CHARTER COMM OPT LLC/CAP</name><lei>549300TPZNMN50BJ3745</lei><title>Charter Communications Operating LLC / Charter Communications Operating Capital</title><cusip>161175BT0</cusip><identifiers><isin value="US161175BT05"/><ticker value="CHTR"/><other otherDesc="BKSVYZ7" value="Sedol"/></identifiers><balance>6014000</balance><units>PA</units><curCd>USD</curCd><valUSD>6816298</valUSD><pctVal>0.179</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CHARTER COMM OPT LLC/CAP</name><lei>549300TPZNMN50BJ3745</lei><title>Charter Communications Operating LLC / Charter Communications Operating Capital</title><cusip>161175BU7</cusip><identifiers><isin value="US161175BU77"/><ticker value="CHTR"/><other otherDesc="BMCJ8R1" value="Sedol"/></identifiers><balance>6739000</balance><units>PA</units><curCd>USD</curCd><valUSD>6828155</valUSD><pctVal>0.18</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CHARTER COMM OPT LLC/CAP</name><lei>549300TPZNMN50BJ3745</lei><title>Charter Communications Operating LLC / Charter Communications Operating Capital</title><cusip>161175BV5</cusip><identifiers><isin value="US161175BV50"/><ticker value="CHTR"/><other otherDesc="BMCJ8Q0" value="Sedol"/></identifiers><balance>7356000</balance><units>PA</units><curCd>USD</curCd><valUSD>7155611</valUSD><pctVal>0.188</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CHENIERE CORP CHRISTI HD</name><lei>549300I7CIEWU1BBLQ53</lei><title>Cheniere Corpus Christi Holdings LLC</title><cusip>16412XAH8</cusip><identifiers><isin value="US16412XAH89"/><ticker value="CHCOCH"/><other otherDesc="BK9PC76" value="Sedol"/></identifiers><balance>17203000</balance><units>PA</units><curCd>USD</curCd><valUSD>17615042</valUSD><pctVal>0.463</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CHOICE HOTELS INTL INC</name><lei>5493003CYRY5RFGTIR97</lei><title>Choice Hotels International Inc</title><cusip>169905AF3</cusip><identifiers><isin value="US169905AF36"/><ticker value="CHH"/><other otherDesc="BKSJQ55" value="Sedol"/></identifiers><balance>8215000</balance><units>PA</units><curCd>USD</curCd><valUSD>8229541</valUSD><pctVal>0.216</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CITIGROUP INC</name><lei>6SHGI4ZSSLCXXQSBB395</lei><title>CITIGROUP INC</title><cusip>172967GD7</cusip><identifiers><isin value="US172967GD72"/><ticker value="C"/><other otherDesc="B8FPQ41" value="Sedol"/></identifiers><balance>6646000</balance><units>PA</units><curCd>USD</curCd><valUSD>6579238</valUSD><pctVal>0.173</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CITIGROUP INC</name><lei>6SHGI4ZSSLCXXQSBB395</lei><title>Citigroup Inc</title><cusip>172967GF2</cusip><identifiers><isin value="US172967GF21"/><ticker value="C"/><other otherDesc="B958XB3" value="Sedol"/></identifiers><balance>841000</balance><units>PA</units><curCd>USD</curCd><valUSD>836274</valUSD><pctVal>0.022</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.9</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CITIGROUP INC</name><lei>6SHGI4ZSSLCXXQSBB395</lei><title>Citigroup Inc</title><cusip>172967JM4</cusip><identifiers><isin value="US172967JM45"/><ticker value="C"/><other otherDesc="BWXV3H1" value="Sedol"/></identifiers><balance>4359000</balance><units>PA</units><curCd>USD</curCd><valUSD>4328487</valUSD><pctVal>0.114</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CITIGROUP INC</name><lei>6SHGI4ZSSLCXXQSBB395</lei><title>Citigroup Inc</title><cusip>172967LD1</cusip><identifiers><isin value="US172967LD18"/><ticker value="C"/><other otherDesc="BDDXTT8" value="Sedol"/></identifiers><balance>8311000</balance><units>PA</units><curCd>USD</curCd><valUSD>9366614</valUSD><pctVal>0.246</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-01-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.887</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CITIGROUP INC</name><lei>6SHGI4ZSSLCXXQSBB395</lei><title>CITIGROUP INC</title><cusip>17308CC53</cusip><identifiers><isin value="US17308CC539"/><ticker value="C"/><other otherDesc="BK82405" value="Sedol"/></identifiers><balance>3661000</balance><units>PA</units><curCd>USD</curCd><valUSD>3895157</valUSD><pctVal>0.102</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-11-05</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.976</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CITIZENS FINANCIAL GROUP</name><lei>2138004JDDA4ZQUPFW65</lei><title>Citizens Financial Group Inc</title><cusip>174610AJ4</cusip><identifiers><isin value="US174610AJ46"/><ticker value="CFG"/><other otherDesc="BYY8XN1" value="Sedol"/></identifiers><balance>4365000</balance><units>PA</units><curCd>USD</curCd><valUSD>4831400</valUSD><pctVal>0.127</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.35</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CITIZENS FINANCIAL GROUP</name><lei>2138004JDDA4ZQUPFW65</lei><title>Citizens Financial Group Inc</title><cusip>174610AK1</cusip><identifiers><isin value="US174610AK19"/><ticker value="CFG"/><other otherDesc="BZ5ZCW0" value="Sedol"/></identifiers><balance>5526000</balance><units>PA</units><curCd>USD</curCd><valUSD>6183134</valUSD><pctVal>0.163</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-12-03</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CITIZENS FINANCIAL GROUP</name><lei>2138004JDDA4ZQUPFW65</lei><title>Citizens Financial Group Inc</title><cusip>174610AL9</cusip><identifiers><isin value="US174610AL91"/><ticker value="CFG"/><other otherDesc="BYSV0S0" value="Sedol"/></identifiers><balance>6340000</balance><units>PA</units><curCd>USD</curCd><valUSD>6815645</valUSD><pctVal>0.179</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>COCA-COLA CO/THE</name><lei>UWJKFUJFZ02DKWI3RY53</lei><title>Coca-Cola Co</title><cusip>191216CR9</cusip><identifiers><isin value="US191216CR95"/><ticker value="KO"/><other otherDesc="BLTZ808" value="Sedol"/></identifiers><balance>7323000</balance><units>PA</units><curCd>USD</curCd><valUSD>8396525</valUSD><pctVal>0.221</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-03-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>COMCAST CORP</name><lei>51M0QTTNCGUN7KFCFZ59</lei><title>Comcast Corp</title><cusip>20030NBS9</cusip><identifiers><isin value="US20030NBS99"/><ticker value="CMCSA"/><other otherDesc="BYN2GR9" value="Sedol"/></identifiers><balance>1599000</balance><units>PA</units><curCd>USD</curCd><valUSD>1789189</valUSD><pctVal>0.047</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.15</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>COMCAST CORP</name><lei>51M0QTTNCGUN7KFCFZ59</lei><title>Comcast Corp</title><cusip>20030NCL3</cusip><identifiers><isin value="US20030NCL38"/><ticker value="CMCSA"/><other otherDesc="BGGFK00" value="Sedol"/></identifiers><balance>5367000</balance><units>PA</units><curCd>USD</curCd><valUSD>6834809</valUSD><pctVal>0.18</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>COMCAST CORP</name><lei>51M0QTTNCGUN7KFCFZ59</lei><title>COMCAST CORP</title><cusip>20030NDJ7</cusip><identifiers><isin value="US20030NDJ72"/><ticker value="CMCSA"/><other otherDesc="BL549C8" value="Sedol"/></identifiers><balance>1153000</balance><units>PA</units><curCd>USD</curCd><valUSD>1266522</valUSD><pctVal>0.033</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.1</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>COMCAST CORP</name><lei>51M0QTTNCGUN7KFCFZ59</lei><title>COMCAST CORP</title><cusip>20030NDK4</cusip><identifiers><isin value="US20030NDK46"/><ticker value="CMCSA"/><other otherDesc="BMGQ577" value="Sedol"/></identifiers><balance>3141000</balance><units>PA</units><curCd>USD</curCd><valUSD>3530770</valUSD><pctVal>0.093</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>COSTAR GROUP INC</name><lei>N/A</lei><title>COSTAR GROUP INC</title><cusip>22160NAA7</cusip><identifiers><isin value="US22160NAA72"/><ticker value="CSGP"/><other otherDesc="BMBQ141" value="Sedol"/></identifiers><balance>9806000</balance><units>PA</units><curCd>USD</curCd><valUSD>10032676</valUSD><pctVal>0.264</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CROWN CASTLE INTL CORP</name><lei>54930012H97VSM0I2R19</lei><title>Crown Castle International Corp</title><cusip>22822VAH4</cusip><identifiers><isin value="US22822VAH42"/><ticker value="CCI"/><other otherDesc="BF28NQ3" value="Sedol"/></identifiers><balance>4885000</balance><units>PA</units><curCd>USD</curCd><valUSD>5440871</valUSD><pctVal>0.143</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.65</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CROWN CASTLE INTL CORP</name><lei>54930012H97VSM0I2R19</lei><title>Crown Castle International Corp</title><cusip>22822VAL5</cusip><identifiers><isin value="US22822VAL53"/><ticker value="CCI"/><other otherDesc="BGQPWW6" value="Sedol"/></identifiers><balance>4278000</balance><units>PA</units><curCd>USD</curCd><valUSD>4963473</valUSD><pctVal>0.131</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CROWN CASTLE INTL CORP</name><lei>54930012H97VSM0I2R19</lei><title>Crown Castle International Corp</title><cusip>22822VAN1</cusip><identifiers><isin value="US22822VAN10"/><ticker value="CCI"/><other otherDesc="BJMS6C8" value="Sedol"/></identifiers><balance>9250000</balance><units>PA</units><curCd>USD</curCd><valUSD>9913627</valUSD><pctVal>0.261</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.1</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>DAVITA INC</name><lei>M2XHYMU3TZNEZURC6H66</lei><title>DaVita Inc</title><cusip>23918KAS7</cusip><identifiers><isin value="US23918KAS78"/><ticker value="DVA"/><other otherDesc="BMW7NB4" value="Sedol"/></identifiers><balance>7335000</balance><units>PA</units><curCd>USD</curCd><valUSD>7294657</valUSD><pctVal>0.192</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>DOMINION ENERGY INC</name><lei>ILUL7B6Z54MRYCF6H308</lei><title>DOMINION ENERGY INC</title><cusip>25746UDG1</cusip><identifiers><isin value="US25746UDG13"/><ticker value="D"/><other otherDesc="BM6KKK7" value="Sedol"/></identifiers><balance>6087000</balance><units>PA</units><curCd>USD</curCd><valUSD>6733629</valUSD><pctVal>0.177</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EOG RESOURCES INC</name><lei>XWTZDRYZPBUHIQBKDB46</lei><title>EOG Resources Inc</title><cusip>26875PAT8</cusip><identifiers><isin value="US26875PAT84"/><ticker value="EOG"/><other otherDesc="BLB9JH2" value="Sedol"/></identifiers><balance>8305000</balance><units>PA</units><curCd>USD</curCd><valUSD>10803812</valUSD><pctVal>0.284</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EOG RESOURCES INC</name><lei>XWTZDRYZPBUHIQBKDB46</lei><title>EOG Resources Inc</title><cusip>26875PAU5</cusip><identifiers><isin value="US26875PAU57"/><ticker value="EOG"/><other otherDesc="BLBMLZ3" value="Sedol"/></identifiers><balance>10110000</balance><units>PA</units><curCd>USD</curCd><valUSD>12034736</valUSD><pctVal>0.317</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EAST OHIO GAS CO/THE</name><lei>BC95Y6MXLT75BGO7UM71</lei><title>East Ohio Gas Co/The</title><cusip>27409LAA1</cusip><identifiers><isin value="US27409LAA17"/><ticker value="D"/><other otherDesc="BM9M1N0" value="Sedol"/></identifiers><balance>1093000</balance><units>PA</units><curCd>USD</curCd><valUSD>1098993</valUSD><pctVal>0.029</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EAST OHIO GAS CO/THE</name><lei>BC95Y6MXLT75BGO7UM71</lei><title>East Ohio Gas Co/The</title><cusip>27409LAC7</cusip><identifiers><isin value="US27409LAC72"/><ticker value="D"/><other otherDesc="BM9SD65" value="Sedol"/></identifiers><balance>1005000</balance><units>PA</units><curCd>USD</curCd><valUSD>1002880</valUSD><pctVal>0.026</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EAST OHIO GAS CO/THE</name><lei>BC95Y6MXLT75BGO7UM71</lei><title>East Ohio Gas Co/The</title><cusip>27409LAE3</cusip><identifiers><isin value="US27409LAE39"/><ticker value="D"/><other otherDesc="BM9N843" value="Sedol"/></identifiers><balance>1460000</balance><units>PA</units><curCd>USD</curCd><valUSD>1457580</valUSD><pctVal>0.038</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ECOLAB INC</name><lei>82DYEISM090VG8LTLS26</lei><title>ECOLAB INC</title><cusip>278865BE9</cusip><identifiers><isin value="US278865BE90"/><ticker value="ECL"/><other otherDesc="BLQYF63" value="Sedol"/></identifiers><balance>3770000</balance><units>PA</units><curCd>USD</curCd><valUSD>4779694</valUSD><pctVal>0.126</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-24</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ELANCO ANIMAL HEALTH INC</name><lei>549300SHPNDCE059M934</lei><title>Elanco Animal Health Inc</title><cusip>28414HAE3</cusip><identifiers><isin value="US28414HAE36"/><ticker value="ELAN"/><other otherDesc="BK6NCQ2" value="Sedol"/></identifiers><balance>4184000</balance><units>PA</units><curCd>USD</curCd><valUSD>4393200</valUSD><pctVal>0.116</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-08-28</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.022</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ENERGY TRANSFER OPERATNG</name><lei>5493008K8W3OKZE54J59</lei><title>Energy Transfer Operating LP</title><cusip>29278NAE3</cusip><identifiers><isin value="US29278NAE31"/><ticker value="ETP"/><other otherDesc="BDFT2Z1" value="Sedol"/></identifiers><balance>2747000</balance><units>PA</units><curCd>USD</curCd><valUSD>2849502</valUSD><pctVal>0.075</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ENERGY TRANSFER OPERATNG</name><lei>5493008K8W3OKZE54J59</lei><title>Energy Transfer Operating LP</title><cusip>29278NAM5</cusip><identifiers><isin value="US29278NAM56"/><ticker value="ETP"/><other otherDesc="BJVKHH7" value="Sedol"/></identifiers><balance>5955000</balance><units>PA</units><curCd>USD</curCd><valUSD>6660169</valUSD><pctVal>0.175</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.875</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ENERGY TRANSFER OPERATNG</name><lei>5493008K8W3OKZE54J59</lei><title>Energy Transfer Operating LP</title><cusip>29278NAN3</cusip><identifiers><isin value="US29278NAN30"/><ticker value="ETP"/><other otherDesc="BHHMZ02" value="Sedol"/></identifiers><balance>1095000</balance><units>PA</units><curCd>USD</curCd><valUSD>1221231</valUSD><pctVal>0.032</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EQUIFAX INC</name><lei>5493004MCF8JDC86VS77</lei><title>Equifax Inc</title><cusip>294429AQ8</cusip><identifiers><isin value="US294429AQ85"/><ticker value="EFX"/><other otherDesc="BFZ91R0" value="Sedol"/></identifiers><balance>13598000</balance><units>PA</units><curCd>USD</curCd><valUSD>14381078</valUSD><pctVal>0.378</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EQUIFAX INC</name><lei>5493004MCF8JDC86VS77</lei><title>Equifax Inc</title><cusip>294429AR6</cusip><identifiers><isin value="US294429AR68"/><ticker value="EFX"/><other otherDesc="BMX20R3" value="Sedol"/></identifiers><balance>7121000</balance><units>PA</units><curCd>USD</curCd><valUSD>7585460</valUSD><pctVal>0.2</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EQUIFAX INC</name><lei>5493004MCF8JDC86VS77</lei><title>Equifax Inc</title><cusip>294429AS4</cusip><identifiers><isin value="US294429AS42"/><ticker value="EFX"/><other otherDesc="BMX20Y0" value="Sedol"/></identifiers><balance>6491000</balance><units>PA</units><curCd>USD</curCd><valUSD>6899881</valUSD><pctVal>0.182</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.1</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EQUINIX INC</name><lei>549300EVUN2BTLJ3GT74</lei><title>Equinix Inc</title><cusip>29444UBC9</cusip><identifiers><isin value="US29444UBC99"/><ticker value="EQIX"/><other otherDesc="BK9QHP2" value="Sedol"/></identifiers><balance>4408000</balance><units>PA</units><curCd>USD</curCd><valUSD>4692845</valUSD><pctVal>0.123</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-11-18</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EQUINIX INC</name><lei>549300EVUN2BTLJ3GT74</lei><title>EQUINIX INC</title><cusip>29444UBD7</cusip><identifiers><isin value="US29444UBD72"/><ticker value="EQIX"/><other otherDesc="BKDLSZ0" value="Sedol"/></identifiers><balance>3690000</balance><units>PA</units><curCd>USD</curCd><valUSD>3977525</valUSD><pctVal>0.105</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-11-18</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.9</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EQUINIX INC</name><lei>549300EVUN2BTLJ3GT74</lei><title>Equinix Inc</title><cusip>29444UBE5</cusip><identifiers><isin value="US29444UBE55"/><ticker value="EQIX"/><other otherDesc="BKC9V23" value="Sedol"/></identifiers><balance>8300000</balance><units>PA</units><curCd>USD</curCd><valUSD>9009484</valUSD><pctVal>0.237</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-11-18</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EQUINIX INC</name><lei>549300EVUN2BTLJ3GT74</lei><title>Equinix Inc</title><cusip>29444UBG0</cusip><identifiers><isin value="US29444UBG04"/><ticker value="EQIX"/><other otherDesc="BLR4HQ6" value="Sedol"/></identifiers><balance>9314000</balance><units>PA</units><curCd>USD</curCd><valUSD>9323593</valUSD><pctVal>0.245</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GLP CAPITAL LP / FIN II</name><lei>2549005PXW31DRW8EC44</lei><title>GLP Capital LP / GLP Financing II Inc</title><cusip>361841AH2</cusip><identifiers><isin value="US361841AH26"/><ticker value="GLPI"/><other otherDesc="BYP9PM6" value="Sedol"/></identifiers><balance>5755000</balance><units>PA</units><curCd>USD</curCd><valUSD>6289524</valUSD><pctVal>0.165</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GLP CAPITAL LP / FIN II</name><lei>2549005PXW31DRW8EC44</lei><title>GLP Capital LP / GLP Financing II Inc</title><cusip>361841AJ8</cusip><identifiers><isin value="US361841AJ81"/><ticker value="GLPI"/><other otherDesc="BG08VZ7" value="Sedol"/></identifiers><balance>3179000</balance><units>PA</units><curCd>USD</curCd><valUSD>3456876</valUSD><pctVal>0.091</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GLP CAPITAL LP / FIN II</name><lei>2549005PXW31DRW8EC44</lei><title>GLP Capital LP / GLP Financing II Inc</title><cusip>361841AL3</cusip><identifiers><isin value="US361841AL38"/><ticker value="GLPI"/><other otherDesc="BGLKMW6" value="Sedol"/></identifiers><balance>641000</balance><units>PA</units><curCd>USD</curCd><valUSD>693613</valUSD><pctVal>0.018</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GLP CAPITAL LP / FIN II</name><lei>5493006GWRDBCZYWTM57</lei><title>GLP Capital LP / GLP Financing II Inc</title><cusip>361841AN9</cusip><identifiers><isin value="US361841AN93"/><ticker value="GLPI"/><other otherDesc="BKDJ832" value="Sedol"/></identifiers><balance>1552000</balance><units>PA</units><curCd>USD</curCd><valUSD>1550758</valUSD><pctVal>0.041</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.35</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GLP CAPITAL LP / FIN II</name><lei>5493006GWRDBCZYWTM57</lei><title>GLP Capital LP / GLP Financing II Inc</title><cusip>361841AP4</cusip><identifiers><isin value="US361841AP42"/><ticker value="GLPI"/><other otherDesc="BKDJ821" value="Sedol"/></identifiers><balance>8545000</balance><units>PA</units><curCd>USD</curCd><valUSD>8496721</valUSD><pctVal>0.224</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GLP CAPITAL LP / FIN II</name><lei>2549005PXW31DRW8EC44</lei><title>GLP Capital LP / GLP Financing II Inc</title><cusip>361841AQ2</cusip><identifiers><isin value="US361841AQ25"/><ticker value="GLPI"/><other otherDesc="BL57VT8" value="Sedol"/></identifiers><balance>2203000</balance><units>PA</units><curCd>USD</curCd><valUSD>2176762</valUSD><pctVal>0.057</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL DYNAMICS CORP</name><lei>9C1X8XOOTYY2FNYTVH06</lei><title>GENERAL DYNAMICS CORP</title><cusip>369550BJ6</cusip><identifiers><isin value="US369550BJ68"/><ticker value="GD"/><other otherDesc="BMFFN04" value="Sedol"/></identifiers><balance>1661000</balance><units>PA</units><curCd>USD</curCd><valUSD>2157534</valUSD><pctVal>0.057</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL DYNAMICS CORP</name><lei>9C1X8XOOTYY2FNYTVH06</lei><title>GENERAL DYNAMICS CORP</title><cusip>369550BK3</cusip><identifiers><isin value="US369550BK32"/><ticker value="GD"/><other otherDesc="BMFFN15" value="Sedol"/></identifiers><balance>4182000</balance><units>PA</units><curCd>USD</curCd><valUSD>4637932</valUSD><pctVal>0.122</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL DYNAMICS CORP</name><lei>9C1X8XOOTYY2FNYTVH06</lei><title>GENERAL DYNAMICS CORP</title><cusip>369550BL1</cusip><identifiers><isin value="US369550BL15"/><ticker value="GD"/><other otherDesc="BMFFMY1" value="Sedol"/></identifiers><balance>6049000</balance><units>PA</units><curCd>USD</curCd><valUSD>6927595</valUSD><pctVal>0.182</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL ELECTRIC CO</name><lei>3C7474T6CDKPR9K6YT90</lei><title>General Electric Co</title><cusip>369604BQ5</cusip><identifiers><isin value="US369604BQ57"/><ticker value="GE"/><other otherDesc="BYZLD06" value="Sedol"/></identifiers><balance>12035000</balance><units>PA</units><curCd>USD</curCd><valUSD>9448678</valUSD><pctVal>0.249</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL ELECTRIC CO</name><lei>3C7474T6CDKPR9K6YT90</lei><title>General Electric Co</title><cusip>369604BV4</cusip><identifiers><isin value="US369604BV43"/><ticker value="GE"/><other otherDesc="BLD2065" value="Sedol"/></identifiers><balance>2790000</balance><units>PA</units><curCd>USD</curCd><valUSD>2861895</valUSD><pctVal>0.075</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.45</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL ELECTRIC CO</name><lei>3C7474T6CDKPR9K6YT90</lei><title>General Electric Co</title><cusip>36962GXZ2</cusip><identifiers><isin value="US36962GXZ26"/><ticker value="GE"/><other otherDesc="2859233" value="Sedol"/></identifiers><balance>4617000</balance><units>PA</units><curCd>USD</curCd><valUSD>5652605</valUSD><pctVal>0.149</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL MOTORS CO</name><lei>54930070NSV60J38I987</lei><title>General Motors Co</title><cusip>37045VAN0</cusip><identifiers><isin value="US37045VAN01"/><ticker value="GM"/><other otherDesc="BF6NPZ7" value="Sedol"/></identifiers><balance>3051000</balance><units>PA</units><curCd>USD</curCd><valUSD>3108285</valUSD><pctVal>0.082</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL MOTORS CO</name><lei>54930070NSV60J38I987</lei><title>General Motors Co</title><cusip>37045VAQ3</cusip><identifiers><isin value="US37045VAQ32"/><ticker value="GM"/><other otherDesc="BD93Q91" value="Sedol"/></identifiers><balance>3244000</balance><units>PA</units><curCd>USD</curCd><valUSD>3206175</valUSD><pctVal>0.084</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL MOTORS CO</name><lei>54930070NSV60J38I987</lei><title>General Motors Co</title><cusip>37045VAS9</cusip><identifiers><isin value="US37045VAS97"/><ticker value="GM"/><other otherDesc="BGJNQ03" value="Sedol"/></identifiers><balance>6189000</balance><units>PA</units><curCd>USD</curCd><valUSD>6572505</valUSD><pctVal>0.173</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL MOTORS FINL CO</name><lei>5493008B6JBRUJ90QL97</lei><title>General Motors Financial Co Inc</title><cusip>37045XAZ9</cusip><identifiers><isin value="US37045XAZ96"/><ticker value="GM"/><other otherDesc="BYM7H05" value="Sedol"/></identifiers><balance>1995000</balance><units>PA</units><curCd>USD</curCd><valUSD>2078770</valUSD><pctVal>0.055</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-07-13</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL MOTORS FINL CO</name><lei>5493008B6JBRUJ90QL97</lei><title>General Motors Financial Co Inc</title><cusip>37045XBT2</cusip><identifiers><isin value="US37045XBT28"/><ticker value="GM"/><other otherDesc="BDR58D7" value="Sedol"/></identifiers><balance>5220000</balance><units>PA</units><curCd>USD</curCd><valUSD>5400302</valUSD><pctVal>0.142</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-01-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.35</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL MOTORS FINL CO</name><lei>5493008B6JBRUJ90QL97</lei><title>General Motors Financial Co Inc</title><cusip>37045XCK0</cusip><identifiers><isin value="US37045XCK00"/><ticker value="GM"/><other otherDesc="BFMYXB6" value="Sedol"/></identifiers><balance>2213000</balance><units>PA</units><curCd>USD</curCd><valUSD>2335636</valUSD><pctVal>0.061</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-09</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.35</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GEORGIA-PACIFIC LLC</name><lei>L2EVHWFHVAQK72TMH265</lei><title>Georgia-Pacific LLC</title><cusip>37331NAG6</cusip><identifiers><isin value="US37331NAG60"/><ticker value="GP"/><other otherDesc="BSJWQJ3" value="Sedol"/></identifiers><balance>14795000</balance><units>PA</units><curCd>USD</curCd><valUSD>15209328</valUSD><pctVal>0.4</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2021-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.163</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GLOBAL PAYMENTS INC</name><lei>549300NOMHGVQBX6S778</lei><title>Global Payments Inc</title><cusip>37940XAB8</cusip><identifiers><isin value="US37940XAB82"/><ticker value="GPN"/><other otherDesc="BK0WRZ9" value="Sedol"/></identifiers><balance>2646000</balance><units>PA</units><curCd>USD</curCd><valUSD>2833866</valUSD><pctVal>0.075</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GLOBAL PAYMENTS INC</name><lei>549300NOMHGVQBX6S778</lei><title>Global Payments Inc</title><cusip>37940XAD4</cusip><identifiers><isin value="US37940XAD49"/><ticker value="GPN"/><other otherDesc="BL5DCM6" value="Sedol"/></identifiers><balance>6490000</balance><units>PA</units><curCd>USD</curCd><valUSD>6787645</valUSD><pctVal>0.179</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.9</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GOLDMAN SACHS GROUP INC</name><lei>784F5XWPLTWKTBV3E584</lei><title>GOLDMAN SACHS GROUP INC</title><cusip>38141GXJ8</cusip><identifiers><isin value="US38141GXJ83"/><ticker value="GS"/><other otherDesc="BK8VSM2" value="Sedol"/></identifiers><balance>16988000</balance><units>PA</units><curCd>USD</curCd><valUSD>18627471</valUSD><pctVal>0.49</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GOLDMAN SACHS GROUP INC</name><lei>784F5XWPLTWKTBV3E584</lei><title>Goldman Sachs Group Inc</title><cusip>38148BAB4</cusip><identifiers><isin value="US38148BAB45"/><ticker value="GS"/><other otherDesc="BWX8C53" value="Sedol"/></identifiers><balance>12602000</balance><units>PA</units><curCd>USD</curCd><valUSD>11552253</valUSD><pctVal>0.304</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.36963</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HCA INC</name><lei>L3CJ6J7LJ2DX62FTXD46</lei><title>HCA Inc</title><cusip>404119BR9</cusip><identifiers><isin value="US404119BR91"/><ticker value="HCA"/><other otherDesc="BVD8LL5" value="Sedol"/></identifiers><balance>4100000</balance><units>PA</units><curCd>USD</curCd><valUSD>4392125</valUSD><pctVal>0.116</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HASBRO INC</name><lei>549300NUB6D2R1ITYR45</lei><title>HASBRO INC</title><cusip>418056AX5</cusip><identifiers><isin value="US418056AX57"/><ticker value="HAS"/><other otherDesc="BL3LYQ0" value="Sedol"/></identifiers><balance>4668000</balance><units>PA</units><curCd>USD</curCd><valUSD>4888095</valUSD><pctVal>0.129</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-11-19</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HASBRO INC</name><lei>549300NUB6D2R1ITYR45</lei><title>Hasbro Inc</title><cusip>418056AY3</cusip><identifiers><isin value="US418056AY31"/><ticker value="HAS"/><other otherDesc="BL3LYR1" value="Sedol"/></identifiers><balance>6205000</balance><units>PA</units><curCd>USD</curCd><valUSD>6557037</valUSD><pctVal>0.172</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-11-19</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.55</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HASBRO INC</name><lei>549300NUB6D2R1ITYR45</lei><title>HASBRO INC</title><cusip>418056AZ0</cusip><identifiers><isin value="US418056AZ06"/><ticker value="HAS"/><other otherDesc="BKSSVP7" value="Sedol"/></identifiers><balance>14767000</balance><units>PA</units><curCd>USD</curCd><valUSD>15374219</valUSD><pctVal>0.404</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-11-19</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.9</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HESS MIDSTREAM OPERATION</name><lei>N/A</lei><title>Hess Midstream Operations LP</title><cusip>428104AA1</cusip><identifiers><isin value="US428104AA14"/><ticker value="HESM"/><other otherDesc="BKVHZF9" value="Sedol"/></identifiers><balance>13658000</balance><units>PA</units><curCd>USD</curCd><valUSD>13144732</valUSD><pctVal>0.346</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.125</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HUNTINGTON INGALLS INDUS</name><lei>5TZLZ6WJTBVJ0QWBG121</lei><title>Huntington Ingalls Industries Inc</title><cusip>446413AH9</cusip><identifiers><isin value="US446413AH98"/><ticker value="HII"/><other otherDesc="BYZ00T1" value="Sedol"/></identifiers><balance>18746000</balance><units>PA</units><curCd>USD</curCd><valUSD>19408674</valUSD><pctVal>0.511</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HUNTINGTON INGALLS INDUS</name><lei>5TZLZ6WJTBVJ0QWBG121</lei><title>Huntington Ingalls Industries Inc</title><cusip>446413AN6</cusip><identifiers><isin value="US446413AN66"/><ticker value="HII"/><other otherDesc="BK8TZH0" value="Sedol"/></identifiers><balance>3903000</balance><units>PA</units><curCd>USD</curCd><valUSD>4237974</valUSD><pctVal>0.111</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.844</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HUNTINGTON INGALLS INDUS</name><lei>5TZLZ6WJTBVJ0QWBG121</lei><title>Huntington Ingalls Industries Inc</title><cusip>446413AP1</cusip><identifiers><isin value="US446413AP15"/><ticker value="HII"/><other otherDesc="BK8TZJ2" value="Sedol"/></identifiers><balance>8634000</balance><units>PA</units><curCd>USD</curCd><valUSD>9618538</valUSD><pctVal>0.253</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>INTUIT INC</name><lei>VI90HBPH7XSFMB9E4M29</lei><title>INTUIT INC</title><cusip>46124HAB2</cusip><identifiers><isin value="US46124HAB24"/><ticker value="INTU"/><other otherDesc="BMGGXN9" value="Sedol"/></identifiers><balance>1591000</balance><units>PA</units><curCd>USD</curCd><valUSD>1592367</valUSD><pctVal>0.042</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>INTUIT INC</name><lei>VI90HBPH7XSFMB9E4M29</lei><title>INTUIT INC</title><cusip>46124HAC0</cusip><identifiers><isin value="US46124HAC07"/><ticker value="INTU"/><other otherDesc="BMGGXR3" value="Sedol"/></identifiers><balance>1662000</balance><units>PA</units><curCd>USD</curCd><valUSD>1669340</valUSD><pctVal>0.044</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.35</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>IPALCO ENTERPRISES INC</name><lei>5493000YFVK2DZX0JV43</lei><title>IPALCO Enterprises Inc</title><cusip>462613AN0</cusip><identifiers><isin value="US462613AN04"/><ticker value="AES"/><other otherDesc="BLD7XB6" value="Sedol"/></identifiers><balance>16411000</balance><units>PA</units><curCd>USD</curCd><valUSD>17776475</valUSD><pctVal>0.468</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JPMORGAN CHASE &amp; CO</name><lei>8I5DZWZKVSZI1NUHU748</lei><title>JPMorgan Chase &amp; Co</title><cusip>46647PAX4</cusip><identifiers><isin value="US46647PAX42"/><ticker value="JPM"/><other otherDesc="BH31X98" value="Sedol"/></identifiers><balance>21338000</balance><units>PA</units><curCd>USD</curCd><valUSD>25580582</valUSD><pctVal>0.673</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-12-05</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.452</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JPMORGAN CHASE &amp; CO</name><lei>8I5DZWZKVSZI1NUHU748</lei><title>JPMorgan Chase &amp; Co</title><cusip>46647PBA3</cusip><identifiers><isin value="US46647PBA30"/><ticker value="JPM"/><other otherDesc="BHQTTL3" value="Sedol"/></identifiers><balance>17927000</balance><units>PA</units><curCd>USD</curCd><valUSD>20419702</valUSD><pctVal>0.537</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-01-29</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.96</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JPMORGAN CHASE &amp; CO</name><lei>8I5DZWZKVSZI1NUHU748</lei><title>JPMorgan Chase &amp; Co</title><cusip>46647PBK1</cusip><identifiers><isin value="US46647PBK12"/><ticker value="JPM"/><other otherDesc="BMDLWG3" value="Sedol"/></identifiers><balance>11567000</balance><units>PA</units><curCd>USD</curCd><valUSD>12001129</valUSD><pctVal>0.316</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-04-22</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.083</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JPMORGAN CHASE &amp; CO</name><lei>8I5DZWZKVSZI1NUHU748</lei><title>JPMorgan Chase &amp; Co</title><cusip>46647PBP0</cusip><identifiers><isin value="US46647PBP09"/><ticker value="JPM"/><other otherDesc="BMV5T55" value="Sedol"/></identifiers><balance>18825000</balance><units>PA</units><curCd>USD</curCd><valUSD>20018104</valUSD><pctVal>0.527</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-05-13</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.956</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JONES LANG LASALLE INC</name><lei>6SYKCME112RT8TQUO411</lei><title>Jones Lang LaSalle Inc</title><cusip>48020QAA5</cusip><identifiers><isin value="US48020QAA58"/><ticker value="JLL"/><other otherDesc="B8H98W3" value="Sedol"/></identifiers><balance>7977000</balance><units>PA</units><curCd>USD</curCd><valUSD>8361382</valUSD><pctVal>0.22</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>KEURIG DR PEPPER INC</name><lei>DYTQ8KRTKO7Y2BVU5K74</lei><title>Keurig Dr Pepper Inc</title><cusip>49271VAF7</cusip><identifiers><isin value="US49271VAF76"/><ticker value="KDP"/><other otherDesc="BK1VSD0" value="Sedol"/></identifiers><balance>8750000</balance><units>PA</units><curCd>USD</curCd><valUSD>10493129</valUSD><pctVal>0.276</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-05-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.597</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>KEURIG DR PEPPER INC</name><lei>DYTQ8KRTKO7Y2BVU5K74</lei><title>Keurig Dr Pepper Inc</title><cusip>49271VAJ9</cusip><identifiers><isin value="US49271VAJ98"/><ticker value="KDP"/><other otherDesc="BKWF8W0" value="Sedol"/></identifiers><balance>1072000</balance><units>PA</units><curCd>USD</curCd><valUSD>1185914</valUSD><pctVal>0.031</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>KEURIG DR PEPPER INC</name><lei>DYTQ8KRTKO7Y2BVU5K74</lei><title>Keurig Dr Pepper Inc</title><cusip>49271VAK6</cusip><identifiers><isin value="US49271VAK61"/><ticker value="KDP"/><other otherDesc="BL0MLQ5" value="Sedol"/></identifiers><balance>2450000</balance><units>PA</units><curCd>USD</curCd><valUSD>2794872</valUSD><pctVal>0.074</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>KEYSIGHT TECHNOLOGIES</name><lei>549300GLKVIO8YRCYN02</lei><title>Keysight Technologies Inc</title><cusip>49338LAF0</cusip><identifiers><isin value="US49338LAF04"/><ticker value="KEYS"/><other otherDesc="BK70TH2" value="Sedol"/></identifiers><balance>9657000</balance><units>PA</units><curCd>USD</curCd><valUSD>10445547</valUSD><pctVal>0.275</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-10-30</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>KINDER MORGAN INC</name><lei>549300WR7IX8XE0TBO16</lei><title>Kinder Morgan Inc/DE</title><cusip>49456BAP6</cusip><identifiers><isin value="US49456BAP67"/><ticker value="KMI"/><other otherDesc="BDR5VP0" value="Sedol"/></identifiers><balance>2642000</balance><units>PA</units><curCd>USD</curCd><valUSD>2993661</valUSD><pctVal>0.079</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>LAM RESEARCH CORP</name><lei>549300I4GMO6D34U1T02</lei><title>Lam Research Corp</title><cusip>512807AU2</cusip><identifiers><isin value="US512807AU29"/><ticker value="LRCX"/><other otherDesc="BFZ93F2" value="Sedol"/></identifiers><balance>1770000</balance><units>PA</units><curCd>USD</curCd><valUSD>2102983</valUSD><pctVal>0.055</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>LEIDOS INC</name><lei>5493006I78VIN6J1BQ95</lei><title>Leidos Inc</title><cusip>52532XAA3</cusip><identifiers><isin value="US52532XAA37"/><ticker value="LDOS"/><other otherDesc="BLB4193" value="Sedol"/></identifiers><balance>1177000</balance><units>PA</units><curCd>USD</curCd><valUSD>1226081</valUSD><pctVal>0.032</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>LEIDOS INC</name><lei>5493006I78VIN6J1BQ95</lei><title>Leidos Inc</title><cusip>52532XAC9</cusip><identifiers><isin value="US52532XAC92"/><ticker value="LDOS"/><other otherDesc="BLB41C6" value="Sedol"/></identifiers><balance>4564000</balance><units>PA</units><curCd>USD</curCd><valUSD>4973619</valUSD><pctVal>0.131</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>LEIDOS INC</name><lei>5493006I78VIN6J1BQ95</lei><title>Leidos Inc</title><cusip>52532XAE5</cusip><identifiers><isin value="US52532XAE58"/><ticker value="LDOS"/><other otherDesc="BLB4P46" value="Sedol"/></identifiers><balance>6442000</balance><units>PA</units><curCd>USD</curCd><valUSD>7256591</valUSD><pctVal>0.191</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>LEVEL 3 FINANCING INC</name><lei>N/A</lei><title>Level 3 Financing Inc</title><cusip>527298BQ5</cusip><identifiers><isin value="US527298BQ51"/><ticker value="LVLT"/><other otherDesc="BL4PZ57" value="Sedol"/></identifiers><balance>9043000</balance><units>PA</units><curCd>USD</curCd><valUSD>9534216</valUSD><pctVal>0.251</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.875</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>LOWE'S COS INC</name><lei>WAFCR4OKGSC504WU3E95</lei><title>LOWE'S COS INC</title><cusip>548661DT1</cusip><identifiers><isin value="US548661DT10"/><ticker value="LOW"/><other otherDesc="BMH9HC4" value="Sedol"/></identifiers><balance>4430000</balance><units>PA</units><curCd>USD</curCd><valUSD>5054936</valUSD><pctVal>0.133</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>LOWE'S COS INC</name><lei>WAFCR4OKGSC504WU3E95</lei><title>LOWE'S COS INC</title><cusip>548661DU8</cusip><identifiers><isin value="US548661DU82"/><ticker value="LOW"/><other otherDesc="BMH1W14" value="Sedol"/></identifiers><balance>4585000</balance><units>PA</units><curCd>USD</curCd><valUSD>5623559</valUSD><pctVal>0.148</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>LOWE'S COS INC</name><lei>WAFCR4OKGSC504WU3E95</lei><title>LOWE'S COS INC</title><cusip>548661DV6</cusip><identifiers><isin value="US548661DV65"/><ticker value="LOW"/><other otherDesc="BMH1W03" value="Sedol"/></identifiers><balance>3253000</balance><units>PA</units><curCd>USD</curCd><valUSD>4226029</valUSD><pctVal>0.111</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>LOWE'S COS INC</name><lei>WAFCR4OKGSC504WU3E95</lei><title>LOWE'S COS INC</title><cusip>548661DW4</cusip><identifiers><isin value="US548661DW49"/><ticker value="LOW"/><other otherDesc="BMGWDH1" value="Sedol"/></identifiers><balance>4448000</balance><units>PA</units><curCd>USD</curCd><valUSD>6139901</valUSD><pctVal>0.162</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.125</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MDC HOLDINGS INC</name><lei>5299005FV4VNV75R8R35</lei><title>MDC Holdings Inc</title><cusip>552676AR9</cusip><identifiers><isin value="US552676AR93"/><ticker value="MDC"/><other otherDesc="BHZLVW5" value="Sedol"/></identifiers><balance>6904000</balance><units>PA</units><curCd>USD</curCd><valUSD>7387280</valUSD><pctVal>0.194</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MGM RESORTS INTL</name><lei>54930066VBP7DZEGGJ87</lei><title>MGM Resorts International</title><cusip>552953BX8</cusip><identifiers><isin value="US552953BX80"/><ticker value="MGM"/><other otherDesc="B7MQJ41" value="Sedol"/></identifiers><balance>1065000</balance><units>PA</units><curCd>USD</curCd><valUSD>1083318</valUSD><pctVal>0.028</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MSCI INC</name><lei>549300HTIN2PD78UB763</lei><title>MSCI Inc</title><cusip>55354GAL4</cusip><identifiers><isin value="US55354GAL41"/><ticker value="MSCI"/><other otherDesc="BM9PSB6" value="Sedol"/></identifiers><balance>11791000</balance><units>PA</units><curCd>USD</curCd><valUSD>12026820</valUSD><pctVal>0.316</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.875</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MARS INC</name><lei>54930073HKEO6GZBSS03</lei><title>Mars Inc</title><cusip>571676AA3</cusip><identifiers><isin value="US571676AA35"/><ticker value="MARS"/><other otherDesc="BHND6G2" value="Sedol"/></identifiers><balance>4814000</balance><units>PA</units><curCd>USD</curCd><valUSD>5152691</valUSD><pctVal>0.136</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MARS INC</name><lei>54930073HKEO6GZBSS03</lei><title>Mars Inc</title><cusip>571676AH8</cusip><identifiers><isin value="US571676AH87"/><ticker value="MARS"/><other otherDesc="BHND5F4" value="Sedol"/></identifiers><balance>3471000</balance><units>PA</units><curCd>USD</curCd><valUSD>4450329</valUSD><pctVal>0.117</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2059-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MARRIOTT INTERNATIONAL</name><lei>225YDZ14ZO8E1TXUSU86</lei><title>Marriott International Inc</title><cusip>571903BD4</cusip><identifiers><isin value="US571903BD44"/><ticker value="MAR"/><other otherDesc="BMCJ8S2" value="Sedol"/></identifiers><balance>9356000</balance><units>PA</units><curCd>USD</curCd><valUSD>10196362</valUSD><pctVal>0.268</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MASTERCARD INC</name><lei>AR5L2ODV9HN37376R084</lei><title>MASTERCARD INC</title><cusip>57636QAP9</cusip><identifiers><isin value="US57636QAP90"/><ticker value="MA"/><other otherDesc="BMH9HD5" value="Sedol"/></identifiers><balance>4672000</balance><units>PA</units><curCd>USD</curCd><valUSD>5404715</valUSD><pctVal>0.142</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-26</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.35</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MASTERCARD INC</name><lei>AR5L2ODV9HN37376R084</lei><title>MASTERCARD INC</title><cusip>57636QAR5</cusip><identifiers><isin value="US57636QAR56"/><ticker value="MA"/><other otherDesc="BMH9M74" value="Sedol"/></identifiers><balance>3687000</balance><units>PA</units><curCd>USD</curCd><valUSD>4175162</valUSD><pctVal>0.11</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-03-26</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MCCORMICK &amp; CO</name><lei>549300JQQA6MQ4OJP259</lei><title>McCormick &amp; Co Inc/MD</title><cusip>579780AQ0</cusip><identifiers><isin value="US579780AQ09"/><ticker value="MKC"/><other otherDesc="BLB4M12" value="Sedol"/></identifiers><balance>3632000</balance><units>PA</units><curCd>USD</curCd><valUSD>3787856</valUSD><pctVal>0.1</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MCDONALD'S CORP</name><lei>UE2136O97NLB5BYP9H04</lei><title>McDonald's Corp</title><cusip>58013MFK5</cusip><identifiers><isin value="US58013MFK53"/><ticker value="MCD"/><other otherDesc="BK0WS12" value="Sedol"/></identifiers><balance>4975000</balance><units>PA</units><curCd>USD</curCd><valUSD>5513479</valUSD><pctVal>0.145</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MCDONALD'S CORP</name><lei>UE2136O97NLB5BYP9H04</lei><title>MCDONALD'S CORP</title><cusip>58013MFN9</cusip><identifiers><isin value="US58013MFN92"/><ticker value="MCD"/><other otherDesc="BLB1MD5" value="Sedol"/></identifiers><balance>1666000</balance><units>PA</units><curCd>USD</curCd><valUSD>1850820</valUSD><pctVal>0.049</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MCDONALD'S CORP</name><lei>UE2136O97NLB5BYP9H04</lei><title>MCDONALD'S CORP</title><cusip>58013MFP4</cusip><identifiers><isin value="US58013MFP41"/><ticker value="MCD"/><other otherDesc="BLD6KK1" value="Sedol"/></identifiers><balance>5238000</balance><units>PA</units><curCd>USD</curCd><valUSD>5946651</valUSD><pctVal>0.156</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MICROCHIP TECHNOLOGY INC</name><lei>5493007PTFULNYZJ1R12</lei><title>Microchip Technology Inc</title><cusip>595017AQ7</cusip><identifiers><isin value="US595017AQ75"/><ticker value="MCHP"/><other otherDesc="BMD6YY0" value="Sedol"/></identifiers><balance>9690000</balance><units>PA</units><curCd>USD</curCd><valUSD>9971567</valUSD><pctVal>0.262</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.67</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MICROCHIP TECHNOLOGY INC</name><lei>5493007PTFULNYZJ1R12</lei><title>Microchip Technology Inc</title><cusip>595017AS3</cusip><identifiers><isin value="US595017AS32"/><ticker value="MCHP"/><other otherDesc="BMW7NH0" value="Sedol"/></identifiers><balance>7592000</balance><units>PA</units><curCd>USD</curCd><valUSD>7654552</valUSD><pctVal>0.201</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MICRON TECHNOLOGY INC</name><lei>B3DXGBC8GAIYWI2Z0172</lei><title>Micron Technology Inc</title><cusip>595112BR3</cusip><identifiers><isin value="US595112BR36"/><ticker value="MU"/><other otherDesc="BMVM7D0" value="Sedol"/></identifiers><balance>9536000</balance><units>PA</units><curCd>USD</curCd><valUSD>9902564</valUSD><pctVal>0.261</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-24</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.497</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MOLINA HEALTHCARE INC</name><lei>549300NQQCEQ46YHZ591</lei><title>Molina Healthcare Inc</title><cusip>60855RAJ9</cusip><identifiers><isin value="US60855RAJ95"/><ticker value="MOH"/><other otherDesc="BMXTM34" value="Sedol"/></identifiers><balance>18522000</balance><units>PA</units><curCd>USD</curCd><valUSD>18568305</valUSD><pctVal>0.488</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MONDELEZ INTERNATIONAL</name><lei>549300DV9GIB88LZ5P30</lei><title>Mondelez International Inc</title><cusip>609207AS4</cusip><identifiers><isin value="US609207AS49"/><ticker value="MDLZ"/><other otherDesc="BL0MLR6" value="Sedol"/></identifiers><balance>1560000</balance><units>PA</units><curCd>USD</curCd><valUSD>1615743</valUSD><pctVal>0.043</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-13</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.125</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MORGAN STANLEY</name><lei>IGJSJL3JD5P30I6NJZ34</lei><title>Morgan Stanley</title><cusip>6174468Q5</cusip><identifiers><isin value="US6174468Q59"/><ticker value="MS"/><other otherDesc="BMYZ0Y8" value="Sedol"/></identifiers><balance>16424000</balance><units>PA</units><curCd>USD</curCd><valUSD>17081138</valUSD><pctVal>0.449</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-04-28</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.188</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MORGAN STANLEY</name><lei>IGJSJL3JD5P30I6NJZ34</lei><title>Morgan Stanley</title><cusip>61761JZN2</cusip><identifiers><isin value="US61761JZN26"/><ticker value="MS"/><other otherDesc="BWXTWR8" value="Sedol"/></identifiers><balance>11088000</balance><units>PA</units><curCd>USD</curCd><valUSD>12480014</valUSD><pctVal>0.328</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-04-23</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NGPL PIPECO LLC</name><lei>549300K3NT1HSQFEM073</lei><title>NGPL PipeCo LLC</title><cusip>62912XAE4</cusip><identifiers><isin value="US62912XAE40"/><ticker value="NGPLCO"/><other otherDesc="BD0B6F0" value="Sedol"/></identifiers><balance>12595000</balance><units>PA</units><curCd>USD</curCd><valUSD>12990734</valUSD><pctVal>0.342</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NRG ENERGY INC</name><lei>5E2UPK5SW04M13XY7I38</lei><title>NRG Energy Inc</title><cusip>629377CA8</cusip><identifiers><isin value="US629377CA80"/><ticker value="NRG"/><other otherDesc="BYYQJ60" value="Sedol"/></identifiers><balance>13050000</balance><units>PA</units><curCd>USD</curCd><valUSD>13767750</valUSD><pctVal>0.362</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NRG ENERGY INC</name><lei>5E2UPK5SW04M13XY7I38</lei><title>NRG Energy Inc</title><cusip>629377CC4</cusip><identifiers><isin value="US629377CC47"/><ticker value="NRG"/><other otherDesc="BYQJCN5" value="Sedol"/></identifiers><balance>5438000</balance><units>PA</units><curCd>USD</curCd><valUSD>5682710</valUSD><pctVal>0.149</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NETFLIX INC</name><lei>549300Y7VHGU0I7CE873</lei><title>Netflix Inc</title><cusip>64110LAY2</cusip><identifiers><isin value="US64110LAY20"/><ticker value="NFLX"/><other otherDesc="BMYZ0W6" value="Sedol"/></identifiers><balance>18900000</balance><units>PA</units><curCd>USD</curCd><valUSD>19041750</valUSD><pctVal>0.501</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NEXTERA ENERGY CAPITAL</name><lei>UMI46YPGBLUE4VGNNT48</lei><title>NextEra Energy Capital Holdings Inc</title><cusip>65339KBQ2</cusip><identifiers><isin value="US65339KBQ22"/><ticker value="NEE"/><other otherDesc="BM8GDJ3" value="Sedol"/></identifiers><balance>4046000</balance><units>PA</units><curCd>USD</curCd><valUSD>4368797</valUSD><pctVal>0.115</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NORDSTROM INC</name><lei>549300S3IZB5P35KNV16</lei><title>Nordstrom Inc</title><cusip>655664AT7</cusip><identifiers><isin value="US655664AT70"/><ticker value="JWN"/><other otherDesc="BJR2SL8" value="Sedol"/></identifiers><balance>9835000</balance><units>PA</units><curCd>USD</curCd><valUSD>7714628</valUSD><pctVal>0.203</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NORTHROP GRUMMAN CORP</name><lei>RIMU48P07456QXSO0R61</lei><title>NORTHROP GRUMMAN CORP</title><cusip>666807BS0</cusip><identifiers><isin value="US666807BS00"/><ticker value="NOC"/><other otherDesc="BLC8C02" value="Sedol"/></identifiers><balance>4373000</balance><units>PA</units><curCd>USD</curCd><valUSD>5300083</valUSD><pctVal>0.139</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NORTHROP GRUMMAN CORP</name><lei>RIMU48P07456QXSO0R61</lei><title>NORTHROP GRUMMAN CORP</title><cusip>666807BT8</cusip><identifiers><isin value="US666807BT82"/><ticker value="NOC"/><other otherDesc="BLGSGS4" value="Sedol"/></identifiers><balance>3168000</balance><units>PA</units><curCd>USD</curCd><valUSD>4215809</valUSD><pctVal>0.111</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.15</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NORTHROP GRUMMAN CORP</name><lei>RIMU48P07456QXSO0R61</lei><title>NORTHROP GRUMMAN CORP</title><cusip>666807BU5</cusip><identifiers><isin value="US666807BU55"/><ticker value="NOC"/><other otherDesc="BLC8C35" value="Sedol"/></identifiers><balance>1628000</balance><units>PA</units><curCd>USD</curCd><valUSD>2341034</valUSD><pctVal>0.062</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>O'REILLY AUTOMOTIVE INC</name><lei>549300K2RLMQL149Q332</lei><title>O'Reilly Automotive Inc</title><cusip>67103HAF4</cusip><identifiers><isin value="US67103HAF47"/><ticker value="ORLY"/><other otherDesc="BF954Y2" value="Sedol"/></identifiers><balance>217000</balance><units>PA</units><curCd>USD</curCd><valUSD>243831</valUSD><pctVal>0.006</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>O'REILLY AUTOMOTIVE INC</name><lei>549300K2RLMQL149Q332</lei><title>O'Reilly Automotive Inc</title><cusip>67103HAG2</cusip><identifiers><isin value="US67103HAG20"/><ticker value="ORLY"/><other otherDesc="BD9G894" value="Sedol"/></identifiers><balance>1675000</balance><units>PA</units><curCd>USD</curCd><valUSD>1952523</valUSD><pctVal>0.051</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.35</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>O'REILLY AUTOMOTIVE INC</name><lei>549300K2RLMQL149Q332</lei><title>O'Reilly Automotive Inc</title><cusip>67103HAH0</cusip><identifiers><isin value="US67103HAH03"/><ticker value="ORLY"/><other otherDesc="BK8KJS2" value="Sedol"/></identifiers><balance>9792000</balance><units>PA</units><curCd>USD</curCd><valUSD>11274581</valUSD><pctVal>0.297</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.9</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ONCOR ELECTRIC DELIVERY</name><lei>549300SP2X2BS1KERD24</lei><title>Oncor Electric Delivery Co LLC</title><cusip>68233JBP8</cusip><identifiers><isin value="US68233JBP84"/><ticker value="ONCRTX"/><other otherDesc="BL4PTW2" value="Sedol"/></identifiers><balance>9340000</balance><units>PA</units><curCd>USD</curCd><valUSD>11302648</valUSD><pctVal>0.297</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ONEOK INC</name><lei>2T3D6M0JSY48PSZI1Q41</lei><title>ONEOK Inc</title><cusip>682680BD4</cusip><identifiers><isin value="US682680BD48"/><ticker value="OKE"/><other otherDesc="BM93315" value="Sedol"/></identifiers><balance>2370000</balance><units>PA</units><curCd>USD</curCd><valUSD>2706325</valUSD><pctVal>0.071</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.85</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ONEOK INC</name><lei>2T3D6M0JSY48PSZI1Q41</lei><title>ONEOK Inc</title><cusip>682680BE2</cusip><identifiers><isin value="US682680BE21"/><ticker value="OKE"/><other otherDesc="BM93304" value="Sedol"/></identifiers><balance>5066000</balance><units>PA</units><curCd>USD</curCd><valUSD>5928948</valUSD><pctVal>0.156</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.35</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ONEOK INC</name><lei>2T3D6M0JSY48PSZI1Q41</lei><title>ONEOK Inc</title><cusip>682680BF9</cusip><identifiers><isin value="US682680BF95"/><ticker value="OKE"/><other otherDesc="BM9KMD1" value="Sedol"/></identifiers><balance>1323000</balance><units>PA</units><curCd>USD</curCd><valUSD>1606643</valUSD><pctVal>0.042</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.15</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>OTIS WORLDWIDE CORP</name><lei>549300ZLBKR8VSU25153</lei><title>OTIS WORLDWIDE CORP</title><cusip>68902VAD9</cusip><identifiers><isin value="US68902VAD91"/><ticker value="OTIS"/><other otherDesc="BL1LY39" value="Sedol"/></identifiers><balance>5195000</balance><units>PA</units><curCd>USD</curCd><valUSD>5444252</valUSD><pctVal>0.143</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-05</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.056</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PACIFIC GAS &amp; ELECTRIC</name><lei>1HNPXZSMMB7HMBMVBS46</lei><title>Pacific Gas and Electric Co</title><cusip>694308JF5</cusip><identifiers><isin value="US694308JF52"/><ticker value="PCG"/><other otherDesc="BMYQX42" value="Sedol"/></identifiers><balance>3538000</balance><units>PA</units><curCd>USD</curCd><valUSD>3494023</valUSD><pctVal>0.092</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.1</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PACIFIC GAS &amp; ELECTRIC</name><lei>1HNPXZSMMB7HMBMVBS46</lei><title>Pacific Gas and Electric Co</title><cusip>694308JG3</cusip><identifiers><isin value="US694308JG36"/><ticker value="PCG"/><other otherDesc="BMYXXW1" value="Sedol"/></identifiers><balance>7265000</balance><units>PA</units><curCd>USD</curCd><valUSD>7102264</valUSD><pctVal>0.187</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PAYPAL HOLDINGS INC</name><lei>5493005X2GO78EFZ3E94</lei><title>PayPal Holdings Inc</title><cusip>70450YAC7</cusip><identifiers><isin value="US70450YAC75"/><ticker value="PYPL"/><other otherDesc="BKZCC48" value="Sedol"/></identifiers><balance>4556000</balance><units>PA</units><curCd>USD</curCd><valUSD>4835591</valUSD><pctVal>0.127</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PAYPAL HOLDINGS INC</name><lei>5493005X2GO78EFZ3E94</lei><title>PAYPAL HOLDINGS INC</title><cusip>70450YAD5</cusip><identifiers><isin value="US70450YAD58"/><ticker value="PYPL"/><other otherDesc="BKZCC15" value="Sedol"/></identifiers><balance>9219000</balance><units>PA</units><curCd>USD</curCd><valUSD>10018577</valUSD><pctVal>0.264</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.65</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PAYPAL HOLDINGS INC</name><lei>5493005X2GO78EFZ3E94</lei><title>PayPal Holdings Inc</title><cusip>70450YAF0</cusip><identifiers><isin value="US70450YAF07"/><ticker value="PYPL"/><other otherDesc="BMD8026" value="Sedol"/></identifiers><balance>1819000</balance><units>PA</units><curCd>USD</curCd><valUSD>1856835</valUSD><pctVal>0.049</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.35</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PAYPAL HOLDINGS INC</name><lei>5493005X2GO78EFZ3E94</lei><title>PayPal Holdings Inc</title><cusip>70450YAH6</cusip><identifiers><isin value="US70450YAH62"/><ticker value="PYPL"/><other otherDesc="BMD8037" value="Sedol"/></identifiers><balance>3904000</balance><units>PA</units><curCd>USD</curCd><valUSD>4057023</valUSD><pctVal>0.107</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PAYPAL HOLDINGS INC</name><lei>5493005X2GO78EFZ3E94</lei><title>PayPal Holdings Inc</title><cusip>70450YAJ2</cusip><identifiers><isin value="US70450YAJ29"/><ticker value="PYPL"/><other otherDesc="BMD8004" value="Sedol"/></identifiers><balance>5378000</balance><units>PA</units><curCd>USD</curCd><valUSD>5856108</valUSD><pctVal>0.154</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PEPSICO INC</name><lei>FJSUNZKFNQ5YPJ5OT455</lei><title>PEPSICO INC</title><cusip>713448EQ7</cusip><identifiers><isin value="US713448EQ79"/><ticker value="PEP"/><other otherDesc="BLRBCF1" value="Sedol"/></identifiers><balance>4841000</balance><units>PA</units><curCd>USD</curCd><valUSD>5178264</valUSD><pctVal>0.136</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-19</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PEPSICO INC</name><lei>FJSUNZKFNQ5YPJ5OT455</lei><title>PEPSICO INC</title><cusip>713448ER5</cusip><identifiers><isin value="US713448ER52"/><ticker value="PEP"/><other otherDesc="BLPTFR0" value="Sedol"/></identifiers><balance>1496000</balance><units>PA</units><curCd>USD</curCd><valUSD>1635097</valUSD><pctVal>0.043</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-03-19</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PFIZER INC</name><lei>765LHXWGK1KXCLTFYQ30</lei><title>PFIZER INC</title><cusip>717081EW9</cusip><identifiers><isin value="US717081EW90"/><ticker value="PFE"/><other otherDesc="BLCCBV8" value="Sedol"/></identifiers><balance>2206000</balance><units>PA</units><curCd>USD</curCd><valUSD>2426839</valUSD><pctVal>0.064</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PHILLIPS 66</name><lei>5493005JBO5YSIGK1814</lei><title>Phillips 66</title><cusip>718546AU8</cusip><identifiers><isin value="US718546AU85"/><ticker value="PSX"/><other otherDesc="BKY6337" value="Sedol"/></identifiers><balance>1967000</balance><units>PA</units><curCd>USD</curCd><valUSD>2102708</valUSD><pctVal>0.055</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-06</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PHILLIPS 66</name><lei>5493005JBO5YSIGK1814</lei><title>Phillips 66</title><cusip>718546AV6</cusip><identifiers><isin value="US718546AV68"/><ticker value="PSX"/><other otherDesc="BL0MLS7" value="Sedol"/></identifiers><balance>1967000</balance><units>PA</units><curCd>USD</curCd><valUSD>2180249</valUSD><pctVal>0.057</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-09</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.85</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PLAINS ALL AMER PIPELINE</name><lei>5521FA2ITF25TVH63740</lei><title>Plains All American Pipeline LP / PAA Finance Corp</title><cusip>72650RBJ0</cusip><identifiers><isin value="US72650RBJ05"/><ticker value="PAA"/><other otherDesc="BYX08D3" value="Sedol"/></identifiers><balance>4295000</balance><units>PA</units><curCd>USD</curCd><valUSD>4586621</valUSD><pctVal>0.121</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.65</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>RELX CAPITAL INC</name><lei>2R15C3RTKJN1RCBOV146</lei><title>RELX Capital Inc</title><cusip>74949LAD4</cusip><identifiers><isin value="US74949LAD47"/><ticker value="RELLN"/><other otherDesc="BM9BZ02" value="Sedol"/></identifiers><balance>5281000</balance><units>PA</units><curCd>USD</curCd><valUSD>5718601</valUSD><pctVal>0.15</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>RAYMOND JAMES FINANCIAL</name><lei>RGUZHJ05YTITL6D76949</lei><title>Raymond James Financial Inc</title><cusip>754730AD1</cusip><identifiers><isin value="US754730AD12"/><ticker value="RJF"/><other otherDesc="B71LP05" value="Sedol"/></identifiers><balance>3597000</balance><units>PA</units><curCd>USD</curCd><valUSD>4098856</valUSD><pctVal>0.108</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>RAYMOND JAMES FINANCIAL</name><lei>RGUZHJ05YTITL6D76949</lei><title>Raymond James Financial Inc</title><cusip>754730AF6</cusip><identifiers><isin value="US754730AF69"/><ticker value="RJF"/><other otherDesc="BYP6KY4" value="Sedol"/></identifiers><balance>6881000</balance><units>PA</units><curCd>USD</curCd><valUSD>8320765</valUSD><pctVal>0.219</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>RAYMOND JAMES FINANCIAL</name><lei>RGUZHJ05YTITL6D76949</lei><title>Raymond James Financial Inc</title><cusip>754730AG4</cusip><identifiers><isin value="US754730AG43"/><ticker value="RJF"/><other otherDesc="BK8TZ25" value="Sedol"/></identifiers><balance>1251000</balance><units>PA</units><curCd>USD</curCd><valUSD>1495560</valUSD><pctVal>0.039</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.65</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>REALTY INCOME CORP</name><lei>549300CUWDAUZSH43859</lei><title>Realty Income Corp</title><cusip>756109AX2</cusip><identifiers><isin value="US756109AX24"/><ticker value="O"/><other otherDesc="BMTQ2Q2" value="Sedol"/></identifiers><balance>7474000</balance><units>PA</units><curCd>USD</curCd><valUSD>8084128</valUSD><pctVal>0.213</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>RELIANCE STEEL &amp; ALUM</name><lei>549300E287ZOFT3C5Z56</lei><title>Reliance Steel &amp; Aluminum Co</title><cusip>759509AE2</cusip><identifiers><isin value="US759509AE27"/><ticker value="RS"/><other otherDesc="B7T6ZB3" value="Sedol"/></identifiers><balance>11297000</balance><units>PA</units><curCd>USD</curCd><valUSD>12133898</valUSD><pctVal>0.319</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SVB FINANCIAL GROUP</name><lei>549300D2KJ20JMXE7542</lei><title>SVB Financial Group</title><cusip>78486QAE1</cusip><identifiers><isin value="US78486QAE17"/><ticker value="SIVB"/><other otherDesc="BM9SDK9" value="Sedol"/></identifiers><balance>18961000</balance><units>PA</units><curCd>USD</curCd><valUSD>20304744</valUSD><pctVal>0.534</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-06-05</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.125</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CHARLES SCHWAB CORP</name><lei>549300VSGCJ7E698NM85</lei><title>CHARLES SCHWAB CORP</title><cusip>808513BB0</cusip><identifiers><isin value="US808513BB02"/><ticker value="SCHW"/><other otherDesc="BLQYG04" value="Sedol"/></identifiers><balance>5325000</balance><units>PA</units><curCd>USD</curCd><valUSD>6108166</valUSD><pctVal>0.161</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-24</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CHARLES SCHWAB CORP</name><lei>549300VSGCJ7E698NM85</lei><title>Charles Schwab Corp</title><cusip>808513BD6</cusip><identifiers><isin value="US808513BD67"/><ticker value="SCHW"/><other otherDesc="BMDWQR5" value="Sedol"/></identifiers><balance>16972000</balance><units>PA</units><curCd>USD</curCd><valUSD>18131527</valUSD><pctVal>0.477</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SIRIUS XM RADIO INC</name><lei>WP5O65E6BMU84LNO4227</lei><title>Sirius XM Radio Inc</title><cusip>82967NBG2</cusip><identifiers><isin value="US82967NBG25"/><ticker value="SIRI"/><other otherDesc="BLFGN11" value="Sedol"/></identifiers><balance>12312000</balance><units>PA</units><curCd>USD</curCd><valUSD>12145296</valUSD><pctVal>0.32</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.125</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JM SMUCKER CO</name><lei>5493000WDH6A0LHDJD55</lei><title>JM SMUCKER CO</title><cusip>832696AS7</cusip><identifiers><isin value="US832696AS78"/><ticker value="SJM"/><other otherDesc="BLG5C76" value="Sedol"/></identifiers><balance>5522000</balance><units>PA</units><curCd>USD</curCd><valUSD>5636657</valUSD><pctVal>0.148</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JM SMUCKER CO</name><lei>5493000WDH6A0LHDJD55</lei><title>JM SMUCKER CO</title><cusip>832696AT5</cusip><identifiers><isin value="US832696AT51"/><ticker value="SJM"/><other otherDesc="BLGBMH4" value="Sedol"/></identifiers><balance>2595000</balance><units>PA</units><curCd>USD</curCd><valUSD>2676245</valUSD><pctVal>0.07</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.55</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SOUTHERN CO</name><lei>549300FC3G3YU2FBZD92</lei><title>Southern Co</title><cusip>842587DE4</cusip><identifiers><isin value="US842587DE49"/><ticker value="SO"/><other otherDesc="BM83DQ1" value="Sedol"/></identifiers><balance>9205000</balance><units>PA</units><curCd>USD</curCd><valUSD>10505870</valUSD><pctVal>0.276</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-30</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>STEEL DYNAMICS INC</name><lei>549300HGGKEL4FYTTQ83</lei><title>Steel Dynamics Inc</title><cusip>858119BD1</cusip><identifiers><isin value="US858119BD11"/><ticker value="STLD"/><other otherDesc="BXC8745" value="Sedol"/></identifiers><balance>2913000</balance><units>PA</units><curCd>USD</curCd><valUSD>2993108</valUSD><pctVal>0.079</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SYSCO CORPORATION</name><lei>5RGWIFLMGH3YS7KWI652</lei><title>Sysco Corp</title><cusip>871829BK2</cusip><identifiers><isin value="US871829BK24"/><ticker value="SYY"/><other otherDesc="BL4PNB9" value="Sedol"/></identifiers><balance>2203000</balance><units>PA</units><curCd>USD</curCd><valUSD>2177141</valUSD><pctVal>0.057</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SYSCO CORPORATION</name><lei>5RGWIFLMGH3YS7KWI652</lei><title>Sysco Corp</title><cusip>871829BL0</cusip><identifiers><isin value="US871829BL07"/><ticker value="SYY"/><other otherDesc="BM5M5P4" value="Sedol"/></identifiers><balance>7425000</balance><units>PA</units><curCd>USD</curCd><valUSD>9304050</valUSD><pctVal>0.245</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SYSCO CORPORATION</name><lei>5RGWIFLMGH3YS7KWI652</lei><title>Sysco Corp</title><cusip>871829BM8</cusip><identifiers><isin value="US871829BM89"/><ticker value="SYY"/><other otherDesc="BM5M5S7" value="Sedol"/></identifiers><balance>3669000</balance><units>PA</units><curCd>USD</curCd><valUSD>4965947</valUSD><pctVal>0.131</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SYSCO CORPORATION</name><lei>5RGWIFLMGH3YS7KWI652</lei><title>Sysco Corp</title><cusip>871829BN6</cusip><identifiers><isin value="US871829BN62"/><ticker value="SYY"/><other otherDesc="BM5M5Q5" value="Sedol"/></identifiers><balance>6048000</balance><units>PA</units><curCd>USD</curCd><valUSD>8308285</valUSD><pctVal>0.219</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SYSCO CORPORATION</name><lei>5RGWIFLMGH3YS7KWI652</lei><title>Sysco Corp</title><cusip>871829BP1</cusip><identifiers><isin value="US871829BP11"/><ticker value="SYY"/><other otherDesc="BM5M5M1" value="Sedol"/></identifiers><balance>6775000</balance><units>PA</units><curCd>USD</curCd><valUSD>7925770</valUSD><pctVal>0.208</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.65</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>T-MOBILE USA INC</name><lei>549300V2JRLO5DIFGE82</lei><title>T-Mobile USA Inc</title><cusip>87264AAN5</cusip><identifiers><isin value="US87264AAN54"/><ticker value="TMUS"/><other otherDesc="BQQP8Z1" value="Sedol"/></identifiers><balance>10987000</balance><units>PA</units><curCd>USD</curCd><valUSD>11289142</valUSD><pctVal>0.297</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>T-MOBILE USA INC</name><lei>549300V2JRLO5DIFGE82</lei><title>T-Mobile USA Inc</title><cusip>87264ABA2</cusip><identifiers><isin value="US87264ABA25"/><ticker value="TMUS"/><other otherDesc="BMBLZK0" value="Sedol"/></identifiers><balance>3162000</balance><units>PA</units><curCd>USD</curCd><valUSD>3446643</valUSD><pctVal>0.091</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>T-MOBILE USA INC</name><lei>549300V2JRLO5DIFGE82</lei><title>T-Mobile USA Inc</title><cusip>87264ABC8</cusip><identifiers><isin value="US87264ABC80"/><ticker value="TMUS"/><other otherDesc="BMBLZS8" value="Sedol"/></identifiers><balance>12599000</balance><units>PA</units><curCd>USD</curCd><valUSD>13978590</valUSD><pctVal>0.368</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>T-MOBILE USA INC</name><lei>549300V2JRLO5DIFGE82</lei><title>T-Mobile USA Inc</title><cusip>87264ABE4</cusip><identifiers><isin value="US87264ABE47"/><ticker value="TMUS"/><other otherDesc="BMBLZM2" value="Sedol"/></identifiers><balance>2421000</balance><units>PA</units><curCd>USD</curCd><valUSD>2698374</valUSD><pctVal>0.071</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.875</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>T-MOBILE USA INC</name><lei>549300V2JRLO5DIFGE82</lei><title>T-Mobile USA Inc</title><cusip>87264ABG9</cusip><identifiers><isin value="US87264ABG94"/><ticker value="TMUS"/><other otherDesc="BLB3059" value="Sedol"/></identifiers><balance>5280000</balance><units>PA</units><curCd>USD</curCd><valUSD>5279630</valUSD><pctVal>0.139</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>T-MOBILE USA INC</name><lei>549300V2JRLO5DIFGE82</lei><title>T-Mobile USA Inc</title><cusip>87264ABH7</cusip><identifiers><isin value="US87264ABH77"/><ticker value="TMUS"/><other otherDesc="BLB3093" value="Sedol"/></identifiers><balance>4054000</balance><units>PA</units><curCd>USD</curCd><valUSD>4055905</valUSD><pctVal>0.107</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.05</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>T-MOBILE USA INC</name><lei>549300V2JRLO5DIFGE82</lei><title>T-Mobile USA Inc</title><cusip>87264ABJ3</cusip><identifiers><isin value="US87264ABJ34"/><ticker value="TMUS"/><other otherDesc="BLB3060" value="Sedol"/></identifiers><balance>6600000</balance><units>PA</units><curCd>USD</curCd><valUSD>6623232</valUSD><pctVal>0.174</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.55</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>THERMO FISHER SCIENTIFIC</name><lei>HCHV7422L5HDJZCRFL38</lei><title>Thermo Fisher Scientific Inc</title><cusip>883556CF7</cusip><identifiers><isin value="US883556CF73"/><ticker value="TMO"/><other otherDesc="BMFVFH3" value="Sedol"/></identifiers><balance>2986000</balance><units>PA</units><curCd>USD</curCd><valUSD>3410521</valUSD><pctVal>0.09</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.133</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>THERMO FISHER SCIENTIFIC</name><lei>HCHV7422L5HDJZCRFL38</lei><title>Thermo Fisher Scientific Inc</title><cusip>883556CG5</cusip><identifiers><isin value="US883556CG56"/><ticker value="TMO"/><other otherDesc="BMFVFN9" value="Sedol"/></identifiers><balance>7002000</balance><units>PA</units><curCd>USD</curCd><valUSD>8661143</valUSD><pctVal>0.228</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.497</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GLOBAL PAYMENTS INC</name><lei>549300NOMHGVQBX6S778</lei><title>Total System Services Inc</title><cusip>891906AC3</cusip><identifiers><isin value="US891906AC37"/><ticker value="GPN"/><other otherDesc="BD1DGK0" value="Sedol"/></identifiers><balance>17063000</balance><units>PA</units><curCd>USD</curCd><valUSD>20007059</valUSD><pctVal>0.526</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TRANSCONT GAS PIPE LINE</name><lei>N/A</lei><title>Transcontinental Gas Pipe Line Co LLC</title><cusip>893574AN3</cusip><identifiers><isin value="US893574AN31"/><ticker value="WMB"/><other otherDesc="BMTCP05" value="Sedol"/></identifiers><balance>7244000</balance><units>PA</units><curCd>USD</curCd><valUSD>7735957</valUSD><pctVal>0.204</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TRANSCONT GAS PIPE LINE</name><lei>N/A</lei><title>Transcontinental Gas Pipe Line Co LLC</title><cusip>893574AQ6</cusip><identifiers><isin value="US893574AQ61"/><ticker value="WMB"/><other otherDesc="BMTCNZ6" value="Sedol"/></identifiers><balance>4522000</balance><units>PA</units><curCd>USD</curCd><valUSD>4839411</valUSD><pctVal>0.127</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TRIMBLE INC</name><lei>549300E2MI7NSZFQWS19</lei><title>Trimble Inc</title><cusip>896239AA8</cusip><identifiers><isin value="US896239AA85"/><ticker value="TRMB"/><other otherDesc="BD7FB49" value="Sedol"/></identifiers><balance>17381000</balance><units>PA</units><curCd>USD</curCd><valUSD>18908960</valUSD><pctVal>0.497</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TRIMBLE INC</name><lei>549300E2MI7NSZFQWS19</lei><title>Trimble Inc</title><cusip>896239AC4</cusip><identifiers><isin value="US896239AC42"/><ticker value="TRMB"/><other otherDesc="BF4L962" value="Sedol"/></identifiers><balance>17331000</balance><units>PA</units><curCd>USD</curCd><valUSD>19890062</valUSD><pctVal>0.523</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.9</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>USAA CAPITAL CORP</name><lei>N/A</lei><title>USAA Capital Corp</title><cusip>90327QD55</cusip><identifiers><isin value="US90327QD552"/><ticker value="USAACA"/><other otherDesc="BMCJKR5" value="Sedol"/></identifiers><balance>430000</balance><units>PA</units><curCd>USD</curCd><valUSD>442714</valUSD><pctVal>0.012</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.125</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>UNITED PARCEL SERVICE</name><lei>D01LMJZU09ULLNCY6Z23</lei><title>United Parcel Service Inc</title><cusip>911312BV7</cusip><identifiers><isin value="US911312BV78"/><ticker value="UPS"/><other otherDesc="BLGSGR3" value="Sedol"/></identifiers><balance>1404000</balance><units>PA</units><curCd>USD</curCd><valUSD>1937818</valUSD><pctVal>0.051</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>UNITED PARCEL SERVICE</name><lei>D01LMJZU09ULLNCY6Z23</lei><title>United Parcel Service Inc</title><cusip>911312BW5</cusip><identifiers><isin value="US911312BW51"/><ticker value="UPS"/><other otherDesc="BL98SZ2" value="Sedol"/></identifiers><balance>3035000</balance><units>PA</units><curCd>USD</curCd><valUSD>4336141</valUSD><pctVal>0.114</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>UNITED PARCEL SERVICE</name><lei>D01LMJZU09ULLNCY6Z23</lei><title>United Parcel Service Inc</title><cusip>911312BX3</cusip><identifiers><isin value="US911312BX35"/><ticker value="UPS"/><other otherDesc="BLC8C24" value="Sedol"/></identifiers><balance>3072000</balance><units>PA</units><curCd>USD</curCd><valUSD>3487312</valUSD><pctVal>0.092</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.9</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>912810QX9</cusip><identifiers><isin value="US912810QX90"/><ticker value="UST1"/><other otherDesc="B75JF50" value="Sedol"/></identifiers><balance>69547500</balance><units>PA</units><curCd>USD</curCd><valUSD>89143051</valUSD><pctVal>2.345</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>912810SK5</cusip><identifiers><isin value="US912810SK51"/><ticker value="UST1"/><other otherDesc="BKVKB94" value="Sedol"/></identifiers><balance>40096300</balance><units>PA</units><curCd>USD</curCd><valUSD>49498569</valUSD><pctVal>1.302</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>912810SL3</cusip><identifiers><isin value="US912810SL35"/><ticker value="UST1"/><other otherDesc="BK8ZZ34" value="Sedol"/></identifiers><balance>78001600</balance><units>PA</units><curCd>USD</curCd><valUSD>89212854</valUSD><pctVal>2.347</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>912810SR0</cusip><identifiers><isin value="US912810SR05"/><ticker value="UST1"/><other otherDesc="BMFKWB3" value="Sedol"/></identifiers><balance>40696000</balance><units>PA</units><curCd>USD</curCd><valUSD>40311296</valUSD><pctVal>1.06</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.125</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>912828Z94</cusip><identifiers><isin value="US912828Z948"/><ticker value="UST1"/><other otherDesc="BK8ZZ12" value="Sedol"/></identifiers><balance>8495700</balance><units>PA</units><curCd>USD</curCd><valUSD>9182989</valUSD><pctVal>0.242</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>912828ZF0</cusip><identifiers><isin value="US912828ZF00"/><ticker value="UST1"/><other otherDesc="BKPSY51" value="Sedol"/></identifiers><balance>3400</balance><units>PA</units><curCd>USD</curCd><valUSD>3436</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-31</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>912828ZL7</cusip><identifiers><isin value="US912828ZL77"/><ticker value="UST1"/><other otherDesc="BMWWQN2" value="Sedol"/></identifiers><balance>3970000</balance><units>PA</units><curCd>USD</curCd><valUSD>3987989</valUSD><pctVal>0.105</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-30</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>US TREASURY N/B</title><cusip>912828ZQ6</cusip><identifiers><isin value="US912828ZQ64"/><ticker value="UST1"/><other otherDesc="BMHCRF6" value="Sedol"/></identifiers><balance>149700</balance><units>PA</units><curCd>USD</curCd><valUSD>149244</valUSD><pctVal>0.004</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>UPJOHN INC</name><lei>N/A</lei><title>Upjohn Inc</title><cusip>91533BAB6</cusip><identifiers><isin value="US91533BAB62"/><ticker value="UPJOHN"/><other otherDesc="BL57WL7" value="Sedol"/></identifiers><balance>1483000</balance><units>PA</units><curCd>USD</curCd><valUSD>1511851</valUSD><pctVal>0.04</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-06-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.65</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>UPJOHN INC</name><lei>N/A</lei><title>Upjohn Inc</title><cusip>91533BAC4</cusip><identifiers><isin value="US91533BAC46"/><ticker value="UPJOHN"/><other otherDesc="BL57WW8" value="Sedol"/></identifiers><balance>1724000</balance><units>PA</units><curCd>USD</curCd><valUSD>1779805</valUSD><pctVal>0.047</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-06-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>UPJOHN INC</name><lei>N/A</lei><title>Upjohn Inc</title><cusip>91533BAE0</cusip><identifiers><isin value="US91533BAE02"/><ticker value="UPJOHN"/><other otherDesc="BL57WX9" value="Sedol"/></identifiers><balance>1720000</balance><units>PA</units><curCd>USD</curCd><valUSD>1844666</valUSD><pctVal>0.049</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-06-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.85</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>VERIZON COMMUNICATIONS</name><lei>2S72QS2UO2OESLG6Y829</lei><title>Verizon Communications Inc</title><cusip>92343VCK8</cusip><identifiers><isin value="US92343VCK89"/><ticker value="VZ"/><other otherDesc="BWC4YL2" value="Sedol"/></identifiers><balance>3670000</balance><units>PA</units><curCd>USD</curCd><valUSD>4988999</valUSD><pctVal>0.131</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-08-21</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.862</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>VERIZON COMMUNICATIONS</name><lei>2S72QS2UO2OESLG6Y829</lei><title>Verizon Communications Inc</title><cusip>92343VCX0</cusip><identifiers><isin value="US92343VCX01"/><ticker value="VZ"/><other otherDesc="BYRLSF4" value="Sedol"/></identifiers><balance>1355000</balance><units>PA</units><curCd>USD</curCd><valUSD>1790584</valUSD><pctVal>0.047</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.522</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>VERIZON COMMUNICATIONS</name><lei>2S72QS2UO2OESLG6Y829</lei><title>Verizon Communications Inc</title><cusip>92343VDD3</cusip><identifiers><isin value="US92343VDD38"/><ticker value="VZ"/><other otherDesc="BY7RR33" value="Sedol"/></identifiers><balance>6528000</balance><units>PA</units><curCd>USD</curCd><valUSD>7102781</valUSD><pctVal>0.187</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>VERIZON COMMUNICATIONS</name><lei>2S72QS2UO2OESLG6Y829</lei><title>Verizon Communications Inc</title><cusip>92343VFD1</cusip><identifiers><isin value="US92343VFD10"/><ticker value="VZ"/><other otherDesc="BLPTDY3" value="Sedol"/></identifiers><balance>2801000</balance><units>PA</units><curCd>USD</curCd><valUSD>3526181</valUSD><pctVal>0.093</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>VERIZON COMMUNICATIONS</name><lei>2S72QS2UO2OESLG6Y829</lei><title>Verizon Communications Inc</title><cusip>92343VFF6</cusip><identifiers><isin value="US92343VFF67"/><ticker value="VZ"/><other otherDesc="BLB7G19" value="Sedol"/></identifiers><balance>3244000</balance><units>PA</units><curCd>USD</curCd><valUSD>3598083</valUSD><pctVal>0.095</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-03-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>VERISK ANALYTICS INC</name><lei>549300I1YSWNIRKBWP67</lei><title>Verisk Analytics Inc</title><cusip>92345YAE6</cusip><identifiers><isin value="US92345YAE68"/><ticker value="VRSK"/><other otherDesc="BXPB5K3" value="Sedol"/></identifiers><balance>6770000</balance><units>PA</units><curCd>USD</curCd><valUSD>9281429</valUSD><pctVal>0.244</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>VERISK ANALYTICS INC</name><lei>549300I1YSWNIRKBWP67</lei><title>Verisk Analytics Inc</title><cusip>92345YAG1</cusip><identifiers><isin value="US92345YAG17"/><ticker value="VRSK"/><other otherDesc="BMW8481" value="Sedol"/></identifiers><balance>718000</balance><units>PA</units><curCd>USD</curCd><valUSD>813356</valUSD><pctVal>0.021</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>VMWARE INC</name><lei>549300BUDHS3LRWBE814</lei><title>VMware Inc</title><cusip>928563AD7</cusip><identifiers><isin value="US928563AD71"/><ticker value="VMW"/><other otherDesc="BM9L5P7" value="Sedol"/></identifiers><balance>4958000</balance><units>PA</units><curCd>USD</curCd><valUSD>5424510</valUSD><pctVal>0.143</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>VMWARE INC</name><lei>549300BUDHS3LRWBE814</lei><title>VMware Inc</title><cusip>928563AE5</cusip><identifiers><isin value="US928563AE54"/><ticker value="VMW"/><other otherDesc="BM9L3S6" value="Sedol"/></identifiers><balance>5562000</balance><units>PA</units><curCd>USD</curCd><valUSD>6151323</valUSD><pctVal>0.162</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.65</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>VULCAN MATERIALS CO</name><lei>549300Q8LSNHAVWBNI21</lei><title>Vulcan Materials Co</title><cusip>929160AZ2</cusip><identifiers><isin value="US929160AZ21"/><ticker value="VMC"/><other otherDesc="BL5DCX7" value="Sedol"/></identifiers><balance>4127000</balance><units>PA</units><curCd>USD</curCd><valUSD>4481598</valUSD><pctVal>0.118</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WELLS FARGO &amp; COMPANY</name><lei>PBLD0EJDB5FWOLXP3B76</lei><title>Wells Fargo &amp; Co</title><cusip>949746RN3</cusip><identifiers><isin value="US949746RN35"/><ticker value="WFC"/><other otherDesc="BVFJP14" value="Sedol"/></identifiers><balance>8941000</balance><units>PA</units><curCd>USD</curCd><valUSD>9293007</valUSD><pctVal>0.244</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.875</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WELLS FARGO &amp; COMPANY</name><lei>PBLD0EJDB5FWOLXP3B76</lei><title>Wells Fargo &amp; Co</title><cusip>95000U2K8</cusip><identifiers><isin value="US95000U2K82"/><ticker value="WFC"/><other otherDesc="BK8ZKC8" value="Sedol"/></identifiers><balance>16405000</balance><units>PA</units><curCd>USD</curCd><valUSD>16931441</valUSD><pctVal>0.445</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-02-11</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.164</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WELLS FARGO &amp; COMPANY</name><lei>PBLD0EJDB5FWOLXP3B76</lei><title>Wells Fargo &amp; Co</title><cusip>95000U2N2</cusip><identifiers><isin value="US95000U2N22"/><ticker value="WFC"/><other otherDesc="BMYML35" value="Sedol"/></identifiers><balance>9449000</balance><units>PA</units><curCd>USD</curCd><valUSD>9769957</valUSD><pctVal>0.257</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-04-30</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.188</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WELLS FARGO &amp; COMPANY</name><lei>PBLD0EJDB5FWOLXP3B76</lei><title>Wells Fargo &amp; Co</title><cusip>95000U2R3</cusip><identifiers><isin value="US95000U2R36"/><ticker value="WFC"/><other otherDesc="BMDPPV1" value="Sedol"/></identifiers><balance>8357000</balance><units>PA</units><curCd>USD</curCd><valUSD>8492333</valUSD><pctVal>0.223</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-06-02</maturityDt><couponKind>Variable</couponKind><annualizedRt>1.654</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WESTINGHOUSE AIR BRAKE</name><lei>06BTX5UWZD0GQ5N5Y745</lei><title>Wabtec Corp</title><cusip>960386AL4</cusip><identifiers><isin value="US960386AL46"/><ticker value="WAB"/><other otherDesc="BYXGKP7" value="Sedol"/></identifiers><balance>5844000</balance><units>PA</units><curCd>USD</curCd><valUSD>6015700</valUSD><pctVal>0.158</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.45</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WESTINGHOUSE AIR BRAKE</name><lei>06BTX5UWZD0GQ5N5Y745</lei><title>Wabtec Corp</title><cusip>960386AM2</cusip><identifiers><isin value="US960386AM29"/><ticker value="WAB"/><other otherDesc="BGKCBF9" value="Sedol"/></identifiers><balance>13373000</balance><units>PA</units><curCd>USD</curCd><valUSD>14879709</valUSD><pctVal>0.391</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WESTINGHOUSE AIR BRAKE</name><lei>06BTX5UWZD0GQ5N5Y745</lei><title>Wabtec Corp</title><cusip>960386AN0</cusip><identifiers><isin value="US960386AN02"/><ticker value="WAB"/><other otherDesc="BGKCBH1" value="Sedol"/></identifiers><balance>3110000</balance><units>PA</units><curCd>USD</curCd><valUSD>3297046</valUSD><pctVal>0.087</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WESTINGHOUSE AIR BRAKE</name><lei>06BTX5UWZD0GQ5N5Y745</lei><title>Westinghouse Air Brake Technologies Corp</title><cusip>960386AQ3</cusip><identifiers><isin value="US960386AQ33"/><ticker value="WAB"/><other otherDesc="BMYFD16" value="Sedol"/></identifiers><balance>7868000</balance><units>PA</units><curCd>USD</curCd><valUSD>8032199</valUSD><pctVal>0.211</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WPX ENERGY INC</name><lei>ZXZE9GCS2BB547GJW219</lei><title>WPX Energy Inc</title><cusip>98212BAL7</cusip><identifiers><isin value="US98212BAL71"/><ticker value="WPX"/><other otherDesc="BL3BQT7" value="Sedol"/></identifiers><balance>8962000</balance><units>PA</units><curCd>USD</curCd><valUSD>7918913</valUSD><pctVal>0.208</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ABBVIE INC</name><lei>FR5LCKFTG8054YNNRU85</lei><title>AbbVie Inc</title><cusip>00287YCF4</cusip><identifiers><isin value="US00287YCF43"/><ticker value="ABBV"/><other otherDesc="BLD7MJ7" value="Sedol"/></identifiers><balance>10007000</balance><units>PA</units><curCd>USD</curCd><valUSD>10396394</valUSD><pctVal>0.273</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.45</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ABBVIE INC</name><lei>FR5LCKFTG8054YNNRU85</lei><title>AbbVie Inc</title><cusip>00287YDC0</cusip><identifiers><isin value="US00287YDC03"/><ticker value="ABBV"/><other otherDesc="BLCWGN5" value="Sedol"/></identifiers><balance>6294000</balance><units>PA</units><curCd>USD</curCd><valUSD>7018042</valUSD><pctVal>0.185</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ALIMENTATION COUCHE-TARD</name><lei>549300OSW32RVX8CCZ87</lei><title>Alimentation Couche-Tard Inc</title><cusip>01626PAM8</cusip><identifiers><isin value="US01626PAM86"/><ticker value="ATDBCN"/><other otherDesc="BKMH5Q9" value="Sedol"/></identifiers><balance>2336000</balance><units>PA</units><curCd>USD</curCd><valUSD>2421520</valUSD><pctVal>0.064</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.95</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BAE SYSTEMS PLC</name><lei>8SVCSVKSGDWMW2QHOH83</lei><title>BAE Systems PLC</title><cusip>05523RAD9</cusip><identifiers><isin value="US05523RAD98"/><ticker value="BALN"/><other otherDesc="BKY6326" value="Sedol"/></identifiers><balance>3443000</balance><units>PA</units><curCd>USD</curCd><valUSD>3754875</valUSD><pctVal>0.099</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>GB</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BNP PARIBAS</name><lei>R0MUWSFPU8MPRO8K5P83</lei><title>BNP Paribas SA</title><cusip>09659W2G8</cusip><identifiers><isin value="US09659W2G82"/><ticker value="BNP"/><other otherDesc="BJ7X7W5" value="Sedol"/></identifiers><balance>5841000</balance><units>PA</units><curCd>USD</curCd><valUSD>6464862</valUSD><pctVal>0.17</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-01-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.705</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BNP PARIBAS</name><lei>R0MUWSFPU8MPRO8K5P83</lei><title>BNP Paribas SA</title><cusip>09659W2J2</cusip><identifiers><isin value="US09659W2J22"/><ticker value="BNP"/><other otherDesc="BJN53P0" value="Sedol"/></identifiers><balance>3968000</balance><units>PA</units><curCd>USD</curCd><valUSD>4155637</valUSD><pctVal>0.109</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-11-19</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.819</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BNP PARIBAS</name><lei>R0MUWSFPU8MPRO8K5P83</lei><title>BNP Paribas SA</title><cusip>09659W2K9</cusip><identifiers><isin value="US09659W2K94"/><ticker value="BNP"/><other otherDesc="BKLX7D9" value="Sedol"/></identifiers><balance>8940000</balance><units>PA</units><curCd>USD</curCd><valUSD>9404376</valUSD><pctVal>0.247</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-13</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.052</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>COCA-COLA FEMSA SAB CV</name><lei>5493008KEVFYPMGTXO33</lei><title>Coca-Cola Femsa SAB de CV</title><cusip>191241AH1</cusip><identifiers><isin value="US191241AH15"/><ticker value="KOF"/><other otherDesc="BKVGJ43" value="Sedol"/></identifiers><balance>4827000</balance><units>PA</units><curCd>USD</curCd><valUSD>5104897</valUSD><pctVal>0.134</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>MX</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CONSTELLIUM SE</name><lei>724500KRJEMC79KAAU28</lei><title>Constellium NV</title><cusip>210383AA3</cusip><identifiers><isin value="US210383AA34"/><ticker value="CSTM"/><other otherDesc="BM7SFF0" value="Sedol"/></identifiers><balance>5806000</balance><units>PA</units><curCd>USD</curCd><valUSD>5806000</valUSD><pctVal>0.153</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CREDIT AGRICOLE SA</name><lei>969500TJ5KRTCJQWXH05</lei><title>CREDIT AGRICOLE SA</title><cusip>225313AF2</cusip><identifiers><isin value="US225313AF24"/><ticker value="ACAFP"/><other otherDesc="BWBVVL3" value="Sedol"/></identifiers><balance>3972000</balance><units>PA</units><curCd>USD</curCd><valUSD>4389111</valUSD><pctVal>0.115</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CREDIT AGRICOLE SA</name><lei>969500TJ5KRTCJQWXH05</lei><title>CREDIT AGRICOLE SA</title><cusip>225313AM7</cusip><identifiers><isin value="US225313AM74"/><ticker value="ACAFP"/><other otherDesc="BL2FJF7" value="Sedol"/></identifiers><balance>11872000</balance><units>PA</units><curCd>USD</curCd><valUSD>12735302</valUSD><pctVal>0.335</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-14</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CREDIT AGRICOLE LONDON</name><lei>969500TJ5KRTCJQWXH05</lei><title>Credit Agricole SA/London</title><cusip>22535WAG2</cusip><identifiers><isin value="US22535WAG24"/><ticker value="ACAFP"/><other otherDesc="BMHZ357" value="Sedol"/></identifiers><balance>1752000</balance><units>PA</units><curCd>USD</curCd><valUSD>1776089</valUSD><pctVal>0.047</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-06-16</maturityDt><couponKind>Variable</couponKind><annualizedRt>1.907</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>DH EUROPE FINANCE II</name><lei>222100KDGL314CKTZ511</lei><title>DH Europe Finance II Sarl</title><cusip>23291KAG0</cusip><identifiers><isin value="US23291KAG04"/><ticker value="DHR"/><other otherDesc="BKTX8P0" value="Sedol"/></identifiers><balance>4261000</balance><units>PA</units><curCd>USD</curCd><valUSD>4478350</valUSD><pctVal>0.118</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>LU</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>DH EUROPE FINANCE II</name><lei>222100KDGL314CKTZ511</lei><title>DH Europe Finance II Sarl</title><cusip>23291KAH8</cusip><identifiers><isin value="US23291KAH86"/><ticker value="DHR"/><other otherDesc="BKTX8T4" value="Sedol"/></identifiers><balance>2337000</balance><units>PA</units><curCd>USD</curCd><valUSD>2486480</valUSD><pctVal>0.065</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>LU</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>DH EUROPE FINANCE II</name><lei>222100KDGL314CKTZ511</lei><title>DH Europe Finance II Sarl</title><cusip>23291KAK1</cusip><identifiers><isin value="US23291KAK16"/><ticker value="DHR"/><other otherDesc="BKTX8W7" value="Sedol"/></identifiers><balance>3007000</balance><units>PA</units><curCd>USD</curCd><valUSD>3376636</valUSD><pctVal>0.089</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>LU</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>DIAGEO CAPITAL PLC</name><lei>213800L23DJLALFC4O95</lei><title>Diageo Capital PLC</title><cusip>25243YBB4</cusip><identifiers><isin value="US25243YBB48"/><ticker value="DGELN"/><other otherDesc="BK21TQ9" value="Sedol"/></identifiers><balance>9739000</balance><units>PA</units><curCd>USD</curCd><valUSD>10394605</valUSD><pctVal>0.273</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>GB</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-10-24</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>EXPERIAN FINANCE PLC</name><lei>635400RKRK5EGXSPC782</lei><title>EXPERIAN FINANCE PLC</title><cusip>30217AAC7</cusip><identifiers><isin value="US30217AAC71"/><ticker value="EXPNLN"/><other otherDesc="BKBFWL8" value="Sedol"/></identifiers><balance>18104000</balance><units>PA</units><curCd>USD</curCd><valUSD>19290155</valUSD><pctVal>0.507</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>GB</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-08</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>FOMENTO ECONOMICO MEX</name><lei>549300A8MDWDJNMLV153</lei><title>Fomento Economico Mexicano SAB de CV</title><cusip>344419AC0</cusip><identifiers><isin value="US344419AC03"/><ticker value="FEMSA"/><other otherDesc="BKKBHZ6" value="Sedol"/></identifiers><balance>6975000</balance><units>PA</units><curCd>USD</curCd><valUSD>7196171</valUSD><pctVal>0.189</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>MX</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>IHS MARKIT LTD</name><lei>549300HLPTRASHS0E726</lei><title>IHS Markit Ltd</title><cusip>44962LAA5</cusip><identifiers><isin value="US44962LAA52"/><ticker value="INFO"/><other otherDesc="BDG22W6" value="Sedol"/></identifiers><balance>4660000</balance><units>PA</units><curCd>USD</curCd><valUSD>4996996</valUSD><pctVal>0.131</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>BM</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>IHS MARKIT LTD</name><lei>549300HLPTRASHS0E726</lei><title>IHS Markit Ltd</title><cusip>44962LAB3</cusip><identifiers><isin value="US44962LAB36"/><ticker value="INFO"/><other otherDesc="BYNHPT9" value="Sedol"/></identifiers><balance>10873000</balance><units>PA</units><curCd>USD</curCd><valUSD>12177760</valUSD><pctVal>0.32</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>BM</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>IHS MARKIT LTD</name><lei>549300HLPTRASHS0E726</lei><title>IHS Markit Ltd</title><cusip>44962LAC1</cusip><identifiers><isin value="US44962LAC19"/><ticker value="INFO"/><other otherDesc="BD2BVJ7" value="Sedol"/></identifiers><balance>4838000</balance><units>PA</units><curCd>USD</curCd><valUSD>5350876</valUSD><pctVal>0.141</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>BM</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JBS USA LUX/JBS USA FIN</name><lei>P77IMDGVZE8EFBTF2M92</lei><title>JBS USA LUX SA / JBS USA Finance Inc</title><cusip>472141AA8</cusip><identifiers><isin value="US472141AA82"/><ticker value="JBSSBZ"/><other otherDesc="BFY2017" value="Sedol"/></identifiers><balance>2295000</balance><units>PA</units><curCd>USD</curCd><valUSD>2424117</valUSD><pctVal>0.064</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>LU</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MARVELL TECHNOLOGY GROUP</name><lei>8DF36O58U3QIHUCGZB18</lei><title>Marvell Technology Group Ltd</title><cusip>57385LAA6</cusip><identifiers><isin value="US57385LAA61"/><ticker value="MRVL"/><other otherDesc="BFXXB29" value="Sedol"/></identifiers><balance>3463000</balance><units>PA</units><curCd>USD</curCd><valUSD>3721177</valUSD><pctVal>0.098</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>BM</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-06-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MARVELL TECHNOLOGY GROUP</name><lei>8DF36O58U3QIHUCGZB18</lei><title>Marvell Technology Group Ltd</title><cusip>57385LAB4</cusip><identifiers><isin value="US57385LAB45"/><ticker value="MRVL"/><other otherDesc="BFXXBB8" value="Sedol"/></identifiers><balance>12934000</balance><units>PA</units><curCd>USD</curCd><valUSD>15555354</valUSD><pctVal>0.409</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>BM</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.875</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MONDELEZ INTL HLDINGS NE</name><lei>549300CW356R8I7N8D33</lei><title>Mondelez International Holdings Netherlands BV</title><cusip>60920LAF1</cusip><identifiers><isin value="US60920LAF13"/><ticker value="MDLZ"/><other otherDesc="BK5N4T0" value="Sedol"/></identifiers><balance>8257000</balance><units>PA</units><curCd>USD</curCd><valUSD>8686441</valUSD><pctVal>0.229</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>NL</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-09-19</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>PPL WEM LTD/WESTERN PWR</name><lei>549300C3B46V5BSY5G23</lei><title>PPL WEM Ltd / Western Power Distribution Ltd</title><cusip>69353UAA9</cusip><identifiers><isin value="US69353UAA97"/><ticker value="PPL"/><other otherDesc="B5VPXQ5" value="Sedol"/></identifiers><balance>9144000</balance><units>PA</units><curCd>USD</curCd><valUSD>9366148</valUSD><pctVal>0.246</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>GB</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2021-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SOCIETE GENERALE</name><lei>O2RNE8IBXP4R0TD8PU41</lei><title>Societe Generale SA</title><cusip>83368RAV4</cusip><identifiers><isin value="US83368RAV42"/><ticker value="SOCGEN"/><other otherDesc="BG0RYV1" value="Sedol"/></identifiers><balance>12359000</balance><units>PA</units><curCd>USD</curCd><valUSD>12618882</valUSD><pctVal>0.332</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-01-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TAKEDA PHARMACEUTICAL</name><lei>549300ZLMVP4X0OGR454</lei><title>TAKEDA PHARMACEUTICAL</title><cusip>874060AY2</cusip><identifiers><isin value="US874060AY21"/><ticker value="TACHEM"/><other otherDesc="BL6LJ95" value="Sedol"/></identifiers><balance>2722000</balance><units>PA</units><curCd>USD</curCd><valUSD>2742756</valUSD><pctVal>0.072</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>JP</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-07-09</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.025</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TAKEDA PHARMACEUTICAL</name><lei>549300ZLMVP4X0OGR454</lei><title>TAKEDA PHARMACEUTICAL</title><cusip>874060BD7</cusip><identifiers><isin value="US874060BD74"/><ticker value="TACHEM"/><other otherDesc="BL6LJ39" value="Sedol"/></identifiers><balance>2722000</balance><units>PA</units><curCd>USD</curCd><valUSD>2722205</valUSD><pctVal>0.072</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>JP</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2060-07-09</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TRANSCANADA PIPELINES</name><lei>5BV01I6231JPDAPMGH09</lei><title>TransCanada PipeLines Ltd</title><cusip>89352HBA6</cusip><identifiers><isin value="US89352HBA68"/><ticker value="TRPCN"/><other otherDesc="BM9L3W0" value="Sedol"/></identifiers><balance>5528000</balance><units>PA</units><curCd>USD</curCd><valUSD>6294075</valUSD><pctVal>0.166</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.1</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>FNCI 2 8/20</title><cusip>01F020489</cusip><identifiers><isin value="US01F0204895"/><ticker value="FNCI"/></identifiers><balance>4160900</balance><units>PA</units><curCd>USD</curCd><valUSD>4294007</valUSD><pctVal>0.113</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2035-04-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F020687</cusip><identifiers><isin value="US01F0206874"/><ticker value="FNCL"/></identifiers><balance>579400</balance><units>PA</units><curCd>USD</curCd><valUSD>591220</valUSD><pctVal>0.016</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>FNCI 2.5 8/20</title><cusip>01F022485</cusip><identifiers><isin value="US01F0224851"/><ticker value="FNCI"/><other otherDesc="B7K5NN7" value="Sedol"/></identifiers><balance>2932700</balance><units>PA</units><curCd>USD</curCd><valUSD>3064789</valUSD><pctVal>0.081</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2035-02-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F022683</cusip><identifiers><isin value="US01F0226831"/><ticker value="FNCL"/><other otherDesc="BJXBKZ7" value="Sedol"/></identifiers><balance>22730000</balance><units>PA</units><curCd>USD</curCd><valUSD>23638291</valUSD><pctVal>0.622</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-02-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F030470</cusip><identifiers><isin value="US01F0304703"/><ticker value="FNCI"/><other otherDesc="BJXBM51" value="Sedol"/></identifiers><balance>3404100</balance><units>PA</units><curCd>USD</curCd><valUSD>3576620</valUSD><pctVal>0.094</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-02-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F032476</cusip><identifiers><isin value="US01F0324768"/><ticker value="FNCI"/><other otherDesc="B8MYFG6" value="Sedol"/></identifiers><balance>9389117</balance><units>PA</units><curCd>USD</curCd><valUSD>9858667</valUSD><pctVal>0.259</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-06-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>01F032674</cusip><identifiers><isin value="US01F0326748"/><ticker value="FNCL"/><other otherDesc="B88YX11" value="Sedol"/></identifiers><balance>20683628</balance><units>PA</units><curCd>USD</curCd><valUSD>21748835</valUSD><pctVal>0.572</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-04-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F040479</cusip><identifiers><isin value="US01F0404792"/><ticker value="FNCI"/><other otherDesc="BJXBL10" value="Sedol"/></identifiers><balance>2678500</balance><units>PA</units><curCd>USD</curCd><valUSD>2832514</valUSD><pctVal>0.075</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-12-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Angel Oak Mortgage Trust</name><lei>N/A</lei><title>Angel Oak Mortgage Trust I LLC 2018-2</title><cusip>03463VAA3</cusip><identifiers><isin value="US03463VAA35"/><ticker value="AOMT"/><other otherDesc="BG31VY2" value="Sedol"/></identifiers><balance>969773</balance><units>PA</units><curCd>USD</curCd><valUSD>987004</valUSD><pctVal>0.026</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-07-27</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.674</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Arroyo Mortgage Trust</name><lei>N/A</lei><title>Arroyo Mortgage Trust 2018-1</title><cusip>042856AA2</cusip><identifiers><isin value="US042856AA21"/><ticker value="ARRW"/><other otherDesc="BF5DW35" value="Sedol"/></identifiers><balance>4041176</balance><units>PA</units><curCd>USD</curCd><valUSD>4148072</valUSD><pctVal>0.109</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-04-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.763</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Barclays Commercial Mortgage S</name><lei>N/A</lei><title>Barclays Comercial Mortgage Securities LLC 2015-SRCH</title><cusip>05547HAC5</cusip><identifiers><isin value="US05547HAC51"/><ticker value="BBCMS"/></identifiers><balance>9721000</balance><units>PA</units><curCd>USD</curCd><valUSD>10690022</valUSD><pctVal>0.281</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2035-08-10</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.197</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Commercial Mortgage Trust 2</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2019-XL</title><cusip>056054AA7</cusip><identifiers><isin value="US056054AA70"/><ticker value="BX"/></identifiers><balance>8982676</balance><units>PA</units><curCd>USD</curCd><valUSD>8905253</valUSD><pctVal>0.234</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.10475</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Commercial Mortgage Trust 2</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2019-XL</title><cusip>056054AE9</cusip><identifiers><isin value="US056054AE92"/><ticker value="BX"/></identifiers><balance>1356669</balance><units>PA</units><curCd>USD</curCd><valUSD>1332949</valUSD><pctVal>0.035</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.26475</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2018-IND</title><cusip>056059AA6</cusip><identifiers><isin value="US056059AA67"/><ticker value="BX"/><other otherDesc="BGPKL25" value="Sedol"/></identifiers><balance>6689165</balance><units>PA</units><curCd>USD</curCd><valUSD>6619729</valUSD><pctVal>0.174</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2035-11-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.93475</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust 2019-OC11</name><lei>N/A</lei><title>BX Trust 2019-OC11</title><cusip>05606FAA1</cusip><identifiers><isin value="US05606FAA12"/><ticker value="BX"/><other otherDesc="BKM6CJ8" value="Sedol"/></identifiers><balance>8590000</balance><units>PA</units><curCd>USD</curCd><valUSD>8960172</valUSD><pctVal>0.236</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-12-09</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.202</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust 2019-OC11</name><lei>N/A</lei><title>BX Trust 2019-OC11</title><cusip>05606FAG8</cusip><identifiers><isin value="US05606FAG81"/><ticker value="BX"/><other otherDesc="BJ17HY5" value="Sedol"/></identifiers><balance>4295000</balance><units>PA</units><curCd>USD</curCd><valUSD>4289374</valUSD><pctVal>0.113</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-12-09</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.605</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust 2019-OC11</name><lei>N/A</lei><title>BX Trust 2019-OC11</title><cusip>05606FAJ2</cusip><identifiers><isin value="US05606FAJ21"/><ticker value="BX"/><other otherDesc="BJP27W4" value="Sedol"/></identifiers><balance>4295000</balance><units>PA</units><curCd>USD</curCd><valUSD>4096401</valUSD><pctVal>0.108</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-12-09</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.856</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust 2019-OC11</name><lei>N/A</lei><title>BX Trust 2019-OC11</title><cusip>05606FAL7</cusip><identifiers><isin value="US05606FAL76"/><ticker value="BX"/><other otherDesc="BJP27X5" value="Sedol"/></identifiers><balance>6443000</balance><units>PA</units><curCd>USD</curCd><valUSD>5961718</valUSD><pctVal>0.157</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-12-09</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.075457</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust 2019-OC11</name><lei>N/A</lei><title>BX Trust 2019-OC11</title><cusip>05606FAN3</cusip><identifiers><isin value="US05606FAN33"/><ticker value="BX"/><other otherDesc="BKPR6T6" value="Sedol"/></identifiers><balance>1639000</balance><units>PA</units><curCd>USD</curCd><valUSD>1454608</valUSD><pctVal>0.038</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-12-09</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.075457</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BXP Trust</name><lei>N/A</lei><title>BXP Trust 2017-GM</title><cusip>056083AA6</cusip><identifiers><isin value="US056083AA67"/><ticker value="BXP"/></identifiers><balance>4909000</balance><units>PA</units><curCd>USD</curCd><valUSD>5375274</valUSD><pctVal>0.141</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-06-13</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.379</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Bank</name><lei>N/A</lei><title>BANK 2019-BNK24</title><cusip>06540VBB0</cusip><identifiers><isin value="US06540VBB09"/><ticker value="BANK"/></identifiers><balance>1656800</balance><units>PA</units><curCd>USD</curCd><valUSD>1832755</valUSD><pctVal>0.048</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2062-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.96</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BENCHMARK Mortgage Trust</name><lei>N/A</lei><title>Benchmark Mortgage Trust 2020-B16</title><cusip>08161NAF4</cusip><identifiers><isin value="US08161NAF42"/><ticker value="BMARK"/></identifiers><balance>4045000</balance><units>PA</units><curCd>USD</curCd><valUSD>4378773</valUSD><pctVal>0.115</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.732</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Chase Mortgage Finance Corpora</name><lei>N/A</lei><title>Chase Home Lending Mortgage Trust 2019-ATR2</title><cusip>16159GAL3</cusip><identifiers><isin value="US16159GAL32"/><ticker value="CHASE"/><other otherDesc="BK26J19" value="Sedol"/></identifiers><balance>1136715</balance><units>PA</units><curCd>USD</curCd><valUSD>1134215</valUSD><pctVal>0.03</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-07-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.0845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>N/A</lei><title>Connecticut Avenue Securities Trust 2019-R03</title><cusip>20753MAF5</cusip><identifiers><isin value="US20753MAF59"/><ticker value="CAS"/><other otherDesc="BHL14C0" value="Sedol"/></identifiers><balance>8137313</balance><units>PA</units><curCd>USD</curCd><valUSD>8022121</valUSD><pctVal>0.211</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-09-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>2.3345</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2019-R04</title><cusip>20753TAB9</cusip><identifiers><isin value="US20753TAB98"/><ticker value="CAS"/><other otherDesc="BK9R4B0" value="Sedol"/></identifiers><balance>5070897</balance><units>PA</units><curCd>USD</curCd><valUSD>4899621</valUSD><pctVal>0.129</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-06-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>2.2845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2019-R07</title><cusip>20753WAF3</cusip><identifiers><isin value="US20753WAF32"/><ticker value="CAS"/></identifiers><balance>10192462</balance><units>PA</units><curCd>USD</curCd><valUSD>9879424</valUSD><pctVal>0.26</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>2.2845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>N/A</lei><title>Connecticut Avenue Securities Trust 2019-R05</title><cusip>20754HAE8</cusip><identifiers><isin value="US20754HAE80"/><ticker value="CAS"/></identifiers><balance>10876834</balance><units>PA</units><curCd>USD</curCd><valUSD>10637503</valUSD><pctVal>0.28</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-07-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>2.1845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae</title><cusip>21H022689</cusip><identifiers><isin value="US21H0226892"/><ticker value="G2SF"/><other otherDesc="BJXBL98" value="Sedol"/></identifiers><balance>12622800</balance><units>PA</units><curCd>USD</curCd><valUSD>13250911</valUSD><pctVal>0.349</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-12-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae</title><cusip>21H030682</cusip><identifiers><isin value="US21H0306827"/><ticker value="G2SF"/><other otherDesc="B8HK9Z6" value="Sedol"/></identifiers><balance>5074200</balance><units>PA</units><curCd>USD</curCd><valUSD>5361907</valUSD><pctVal>0.141</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-12-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Connecticut Avenue Securities</title><cusip>30711X3H5</cusip><identifiers><isin value="US30711X3H56"/><ticker value="CAS"/><other otherDesc="BGGFFF0" value="Sedol"/></identifiers><balance>7661211</balance><units>PA</units><curCd>USD</curCd><valUSD>7383321</valUSD><pctVal>0.194</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-03-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>2.1845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Connecticut Avenue Securities</title><cusip>30711XJS4</cusip><identifiers><isin value="US30711XJS45"/><ticker value="CAS"/><other otherDesc="BZ3TBV6" value="Sedol"/></identifiers><balance>136890</balance><units>PA</units><curCd>USD</curCd><valUSD>136763</valUSD><pctVal>0.004</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.1345</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3128M9NR9</cusip><identifiers><isin value="US3128M9NR92"/><ticker value="FG"/><other otherDesc="BF1XQ48" value="Sedol"/></identifiers><balance>2236685</balance><units>PA</units><curCd>USD</curCd><valUSD>2694573</valUSD><pctVal>0.071</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3128S2YF2</cusip><identifiers><isin value="US3128S2YF22"/><ticker value="FG"/></identifiers><balance>462973</balance><units>PA</units><curCd>USD</curCd><valUSD>487251</valUSD><pctVal>0.013</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>3131XC5X1</cusip><identifiers><isin value="US3131XC5X18"/><ticker value="FR"/></identifiers><balance>561170</balance><units>PA</units><curCd>USD</curCd><valUSD>594534</valUSD><pctVal>0.016</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131XDAJ4</cusip><identifiers><isin value="US3131XDAJ43"/><ticker value="FR"/></identifiers><balance>758884</balance><units>PA</units><curCd>USD</curCd><valUSD>798444</valUSD><pctVal>0.021</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131XDFC4</cusip><identifiers><isin value="US3131XDFC45"/><ticker value="FR"/></identifiers><balance>362477</balance><units>PA</units><curCd>USD</curCd><valUSD>384028</valUSD><pctVal>0.01</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131Y16T2</cusip><identifiers><isin value="US3131Y16T23"/><ticker value="FR"/></identifiers><balance>3450580</balance><units>PA</units><curCd>USD</curCd><valUSD>3719951</valUSD><pctVal>0.098</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131Y6V71</cusip><identifiers><isin value="US3131Y6V711"/><ticker value="FR"/></identifiers><balance>5443080</balance><units>PA</units><curCd>USD</curCd><valUSD>5885987</valUSD><pctVal>0.155</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132A5AL9</cusip><identifiers><isin value="US3132A5AL94"/><ticker value="FR"/></identifiers><balance>1517280</balance><units>PA</units><curCd>USD</curCd><valUSD>1621778</valUSD><pctVal>0.043</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132A8GL7</cusip><identifiers><isin value="US3132A8GL79"/><ticker value="FR"/></identifiers><balance>17374360</balance><units>PA</units><curCd>USD</curCd><valUSD>18397069</valUSD><pctVal>0.484</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132ACLS7</cusip><identifiers><isin value="US3132ACLS79"/><ticker value="FR"/></identifiers><balance>95642</balance><units>PA</units><curCd>USD</curCd><valUSD>103425</valUSD><pctVal>0.003</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132ADJC3</cusip><identifiers><isin value="US3132ADJC39"/><ticker value="FR"/></identifiers><balance>7559606</balance><units>PA</units><curCd>USD</curCd><valUSD>8174737</valUSD><pctVal>0.215</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132ADME5</cusip><identifiers><isin value="US3132ADME57"/><ticker value="FR"/></identifiers><balance>157096</balance><units>PA</units><curCd>USD</curCd><valUSD>170574</valUSD><pctVal>0.004</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132ADY69</cusip><identifiers><isin value="US3132ADY692"/><ticker value="FR"/></identifiers><balance>16629</balance><units>PA</units><curCd>USD</curCd><valUSD>18071</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>3132CWBH6</cusip><identifiers><isin value="US3132CWBH60"/><ticker value="FR"/></identifiers><balance>15918617</balance><units>PA</units><curCd>USD</curCd><valUSD>16691567</valUSD><pctVal>0.439</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac</title><cusip>3132CWDV3</cusip><identifiers><isin value="US3132CWDV37"/><ticker value="FR"/></identifiers><balance>1744864</balance><units>PA</units><curCd>USD</curCd><valUSD>1843669</valUSD><pctVal>0.049</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132H3CA9</cusip><identifiers><isin value="US3132H3CA92"/><ticker value="FG"/></identifiers><balance>126275</balance><units>PA</units><curCd>USD</curCd><valUSD>136829</valUSD><pctVal>0.004</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132H5A40</cusip><identifiers><isin value="US3132H5A402"/><ticker value="FG"/></identifiers><balance>103250</balance><units>PA</units><curCd>USD</curCd><valUSD>111879</valUSD><pctVal>0.003</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132H5A73</cusip><identifiers><isin value="US3132H5A733"/><ticker value="FG"/></identifiers><balance>110514</balance><units>PA</units><curCd>USD</curCd><valUSD>119750</valUSD><pctVal>0.003</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132H7DA9</cusip><identifiers><isin value="US3132H7DA97"/><ticker value="FG"/></identifiers><balance>2607835</balance><units>PA</units><curCd>USD</curCd><valUSD>2908146</valUSD><pctVal>0.077</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132H7EM2</cusip><identifiers><isin value="US3132H7EM27"/><ticker value="FG"/></identifiers><balance>5640380</balance><units>PA</units><curCd>USD</curCd><valUSD>6131207</valUSD><pctVal>0.161</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132WFKJ7</cusip><identifiers><isin value="US3132WFKJ72"/><ticker value="FG"/></identifiers><balance>1354978</balance><units>PA</units><curCd>USD</curCd><valUSD>1429798</valUSD><pctVal>0.038</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132XCRY3</cusip><identifiers><isin value="US3132XCRY37"/><ticker value="FG"/></identifiers><balance>82353</balance><units>PA</units><curCd>USD</curCd><valUSD>89738</valUSD><pctVal>0.002</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132XSUL2</cusip><identifiers><isin value="US3132XSUL21"/><ticker value="FG"/></identifiers><balance>5901190</balance><units>PA</units><curCd>USD</curCd><valUSD>6228513</valUSD><pctVal>0.164</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132XSVQ0</cusip><identifiers><isin value="US3132XSVQ09"/><ticker value="FG"/></identifiers><balance>67761</balance><units>PA</units><curCd>USD</curCd><valUSD>71517</valUSD><pctVal>0.002</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132XTB80</cusip><identifiers><isin value="US3132XTB805"/><ticker value="FG"/></identifiers><balance>35527</balance><units>PA</units><curCd>USD</curCd><valUSD>37498</valUSD><pctVal>0.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132Y2B54</cusip><identifiers><isin value="US3132Y2B547"/><ticker value="FG"/></identifiers><balance>1263536</balance><units>PA</units><curCd>USD</curCd><valUSD>1387615</valUSD><pctVal>0.037</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>31334WZG9</cusip><identifiers><isin value="US31334WZG94"/><ticker value="FR"/></identifiers><balance>2104570</balance><units>PA</units><curCd>USD</curCd><valUSD>2220412</valUSD><pctVal>0.058</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>31334YK63</cusip><identifiers><isin value="US31334YK633"/><ticker value="FR"/></identifiers><balance>2288991</balance><units>PA</units><curCd>USD</curCd><valUSD>2405381</valUSD><pctVal>0.063</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>31334YMG9</cusip><identifiers><isin value="US31334YMG97"/><ticker value="FR"/></identifiers><balance>925307</balance><units>PA</units><curCd>USD</curCd><valUSD>991709</valUSD><pctVal>0.026</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>31334YN86</cusip><identifiers><isin value="US31334YN868"/><ticker value="FR"/></identifiers><balance>832747</balance><units>PA</units><curCd>USD</curCd><valUSD>875090</valUSD><pctVal>0.023</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>31339SSN6</cusip><identifiers><isin value="US31339SSN61"/><ticker value="FR"/></identifiers><balance>1614481</balance><units>PA</units><curCd>USD</curCd><valUSD>1699149</valUSD><pctVal>0.045</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>31339UQD5</cusip><identifiers><isin value="US31339UQD53"/><ticker value="FR"/></identifiers><balance>1122849</balance><units>PA</units><curCd>USD</curCd><valUSD>1181735</valUSD><pctVal>0.031</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>N/A</lei><title>Freddie Mac Pool</title><cusip>31339UQE3</cusip><identifiers><isin value="US31339UQE37"/><ticker value="FR"/></identifiers><balance>682138</balance><units>PA</units><curCd>USD</curCd><valUSD>719418</valUSD><pctVal>0.019</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>31339URP7</cusip><identifiers><isin value="US31339URP74"/><ticker value="FR"/></identifiers><balance>384214</balance><units>PA</units><curCd>USD</curCd><valUSD>405212</valUSD><pctVal>0.011</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>31339USH4</cusip><identifiers><isin value="US31339USH40"/><ticker value="FR"/></identifiers><balance>578352</balance><units>PA</units><curCd>USD</curCd><valUSD>608682</valUSD><pctVal>0.016</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133A0G73</cusip><identifiers><isin value="US3133A0G737"/><ticker value="FR"/></identifiers><balance>1252012</balance><units>PA</units><curCd>USD</curCd><valUSD>1317671</valUSD><pctVal>0.035</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>3133A0KK9</cusip><identifiers><isin value="US3133A0KK96"/><ticker value="FR"/></identifiers><balance>2036748</balance><units>PA</units><curCd>USD</curCd><valUSD>2143560</valUSD><pctVal>0.056</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133A0SQ8</cusip><identifiers><isin value="US3133A0SQ84"/><ticker value="FR"/></identifiers><balance>349526</balance><units>PA</units><curCd>USD</curCd><valUSD>368955</valUSD><pctVal>0.01</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133A0XD1</cusip><identifiers><isin value="US3133A0XD17"/><ticker value="FR"/></identifiers><balance>3442538</balance><units>PA</units><curCd>USD</curCd><valUSD>3630678</valUSD><pctVal>0.096</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>3133A1CP5</cusip><identifiers><isin value="US3133A1CP58"/><ticker value="FR"/></identifiers><balance>388607</balance><units>PA</units><curCd>USD</curCd><valUSD>408092</valUSD><pctVal>0.011</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>3133A1HZ8</cusip><identifiers><isin value="US3133A1HZ85"/><ticker value="FR"/></identifiers><balance>768162</balance><units>PA</units><curCd>USD</curCd><valUSD>810864</valUSD><pctVal>0.021</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133A2HM5</cusip><identifiers><isin value="US3133A2HM55"/><ticker value="FR"/></identifiers><balance>672926</balance><units>PA</units><curCd>USD</curCd><valUSD>709793</valUSD><pctVal>0.019</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>3133A2HT0</cusip><identifiers><isin value="US3133A2HT09"/><ticker value="FR"/></identifiers><balance>686376</balance><units>PA</units><curCd>USD</curCd><valUSD>724380</valUSD><pctVal>0.019</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>3133G62Q7</cusip><identifiers><isin value="US3133G62Q78"/><ticker value="FR"/></identifiers><balance>45596</balance><units>PA</units><curCd>USD</curCd><valUSD>48182</valUSD><pctVal>0.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>3133G62T1</cusip><identifiers><isin value="US3133G62T18"/><ticker value="FR"/></identifiers><balance>108591</balance><units>PA</units><curCd>USD</curCd><valUSD>115194</valUSD><pctVal>0.003</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>3133G7BU6</cusip><identifiers><isin value="US3133G7BU61"/><ticker value="FR"/></identifiers><balance>3634791</balance><units>PA</units><curCd>USD</curCd><valUSD>3840615</valUSD><pctVal>0.101</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133KGGT9</cusip><identifiers><isin value="US3133KGGT94"/><ticker value="FR"/></identifiers><balance>4160622</balance><units>PA</units><curCd>USD</curCd><valUSD>4406583</valUSD><pctVal>0.116</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>3133KH4P8</cusip><identifiers><isin value="US3133KH4P86"/><ticker value="FR"/></identifiers><balance>7603821</balance><units>PA</units><curCd>USD</curCd><valUSD>8029244</valUSD><pctVal>0.211</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>31346YKZ5</cusip><identifiers><isin value="US31346YKZ50"/><ticker value="FR"/></identifiers><balance>400581</balance><units>PA</units><curCd>USD</curCd><valUSD>422473</valUSD><pctVal>0.011</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>31346YLW1</cusip><identifiers><isin value="US31346YLW11"/><ticker value="FR"/></identifiers><balance>1737236</balance><units>PA</units><curCd>USD</curCd><valUSD>1828341</valUSD><pctVal>0.048</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>31346YMN0</cusip><identifiers><isin value="US31346YMN03"/><ticker value="FR"/></identifiers><balance>3643854</balance><units>PA</units><curCd>USD</curCd><valUSD>3834947</valUSD><pctVal>0.101</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Pool</title><cusip>31346YPV9</cusip><identifiers><isin value="US31346YPV91"/><ticker value="FR"/></identifiers><balance>1948644</balance><units>PA</units><curCd>USD</curCd><valUSD>2050836</valUSD><pctVal>0.054</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae REMICS</title><cusip>3136B1N26</cusip><identifiers><isin value="US3136B1N265"/><ticker value="FNR"/></identifiers><balance>9792070</balance><units>PA</units><curCd>USD</curCd><valUSD>10509794</valUSD><pctVal>0.276</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae REMICS</title><cusip>3136B6B77</cusip><identifiers><isin value="US3136B6B772"/><ticker value="FNR"/><other otherDesc="BKFW0F5" value="Sedol"/></identifiers><balance>14233129</balance><units>PA</units><curCd>USD</curCd><valUSD>14717608</valUSD><pctVal>0.387</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-11-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac - STACR</name><lei>N/A</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes</title><cusip>3137G0KX6</cusip><identifiers><isin value="US3137G0KX65"/><ticker value="STACR"/><other otherDesc="BD5MB31" value="Sedol"/></identifiers><balance>99725</balance><units>PA</units><curCd>USD</curCd><valUSD>99761</valUSD><pctVal>0.003</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-03-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.5345</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac - STACR</name><lei>N/A</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes</title><cusip>3137G0QP7</cusip><identifiers><isin value="US3137G0QP77"/><ticker value="STACR"/><other otherDesc="BYWYRT5" value="Sedol"/></identifiers><balance>78483</balance><units>PA</units><curCd>USD</curCd><valUSD>78361</valUSD><pctVal>0.002</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.9345</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138EKM93</cusip><identifiers><isin value="US3138EKM931"/><ticker value="FN"/><other otherDesc="BG0Q4W9" value="Sedol"/></identifiers><balance>12987340</balance><units>PA</units><curCd>USD</curCd><valUSD>14069374</valUSD><pctVal>0.37</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138EM3U3</cusip><identifiers><isin value="US3138EM3U33"/><ticker value="FN"/></identifiers><balance>6944852</balance><units>PA</units><curCd>USD</curCd><valUSD>7659531</valUSD><pctVal>0.201</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138ENRH4</cusip><identifiers><isin value="US3138ENRH40"/><ticker value="FN"/></identifiers><balance>2937732</balance><units>PA</units><curCd>USD</curCd><valUSD>3345239</valUSD><pctVal>0.088</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138ENS83</cusip><identifiers><isin value="US3138ENS833"/><ticker value="FN"/></identifiers><balance>8283402</balance><units>PA</units><curCd>USD</curCd><valUSD>9244090</valUSD><pctVal>0.243</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138EPBS2</cusip><identifiers><isin value="US3138EPBS27"/><ticker value="FN"/></identifiers><balance>20474294</balance><units>PA</units><curCd>USD</curCd><valUSD>22143461</valUSD><pctVal>0.583</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138EPHU1</cusip><identifiers><isin value="US3138EPHU19"/><ticker value="FN"/></identifiers><balance>4584938</balance><units>PA</units><curCd>USD</curCd><valUSD>5220935</valUSD><pctVal>0.137</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138EPX33</cusip><identifiers><isin value="US3138EPX333"/><ticker value="FN"/><other otherDesc="BF0F9Z7" value="Sedol"/></identifiers><balance>1394921</balance><units>PA</units><curCd>USD</curCd><valUSD>1557448</valUSD><pctVal>0.041</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138EQFX5</cusip><identifiers><isin value="US3138EQFX58"/><ticker value="FN"/></identifiers><balance>2683364</balance><units>PA</units><curCd>USD</curCd><valUSD>2991233</valUSD><pctVal>0.079</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138EQWJ7</cusip><identifiers><isin value="US3138EQWJ71"/><ticker value="FN"/></identifiers><balance>6514511</balance><units>PA</units><curCd>USD</curCd><valUSD>7175735</valUSD><pctVal>0.189</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138WHND0</cusip><identifiers><isin value="US3138WHND02"/><ticker value="FN"/></identifiers><balance>11845811</balance><units>PA</units><curCd>USD</curCd><valUSD>12906352</valUSD><pctVal>0.34</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140F7W54</cusip><identifiers><isin value="US3140F7W545"/><ticker value="FN"/></identifiers><balance>3459420</balance><units>PA</units><curCd>USD</curCd><valUSD>3730325</valUSD><pctVal>0.098</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FKV72</cusip><identifiers><isin value="US3140FKV729"/><ticker value="FN"/></identifiers><balance>322841</balance><units>PA</units><curCd>USD</curCd><valUSD>344072</valUSD><pctVal>0.009</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FKWA4</cusip><identifiers><isin value="US3140FKWA48"/><ticker value="FN"/></identifiers><balance>361597</balance><units>PA</units><curCd>USD</curCd><valUSD>391081</valUSD><pctVal>0.01</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FNAT1</cusip><identifiers><isin value="US3140FNAT16"/><ticker value="FN"/></identifiers><balance>1576219</balance><units>PA</units><curCd>USD</curCd><valUSD>1699651</valUSD><pctVal>0.045</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FNBA1</cusip><identifiers><isin value="US3140FNBA16"/><ticker value="FN"/></identifiers><balance>1538087</balance><units>PA</units><curCd>USD</curCd><valUSD>1639232</valUSD><pctVal>0.043</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FNBB9</cusip><identifiers><isin value="US3140FNBB98"/><ticker value="FN"/></identifiers><balance>2530498</balance><units>PA</units><curCd>USD</curCd><valUSD>2728659</valUSD><pctVal>0.072</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FNBM5</cusip><identifiers><isin value="US3140FNBM53"/><ticker value="FN"/></identifiers><balance>1478748</balance><units>PA</units><curCd>USD</curCd><valUSD>1594547</valUSD><pctVal>0.042</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FNCL6</cusip><identifiers><isin value="US3140FNCL61"/><ticker value="FN"/></identifiers><balance>3747897</balance><units>PA</units><curCd>USD</curCd><valUSD>3994359</valUSD><pctVal>0.105</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FNCM4</cusip><identifiers><isin value="US3140FNCM45"/><ticker value="FN"/></identifiers><balance>1362534</balance><units>PA</units><curCd>USD</curCd><valUSD>1469233</valUSD><pctVal>0.039</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FNCW2</cusip><identifiers><isin value="US3140FNCW27"/><ticker value="FN"/></identifiers><balance>5221451</balance><units>PA</units><curCd>USD</curCd><valUSD>5564814</valUSD><pctVal>0.146</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FNCY8</cusip><identifiers><isin value="US3140FNCY82"/><ticker value="FN"/></identifiers><balance>1592298</balance><units>PA</units><curCd>USD</curCd><valUSD>1716989</valUSD><pctVal>0.045</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FXEC2</cusip><identifiers><isin value="US3140FXEC27"/><ticker value="FN"/></identifiers><balance>28579405</balance><units>PA</units><curCd>USD</curCd><valUSD>31071685</valUSD><pctVal>0.817</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2056-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FXF72</cusip><identifiers><isin value="US3140FXF725"/><ticker value="FN"/></identifiers><balance>58067</balance><units>PA</units><curCd>USD</curCd><valUSD>62210</valUSD><pctVal>0.002</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2057-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FXFH0</cusip><identifiers><isin value="US3140FXFH05"/><ticker value="FN"/></identifiers><balance>15465724</balance><units>PA</units><curCd>USD</curCd><valUSD>16576150</valUSD><pctVal>0.436</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2057-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GR5A8</cusip><identifiers><isin value="US3140GR5A84"/><ticker value="FN"/></identifiers><balance>460007</balance><units>PA</units><curCd>USD</curCd><valUSD>493246</valUSD><pctVal>0.013</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GRU77</cusip><identifiers><isin value="US3140GRU773"/><ticker value="FN"/></identifiers><balance>923866</balance><units>PA</units><curCd>USD</curCd><valUSD>1025950</valUSD><pctVal>0.027</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GRU85</cusip><identifiers><isin value="US3140GRU856"/><ticker value="FN"/></identifiers><balance>819849</balance><units>PA</units><curCd>USD</curCd><valUSD>901885</valUSD><pctVal>0.024</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GRU93</cusip><identifiers><isin value="US3140GRU930"/><ticker value="FN"/></identifiers><balance>833892</balance><units>PA</units><curCd>USD</curCd><valUSD>913395</valUSD><pctVal>0.024</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GRV68</cusip><identifiers><isin value="US3140GRV680"/><ticker value="FN"/></identifiers><balance>564469</balance><units>PA</units><curCd>USD</curCd><valUSD>626840</valUSD><pctVal>0.016</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GRV76</cusip><identifiers><isin value="US3140GRV763"/><ticker value="FN"/></identifiers><balance>438356</balance><units>PA</units><curCd>USD</curCd><valUSD>482219</valUSD><pctVal>0.013</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GRV84</cusip><identifiers><isin value="US3140GRV847"/><ticker value="FN"/></identifiers><balance>586075</balance><units>PA</units><curCd>USD</curCd><valUSD>641951</valUSD><pctVal>0.017</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GS2N1</cusip><identifiers><isin value="US3140GS2N15"/><ticker value="FN"/></identifiers><balance>899706</balance><units>PA</units><curCd>USD</curCd><valUSD>958871</valUSD><pctVal>0.025</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GSKE1</cusip><identifiers><isin value="US3140GSKE15"/><ticker value="FN"/></identifiers><balance>4915196</balance><units>PA</units><curCd>USD</curCd><valUSD>5186634</valUSD><pctVal>0.136</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GTEM8</cusip><identifiers><isin value="US3140GTEM87"/><ticker value="FN"/></identifiers><balance>316518</balance><units>PA</units><curCd>USD</curCd><valUSD>351492</valUSD><pctVal>0.009</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GTEN6</cusip><identifiers><isin value="US3140GTEN60"/><ticker value="FN"/></identifiers><balance>278740</balance><units>PA</units><curCd>USD</curCd><valUSD>306631</valUSD><pctVal>0.008</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GTFH8</cusip><identifiers><isin value="US3140GTFH83"/><ticker value="FN"/></identifiers><balance>193506</balance><units>PA</units><curCd>USD</curCd><valUSD>214888</valUSD><pctVal>0.006</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GTGQ7</cusip><identifiers><isin value="US3140GTGQ73"/><ticker value="FN"/></identifiers><balance>169686</balance><units>PA</units><curCd>USD</curCd><valUSD>188435</valUSD><pctVal>0.005</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GU2A4</cusip><identifiers><isin value="US3140GU2A40"/><ticker value="FN"/></identifiers><balance>1930604</balance><units>PA</units><curCd>USD</curCd><valUSD>2057561</valUSD><pctVal>0.054</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GU2C0</cusip><identifiers><isin value="US3140GU2C06"/><ticker value="FN"/></identifiers><balance>1752287</balance><units>PA</units><curCd>USD</curCd><valUSD>1889508</valUSD><pctVal>0.05</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GUJS7</cusip><identifiers><isin value="US3140GUJS75"/><ticker value="FN"/></identifiers><balance>1055838</balance><units>PA</units><curCd>USD</curCd><valUSD>1132130</valUSD><pctVal>0.03</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GUJT5</cusip><identifiers><isin value="US3140GUJT58"/><ticker value="FN"/></identifiers><balance>503528</balance><units>PA</units><curCd>USD</curCd><valUSD>536640</valUSD><pctVal>0.014</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GUZ75</cusip><identifiers><isin value="US3140GUZ750"/><ticker value="FN"/></identifiers><balance>1585024</balance><units>PA</units><curCd>USD</curCd><valUSD>1689255</valUSD><pctVal>0.044</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GVWA9</cusip><identifiers><isin value="US3140GVWA93"/><ticker value="FN"/></identifiers><balance>19640</balance><units>PA</units><curCd>USD</curCd><valUSD>21024</valUSD><pctVal>0.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GXCE9</cusip><identifiers><isin value="US3140GXCE91"/><ticker value="FN"/></identifiers><balance>1820203</balance><units>PA</units><curCd>USD</curCd><valUSD>1939900</valUSD><pctVal>0.051</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GXCG4</cusip><identifiers><isin value="US3140GXCG40"/><ticker value="FN"/></identifiers><balance>3157684</balance><units>PA</units><curCd>USD</curCd><valUSD>3365333</valUSD><pctVal>0.089</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GXCH2</cusip><identifiers><isin value="US3140GXCH23"/><ticker value="FN"/></identifiers><balance>2587636</balance><units>PA</units><curCd>USD</curCd><valUSD>2790272</valUSD><pctVal>0.073</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H0AJ1</cusip><identifiers><isin value="US3140H0AJ18"/><ticker value="FN"/></identifiers><balance>2323758</balance><units>PA</units><curCd>USD</curCd><valUSD>2505730</valUSD><pctVal>0.066</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H1HT0</cusip><identifiers><isin value="US3140H1HT00"/><ticker value="FN"/></identifiers><balance>854988</balance><units>PA</units><curCd>USD</curCd><valUSD>921938</valUSD><pctVal>0.024</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H24V7</cusip><identifiers><isin value="US3140H24V78"/><ticker value="FN"/></identifiers><balance>3714583</balance><units>PA</units><curCd>USD</curCd><valUSD>4005455</valUSD><pctVal>0.105</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H25H7</cusip><identifiers><isin value="US3140H25H75"/><ticker value="FN"/></identifiers><balance>2335046</balance><units>PA</units><curCd>USD</curCd><valUSD>2517893</valUSD><pctVal>0.066</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H25U8</cusip><identifiers><isin value="US3140H25U86"/><ticker value="FN"/></identifiers><balance>3536473</balance><units>PA</units><curCd>USD</curCd><valUSD>3813398</valUSD><pctVal>0.1</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H2XS2</cusip><identifiers><isin value="US3140H2XS26"/><ticker value="FN"/></identifiers><balance>2017999</balance><units>PA</units><curCd>USD</curCd><valUSD>2150702</valUSD><pctVal>0.057</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H2YE2</cusip><identifiers><isin value="US3140H2YE21"/><ticker value="FN"/></identifiers><balance>276838</balance><units>PA</units><curCd>USD</curCd><valUSD>298517</valUSD><pctVal>0.008</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H4TS3</cusip><identifiers><isin value="US3140H4TS38"/><ticker value="FN"/></identifiers><balance>199123</balance><units>PA</units><curCd>USD</curCd><valUSD>214717</valUSD><pctVal>0.006</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H4TX2</cusip><identifiers><isin value="US3140H4TX23"/><ticker value="FN"/></identifiers><balance>1472761</balance><units>PA</units><curCd>USD</curCd><valUSD>1569610</valUSD><pctVal>0.041</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H7NN3</cusip><identifiers><isin value="US3140H7NN36"/><ticker value="FN"/></identifiers><balance>2015861</balance><units>PA</units><curCd>USD</curCd><valUSD>2171073</valUSD><pctVal>0.057</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H7P68</cusip><identifiers><isin value="US3140H7P687"/><ticker value="FN"/></identifiers><balance>2226251</balance><units>PA</units><curCd>USD</curCd><valUSD>2397663</valUSD><pctVal>0.063</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H7PU5</cusip><identifiers><isin value="US3140H7PU50"/><ticker value="FN"/></identifiers><balance>1259362</balance><units>PA</units><curCd>USD</curCd><valUSD>1356327</valUSD><pctVal>0.036</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140HAMH0</cusip><identifiers><isin value="US3140HAMH01"/><ticker value="FN"/></identifiers><balance>2886661</balance><units>PA</units><curCd>USD</curCd><valUSD>3093812</valUSD><pctVal>0.081</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140HBFX1</cusip><identifiers><isin value="US3140HBFX17"/><ticker value="FN"/></identifiers><balance>1778093</balance><units>PA</units><curCd>USD</curCd><valUSD>1941373</valUSD><pctVal>0.051</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140HHNC5</cusip><identifiers><isin value="US3140HHNC57"/><ticker value="FN"/></identifiers><balance>1362477</balance><units>PA</units><curCd>USD</curCd><valUSD>1467381</valUSD><pctVal>0.039</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140HHPZ2</cusip><identifiers><isin value="US3140HHPZ25"/><ticker value="FN"/></identifiers><balance>1387628</balance><units>PA</units><curCd>USD</curCd><valUSD>1494470</valUSD><pctVal>0.039</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140HLG91</cusip><identifiers><isin value="US3140HLG914"/><ticker value="FN"/></identifiers><balance>1230908</balance><units>PA</units><curCd>USD</curCd><valUSD>1325682</valUSD><pctVal>0.035</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140HNW57</cusip><identifiers><isin value="US3140HNW578"/><ticker value="FN"/></identifiers><balance>5290755</balance><units>PA</units><curCd>USD</curCd><valUSD>5744213</valUSD><pctVal>0.151</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140J73V5</cusip><identifiers><isin value="US3140J73V50"/><ticker value="FN"/></identifiers><balance>5368448</balance><units>PA</units><curCd>USD</curCd><valUSD>5993942</valUSD><pctVal>0.158</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140J9NN7</cusip><identifiers><isin value="US3140J9NN71"/><ticker value="FN"/></identifiers><balance>71925962</balance><units>PA</units><curCd>USD</curCd><valUSD>76883502</valUSD><pctVal>2.023</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140J9QR5</cusip><identifiers><isin value="US3140J9QR58"/><ticker value="FN"/></identifiers><balance>304289</balance><units>PA</units><curCd>USD</curCd><valUSD>322657</valUSD><pctVal>0.008</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140JMBK7</cusip><identifiers><isin value="US3140JMBK78"/><ticker value="FN"/></identifiers><balance>3387687</balance><units>PA</units><curCd>USD</curCd><valUSD>3585424</valUSD><pctVal>0.094</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140JXJ58</cusip><identifiers><isin value="US3140JXJ588"/><ticker value="FN"/></identifiers><balance>387519</balance><units>PA</units><curCd>USD</curCd><valUSD>411946</valUSD><pctVal>0.011</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140JXSM1</cusip><identifiers><isin value="US3140JXSM17"/><ticker value="FN"/></identifiers><balance>59638</balance><units>PA</units><curCd>USD</curCd><valUSD>63020</valUSD><pctVal>0.002</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140JYSB3</cusip><identifiers><isin value="US3140JYSB35"/><ticker value="FN"/></identifiers><balance>829216</balance><units>PA</units><curCd>USD</curCd><valUSD>888722</valUSD><pctVal>0.023</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140K0HB7</cusip><identifiers><isin value="US3140K0HB70"/><ticker value="FN"/></identifiers><balance>4467517</balance><units>PA</units><curCd>USD</curCd><valUSD>4720494</valUSD><pctVal>0.124</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140K1TP1</cusip><identifiers><isin value="US3140K1TP12"/><ticker value="FN"/></identifiers><balance>261700</balance><units>PA</units><curCd>USD</curCd><valUSD>278809</valUSD><pctVal>0.007</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140K1Z41</cusip><identifiers><isin value="US3140K1Z411"/><ticker value="FN"/></identifiers><balance>1862070</balance><units>PA</units><curCd>USD</curCd><valUSD>1961759</valUSD><pctVal>0.052</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140K3A36</cusip><identifiers><isin value="US3140K3A360"/><ticker value="FN"/></identifiers><balance>833790</balance><units>PA</units><curCd>USD</curCd><valUSD>875597</valUSD><pctVal>0.023</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140K3SF0</cusip><identifiers><isin value="US3140K3SF05"/><ticker value="FN"/></identifiers><balance>270222</balance><units>PA</units><curCd>USD</curCd><valUSD>288156</valUSD><pctVal>0.008</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140K5MD6</cusip><identifiers><isin value="US3140K5MD68"/><ticker value="FN"/></identifiers><balance>27028655</balance><units>PA</units><curCd>USD</curCd><valUSD>28509446</valUSD><pctVal>0.75</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140QCEU6</cusip><identifiers><isin value="US3140QCEU68"/><ticker value="FN"/></identifiers><balance>555510</balance><units>PA</units><curCd>USD</curCd><valUSD>598436</valUSD><pctVal>0.016</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140X3A73</cusip><identifiers><isin value="US3140X3A738"/><ticker value="FN"/></identifiers><balance>5191464</balance><units>PA</units><curCd>USD</curCd><valUSD>5549289</valUSD><pctVal>0.146</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140X42X3</cusip><identifiers><isin value="US3140X42X33"/><ticker value="FN"/></identifiers><balance>896681</balance><units>PA</units><curCd>USD</curCd><valUSD>942275</valUSD><pctVal>0.025</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140X45D4</cusip><identifiers><isin value="US3140X45D42"/><ticker value="FN"/></identifiers><balance>19196612</balance><units>PA</units><curCd>USD</curCd><valUSD>20519750</valUSD><pctVal>0.54</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140X4EJ1</cusip><identifiers><isin value="US3140X4EJ17"/><ticker value="FN"/></identifiers><balance>2221185</balance><units>PA</units><curCd>USD</curCd><valUSD>2348854</valUSD><pctVal>0.062</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140X6GZ8</cusip><identifiers><isin value="US3140X6GZ88"/><ticker value="FN"/></identifiers><balance>9708854</balance><units>PA</units><curCd>USD</curCd><valUSD>10243258</valUSD><pctVal>0.269</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31416CE69</cusip><identifiers><isin value="US31416CE694"/><ticker value="FN"/><other otherDesc="BZ6CKR1" value="Sedol"/></identifiers><balance>1224172</balance><units>PA</units><curCd>USD</curCd><valUSD>1470278</valUSD><pctVal>0.039</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31417EMM0</cusip><identifiers><isin value="US31417EMM02"/><ticker value="FN"/><other otherDesc="BKX4TB2" value="Sedol"/></identifiers><balance>241586</balance><units>PA</units><curCd>USD</curCd><valUSD>258257</valUSD><pctVal>0.007</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31417FKV9</cusip><identifiers><isin value="US31417FKV93"/><ticker value="FN"/></identifiers><balance>22067832</balance><units>PA</units><curCd>USD</curCd><valUSD>23906403</valUSD><pctVal>0.629</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31418AQR2</cusip><identifiers><isin value="US31418AQR22"/><ticker value="FN"/></identifiers><balance>488374</balance><units>PA</units><curCd>USD</curCd><valUSD>521482</valUSD><pctVal>0.014</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31418AR26</cusip><identifiers><isin value="US31418AR266"/><ticker value="FN"/><other otherDesc="BFXCK85" value="Sedol"/></identifiers><balance>23656830</balance><units>PA</units><curCd>USD</curCd><valUSD>25585453</valUSD><pctVal>0.673</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31418CR97</cusip><identifiers><isin value="US31418CR973"/><ticker value="FN"/></identifiers><balance>2010259</balance><units>PA</units><curCd>USD</curCd><valUSD>2142454</valUSD><pctVal>0.056</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac - STACR</name><lei>5493003FQV7GR462GO02</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes</title><cusip>35565HAH8</cusip><identifiers><isin value="US35565HAH84"/><ticker value="STACR"/><other otherDesc="BKTLC74" value="Sedol"/></identifiers><balance>7182000</balance><units>PA</units><curCd>USD</curCd><valUSD>6643893</valUSD><pctVal>0.175</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.8845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>36179T7M1</cusip><identifiers><isin value="US36179T7M16"/><ticker value="G2"/></identifiers><balance>8033780</balance><units>PA</units><curCd>USD</curCd><valUSD>8711180</valUSD><pctVal>0.229</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-08-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>36179TSJ5</cusip><identifiers><isin value="US36179TSJ50"/><ticker value="G2"/></identifiers><balance>5875052</balance><units>PA</units><curCd>USD</curCd><valUSD>6338592</valUSD><pctVal>0.167</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-02-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>36179TXV2</cusip><identifiers><isin value="US36179TXV24"/><ticker value="G2"/></identifiers><balance>27235587</balance><units>PA</units><curCd>USD</curCd><valUSD>29068471</valUSD><pctVal>0.765</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>36179TXX8</cusip><identifiers><isin value="US36179TXX89"/><ticker value="G2"/></identifiers><balance>7984885</balance><units>PA</units><curCd>USD</curCd><valUSD>8705399</valUSD><pctVal>0.229</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>36179TZ57</cusip><identifiers><isin value="US36179TZ577"/><ticker value="G2"/></identifiers><balance>7588508</balance><units>PA</units><curCd>USD</curCd><valUSD>8099195</valUSD><pctVal>0.213</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-06-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>36179TZ73</cusip><identifiers><isin value="US36179TZ734"/><ticker value="G2"/></identifiers><balance>4708619</balance><units>PA</units><curCd>USD</curCd><valUSD>5133500</valUSD><pctVal>0.135</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-06-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>3617B13X9</cusip><identifiers><isin value="US3617B13X95"/><ticker value="G2"/></identifiers><balance>429134</balance><units>PA</units><curCd>USD</curCd><valUSD>468917</valUSD><pctVal>0.012</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-08-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>3617B14U4</cusip><identifiers><isin value="US3617B14U48"/><ticker value="G2"/></identifiers><balance>640579</balance><units>PA</units><curCd>USD</curCd><valUSD>689731</valUSD><pctVal>0.018</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-08-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae I Pool</title><cusip>3617BA5W9</cusip><identifiers><isin value="US3617BA5W90"/><ticker value="GN"/></identifiers><balance>2641240</balance><units>PA</units><curCd>USD</curCd><valUSD>2873498</valUSD><pctVal>0.076</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae I Pool</title><cusip>3617BN3S2</cusip><identifiers><isin value="US3617BN3S26"/><ticker value="GN"/></identifiers><balance>3813707</balance><units>PA</units><curCd>USD</curCd><valUSD>4149066</valUSD><pctVal>0.109</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae I Pool</title><cusip>3617BN4U6</cusip><identifiers><isin value="US3617BN4U62"/><ticker value="GN"/></identifiers><balance>5059406</balance><units>PA</units><curCd>USD</curCd><valUSD>5504305</valUSD><pctVal>0.145</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>3617H1CH8</cusip><identifiers><isin value="US3617H1CH89"/><ticker value="G2"/></identifiers><balance>2475303</balance><units>PA</units><curCd>USD</curCd><valUSD>2661821</valUSD><pctVal>0.07</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GS Mortgage Securities Trust</name><lei>N/A</lei><title>GS Mortgage Securities Trust 2020-GC45</title><cusip>36258YBG2</cusip><identifiers><isin value="US36258YBG26"/><ticker value="GSMS"/></identifiers><balance>4121000</balance><units>PA</units><curCd>USD</curCd><valUSD>4498264</valUSD><pctVal>0.118</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-02-13</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.9106</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Great Wolf Trust</name><lei>N/A</lei><title>Great Wolf Trust</title><cusip>39152TAA8</cusip><identifiers><isin value="US39152TAA88"/><ticker value="GWT"/><other otherDesc="BK72LV6" value="Sedol"/></identifiers><balance>2050000</balance><units>PA</units><curCd>USD</curCd><valUSD>1963372</valUSD><pctVal>0.052</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-12-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.21875</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Great Wolf Trust</name><lei>N/A</lei><title>Great Wolf Trust</title><cusip>39152TAG5</cusip><identifiers><isin value="US39152TAG58"/><ticker value="GWT"/><other otherDesc="BK72LT4" value="Sedol"/></identifiers><balance>2296000</balance><units>PA</units><curCd>USD</curCd><valUSD>2164472</valUSD><pctVal>0.057</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-12-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.51875</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Great Wolf Trust</name><lei>N/A</lei><title>Great Wolf Trust</title><cusip>39152TAJ9</cusip><identifiers><isin value="US39152TAJ97"/><ticker value="GWT"/><other otherDesc="BK72LR2" value="Sedol"/></identifiers><balance>2558000</balance><units>PA</units><curCd>USD</curCd><valUSD>2363245</valUSD><pctVal>0.062</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-12-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.81775</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JP Morgan Mortgage Trust</name><lei>N/A</lei><title>JP Morgan Mortgage Trust</title><cusip>46591FAL8</cusip><identifiers><isin value="US46591FAL85"/><ticker value="JPMMT"/><other otherDesc="BJH8355" value="Sedol"/></identifiers><balance>672917</balance><units>PA</units><curCd>USD</curCd><valUSD>672910</valUSD><pctVal>0.018</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-11-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.0845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JP Morgan Mortgage Trust</name><lei>N/A</lei><title>JP Morgan Mortgage Trust 2019-LTV2</title><cusip>46651AAL6</cusip><identifiers><isin value="US46651AAL61"/><ticker value="JPMMT"/><other otherDesc="BJ9N994" value="Sedol"/></identifiers><balance>3011168</balance><units>PA</units><curCd>USD</curCd><valUSD>3005053</valUSD><pctVal>0.079</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-12-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.0845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JP Morgan Mortgage Trust</name><lei>N/A</lei><title>JP Morgan Mortgage Trust 2019-7</title><cusip>46651GAL3</cusip><identifiers><isin value="US46651GAL32"/><ticker value="JPMMT"/></identifiers><balance>4215920</balance><units>PA</units><curCd>USD</curCd><valUSD>4206473</valUSD><pctVal>0.111</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-02-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.0845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Mello Warehouse Securitization</name><lei>54930071PMO0D7K08N34</lei><title>Mello Warehouse Securitization Trust 2018-1</title><cusip>585492AA9</cusip><identifiers><isin value="US585492AA94"/><ticker value="MWST"/></identifiers><balance>13521333</balance><units>PA</units><curCd>USD</curCd><valUSD>13491659</valUSD><pctVal>0.355</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-11-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.0345</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>New Residential Mortgage Loan</name><lei>549300U1MV4J7YQZG974</lei><title>New Residential Mortgage Loan Trust 2018-2</title><cusip>64828CAA7</cusip><identifiers><isin value="US64828CAA71"/><ticker value="NRZT"/><other otherDesc="BG023Y2" value="Sedol"/></identifiers><balance>5033168</balance><units>PA</units><curCd>USD</curCd><valUSD>5351917</valUSD><pctVal>0.141</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2058-02-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Preston Ridge Partners Mortgag</name><lei>N/A</lei><title>Preston Ridge Partners Mortgage Trust 2019-4A</title><cusip>69359NAA9</cusip><identifiers><isin value="US69359NAA90"/><ticker value="PRPM"/><other otherDesc="BKBKSX7" value="Sedol"/></identifiers><balance>4723678</balance><units>PA</units><curCd>USD</curCd><valUSD>4694918</valUSD><pctVal>0.124</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-11-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.351</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Station Place Securitization T</name><lei>N/A</lei><title>Station Place Securitization Trust Series 2019-10</title><cusip>85776WAA0</cusip><identifiers><isin value="US85776WAA09"/><ticker value="SPST"/><other otherDesc="BKMDZ45" value="Sedol"/></identifiers><balance>15770000</balance><units>PA</units><curCd>USD</curCd><valUSD>15769371</valUSD><pctVal>0.415</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2020-10-24</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.08475</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Towd Point Asset Funding, LLC</name><lei>N/A</lei><title>Towd Point Asset Funding, LLC 2019-HE1 A1</title><cusip>89178AAA4</cusip><identifiers><isin value="US89178AAA43"/><ticker value="TPHT"/><other otherDesc="BK9DTL3" value="Sedol"/></identifiers><balance>5258719</balance><units>PA</units><curCd>USD</curCd><valUSD>5181416</valUSD><pctVal>0.136</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-04-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.0845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Angel Oak Mortgage Trust</name><lei>N/A</lei><title>Angel Oak Mortgage Trust I LLC 2019-5</title><cusip>03464KAA6</cusip><identifiers><isin value="US03464KAA60"/><ticker value="AOMT"/></identifiers><balance>3694159</balance><units>PA</units><curCd>USD</curCd><valUSD>3734577</valUSD><pctVal>0.098</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-10-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.593</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Angel Oak Mortgage Trust</name><lei>N/A</lei><title>Angel Oak Mortgage Trust I LLC 2019-6</title><cusip>03464VAA2</cusip><identifiers><isin value="US03464VAA26"/><ticker value="AOMT"/></identifiers><balance>3569655</balance><units>PA</units><curCd>USD</curCd><valUSD>3614361</valUSD><pctVal>0.095</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2059-11-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.62</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Angel Oak Mortgage Trust</name><lei>N/A</lei><title>Angel Oak Mortgage Trust I LLC2020-2</title><cusip>03464XAL4</cusip><identifiers><isin value="US03464XAL47"/><ticker value="AOMT"/><other otherDesc="BL591P0" value="Sedol"/></identifiers><balance>5678251</balance><units>PA</units><curCd>USD</curCd><valUSD>5714497</valUSD><pctVal>0.15</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2065-01-26</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.531</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Angel Oak Mortgage Trust</name><lei>N/A</lei><title>AOMT 2020-3 A2</title><cusip>03465LAB1</cusip><identifiers><isin value="US03465LAB18"/><ticker value="AOMT"/><other otherDesc="BMGTWW0" value="Sedol"/></identifiers><balance>5182000</balance><units>PA</units><curCd>USD</curCd><valUSD>5181947</valUSD><pctVal>0.136</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2065-04-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.41</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Applebees/IHOP Funding LLC</name><lei>N/A</lei><title>Applebee's Funding LLC / IHOP Funding LLC</title><cusip>03789XAD0</cusip><identifiers><isin value="US03789XAD03"/><ticker value="DIN"/><other otherDesc="BJYMZH6" value="Sedol"/></identifiers><balance>7513000</balance><units>PA</units><curCd>USD</curCd><valUSD>6594272</valUSD><pctVal>0.173</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-06-07</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.194</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Barclays Commercial Mortgage S</name><lei>N/A</lei><title>Barclays Comercial Mortgage Securities LLC 2017-DELC</title><cusip>05552EAA8</cusip><identifiers><isin value="US05552EAA82"/><ticker value="BBCMS"/></identifiers><balance>3044000</balance><units>PA</units><curCd>USD</curCd><valUSD>2905000</valUSD><pctVal>0.076</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-08-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.03475</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Bank</name><lei>N/A</lei><title>Bank 2019-BN18</title><cusip>065402BC2</cusip><identifiers><isin value="US065402BC28"/><ticker value="BANK"/></identifiers><balance>6717260</balance><units>PA</units><curCd>USD</curCd><valUSD>7744007</valUSD><pctVal>0.204</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2062-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.584</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Bank</name><lei>N/A</lei><title>Bank 2019-BN17</title><cusip>065403BC0</cusip><identifiers><isin value="US065403BC01"/><ticker value="BANK"/></identifiers><balance>3864736</balance><units>PA</units><curCd>USD</curCd><valUSD>4469574</valUSD><pctVal>0.118</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.714</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Bank</name><lei>N/A</lei><title>Bank 2019-BN20</title><cusip>06540AAD3</cusip><identifiers><isin value="US06540AAD37"/><ticker value="BANK"/></identifiers><balance>3162497</balance><units>PA</units><curCd>USD</curCd><valUSD>3497867</valUSD><pctVal>0.092</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2062-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.011</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Bank</name><lei>N/A</lei><title>BANK 2018-BN12 A4</title><cusip>06541KBA5</cusip><identifiers><isin value="US06541KBA51"/><ticker value="BANK"/></identifiers><balance>1760650</balance><units>PA</units><curCd>USD</curCd><valUSD>2069083</valUSD><pctVal>0.054</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2061-05-15</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.255</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Bank</name><lei>N/A</lei><title>Bank 2019-BN23</title><cusip>06541RBB8</cusip><identifiers><isin value="US06541RBB87"/><ticker value="BANK"/></identifiers><balance>5689139</balance><units>PA</units><curCd>USD</curCd><valUSD>6271878</valUSD><pctVal>0.165</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.92</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Cosmopolitan Hotel Trust</name><lei>N/A</lei><title>Cosmopolitan Hotel Trust 2017</title><cusip>12546DAA5</cusip><identifiers><isin value="US12546DAA54"/><ticker value="CHT"/></identifiers><balance>3744959</balance><units>PA</units><curCd>USD</curCd><valUSD>3584398</valUSD><pctVal>0.094</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-11-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.11475</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>COLT Funding LLC</name><lei>N/A</lei><title>COLT Funding LLC 2020-3</title><cusip>12597QAA4</cusip><identifiers><isin value="US12597QAA40"/><ticker value="COLT"/><other otherDesc="BLFBX61" value="Sedol"/></identifiers><balance>2206000</balance><units>PA</units><curCd>USD</curCd><valUSD>2191433</valUSD><pctVal>0.058</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2065-04-27</maturityDt><couponKind>Variable</couponKind><annualizedRt>1.506</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>COLT Funding LLC</name><lei>N/A</lei><title>COLT Funding LLC 2020-2</title><cusip>19688JAA5</cusip><identifiers><isin value="US19688JAA51"/><ticker value="COLT"/><other otherDesc="BKPV7X9" value="Sedol"/></identifiers><balance>3118604</balance><units>PA</units><curCd>USD</curCd><valUSD>3135021</valUSD><pctVal>0.082</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2065-03-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>1.853</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>N/A</lei><title>Connecticut Avenue Securities Trust 2019-R02</title><cusip>20753KAB8</cusip><identifiers><isin value="US20753KAB89"/><ticker value="CAS"/></identifiers><balance>2703595</balance><units>PA</units><curCd>USD</curCd><valUSD>2663738</valUSD><pctVal>0.07</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-08-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>2.4845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2020-R01</title><cusip>20754CAA7</cusip><identifiers><isin value="US20754CAA71"/><ticker value="CAS"/><other otherDesc="BKV26J5" value="Sedol"/></identifiers><balance>2415961</balance><units>PA</units><curCd>USD</curCd><valUSD>2400923</valUSD><pctVal>0.063</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-01-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.9845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2020-R02</title><cusip>20754WAB1</cusip><identifiers><isin value="US20754WAB19"/><ticker value="CAS"/></identifiers><balance>10430356</balance><units>PA</units><curCd>USD</curCd><valUSD>9850275</valUSD><pctVal>0.259</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-01-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>2.1845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Credit Acceptance Auto Loan Tr</name><lei>N/A</lei><title>Credit Acceptance Auto Loan Trust 2018-2</title><cusip>22535FAB0</cusip><identifiers><isin value="US22535FAB04"/><ticker value="CAALT"/></identifiers><balance>5714000</balance><units>PA</units><curCd>USD</curCd><valUSD>5895486</valUSD><pctVal>0.155</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.94</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>DB Master Finance LLC</name><lei>549300F17UZJL70BPB08</lei><title>DB Master Finance LLC</title><cusip>233046AJ0</cusip><identifiers><isin value="US233046AJ02"/><ticker value="DNKN"/></identifiers><balance>4213163</balance><units>PA</units><curCd>USD</curCd><valUSD>4321710</valUSD><pctVal>0.114</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.787</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>DB Master Finance LLC</name><lei>549300F17UZJL70BPB08</lei><title>DB Master Finance LLC</title><cusip>233046AK7</cusip><identifiers><isin value="US233046AK74"/><ticker value="DNKN"/></identifiers><balance>1720003</balance><units>PA</units><curCd>USD</curCd><valUSD>1802710</valUSD><pctVal>0.047</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.021</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>DB Master Finance LLC</name><lei>549300F17UZJL70BPB08</lei><title>DB Master Finance LLC</title><cusip>233046AL5</cusip><identifiers><isin value="US233046AL57"/><ticker value="DNKN"/></identifiers><balance>3572008</balance><units>PA</units><curCd>USD</curCd><valUSD>3784710</valUSD><pctVal>0.1</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.352</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Dell Equipment Finance Trust</name><lei>N/A</lei><title>Dell Equipment Finance Trust 2020-1</title><cusip>24703NAB5</cusip><identifiers><isin value="US24703NAB55"/><ticker value="DEFT"/><other otherDesc="BMVSVP8" value="Sedol"/></identifiers><balance>4215000</balance><units>PA</units><curCd>USD</curCd><valUSD>4285487</valUSD><pctVal>0.113</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-06-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.26</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Dominos Pizza Master Issuer LL</name><lei>N/A</lei><title>Domino's Pizza Master Issuer LLC</title><cusip>25755TAG5</cusip><identifiers><isin value="US25755TAG58"/><ticker value="DPABS"/><other otherDesc="BD3FWS4" value="Sedol"/></identifiers><balance>1563900</balance><units>PA</units><curCd>USD</curCd><valUSD>1580230</valUSD><pctVal>0.042</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-07-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.082</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Dominos Pizza Master Issuer LL</name><lei>N/A</lei><title>Domino's Pizza Master Issuer LLC</title><cusip>25755TAH3</cusip><identifiers><isin value="US25755TAH32"/><ticker value="DPABS"/><other otherDesc="BZ00SB1" value="Sedol"/></identifiers><balance>2521350</balance><units>PA</units><curCd>USD</curCd><valUSD>2706393</valUSD><pctVal>0.071</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-07-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.118</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Dominos Pizza Master Issuer LL</name><lei>N/A</lei><title>Domino's Pizza Master Issuer LLC</title><cusip>25755TAJ9</cusip><identifiers><isin value="US25755TAJ97"/><ticker value="DPABS"/></identifiers><balance>7407068</balance><units>PA</units><curCd>USD</curCd><valUSD>7858942</valUSD><pctVal>0.207</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-07-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.116</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Dominos Pizza Master Issuer LL</name><lei>5299004V0Y8MI5D9FF45</lei><title>Domino's Pizza Master Issuer LLC</title><cusip>25755TAK6</cusip><identifiers><isin value="US25755TAK60"/><ticker value="DPABS"/></identifiers><balance>3944738</balance><units>PA</units><curCd>USD</curCd><valUSD>4279183</valUSD><pctVal>0.113</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-07-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.328</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Dominos Pizza Master Issuer LL</name><lei>5299004V0Y8MI5D9FF45</lei><title>Domino's Pizza Master Issuer LLC</title><cusip>25755TAL4</cusip><identifiers><isin value="US25755TAL44"/><ticker value="DPABS"/><other otherDesc="BKZ7QK7" value="Sedol"/></identifiers><balance>13743935</balance><units>PA</units><curCd>USD</curCd><valUSD>14421929</valUSD><pctVal>0.379</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-10-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.668</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Drive Auto Receivables Trust</name><lei>549300RZ091I85JWZO63</lei><title>Drive Auto Receivables Trust 2017-3</title><cusip>26207KAG6</cusip><identifiers><isin value="US26207KAG67"/><ticker value="DRIVE"/></identifiers><balance>1119074</balance><units>PA</units><curCd>USD</curCd><valUSD>1134887</valUSD><pctVal>0.03</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.53</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Drive Auto Receivables Trust</name><lei>N/A</lei><title>Drive Auto Receivables Trust 2017-A</title><cusip>26208CAN8</cusip><identifiers><isin value="US26208CAN83"/><ticker value="DRIVE"/></identifiers><balance>3056654</balance><units>PA</units><curCd>USD</curCd><valUSD>3104683</valUSD><pctVal>0.082</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.16</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Drive Auto Receivables Trust</name><lei>N/A</lei><title>Drive Auto Receivables Trust 2017-1</title><cusip>26208EAH7</cusip><identifiers><isin value="US26208EAH71"/><ticker value="DRIVE"/></identifiers><balance>6197000</balance><units>PA</units><curCd>USD</curCd><valUSD>6317554</valUSD><pctVal>0.166</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-09-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.17</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Drive Auto Receivables Trust</name><lei>N/A</lei><title>Drive Auto Receivables Trust 2017-2</title><cusip>26208FAA9</cusip><identifiers><isin value="US26208FAA93"/><ticker value="DRIVE"/></identifiers><balance>4659000</balance><units>PA</units><curCd>USD</curCd><valUSD>4765952</valUSD><pctVal>0.125</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.27</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Drive Auto Receivables Trust</name><lei>N/A</lei><title>Drive Auto Receivables Trust 2019-2</title><cusip>26208RAD7</cusip><identifiers><isin value="US26208RAD70"/><ticker value="DRIVE"/></identifiers><balance>2485539</balance><units>PA</units><curCd>USD</curCd><valUSD>2494004</valUSD><pctVal>0.066</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.04</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Exeter Automobile Receivables</name><lei>N/A</lei><title>Exeter Automobile Receivables Trust 2018-1A C</title><cusip>301656AE4</cusip><identifiers><isin value="US301656AE45"/><ticker value="EART"/></identifiers><balance>3781918</balance><units>PA</units><curCd>USD</curCd><valUSD>3800656</valUSD><pctVal>0.1</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.03</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Connecticut Avenue Securities</title><cusip>30711XBB9</cusip><identifiers><isin value="US30711XBB91"/><ticker value="CAS"/><other otherDesc="BYT3803" value="Sedol"/></identifiers><balance>4905491</balance><units>PA</units><curCd>USD</curCd><valUSD>5023060</valUSD><pctVal>0.132</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-07-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.1845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Connecticut Avenue Securities</title><cusip>30711XBF0</cusip><identifiers><isin value="US30711XBF06"/><ticker value="CAS"/><other otherDesc="BZ16C83" value="Sedol"/></identifiers><balance>2559591</balance><units>PA</units><curCd>USD</curCd><valUSD>2668465</valUSD><pctVal>0.07</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-04-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.8845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2016-C03</title><cusip>30711XCT9</cusip><identifiers><isin value="US30711XCT90"/><ticker value="CAS"/><other otherDesc="BD9Y821" value="Sedol"/></identifiers><balance>1302370</balance><units>PA</units><curCd>USD</curCd><valUSD>1353947</valUSD><pctVal>0.036</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.0845</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2016-C04</title><cusip>30711XDA9</cusip><identifiers><isin value="US30711XDA90"/><ticker value="CAS"/><other otherDesc="BD6P7Z3" value="Sedol"/></identifiers><balance>3052377</balance><units>PA</units><curCd>USD</curCd><valUSD>3130000</valUSD><pctVal>0.082</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-01-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>4.4345</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2017-C01</title><cusip>30711XEP5</cusip><identifiers><isin value="US30711XEP50"/><ticker value="CAS"/><other otherDesc="BDVK645" value="Sedol"/></identifiers><balance>5385704</balance><units>PA</units><curCd>USD</curCd><valUSD>5473822</valUSD><pctVal>0.144</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-07-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>3.7345</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2018-C05</title><cusip>30711XY24</cusip><identifiers><isin value="US30711XY248"/><ticker value="CAS"/><other otherDesc="BFYYDK3" value="Sedol"/></identifiers><balance>2721407</balance><units>PA</units><curCd>USD</curCd><valUSD>2663075</valUSD><pctVal>0.07</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>2.5345</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac - STACR</name><lei>5493005LAQ76UDHPEE03</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes</title><cusip>35565CAA4</cusip><identifiers><isin value="US35565CAA45"/><ticker value="STACR"/><other otherDesc="BKY58C8" value="Sedol"/></identifiers><balance>151476</balance><units>PA</units><curCd>USD</curCd><valUSD>151334</valUSD><pctVal>0.004</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-11-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.9545</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac - STACR</name><lei>5493007ZK0X40BI7UF30</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes</title><cusip>35565KAA6</cusip><identifiers><isin value="US35565KAA60"/><ticker value="STACR"/><other otherDesc="BLKQFD2" value="Sedol"/></identifiers><balance>889706</balance><units>PA</units><curCd>USD</curCd><valUSD>884167</valUSD><pctVal>0.023</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-02-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.9345</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GS Mortgage Securities Trust</name><lei>5493005BBCF84ICNQ550</lei><title>GS Mortgage Securities Trust 2018-GS10</title><cusip>36250SAE9</cusip><identifiers><isin value="US36250SAE90"/><ticker value="GSMS"/></identifiers><balance>2505214</balance><units>PA</units><curCd>USD</curCd><valUSD>2926612</valUSD><pctVal>0.077</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-07-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.155</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GS Mortgage Securities Trust</name><lei>549300WZ62L3Y22NOZ64</lei><title>GS Mortgage Securities Trust 2018-GS9</title><cusip>36255NAT2</cusip><identifiers><isin value="US36255NAT28"/><ticker value="GSMS"/></identifiers><balance>4185984</balance><units>PA</units><curCd>USD</curCd><valUSD>4841952</valUSD><pctVal>0.127</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-03-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.992</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GS Mortgage Securities Trust</name><lei>N/A</lei><title>GS Mortgage Securities Trust 2020-GC47</title><cusip>36258RBA0</cusip><identifiers><isin value="US36258RBA05"/><ticker value="GSMS"/></identifiers><balance>4515000</balance><units>PA</units><curCd>USD</curCd><valUSD>4791107</valUSD><pctVal>0.126</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-05-12</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.3772</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JP Morgan Mortgage Trust</name><lei>N/A</lei><title>JP Morgan Mortgage Trust 2019-INV1</title><cusip>46591DBF5</cusip><identifiers><isin value="US46591DBF50"/><ticker value="JPMMT"/></identifiers><balance>1448267</balance><units>PA</units><curCd>USD</curCd><valUSD>1448233</valUSD><pctVal>0.038</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.1345</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Jack in the Box Funding, LLC</name><lei>5493002OJW26P0SUUP68</lei><title>Jack in the Box Funding, LLC 2019-1A A2I</title><cusip>466365AA1</cusip><identifiers><isin value="US466365AA18"/><ticker value="JACK"/><other otherDesc="BH4GKM4" value="Sedol"/></identifiers><balance>6971567</balance><units>PA</units><curCd>USD</curCd><valUSD>7171532</valUSD><pctVal>0.189</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-08-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.982</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Jack in the Box Funding, LLC</name><lei>5493002OJW26P0SUUP68</lei><title>Jack in the Box Funding, LLC 2019-1A A2II</title><cusip>466365AB9</cusip><identifiers><isin value="US466365AB90"/><ticker value="JACK"/><other otherDesc="BHKDGG5" value="Sedol"/></identifiers><balance>9262455</balance><units>PA</units><curCd>USD</curCd><valUSD>9609304</valUSD><pctVal>0.253</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-08-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.476</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Jack in the Box Funding, LLC</name><lei>5493002OJW26P0SUUP68</lei><title>Jack in the Box Funding, LLC 2019-1A A23</title><cusip>466365AC7</cusip><identifiers><isin value="US466365AC73"/><ticker value="JACK"/><other otherDesc="BHL1S17" value="Sedol"/></identifiers><balance>6998692</balance><units>PA</units><curCd>USD</curCd><valUSD>7161301</valUSD><pctVal>0.188</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-08-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.97</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JP Morgan Mortgage Trust</name><lei>N/A</lei><title>JP Morgan Mortgage Trust 2020-4</title><cusip>46652FBC3</cusip><identifiers><isin value="US46652FBC32"/><ticker value="JPMMT"/><other otherDesc="BLFGFP9" value="Sedol"/></identifiers><balance>2766000</balance><units>PA</units><curCd>USD</curCd><valUSD>2765904</valUSD><pctVal>0.073</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-11-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.44013</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Morgan Stanley Capital I Trust</name><lei>N/A</lei><title>Morgan Stanley Capital I Trust 2015-UBS8</title><cusip>61691ABL6</cusip><identifiers><isin value="US61691ABL61"/><ticker value="MSC"/><other otherDesc="BYZWF69" value="Sedol"/></identifiers><balance>2985000</balance><units>PA</units><curCd>USD</curCd><valUSD>3273295</valUSD><pctVal>0.086</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.809</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Morgan Stanley Capital I Trust</name><lei>N/A</lei><title>Morgan Stanley Capital I Trust 2018-H4</title><cusip>61691RAE6</cusip><identifiers><isin value="US61691RAE62"/><ticker value="MSC"/></identifiers><balance>6272995</balance><units>PA</units><curCd>USD</curCd><valUSD>7433792</valUSD><pctVal>0.196</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.31</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Morgan Stanley Capital I Trust</name><lei>N/A</lei><title>Morgan Stanley Capital I Trust  2016-UB11</title><cusip>61767FBA8</cusip><identifiers><isin value="US61767FBA84"/><ticker value="MSC"/></identifiers><balance>4025000</balance><units>PA</units><curCd>USD</curCd><valUSD>4266349</valUSD><pctVal>0.112</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.782</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Morgan Stanley Capital I Trust</name><lei>N/A</lei><title>Morgan Stanley Capital I Trust 2018-H3</title><cusip>61767YAZ3</cusip><identifiers><isin value="US61767YAZ34"/><ticker value="MSC"/><other otherDesc="BFYDSN8" value="Sedol"/></identifiers><balance>4192640</balance><units>PA</units><curCd>USD</curCd><valUSD>4906351</valUSD><pctVal>0.129</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.177</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Morgan Stanley Capital I Trust</name><lei>N/A</lei><title>Morgan Stanley Capital I Trust  2019-H6</title><cusip>61769JBA8</cusip><identifiers><isin value="US61769JBA88"/><ticker value="MSC"/></identifiers><balance>2234425</balance><units>PA</units><curCd>USD</curCd><valUSD>2512778</valUSD><pctVal>0.066</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.417</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>OneMain Direct Auto Receivable</name><lei>N/A</lei><title>OneMain Direct Auto Receivables Trust 2017-2A</title><cusip>68267CAC2</cusip><identifiers><isin value="US68267CAC29"/><ticker value="ODART"/></identifiers><balance>3575000</balance><units>PA</units><curCd>USD</curCd><valUSD>3585637</valUSD><pctVal>0.094</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.82</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>OneMain Direct Auto Receivable</name><lei>N/A</lei><title>OneMain Direct Auto Receivables Trust 2018-1</title><cusip>68268XAC5</cusip><identifiers><isin value="US68268XAC56"/><ticker value="ODART"/></identifiers><balance>2347000</balance><units>PA</units><curCd>USD</curCd><valUSD>2362342</valUSD><pctVal>0.062</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-10-14</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.85</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>OneMain Direct Auto Receivable</name><lei>N/A</lei><title>OneMain Direct Auto Receivables Trust 2018-1</title><cusip>68268XAD3</cusip><identifiers><isin value="US68268XAD30"/><ticker value="ODART"/></identifiers><balance>2534000</balance><units>PA</units><curCd>USD</curCd><valUSD>2614984</valUSD><pctVal>0.069</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-01-14</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.4</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Preston Ridge Partners Mortgag</name><lei>N/A</lei><title>Preston Ridge Partners Mortgage Trust 2019-2A</title><cusip>69358XAA8</cusip><identifiers><isin value="US69358XAA81"/><ticker value="PRPM"/></identifiers><balance>3469154</balance><units>PA</units><curCd>USD</curCd><valUSD>3487630</valUSD><pctVal>0.092</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-04-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.967</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Preston Ridge Partners Mortgag</name><lei>N/A</lei><title>Preston Ridge Partners Mortgage Trust 2019-1A</title><cusip>69359AAA7</cusip><identifiers><isin value="US69359AAA79"/><ticker value="PRPM"/></identifiers><balance>2010626</balance><units>PA</units><curCd>USD</curCd><valUSD>2027334</valUSD><pctVal>0.053</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-01-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Preston Ridge Partners Mortgag</name><lei>N/A</lei><title>Preston Ridge Partners Mortgage Trust 2020-1A</title><cusip>69359GAA4</cusip><identifiers><isin value="US69359GAA40"/><ticker value="PRPM"/><other otherDesc="BL9C3H1" value="Sedol"/></identifiers><balance>1999225</balance><units>PA</units><curCd>USD</curCd><valUSD>1980270</valUSD><pctVal>0.052</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-02-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.981</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Preston Ridge Partners Mortgag</name><lei>N/A</lei><title>Preston Ridge Partners Mortgage Trust 2019-3A</title><cusip>69359MAA1</cusip><identifiers><isin value="US69359MAA18"/><ticker value="PRPM"/><other otherDesc="BK78909" value="Sedol"/></identifiers><balance>2712205</balance><units>PA</units><curCd>USD</curCd><valUSD>2710077</valUSD><pctVal>0.071</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-07-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.351</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Planet Fitness Master Issuer L</name><lei>549300NX9W3U2DO53T22</lei><title>Planet Fitness Master Issuer LLC</title><cusip>72703PAC7</cusip><identifiers><isin value="US72703PAC77"/><ticker value="PLNT"/><other otherDesc="BL0L838" value="Sedol"/></identifiers><balance>6594860</balance><units>PA</units><curCd>USD</curCd><valUSD>5650749</valUSD><pctVal>0.149</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-12-05</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.858</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Provident Funding Mortgage Tru</name><lei>N/A</lei><title>Provident Funding Mortgage Trust 2020-1</title><cusip>743874AJ8</cusip><identifiers><isin value="US743874AJ80"/><ticker value="PFMT"/><other otherDesc="BKTHM72" value="Sedol"/></identifiers><balance>1932319</balance><units>PA</units><curCd>USD</curCd><valUSD>1978385</valUSD><pctVal>0.052</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-02-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Santander Consumer Auto Receiv</name><lei>N/A</lei><title>Santander Consumer Auto Receivables Trust 2020-AA</title><cusip>80281MAA1</cusip><identifiers><isin value="US80281MAA18"/><ticker value="SCART"/></identifiers><balance>4794581</balance><units>PA</units><curCd>USD</curCd><valUSD>4822779</valUSD><pctVal>0.127</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.37</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Santander Drive Auto Receivabl</name><lei>N/A</lei><title>Santander Drive Auto Receivables Trust 2016-3</title><cusip>80284RAH2</cusip><identifiers><isin value="US80284RAH21"/><ticker value="SDART"/></identifiers><balance>12946000</balance><units>PA</units><curCd>USD</curCd><valUSD>13144394</valUSD><pctVal>0.346</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.29</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Sequoia Mortgage Trust</name><lei>549300671OK77JNRLK28</lei><title>Sequoia Mortgage Trust 2013-5</title><cusip>81745AAA5</cusip><identifiers><isin value="US81745AAA51"/><ticker value="SEMT"/><other otherDesc="B8W5JS9" value="Sedol"/></identifiers><balance>1941008</balance><units>PA</units><curCd>USD</curCd><valUSD>1979218</valUSD><pctVal>0.052</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-05-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Sequoia Mortgage Trust</name><lei>549300DFASAA48I36408</lei><title>Sequoia Mortgage Trust 2013-7</title><cusip>81745CAB9</cusip><identifiers><isin value="US81745CAB90"/><ticker value="SEMT"/><other otherDesc="B9C60J7" value="Sedol"/></identifiers><balance>991058</balance><units>PA</units><curCd>USD</curCd><valUSD>1020847</valUSD><pctVal>0.027</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-06-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Sequoia Mortgage Trust</name><lei>54930005PH54PMVV8351</lei><title>Sequoia Mortgage Trust 2013-9</title><cusip>81745DAE1</cusip><identifiers><isin value="US81745DAE13"/><ticker value="SEMT"/></identifiers><balance>480873</balance><units>PA</units><curCd>USD</curCd><valUSD>494563</valUSD><pctVal>0.013</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-07-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Sequoia Mortgage Trust</name><lei>N/A</lei><title>Sequoia Mortgage Trust 2019-3</title><cusip>81748BAB8</cusip><identifiers><isin value="US81748BAB80"/><ticker value="SEMT"/></identifiers><balance>1422422</balance><units>PA</units><curCd>USD</curCd><valUSD>1453845</valUSD><pctVal>0.038</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-09-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Sequoia Mortgage Trust</name><lei>N/A</lei><title>Sequoia Mortgage Trust 2020-2</title><cusip>81748KBN1</cusip><identifiers><isin value="US81748KBN19"/><ticker value="SEMT"/><other otherDesc="BLM1NT7" value="Sedol"/></identifiers><balance>1826579</balance><units>PA</units><curCd>USD</curCd><valUSD>1864156</valUSD><pctVal>0.049</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SPRUCE HILL MORTGAGE LOAN TRUS</name><lei>N/A</lei><title>Spruce Hill Mortgage Loan Trust 2020-SH1 A1</title><cusip>85209FAA4</cusip><identifiers><isin value="US85209FAA49"/><ticker value="SHMLT"/><other otherDesc="BLM2066" value="Sedol"/></identifiers><balance>1652966</balance><units>PA</units><curCd>USD</curCd><valUSD>1653714</valUSD><pctVal>0.044</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-28</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.521</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SPRUCE HILL MORTGAGE LOAN TRUS</name><lei>N/A</lei><title>Spruce Hill Mortgage Loan Trust 2020-SH1 A2</title><cusip>85209FAB2</cusip><identifiers><isin value="US85209FAB22"/><ticker value="SHMLT"/><other otherDesc="BLM2055" value="Sedol"/></identifiers><balance>3352841</balance><units>PA</units><curCd>USD</curCd><valUSD>3322802</valUSD><pctVal>0.087</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-28</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.624</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Spruce Hill Mortgage Loan Trust 2019-SH1</name><lei>N/A</lei><title>SHMLT 2020-SH2 A1</title><cusip>85214RAA1</cusip><identifiers><isin value="US85214RAA14"/><ticker value="SHMLT"/><other otherDesc="BMGHHW9" value="Sedol"/></identifiers><balance>10936000</balance><units>PA</units><curCd>USD</curCd><valUSD>10935855</valUSD><pctVal>0.288</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2055-06-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.407</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Starwood Mortgage Residential</name><lei>N/A</lei><title>Starwood Mortgage Residential Trust 2020-2</title><cusip>85573DAA7</cusip><identifiers><isin value="US85573DAA72"/><ticker value="STAR"/><other otherDesc="BMXNHP3" value="Sedol"/></identifiers><balance>2880680</balance><units>PA</units><curCd>USD</curCd><valUSD>2928270</valUSD><pctVal>0.077</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2060-04-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.718</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Taco Bell Funding, LLC</name><lei>N/A</lei><title>Taco Bell Funding LLC</title><cusip>87342RAE4</cusip><identifiers><isin value="US87342RAE45"/><ticker value="BELL"/></identifiers><balance>1491290</balance><units>PA</units><curCd>USD</curCd><valUSD>1578919</valUSD><pctVal>0.042</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-11-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.94</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WF-RBS COMMERCIAL MORTGAGE TRU</name><lei>N/A</lei><title>WFRBS Commercial Mortgage Trust 2014-C25</title><cusip>92939LAE6</cusip><identifiers><isin value="US92939LAE65"/><ticker value="WFRBS"/><other otherDesc="BMVX012" value="Sedol"/></identifiers><balance>3411000</balance><units>PA</units><curCd>USD</curCd><valUSD>3703349</valUSD><pctVal>0.097</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.631</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Wells Fargo Mortgage Backed Se</name><lei>N/A</lei><title>Wells Fargo Mortgage Backed Securities Trust 2019-4</title><cusip>95002FAC8</cusip><identifiers><isin value="US95002FAC86"/><ticker value="WFMBS"/></identifiers><balance>2542025</balance><units>PA</units><curCd>USD</curCd><valUSD>2593746</valUSD><pctVal>0.068</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-09-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WENDYS FUNDING LLC</name><lei>5493009DRVSTWJOXUL48</lei><title>Wendy's Funding LLC</title><cusip>95058XAD0</cusip><identifiers><isin value="US95058XAD03"/><ticker value="WEN"/><other otherDesc="BFF30D1" value="Sedol"/></identifiers><balance>2638350</balance><units>PA</units><curCd>USD</curCd><valUSD>2728133</valUSD><pctVal>0.072</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.573</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WENDYS FUNDING LLC</name><lei>5493009DRVSTWJOXUL48</lei><title>Wendy's Funding LLC</title><cusip>95058XAE8</cusip><identifiers><isin value="US95058XAE85"/><ticker value="WEN"/></identifiers><balance>710775</balance><units>PA</units><curCd>USD</curCd><valUSD>750094</valUSD><pctVal>0.02</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.884</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WENDYS FUNDING LLC</name><lei>5493009DRVSTWJOXUL48</lei><title>Wendy's Funding LLC</title><cusip>95058XAG3</cusip><identifiers><isin value="US95058XAG34"/><ticker value="WEN"/></identifiers><balance>3869040</balance><units>PA</units><curCd>USD</curCd><valUSD>4069954</valUSD><pctVal>0.107</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.783</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ELANCO ANIMAL HEALTH INC</name><lei>549300SHPNDCE059M934</lei><title>ELANCO ANIMAL HEALTH INC</title><cusip>BL3128180</cusip><identifiers><isin value="N/A"/><ticker value="ELAN"/></identifiers><balance>16182620</balance><units>PA</units><curCd>USD</curCd><valUSD>15400514</valUSD><pctVal>0.405</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-02-04</maturityDt><couponKind>Floating</couponKind><annualizedRt>3.4044</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>US 10YR NOTE (CBT)Sep20</title><cusip>N/A</cusip><identifiers><ticker value="TYU0"/><other otherDesc="TYU0 COMDTY" value="Internal ID"/></identifiers><balance>50</balance><units>NC</units><curCd>USD</curCd><valUSD>24609</valUSD><pctVal>0.001</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DIR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><derivativeInfo><futrDeriv derivCat="FUT"><counterparties><counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Long</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="TYU0"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2020-09-30</expDate><notionalAmt>6933984</notionalAmt><curCd>USD</curCd><unrealizedAppr>24609</unrealizedAppr></futrDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec></invstOrSecs><explntrNotes><explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/></explntrNotes><signature><ncom:dateSigned>2020-08-14</ncom:dateSigned><ncom:nameOfApplicant>JANUS INVESTMENT FUND</ncom:nameOfApplicant><ncom:signature>JESPER NERGAARD</ncom:signature><ncom:signerName>JESPER NERGAARD</ncom:signerName><ncom:title>VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER</ncom:title></signature></nport:formData></nport:edgarSubmission>
