NPORT-P false 0000726735 XXXXXXXX S000007948 C000021551 C000021552 C000021550 ANCHOR SERIES TRUST 811-03836 0000726735 5493006SNKZ2UXR82U28 HARBORSIDE 5 185 HUDSON STREET, SUITE 3300 JERSEY CITY 07311 800-445-7862 SA PGI Asset Allocation Portfolio S000007948 549300KEFWILE8ULEQ61 2020-12-31 2020-12-31 N 171831720.30 230949.55 171600770.75 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1000.18000000 USD N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 5964.00000000 NS USD 1268542.80000000 0.739240735607 Long EC CORP US N 1 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709108 11091.00000000 NS USD 1004068.23000000 0.585118718063 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPU85 45084.57000000 PA USD 50015.37000000 0.029146355101 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491303 3445.00000000 NS USD 395933.85000000 0.230729645484 Long EC CORP US N 1 N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 250000.00000000 PA USD 343180.37000000 0.199987662351 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Nordson Corp 14OS6Q5N55N95WM84M53 655663102 2085.00000000 NS USD 418980.75000000 0.244160179566 Long EC CORP US N 1 N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114BZ0 500000.00000000 PA USD 692733.71000000 0.403689160003 Long DBT CORP US N 2 2035-06-15 Fixed 5.25000000 N N N N N N Nintendo Co Ltd 353800FEEXU6I9M0ZF27 654445303 8500.00000000 NS USD 684420.00000000 0.398844362416 Long EC CORP JP N 1 N N N Nordea Bank Abp 529900ODI3047E2LIV03 65558R109 40000.00000000 NS USD 326396.00000000 0.190206604884 Long EC CORP FI N 1 N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466L302 2356.00000000 NS USD 524280.68000000 0.305523499520 Long EC CORP US N 1 N N N Bank OZK 549300VYK2WBD7SST478 06417N103 8444.00000000 NS USD 264043.88000000 0.153871033822 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDQV6 68861.24000000 PA USD 77827.39000000 0.045353753167 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 2039.00000000 NS USD 1471220.06000000 0.857350496486 Long EC CORP US N 1 N N N Phillips 66 5493005JBO5YSIGK1814 718546AS3 275000.00000000 PA USD 275031.73000000 0.160274181052 Long DBT CORP US N 2 2021-02-26 Floating 0.83000000 N N N N N N Fannie Mae N/A 3136AM6V6 200000.00000000 PA USD 214390.76000000 0.124935779171 Long ABS-MBS USGSE US N 2 2042-11-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36208RAF1 6998.08000000 PA USD 7159.44000000 0.004172149092 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N HB Fuller Co JSMX3Z5FOYM8V0Q52357 359694106 471.00000000 NS USD 24435.48000000 0.014239726251 Long EC CORP US N 1 N N N Volvo AB 549300HGV012CNC8JD22 928854108 19000.00000000 NS USD 443650.00000000 0.258536134809 Long EC CORP SE N 1 N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620R303 29881.00000000 NS USD 1168048.29000000 0.680677764380 Long EC CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2A0 250000.00000000 PA USD 283397.51000000 0.165149322326 Long DBT CORP US N 2 2028-05-22 Fixed 3.58000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AG0 250000.00000000 PA USD 274687.50000000 0.160073581720 Long DBT CORP US N 2 2023-05-01 Fixed 5.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378KBK4 1008354.66000000 PA USD 23379.91000000 0.013624594981 Long ABS-MBS USGA US N 2 2053-09-16 Variable 0.68000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K04L9 309297.28000000 PA USD 324654.75000000 0.189191894990 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AQ1 100000.00000000 PA USD 102788.15000000 0.059899585270 Long DBT CORP GB N 2 2022-06-12 Fixed 2.38000000 N N N N N N STORE Capital Corp 5493004EA6C9IHDZ7N66 862121100 7645.00000000 NS USD 259777.10000000 0.151384576458 Long EC US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EXCM3 43805.10000000 PA USD 47969.76000000 0.027954280036 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3132L5ME0 125339.59000000 PA USD 137708.79000000 0.080249517177 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N ServisFirst Bancshares Inc N/A 81768T108 1400.00000000 NS USD 56406.00000000 0.032870481731 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETEF9 72403.94000000 PA USD 80325.86000000 0.046809731476 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Expeditors International of Washington Inc 984500B055A804AB6E40 302130109 6062.00000000 NS USD 576556.82000000 0.335987313739 Long EC CORP US N 1 N N N Banco Bilbao Vizcaya Argentaria SA K8MS7FD7N5Z2WQ51AZ71 05946K101 30000.00000000 NS USD 148200.00000000 0.086363248458 Long EC CORP ES N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388R4P9 2728.22000000 PA USD 3056.62000000 0.001781239085 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315103 4082.00000000 NS USD 403628.16000000 0.235213488981 Long EC CORP US N 1 N N N Freddie Mac N/A 3132L5B44 79686.05000000 PA USD 86733.92000000 0.050544015403 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Whiting Petroleum Corp 52990028CHK9KUB1B293 966387508 3847.00000000 NS USD 96175.00000000 0.056045785563 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X4EN2 40213.56000000 PA USD 43602.41000000 0.025409215710 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 3.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 3005.00000000 NS USD 625701.10000000 0.364626042916 Long EC CORP US N 1 N N N OMEGA HLTHCARE INVESTORS 549300OJ7ENK42CZ8E73 681936BH2 250000.00000000 PA USD 285798.10000000 0.166548261264 Long DBT US N 2 2026-01-15 Fixed 5.25000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109104 4272.00000000 NS USD 265590.24000000 0.154772171965 Long EC US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KX8 200000.00000000 PA USD 203421.65000000 0.118543552637 Long DBT CORP US N 2 2023-09-01 Floating 1.66000000 N N N N N N Allianz SE 529900K9B0N5BT694847 018820100 20000.00000000 NS USD 493000.00000000 0.287294746897 Long EC CORP DE N 1 N N N JEFFERIES GRP LLC / CAP N/A 47233JAG3 250000.00000000 PA USD 292438.39000000 0.170417876750 Long DBT CORP US N 2 2027-01-15 Fixed 4.85000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 1911.00000000 NS USD 670149.48000000 0.390528245922 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378KHA0 1582369.50000000 PA USD 21672.13000000 0.012629389661 Long ABS-MBS USGA US N 2 2054-06-16 Variable 0.50000000 N N N N N N Freddie Mac N/A 31283H6Q3 28200.76000000 PA USD 32789.36000000 0.019107932823 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 105305.11000000 PA USD 112218.73000000 0.065395236577 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Kone OYJ 2138001CNF45JP5XZK38 50048H101 15500.00000000 NS USD 629920.00000000 0.367084598307 Long EC CORP FI N 1 N N N Varian Medical Systems Inc TK3LAKL7I0QNTCVWSY07 92220P105 1223.00000000 NS USD 214037.23000000 0.124729760282 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36224T2J8 750.38000000 PA USD 753.04000000 0.000438832527 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.00000000 N N N N N N Verizon Owner Trust 549300DBBHVB9QKK8Q94 92348XAA3 46848.76000000 PA USD 47470.66000000 0.027663430526 Long ABS-O CORP US N 2 2023-04-20 Fixed 3.23000000 N N N N N N Rightmove PLC 2138001JXGCFKBXYB828 000000000 30288.00000000 NS 269719.73000000 0.157178623861 Long EC CORP GB N 2 N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDA4 250000.00000000 PA USD 253084.62000000 0.147484547355 Long DBT CORP US N 2 2021-08-15 Variable 2.72000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585A102 8777.00000000 NS USD 363016.72000000 0.211547254953 Long EC CORP US N 1 N N N Tokyo Electron Ltd 549300H5LSF8DP3RIJ34 889110102 5300.00000000 NS USD 496016.40000000 0.289052547859 Long EC CORP JP N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDRX1 104686.64000000 PA USD 120168.24000000 0.070027797354 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.50000000 N N N N N N EnPro Industries Inc 549300Y5CFT2LKCFDN54 29355X107 483.00000000 NS USD 36476.16000000 0.021256408022 Long EC CORP US N 1 N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 536797AE3 250000.00000000 PA USD 263750.00000000 0.153699775850 Long DBT CORP US N 2 2027-12-15 Fixed 4.63000000 N N N N N N Hill-Rom Holdings Inc JLZ01A0E2071OH26RE45 431475102 362.00000000 NS USD 35465.14000000 0.020667238174 Long EC CORP US N 1 N N N NextEra Energy Inc N/A 65339F101 18074.00000000 NS USD 1394409.10000000 0.812589065833 Long EC CORP US N 1 N N N Four Corners Property Trust Inc 549300SVTPZPBDVNER42 35086T109 1358.00000000 NS USD 40427.66000000 0.023559136607 Long EC US N 1 N N N JP Morgan Mortgage Trust N/A 46650MAN7 26322.45000000 PA USD 27029.34000000 0.015751292888 Long ABS-MBS CORP US N 2 2049-01-25 Variable 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERRX0 117426.70000000 PA USD 132977.97000000 0.077492641448 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Citigroup Mortgage Loan Trust Inc N/A 17324VAP9 228917.68000000 PA USD 243654.94000000 0.141989420522 Long ABS-MBS CORP US N 2 2042-09-25 Variable 5.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9B33 77430.51000000 PA USD 81900.80000000 0.047727524557 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Tractor Supply Co 549300OJ9VZHZRO6I137 892356106 1667.00000000 NS USD 234346.86000000 0.136565155841 Long EC CORP US N 1 N N N Universal Health Services Inc 549300YGMGQDO0NMJD09 913903100 3676.00000000 NS USD 505450.00000000 0.294549959065 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EBHW8 18867.29000000 PA USD 20007.48000000 0.011659318260 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 9332.00000000 NS USD 869555.76000000 0.506731849862 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180C3X5 111419.87000000 PA USD 121417.10000000 0.070755567978 Long ABS-MBS USGA US N 2 2043-02-15 Fixed 3.00000000 N N N N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 1455.00000000 NS USD 397535.10000000 0.231662770663 Long EC CORP US N 1 N N N nVent Electric PLC N/A 000000000 2621.00000000 NS USD 61043.09000000 0.035572736493 Long EC CORP IE N 1 N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBN4 250000.00000000 PA USD 285272.95000000 0.166242231170 Long DBT CORP US N 2 2027-11-15 Fixed 3.25000000 N N N N N N Fixed Income Clearing Corp 549300H47WTHXPU08X20 000000000 3040000.00000000 PA USD 3040000.00000000 1.771553814539 Long RA CORP US N 2 Repurchase N 0.00000000 2021-01-04 3100800.00000000 USD 3100800.00000000 USD UST N N N Verizon Owner Trust 549300DBBHVB9QKK8Q94 92348XAB1 124930.02000000 PA USD 125015.97000000 0.072852802148 Long ABS-O CORP US N 2 2023-04-20 Floating 0.39000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378KCX5 820544.90000000 PA USD 19850.79000000 0.011568007482 Long ABS-MBS USGA US N 2 2054-06-16 Variable 0.64000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CP3 200000.00000000 PA USD 206187.43000000 0.120155305304 Long DBT CORP US N 2 2022-05-11 Fixed 2.65000000 N N N N N N Sealed Air Corp Q0M0CZB4YN6JZ65WXI09 81211KAK6 250000.00000000 PA USD 330000.00000000 0.192306828551 Long DBT CORP US N 2 2033-07-15 Fixed 6.88000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBH2 250000.00000000 PA USD 273189.31000000 0.159200514546 Long DBT CORP GB N 2 2024-01-16 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QBGN2 189375.33000000 PA USD 201087.80000000 0.117183506298 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPJ54 66212.28000000 PA USD 71188.04000000 0.041484685464 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 1394.00000000 NS USD 649297.32000000 0.378376692110 Long EC CORP US N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 2004.00000000 NS USD 755067.12000000 0.440013827851 Long EC CORP US N 1 N N N Sonova Holding AG 5299004A0QNX7FBNHS61 83569C102 10400.00000000 NS USD 546312.00000000 0.318362206423 Long EC CORP CH N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417DF81 78073.57000000 PA USD 85167.66000000 0.049631280575 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Donaldson Co Inc OZE6KXY9QQPR8EJ8WL20 257651109 380.00000000 NS USD 21234.40000000 0.012374303394 Long EC CORP US N 1 N N N Teradyne Inc C3X4YJ278QNZHRJULN75 880770102 5934.00000000 NS USD 711427.26000000 0.414582788230 Long EC CORP US N 1 N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 015271AR0 250000.00000000 PA USD 286054.85000000 0.166697881804 Long DBT US N 2 2031-08-15 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHMF6 57562.22000000 PA USD 64932.21000000 0.037839113260 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31334XZZ5 296414.30000000 PA USD 310612.72000000 0.181008930579 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 250000.00000000 PA USD 285371.10000000 0.166299427882 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112BR3 100000.00000000 PA USD 104201.78000000 0.060723375276 Long DBT CORP US N 2 2023-04-24 Fixed 2.50000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939U106 3870.00000000 NS USD 356156.10000000 0.207549242607 Long EC CORP US N 1 N N N COMMONBOND STUDENT LOAN TRUST N/A 20268CAA6 66752.17000000 PA USD 68434.79000000 0.039880234628 Long ABS-O CORP US N 2 2047-01-25 Fixed 2.54000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875P101 5871.00000000 NS USD 292786.77000000 0.170620894486 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 553.00000000 NS USD 96658.87000000 0.056327759821 Long EC CORP US N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 3869.00000000 NS USD 547347.43000000 0.318965601149 Long EC CORP US N 1 N N N Diageo PLC 213800ZVIELEA55JMJ32 25243Q205 3000.00000000 NS USD 476430.00000000 0.277638613112 Long EC CORP GB N 1 N N N Crown Castle Towers LLC N/A 22822RBB5 100000.00000000 PA USD 101063.86000000 0.058894758781 Long DBT CORP US N 2 2022-05-15 Fixed 3.22000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J5XH7 67675.21000000 PA USD 76283.89000000 0.044454281683 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296UWV8 25080.56000000 PA USD 28030.66000000 0.016334810081 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Reckitt Benckiser Group PLC 5493003JFSMOJG48V108 756255204 22000.00000000 NS USD 398640.00000000 0.232306648890 Long EC CORP GB N 1 N N N Swiss Re AG 529900PS9YW3YY29F326 870886108 31684.00000000 NS USD 750593.96000000 0.437407102963 Long EC CORP CH N 1 N N N Freddie Mac N/A 31292HJ47 7404.52000000 PA USD 8750.98000000 0.005099615789 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.00000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAD2 250000.00000000 PA USD 270772.50000000 0.157792123436 Long DBT CORP US N 2 2025-03-20 Fixed 4.74000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350AW5 250000.00000000 PA USD 317943.19000000 0.185280747056 Long DBT CORP US N 2 2042-03-15 Fixed 4.75000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 2086.00000000 NS USD 356998.04000000 0.208039881429 Long EC CORP US N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 3265.00000000 NS USD 502548.80000000 0.292859290668 Long EC CORP CH N 1 N N N SUNCOR ENERGY INC 549300W70ZOQDVLCHY06 867224AC1 75000.00000000 PA USD 78913.37000000 0.045986605803 Long DBT CORP CA N 2 2023-05-15 Fixed 2.80000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EVUX3 104071.75000000 PA USD 114851.95000000 0.066929740174 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 6844.00000000 NS USD 1019756.00000000 0.594260734111 Long EC CORP US N 1 N N N Freddie Mac N/A 3137BARS3 123663.89000000 PA USD 6396.30000000 0.003727430810 Long ABS-MBS USGSE US N 2 2040-08-15 Fixed 3.50000000 N N N N N N Black Knight Inc 549300TUSNXS3BFFML48 09215C105 7098.00000000 NS USD 627108.30000000 0.365446085853 Long EC CORP US N 1 N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389B100 5036.00000000 NS USD 335750.12000000 0.195657699282 Long EC CORP US N 1 N N N Barclays Dryrock Issuance Trust 213800R4G3N2G68CHU37 06742LAQ6 150000.00000000 PA USD 150278.40000000 0.087574431829 Long ABS-O CORP US N 2 2024-07-15 Floating 0.49000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798AC5 250000.00000000 PA USD 272667.87000000 0.158896646447 Long DBT CORP US N 2 2024-06-01 Fixed 4.38000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137ATRW4 90000.00000000 PA USD 92062.68000000 0.053649339450 Long ABS-MBS USGSE US N 2 2022-05-25 Fixed 2.37000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 5064.00000000 NS USD 265353.60000000 0.154634270487 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 2706.00000000 NS USD 390259.32000000 0.227422824672 Long EC CORP US N 1 N N N Amdocs Ltd N/A 000000000 3949.00000000 NS USD 280102.57000000 0.163229202745 Long EC CORP GG N 1 N N N Freddie Mac N/A 3132DVKM6 71115.62000000 PA USD 79024.22000000 0.046051203415 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3137APBF6 41842.71000000 PA USD 42361.81000000 0.024686258584 Long ABS-MBS USGSE US N 2 2036-10-15 Fixed 2.50000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AQ4 250000.00000000 PA USD 253250.00000000 0.147580922214 Long DBT CORP US N 2 2026-12-01 Fixed 3.95000000 N N N N N N Unilever PLC 549300MKFYEKVRWML317 904767704 8000.00000000 NS USD 482880.00000000 0.281397337488 Long EC CORP GB N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 10361.00000000 NS USD 1213687.54000000 0.707273944455 Long EC CORP IE N 1 N N N Corteva Inc 549300WZN9I2QKLS0O94 22052L104 12541.00000000 NS USD 485587.52000000 0.282975139259 Long EC CORP US N 1 N N N Fannie Mae N/A 3136AQ2X7 268613.90000000 PA USD 28840.54000000 0.016806766003 Long ABS-MBS USGSE US N 2 2036-02-25 Fixed 3.50000000 N N N N N N Hong Kong Exchanges & Clearing Ltd 213800YTVSXYQN17BW16 43858F109 13000.00000000 NS USD 711620.00000000 0.414695107073 Long EC CORP HK N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q7RH2 44237.81000000 PA USD 46831.35000000 0.027290873925 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 5797.00000000 NS USD 859695.10000000 0.500985570311 Long EC CORP US N 1 N N N CBL & Associates LP 549300VS75TWHD9JTH89 12505JAD5 500000.00000000 PA USD 197500.00000000 0.115092723148 Long DBT US N 2 2026-12-15 None 0.00000000 Y N N N N N Freddie Mac N/A 3137BXEC2 120000.00000000 PA USD 121425.37000000 0.070760387304 Long ABS-MBS USGSE US N 2 2043-09-15 Fixed 3.50000000 N N N N N N Energizer Holdings Inc 5493000D6NN0V57UME20 29272W109 9223.00000000 NS USD 389026.14000000 0.226704191536 Long EC CORP US N 1 N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450Y103 3534.00000000 NS USD 827662.80000000 0.482318812661 Long EC CORP US N 1 N N N US AIRWAYS 2012-2B PTT N/A 90345WAE4 312930.78000000 PA USD 304231.02000000 0.177290007888 Long DBT CORP US N 2 2021-06-03 Fixed 6.75000000 N N N N N N Lincoln Electric Holdings Inc BIMGBY40SIN95O01BN93 533900106 4995.00000000 NS USD 580668.75000000 0.338383532580 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KSA56 116979.53000000 PA USD 122290.95000000 0.071264802288 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.00000000 N N N N N N Experian PLC 635400RXXHHYT1JTSZ26 30215C101 10000.00000000 NS USD 379600.00000000 0.221211127631 Long EC CORP JE N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 716.00000000 NS USD 1254890.24000000 0.731284734045 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSG1 109817.60000000 PA USD 117832.63000000 0.068666725379 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Bank of America Credit Card Trust 5493006DQ60M1CRKHH19 05522RDB1 200000.00000000 PA USD 204920.22000000 0.119416841255 Long ABS-O CORP US N 2 2025-01-15 Fixed 1.74000000 N N N N N N Freddie Mac N/A 3132H7DU5 108856.93000000 PA USD 118908.58000000 0.069293733052 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.50000000 N N N N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 983793AH3 250000.00000000 PA USD 269035.00000000 0.156779598846 Long DBT CORP US N 2 2025-05-01 Fixed 6.25000000 N N N N N N James River Group Holdings Ltd N/A 000000000 1415.00000000 NS USD 69547.25000000 0.040528518430 Long EC CORP BM N 1 N N N Freddie Mac N/A 31292LW68 117468.69000000 PA USD 127014.81000000 0.074017622091 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017104 9059.00000000 NS USD 1251138.49000000 0.729098409367 Long EC CORP US N 1 N N N Prologis Inc 529900DFH19P073LZ636 74340W103 4936.00000000 NS USD 491921.76000000 0.286666404731 Long EC US N 1 N N N Telenor ASA 549300IM1QSBY4SLPM26 87944W105 17500.00000000 NS USD 297498.25000000 0.173366499870 Long EC CORP NO N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 5173.00000000 NS USD 1131490.29000000 0.659373664264 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPGF5 87897.47000000 PA USD 96093.23000000 0.055998134262 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Sequoia Mortgage Trust N/A 81745MAD3 55004.20000000 PA USD 56736.98000000 0.033063359652 Long ABS-MBS CORP US N 2 2043-02-25 Variable 3.65000000 N N N N N N ASML Holding NV 724500Y6DUVHQD6OXN27 000000000 900.00000000 NS USD 438948.00000000 0.255796053876 Long EC CORP NL N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202CVA8 4985.71000000 PA USD 5221.06000000 0.003042562091 Long ABS-MBS USGA US N 2 2027-04-20 Fixed 6.50000000 N N N N N N Papa John's International Inc HZYLD3DK5XOX0WBVNB56 698813102 207.00000000 NS USD 17563.95000000 0.010235356125 Long EC CORP US N 1 N N N BCE Inc 5493001I9203PRB5KR45 05534B760 21403.00000000 NS USD 916048.40000000 0.533825341224 Long EC CORP CA N 1 N N N CONMED Corp Z6C0YCECH9DCU5ZIQW84 207410101 672.00000000 NS USD 75264.00000000 0.043859942861 Long EC CORP US N 1 N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 409.00000000 NS USD 42994.08000000 0.025054712640 Long EC CORP US N 1 N N N Fannie Mae N/A 3136AUSM4 39685.88000000 PA USD 40390.53000000 0.023537499175 Long ABS-MBS USGSE US N 2 2042-04-25 Fixed 3.00000000 N N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730109 637.00000000 NS USD 60941.79000000 0.035513704124 Long EC CORP US N 1 N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687FV3 250000.00000000 PA USD 262070.63000000 0.152721126399 Long DBT CORP US N 2 2026-01-13 Fixed 1.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7TT2 67943.46000000 PA USD 76587.10000000 0.044630976693 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Deutsche Boerse AG 529900G3SW56SHYNPR95 251542106 25000.00000000 NS USD 422500.00000000 0.246211015343 Long EC CORP DE N 1 N N N MASSMUTUAL GLOBAL FUNDIN 549300K1IE3K7YU6VG29 57629WCE8 200000.00000000 PA USD 214775.83000000 0.125160177930 Long DBT CORP US N 2 2024-06-22 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q9RA3 95658.78000000 PA USD 108392.84000000 0.063165706964 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Terreno Realty Corp N/A 88146M101 1881.00000000 NS USD 110057.31000000 0.064135673469 Long EC US N 1 N N N JP Morgan Mortgage Trust N/A 46647JAN0 90877.99000000 PA USD 92388.45000000 0.053839181255 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SWW3 78738.72000000 PA USD 83820.25000000 0.048846080139 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828QN3 100000.00000000 PA USD 101093.75000000 0.058912177117 Long DBT UST US N 2 2021-05-15 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371HLV8 2826.99000000 PA USD 3206.49000000 0.001868575523 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417ECG4 82175.35000000 PA USD 89416.03000000 0.052107009548 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXM1 250000.00000000 PA USD 252748.04000000 0.147288406045 Long DBT CORP US N 2 2026-12-09 Fixed 1.09000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEB8 250000.00000000 PA USD 251000.65000000 0.146270118078 Long DBT CORP US N 2 2021-04-21 Floating 1.61000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056107 7697.00000000 NS USD 719977.38000000 0.419565353263 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KB2G8 153498.69000000 PA USD 161951.29000000 0.094376784726 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31375TK49 5674.83000000 PA USD 6357.92000000 0.003705064943 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 6.50000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAH3 500000.00000000 PA USD 635143.62000000 0.370128652233 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Tyler Technologies Inc N/A 902252105 673.00000000 NS USD 293777.96000000 0.171198508442 Long EC CORP US N 1 N N N James Hardie Industries PLC 635400NSGXKTVOO7JU45 47030M106 9600.00000000 NS USD 284736.00000000 0.165929324650 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD7B1 56293.92000000 PA USD 60048.80000000 0.034993316019 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 2.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 10670.00000000 NS USD 2373221.40000000 1.382989942077 Long EC CORP US N 1 N N N Magna International Inc 95RWVLFZX6VGDZNNTN43 559222401 15044.00000000 NS USD 1065115.20000000 0.620693715619 Long EC CORP CA N 1 N N N Invesco Preferred ETF 549300J11Q08WEERN210 46138E511 350100.00000000 NS USD 5342526.00000000 3.113346156109 Long EC RF US N 1 N N N MVW Owner Trust 549300Y5CF8WQOLGBR17 55388PAA8 37932.12000000 PA USD 38136.33000000 0.022223868711 Long ABS-O CORP US N 2 2032-12-20 Fixed 2.52000000 N N N N N N Targa Resources Corp 5493003QENHHS261UR94 87612G101 1387.00000000 NS USD 36589.06000000 0.021322200267 Long EC CORP US N 1 N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494103 6233.00000000 NS USD 401654.52000000 0.234063354287 Long EC CORP US N 1 N N N Freddie Mac N/A 31335BP67 65967.43000000 PA USD 76842.62000000 0.044779880454 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 5.00000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 3649.00000000 NS USD 913052.78000000 0.532079649764 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DYM7 33936.41000000 PA USD 39423.33000000 0.022973865343 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 6.00000000 N N N N N N Schneider Electric SE 969500A1YF1XUYYXS284 80687P106 20000.00000000 NS USD 579000.00000000 0.337411071913 Long EC CORP FR N 1 N N N Ingredion Inc PKSTQ48QDN0XSVS7YK88 457187102 788.00000000 NS USD 61991.96000000 0.036125688555 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 1694.00000000 NS USD 380235.24000000 0.221581312448 Long EC US N 1 N N N Croda International PLC 2138004WCNBFJEEOXV26 227047305 8000.00000000 NS USD 360000.00000000 0.209789267511 Long EC CORP GB N 1 N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DE7 250000.00000000 PA USD 267892.92000000 0.156114054050 Long DBT CORP US N 2 2024-08-15 Fixed 2.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9HG8 115038.67000000 PA USD 130061.61000000 0.075793138592 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N ALLEGHENY TECHNOLOGIES ZW1LRE7C3H17O2ZN9B45 01741RAF9 500000.00000000 PA USD 547170.00000000 0.318862204178 Long DBT CORP US N 2 2023-08-15 Fixed 7.88000000 N N N N N N Comfort Systems USA Inc 5299009DT1ZA5HTU6R38 199908104 277.00000000 NS USD 14586.82000000 0.008500439675 Long EC CORP US N 1 N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156109 375.00000000 NS USD 51716.25000000 0.030137539460 Long EC CORP US N 1 N N N Freddie Mac N/A 3137F4XD9 9312.09000000 PA USD 9308.96000000 0.005424777499 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.50000000 N N N N N N Verizon Owner Trust 549300XY7L2MRX0BQH89 92348TAA2 200000.00000000 PA USD 204801.40000000 0.119347599142 Long ABS-O CORP US N 2 2024-07-22 Fixed 1.85000000 N N N N N N Sequoia Mortgage Trust N/A 81747GAU6 63156.71000000 PA USD 64364.94000000 0.037508537822 Long ABS-MBS CORP US N 2 2048-05-25 Variable 3.50000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CC8 250000.00000000 PA USD 250400.00000000 0.145920090513 Long DBT CORP US N 2 2022-08-19 Fixed 0.48000000 N N N N N N Toyota Auto Loan Extended Note Trust 2019-1 549300R73PIC25YY4X12 89231XAA9 250000.00000000 PA USD 266976.78000000 0.155580175329 Long ABS-O CORP US N 2 2031-11-25 Fixed 2.56000000 N N N N N N Freddie Mac N/A 31298EPA7 9298.42000000 PA USD 9702.89000000 0.005654339405 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Freddie Mac N/A 3128METT8 62773.90000000 PA USD 67470.53000000 0.039318314075 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413106 251.00000000 NS USD 42790.48000000 0.024936065154 Long EC CORP US N 1 N N N Trane Technologies PLC 549300BURLR9SLYY2705 000000000 2197.00000000 NS USD 318916.52000000 0.185847953133 Long EC CORP IE N 1 N N N Chase Issuance Trust 5493008SHVCX2Y068L12 161571HN7 211000.00000000 PA USD 211093.33000000 0.123014208547 Long ABS-O CORP US N 2 2023-04-17 Floating 0.36000000 N N N N N N Crane Co 549300X1RO9ID7AUCA83 224399105 654.00000000 NS USD 50789.64000000 0.029597559368 Long EC CORP US N 1 N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271109 8086.00000000 NS USD 1441086.92000000 0.839790470463 Long EC US N 1 N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AN9 500000.00000000 PA USD 614379.42000000 0.358028356932 Long DBT CORP US N 2 2046-09-15 Fixed 4.20000000 N N N N N N VENTAS REALTY LP/CAP CRP N/A 92276MAZ8 250000.00000000 PA USD 259388.17000000 0.151157928292 Long DBT US N 2 2022-08-15 Fixed 3.25000000 N N N N N N Chevron Corp N/A 166764100 11088.00000000 NS USD 936381.60000000 0.545674472152 Long EC CORP US N 1 N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHK9 500000.00000000 PA USD 552969.88000000 0.322242072447 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N N MMAF Equipment Finance LLC N/A 60700FAC7 21618.49000000 PA USD 21671.50000000 0.012629022530 Long ABS-O CORP US N 2 2022-01-10 Fixed 2.84000000 N N N N N N Adobe, Inc. FU4LY2G4933NH2E1CP29 00724F101 2382.00000000 NS USD 1191285.84000000 0.694219399361 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KA8 250000.00000000 PA USD 295534.55000000 0.172222157690 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418MZ39 81038.61000000 PA USD 95063.62000000 0.055398131129 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.00000000 N N N N N N CROWN CASTLE TOWERS LLC N/A 22822RBH2 250000.00000000 PA USD 288269.63000000 0.167988540342 Long DBT CORP US N 2 2028-07-15 Fixed 4.24000000 N N N N N N Spire Inc 549300NXSY15DRY2R511 84857L101 327.00000000 NS USD 20941.08000000 0.012203371761 Long EC CORP US N 1 N N N Novo Nordisk A/S 549300DAQ1CVT6CXN342 670100205 4700.00000000 NS USD 328295.00000000 0.191313243271 Long EC CORP DK N 1 N N N Hubbell Inc 54930088VDQ6840Y6597 443510607 319.00000000 NS USD 50016.01000000 0.029146728060 Long EC CORP US N 1 N N N Freddie Mac N/A 3132LNZC1 32173.56000000 PA USD 34527.44000000 0.020120795407 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 3.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AB3 250000.00000000 PA USD 279865.79000000 0.163091219682 Long DBT CORP CA N 2 2047-11-15 Fixed 4.00000000 N N N N N N Freddie Mac N/A 31335AJX7 125395.38000000 PA USD 140806.63000000 0.082054777134 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 423452101 3320.00000000 NS USD 76891.20000000 0.044808190350 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K55N3 103275.61000000 PA USD 108499.63000000 0.063227938619 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3128M9FV9 74982.76000000 PA USD 81420.88000000 0.047447852153 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Invesco QQQ Trust Series 1 549300VY6FEJBCIMET58 46090E103 18300.00000000 NS USD 5741442.00000000 3.345813643439 Long EC RF US N 1 N N N Royal Dutch Shell PLC 21380068P1DRHMJ8KU70 780259107 12500.00000000 NS USD 420125.00000000 0.244826988925 Long EC CORP GB N 1 N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 912.00000000 NS USD 116197.92000000 0.067714101453 Long EC CORP US N 1 N N N Titan International Inc N/A 88830MAK8 250000.00000000 PA USD 231250.00000000 0.134760466977 Long DBT CORP US N 2 2023-11-30 Fixed 6.50000000 N N N N N N American Express Credit Account Master Trust 549300Y4SA5G3GIJTP18 02582JJP6 316000.00000000 PA USD 316386.91000000 0.184373828052 Long ABS-O CORP US N 2 2024-04-15 Floating 0.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWD2 250000.00000000 PA USD 250692.06000000 0.146090287884 Long DBT CORP US N 2 2022-04-26 Floating 1.32000000 N N N N N N ENCOMPASS HEALTH CORP 549300FVRPM9DRQZRG64 29261AAE0 400000.00000000 PA USD 428000.00000000 0.249416129152 Long DBT CORP US N 2 2031-04-01 Fixed 4.63000000 N N N N N N John Wiley & Sons Inc 5493003XM719UN7E8P64 968223206 784.00000000 NS USD 35797.44000000 0.020860885323 Long EC CORP US N 1 N N N Givaudan SA 213800SVRMQA1TD91D41 37636P108 7500.00000000 NS USD 636450.00000000 0.370889942520 Long EC CORP CH N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 980.00000000 NS USD 172999.40000000 0.100815048349 Long EC CORP US N 1 N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AH2 250000.00000000 PA USD 274015.41000000 0.159681922640 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N Freddie Mac N/A 3137AVTX5 66488.25000000 PA USD 70480.59000000 0.041072420416 Long ABS-MBS USGSE US N 2 2032-11-15 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36178DJA0 84987.41000000 PA USD 92377.40000000 0.053832741890 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Fannie Mae N/A 3136AXEF8 220192.11000000 PA USD 18413.65000000 0.010730517071 Long ABS-MBS USGSE US N 2 2032-07-25 Fixed 3.00000000 N N N N N N LVMH Moet Hennessy Louis Vuitton SE IOG4E947OATN0KJYSD45 502441306 4000.00000000 NS USD 498920.00000000 0.290744614851 Long EC CORP FR N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 9944.00000000 NS USD 545328.96000000 0.317789341864 Long EC CORP US N 1 N N N NESTLE HOLDINGS INC 549300EAEU8YV8MQXP30 641062AQ7 150000.00000000 PA USD 150151.17000000 0.087500288806 Long DBT CORP US N 2 2024-01-15 Fixed 0.38000000 N N N N N N Freddie Mac N/A 3133GAQ25 163818.78000000 PA USD 171306.77000000 0.099828671661 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 2.00000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBX5 250000.00000000 PA USD 284672.49000000 0.165892314326 Long DBT CORP US N 2 2025-01-23 Fixed 4.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W0VH9 39853.75000000 PA USD 44231.84000000 0.025776014761 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A24L3 192971.04000000 PA USD 212653.11000000 0.123923167169 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N Huntsman Corp 5299000V56320A7RIQ67 447011107 2434.00000000 NS USD 61190.76000000 0.035658790885 Long EC CORP US N 1 N N N Freddie Mac N/A 31283HJ71 558.60000000 PA USD 623.72000000 0.000363471560 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Fannie Mae N/A 3136AMW88 231544.48000000 PA USD 39260.06000000 0.022878720082 Long ABS-MBS USGSE US N 2 2045-04-25 Fixed 4.50000000 N N N N N N PACCAR Inc KDTEY8BWE486IKZ3CC07 693718108 7955.00000000 NS USD 686357.40000000 0.399973378324 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31375DCH4 2184.22000000 PA USD 2447.14000000 0.001426065855 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36204JB21 4030.97000000 PA USD 4476.92000000 0.002608916020 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378XPE5 408451.90000000 PA USD 12568.76000000 0.007324419316 Long ABS-MBS USGA US N 2 2056-01-16 Variable 0.64000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBY6 250000.00000000 PA USD 282046.11000000 0.164361796725 Long DBT CORP US N 2 2027-02-01 Fixed 3.30000000 N N N N N N Brunswick Corp/DE YM4O38W15AX4YLLQKU27 117043109 5102.00000000 NS USD 388976.48000000 0.226675252273 Long EC CORP US N 1 N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 3128HX5W1 51051.18000000 PA USD 57839.88000000 0.033706072383 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 4.00000000 N N N N N N Wells Fargo Mortgage Backed Securities Trust N/A 95002FAC8 108725.07000000 PA USD 110357.70000000 0.064310725131 Long ABS-MBS CORP US N 2 2049-09-25 Variable 3.50000000 N N N N N N Freddie Mac N/A 3137ATKS0 350307.13000000 PA USD 20407.28000000 0.011892300897 Long ABS-MBS USGSE US N 2 2027-08-15 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAF3 250000.00000000 PA USD 285270.60000000 0.166240861712 Long DBT CORP US N 2 2028-05-01 Fixed 3.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DJK9 92653.17000000 PA USD 97211.12000000 0.056649582385 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.00000000 N N N N N N DISH DBS Corp N/A 25470XAW5 250000.00000000 PA USD 262133.75000000 0.152757909451 Long DBT CORP US N 2 2024-11-15 Fixed 5.88000000 N N N N N N Assured Guaranty Ltd 549300BBOQUJEPH87M14 000000000 1525.00000000 NS USD 48022.25000000 0.027984868477 Long EC CORP BM N 1 N N N Portland General Electric Co GJOUP9M7C39GLSK9R870 736508847 228.00000000 NS USD 9751.56000000 0.005682701748 Long EC CORP US N 1 N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507V109 2667.00000000 NS USD 247630.95000000 0.144306432260 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BJ4 500000.00000000 PA USD 660225.61000000 0.384745130872 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N CSL Ltd 529900ECSECK5ZDQTE14 12637N204 5000.00000000 NS USD 550750.00000000 0.320948441893 Long EC CORP AU N 1 N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677QBR9 250000.00000000 PA USD 266761.51000000 0.155454727175 Long DBT CORP US N 2 2027-02-01 Fixed 2.25000000 N N N N N N CyrusOne Inc 5493006S177ZK2ZNBU43 23283R100 7286.00000000 NS USD 532970.90000000 0.310587707543 Long EC US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EGXA7 100788.62000000 PA USD 117531.33000000 0.068491143417 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N POST HOLDINGS INC JM1I5YUAURL6DC8N1468 737446AQ7 250000.00000000 PA USD 262990.00000000 0.153256887396 Long DBT CORP US N 2 2030-04-15 Fixed 4.63000000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616C100 4580.00000000 NS USD 672939.40000000 0.392154066126 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A8RJ7 113632.69000000 PA USD 127594.81000000 0.074355615911 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380FQP4 111310.92000000 PA USD 8437.48000000 0.004916924302 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Navient Student Loan Trust N/A 63935CAA9 16614.71000000 PA USD 16630.46000000 0.009691366727 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.18000000 N N N N N N Freddie Mac N/A 3133A4PK6 234497.86000000 PA USD 247410.78000000 0.144178128640 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36194CS46 110994.38000000 PA USD 122821.03000000 0.071573705329 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Hologic Inc 549300DYP6F5ZJL0LB74 436440AM3 250000.00000000 PA USD 265312.50000000 0.154610319546 Long DBT CORP US N 2 2028-02-01 Fixed 4.63000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137B7MZ9 70000.00000000 PA USD 75626.87000000 0.044071404615 Long ABS-MBS USGSE US N 2 2023-10-25 Variable 3.53000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535104 320.00000000 NS USD 330656.00000000 0.192689111217 Long EC CORP US N 1 N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AZ6 250000.00000000 PA USD 276168.07000000 0.160936380875 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N EL PASO NATURAL GAS N/A 283695BE3 500000.00000000 PA USD 637616.85000000 0.371569921984 Long DBT CORP US N 2 2026-11-15 Fixed 7.50000000 N N N N N N Freddie Mac N/A 31298FT36 4675.32000000 PA USD 4849.90000000 0.002826269356 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBK9 500000.00000000 PA USD 659383.24000000 0.384254241468 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N Komatsu Ltd 5493004LQ0B4T7QPQV17 500458401 18000.00000000 NS USD 498285.00000000 0.290374569893 Long EC CORP JP N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8QX8 240000.00000000 PA USD 250082.08000000 0.145734823280 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Physicians Realty LP 549300P6Q1UMT0X60U20 71951QAA0 500000.00000000 PA USD 554134.69000000 0.322920863104 Long DBT US N 2 2027-03-15 Fixed 4.30000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 771195104 38507.00000000 NS USD 1688146.88000000 0.983764159462 Long EC CORP CH N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X8UT2 249416.26000000 PA USD 263354.85000000 0.153469502991 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JXNY0 110388.49000000 PA USD 115881.91000000 0.067529947268 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8KE4 67157.40000000 PA USD 75154.07000000 0.043795881377 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Freddie Mac N/A 3137AV7B7 258827.22000000 PA USD 32549.23000000 0.018967997554 Long ABS-MBS USGSE US N 2 2042-10-15 Fixed 3.50000000 N N N N N N Secom Co Ltd 529900TYCL9N3E9PGE47 813113206 21600.00000000 NS USD 497880.00000000 0.290138556967 Long EC CORP JP N 1 N N N Freddie Mac N/A 3132QRQJ2 104382.16000000 PA USD 113277.58000000 0.066012279260 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N National Health Investors Inc 549300ZPKZIG6DKDEC02 63633D104 372.00000000 NS USD 25731.24000000 0.014994827754 Long EC US N 1 N N N JP Morgan Mortgage Trust N/A 46647SCS7 177295.57000000 PA USD 184330.94000000 0.107418480228 Long ABS-MBS CORP US N 2 2047-08-25 Variable 3.79000000 N N N N N N MSA Safety Inc 529900DVA3258XK11O39 553498106 431.00000000 NS USD 64387.09000000 0.037521445689 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617A8Q44 92157.11000000 PA USD 103137.11000000 0.060102941000 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 8115.00000000 NS USD 245965.65000000 0.143335982073 Long EC CORP US N 1 N N N Ally Master Owner Trust N/A 02005AGP7 250000.00000000 PA USD 250223.55000000 0.145817264634 Long ABS-O CORP US N 2 2023-01-17 Fixed 2.70000000 N N N N N N HollyFrontier Corp 549300J3U2WK73C9ZK26 436106108 4304.00000000 NS USD 111258.40000000 0.064835606223 Long EC CORP US N 1 N N N W & T OFFSHORE INC 549300Q7EOY2YIO3YK85 92922PAL0 250000.00000000 PA USD 176875.00000000 0.103073546364 Long DBT CORP US N 2 2023-11-01 Fixed 9.75000000 N N N N N N Hormel Foods Corp MSD54751OJP1FS2ND863 440452100 11410.00000000 NS USD 531820.10000000 0.309917081185 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381A2M7 70000.00000000 PA USD 73559.38000000 0.042866579024 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379RTT0 77992.50000000 PA USD 82353.75000000 0.047991480248 Long ABS-MBS USGA US N 2 2059-05-16 Fixed 2.60000000 N N N N N N Schwab US TIPS ETF 5493001H0ESLTZTZWE77 808524870 34300.00000000 NS USD 2129344.00000000 1.240870883442 Long EC RF US N 1 N N N Freddie Mac N/A 3137ALMB2 638257.88000000 PA USD 75026.70000000 0.043721656768 Long ABS-MBS USGSE US N 2 2041-06-15 Floating 6.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCUY0 139519.48000000 PA USD 146399.74000000 0.085314150606 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A23X8 71562.90000000 PA USD 77661.38000000 0.045257011178 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 7774.00000000 NS USD 400594.22000000 0.233445466619 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36212KXG3 3440.92000000 PA USD 3574.39000000 0.002082968499 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 7.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFX2 250000.00000000 PA USD 283332.20000000 0.165111263056 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N Freddie Mac N/A 3128LXB90 31677.67000000 PA USD 36608.59000000 0.021333581335 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.00000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DT4 300000.00000000 PA USD 308509.46000000 0.179783260093 Long DBT CORP US N 2 2025-05-11 Fixed 1.13000000 N N N N N N Freddie Mac N/A 3128MFMF2 49245.73000000 PA USD 53230.07000000 0.031019714985 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N Washington Trust Bancorp Inc J66MZFCNJPP3PERHZW54 940610108 853.00000000 NS USD 38214.40000000 0.022269363845 Long EC CORP US N 1 N N N Camden Property Trust 5493002MYX22OHYJBD89 133131102 188.00000000 NS USD 18784.96000000 0.010946897218 Long EC US N 1 N N N Linamar Corp 549300LW6VIYFRMFBU20 000000000 1696.00000000 NS 89829.77000000 0.052348115691 Long EC CORP CA N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X7HK8 380545.29000000 PA USD 399209.91000000 0.232638762783 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416WTT9 87249.16000000 PA USD 96418.17000000 0.056187492386 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A3AU4 74039.91000000 PA USD 79596.44000000 0.046384663455 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N VeriSign Inc LMPL4N8ZOJRMF0KOF759 92343EAH5 250000.00000000 PA USD 284062.50000000 0.165536843895 Long DBT CORP US N 2 2025-04-01 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380JJX7 75089.09000000 PA USD 79254.22000000 0.046185235447 Long ABS-MBS USGA US N 2 2060-03-16 Fixed 2.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KNLD8 173559.14000000 PA USD 180745.94000000 0.105329328772 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N East West Bancorp Inc N/A 27579R104 2079.00000000 NS USD 105426.09000000 0.061436839437 Long EC CORP US N 1 N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824100 6681.00000000 NS USD 731502.69000000 0.426281704215 Long EC CORP US N 1 N N N COMMSCOPE TECH LLC M4TWC4QDOKW45N7T6Y12 20338HAB9 250000.00000000 PA USD 246250.00000000 0.143501686457 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Fannie Mae N/A 3136AYAY9 60000.00000000 PA USD 64547.26000000 0.037614784431 Long ABS-MBS USGSE US N 2 2045-08-25 Fixed 3.50000000 N N N N N N Autoliv Inc A23RUXWKASG834LTMK28 052800109 1726.00000000 NS USD 158964.60000000 0.092636297206 Long EC CORP US N 1 N N N New Residential Mortgage Loan Trust N/A 64829EAJ3 71356.95000000 PA USD 77482.31000000 0.045152658499 Long ABS-MBS CORP US N 2 2055-08-25 Variable 5.52000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X72N8 245116.00000000 PA USD 256594.21000000 0.149529753787 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.00000000 N N N N N N Albany International Corp L73WCPNCZIRSQGZTW097 012348108 651.00000000 NS USD 47796.42000000 0.027853266504 Long EC CORP US N 1 N N N CLP Holdings Ltd 25490002BUTSMP94GO68 18946Q101 36000.00000000 NS USD 330876.00000000 0.192817315769 Long EC CORP HK N 1 N N N Littelfuse Inc 549300MY7HLQFYTPCX75 537008104 2350.00000000 NS USD 598451.00000000 0.348746102587 Long EC CORP US N 1 N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAB2 100000.00000000 PA USD 109439.50000000 0.063775645949 Long DBT US N 2 2023-12-15 Fixed 4.38000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137B5KW2 160000.00000000 PA USD 171725.89000000 0.100072912988 Long ABS-MBS USGSE US N 2 2023-08-25 Variable 3.46000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094104 3035.00000000 NS USD 826764.35000000 0.481795242752 Long EC CORP US N 1 N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798101 7670.00000000 NS USD 287701.70000000 0.167657580290 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQB68 48012.53000000 PA USD 52712.03000000 0.030717828229 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Ambev SA 549300TH5Q6VRP8OT012 02319V103 138000.00000000 NS USD 422280.00000000 0.246082810790 Long EC CORP BR N 1 N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCE1 250000.00000000 PA USD 265312.50000000 0.154610319546 Long DBT CORP US N 2 2030-08-15 Fixed 4.50000000 N N N N N N Fannie Mae N/A 3136B02Y1 16082.38000000 PA USD 16622.28000000 0.009686599848 Long ABS-MBS USGSE US N 2 2046-03-25 Fixed 3.00000000 N N N N N N PPL ELECTRIC UTILITIES N/A 69351UAU7 250000.00000000 PA USD 311279.82000000 0.181397681746 Long DBT CORP US N 2 2047-06-01 Fixed 3.95000000 N N N N N N Ferrari NV 549300RIVY5EX8RCON76 000000000 2500.00000000 NS USD 573800.00000000 0.334380782494 Long EC CORP NL N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BB4 250000.00000000 PA USD 324867.66000000 0.189315967859 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N Cable One Inc 549300648QS85T0XSH18 12685J105 236.00000000 NS USD 525741.92000000 0.306375034157 Long EC CORP US N 1 N N N Essential Utilities Inc 549300ILTEOF3E3QY357 29670G102 3885.00000000 NS USD 183721.65000000 0.107063417720 Long EC CORP US N 1 N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 62912XAE4 500000.00000000 PA USD 520922.69000000 0.303566637680 Long DBT CORP US N 2 2022-08-15 Fixed 4.38000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 4333.00000000 NS USD 612946.18000000 0.357193139238 Long EC CORP US N 1 N N N Cathay General Bancorp 549300K1SLJ8C97H5L68 149150104 1559.00000000 NS USD 50184.21000000 0.029244746268 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RJD2 170723.42000000 PA USD 181991.90000000 0.106055409427 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X5RM1 120890.04000000 PA USD 138772.45000000 0.080869362878 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N YETI Holdings Inc 549300DSQICIGNT5GO63 98585X104 10003.00000000 NS USD 684905.41000000 0.399127234106 Long EC CORP US N 1 N N N SLM Student Loan Trust 549300MJYMBTZU2FTV38 78443CCY8 89496.61000000 PA USD 86076.78000000 0.050161068405 Long ABS-O CORP US N 2 2039-12-15 Floating 0.42000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AK1 250000.00000000 PA USD 256187.50000000 0.149292744362 Long DBT CORP US N 2 2021-08-01 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WA4D6 95799.14000000 PA USD 111557.73000000 0.065010040171 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 5.00000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 6446.00000000 NS USD 1734296.30000000 1.010657640067 Long EC CORP US N 1 N N N CDW LLC/CDW FINANCE N/A 12513GBA6 500000.00000000 PA USD 558995.00000000 0.325753198867 Long DBT CORP US N 2 2024-12-01 Fixed 5.50000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 7079.00000000 NS USD 375470.16000000 0.218804471774 Long EC CORP US N 1 N N N Freddie Mac N/A 3137AWBP9 115687.51000000 PA USD 12435.15000000 0.007246558360 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 4.00000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565A202 6000.00000000 NS USD 159660.00000000 0.093041540141 Long EC CORP FR N 1 N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040W108 3682.00000000 NS USD 318529.82000000 0.185622604495 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31386PUB7 4572.40000000 PA USD 4974.51000000 0.002898885580 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 30303M102 2170.00000000 NS USD 592757.20000000 0.345428052222 Long EC CORP US N 1 N N N Sprint Corp 549300ZTTY7CXOLJ6539 85207UAF2 250000.00000000 PA USD 289450.00000000 0.168676398558 Long DBT CORP US N 2 2023-09-15 Fixed 7.88000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 12788.00000000 NS USD 470726.28000000 0.274314781887 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERN55 74058.56000000 PA USD 80812.64000000 0.047093401531 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 3.00000000 N N N N N N Lululemon Athletica Inc 549300D9GZ4BMLDW5T40 550021109 3151.00000000 NS USD 1096642.53000000 0.639066203028 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SGK7 49065.29000000 PA USD 52281.15000000 0.030466733786 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106B101 8814.00000000 NS USD 904051.98000000 0.526834451878 Long EC CORP CA N 1 N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 06406FAD5 250000.00000000 PA USD 261884.40000000 0.152612601246 Long DBT CORP US N 2 2023-08-16 Fixed 2.20000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 12043.00000000 NS USD 707526.25000000 0.412309482590 Long EC CORP US N 1 N N N ONE Gas Inc 549300HXDWI0LATTX840 68235P108 1669.00000000 NS USD 128129.13000000 0.074666989804 Long EC CORP US N 1 N N N Cullen/Frost Bankers Inc 529900V2E9G9AY665O34 229899109 3506.00000000 NS USD 305828.38000000 0.178220866178 Long EC CORP US N 1 N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BT2 500000.00000000 PA USD 673297.88000000 0.392362969616 Long DBT CORP US N 2 2035-03-15 Fixed 4.38000000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176E108 5583.00000000 NS USD 509337.09000000 0.296815152853 Long EC CORP US N 1 N N N HLF FIN SARL LLC/HERBALI N/A 40390DAA3 500000.00000000 PA USD 530467.50000000 0.309128856287 Long DBT CORP US N 2 2026-08-15 Fixed 7.25000000 N N N N N N Talen Energy Supply LLC K5K33XN0PQAU1XF7NN66 69352JAN7 1000000.00000000 PA USD 966925.00000000 0.563473576356 Long DBT CORP US N 2 2021-12-15 Fixed 4.60000000 N N N N N N Credit Suisse Mortgage Trust N/A 12649NAT8 70428.66000000 PA USD 73319.34000000 0.042726696202 Long ABS-MBS CORP US N 2 2045-01-25 Variable 3.94000000 N N N N N N KKR & Co Inc 549300JOHU21WRN2Z451 48251W104 16769.00000000 NS USD 678976.81000000 0.395672354519 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WRS43 97430.22000000 PA USD 108138.57000000 0.063017531638 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N GENON ENERGY INC 54930052FQLRHOTY0J14 3724ESC78 500000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2020-10-15 None 0.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36183A5K2 100216.31000000 PA USD 110311.50000000 0.064283802175 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W6EE2 108056.40000000 PA USD 116468.21000000 0.067871612400 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 3314.00000000 NS USD 514034.54000000 0.299552582283 Long EC CORP US N 1 N N N Freddie Mac N/A 3137AF7A4 140844.71000000 PA USD 144349.07000000 0.084119126836 Long ABS-MBS USGSE US N 2 2039-05-15 Fixed 4.00000000 N N N N N N Washington Federal Inc N/A 938824109 14511.00000000 NS USD 373513.14000000 0.217664022351 Long EC CORP US N 1 N N N COMM Mortgage Trust N/A 12591YBH7 250000.00000000 PA USD 260021.18000000 0.151526813582 Long ABS-MBS CORP US N 2 2047-06-10 Variable 4.74000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 02665WBH3 250000.00000000 PA USD 271392.57000000 0.158153467967 Long DBT CORP US N 2 2026-09-09 Fixed 2.30000000 N N N N N N LCI Industries 549300E1B98YNJ1WIQ04 50189K103 612.00000000 NS USD 79364.16000000 0.046249302758 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36209SDH1 4702.23000000 PA USD 5116.21000000 0.002981460967 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHR87 91905.97000000 PA USD 99537.05000000 0.058005013360 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 3.00000000 N N N N N N AMERICAN AIRLINES 2013-2 N/A 02377UAB0 167632.23000000 PA USD 159731.72000000 0.093083334825 Long DBT CORP US N 2 2023-01-15 Fixed 4.95000000 N N N N N N Ford Credit Auto Owner Trust/Ford Credit N/A 34531BAA0 250000.00000000 PA USD 252016.60000000 0.146862160874 Long ABS-O CORP US N 2 2027-12-15 Fixed 2.03000000 N N N N N N Freddie Mac N/A 3132XCRZ0 133945.99000000 PA USD 150159.39000000 0.087505078994 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002101 868.00000000 NS USD 95419.24000000 0.055605367961 Long EC CORP US N 1 N N N GRAPHIC PACKAGING INTERN SO75N4VY5NXGQSK8YQ65 38869PAL8 500000.00000000 PA USD 523750.00000000 0.305214246830 Long DBT CORP US N 2 2022-11-15 Fixed 4.88000000 N N N N N N Sequoia Mortgage Trust N/A 81744YAC0 30353.85000000 PA USD 30351.79000000 0.017687443865 Long ABS-MBS CORP US N 2 2043-04-25 Variable 1.55000000 N N N N N N JP Morgan Mortgage Trust N/A 46648UAE4 19610.70000000 PA USD 19634.08000000 0.011441720170 Long ABS-MBS CORP US N 2 2048-11-25 Variable 3.50000000 N N N N N N Granite Real Estate Investment Trust N/A 000000000 838.00000000 NS 51284.63000000 0.029886013784 Long EC CA N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZ72 23858.97000000 PA USD 25645.68000000 0.014944967838 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 4.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837103 29000.00000000 NS USD 273760.00000000 0.159533082982 Long EC CORP NL N 1 N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696106 2104.00000000 NS USD 907013.36000000 0.528560190047 Long EC CORP US N 1 N N N Neste Oyj 5493009GY1X8GQ66AM14 64104Y106 5000.00000000 NS USD 182600.00000000 0.106409778465 Long EC CORP FI N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAZ3 200000.00000000 PA USD 212592.32000000 0.123887741920 Long DBT US N 2 2025-03-15 Fixed 2.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828N30 80000.00000000 PA USD 83184.38000000 0.048475528190 Long DBT UST US N 2 2022-12-31 Fixed 2.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371FCL4 1215.02000000 PA USD 1361.27000000 0.000793277322 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180NDA0 44324.11000000 PA USD 49166.48000000 0.028651666181 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.50000000 N N N N N N MKS Instruments Inc 549300KEQATBHAGVF505 55306N104 624.00000000 NS USD 93880.80000000 0.054708845181 Long EC CORP US N 1 N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244109 3599.00000000 NS USD 385021.02000000 0.224370216006 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGH6 250000.00000000 PA USD 252573.27000000 0.147186559183 Long DBT CORP US N 2 2023-01-20 Floating 1.38000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CR9 250000.00000000 PA USD 282282.28000000 0.164499424312 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N Freddie Mac N/A 3128M9WA6 65626.38000000 PA USD 75351.08000000 0.043910688553 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AG8 250000.00000000 PA USD 258547.02000000 0.150667749841 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15000000 N N N N N N Westlake Automobile Receivables Trust N/A 96042PAB8 234122.65000000 PA USD 234923.84000000 0.136901389762 Long ABS-O CORP US N 2 2024-02-15 Fixed 0.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202CUQ4 341.82000000 PA USD 343.04000000 0.000199905862 Long ABS-MBS USGA US N 2 2027-03-20 Fixed 6.50000000 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAJ0 100000.00000000 PA USD 104550.23000000 0.060926433805 Long DBT CORP US N 2 2025-09-30 Fixed 1.75000000 N N N N N N COLUMBIA PIPELINE GROUP 549300SRP1TQM9JJBG80 198280AH2 250000.00000000 PA USD 341527.99000000 0.199024741268 Long DBT CORP US N 2 2045-06-01 Fixed 5.80000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122DD7 500000.00000000 PA USD 576765.42000000 0.336108874965 Long DBT CORP US N 2 2027-11-15 Fixed 3.45000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDT6 250000.00000000 PA USD 297405.55000000 0.173312479134 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Fannie Mae N/A 31392CXX7 48492.74000000 PA USD 57082.34000000 0.033264617490 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 7.00000000 N N N N N N Fannie Mae N/A 3136AUG39 43007.63000000 PA USD 44622.32000000 0.026003566187 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 6216.00000000 NS USD 425982.48000000 0.248240423477 Long EC CORP US N 1 N N N PROG Holdings Inc 549300DHYTLBOVRXIG52 74319R101 5583.00000000 NS USD 300756.21000000 0.175265069431 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJU63 79859.64000000 PA USD 83867.86000000 0.048873824769 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.00000000 N N N N N N ALLSTATE CORP OBT0W1ED8G0NWVOLOJ77 020002BF7 250000.00000000 PA USD 252069.32000000 0.146892883346 Long DBT CORP US N 2 2023-03-29 Floating 0.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 129474.88000000 PA USD 137981.57000000 0.080408479167 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N SAP SE 529900D6BF99LW9R2E68 803054204 6651.00000000 NS USD 867223.89000000 0.505372957364 Long EC CORP DE N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 388.00000000 NS USD 70623.76000000 0.041155852442 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WBTA3 29487.00000000 PA USD 31607.75000000 0.018419352000 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.00000000 N N N N N N Ivanti Software, Inc. N/A 46583DAB5 500000.00000000 PA USD 498750.00000000 0.290645547697 Long LON CORP US N 2 2027-12-01 Floating 5.75000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RJ9 150000.00000000 PA USD 194132.81000000 0.113130500027 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N PFS Financing Corp. N/A 69335PDB8 250000.00000000 PA USD 256252.08000000 0.149330378226 Long ABS-O CORP US N 2 2023-10-15 Fixed 3.52000000 N N N N N N IDACORP Inc N134NUJDWN8UEFA8B673 451107106 186.00000000 NS USD 17861.58000000 0.010408799402 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 250000.00000000 PA USD 297490.19000000 0.173361802921 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Monolithic Power Systems Inc 529900TB7O85LSZ1XU31 609839105 92.00000000 NS USD 33693.16000000 0.019634620434 Long EC CORP US N 1 N N N Freddie Mac N/A 3132XCR98 133296.23000000 PA USD 149206.54000000 0.086949807595 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N ALLETE Inc 549300NNLSIMY6Z8OT86 018522300 1071.00000000 NS USD 66337.74000000 0.038658183008 Long EC CORP US N 1 N N N SOUTHEAST SUPPLY HEADER N/A 841504AB9 250000.00000000 PA USD 249062.50000000 0.145140665109 Long DBT CORP US N 2 2024-06-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417B5S2 62966.84000000 PA USD 66301.45000000 0.038637035084 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.50000000 N N N N N N Freddie Mac N/A 3137BUQZ4 17855.29000000 PA USD 18344.66000000 0.010690313289 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TEY7 51984.84000000 PA USD 55124.46000000 0.032123666903 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.00000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807108 1574.00000000 NS USD 743352.98000000 0.433187436601 Long EC CORP US N 1 N N N Commonbond Student Loan Trust 549300O1CSZVJJTIR319 20267XAA1 63613.37000000 PA USD 65625.13000000 0.038242910980 Long ABS-O CORP US N 2 2046-02-25 Fixed 3.87000000 N N N N N N Fannie Mae N/A 3136AB5H2 202861.13000000 PA USD 10645.77000000 0.006203800806 Long ABS-MBS USGSE US N 2 2028-02-25 Fixed 2.50000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829LAQ1 84578.31000000 PA USD 94163.83000000 0.054873780338 Long ABS-MBS CORP US N 2 2056-11-25 Variable 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A3AP5 62082.45000000 PA USD 67034.93000000 0.039064469062 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378T3B4 215477.16000000 PA USD 38235.80000000 0.022281834651 Long ABS-MBS USGA US N 2 2043-07-16 Floating 5.95000000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AT9 250000.00000000 PA USD 280575.00000000 0.163504510366 Long DBT CORP US N 2 2026-08-15 Fixed 3.60000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278X109 654.00000000 NS USD 31653.60000000 0.018446070994 Long EC CORP US N 1 N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 3137EAEP0 300000.00000000 PA USD 314708.26000000 0.183395598180 Long DBT USGSE US N 2 2025-02-12 Fixed 1.50000000 N N N N N N Freddie Mac N/A 3137BPP29 53444.25000000 PA USD 55256.12000000 0.032200391500 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3.00000000 N N N N N N Agree Realty Corp N/A 008492100 611.00000000 NS USD 40680.38000000 0.023706408672 Long EC US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9MS6 105717.53000000 PA USD 121351.78000000 0.070717502881 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685103 621.00000000 NS USD 56374.38000000 0.032852055240 Long EC CORP US N 1 N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340102 9798.00000000 NS USD 854679.54000000 0.498062762926 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31384WLM0 3066.68000000 PA USD 3619.42000000 0.002109209640 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225ANB2 613.62000000 PA USD 645.67000000 0.000376262878 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.00000000 N N N N N N WASHINGTON MUTUAL BANK N N/A 93933VAS7 125000.00000000 PA USD 0.00000000 0.000000 Long DBT CORP US N 3 2013-01-15 None 0.00000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AL7 250000.00000000 PA USD 265832.67000000 0.154913447555 Long DBT CORP US N 2 2023-05-15 Fixed 3.10000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 18787.00000000 NS USD 2492847.03000000 1.452701534558 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FNSN5 112831.33000000 PA USD 125091.32000000 0.072896712207 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N EastGroup Properties Inc 31TIGQQZC4P6JMHKSW85 277276101 313.00000000 NS USD 43212.78000000 0.025182159620 Long EC US N 1 N N N Freddie Mac N/A 3137FGG66 30000.00000000 PA USD 32957.44000000 0.019205881101 Long ABS-MBS USGSE US N 2 2045-11-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140J7L45 67291.00000000 PA USD 75348.18000000 0.043908998584 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 313148306 405.00000000 NS USD 30071.25000000 0.017523959751 Long EC USGSE US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140Q8NU5 85498.95000000 PA USD 93971.96000000 0.054761968486 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 526107107 912.00000000 NS USD 249860.64000000 0.145605779570 Long EC CORP US N 1 N N N Bridgestone Corp 549300DHPOF90OYYD780 108441205 38600.00000000 NS USD 633040.00000000 0.368902771959 Long EC CORP JP N 1 N N N Freddie Mac N/A 31283HJS5 4331.04000000 PA USD 4976.36000000 0.002899963664 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Medical Properties Trust Inc 254900U6E39J1MQCCY14 58463J304 2403.00000000 NS USD 52361.37000000 0.030513481828 Long EC US N 1 N N N Teleflex Inc UUL85LWXB4NGSWWXIQ25 879369106 1438.00000000 NS USD 591837.66000000 0.344892192158 Long EC CORP US N 1 N N N Taiwan Semiconductor Manufacturing Co Ltd 549300KB6NK5SBD14S87 874039100 13738.00000000 NS USD 1497991.52000000 0.872951510329 Long EC CORP TW N 1 N N N BCP Renaissance Parent LLC 549300GVXMQFQZDSJR97 05549PAB7 244327.10000000 PA USD 235653.49000000 0.137326591815 Long LON CORP US N 2 2024-10-31 Floating 4.50000000 N N N N N N Enterprise Products Partners LP K4CDIF4M54DJZ6TB4Q48 293792107 17690.00000000 NS USD 346547.10000000 0.201949617408 Long EC CORP US N 1 N N N Digital Realty Trust Inc 549300HKCZ31D08NEI41 253868103 3394.00000000 NS USD 473496.94000000 0.275929378364 Long EC US N 1 N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103108 4658.00000000 NS USD 618302.92000000 0.360314768574 Long EC CORP US N 1 N N N Fannie Mae N/A 3136ATVP6 173821.36000000 PA USD 6837.40000000 0.003984480938 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 3.00000000 N N N N N N H.B. FULLER CO JSMX3Z5FOYM8V0Q52357 40410KAA3 250000.00000000 PA USD 256250.00000000 0.149329166110 Long DBT CORP US N 2 2028-10-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y4PJ2 112794.39000000 PA USD 123664.35000000 0.072065148343 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KDQ86 450943.74000000 PA USD 475775.52000000 0.277257216223 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31378PCM3 112.85000000 PA USD 126.43000000 0.000073676825 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6.50000000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 8822.00000000 NS USD 1189646.70000000 0.693264193861 Long EC CORP US N 1 N N N ManTech International Corp/VA 5299007N03CAU4SWNR02 564563104 199.00000000 NS USD 17699.06000000 0.010314091202 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETJU1 121415.83000000 PA USD 136197.04000000 0.079368547941 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Waste Pro USA Inc 549300BY1QXU5BI3UF28 94107JAA1 250000.00000000 PA USD 255625.00000000 0.148964948632 Long DBT CORP US N 2 2026-02-15 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust N/A 36253PAA0 135400.72000000 PA USD 136338.53000000 0.079451000950 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 1.95000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690100 12975.00000000 NS USD 305172.00000000 0.177838362069 Long EC CORP US N 1 N N N Coloplast A/S 529900NN7SOJ5QG82X67 19624Y200 34000.00000000 NS USD 520880.00000000 0.303541760170 Long EC CORP DK N 1 N N N Deckers Outdoor Corp 5493008LG4W3I6K8J118 243537107 3800.00000000 NS USD 1089764.00000000 0.635057753666 Long EC CORP US N 1 N N N Ritchie Bros Auctioneers Inc 5493002H8U24DJXQ4886 767744105 4000.00000000 NS USD 278200.00000000 0.162120483948 Long EC CORP CA N 1 N N N Daito Trust Construction Co Ltd 353800QQ4DRI3KXS3038 23405X209 12000.00000000 NS USD 281760.00000000 0.164195066705 Long EC CORP JP N 1 N N N TRUIST FIN CORP 549300DRQQI75D2JP341 867914BK8 250000.00000000 PA USD 250517.31000000 0.145988452677 Long DBT CORP US N 2 2021-03-03 Fixed 2.90000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137B3NX2 100000.00000000 PA USD 106288.70000000 0.061939523660 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 3.30000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 375558BW2 250000.00000000 PA USD 250759.76000000 0.146129739921 Long DBT CORP US N 2 2023-09-29 Fixed 0.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418BX35 89810.36000000 PA USD 96647.63000000 0.056321209734 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.50000000 N N N N N N Phibro Animal Health Corp 549300U24SP4AF2JUX52 71742Q106 720.00000000 NS USD 13982.40000000 0.008148215150 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SSP3 65373.82000000 PA USD 69670.34000000 0.040600248877 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHKG6 143354.77000000 PA USD 154811.37000000 0.090216010874 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385G5P5 4114.66000000 PA USD 4175.73000000 0.002433398161 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENGV5 85225.26000000 PA USD 96321.46000000 0.056131134830 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Acushnet Holdings Corp 529900W5FI106H543E43 005098108 2193.00000000 NS USD 88904.22000000 0.051808753312 Long EC CORP US N 1 N N N Sequoia Mortgage Trust N/A 81747GAD4 21927.84000000 PA USD 21941.80000000 0.012786539305 Long ABS-MBS CORP US N 2 2048-05-25 Variable 3.50000000 N N N N N N Novartis AG 5493007HIVTX6SY6XD66 66987V109 8393.00000000 NS USD 792550.99000000 0.461857476826 Long EC CORP CH N 1 N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271V100 15903.00000000 NS USD 508896.00000000 0.296558108553 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31386FUW3 1619.56000000 PA USD 1744.68000000 0.001016708720 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 16944.00000000 NS USD 1386019.20000000 0.807699868679 Long EC CORP US N 1 N N N Vanguard Global ex-U.S. Real Estate ETF 9REVU8EQQSK7LWENPV85 922042676 33500.00000000 NS USD 1819385.00000000 1.060242906863 Long EC RF US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X63P4 241621.45000000 PA USD 255601.15000000 0.148951050093 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179S2P1 96917.94000000 PA USD 103970.59000000 0.060588649774 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N STERIS PLC N/A 000000000 2917.00000000 NS USD 552888.18000000 0.322194461938 Long EC CORP IE N 1 N N N Freddie Mac N/A 31335BMY9 90800.38000000 PA USD 102313.77000000 0.059623141290 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Morningstar Inc 529900YGNQPOVAXQ7F29 617700109 1165.00000000 NS USD 269779.05000000 0.157213192470 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378KXJ3 749544.02000000 PA USD 23630.95000000 0.013770888030 Long ABS-MBS USGA US N 2 2045-06-16 Variable 0.90000000 N N N N N N JP Morgan Mortgage Trust N/A 46647JAE0 17154.54000000 PA USD 17230.19000000 0.010040858164 Long ABS-MBS CORP US N 2 2046-10-25 Variable 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DYL9 47478.98000000 PA USD 54181.14000000 0.031573949093 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.50000000 N N N N N N Orkla ASA 549300PZS8G8RG6RVZ52 686331109 33500.00000000 NS USD 339690.00000000 0.197953656335 Long EC CORP NO N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAA1 250000.00000000 PA USD 260155.81000000 0.151605268940 Long DBT CORP CH N 2 2023-05-23 Fixed 3.49000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EJ6R4 104669.71000000 PA USD 114948.68000000 0.066986109384 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N ALLIANT ENERGY FINANCE 54930033ER6EOI5DL570 01882YAA4 216000.00000000 PA USD 231427.57000000 0.134863945533 Long DBT CORP US N 2 2023-06-15 Fixed 3.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 13662.00000000 NS USD 1736030.34000000 1.011668148349 Long EC CORP US N 1 N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 417.00000000 NS USD 1358139.81000000 0.791453210882 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGYJ7 109631.06000000 PA USD 121626.65000000 0.070877682814 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Towd Point Mortgage Trust N/A 89171DAD9 150000.00000000 PA USD 163733.36000000 0.095415282393 Long ABS-O CORP US N 2 2053-10-25 Variable 4.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 250000.00000000 PA USD 318975.24000000 0.185882172093 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31386XW77 3594.54000000 PA USD 4027.22000000 0.002346854260 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 6.50000000 N N N N N N Fair Isaac Corp RI6HET5SJUEY30V1PS26 303250104 1399.00000000 NS USD 714944.96000000 0.416632720747 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 9127964X4 200000.00000000 PA USD 199960.83000000 0.116526766823 Long STIV UST US N 2 2021-04-08 None 0.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QCZ58 121654.68000000 PA USD 127749.99000000 0.074446046740 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735100 2671.00000000 NS USD 259888.30000000 0.151449378032 Long EC CORP US N 1 N N N Covanta Holding Corp 40XIFLS8XDQGGHGPGC04 22282EAH5 250000.00000000 PA USD 262586.88000000 0.153021970036 Long DBT CORP US N 2 2027-01-01 Fixed 6.00000000 N N N N N N Fannie Mae N/A 3136APAG7 167515.58000000 PA USD 9517.30000000 0.005546187210 Long ABS-MBS USGSE US N 2 2045-06-25 Variable 2.33000000 N N N N N N Freddie Mac N/A 3132HNC56 70828.72000000 PA USD 77478.43000000 0.045150397437 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WJNF1 63703.49000000 PA USD 68747.75000000 0.040062611432 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Timken Co/The B0I35MLPFXZSE70ASS73 887389104 903.00000000 NS USD 69856.08000000 0.040708488484 Long EC CORP US N 1 N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AF9 218000.00000000 PA USD 225862.60000000 0.131620970589 Long DBT CORP US N 2 2022-07-15 Fixed 3.60000000 N N N N N N AIA Group Ltd ZP5ILWVSYE4LJGMMVD57 001317205 7500.00000000 NS USD 368475.00000000 0.214728056517 Long EC CORP HK N 1 N N N 2021-01-19 ANCHOR SERIES TRUST Shawn Parry Shawn Parry Assistant Treasurer