NPORT-P false 0000756913 XXXXXXXX S000008222 C000022375 C000022376 C000022374 John Hancock Variable Insurance Trust 811-04146 0000756913 Z5DUWKEPW78QKD87GA06 200 Berkeley Street Boston 02116 617-663-4497 Core Bond Trust S000008222 5493000JHYET8HXSSN85 2020-12-31 2020-03-31 N 1101559106.080000000000 140437838.390000000000 961121267.690000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 99181808.800000000000 0.000000000000 0.000000000000 0.000000000000 USD N FANNIE MAE OR FREDDIE MAC MBS 15YR TBA N/A 01F020448 5700000 PA USD 5857772.58 0.6094727873 Long ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 15YR TBA N/A 01F020455 5900000 PA USD 6053628.92 0.6298506883 Long ABS-MBS USGSE US N 2 N/A Fixed 2.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F022642 5000000 PA USD 5182962.5 0.5392620759 Long ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F022659 2500000 PA USD 2586793.75 0.2691433263 Long ABS-MBS USGSE US N 2 N/A Fixed 2.500000000000 N N N N N N FANNIE MAE POOL MBS 30YR TBA N/A 01F030660 1600000 PA USD 1673662.4 0.1741364442 Long ABS-MBS USGSE US N 2 N/A Fixed 3.000000000000 N N N N N N FANNIE MAE OR FREDDIE MAC MBS 30YR TBA N/A 01F032641 1400000 PA USD 1480758.58 0.1540657386 Long ABS-MBS USGSE US N 2 N/A Fixed 3.500000000000 N N N N N N COLLEGE AVENUE STUDENT LOANS L CASL 2017 A A1 144A N/A 194204AA1 710886.55 PA USD 691631.83 0.0719609328 Long ABS-O CORP US N 2 2046-11-26 Floating 2.596630000000 N N N N N N COLLEGE AVE STUDENT LOANS 2019 CASL 2019 A A2 144A N/A 19421UAB0 439821.27 PA USD 445031.74 0.0463033911 Long ABS-O CORP US N 2 2048-12-28 Fixed 3.280000000000 N N N N N N COLLEGE AVE STUDENT LOANS 2018 CASL 2018 A A2 144A N/A 19423DAB6 446130.7 PA USD 471589.1 0.0490665555 Long ABS-O CORP US N 2 2047-12-26 Fixed 4.130000000000 N N N N N N Freddie Mac Strips S6XOOCT0IEG5ABCC6L87 3128HXMV4 2898150.16 PA USD 3110889.74 0.3236729687 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.000000000000 N N N N N N GINNIE MAE G2 06/48 FIXED 5 549300M8ZYFG0OCMTT87 36179TZ73 4485656.59 PA USD 4800720.59 0.4994916616 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.000000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 500000 PA USD 549211.02 0.0571427393 Long DBT CORP US N 2 2047-11-15 Fixed 4.000000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBR5 430000 PA USD 441404.77 0.0459260225 Long DBT CORP US N 2 2023-02-15 Fixed 2.625000000000 N N N N N N Shire Acquisitions Investments Ireland Designated Activity Company N/A 82481LAD1 847000 PA USD 866249.1 0.0901290117 Long DBT CORP IE N 2 2026-09-23 Fixed 3.200000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAU6 401000 PA USD 379502.41 0.0394853826 Long DBT CORP FR N 2 2024-10-16 Fixed 2.625000000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAV4 1234000 PA USD 1188157.78 0.1236220465 Long DBT CORP FR N 2 2025-01-22 Fixed 2.625000000000 N N N N N SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 E A2B 144A N/A 83404KAC7 2240000 PA USD 2193781.63 0.2282523240 Long ABS-O CORP US N 2 2040-11-26 Fixed 2.720000000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM SOFI 2018 B A2FX 144A N/A 83404RAB4 1917000 PA USD 1852634.04 0.1927575741 Long ABS-O CORP US N 2 2047-08-25 Fixed 3.340000000000 N N N N N N Sofi Professional Loan Program 2018-A LLC N/A 83406EAC9 565000 PA USD 551483.56 0.0573791860 Long ABS-O CORP US N 2 2042-02-25 Fixed 2.950000000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM SOFI 2020 A A2FX 144A N/A 83406TAB8 1794000 PA USD 1735721.73 0.1805934161 Long ABS-O CORP US N 2 2046-05-15 Fixed 2.540000000000 N N N N N N Tennessee Gas Pipeline Company L.L.C. N/A 880451AZ2 819000 PA USD 692631.86 0.0720649811 Long DBT CORP US N 2 2030-03-01 Fixed 2.900000000000 N N N N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508BH6 763000 PA USD 755502.43 0.0786063586 Long DBT CORP US N 2 2025-03-12 Fixed 1.375000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556CF7 745000 PA USD 798272.84 0.0830564120 Long DBT CORP US N 2 2025-03-25 Fixed 4.133000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VER1 858000 PA USD 988758.72 0.1028755427 Long DBT CORP US N 2 2028-09-21 Fixed 4.329000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VEU4 713000 PA USD 803855.94 0.0836373064 Long DBT CORP US N 2 2029-12-03 Fixed 4.016000000000 N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFE9 646000 PA USD 694692.87 0.0722794192 Long DBT CORP US N 2 2030-03-22 Fixed 3.150000000000 N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VFF6 808000 PA USD 850284.54 0.0884679768 Long DBT CORP US N 2 2027-03-22 Fixed 3.000000000000 N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHT9 121000 PA USD 126644.61 0.0131767566 Long DBT CORP US N 2 2027-04-23 Variable 3.559000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHW2 1976000 PA USD 1992718.19 0.2073326496 Long DBT CORP US N 2 2025-10-22 Variable 2.456000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHX0 1464000 PA USD 1461936.83 0.1521074269 Long DBT CORP US N 2 2030-10-22 Variable 2.884000000000 N N N N N N COMM 2016-COR1 MORTGAGE TRUST COMM 2016 COR1 ASB N/A 12594MBA5 505000 PA USD 517838.21 0.0538785508 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.972000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/37 FIXED 4 N/A 3132LQFN2 106828.9 PA USD 116482.28 0.0121194155 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/49 FIXED 4 N/A 3132VMT96 1142170.93 PA USD 1234714.87 0.1284660856 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/49 FIXED 4 N/A 3132VMWM3 544319.83 PA USD 588253.03 0.0612048708 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/49 FIXED 4.5 N/A 3132XCSH9 583067.89 PA USD 642558.66 0.0668551078 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 02/48 FIXED 3.5 N/A 3132XW5K3 541644.67 PA USD 576141.86 0.0599447624 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/48 FIXED 4 N/A 3132Y0KN9 603420.98 PA USD 653632.91 0.0680073298 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/48 FIXED 4 N/A 3132Y2KR6 334341.98 PA USD 362058.8 0.0376704597 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/48 FIXED 4 N/A 3132Y2LR5 398434.53 PA USD 430966.55 0.0448399764 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/48 FIXED 4.5 N/A 3132Y3Y32 1412694.06 PA USD 1541325.5 0.1603674325 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 09/49 FIXED 3.5 N/A 31334YT31 181134.72 PA USD 194516.21 0.0202384669 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 04/47 FIXED 4 N/A 31335BAJ5 4033131.46 PA USD 4378819.63 0.4555949158 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/48 FIXED 3.5 N/A 31335BTZ9 226149.19 PA USD 242142.66 0.0251937678 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 12/49 FIXED 3 N/A 3133A0G99 207401.51 PA USD 219122.27 0.0227986080 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 12/49 FIXED 3 N/A 3133A0KL7 182035.59 PA USD 192322.86 0.0200102595 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 03/50 FIXED 2.5 N/A 3133A26D7 489000 PA USD 509609.59 0.0530224028 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.500000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBX0 520000 PA USD 472483.3 0.0491595926 Long DBT CORP US N 2 2030-01-31 Fixed 2.800000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBY8 304000 PA USD 271281.08 0.0282254788 Long DBT CORP US N 2 2051-01-31 Fixed 3.700000000000 N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBZ5 336000 PA USD 282766.29 0.0294204592 Long DBT CORP US N 2 2060-01-31 Fixed 3.950000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBC9 914000 PA USD 853484.06 0.0888008713 Long DBT CORP US N 2 2024-11-18 Fixed 2.625000000000 N N N N N N FREDDIE MAC POOL FR 02/50 FIXED 3 N/A 3133A26H8 1371000 PA USD 1445479.44 0.1503951154 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 02/50 FIXED 3 N/A 3133A2DP2 188631.87 PA USD 199232.96 0.0207292219 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.000000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBD7 914000 PA USD 837055.82 0.0870915927 Long DBT CORP US N 2 2026-11-18 Fixed 2.900000000000 N N N N N N Equinix Inc. 549300EVUN2BTLJ3GT74 29444UBE5 365000 PA USD 337993.65 0.0351665977 Long DBT CORP US N 2 2029-11-18 Fixed 3.200000000000 N N N N N N FREDDIE MAC POOL FR 03/50 FIXED 3 N/A 3133A2K58 3203568.67 PA USD 3377602.22 0.3514231069 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.000000000000 N N N N N N FREDDIE MAC POOL FR 11/49 FIXED 3.5 N/A 3133KG4N5 3705677.38 PA USD 3931958.64 0.4091012000 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.500000000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAC6 462000 PA USD 454949.58 0.0473352942 Long DBT CORP NO N 2 2049-11-18 Fixed 3.250000000000 N N N N N N The Estee Lauder Companies Inc. 549300VFZ8XJ9NUPU221 29736RAM2 281000 PA USD 272912.24 0.0283951931 Long DBT CORP US N 2 2049-12-01 Fixed 3.125000000000 N N N N N N The Estee Lauder Companies Inc. 549300VFZ8XJ9NUPU221 29736RAP5 164000 PA USD 159095.31 0.0165530943 Long DBT CORP US N 2 2029-12-01 Fixed 2.375000000000 N N N N N N Evergy Inc. N/A 30034WAA4 608000 PA USD 596519.48 0.0620649548 Long DBT CORP US N 2 2024-09-15 Fixed 2.450000000000 N N N N N N FREDDIE MAC POOL FR 11/49 FIXED 4 N/A 3133KG7F9 1817949.41 PA USD 1978027.13 0.2058041161 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 07/49 FIXED 3.5 N/A 3133KGGN2 1404350.19 PA USD 1508097.82 0.1569102538 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.500000000000 N N N N N N Evergy Inc. N/A 30034WAB2 646000 PA USD 611960 0.0636714659 Long DBT CORP US N 2 2029-09-15 Fixed 2.900000000000 N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NAX9 889000 PA USD 880448.13 0.0916063518 Long DBT CORP US N 2 2030-04-15 Fixed 4.050000000000 N N N N N N Exelon Corporation 3SOUA6IRML7435B56G12 30161NAY7 401000 PA USD 418863.5 0.0435807129 Long DBT CORP US N 2 2050-04-15 Fixed 4.700000000000 N N N N N N GCAT 2019-NQM1 LLC 02/59 1 N/A 36166PAA6 383259.88 PA USD 392458.46 0.0408333967 Long ABS-MBS CORP US N 2 2059-02-25 Variable 2.985000000000 N N N N N N Freddie Mac Strips S6XOOCT0IEG5ABCC6L87 31351DEC1 1028130.3 PA USD 1025204.8 0.1066675803 Long ABS-MBS USGSE US N 2 2037-10-15 Floating 2.005000000000 N N N N N N FANNIE MAE REMICS FNR 2012 151 NX N/A 3136AA5N1 915776.24 PA USD 939181.65 0.0977172893 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 1.500000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWB6 592000 PA USD 609160.8 0.0633802227 Long DBT CORP US N 2 2027-01-26 Fixed 3.850000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GWQ3 166000 PA USD 169282.56 0.0176130282 Long DBT CORP US N 2 2025-09-29 Variable 3.272000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GXJ8 4799000 PA USD 4866385.97 0.5063238255 Long DBT CORP US N 2 2025-04-01 Fixed 3.500000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38145GAH3 906000 PA USD 926058.05 0.0963518425 Long DBT CORP US N 2 2026-11-16 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2013 11 AP N/A 3136ABZ63 2203659.61 PA USD 2207403.85 0.2296696498 Long ABS-MBS USGSE US N 2 2043-01-25 Fixed 1.500000000000 N N N N N N FANNIE MAE REMICS FNR 2013 30 CA N/A 3136ADMQ9 350435.04 PA USD 356099.75 0.0370504495 Long ABS-MBS USGSE US N 2 2043-04-25 Fixed 1.500000000000 N N N N N N FANNIE MAE REMICS FNR 2013 43 BP N/A 3136ADY52 1024197.07 PA USD 1061792.37 0.1104743393 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 1.750000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QANF3 2191550.38 PA USD 2395645.96 0.2492553271 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.500000000000 N N N N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 56585AAG7 856000 PA USD 759032.27 0.0789736213 Long DBT CORP US N 2 2024-09-15 Fixed 3.625000000000 N N N N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 56585ABA9 260000 PA USD 246177.34 0.0256135566 Long DBT CORP US N 2 2023-12-15 Fixed 4.750000000000 N N N N N N Marathon Petroleum Corporation 3BNYRYQHD39K4LCKQF12 56585ABE1 310000 PA USD 237684.86 0.0247299553 Long DBT CORP US N 2 2048-04-01 Fixed 4.500000000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 59523UAM9 398000 PA USD 414355.67 0.0431116951 Long DBT CORP US N 2 2025-11-15 Fixed 4.000000000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 59523UAQ0 327000 PA USD 333528.23 0.0347019925 Long DBT CORP US N 2 2029-03-15 Fixed 3.950000000000 N N N N N N Mid-Atlantic Interstate Transmission LLC N/A 59524QAA3 639000 PA USD 672406.61 0.0699606421 Long DBT CORP US N 2 2028-05-15 Fixed 4.100000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QAXC9 2415524.97 PA USD 2626900.56 0.2733162451 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QAZ94 3913018.21 PA USD 4188644.95 0.4358081639 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBCR7 1670656.56 PA USD 1829896.69 0.1903918633 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBHC5 1834001.46 PA USD 1989904.61 0.2070399102 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBHD3 7224167.11 PA USD 7836015.05 0.8152993086 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBHQ4 1529297.03 PA USD 1676138.6 0.1743940808 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.500000000000 N N N N N N Packaging Corporation of America 549300XZP8MFZFY8TJ84 695156AU3 283000 PA USD 282806.8 0.0294246740 Long DBT CORP US N 2 2029-12-15 Fixed 3.000000000000 N N N N N N Pennsylvania Electric Company O1PLQWO3TX952VMBJ146 708696BY4 275000 PA USD 262453.35 0.0273069964 Long DBT CORP US N 2 2028-03-15 Fixed 3.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBHR2 2241260.07 PA USD 2448759.29 0.2547815112 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBM47 1421139.01 PA USD 1558483.57 0.1621526463 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.500000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448EQ7 614000 PA USD 637385.74 0.0663168906 Long DBT CORP US N 2 2025-03-19 Fixed 2.250000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448ER5 313000 PA USD 326988.75 0.0340215913 Long DBT CORP US N 2 2027-03-19 Fixed 2.625000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QBQQ4 814407.78 PA USD 848740.69 0.0883073467 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QC2Q8 657726.35 PA USD 700794.6 0.0729142746 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 3.000000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CK9 268000 PA USD 242191.29 0.0251988275 Long DBT CORP US N 2 2049-05-01 Fixed 3.900000000000 N N N N N N PepsiCo Inc. FJSUNZKFNQ5YPJ5OT455 713448EU8 563000 PA USD 668113.56 0.0695139711 Long DBT CORP US N 2 2050-03-19 Fixed 3.625000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBT8 756250 PA USD 775321.48 0.0806684345 Long DBT CORP MX N 2 2025-04-15 Fixed 2.378000000000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2017 C8 ASB N/A 12532CAY1 529000 PA USD 551554.87 0.0573866055 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.367400000000 N N N N N N DuPont de Nemours Inc. N/A 26078JAE0 28000 PA USD 31480.76 0.0032754202 Long DBT CORP US N 2 2038-11-15 Fixed 5.319000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBY7 1944600 PA USD 2000545.38 0.2081470307 Long DBT CORP MX N 2 2025-12-15 Fixed 2.460000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCL4 1373000 PA USD 858125 0.0892837386 Long DBT CORP MX N 2 2048-02-12 Fixed 6.350000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCZ3 256000 PA USD 176025.6 0.0183146088 Long DBT CORP MX N 2 2031-01-28 Fixed 5.950000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDA7 48000 PA USD 32025.6 0.0033321081 Long DBT CORP MX N 2 2060-01-28 Fixed 6.950000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CAR6 685000 PA USD 680338.32 0.0707858980 Long DBT CORP US N 2 2021-09-01 Fixed 1.800000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CAS4 425000 PA USD 421769.31 0.0438830483 Long DBT CORP US N 2 2026-09-01 Fixed 2.650000000000 N N N N N N Duke Energy Corporation I1BZKREC126H0VB1BL91 26441CBF1 215000 PA USD 216596.29 0.0225357920 Long DBT CORP US N 2 2049-06-15 Fixed 4.200000000000 N N N N N N Ecopetrol S.A. N/A 279158AJ8 247000 PA USD 218844.47 0.0227697042 Long DBT CORP CO N 2 2045-05-28 Fixed 5.875000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081EA7 174000 PA USD 187300.58 0.0194877157 Long DBT CORP US N 2 2026-12-15 Fixed 3.000000000000 N N N N N N Pfizer Inc. 765LHXWGK1KXCLTFYQ30 717081ER0 312000 PA USD 318541.77 0.0331427241 Long DBT CORP US N 2 2022-03-11 Fixed 2.800000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QC5D4 5248195.67 PA USD 5640831.03 0.5869010727 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QC5X0 4092149.86 PA USD 4442569.25 0.4622277541 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.000000000000 N N N N N N Edison International N/A 281020AM9 2000 PA USD 1914.68 0.0001992132 Long DBT CORP US N 2 2028-03-15 Fixed 4.125000000000 N N N N N Edison International N/A 281020AN7 486000 PA USD 505178.6 0.0525613798 Long DBT CORP US N 2 2027-06-15 Fixed 5.750000000000 N N N N N N Ovintiv Inc. N/A 292505AE4 183000 PA USD 79433.64 0.0082646845 Long DBT CORP US N 2 2037-08-15 Fixed 6.625000000000 N N N N N N Ovintiv Inc. N/A 292505AG9 325000 PA USD 141258.8 0.0146972921 Long DBT CORP US N 2 2038-02-01 Fixed 6.500000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAY1 1651000 PA USD 1535265.84 0.1597369543 Long DBT CORP CA N 2 2025-01-15 Fixed 2.500000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NAZ8 1183000 PA USD 1093276.6 0.1137501205 Long DBT CORP CA N 2 2029-11-15 Fixed 3.125000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QC6P6 1476057.58 PA USD 1625513.43 0.1691267777 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QC6Q4 2643927.07 PA USD 2903371.4 0.3020816933 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.500000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHM4 1635000 PA USD 1774383.42 0.1846159772 Long DBT CORP US N 2 2029-07-23 Variable 4.271000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818FK9 817000 PA USD 793854.97 0.0825967541 Long DBT CORP US N 2 2050-02-05 Fixed 3.250000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818FL7 158000 PA USD 163252.39 0.0169856183 Long DBT CORP US N 2 2070-02-05 Fixed 3.750000000000 N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCB96 2264040.73 PA USD 2402290.75 0.2499466853 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCCE4 1044683.98 PA USD 1136672.58 0.1182652614 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.000000000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 202712BL8 306000 PA USD 258337.38 0.0268787497 Long DBT CORP AU N 2 2039-09-12 Fixed 3.743000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PAQ1 267000 PA USD 266802.33 0.0277594867 Long DBT CORP US N 2 2026-12-06 Fixed 3.700000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCCX2 1688689.17 PA USD 1836488.99 0.1910777601 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 5.000000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AL3 328000 PA USD 280505.6 0.0291852453 Long DBT CORP US N 2 2029-01-15 Fixed 5.300000000000 N N N N N N United States Treasury Note/Bond N/A 912810QY7 3979000 PA USD 5140059.79 0.5347982573 Long DBT UST US N 2 2042-11-15 Fixed 2.750000000000 N N N N N N United States Treasury Note/Bond N/A 912810RB6 2089000 PA USD 2752747.12 0.2864099685 Long DBT UST US N 2 2043-05-15 Fixed 2.875000000000 N N N N N N GLP Capital L.P. / GLP Financing II Inc. N/A 361841AP4 544000 PA USD 457395.2 0.0475897491 Long DBT CORP US N 2 2030-01-15 Fixed 4.000000000000 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 369550BK3 407000 PA USD 428765.68 0.0446109866 Long DBT CORP US N 2 2025-04-01 Fixed 3.250000000000 N N N N N N United States Treasury Note/Bond N/A 912810RH3 14295000 PA USD 19706439.29 2.0503592993 Long DBT UST US N 2 2044-08-15 Fixed 3.125000000000 N N N N N N United States Treasury Note/Bond N/A 912810RK6 9890000 PA USD 12351296.51 1.2850924150 Long DBT UST US N 2 2045-02-15 Fixed 2.500000000000 N N N N N N United States Treasury Note/Bond N/A 912810RM2 1561000 PA USD 2123325.87 0.2209217444 Long DBT UST US N 2 2045-05-15 Fixed 3.000000000000 N N N N N N United States Treasury Note/Bond N/A 912810RS9 5961000 PA USD 7498984.56 0.7802329230 Long DBT UST US N 2 2046-05-15 Fixed 2.500000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PAS7 225000 PA USD 211236.63 0.0219781454 Long DBT CORP US N 2 2027-05-09 Fixed 3.500000000000 N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PAX6 169000 PA USD 168559.65 0.0175378129 Long DBT CORP US N 2 2023-02-15 Fixed 3.200000000000 N N N N N N FREDDIE MAC GOLD POOL FG 05/31 FIXED 2.5 N/A 3128MEVC2 89207.39 PA USD 93040.27 0.0096803882 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 08/38 FIXED 4 N/A 3128P8GT2 3409002.08 PA USD 3690416.91 0.3839699561 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4.000000000000 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 369550BM9 339000 PA USD 378067.64 0.0393361018 Long DBT CORP US N 2 2030-04-01 Fixed 3.625000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 369604BD4 357000 PA USD 351140.83 0.0365344980 Long DBT CORP US N 2 2022-10-09 Fixed 2.700000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/39 FIXED 4.5 N/A 3129882T4 49018.55 PA USD 54094.62 0.0056282825 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 07/39 FIXED 4.5 N/A 3129882U1 58984.97 PA USD 65093.1 0.0067726209 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.500000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PAY4 498000 PA USD 487286.39 0.0506997823 Long DBT CORP US N 2 2028-02-15 Fixed 3.600000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138Y7DK5 46577.9 PA USD 51425.07 0.0053505288 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.500000000000 N N N N N N United States Treasury Note/Bond N/A 912810RT7 3117000 PA USD 3752088.75 0.3903866116 Long DBT UST US N 2 2046-08-15 Fixed 2.250000000000 N N N N N N United States Treasury Note/Bond N/A 912810SK5 4112000 PA USD 5132290 0.5339898484 Long DBT UST US N 2 2049-11-15 Fixed 2.375000000000 N N N N N N FREDDIE MAC GOLD POOL FG 11/27 FIXED 2.5 N/A 31306YBV2 955035.51 PA USD 994875.77 0.1035119920 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 12/27 FIXED 2.5 N/A 31306YSX0 550409.77 PA USD 573370.66 0.0596564325 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.500000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 36962G3P7 575000 PA USD 674553.03 0.0701839667 Long DBT CORP US N 2 2038-01-14 Fixed 5.875000000000 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 36962G6S8 121000 PA USD 122890.57 0.0127861670 Long DBT CORP US N 2 2023-01-09 Fixed 3.100000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAQ3 483000 PA USD 352105.48 0.0366348651 Long DBT CORP US N 2 2048-04-01 Fixed 5.400000000000 N N N N N N General Motors Company 54930070NSV60J38I987 37045VAT7 568000 PA USD 420033.64 0.0437024603 Long DBT CORP US N 2 2049-04-01 Fixed 5.950000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/28 FIXED 2.5 N/A 31307CQS0 602977.51 PA USD 628508.18 0.0653932236 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 06/28 FIXED 2.5 N/A 31307CUV8 579671.86 PA USD 604215.75 0.0628657143 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.500000000000 N N N N N N United States Treasury Note/Bond N/A 912810SL3 17711000 PA USD 20570357.89 2.1402458339 Long DBT UST US N 2 2050-02-15 Fixed 2.000000000000 N N N N N N United States Treasury Note/Bond N/A 9128285N6 5092000 PA USD 5777232.02 0.6010929332 Long DBT UST US N 2 2025-11-30 Fixed 2.875000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138YGYF3 157927.81 PA USD 164634.91 0.0171294628 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 2.500000000000 N N N N N N Fannie Mae Interest Strip B1V7KEBTPIMZEU4LTD58 31395QDZ0 2992182.27 PA USD 3335436.74 0.3470359935 Long ABS-MBS USGSE US N 2 2042-10-25 Fixed 3.500000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XBW5 86000 PA USD 77943.94 0.0081096884 Long DBT CORP US N 2 2024-04-13 Fixed 3.950000000000 N N N N N N General Motors Financial Company Inc. 5493008B6JBRUJ90QL97 37045XCV6 401000 PA USD 346588.65 0.0360608657 Long DBT CORP US N 2 2025-02-26 Fixed 2.900000000000 N N N N N N United States Treasury Note/Bond N/A 912828Z94 7185000 PA USD 7745766.83 0.8059094196 Long DBT UST US N 2 2030-02-15 Fixed 1.500000000000 N N N N N N United States Treasury Note/Bond N/A 912828ZA1 10712000 PA USD 10892346.59 1.1332957615 Long DBT UST US N 2 2022-02-28 Fixed 1.125000000000 N N N N N N FREDDIE MAC POOL FR 07/48 FIXED 4 N/A 3132ACS76 3430872.69 PA USD 3731098.41 0.3882026686 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 01/49 FIXED 4 N/A 3132AD3L0 1656191.37 PA USD 1791803.8 0.1864284831 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 912828ZC7 1894000 PA USD 1964359.15 0.2043820292 Long DBT UST US N 2 2025-02-28 Fixed 1.125000000000 N N N N N N United States Treasury Note/Bond N/A 912828ZD5 3988000 PA USD 4012925 0.4175253566 Long DBT UST US N 2 2023-03-15 Fixed 0.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140F7V55 122630.42 PA USD 131790.25 0.0137121354 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FCUL0 964143.78 PA USD 997508.07 0.1037858701 Long ABS-MBS USGSE US N 2 2047-03-01 Floating 3.090000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GFD1 377000 PA USD 507000.96 0.0527509875 Long DBT CORP US N 2 2037-10-01 Fixed 6.750000000000 N N N N N N The Goldman Sachs Group Inc. 784F5XWPLTWKTBV3E584 38141GVM3 149000 PA USD 156253.23 0.0162573897 Long DBT CORP US N 2 2024-03-03 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 01/48 FIXED 4 N/A 3132ADQ92 319749.8 PA USD 348129.86 0.0362212212 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 11/48 FIXED 4 N/A 3132ADVT2 2830452.47 PA USD 3077252.64 0.3201731918 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.000000000000 N N N N N N United States Treasury Note/Bond N/A 912828ZE3 732000 PA USD 736031.72 0.0765805258 Long DBT UST US N 2 2027-03-31 Fixed 0.625000000000 N N N N N N United States Treasury Note/Bond N/A 912828ZF0 4421000 PA USD 4448976.62 0.4628944098 Long DBT UST US N 2 2025-03-31 Fixed 0.500000000000 N N N N N N FREDDIE MAC POOL FR 04/49 FIXED 4.5 N/A 3132AEB39 6361245.94 PA USD 6884480.05 0.7162967132 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.500000000000 N N N N N N FREDDIE MAC POOL FR 03/49 FIXED 4 N/A 3132AEDR4 820105.61 PA USD 891870.67 0.0927948116 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.000000000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CF4 826000 PA USD 910945.52 0.0947794571 Long DBT CORP GB N 2 2030-03-31 Fixed 4.950000000000 N N N N N N The Hershey Company 21X2CX66SU2BR6QTAD08 427866BC1 664000 PA USD 661369.37 0.0688122709 Long DBT CORP US N 2 2024-11-15 Fixed 2.050000000000 N N N N N N United States Treasury Note/Bond N/A 912828ZG8 864000 PA USD 866295 0.0901337874 Long DBT UST US N 2 2022-03-31 Fixed 0.375000000000 N N N N N N VERUS SECURITIZATION TRUST 02/59 1 N/A 92537DAA8 411949.09 PA USD 399752.14 0.0415922687 Long ABS-MBS CORP US N 2 2059-02-25 Variable 3.836000000000 N N N N N N FREDDIE MAC POOL FR 04/49 FIXED 3.5 N/A 3132AEHX7 1232383.21 PA USD 1318420.07 0.1371752051 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 08/49 FIXED 3.5 N/A 3132DMB87 1101822.99 PA USD 1182532.52 0.1230367655 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.500000000000 N N N N N N COLT FUNDING LLC 05/49 1 N/A 19685TAA6 792918.95 PA USD 775815.13 0.0807197964 Long ABS-MBS CORP US N 2 2049-05-25 Variable 3.337000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FLNA2 74798.95 PA USD 81531.39 0.0084829452 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FNBE3 640560.46 PA USD 688406.87 0.0716253914 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAJ5 476000 PA USD 531905.24 0.0553421569 Long DBT CORP US N 2 2038-07-24 Variable 3.882000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAP1 318000 PA USD 330309.14 0.0343670618 Long DBT CORP US N 2 2024-04-23 Variable 3.559000000000 N N N N N N VERUS SECURITIZATION TRUST 07/59 1 N/A 92537HAA9 910177.98 PA USD 896054.02 0.0932300689 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.913000000000 N N N N N N JH COLLATERAL N/A N/A 1016195.26 NS USD 10159412.15 1.0570374927 Long EC RF US N 1 N N FREDDIE MAC POOL FR 09/49 FIXED 3.5 N/A 3132DMC78 2086903.05 PA USD 2239770.58 0.2330372509 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.500000000000 N N N N N N FANNIE MAE REMICS FNR 2015 84 PA N/A 3136AQQT0 2851107.42 PA USD 2939401.08 0.3058304065 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 1.700000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FNBZ6 480013.55 PA USD 516617.99 0.0537515928 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FXK92 5217355.95 PA USD 5758693.67 0.5991641080 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAU0 374000 PA USD 391429.95 0.0407263852 Long DBT CORP US N 2 2024-07-23 Variable 3.797000000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MSBAM 2015 C27 A4 N/A 61690AAE4 151000 PA USD 157913.43 0.0164301254 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.753000000000 N N N N N N COLT FUNDING LLC 11/49 2.579 N/A 196860AA8 953469.75 PA USD 924763.06 0.0962171051 Long ABS-MBS CORP US N 2 2049-11-25 Variable 2.579000000000 N N N N N N COLT FUNDING LLC 03/49 1 N/A 19687XAA5 405208.07 PA USD 401627.81 0.0417874230 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.705000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FXKV3 1470423.18 PA USD 1564548.5 0.1627836728 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FXLJ9 1184993.47 PA USD 1334973.24 0.1388974820 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.500000000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 549300P1YQ48837ZOI22 61762MBW0 100000 PA USD 105310.94 0.0109570918 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.082745000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MSBAM 2015 C20 A4 N/A 61764RBF4 158000 PA USD 160979.79 0.0167491653 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.249000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAV3 1448000 PA USD 1345994.93 0.1400442353 Long DBT CORP DK N 2 2025-12-20 Variable 3.244000000000 N N N N N N Danone N/A 23636TAE0 1946000 PA USD 1943232.79 0.2021839340 Long DBT CORP FR N 2 2026-11-02 Fixed 2.947000000000 N N N N N N FANNIE MAE REMICS FNR 2016 57 PC N/A 3136ATEP5 5277982.36 PA USD 5441229.3 0.5661334821 Long ABS-MBS USGSE US N 2 2046-06-25 Fixed 1.750000000000 N N N N N N FANNIE MAE REMICS FNR 2016 48 MA N/A 3136ATLW2 3783011.66 PA USD 3895361.81 0.4052934776 Long ABS-MBS USGSE US N 2 2038-06-25 Fixed 2.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FXLR1 4339924.38 PA USD 4805140.84 0.4999515671 Long ABS-MBS USGSE US N 2 2059-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140FXLT7 2319273.67 PA USD 2599768.71 0.2704933079 Long ABS-MBS USGSE US N 2 2059-01-01 Fixed 4.500000000000 N N N N N N MORGAN STANLEY BANK OF AMERICA MSBAM 2015 C25 ASB N/A 61765TAC7 316000 PA USD 327580.67 0.0340831777 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.383000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB11 A1 N/A 61767FAW1 338021.03 PA USD 335759.33 0.0349341276 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 1.445000000000 N N N N N N Deere and Company PWFTNG3EI0Y73OXWDH08 244199BH7 685000 PA USD 709241.04 0.0737930856 Long DBT CORP US N 2 2025-04-15 Fixed 2.750000000000 N N N N N N Mississippi Power Company LNZ0J6YZ5SC6ILIRU850 605417BZ6 479000 PA USD 457753.59 0.0476270379 Long DBT CORP US N 2 2042-03-15 Fixed 4.250000000000 N N N N N N FANNIE MAE-ACES FNA 2017 M7 A2 N/A 3136AV7G8 423000 PA USD 465205.76 0.0484024000 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 2.961000000000 N N N N N N FANNIE MAE REMICS FNR 2017 13 PA N/A 3136AVFH7 1128215.66 PA USD 1209181.04 0.1258094146 Long ABS-MBS USGSE US N 2 2046-08-25 Fixed 3.000000000000 N N N N N N NAVIENT STUDENT LOAN TRUST 201 NAVSL 2016 3A A2 144A N/A 63940HAB9 168142.87 PA USD 167958.03 0.0174752173 Long ABS-O CORP US N 2 2065-06-25 Floating 1.796630000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 A A2 144A N/A 63940PAB1 485000 PA USD 492335.67 0.0512251353 Long ABS-O CORP US N 2 2042-02-18 Fixed 3.190000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140GNG80 169657.64 PA USD 186889.7 0.0194449656 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140GRAV6 189625.14 PA USD 203552.08 0.0211786053 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N FANNIE MAE REMICS FNR 2017 42 H N/A 3136AWW37 743460.36 PA USD 778680.98 0.0810179741 Long ABS-MBS USGSE US N 2 2043-11-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2018 8 KL N/A 3136B0VP8 1347212.96 PA USD 1406770.28 0.1463676153 Long ABS-MBS USGSE US N 2 2047-03-25 Fixed 2.500000000000 N N N N N N NAVIENT PRIVATE EDUCATION LOAN NAVSL 2018 BA A2A 144A N/A 63940QAB9 467000 PA USD 485688.97 0.0505335785 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.610000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 DA A2A 144A N/A 63940UAB0 1994000 PA USD 2082849.25 0.2167103486 Long ABS-O CORP US N 2 2059-12-15 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140GYJZ3 1181645.66 PA USD 1282089.56 0.1333951920 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140H25Z7 165430.17 PA USD 182181.15 0.0189550639 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.000000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2018 CA A2 144A N/A 63940VAB8 501000 PA USD 507491.41 0.0528020165 Long ABS-O CORP US N 2 2042-06-16 Fixed 3.520000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 CA A2 144A N/A 63940YAB2 1289000 PA USD 1268872.01 0.1320199701 Long ABS-O CORP US N 2 2068-02-15 Fixed 3.130000000000 N N N N N N FANNIE MAE REMICS FNR 2018 14 KC N/A 3136B1FM1 1798101.67 PA USD 1916632.17 0.1994162687 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2018 15 AB N/A 3136B1HY3 422245.83 PA USD 452144.13 0.0470434008 Long ABS-MBS USGSE US N 2 2048-03-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2018 45 GA N/A 3136B2EW8 2185010.8 PA USD 2281620.18 0.2373914985 Long ABS-MBS USGSE US N 2 2048-06-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2019 25 PA N/A 3136B4B64 1185503.66 PA USD 1261433.87 0.1312460677 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 3.000000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RBJ7 150000 PA USD 124552.2 0.0129590515 Long DBT CORP US N 2 2045-12-15 Fixed 6.125000000000 N N N N N N Navient Private Education Refi Loan Trust 2019-A N/A 63941BAB1 2333000 PA USD 2352662.06 0.2447830611 Long ABS-O CORP US N 2 2043-01-15 Fixed 3.420000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 D A2A 144A N/A 63941CAB9 1915000 PA USD 1714960.82 0.1784333442 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.010000000000 N N N N N N FANNIE MAE REMICS FNR 2019 35 MB N/A 3136B5GA7 1303136.79 PA USD 1392697.86 0.1449034484 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 3.000000000000 N N N N N N FANNIE MAE REMICS FNR 2019 35 A N/A 3136B5GG4 904854.82 PA USD 950841.8 0.0989304713 Long ABS-MBS USGSE US N 2 2049-07-25 Fixed 3.000000000000 N N N N N N ENEL Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GAJ7 492000 PA USD 519960.47 0.0540993616 Long DBT CORP NL N 2 2025-09-14 Fixed 4.625000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29278NAQ6 450000 PA USD 352460.34 0.0366717866 Long DBT CORP US N 2 2030-05-15 Fixed 3.750000000000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 66285WFB7 697000 PA USD 1103462.52 0.1148099160 Long DBT MUN US N 2 2049-01-01 Fixed 6.718000000000 N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BU5 540000 PA USD 735110.97 0.0764847262 Long DBT CORP US N 2 2050-05-01 Fixed 5.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140H26A1 165067.09 PA USD 180749.64 0.0188061222 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140H7M79 849477.19 PA USD 922747.49 0.0960073948 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140H7N45 486256.16 PA USD 528045.45 0.0549405645 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HAWN6 503434.29 PA USD 539996.66 0.0561840299 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.500000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBV4 440000 PA USD 405344.61 0.0421741380 Long DBT CORP US N 2 2029-07-31 Fixed 3.125000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBW2 131000 PA USD 122662.31 0.0127624176 Long DBT CORP US N 2 2050-01-31 Fixed 4.200000000000 N N N N N N Newmont Corporation 549300VSP3RIX7FGDZ51 651639AY2 519000 PA USD 477952.66 0.0497286530 Long DBT CORP US N 2 2030-10-01 Fixed 2.250000000000 N N N N N N FREDDIE MAC POOL FR 12/49 FIXED 3.5 N/A 3132DMGG4 1703884.47 PA USD 1828695.54 0.1902668895 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC POOL FR 07/49 FIXED 4 N/A 3132DVKM6 3193963.64 PA USD 3493420.41 0.3634734271 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC REMICS FHR 4205 PA N/A 3137B26P0 721104.52 PA USD 746987.56 0.0777204277 Long ABS-MBS USGSE US N 2 2043-05-15 Fixed 1.750000000000 N N N N N N FREDDIE MAC REMICS FHR 4426 QC N/A 3137BGBR9 1178126.39 PA USD 1211246.7 0.1260243364 Long ABS-MBS USGSE US N 2 2037-07-15 Fixed 1.750000000000 N N N N N N FREDDIE MAC REMICS FHR 4705 A N/A 3137F1YE2 1216554.54 PA USD 1297152.86 0.1349624552 Long ABS-MBS USGSE US N 2 2042-09-15 Fixed 4.500000000000 N N N N N N FREDDIE MAC REMICS FHR 4763 CA N/A 3137F3KK9 335679.98 PA USD 359837.96 0.0374393921 Long ABS-MBS USGSE US N 2 2038-09-15 Fixed 3.000000000000 N N N N N N Novartis Capital Corporation N/A 66989HAQ1 606000 PA USD 611920.09 0.0636673134 Long DBT CORP US N 2 2027-02-14 Fixed 2.000000000000 N N N N N N Novartis Capital Corporation N/A 66989HAR9 1866000 PA USD 1895829.67 0.1972518696 Long DBT CORP US N 2 2030-08-14 Fixed 2.200000000000 N N N N N N FREDDIE MAC REMICS FHR 4786 DP N/A 3137F4XF4 668708.64 PA USD 689788.34 0.0717691267 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 4.500000000000 N N N N N N FREDDIE MAC REMICS FHR 4742 PA N/A 3137FCAZ7 4371136.05 PA USD 4617341.6 0.4804119683 Long ABS-MBS USGSE US N 2 2047-10-15 Fixed 3.000000000000 N N N N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 67066GAG9 334000 PA USD 355321.39 0.0369694649 Long DBT CORP US N 2 2040-04-01 Fixed 3.500000000000 N N N N N N NVIDIA Corporation 549300S4KLFTLO7GSQ80 67066GAH7 836000 PA USD 912681.56 0.0949600837 Long DBT CORP US N 2 2050-04-01 Fixed 3.500000000000 N N N N N N Nutrien Ltd. N/A 67077MAU2 285000 PA USD 344048.46 0.0357965713 Long DBT CORP CA N 2 2049-04-01 Fixed 5.000000000000 N N N N N N O'Reilly Automotive Inc. 549300K2RLMQL149Q332 67103HAJ6 676000 PA USD 700070.82 0.0728389688 Long DBT CORP US N 2 2030-04-01 Fixed 4.200000000000 N N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 68233JBS2 653000 PA USD 679177.88 0.0706651598 Long DBT CORP US N 2 2030-05-15 Fixed 2.750000000000 N N N N N N Oncor Electric Delivery Company LLC 549300SP2X2BS1KERD24 68233JBT0 343000 PA USD 405059.19 0.0421444415 Long DBT CORP US N 2 2050-05-15 Fixed 3.700000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 235000 PA USD 242334.89 0.0252137684 Long DBT CORP US N 2 2037-11-15 Fixed 3.800000000000 N N N N N N SLM Student Loan Trust 2010-1 N/A 78445XAA4 943515.28 PA USD 896631.91 0.0932901955 Long ABS-O CORP US N 2 2025-03-25 Floating 1.346630000000 N N N N N N SLM Student Loan Trust 2012-1 N/A 78446WAC1 2261569.47 PA USD 2159076.05 0.2246413770 Long ABS-O CORP US N 2 2028-09-25 Floating 1.896630000000 N N N N N N SLM Student Loan Trust 2012-2 N/A 78446YAA1 1924362.34 PA USD 1830870.66 0.1904932001 Long ABS-O CORP US N 2 2029-01-25 Floating 1.646630000000 N N N N N N FREDDIE MAC POOL FR 07/49 FIXED 4 N/A 3132DVKN4 10922446.37 PA USD 11854345.13 1.2333870375 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC POOL FR 09/49 FIXED 4 N/A 3132DVKT1 6001505.63 PA USD 6511676.22 0.6775082853 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HDQJ6 242970.81 PA USD 263606.08 0.0274269324 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HMZP2 902100.11 PA USD 981618.79 0.1021326676 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.000000000000 N N N N N N SLM Student Loan Trust 2012-6 N/A 78447GAC5 1255870.04 PA USD 1216366.27 0.1265570028 Long ABS-O CORP US N 2 2026-05-26 Floating 1.696630000000 N N N N N N SMB Private Education Loan Trust 2015-A N/A 78448PAC4 1001478.21 PA USD 974052.93 0.1013454767 Long ABS-O CORP US N 2 2027-06-15 Floating 1.704630000000 N N N N N N FREDDIE MAC POOL FR 01/50 FIXED 3.5 N/A 3132DVKY0 4980656.36 PA USD 5309695.45 0.5524480238 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.500000000000 N N N N N N FREDDIE MAC GOLD POOL FG 10/36 FIXED 4 N/A 3132J4H85 469386.44 PA USD 510481.46 0.0531131166 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 09/48 FIXED 5 N/A 3132LAEB4 1268225.66 PA USD 1380682.4 0.1436532981 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/35 FIXED 4 N/A 3132LNP99 47207.46 PA USD 52210.88 0.0054322885 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HQA88 160670.71 PA USD 176139.03 0.0183264106 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140HQAT2 482532.92 PA USD 525962.52 0.0547238457 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.500000000000 N N N N N N SMB Private Education Loan Trust 2015-B N/A 78448QAC2 935102.81 PA USD 931575.04 0.0969258585 Long ABS-O CORP US N 2 2027-07-15 Floating 1.904630000000 N N N N N N SMB Private Education Loan Trust 2015-C N/A 78448RAC0 315706.4 PA USD 314615.54 0.0327342189 Long ABS-O CORP US N 2 2027-07-15 Floating 2.104630000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J5V55 650302.14 PA USD 671379.08 0.0698537326 Long ABS-MBS USGSE US N 2 2047-08-01 Floating 2.961000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J7PZ2 538224.4 PA USD 582799.93 0.0606375022 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 4.000000000000 N N N N N N SMB Private Education Loan Trust 2016-A N/A 78449FAB7 1409080.39 PA USD 1413809.83 0.1471000463 Long ABS-O CORP US N 2 2031-05-15 Fixed 2.700000000000 N N N N N N SMB Private Education Loan Trust 2016-A N/A 78449FAC5 1318081.93 PA USD 1317239.68 0.1370523912 Long ABS-O CORP US N 2 2031-05-15 Floating 2.204630000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9KA8 518433.4 PA USD 560721.81 0.0583403811 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9MF5 3647589.97 PA USD 4016934.35 0.4179425100 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.000000000000 N N N N N N SMB Private Education Loan Trust 2016-B N/A 78449GAB5 210476.53 PA USD 211847.85 0.0220417399 Long ABS-O CORP US N 2 2032-02-17 Fixed 2.430000000000 N N N N N N SMB Private Education Loan Trust 2016-B N/A 78449GAC3 2035955.61 PA USD 2024036.72 0.2105911905 Long ABS-O CORP US N 2 2032-02-17 Floating 2.154630000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140J9XD8 740358.08 PA USD 814861.87 0.0847824200 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JABT4 5004604.75 PA USD 5553664.44 0.5778318124 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.000000000000 N N N N N N SMB Private Education Loan Trust 2016-C N/A 78449KAC4 716453.78 PA USD 700915.04 0.0729268058 Long ABS-O CORP US N 2 2034-09-15 Floating 1.804630000000 N N N N N N SMB Private Education Loan Trust 2018-C N/A 78449QAB3 279000 PA USD 295873.67 0.0307842184 Long ABS-O CORP US N 2 2035-11-15 Fixed 3.630000000000 N N N N N N FREDDIE MAC GOLD POOL FG 01/36 FIXED 4 N/A 3132LPVB2 63922.45 PA USD 69658.72 0.0072476515 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 4.000000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/37 FIXED 4 N/A 3132LQFK8 57344.83 PA USD 63082.21 0.0065633976 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JACB2 2068169.95 PA USD 2271803.82 0.2363701539 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JAHC5 238296.29 PA USD 258254.41 0.0268701171 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.500000000000 N N N N N N SMB PRIVATE EDUCATION LOAN TRU SMB 2019 A A2A 144A N/A 78449TAB7 2712000 PA USD 2571648.03 0.2675674877 Long ABS-O CORP US N 2 2036-07-15 Fixed 3.440000000000 N N N N N N SoFi Professional Loan Program 2016-A LLC 549300MIP15HTYPHSM46 78469PAB0 474768.51 PA USD 478599.75 0.0497959796 Long ABS-O CORP US N 2 2036-12-26 Fixed 2.760000000000 N N N N N N FREDDIE MAC GOLD POOL FG 03/37 FIXED 4 N/A 3132LQFM4 65154.54 PA USD 72141.58 0.0075059810 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 4.000000000000 N N N N N N Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1 5493007PF8OVQKUTNC92 45257HAA5 1187744.44 PA USD 1281778.17 0.1333627933 Long ABS-MBS CORP US N 2 2051-01-25 Fixed 5.314000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JAWQ7 930173.43 PA USD 946703.26 0.0984998763 Long ABS-MBS USGSE US N 2 2045-06-01 Floating 2.746000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CQ1 648000 PA USD 367740 0.0382615610 Long DBT CORP US N 2 2043-01-15 Fixed 4.750000000000 N N N N N N Ford Motor Company 20S05OYHG0MQM4VUIC57 345370CR9 18000 PA USD 13860 0.0014420657 Long DBT CORP US N 2 2026-12-08 Fixed 4.346000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A45 322000 PA USD 274505 0.0285609121 Long DBT CORP US N 2 2027-01-09 Fixed 4.271000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL 08/49 1 N/A 85572JAA5 898282.98 PA USD 856051.37 0.0890679874 Long ABS-MBS CORP US N 2 2049-09-27 Variable 2.610000000000 N N N N N N STARWOOD MORTGAGE RESIDENTIAL 02/50 1 N/A 85573AAA3 1576961.34 PA USD 1512657.59 0.1573846757 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.275000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZX4 1102000 PA USD 1000065 0.1040519062 Long DBT CORP US N 2 2024-11-01 Fixed 4.063000000000 N N N N N N GE Capital International Funding Company Unlimited Company 549300G6UZOB126GBY72 36164QNA2 2087000 PA USD 2254733.09 0.2345940274 Long DBT CORP IE N 2 2035-11-15 Fixed 4.418000000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A3 N/A 46644FAC5 2646000 PA USD 2679115.22 0.2787489269 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 2.912400000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C33 A4 N/A 46645JAD4 300000 PA USD 320529.99 0.0333495887 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.769700000000 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAQ2 45000 PA USD 35358.1 0.0036788386 Long DBT CORP US N 2 2045-05-15 Fixed 5.350000000000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BL0 340000 PA USD 358015.9 0.0372498156 Long DBT CORP US N 2 2030-04-01 Fixed 5.950000000000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BN6 340000 PA USD 369444.4 0.0384388955 Long DBT CORP US N 2 2050-04-01 Fixed 6.600000000000 N N N N N N Sysco Corporation 5RGWIFLMGH3YS7KWI652 871829BP1 238000 PA USD 247813.95 0.0257838379 Long DBT CORP US N 2 2025-04-01 Fixed 5.650000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BG6 946000 PA USD 969477.23 0.1008693973 Long DBT CORP US N 2 2023-08-01 Fixed 3.250000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BM3 49000 PA USD 49878.15 0.0051895793 Long DBT CORP US N 2 2025-01-15 Fixed 2.930000000000 N N N N N N NIKE Inc. 787RXPR0UX0O0XUXPZ81 654106AH6 485000 PA USD 502759.99 0.0523097352 Long DBT CORP US N 2 2025-03-27 Fixed 2.400000000000 N N N N N N NIKE Inc. 787RXPR0UX0O0XUXPZ81 654106AJ2 324000 PA USD 338568.71 0.0352264299 Long DBT CORP US N 2 2027-03-27 Fixed 2.750000000000 N N N N N N Takeda Pharmaceutical Company Limited 549300ZLMVP4X0OGR454 874060AT3 544000 PA USD 572551.34 0.0595711862 Long DBT CORP JP N 2 2023-11-26 Fixed 4.400000000000 N N N N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 87612EBJ4 964000 PA USD 970786.11 0.1010055799 Long DBT CORP US N 2 2030-02-15 Fixed 2.350000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BN1 586000 PA USD 614803.22 0.0639672891 Long DBT CORP US N 2 2028-01-15 Fixed 3.250000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BP6 335000 PA USD 381620 0.0397057076 Long DBT CORP US N 2 2047-10-15 Fixed 4.030000000000 N N N N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 87612EBK1 234000 PA USD 239593.79 0.0249285702 Long DBT CORP US N 2 2030-09-15 Fixed 2.650000000000 N N N N N N Target Corporation 8WDDFXB5T1Z6J0XC1L66 87612EBL9 936000 PA USD 950261.48 0.0988700918 Long DBT CORP US N 2 2025-04-15 Fixed 2.250000000000 N N N N N N NIKE Inc. 787RXPR0UX0O0XUXPZ81 654106AK9 315000 PA USD 332960.86 0.0346429604 Long DBT CORP US N 2 2030-03-27 Fixed 2.850000000000 N N N N N N NIKE Inc. 787RXPR0UX0O0XUXPZ81 654106AM5 226000 PA USD 247676.34 0.0257695203 Long DBT CORP US N 2 2050-03-27 Fixed 3.375000000000 N N N N N N Teck Resources Limited T8KI5SQ2JRWHL7XY0E11 878742AW5 504000 PA USD 436052.67 0.0453691625 Long DBT CORP CA N 2 2041-07-15 Fixed 6.250000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BQ4 1027000 PA USD 1026427.92 0.1067948400 Long DBT CORP US N 2 2022-10-15 Fixed 2.550000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BS0 506000 PA USD 582745.95 0.0606318859 Long DBT CORP US N 2 2030-05-01 Fixed 4.400000000000 N N N N N N NiSource Inc. N/A 65473QBF9 329000 PA USD 333652.47 0.0347149190 Long DBT CORP US N 2 2047-05-15 Fixed 4.375000000000 N N N N N N Noble Energy Inc. 02VFQXG2D1LR5ZH3K186 655044AJ4 455000 PA USD 281038.53 0.0292406941 Long DBT CORP US N 2 2044-11-15 Fixed 5.050000000000 N N N N N N The PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475AZ8 1080000 PA USD 1046052.67 0.1088366999 Long DBT CORP US N 2 2030-01-22 Fixed 2.550000000000 N N N N N N PPL Capital Funding Inc. N/A 69352PAF0 101000 PA USD 103719.01 0.0107914593 Long DBT CORP US N 2 2023-06-01 Fixed 3.400000000000 N N N N N N Noble Energy Inc. 02VFQXG2D1LR5ZH3K186 655044AN5 703000 PA USD 425603.82 0.0442820104 Long DBT CORP US N 2 2047-08-15 Fixed 4.950000000000 N N N N N N Noble Energy Inc. 02VFQXG2D1LR5ZH3K186 655044AR6 457000 PA USD 246666.31 0.0256644316 Long DBT CORP US N 2 2049-10-15 Fixed 4.200000000000 N N N N N N PPL Capital Funding Inc. N/A 69352PAJ2 436000 PA USD 465990.46 0.0484840442 Long DBT CORP US N 2 2044-03-15 Fixed 5.000000000000 N N N N N N PPL Capital Funding Inc. N/A 69352PAL7 790000 PA USD 803946.91 0.0836467714 Long DBT CORP US N 2 2026-05-15 Fixed 3.100000000000 N N N N N N Nomura Holdings Inc. 549300B3CEAHYG7K8164 65535HAP4 673000 PA USD 658755.72 0.0685403333 Long DBT CORP JP N 2 2025-01-16 Fixed 2.648000000000 N N N N N N Nomura Holdings Inc. 549300B3CEAHYG7K8164 65535HAQ2 1617000 PA USD 1520907.24 0.1582430117 Long DBT CORP JP N 2 2030-01-16 Fixed 3.103000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818FJ2 515000 PA USD 503344.8 0.0523705818 Long DBT CORP US N 2 2027-02-05 Fixed 2.150000000000 N N N N N N Plains All American Pipeline L.P. and PAA Finance Corp. N/A 72650RBM3 720000 PA USD 491912.34 0.0511810899 Long DBT CORP US N 2 2029-12-15 Fixed 3.550000000000 N N N N N N The Procter and Gamble Company 2572IBTT8CCZW6AU4141 742718FG9 500000 PA USD 545226.92 0.0567282130 Long DBT CORP US N 2 2027-03-25 Fixed 2.800000000000 N N N N N N SSC GOVERNMENT MM GVMXX N/A 7839989D1 11387837.26 NS USD 11387837.26 1.1848491593 Long STIV RF US N 1 N N N Schlumberger Finance Canada Ltd. N/A 80685XAB7 328000 PA USD 313929.12 0.0326628003 Long DBT CORP CA N 2 2022-11-20 Fixed 2.650000000000 N N N N N N The Charles Schwab Corporation N/A 808513BA2 903000 PA USD 893064.54 0.0929190280 Long DBT CORP US N 2 2029-05-22 Fixed 3.250000000000 N N N N N N The Charles Schwab Corporation N/A 808513BB0 990000 PA USD 1044751.77 0.1087013476 Long DBT CORP US N 2 2025-03-24 Fixed 4.200000000000 N N N N N N The Charles Schwab Corporation N/A 808513BC8 1078000 PA USD 1185032.71 0.1232968981 Long DBT CORP US N 2 2030-03-22 Fixed 4.625000000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BH1 163000 PA USD 153032.56 0.0159222946 Long DBT CORP US N 2 2038-02-01 Fixed 3.800000000000 N N N N N N Alexandria Real Estate Equities Inc. MGCJBT4MKTQBVLNUIS88 015271AU3 332000 PA USD 360676.99 0.0375266891 Long DBT CORP US N 2 2030-12-15 Fixed 4.900000000000 N N N N N N Altria Group Inc. XSGZFLO9YTNO9VCQV219 02209SBD4 149000 PA USD 155902.73 0.0162209219 Long DBT CORP US N 2 2029-02-14 Fixed 4.800000000000 N N N N N N Hess Corporation UASVRYNXNK17ULIGK870 023551AM6 123000 PA USD 98949.17 0.0102951806 Long DBT CORP US N 2 2033-03-15 Fixed 7.125000000000 N N N N N N Shell International Finance B.V. N/A 822582CC4 589000 PA USD 585514.14 0.0609199026 Long DBT CORP NL N 2 2024-11-07 Fixed 2.000000000000 N N N N N SHIRE ACQUISITIONS INVESTMENTS COMPANY GUAR 09/23 2.875 N/A 82481LAC3 675000 PA USD 688657.01 0.0716514173 Long DBT CORP IE N 2 2023-09-23 Fixed 2.875000000000 N N N N N N United Technologies Corporation I07WOS4YJ0N7YRFE7309 913017DB2 218000 PA USD 229210.62 0.0238482518 Long DBT CORP US N 2 2023-08-16 Fixed 3.650000000000 N N N N N N United Technologies Corporation I07WOS4YJ0N7YRFE7309 913017DD8 457000 PA USD 500023.74 0.0520250417 Long DBT CORP US N 2 2025-08-16 Fixed 3.950000000000 N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138XZE31 123806.96 PA USD 135300.69 0.0140773797 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 5.000000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AT5 557000 PA USD 573305.13 0.0596496144 Long DBT CORP US N 2 2026-07-01 Fixed 3.200000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AU2 902000 PA USD 954469.65 0.0993079315 Long DBT CORP US N 2 2029-07-01 Fixed 3.500000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AV0 295000 PA USD 314305.26 0.0327019358 Long DBT CORP US N 2 2049-07-01 Fixed 4.400000000000 N N N N N N VERUS SECURITIZATION TRUST 201 07/59 1 N/A 92537JAA5 1782166.8 PA USD 1747234.9 0.1817913055 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.784000000000 N N N N N N VERUS SECURITIZATION TRUST 11/59 1 N/A 92537KAA2 2490568.83 PA USD 2521413.53 0.2623408320 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.642000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AF4 826000 PA USD 843639.22 0.0877765635 Long DBT CORP US N 2 2023-03-15 Fixed 4.250000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AG2 152000 PA USD 148222.58 0.0154218396 Long DBT CORP US N 2 2022-07-15 Fixed 2.850000000000 N N N N N N VERUS SECURITIZATION TRUST 201 11/59 1 N/A 92537MAA8 528071.16 PA USD 511218.61 0.0531898135 Long ABS-MBS CORP US N 2 2059-11-25 Variable 2.692000000000 N N N N N N VISIO 2019 1 TRUST 06/54 1 N/A 92837BAB7 463799.34 PA USD 438019.38 0.0455737891 Long ABS-MBS CORP US N 2 2054-06-25 Variable 3.572000000000 N N N N N N BP Capital Markets America Inc. N/A 10373QAB6 631000 PA USD 648386.81 0.0674614985 Long DBT CORP US N 2 2025-09-21 Fixed 3.796000000000 N N N N N N BP Capital Markets America Inc. N/A 10373QAC4 219000 PA USD 234819.06 0.0244317827 Long DBT CORP US N 2 2028-09-21 Fixed 3.937000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AH0 608000 PA USD 614536.2 0.0639395070 Long DBT CORP US N 2 2027-07-15 Fixed 3.900000000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AL1 683000 PA USD 643752.23 0.0669792930 Long DBT CORP US N 2 2030-03-01 Fixed 2.650000000000 N N N N N N Ford Credit Auto Owner Trust 2018-REV2 N/A 34528HAA2 1185000 PA USD 1190014.21 0.1238151990 Long ABS-O CORP US N 2 2030-01-15 Fixed 3.470000000000 N N N N N N Ford Credit Auto Owner Trust 2017-REV1 N/A 34531FAA1 1026000 PA USD 1023178.5 0.1064567536 Long ABS-O CORP US N 2 2028-08-15 Fixed 2.620000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDR 2020 1 A 144A N/A 34531NAA4 2664000 PA USD 2465597.53 0.2565334483 Long ABS-O CORP US N 2 2031-08-15 Fixed 2.040000000000 N N N N N N FORD CREDIT AUTO OWNER TRUST 2 FORDR 2019 1 A 144A N/A 34532PAA8 2218000 PA USD 2285981.48 0.2378452706 Long ABS-O CORP US N 2 2030-07-15 Fixed 3.520000000000 N N N N N N Ford Credit Auto Owner Trust 2018-REV1 N/A 34532RAA4 2396000 PA USD 2625333.86 0.2731532376 Long ABS-O CORP US N 2 2031-07-15 Fixed 3.190000000000 N N N N N N GINNIE MAE G2 04/47 FIXED 4 549300M8ZYFG0OCMTT87 36179S2Q9 7447961.45 PA USD 7992764.19 0.8316082953 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.000000000000 N N N N N N BP Capital Markets America Inc. N/A 10373QBG4 167000 PA USD 155260.01 0.0161540500 Long DBT CORP US N 2 2050-02-24 Fixed 3.000000000000 N N N N N N Brighthouse Financial Inc. N/A 10922NAF0 364000 PA USD 291876.44 0.0303683260 Long DBT CORP US N 2 2047-06-22 Fixed 4.700000000000 N N N N N N GINNIE MAE G2 08/48 FIXED 5 549300M8ZYFG0OCMTT87 36179T7M1 1773380.45 PA USD 1896276.78 0.1972983893 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 5.000000000000 N N N N N N GINNIE MAE G2 06/47 FIXED 4 549300M8ZYFG0OCMTT87 36179TAL9 12002524.41 PA USD 12835474.4 1.3354687729 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.000000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BE7 314000 PA USD 320134.18 0.0333084066 Long DBT CORP US N 2 2021-02-19 Fixed 2.875000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BJ6 1132000 PA USD 1170098.71 0.1217430879 Long DBT CORP US N 2 2023-02-15 Fixed 2.750000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BN7 361000 PA USD 391677.25 0.0407521156 Long DBT CORP US N 2 2025-08-15 Fixed 3.875000000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAH2 787000 PA USD 750220.65 0.0780568150 Long DBT CORP US N 2 2027-01-15 Fixed 3.875000000000 N N N N N N Hess Corporation UASVRYNXNK17ULIGK870 42809HAC1 468000 PA USD 337294.21 0.0350938244 Long DBT CORP US N 2 2040-01-15 Fixed 6.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PAY2 309000 PA USD 327379.41 0.0340622376 Long DBT CORP US N 2 2024-12-05 Variable 4.023000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 A A2B 144A N/A 63941FAC0 895000 PA USD 857283 0.0891961326 Long ABS-O CORP US N 2 2068-11-15 Floating 1.604630000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 BA A2 144A N/A 63941GAB0 799000 PA USD 801679.21 0.0834108283 Long ABS-O CORP US N 2 2069-01-15 Fixed 2.120000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 GA A 144A N/A 63941JAA6 2079711.88 PA USD 2095061.19 0.2179809417 Long ABS-O CORP US N 2 2068-10-15 Fixed 2.400000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 CA A2A 144A N/A 63941KAB1 766000 PA USD 750680 0.0781046082 Long ABS-O CORP US N 2 2068-11-15 Fixed 2.150000000000 N N N N N N NAVIENT STUDENT LOAN TRUST 201 NAVSL 2019 BA A2A 144A N/A 63941LAB9 1568000 PA USD 1639078.38 0.1705381449 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.390000000000 N N N N N N Nelnet Student Loan Trust 2012-2 N/A 64031CAA0 471767.45 PA USD 454967.76 0.0473371858 Long ABS-O CORP US N 2 2033-12-26 Floating 1.746630000000 N N N N N N Nelnet Student Loan Trust 2004-3 N/A 64031QBC4 1313209.15 PA USD 1259792.14 0.1310752537 Long ABS-O CORP US N 2 2036-10-27 Floating 1.974130000000 N N N N N N NELNET STUDENT LOAN TRUST 2004 NSLT 2004 4 A5 N/A 64031QBK6 1383469.3 PA USD 1322510.46 0.1376007903 Long ABS-O CORP US N 2 2037-01-25 Floating 1.954130000000 N N N N N N GINNIE MAE G2 01/48 FIXED 4 549300M8ZYFG0OCMTT87 36179TQQ1 519910.83 PA USD 555341.66 0.0577806026 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.000000000000 N N N N N N GINNIE MAE G2 03/48 FIXED 5 549300M8ZYFG0OCMTT87 36179TUD5 3642921.61 PA USD 3917008.11 0.4075456700 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.000000000000 N N N N N N GINNIE MAE G2 04/48 FIXED 4 549300M8ZYFG0OCMTT87 36179TV69 1390344.36 PA USD 1483789.96 0.1543811390 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.000000000000 N N N N N N GINNIE MAE G2 05/48 FIXED 4 549300M8ZYFG0OCMTT87 36179TXV2 3971517.29 PA USD 4238444.56 0.4409895715 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.000000000000 N N N N N N Nelnet Student Loan Trust 2005-1 N/A 64031QBR1 4378917.66 PA USD 4216470.76 0.4387033043 Long ABS-O CORP US N 2 2033-10-25 Floating 1.904130000000 N N N N N N Nelnet Student Loan Trust 2005-2 N/A 64031QBX8 5109924.33 PA USD 4801995.18 0.4996242765 Long ABS-O CORP US N 2 2037-03-23 Floating 1.295130000000 N N N N N N NELNET STUDENT LOAN TRUST 2005 NSLT 2005 3 A5 N/A 64031QCD1 3116523.46 PA USD 3021363.53 0.3143582014 Long ABS-O CORP US N 2 2035-12-24 Floating 1.315130000000 N N N N N N Nelnet Student Loan Trust 2005-4 N/A 64031QCJ8 666654.44 PA USD 624602.48 0.0649868545 Long ABS-O CORP US N 2 2032-03-22 Floating 1.375130000000 N N N N N N GINNIE MAE G2 06/48 FIXED 4.5 549300M8ZYFG0OCMTT87 36179TZ65 3862557.89 PA USD 4125472.94 0.4292354231 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 4.500000000000 N N N N N N Lockheed Martin Corporation DPRBOZP0K5RM2YE8UU08 539830BB4 82000 PA USD 95796.34 0.0099671439 Long DBT CORP US N 2 2042-12-15 Fixed 4.070000000000 N N N N N N Nelnet Student Loan Trust 2012-4 N/A 64033AAA2 897339.76 PA USD 867440.31 0.0902529513 Long ABS-O CORP US N 2 2038-09-27 Floating 1.646630000000 N N N N N N NELNET STUDENT LOAN TRUST 2014 NSLT 2014 1A A 144A N/A 64033JAA3 402647.01 PA USD 385665.33 0.0401266045 Long ABS-O CORP US N 2 2041-09-25 Floating 1.516630000000 N N N N N N Lowe's Companies Inc. WAFCR4OKGSC504WU3E95 548661DT1 356000 PA USD 380561.92 0.0395956195 Long DBT CORP US N 2 2025-04-15 Fixed 4.000000000000 N N N N N N Lowe's Companies Inc. WAFCR4OKGSC504WU3E95 548661DU8 1000000 PA USD 1103350.51 0.1147982619 Long DBT CORP US N 2 2030-04-15 Fixed 4.500000000000 N N N N N N Plains All American Pipeline L.P. and PAA Finance Corp. N/A 72650RBH4 150000 PA USD 101255.94 0.0105351888 Long DBT CORP US N 2 2045-02-15 Fixed 4.900000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400FZ1 166000 PA USD 182237.18 0.0189608935 Long DBT CORP US N 2 2043-10-01 Fixed 4.650000000000 N N N N N N Lowe's Companies Inc. WAFCR4OKGSC504WU3E95 548661DV6 397000 PA USD 449260.62 0.0467433856 Long DBT CORP US N 2 2040-04-15 Fixed 5.000000000000 N N N N N N Lowe's Companies Inc. WAFCR4OKGSC504WU3E95 548661DW4 666000 PA USD 802221.35 0.0834672353 Long DBT CORP US N 2 2050-04-15 Fixed 5.125000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GK3 530000 PA USD 565840.13 0.0588729174 Long DBT CORP US N 2 2048-03-01 Fixed 4.125000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GS6 331000 PA USD 319316.68 0.0332233497 Long DBT CORP US N 2 2029-08-01 Fixed 2.850000000000 N N N N N N MDGH - GMTN BV N/A 55276VAJ1 850000 PA USD 799561 0.0831904388 Long DBT CORP NL N 2 2029-11-07 Fixed 2.875000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 135000 PA USD 113973.45 0.0118583839 Long DBT CORP US N 2 2049-02-15 Fixed 5.500000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBE9 307000 PA USD 265591.24 0.0276334786 Long DBT CORP US N 2 2027-12-01 Fixed 4.250000000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBF6 138000 PA USD 115512.36 0.0120185000 Long DBT CORP US N 2 2047-12-01 Fixed 5.200000000000 N N N N N N Verizon Owner Trust 2019-C N/A 92348AAA3 815000 PA USD 776834.12 0.0808258173 Long ABS-O CORP US N 2 2024-04-22 Fixed 1.940000000000 N N N N N N Verizon Owner Trust 2020-A N/A 92348TAA2 1864000 PA USD 1818353.25 0.1891908244 Long ABS-O CORP US N 2 2024-07-22 Fixed 1.850000000000 N N N N N N ANGEL OAK MORTGAGE TRUST 03/49 1 N/A 03463WAA1 501475.53 PA USD 504975.68 0.0525402670 Long ABS-MBS CORP US N 2 2049-03-25 Variable 3.628000000000 N N N N N N Broadcom Inc. N/A 11135FAE1 557000 PA USD 566005.55 0.0588901285 Long DBT CORP US N 2 2026-04-15 Fixed 4.250000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 124857AN3 65000 PA USD 56284.87 0.0058561674 Long DBT CORP US N 2 2045-01-15 Fixed 4.600000000000 N N N N N N Cigna Corporation N/A 125523AE0 715000 PA USD 725679.35 0.0755034119 Long DBT CORP US N 2 2021-09-17 Fixed 3.400000000000 N N N N N N Cigna Corporation N/A 125523AF7 674000 PA USD 693738.32 0.0721801029 Long DBT CORP US N 2 2023-07-15 Fixed 3.750000000000 N N N N N N Cigna Corporation N/A 125523BJ8 622000 PA USD 625882.6 0.0651200448 Long DBT CORP US N 2 2047-10-15 Fixed 3.875000000000 N N N N N N Cigna Corporation N/A 125523CA6 791000 PA USD 802280.99 0.0834734406 Long DBT CORP US N 2 2027-03-01 Fixed 3.400000000000 N N N N N N Cigna Corporation N/A 125523CK4 170000 PA USD 161920.99 0.0168470926 Long DBT CORP US N 2 2050-03-15 Fixed 3.400000000000 N N N N N N Cigna Corporation N/A 125523CL2 637000 PA USD 602557.47 0.0626931783 Long DBT CORP US N 2 2030-03-15 Fixed 2.400000000000 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 191216CR9 492000 PA USD 543192.14 0.0565165040 Long DBT CORP US N 2 2027-03-25 Fixed 3.375000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCL3 795000 PA USD 990480.91 0.1030547282 Long DBT CORP US N 2 2038-10-15 Fixed 4.600000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCN9 238000 PA USD 328691.54 0.0341987584 Long DBT CORP US N 2 2058-10-15 Fixed 4.950000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCR0 628000 PA USD 674036.87 0.0701302627 Long DBT CORP US N 2 2024-04-15 Fixed 3.700000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCS8 568000 PA USD 625365.71 0.0650662649 Long DBT CORP US N 2 2025-10-15 Fixed 3.950000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NCT6 320000 PA USD 364300.88 0.0379037373 Long DBT CORP US N 2 2028-10-15 Fixed 4.150000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDA6 954000 PA USD 982603.94 0.1022351677 Long DBT CORP US N 2 2030-02-01 Fixed 2.650000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDG3 634000 PA USD 686859.83 0.0714644294 Long DBT CORP US N 2 2030-04-01 Fixed 3.400000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDH1 171000 PA USD 188988 0.0196632835 Long DBT CORP US N 2 2040-04-01 Fixed 3.750000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDJ7 663000 PA USD 701014.97 0.0729372030 Long DBT CORP US N 2 2025-04-01 Fixed 3.100000000000 N N N N N N Comcast Corporation 51M0QTTNCGUN7KFCFZ59 20030NDK4 497000 PA USD 529150.14 0.0550555021 Long DBT CORP US N 2 2027-04-01 Fixed 3.300000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MAL7 519000 PA USD 319598.57 0.0332526790 Long DBT CORP US N 2 2041-07-15 Fixed 5.600000000000 N N N N N N Devon Energy Corporation 54930042348RKR3ZPN35 25179MAV5 1167000 PA USD 928762.46 0.0966332232 Long DBT CORP US N 2 2025-12-15 Fixed 5.850000000000 N N N N N N The Walt Disney Company N/A 254687FK7 954000 PA USD 959650.83 0.0998470081 Long DBT CORP US N 2 2024-08-30 Fixed 1.750000000000 N N N N N N The Walt Disney Company N/A 254687FL5 636000 PA USD 620432.55 0.0645529936 Long DBT CORP US N 2 2029-09-01 Fixed 2.000000000000 N N N N N N The Walt Disney Company N/A 254687FM3 154000 PA USD 152073.98 0.0158225590 Long DBT CORP US N 2 2049-09-01 Fixed 2.750000000000 N N N N N N The Walt Disney Company N/A 254687FN1 1095000 PA USD 1194030.38 0.1242330620 Long DBT CORP US N 2 2025-03-24 Fixed 3.350000000000 N N N N N N GINNIE MAE G2 12/48 FIXED 5 549300M8ZYFG0OCMTT87 36179UH62 1045264.25 PA USD 1113210.29 0.1158241241 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.000000000000 N N N N N N GINNIE MAE G2 09/49 FIXED 5 549300M8ZYFG0OCMTT87 36179UZW5 357242.37 PA USD 379320.16 0.0394664204 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 5.000000000000 N N N N N N GINNIE MAE G2 10/47 FIXED 4 549300M8ZYFG0OCMTT87 3617BKWV9 268095.29 PA USD 289213.93 0.0300913048 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 4.000000000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DL9 1282000 PA USD 1290435.56 0.1342635527 Long DBT NUSS US N 2 2025-04-03 Fixed 0.875000000000 N N N N N N STATE OF ISRAEL SR UNSECURED 01/50 3.375 N/A 46513JXN6 303000 PA USD 293910 0.0305799081 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.375000000000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 57636QAP9 507000 PA USD 563385.35 0.0586175095 Long DBT CORP US N 2 2030-03-26 Fixed 3.350000000000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 57636QAQ7 409000 PA USD 499219.04 0.0519413165 Long DBT CORP US N 2 2050-03-26 Fixed 3.850000000000 N N N N N N Mastercard Incorporated AR5L2ODV9HN37376R084 57636QAR5 341000 PA USD 370549.34 0.0385538592 Long DBT CORP US N 2 2027-03-26 Fixed 3.300000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFJ8 512000 PA USD 493280.72 0.0513234632 Long DBT CORP US N 2 2029-09-01 Fixed 2.625000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFL3 649000 PA USD 616579.85 0.0641521388 Long DBT CORP US N 2 2025-09-01 Fixed 1.450000000000 N N N N N N McDonald's Corporation UE2136O97NLB5BYP9H04 58013MFM1 92000 PA USD 85713.65 0.0089180890 Long DBT CORP US N 2 2030-03-01 Fixed 2.125000000000 N N N N N N Merck and Co. Inc. 4YV9Y5M8S0BRK1RP0397 58933YAT2 226000 PA USD 266366.28 0.0277141178 Long DBT CORP US N 2 2045-02-10 Fixed 3.700000000000 N N N N N N Metropolitan Edison Company N/A 591894CC2 514000 PA USD 539212.65 0.0561024574 Long DBT CORP US N 2 2029-01-15 Fixed 4.300000000000 N N N N N N Metropolitan Life Global Funding I N/A 59217GBX6 351000 PA USD 348486.24 0.0362583008 Long DBT CORP US N 2 2021-09-15 Fixed 1.950000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BE3 418000 PA USD 532731.75 0.0554281513 Long DBT CORP US N 2 2055-02-12 Fixed 4.000000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BT0 169000 PA USD 200467.33 0.0208576521 Long DBT CORP US N 2 2046-08-08 Fixed 3.700000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BX1 206000 PA USD 219687.97 0.0228574663 Long DBT CORP US N 2 2024-02-06 Fixed 2.875000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RDJ8 462000 PA USD 501389.91 0.0521671850 Long DBT CORP US N 2 2048-03-09 Fixed 4.500000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RDR0 199000 PA USD 231680.27 0.0241052069 Long DBT CORP US N 2 2037-03-01 Fixed 5.250000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RFU1 757000 PA USD 904599.17 0.0941191502 Long DBT CORP US N 2 2050-02-15 Fixed 5.150000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RGQ9 222000 PA USD 238943.28 0.0248608878 Long DBT CORP US N 2 2030-02-15 Fixed 4.300000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918BZ6 522000 PA USD 637307.53 0.0663087533 Long DBT CORP US N 2 2037-02-06 Fixed 4.100000000000 N N N N N N Microsoft Corporation INR2EJN1ERAN0W5ZP974 594918CA0 58000 PA USD 75338.83 0.0078386394 Long DBT CORP US N 2 2047-02-06 Fixed 4.250000000000 N N N N N N Micron Technology Inc. B3DXGBC8GAIYWI2Z0172 595112BQ5 436000 PA USD 455739.17 0.0474174472 Long DBT CORP US N 2 2030-02-15 Fixed 4.663000000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 59523UAA5 333000 PA USD 331112.43 0.0344506402 Long DBT CORP US N 2 2023-10-15 Fixed 4.300000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHK1 314000 PA USD 355271.43 0.0369642668 Long DBT CORP US N 2 2039-03-01 Fixed 4.850000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RHW5 255000 PA USD 264945.05 0.0275662457 Long DBT CORP US N 2 2027-02-15 Fixed 3.800000000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 59523UAL1 761000 PA USD 749889.89 0.0780224010 Long DBT CORP US N 2 2024-06-15 Fixed 3.750000000000 N N N N N N Mid-America Apartments L.P. 549300FXWGE3QSYCUJ38 59523UAN7 51000 PA USD 51324.95 0.0053401118 Long DBT CORP US N 2 2027-06-01 Fixed 3.600000000000 N N N N N N MidAmerican Energy Company NINLOILYRTLIMK26MZ18 595620AS4 346000 PA USD 371375.4 0.0386398067 Long DBT CORP US N 2 2048-08-01 Fixed 3.650000000000 N N N N N N Minera Mexico S.A. de C.V. N/A 60284MAB8 354000 PA USD 297360 0.0309388638 Long DBT CORP MX N 2 2050-01-26 Fixed 4.500000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDF6 278000 PA USD 310812.47 0.0323385280 Long DBT CORP US N 2 2047-10-15 Fixed 3.750000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDM1 327000 PA USD 347950.86 0.0362025971 Long DBT CORP US N 2 2024-02-15 Fixed 3.500000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RJG8 251000 PA USD 286308.01 0.0297889579 Long DBT CORP US N 2 2041-10-15 Fixed 5.375000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RJJ2 167000 PA USD 197270.85 0.0205250739 Long DBT CORP US N 2 2043-12-15 Fixed 5.350000000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BF6 1377000 PA USD 1537217.36 0.1599400005 Long DBT CORP US N 2 2026-11-30 Fixed 3.750000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BB9 307000 PA USD 317101.47 0.0329928679 Long DBT CORP US N 2 2022-07-23 Fixed 4.464000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BL7 271000 PA USD 292839.26 0.0304685028 Long DBT CORP US N 2 2047-05-01 Fixed 5.375000000000 N N N N N N Charter Communications Operating LLC/Charter Communications Operating Capital C N/A 161175BT0 425000 PA USD 442819.8 0.0460732495 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RCE0 358000 PA USD 375366.62 0.0390550738 Long DBT CORP US N 2 2024-03-11 Fixed 3.900000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDN9 350000 PA USD 378476.66 0.0393786583 Long DBT CORP US N 2 2025-12-15 Fixed 3.700000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDR0 574000 PA USD 588483.81 0.0612288823 Long DBT CORP US N 2 2024-08-15 Fixed 2.375000000000 N N N N N Chevron Phillips Chemical Company LLC and Chevron Phillips Chemical Company LP N/A 166754AW1 481000 PA USD 495234.94 0.0515267903 Long DBT CORP US N 2 2025-04-01 Fixed 5.125000000000 N N N N N N Cimarex Energy Co. 11KYOFXPU1C4CQL1CL44 171798AE1 483000 PA USD 323704.74 0.0336799061 Long DBT CORP US N 2 2029-03-15 Fixed 4.375000000000 N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDS8 266000 PA USD 280331.82 0.0291671644 Long DBT CORP US N 2 2029-08-15 Fixed 2.875000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDT6 118000 PA USD 126906.58 0.0132040133 Long DBT CORP US N 2 2039-08-15 Fixed 3.500000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MF5 617000 PA USD 635320.41 0.0661020031 Long DBT CORP US N 2 2025-04-24 Variable 3.352000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967MP3 2078000 PA USD 2286374.55 0.2378861676 Long DBT CORP US N 2 2031-03-31 Variable 4.412000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 17308CC53 926000 PA USD 917492.7 0.0954606594 Long DBT CORP US N 2 2030-11-05 Variable 2.976000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BH2 1028000 PA USD 1047438.73 0.1089809127 Long DBT CORP US N 2 2029-11-15 Fixed 2.450000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RCM2 800000 PA USD 806770.64 0.0839405668 Long DBT CORP US N 2 2022-06-30 Fixed 3.000000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RCN0 1257000 PA USD 1300117.32 0.1352708928 Long DBT CORP US N 2 2025-05-15 Fixed 3.400000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BK5 217000 PA USD 235342.93 0.0244862889 Long DBT CORP US N 2 2060-02-15 Fixed 3.100000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BL3 330000 PA USD 398056.92 0.0414158893 Long DBT CORP US N 2 2040-03-25 Fixed 4.600000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BM1 167000 PA USD 218241.71 0.0227069900 Long DBT CORP US N 2 2050-03-25 Fixed 4.750000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BN9 169000 PA USD 233119.1 0.0242549102 Long DBT CORP US N 2 2060-03-25 Fixed 4.950000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140BP4 826000 PA USD 892085.71 0.0928171855 Long DBT CORP US N 2 2025-03-25 Fixed 3.400000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200JZ5 210000 PA USD 225228.05 0.0234338847 Long DBT CORP US N 2 2026-05-15 Fixed 3.300000000000 N N N N N N AT+T INC SR UNSECURED 02/23 3.6 N/A 00206RCS9 601000 PA USD 618699.22 0.0643726490 Long DBT CORP US N 2 2023-02-17 Fixed 3.600000000000 N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RDQ4 814000 PA USD 712873.44 0.0741710192 Long ABS-O CORP US N 2 2026-03-20 Fixed 2.360000000000 N N N N N N Unitedhealth Group Incorporated 549300GHBMY8T5GXDE41 91324PDV1 121000 PA USD 131803.25 0.0137134880 Long DBT CORP US N 2 2059-08-15 Fixed 3.875000000000 N N N N N N Ventas Realty Limited Partnership 32SXKSJ72K64GM3HOU64 92277GAV9 669000 PA USD 657094.78 0.0683675205 Long DBT CORP US N 2 2030-11-15 Fixed 4.750000000000 N N N N N N International Business Machines Corporation VGRQXHF3J8VDLUA7XE92 459200KB6 282000 PA USD 319084.24 0.0331991655 Long DBT CORP US N 2 2039-05-15 Fixed 4.150000000000 N N N N N N ITC Holdings Corp. N/A 465685AM7 655000 PA USD 650383.04 0.0676691966 Long DBT CORP US N 2 2022-11-15 Fixed 2.700000000000 N N N N N N Deere and Company PWFTNG3EI0Y73OXWDH08 244199BJ3 514000 PA USD 544993.44 0.0567039205 Long DBT CORP US N 2 2030-04-15 Fixed 3.100000000000 N N N N N N Deere and Company PWFTNG3EI0Y73OXWDH08 244199BK0 298000 PA USD 347326.92 0.0361376792 Long DBT CORP US N 2 2050-04-15 Fixed 3.750000000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 24422EVE6 764000 PA USD 747957.26 0.0778213203 Long DBT CORP US N 2 2023-04-06 Fixed 1.200000000000 N N N N N N John Deere Capital Corporation E0KSF7PFQ210NWI8Z391 24422EVF3 458000 PA USD 440646.54 0.0458471324 Long DBT CORP US N 2 2027-03-09 Fixed 1.750000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HJT8 788000 PA USD 842632.21 0.0876717890 Long DBT CORP US N 2 2024-02-01 Fixed 3.875000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCQ5 680000 PA USD 796107.08 0.0828310752 Long DBT CORP US N 2 2034-11-01 Fixed 4.400000000000 N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCV4 148000 PA USD 172902.69 0.0179896852 Long DBT CORP US N 2 2036-01-15 Fixed 4.272000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VCX0 563000 PA USD 710692.16 0.0739440676 Long DBT CORP US N 2 2048-09-15 Fixed 4.522000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDC5 5000 PA USD 5789.75 0.0006023954 Long DBT CORP US N 2 2046-08-15 Fixed 4.125000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VDV3 303000 PA USD 415376.86 0.0432179449 Long DBT CORP US N 2 2047-03-16 Fixed 5.500000000000 N N N N N N Hertz Vehicle Financing II LP 549300FPK70TCB78NG05 42806DBG3 4543000 PA USD 4369381.53 0.4546129273 Long ABS-O CORP US N 2 2023-10-25 Fixed 3.290000000000 N N N N N N Hertz Vehicle Financing II LP 549300FPK70TCB78NG05 42806DBQ1 385000 PA USD 363199.91 0.0377891867 Long ABS-O CORP US N 2 2024-02-25 Fixed 3.290000000000 N N N N N N HERTZ VEHICLE FINANCING LLC 20 HERTZ 2018 3A A 144A N/A 42806DBZ1 1099000 PA USD 1046504.18 0.1088836773 Long ABS-O CORP US N 2 2024-07-25 Fixed 4.030000000000 N N N N N N Hertz Vehicle Financing II LP 549300FPK70TCB78NG05 42806DCD9 1175000 PA USD 1140405.42 0.1186536453 Long ABS-O CORP US N 2 2023-03-25 Fixed 3.710000000000 N N N N N N Hertz Vehicle Financing II LP 549300FPK70TCB78NG05 42806DCH0 1511000 PA USD 1445622.2 0.1504099689 Long ABS-O CORP US N 2 2025-05-25 Fixed 3.420000000000 N N N N N N Mississippi Power Company LNZ0J6YZ5SC6ILIRU850 605417CB8 799000 PA USD 823119.68 0.0856416050 Long DBT CORP US N 2 2028-03-30 Fixed 3.950000000000 N N N N N N Mitsubishi UFJ Financial Group Inc. N/A 606822BN3 1420000 PA USD 1405987.11 0.1462861303 Long DBT CORP JP N 2 2025-02-25 Fixed 2.193000000000 N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 166000 PA USD 177660.15 0.0184846758 Long DBT CORP US N 2 2025-07-23 Fixed 4.000000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 612000 PA USD 598881.37 0.0623106979 Long DBT CORP US N 2 2031-01-22 Variable 2.699000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 960000 PA USD 999109.27 0.1039524671 Long DBT CORP US N 2 2031-04-01 Variable 3.622000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAH1 1210000 PA USD 1222821.11 0.1272285976 Long DBT CORP US N 2 2022-05-19 Fixed 2.750000000000 N N N N N N The Mosaic Company 2YD5STGSJNMUB7H76907 61945CAD5 303000 PA USD 294012.32 0.0305905540 Long DBT CORP US N 2 2033-11-15 Fixed 5.450000000000 N N N N N N The Mosaic Company 2YD5STGSJNMUB7H76907 61945CAE3 77000 PA USD 68022.2 0.0070773795 Long DBT CORP US N 2 2043-11-15 Fixed 5.625000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/26 3.875 N/A 62954HAA6 947000 PA USD 921066.14 0.0958324585 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875000000000 N N N N N N Northrop Grumman Corporation RIMU48P07456QXSO0R61 666807BT8 506000 PA USD 639407.93 0.0665272897 Long DBT CORP US N 2 2040-05-01 Fixed 5.150000000000 N N N N N N The Procter and Gamble Company 2572IBTT8CCZW6AU4141 742718FH7 708000 PA USD 785908.19 0.0817699302 Long DBT CORP US N 2 2030-03-25 Fixed 3.000000000000 N N N N N N The Procter and Gamble Company 2572IBTT8CCZW6AU4141 742718FJ3 105000 PA USD 122458.03 0.0127411633 Long DBT CORP US N 2 2040-03-25 Fixed 3.550000000000 N N N N N N The Procter and Gamble Company 2572IBTT8CCZW6AU4141 742718FK0 177000 PA USD 218329.95 0.0227161709 Long DBT CORP US N 2 2050-03-25 Fixed 3.600000000000 N N N N N N Prudential Financial Inc. 5PRBRS5FEH7NREC8OR45 74432QCE3 547000 PA USD 562067.44 0.0584803873 Long DBT CORP US N 2 2050-02-25 Fixed 4.350000000000 N N N N N N Prudential Financial Inc. 5PRBRS5FEH7NREC8OR45 74432QCH6 1237000 PA USD 1161007.63 0.1207972052 Long DBT CORP US N 2 2026-03-10 Fixed 1.500000000000 N N N N N N Regency Centers L.P. 5493008PTR2GAOYBXW28 75884RAZ6 707000 PA USD 666523.49 0.0693485320 Long DBT CORP US N 2 2029-09-15 Fixed 2.950000000000 N N N N N N Reynolds American Inc. 02S2RPPVO9RP4NEU2740 761713BB1 355000 PA USD 381741.91 0.0397183917 Long DBT CORP US N 2 2045-08-15 Fixed 5.850000000000 N N N N N N The Royal Bank Of Scotland Group Public Limited Company N/A 780097BL4 555000 PA USD 581751.58 0.0605284265 Long DBT CORP GB N 2 2030-05-08 Variable 4.445000000000 N N N N N N The Royal Bank Of Scotland Group Public Limited Company N/A 780097BM2 509000 PA USD 470764.29 0.0489807380 Long DBT CORP GB N 2 2029-11-01 Variable 3.754000000000 N N N N N N Sofi Professional Loan Program 2016-E LLC 549300E92LV3L3L4EW68 78470RAA5 161498.21 PA USD 159896.37 0.0166364407 Long ABS-O CORP US N 2 2039-07-25 Floating 1.796630000000 N N N N N N Mexico Government International Bond N/A 91087BAD2 387000 PA USD 388358.37 0.0404068022 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.600000000000 N N N N N Mexico Government International Bond N/A 91087BAH3 1635000 PA USD 1532812.5 0.1594816962 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.250000000000 N N N N N N American Financial Group Inc. 549300AFOM7IVKIU1G39 025932AP9 836000 PA USD 813239.2 0.0846135891 Long DBT CORP US N 2 2030-04-02 Fixed 5.250000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QB3T3 3827230.26 PA USD 4151376 0.4319305107 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 4.000000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46625HRV4 587000 PA USD 606608.84 0.0631147037 Long DBT CORP US N 2 2026-10-01 Fixed 2.950000000000 N N N N N N Panama Government International Bond N/A 698299BM5 749000 PA USD 810792.5 0.0843590218 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.500000000000 N N N N N N PARAGUAY GOVERNMENT INTERNATIO SR UNSECURED 144A 03/50 5.4 N/A 699149AH3 1017000 PA USD 1017010.17 0.1058149688 Long DBT NUSS PY N 2 2050-03-30 Fixed 5.400000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBL2 2568000 PA USD 2565637.03 0.2669420724 Long DBT CORP US N 2 2022-11-21 Fixed 2.300000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HK2 45000 PA USD 49388.5 0.0051386336 Long DBT CORP US N 2 2048-03-01 Fixed 4.300000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HN6 225000 PA USD 259494.05 0.0269990956 Long DBT CORP US N 2 2048-11-15 Fixed 4.750000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBQ1 1138000 PA USD 1156232.9 0.1203004177 Long DBT CORP US N 2 2024-11-21 Fixed 2.600000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBR9 377000 PA USD 395368.09 0.0411361296 Long DBT CORP US N 2 2039-11-21 Fixed 4.050000000000 N N N N N N CSX Corporation 549300JVQR4N1MMP3Q88 126408HQ9 104000 PA USD 102416.66 0.0106559561 Long DBT CORP US N 2 2030-02-15 Fixed 2.400000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CC2 473000 PA USD 493891.92 0.0513870556 Long DBT CORP US N 2 2023-12-05 Fixed 4.000000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAL3 879000 PA USD 889146.72 0.0925113979 Long DBT CORP US N 2 2022-11-06 Fixed 2.900000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YAT6 1208000 PA USD 1208083.87 0.1256952593 Long DBT CORP US N 2 2020-05-14 Fixed 2.500000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBC2 92000 PA USD 95313.82 0.0099169401 Long DBT CORP US N 2 2023-11-14 Fixed 3.750000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBS7 796000 PA USD 858620.59 0.0893353023 Long DBT CORP US N 2 2049-11-21 Fixed 4.250000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBU2 648000 PA USD 660219.54 0.0686926366 Long DBT CORP US N 2 2026-11-21 Fixed 2.950000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CV0 867000 PA USD 902536.67 0.0939045571 Long DBT CORP US N 2 2023-03-09 Fixed 3.700000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CW8 699000 PA USD 735639.41 0.0765397078 Long DBT CORP US N 2 2025-03-25 Fixed 4.100000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BP2 469000 PA USD 499612.4 0.0519822437 Long DBT CORP US N 2 2027-11-15 Fixed 3.450000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BQ0 339000 PA USD 377454.22 0.0392722784 Long DBT CORP US N 2 2028-02-20 Fixed 3.900000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650CY4 344000 PA USD 377801.74 0.0393084362 Long DBT CORP US N 2 2038-03-25 Fixed 4.780000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DE7 422000 PA USD 423263.7 0.0440385323 Long DBT CORP US N 2 2024-08-15 Fixed 2.625000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BV9 156000 PA USD 195948.7 0.0203875106 Long DBT CORP US N 2 2047-11-15 Fixed 4.350000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BY3 1376000 PA USD 1404032.57 0.1460827699 Long DBT CORP US N 2 2022-05-16 Fixed 2.600000000000 N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122BZ0 799000 PA USD 846767.86 0.0881020833 Long DBT CORP US N 2 2024-07-26 Fixed 2.900000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122CA4 656000 PA USD 700644.3 0.0728986366 Long DBT CORP US N 2 2026-06-15 Fixed 3.200000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122CB2 1035000 PA USD 1137363.71 0.1183371702 Long DBT CORP US N 2 2029-07-26 Fixed 3.400000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122CC0 86000 PA USD 103771.22 0.0107968915 Long DBT CORP US N 2 2039-06-15 Fixed 4.125000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874DA2 434000 PA USD 443613.8 0.0461558614 Long DBT CORP US N 2 2044-07-16 Fixed 4.500000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874DK0 487000 PA USD 511060.03 0.0531733140 Long DBT CORP US N 2 2028-04-01 Fixed 4.200000000000 N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DF4 350000 PA USD 348639.66 0.0362742634 Long DBT CORP US N 2 2026-08-15 Fixed 3.000000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DH0 502000 PA USD 514435.31 0.0535244955 Long DBT CORP US N 2 2027-04-01 Fixed 3.625000000000 N N N N N N CVS Health Corporation 549300EJG376EN5NQE29 126650DJ6 502000 PA USD 519413.84 0.0540424874 Long DBT CORP US N 2 2030-04-01 Fixed 3.750000000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GLZ5 1320000 PA USD 1304596.59 0.1357369391 Long DBT CORP CA N 2 2025-01-28 Fixed 2.250000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122CD8 426000 PA USD 533866.01 0.0555461655 Long DBT CORP US N 2 2049-10-26 Fixed 4.250000000000 N N N N N N Interstate Power and Light Company EF9UQIIO4KY2BWOK3P26 461070AR5 250000 PA USD 226700.15 0.0235870496 Long DBT CORP US N 2 2049-09-30 Fixed 3.500000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874DL8 673000 PA USD 711159.63 0.0739927056 Long DBT CORP US N 2 2048-04-01 Fixed 4.750000000000 N N N N N N American International Group Inc. ODVCVCQG2BP6VHV36M30 026874DN4 318000 PA USD 332350.57 0.0345794627 Long DBT CORP US N 2 2029-03-15 Fixed 4.250000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H022648 1800000 PA USD 1881825.12 0.1957947642 Long ABS-MBS USGA US N 2 N/A Fixed 2.500000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H030641 2300000 PA USD 2432633.64 0.2531037156 Long ABS-MBS USGA US N 2 N/A Fixed 3.000000000000 N N N N N N GINNIE MAE MBS 30YR TBA 549300M8ZYFG0OCMTT87 21H030666 800000 PA USD 843258.48 0.0877369494 Long ABS-MBS USGA US N 2 N/A Fixed 3.000000000000 N N N N N N Fiserv Inc. GI7UBEJLXYLGR2C7GV83 337738AR9 59000 PA USD 64606.23 0.0067219645 Long DBT CORP US N 2 2028-10-01 Fixed 4.200000000000 N N N N N N NAVIENT STUDENT LOAN TRUST 201 NAVSL 2018 EA A2 144A N/A 63890BAB2 1329000 PA USD 1374940.87 0.1430559198 Long ABS-O CORP US N 2 2059-12-15 Fixed 4.000000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2019 FA A2 144A N/A 63935CAB7 2212000 PA USD 2235766.39 0.2326206344 Long ABS-O CORP US N 2 2068-08-15 Fixed 2.600000000000 N N N N N N NAVIENT STUDENT LOAN TRUST 201 NAVSL 2014 1 A3 N/A 63938EAC8 874241.88 PA USD 847236.64 0.0881508576 Long ABS-O CORP US N 2 2031-06-25 Floating 1.456630000000 N N N N N N Navient Private Education Loan Trust 2014-CT 549300MHPR7EGDMPWY17 63938HAA5 13150.65 PA USD 13147.63 0.0013679470 Long ABS-O CORP US N 2 2024-09-16 Floating 1.404630000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XAW0 317000 PA USD 323581.72 0.0336671064 Long DBT CORP US N 2 2029-08-15 Fixed 3.800000000000 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/36 4.7 N/A 03522AAH3 589000 PA USD 615277.96 0.0640166835 Long DBT CORP US N 2 2036-02-01 Fixed 4.700000000000 N N N N N N NAVIENT STUDENT LOAN TRUST 201 NAVSL 2015 1 A2 N/A 63939FAB6 751189.97 PA USD 713617.18 0.0742484017 Long ABS-O CORP US N 2 2040-04-25 Floating 1.546630000000 N N N N N N Navient Private Education Loan Trust 2016-A 549300JSCKIU587G1R13 63939NAC7 536745.82 PA USD 532500.64 0.0554041054 Long ABS-O CORP US N 2 2045-12-15 Floating 2.854630000000 N N N N N N ANHEUSER-BUSCH COS LLC / ANHEU COMPANY GUAR 02/46 4.9 N/A 03522AAJ9 99000 PA USD 108059.2 0.0112430349 Long DBT CORP US N 2 2046-02-01 Fixed 4.900000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 03523TBX5 684000 PA USD 737816.64 0.0767662380 Long DBT CORP US N 2 2025-01-23 Fixed 4.150000000000 N N N N N N NAVIENT STUDENT LOAN TRUST 201 NAVSL 2016 1A A 144A N/A 63940EAA8 114333.89 PA USD 109429.01 0.0113855570 Long ABS-O CORP US N 2 2070-02-25 Floating 1.646630000000 N N N N N N SLC Student Loan Trust 2008-1 N/A 78444LAD5 630521.57 PA USD 624759.74 0.0650032167 Long ABS-O CORP US N 2 2032-12-15 Floating 2.340500000000 N N N N N N STORE Capital Corporation 5493004EA6C9IHDZ7N66 862121AA8 1224000 PA USD 1221789.76 0.1271212906 Long DBT CORP US N 2 2028-03-15 Fixed 4.500000000000 N N N N N N STORE Capital Corporation 5493004EA6C9IHDZ7N66 862121AB6 240000 PA USD 242371.06 0.0252175317 Long DBT CORP US N 2 2029-03-15 Fixed 4.625000000000 N N N N N N Anheuser-Busch InBev Worldwide Inc. 549300CRGMZK3K53BF92 035240AN0 434000 PA USD 459747.7 0.0478345153 Long DBT CORP US N 2 2048-04-15 Fixed 4.600000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833BG4 248000 PA USD 268639.99 0.0279506862 Long DBT CORP US N 2 2025-05-13 Fixed 3.200000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833BU3 108000 PA USD 112673.73 0.0117231544 Long DBT CORP US N 2 2023-02-23 Fixed 2.850000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DAZ8 828000 PA USD 831647.04 0.0865288354 Long DBT CORP US N 2 2024-08-15 Fixed 3.222000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DBB0 1004000 PA USD 945601.16 0.0983852082 Long DBT CORP US N 2 2027-08-15 Fixed 3.557000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DBD6 52000 PA USD 48179.04 0.0050127951 Long DBT CORP US N 2 2037-08-15 Fixed 4.390000000000 N N N N N N Sunoco Logistics Partners Operations L.P. 5493006LL0CKP8WQW329 86765BAP4 437000 PA USD 363857.74 0.0378576307 Long DBT CORP US N 2 2044-04-01 Fixed 5.300000000000 N N N N N N United Technologies Corporation I07WOS4YJ0N7YRFE7309 913017CW7 425000 PA USD 487017.43 0.0506717983 Long DBT CORP US N 2 2038-11-16 Fixed 4.450000000000 N N N N N N VERUS SECURITIZATION TRUST 202 VERUS 2020 1 A1 144A N/A 92536PAA2 2583042.64 PA USD 2479146.72 0.2579431757 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.417000000000 N N N N N N VERUS SECURITIZATION TRUST 201 VERUS 2019 INV1 A1 144A N/A 92537FAA3 744436.88 PA USD 713117.45 0.0741964073 Long ABS-MBS CORP US N 2 2059-12-25 Variable 3.402000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DBF1 214000 PA USD 195290.31 0.0203190083 Long DBT CORP US N 2 2047-08-15 Fixed 4.540000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DBJ3 341000 PA USD 324250.98 0.0337367397 Long DBT CORP US N 2 2026-09-06 Fixed 3.215000000000 N N N N N N VERUS SECURITIZATION TRUST 201 VERUS 2019 2 A1 144A N/A 92537GAA1 1791277.16 PA USD 1753868.67 0.1824815171 Long ABS-MBS CORP US N 2 2059-05-25 Variable 3.211000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DBN4 864000 PA USD 886277.07 0.0922128247 Long DBT CORP US N 2 2030-04-02 Fixed 4.906000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DBP9 691000 PA USD 704662.94 0.0733167566 Long DBT CORP US N 2 2027-04-02 Fixed 4.700000000000 N N N N N N B.A.T. Capital Corporation N/A 05526DBQ7 225000 PA USD 225771.92 0.0234904718 Long DBT CORP US N 2 2050-04-02 Fixed 5.282000000000 N N N N N N California State of N/A 13063BJC7 155000 PA USD 257938.6 0.0268372586 Long DBT MUN US N 2 2040-11-01 Fixed 7.600000000000 N N N N N N County of Clark Department of Aviation 549300LDD8NZB2EOVG83 18085PMT8 750000 PA USD 995295 0.1035556109 Long DBT MUN US N 2 2045-07-01 Fixed 6.820000000000 N N N N N N The Walt Disney Company N/A 254687FP6 405000 PA USD 447850.08 0.0465966257 Long DBT CORP US N 2 2027-03-23 Fixed 3.700000000000 N N N N N N GINNIE MAE G2 01/48 FIXED 3.5 549300M8ZYFG0OCMTT87 3617G1E38 1258185.06 PA USD 1341872.48 0.1396153144 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.500000000000 N N N N N N The Walt Disney Company N/A 254687FQ4 507000 PA USD 570060.99 0.0593120774 Long DBT CORP US N 2 2030-03-22 Fixed 3.800000000000 N N N N N The Walt Disney Company N/A 254687FR2 174000 PA USD 211165.38 0.0219707322 Long DBT CORP US N 2 2040-03-23 Fixed 4.625000000000 N N N N N N AbbVie Inc. FR5LCKFTG8054YNNRU85 00287YBW8 1201000 PA USD 1225228.54 0.1274790790 Long DBT CORP US N 2 2029-11-21 Fixed 3.200000000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAS0 1733000 PA USD 1774621.06 0.1846407024 Long DBT CORP LU N 2 2025-03-15 Fixed 3.800000000000 N N N N N N GINNIE MAE G2 03/48 FIXED 4 549300M8ZYFG0OCMTT87 3617GGQ81 412250.98 PA USD 442921.59 0.0460838403 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 4.000000000000 N N N N N N GINNIE MAE G2 04/48 FIXED 4 549300M8ZYFG0OCMTT87 3617GGSL0 621980.69 PA USD 668254.75 0.0695286612 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.000000000000 N N N N N N Adobe Inc. FU4LY2G4933NH2E1CP29 00724PAB5 330000 PA USD 332931.42 0.0346398973 Long DBT CORP US N 2 2025-02-01 Fixed 1.900000000000 N N N N N Adobe Inc. FU4LY2G4933NH2E1CP29 00724PAC3 659000 PA USD 666145.4 0.0693091936 Long DBT CORP US N 2 2027-02-01 Fixed 2.150000000000 N N N N N N The Walt Disney Company N/A 254687FS0 106000 PA USD 137285.52 0.0142838916 Long DBT CORP US N 2 2050-03-23 Fixed 4.700000000000 N N N N N N Dominion Energy Inc. ILUL7B6Z54MRYCF6H308 25746UCJ6 458000 PA USD 455286.9 0.0473703907 Long DBT CORP US N 2 2021-08-15 Fixed 2.000000000000 N N N N N N GINNIE MAE G2 04/48 FIXED 4 549300M8ZYFG0OCMTT87 3617GGSX4 535013.1 PA USD 577324.83 0.0600678447 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.000000000000 N N N N N N GINNIE MAE G2 04/48 FIXED 4 549300M8ZYFG0OCMTT87 3617GGTU9 368316.63 PA USD 398020.59 0.0414121093 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.000000000000 N N N N N N Adobe Inc. FU4LY2G4933NH2E1CP29 00724PAD1 1154000 PA USD 1153596.05 0.1200260663 Long DBT CORP US N 2 2030-02-01 Fixed 2.300000000000 N N N N N N Aetna Inc. 549300QKBENKLBXQ8968 00817YAZ1 255000 PA USD 260966.26 0.0271522719 Long DBT CORP US N 2 2047-08-15 Fixed 3.875000000000 N N N N N N GINNIE MAE G2 03/49 FIXED 4.5 549300M8ZYFG0OCMTT87 3617HS7D4 1123308.79 PA USD 1217584.73 0.1266837777 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.500000000000 N N N N N N GINNIE MAE G2 03/49 FIXED 4.5 549300M8ZYFG0OCMTT87 3617J2XW8 238804.94 PA USD 258921.75 0.0269395506 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.500000000000 N N N N N N GINNIE MAE G2 04/49 FIXED 4.5 549300M8ZYFG0OCMTT87 3617J2YE7 586716.79 PA USD 636141.52 0.0661874356 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.500000000000 N N N N N N GINNIE MAE G2 05/49 FIXED 4.5 549300M8ZYFG0OCMTT87 3617JHFA3 525605.1 PA USD 570867.32 0.0593959721 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.500000000000 N N N N N N DuPont de Nemours Inc. N/A 26078JAB6 859000 PA USD 901322.26 0.0937782037 Long DBT CORP US N 2 2023-11-15 Fixed 4.205000000000 N N N N N N DuPont de Nemours Inc. N/A 26078JAC4 612000 PA USD 658182.15 0.0684806561 Long DBT CORP US N 2 2025-11-15 Fixed 4.493000000000 N N N N N N GINNIE MAE G2 05/49 FIXED 4.5 549300M8ZYFG0OCMTT87 3617JLSR3 479787.33 PA USD 521403.84 0.0542495372 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.500000000000 N N N N N N GINNIE MAE G2 05/49 FIXED 4.5 549300M8ZYFG0OCMTT87 3617JLTA9 349029.47 PA USD 379304.11 0.0394647505 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.500000000000 N N N N N N FREDDIE MAC REMICS FHR 4767 KA N/A 3137FERS1 1728658.77 PA USD 1845161.21 0.1919800625 Long ABS-MBS USGSE US N 2 2048-03-15 Fixed 3.000000000000 N N N N N N FREDDIE MAC REMICS FHR 4802 A N/A 3137FEZZ6 2807884.72 PA USD 2955682.79 0.3075244394 Long ABS-MBS USGSE US N 2 2048-06-15 Fixed 3.000000000000 N N N N N N Alabama Power Company 0RL818ELFOHP5JHOFU19 010392FT0 651000 PA USD 662453.42 0.0689250610 Long DBT CORP US N 2 2049-10-01 Fixed 3.450000000000 N N N N N N Truist Financial Corporation 549300DRQQI75D2JP341 05531FBH5 1669000 PA USD 1650454.26 0.1717217499 Long DBT CORP US N 2 2024-08-01 Fixed 2.500000000000 N N N N N N FREDDIE MAC REMICS FHR 4796 AK N/A 3137FG4C6 2808334.09 PA USD 2926068.16 0.3044431809 Long ABS-MBS USGSE US N 2 2048-05-15 Fixed 3.000000000000 N N N N N N FREDDIE MAC REMICS FHR 4846 PF N/A 3137FKHX7 355364.35 PA USD 352047.17 0.0366287982 Long ABS-MBS USGSE US N 2 2048-12-15 Floating 1.054630000000 N N N N N N FREDDIE MAC REMICS FHR 4880 DA N/A 3137FLTS3 1508021.25 PA USD 1602966.42 0.1667808708 Long ABS-MBS USGSE US N 2 2050-05-15 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EM7J4 528508.35 PA USD 585324.79 0.0609002016 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EN4L0 255982.02 PA USD 266853.42 0.0277648023 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138ENRL5 745880.97 PA USD 819306.16 0.0852448268 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EPQ98 738039.77 PA USD 750280.6 0.0780630525 Long ABS-MBS USGSE US N 2 2045-05-01 Floating 2.619000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EPTS3 228974.89 PA USD 251873.16 0.0262061790 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQ6N7 1448337.09 PA USD 1597254.53 0.1661865764 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQAZ5 338902.36 PA USD 353189.43 0.0367476448 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 2.500000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GFB0 116000 PA USD 123671.98 0.0128674689 Long DBT CORP US N 2 2024-01-22 Fixed 4.125000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGC7 919000 PA USD 950152.62 0.0988587655 Long DBT CORP US N 2 2027-11-25 Fixed 4.183000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQKN1 471514.59 PA USD 520142.88 0.0541183405 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQNN8 287914.05 PA USD 293165.26 0.0305024215 Long ABS-MBS USGSE US N 2 2045-11-01 Floating 2.611000000000 N N N N N N GINNIE MAE G2 05/49 FIXED 4 549300M8ZYFG0OCMTT87 3617JLTL5 585018.93 PA USD 635673.03 0.0661386915 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.000000000000 N N N N N N GINNIE MAE G2 06/49 FIXED 4 549300M8ZYFG0OCMTT87 3617JNHB6 1938424.46 PA USD 2106263.72 0.2191465105 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GGT0 1549000 PA USD 1580514.47 0.1644448545 Long DBT CORP US N 2 2025-10-01 Variable 3.093000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHC6 1721000 PA USD 1753163.12 0.1824081080 Long DBT CORP US N 2 2023-12-20 Variable 3.004000000000 N N N N N N GINNIE MAE G2 07/49 FIXED 4 549300M8ZYFG0OCMTT87 3617JWB30 1447475.17 PA USD 1574162.39 0.1637839514 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.000000000000 N N N N N N GINNIE MAE G2 02/50 FIXED 3 549300M8ZYFG0OCMTT87 3617JYLT8 1171150.61 PA USD 1243079.17 0.1293363503 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.000000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHD4 2218000 PA USD 2290134.97 0.2382774211 Long DBT CORP US N 2 2028-12-20 Variable 3.419000000000 N N N N N N Bank of America Corporation 9DJT3UXIJIZJI4WXO774 06051GHF9 212000 PA USD 219758.64 0.0228648192 Long DBT CORP US N 2 2024-03-05 Variable 3.550000000000 N N N N N N GINNIE MAE G2 03/50 FIXED 3 549300M8ZYFG0OCMTT87 3617JYLX9 852000 PA USD 904327.28 0.0940908614 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.000000000000 N N N N N N GINNIE MAE G2 08/49 FIXED 3.5 549300M8ZYFG0OCMTT87 3617KEAG0 1826284.66 PA USD 1969446.02 0.2049112933 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EQQV7 1174617.08 PA USD 1292082.78 0.1344349380 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138EREY2 3367219 PA USD 3425211.94 0.3563766670 Long ABS-MBS USGSE US N 2 2046-01-01 Floating 2.661000000000 N N N N N N GINNIE MAE G2 02/50 FIXED 3 549300M8ZYFG0OCMTT87 3617M7WQ7 2685333.93 PA USD 2850259.08 0.2965556143 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.000000000000 N N N N N N GINNIE MAE G2 12/39 FIXED 5 549300M8ZYFG0OCMTT87 3620ACVP6 48101.05 PA USD 52952.67 0.0055094681 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5.000000000000 N N N N N N BUNKER HILL LOAN DEPOSITARY TR BHLD 2019 1 A1 144A N/A 12061AAA6 372047.95 PA USD 364291.9 0.0379028029 Long ABS-MBS CORP US N 2 2048-10-26 Variable 3.613000000000 N N N N N N BUNKER HILL LOAN DEPOSITARY 07/49 1 N/A 12061RAA9 1017007.25 PA USD 930895.01 0.0968551047 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.879000000000 N N N N N N CD 2017-CD6 MORTGAGE TRUST CD 2017 CD6 ASB N/A 125039AD9 1197000 PA USD 1253285.69 0.1303982892 Long ABS-MBS CORP US N 2 2050-11-13 Fixed 3.332000000000 N N N N N N CD 2016-CD1 MORTGAGE TRUST CD 2016 CD1 A1 N/A 12514MAY1 165670.36 PA USD 164490.42 0.0171144293 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 1.443000000000 N N N N N N GINNIE MAE I POOL GN 08/47 FIXED 4.5 549300M8ZYFG0OCMTT87 3622A23F7 310292.97 PA USD 345014.88 0.0358971226 Long ABS-MBS USGA US N 2 2047-08-15 Fixed 4.500000000000 N N N N N N GINNIE MAE G2 01/49 FIXED 5 549300M8ZYFG0OCMTT87 3622AACB8 1492577.06 PA USD 1619801.49 0.1685324781 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WJYN2 1157192.7 PA USD 1260263.39 0.1311242850 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WKUZ6 214679.08 PA USD 235343.47 0.0244863451 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3138WTZT6 626628.45 PA USD 680679.6 0.0708214065 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.000000000000 N N N N N N GINNIE MAE G2 11/45 FIXED 5 549300M8ZYFG0OCMTT87 3622A2R79 114976.62 PA USD 125387.82 0.0130459937 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 5.000000000000 N N N N N N GINNIE MAE G2 02/49 FIXED 4.5 549300M8ZYFG0OCMTT87 3622AACC6 1925179.42 PA USD 2074721.58 0.2158647040 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.500000000000 N N N N N N GINNIE MAE G2 02/49 FIXED 5 549300M8ZYFG0OCMTT87 3622AAEW0 537535.84 PA USD 585034.17 0.0608699640 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5.000000000000 N N N N N N CD 2017-CD4 MORTGAGE TRUST CD 2017 CD4 ASB N/A 12515DAP9 508000 PA USD 528630.95 0.0550014829 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.317000000000 N N N N N N CD 2017-CD4 MORTGAGE TRUST CD 2017 CD4 A4 N/A 12515DAR5 576000 PA USD 621816.6 0.0646969972 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.514000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378GPE2 339940.99 PA USD 393414.05 0.0409328212 Long ABS-MBS USGA US N 2 2041-11-16 Variable 4.525770000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38380H3A8 1399767.06 PA USD 1454985.91 0.1513842175 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 2.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381RD22 1111437.67 PA USD 1172025.03 0.1219435122 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 3.500000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38381Y5P5 1376072.01 PA USD 1471153.91 0.1530664193 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.500000000000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2016 C3 A1 N/A 12531WAY8 177293.82 PA USD 176533.78 0.0183674824 Long ABS-MBS CORP US N 2 2048-01-10 Fixed 1.793000000000 N N N N N N CFCRE COMMERCIAL MORTGAGE TRUS CFCRE 2017 C8 A1 N/A 12532CAW5 102659.42 PA USD 102269.56 0.0106406510 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 1.964800000000 N N N N N N Carrier Global Corporation N/A 14448CAA2 645000 PA USD 593459.58 0.0617465870 Long DBT CORP US N 2 2030-02-15 Fixed 2.722000000000 N N N N N N Carrier Global Corporation N/A 14448CAC8 132000 PA USD 117682.23 0.0122442645 Long DBT CORP US N 2 2050-04-05 Fixed 3.577000000000 N N N N N N GINNIE MAE G2 03/49 FIXED 5 549300M8ZYFG0OCMTT87 3622AAFV1 582336.79 PA USD 633793.87 0.0659431740 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.000000000000 N N N N N N NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 144A 06/29 4.3 N/A 62954HAB4 116000 PA USD 118763.95 0.0123568122 Long DBT CORP NL N 2 2029-06-18 Fixed 4.300000000000 N N N N N N Carrier Global Corporation N/A 14448CAF1 1129000 PA USD 1102548.56 0.1147148229 Long DBT CORP US N 2 2025-02-15 Fixed 2.242000000000 N N N N N N Carrier Global Corporation N/A 14448CAH7 668000 PA USD 637717.5 0.0663514087 Long DBT CORP US N 2 2027-02-15 Fixed 2.493000000000 N N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189TAR8 70000 PA USD 68706.9 0.0071486193 Long DBT CORP US N 2 2022-09-01 Fixed 2.500000000000 N N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189TAW7 709000 PA USD 696124.62 0.0724283858 Long DBT CORP US N 2 2024-09-01 Fixed 2.500000000000 N N N N N N Los Angeles Community College District N/A 54438CPA4 1100000 PA USD 1788853 0.1861214667 Long DBT MUN US N 2 2049-08-01 Fixed 6.750000000000 N N N N N N The Ohio State University JFC10ZULKO4X2E3HBY86 677632PA3 464000 PA USD 558906.56 0.0581515131 Long DBT MUN US N 2 2111-06-01 Fixed 4.800000000000 N N N N N N CenterPoint Energy Inc. 21TPXMRRHFKOBHDC8J74 15189TAX5 308000 PA USD 291388.5 0.0303175582 Long DBT CORP US N 2 2030-03-01 Fixed 2.950000000000 N N N N N N CenterPoint Energy Resources Corp. 2JADVB0458J06WCD4N56 15189WAJ9 318000 PA USD 330138.58 0.0343493159 Long DBT CORP US N 2 2047-09-01 Fixed 4.100000000000 N N N N N N Otis Worldwide Corporation N/A 68902VAA5 72000 PA USD 68249.14 0.0071009915 Long DBT CORP US N 2 2040-02-15 Fixed 3.112000000000 N N N N N N Otis Worldwide Corporation N/A 68902VAB3 109000 PA USD 105993.06 0.0110280631 Long DBT CORP US N 2 2050-02-15 Fixed 3.362000000000 N N N N N N Avis Budget Rental Car Funding (AESOP) LLC IHXLB8SL0QWSSG2VG640 05377RCQ5 637000 PA USD 598077.58 0.0622270675 Long ABS-O CORP US N 2 2023-09-20 Fixed 3.070000000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 202712BK0 764000 PA USD 692111.31 0.0720108204 Long DBT CORP AU N 2 2034-09-12 Variable 3.610000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBB1 1059000 PA USD 1079246.94 0.1122904025 Long DBT CORP US N 2 2023-04-01 Variable 3.207000000000 N N N N N N The Port Authority of New York and New Jersey N/A 73358WJA3 571000 PA USD 630783.7 0.0656299804 Long DBT MUN US N 2 2062-10-01 Fixed 4.458000000000 N N N N N N Nationwide Financial Services Inc. N/A 638612AM3 781000 PA USD 683714.66 0.0711371898 Long DBT CORP US N 2 2049-11-30 Fixed 3.900000000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAC1 672000 PA USD 675113.07 0.0702422361 Long DBT CORP GB N 2 2024-08-01 Variable 4.363000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBF2 232000 PA USD 232023.91 0.0241409610 Long DBT CORP US N 2 2025-10-15 Variable 2.301000000000 N N N N N N JPMorgan Chase and Co. 8I5DZWZKVSZI1NUHU748 46647PBH8 737000 PA USD 727876.07 0.0757319700 Long DBT CORP US N 2 2026-03-13 Variable 2.005000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBS3 230000 PA USD 242312.96 0.0252114866 Long DBT CORP US N 2 2024-11-15 Fixed 2.950000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 1361000 PA USD 1381117.39 0.1436985567 Long DBT CORP US N 2 2027-04-01 Fixed 2.800000000000 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 647000 PA USD 650924.55 0.0677255381 Long DBT CORP US N 2 2060-04-01 Fixed 3.850000000000 N N N N N N BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 ASB N/A 08162PAV3 360000 PA USD 381172.61 0.0396591588 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.602000000000 N N N N N N The Coca-Cola Company UWJKFUJFZ02DKWI3RY53 191216CN8 822000 PA USD 879385.66 0.0914958070 Long DBT CORP US N 2 2025-03-25 Fixed 2.950000000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CD8 1016000 PA USD 1049979.41 0.1092452581 Long DBT NUSS JP N 2 2024-10-17 Fixed 1.750000000000 N N N N N N Jersey Central Power and Light Company N/A 476556DC6 285000 PA USD 304681.41 0.0317006210 Long DBT CORP US N 2 2026-01-15 Fixed 4.300000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PBB3 52000 PA USD 52458.83 0.0054580865 Long DBT CORP US N 2 2025-11-15 Fixed 4.400000000000 N N N N N N Constellation Brands Inc. 5493005GKEG8QCVY7037 21036PBE7 456000 PA USD 425148.68 0.0442346553 Long DBT CORP US N 2 2029-08-01 Fixed 3.150000000000 N N N N N N Credit Agricole S.A. N/A 22534PAA1 1390000 PA USD 1360328.24 0.1415355466 Long DBT CORP GB N 2 2025-01-22 Fixed 2.375000000000 N N N N N N Credit Suisse Group AG N/A 225401AP3 1927000 PA USD 1973990.67 0.2053841421 Long DBT CORP CH N 2 2031-04-01 Variable 4.194000000000 N N N N N N Crowley Conro LLC N/A 228023AB3 545200 PA USD 685778.58 0.0713519306 Long DBT CORP US N 2 2043-08-15 Fixed 4.181000000000 N N N N N N DH Europe Finance II Sarl N/A 23291KAF2 519000 PA USD 508975.22 0.0529563997 Long DBT CORP LU N 2 2022-11-15 Fixed 2.050000000000 N N N N N N DH Europe Finance II Sarl N/A 23291KAG0 889000 PA USD 863749.9 0.0898689821 Long DBT CORP LU N 2 2024-11-15 Fixed 2.200000000000 N N N N N DH Europe Finance II Sarl N/A 23291KAH8 1117000 PA USD 1086063.46 0.1129996283 Long DBT CORP LU N 2 2029-11-15 Fixed 2.600000000000 N N N N N N DH Europe Finance II Sarl N/A 23291KAK1 271000 PA USD 264031.93 0.0274712400 Long DBT CORP LU N 2 2049-11-15 Fixed 3.400000000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331AW7 545000 PA USD 529768.61 0.0551198509 Long DBT CORP US N 2 2024-10-01 Fixed 2.529000000000 N N N N N N JPMCC COMMERCIAL MORTGAGE SECU JPMCC 2017 JP6 ASB N/A 48128KBA8 563000 PA USD 585011.1 0.0608675637 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.282900000000 N N N N N N KLA Corporation 549300H0BF5JCG96TJ81 482480AJ9 778000 PA USD 741412.37 0.0771403563 Long DBT CORP US N 2 2050-03-01 Fixed 3.300000000000 N N N N N N Energy Transfer Operating L.P. 5493008K8W3OKZE54J59 29273RAP4 163000 PA USD 142178.46 0.0147929782 Long DBT CORP US N 2 2041-06-01 Fixed 6.050000000000 N N N N N N FANNIE MAE REMICS FNR 2014 73 MA N/A 3136ALME8 612450.98 PA USD 649941 0.0676232045 Long ABS-MBS USGSE US N 2 2044-11-25 Fixed 2.500000000000 N N N N N N Kimberly-Clark Corporation MP3J6QPYPGN75NVW2S34 494368CB7 163000 PA USD 175034.07 0.0182114449 Long DBT CORP US N 2 2030-03-26 Fixed 3.100000000000 N N N N N N Liberty Mutual Group Inc. QUR0DG15Z6FFGYCHH861 53079EBJ2 75000 PA USD 69623.81 0.0072440193 Long DBT CORP US N 2 2050-10-15 Fixed 3.951000000000 N N N N N N Lincoln National Corporation EFQMQROEDSNBRIP7LE47 534187BJ7 1059000 PA USD 984279.18 0.1024094683 Long DBT CORP US N 2 2030-01-15 Fixed 3.050000000000 N N N N N N Thermo Fisher Scientific Inc. HCHV7422L5HDJZCRFL38 883556CG5 565000 PA USD 636873.84 0.0662636299 Long DBT CORP US N 2 2030-03-25 Fixed 4.497000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JHZB2 1285546.9 PA USD 1395630.98 0.1452086253 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JLLZ5 1519688.36 PA USD 1647970.27 0.1714633029 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JMG63 556483.1 PA USD 609524.79 0.0634180941 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JMGG1 635927.09 PA USD 688793.04 0.0716655705 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JMH62 83601.95 PA USD 90604.21 0.0094269280 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JMJT0 850515.29 PA USD 921751.98 0.0959038168 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JMJU7 91458.2 PA USD 99118.47 0.0103127954 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JMZP0 1774703.64 PA USD 1917247.13 0.1994802523 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JRBX8 241148.77 PA USD 264435.52 0.0275132316 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JRC25 398419.98 PA USD 431914.99 0.0449386570 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.000000000000 N N N N N N CSAIL 2015-C2 Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAT5 563000 PA USD 583314.79 0.0606910709 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 3.504000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JRCG4 693386.06 PA USD 751245.38 0.0781634332 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JRCM1 808269.76 PA USD 876220.68 0.0911665062 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JRDP3 1072304.05 PA USD 1162787.32 0.1209823733 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140JRDZ1 312998.14 PA USD 333773.67 0.0347275293 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.500000000000 N N N N N N CSAIL 2015-C4 COMMERCIAL MORTG CSAIL 2015 C4 A4 54930025J96YEH8FQE77 12635RAX6 772000 PA USD 813240.7 0.0846137451 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.807900000000 N N N N N N CSAIL 2016-C5 COMMERCIAL MORTG CSAIL 2016 C5 ASB 549300FU8TZDHFLQZL50 12636LAZ3 261000 PA USD 270936.27 0.0281896030 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.532500000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140K7LS0 158772.94 PA USD 167695.96 0.0174479502 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q7YC5 5166894.84 PA USD 5523770.2 0.5747214619 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.000000000000 N N N N N N Canadian Natural Resources Limited 549300T15RIMIKZC5Q38 136385AV3 216000 PA USD 182423.53 0.0189802823 Long DBT CORP CA N 2 2025-02-01 Fixed 3.900000000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331AZ0 163000 PA USD 166462.14 0.0173195772 Long DBT CORP US N 2 2027-03-15 Fixed 3.800000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q8KG9 783243.68 PA USD 852762.12 0.0887257570 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9DW0 2354755.37 PA USD 2613833.56 0.2719566872 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.000000000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 09/24 2.125 N/A 29135LAD2 582000 PA USD 573852 0.0597065136 Long DBT NUSS AE N 2 2024-09-30 Fixed 2.125000000000 N N N N N N ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 09/29 2.5 N/A 29135LAE0 545000 PA USD 529358.5 0.0550771810 Long DBT NUSS AE N 2 2029-09-30 Fixed 2.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9J87 547757.56 PA USD 581797.68 0.0605332230 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9NN9 2284546.55 PA USD 2498730.56 0.2599807791 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4FL5 530584.23 PA USD 581665.38 0.0605194578 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4RF5 8898158.05 PA USD 9877163.65 1.0276709071 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4RG3 2257715.08 PA USD 2482833.88 0.2583268068 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4RH1 8195589.71 PA USD 8964118.02 0.9326729437 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9SS3 1516633.57 PA USD 1647453.98 0.1714095854 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9U92 989459.1 PA USD 1051566.95 0.1094104340 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9WS8 1286340.13 PA USD 1396492.14 0.1452982248 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9XH1 2086520.39 PA USD 2280834.7 0.2373097731 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4YU4 1119027.5 PA USD 1202612.81 0.1251260221 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X54C4 970000 PA USD 1055791.26 0.1098499529 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140Q9XY4 1395132.14 PA USD 1548193.34 0.1610819979 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QA2T6 832081.74 PA USD 909575.26 0.0946368882 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5E58 1792957.17 PA USD 1963861.13 0.2043302126 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5RA3 2024424.45 PA USD 2196356.79 0.2285202569 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QAD49 1280932.35 PA USD 1431503.51 0.1489409878 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QADS6 1288811.75 PA USD 1402418.44 0.1459148275 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5SD6 1143136.21 PA USD 1250224.07 0.1300797425 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X5VH3 20436794.74 PA USD 22065496.92 2.2958077884 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X6AA9 2260000 PA USD 2446466.05 0.2545429107 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31418CWX8 159118.65 PA USD 172296.79 0.0179266442 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QAH45 3803498.6 PA USD 4157712.34 0.4325897761 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QAMZ0 929024.97 PA USD 1010611.57 0.1051492256 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.000000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC34 A4 54930070360RBP384M53 36250VAD4 617000 PA USD 652036.96 0.0678412789 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.506000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2015 GC28 A5 5493002EPQ51IPGGFX73 36251FAW6 254000 PA USD 262341.82 0.0272953922 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.396000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 31419MCB5 66877.93 PA USD 73524.15 0.0076498307 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.500000000000 N N N N N N Fomento Economico Mexicano S.A.B. de C.V. 549300A8MDWDJNMLV153 344419AC0 212000 PA USD 197514.57 0.0205504317 Long DBT CORP MX N 2 2050-01-16 Fixed 3.500000000000 N N N N N N GS Mortgage Securities Trust 2012-GCJ7 N/A 36192KAU1 47193.67 PA USD 47166.05 0.0049073984 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 2.935000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOA 09/59 1 N/A 64828EAA3 801159.12 PA USD 788953.7 0.0820868008 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.491880000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN 04/49 VAR N/A 64830QAA2 512751.15 PA USD 508041.33 0.0528592330 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.599870000000 N N N N N N Steel Dynamics Inc. 549300HGGKEL4FYTTQ83 858119BJ8 335000 PA USD 312122.94 0.0324748760 Long DBT CORP US N 2 2024-12-15 Fixed 2.800000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92553PAP7 101000 PA USD 89608.78 0.0093233584 Long DBT CORP US N 2 2043-03-15 Fixed 4.375000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92553PAU6 228000 PA USD 233847.37 0.0243306831 Long DBT CORP US N 2 2043-09-01 Fixed 5.850000000000 N N N N N N GS MORTGAGE SECURITIES TRUST 2 GSMS 2014 GC18 A3 N/A 36252RAJ8 405500.63 PA USD 419269 0.0436229032 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 3.801000000000 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 369550BH0 135000 PA USD 161024.68 0.0167538359 Long DBT CORP US N 2 2040-04-01 Fixed 4.250000000000 N N N N N N ViacomCBS Inc. 5KYC8KF17ROCY24M3H09 92556HAA5 702000 PA USD 699463 0.0727757280 Long DBT CORP US N 2 2025-05-15 Fixed 4.750000000000 N N N N N N Vodafone Group Public Limited Company N/A 92857WBU3 929000 PA USD 946065.81 0.0984335527 Long DBT CORP GB N 2 2050-09-17 Fixed 4.250000000000 N N N N N N General Dynamics Corporation 9C1X8XOOTYY2FNYTVH06 369550BJ6 106000 PA USD 131629 0.0136953582 Long DBT CORP US N 2 2050-04-01 Fixed 4.250000000000 N N N N N N JP MORGAN CHASE COMMERCIAL MOR JPMCC 2016 JP2 A1 N/A 46590MAN0 224528.78 PA USD 223480.46 0.0232520565 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 1.324200000000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2017 C5 ASB N/A 46590TAF2 202000 PA USD 211385.18 0.0219936013 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.491900000000 N N N N N N JPMDB COMMERCIAL MORTGAGE SECU JPMDB 2018 C8 ASB N/A 46591ABB0 561000 PA USD 609739.18 0.0634404003 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.145000000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C23 N/A 46643ABD4 567000 PA USD 595586.33 0.0619678650 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 3.669600000000 N N N N N N JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C28 A2 N/A 46644FAB7 168085.98 PA USD 167858.14 0.0174648242 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 2.773300000000 N N N N N N DBJPM 17-C6 MORTGAGE TRUST DBJPM 2017 C6 ASB N/A 23312JAD5 298000 PA USD 307819.67 0.0320271417 Long ABS-MBS CORP US N 2 2050-06-10 Fixed 3.121000000000 N N N N N N NAVIENT PRIVATE EDUCATION REFI NAVSL 2020 A A2A 144A N/A 63941FAB2 1033000 PA USD 1044845.31 0.1087110800 Long ABS-O CORP US N 2 2068-11-15 Fixed 2.460000000000 N N N N N N NELNET STUDENT LOAN TRUST 2016 NSLT 2016 1A A 144A N/A 64033UAA8 1403246.61 PA USD 1373467.61 0.1429026343 Long ABS-O CORP US N 2 2065-09-25 Floating 1.746630000000 N N N N N N WRKCo Inc. 549300JEB576INN13W07 92940PAD6 370000 PA USD 412116.59 0.0428787297 Long DBT CORP US N 2 2029-03-15 Fixed 4.900000000000 N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EC3 8000 PA USD 10287.45 0.0010703592 Long DBT CORP US N 2 2048-06-29 Fixed 4.050000000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 222000 PA USD 249267.21 0.0259350426 Long DBT CORP US N 2 2037-05-01 Fixed 6.550000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142ED1 674000 PA USD 735756.29 0.0765518686 Long DBT CORP US N 2 2025-06-26 Fixed 3.550000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EE9 942000 PA USD 1059029.44 0.1101868698 Long DBT CORP US N 2 2028-06-26 Fixed 3.700000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 437076BY7 62000 PA USD 64142.13 0.0066736771 Long DBT CORP US N 2 2029-06-15 Fixed 2.950000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 437076BZ4 1076000 PA USD 1081059.57 0.1124789978 Long DBT CORP US N 2 2049-12-15 Fixed 3.125000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EM1 305000 PA USD 329151.83 0.0342466493 Long DBT CORP US N 2 2026-07-08 Fixed 3.050000000000 N N N N N N Walmart Inc. Y87794H0US1R65VBXU25 931142EN9 84000 PA USD 92405.27 0.0096143196 Long DBT CORP US N 2 2029-07-08 Fixed 3.250000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 437076CA8 401000 PA USD 405000.21 0.0421383049 Long DBT CORP US N 2 2027-04-15 Fixed 2.500000000000 N N N N N N The Home Depot Inc. QEKMOTMBBKA8I816DO57 437076CB6 502000 PA USD 511606.05 0.0532301248 Long DBT CORP US N 2 2030-04-15 Fixed 2.700000000000 N N N N N N Huntsman International LLC N/A 44701QBD3 263000 PA USD 269575 0.0280479695 Long DBT CORP US N 2 2022-11-15 Fixed 5.125000000000 N N N N N Huntsman International LLC N/A 44701QBE1 309000 PA USD 263433.29 0.0274089544 Long DBT CORP US N 2 2029-05-01 Fixed 4.500000000000 N N N N N N SG CAPITAL PARTNERS 09/59 1 N/A 78432BAA7 907251.49 PA USD 875609.55 0.0911029211 Long ABS-MBS CORP US N 2 2059-09-25 Variable 2.703000000000 N N N N N N SLC Student Loan Trust 2007-1 N/A 784424AG8 397000 PA USD 351357.9 0.0365570830 Long ABS-O CORP US N 2 2068-02-15 Floating 1.781750000000 N N N N N N SLM Student Loan Trust 2003-1 N/A 78442GFM3 779464.1 PA USD 731852.02 0.0761456483 Long ABS-O CORP US N 2 2032-12-15 Floating 1.490500000000 N N N N N N SLM Student Loan Trust 2007-2 N/A 78443XAD0 2604405.12 PA USD 2478621.21 0.2578884989 Long ABS-O CORP US N 2 2022-07-25 Floating 1.854130000000 N N N N N N SoFi Professional Loan Program 2017-D LLC N/A 78471CAB5 120589.6 PA USD 119562.48 0.0124398954 Long ABS-O CORP US N 2 2040-09-25 Fixed 2.650000000000 N N N N N N SANTANDER REVOLVING AUTO LOAN SREV 2019 A A 144A N/A 80286JAA3 2253000 PA USD 2157405.21 0.2244675342 Long ABS-O CORP US N 2 2032-01-26 Fixed 2.510000000000 N N N N N N SMB Private Education Loan Trust 2017-B N/A 83189DAB6 1118517.18 PA USD 1107339.5 0.1152132969 Long ABS-O CORP US N 2 2035-10-15 Fixed 2.820000000000 N N N N N N SMB Private Education Loan Trust 2017-B N/A 83189DAC4 1439121.46 PA USD 1363598.52 0.1418758034 Long ABS-O CORP US N 2 2035-10-15 Floating 1.454630000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 A A1 144A N/A 83404FAA2 169896.93 PA USD 162484.26 0.0169056981 Long ABS-O CORP US N 2 2040-03-26 Floating 1.646630000000 N N N N N N SOFI PROFESSIONAL LOAN PROGRAM SOFI 2017 E A1 144A N/A 83404KAA1 107478.29 PA USD 106201.09 0.0110497076 Long ABS-O CORP US N 2 2040-11-26 Floating 1.446630000000 N N N N N N Aflac Incorporated 549300N0B7DOGLXWPP39 001055BJ0 502000 PA USD 508178.53 0.0528735080 Long DBT CORP US N 2 2030-04-01 Fixed 3.600000000000 N N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RAZ5 480000 PA USD 491412.28 0.0511290611 Long DBT CORP US N 2 2021-08-15 Fixed 3.875000000000 N N N N N ATandT Inc. 549300Z40J86GGSTL398 00206RBD3 499000 PA USD 503137.36 0.0523489987 Long DBT CORP US N 2 2022-02-15 Fixed 3.000000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833CH1 284000 PA USD 363913.61 0.0378634437 Long DBT CORP US N 2 2047-02-09 Fixed 4.250000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833CR9 1190000 PA USD 1289606.2 0.1341772618 Long DBT CORP US N 2 2027-05-11 Fixed 3.200000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DM9 867000 PA USD 882682.18 0.0918387939 Long DBT CORP US N 2 2024-09-11 Fixed 1.800000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DN7 1042000 PA USD 1074836.8 0.1118315489 Long DBT CORP US N 2 2026-09-11 Fixed 2.050000000000 N N N N N N Apple Inc. HWUPKR0MPOU8FGXBT394 037833DQ0 70000 PA USD 73870.9 0.0076859084 Long DBT CORP US N 2 2049-09-11 Fixed 2.950000000000 N N N N N N Banque Federative du Credit Mutuel VBHFXSYT7OG62HNT8T76 06675FAT4 907000 PA USD 888119.92 0.0924045643 Long DBT CORP FR N 2 2024-11-21 Fixed 2.375000000000 N N N N N N Barclays PLC N/A 06738EBK0 962000 PA USD 996686.73 0.1037004136 Long DBT CORP GB N 2 2030-06-20 Variable 5.088000000000 N N N N N N Barrick North America Finance LLC N/A 06849RAG7 397000 PA USD 489146.22 0.0508932885 Long DBT CORP US N 2 2041-05-30 Fixed 5.700000000000 N N N N N N Barrick North America Finance LLC N/A 06849RAK8 161000 PA USD 206439.27 0.0214790034 Long DBT CORP US N 2 2043-05-01 Fixed 5.750000000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330NAT2 1032000 PA USD 1022258.56 0.1063610383 Long DBT CORP US N 2 2024-12-06 Fixed 2.150000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887BF5 842000 PA USD 863262.24 0.0898182434 Long DBT CORP US N 2 2024-12-15 Fixed 3.734000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887BR9 1058000 PA USD 1054706.75 0.1097371149 Long DBT CORP US N 2 2020-06-05 Fixed 2.404000000000 N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887BV0 357000 PA USD 357772.23 0.0372244629 Long DBT CORP US N 2 2024-06-06 Fixed 3.363000000000 N N N N N N Becton Dickinson and Company ICE2EP6D98PQUILVRZ91 075887BW8 171000 PA USD 173775.61 0.0180805082 Long DBT CORP US N 2 2027-06-06 Fixed 3.700000000000 N N N N N N Berkshire Hathaway Energy Company 549300JD0S5IZJE9LY15 084659AS0 335000 PA USD 361314.62 0.0375930314 Long DBT CORP US N 2 2025-04-15 Fixed 4.050000000000 N N N N N N Black Hills Corporation 3MGELCRSTNSAMJ962671 092113AR0 1052000 PA USD 1010144.36 0.1051006147 Long DBT CORP US N 2 2029-10-15 Fixed 3.050000000000 N N N N N N Black Hills Corporation 3MGELCRSTNSAMJ962671 092113AS8 293000 PA USD 250257.52 0.0260380795 Long DBT CORP US N 2 2049-10-15 Fixed 3.875000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2J2 1982000 PA USD 1958087.19 0.2037294622 Long DBT CORP FR N 2 2025-11-19 Variable 2.819000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2K9 1552000 PA USD 1470659.15 0.1530149420 Long DBT CORP FR N 2 2031-01-13 Variable 3.052000000000 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CE3 338000 PA USD 293877.99 0.0305765776 Long DBT CORP US N 2 2039-03-01 Fixed 3.500000000000 N N N N N N Boston Scientific Corporation Y6ZDD9FP4P8JSSJMW954 101137AW7 814000 PA USD 853820.13 0.0888358378 Long DBT CORP US N 2 2026-03-01 Fixed 3.750000000000 N N N N N N DTE Energy Company 549300IX8SD6XXD71I78 233331BB2 330000 PA USD 328666.21 0.0341961229 Long DBT CORP US N 2 2022-06-15 Fixed 2.600000000000 N N N N N N DTE Electric Company N/A 23338VAK2 683000 PA USD 660731.84 0.0687459390 Long DBT CORP US N 2 2030-03-01 Fixed 2.250000000000 N N N N N N DTE Electric Company N/A 23338VAL0 974000 PA USD 908571.88 0.0945324914 Long DBT CORP US N 2 2050-03-01 Fixed 2.950000000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233851DZ4 1020000 PA USD 938719.22 0.0976691757 Long DBT CORP US N 2 2025-03-10 Fixed 2.125000000000 N N N N N N Danaher Corporation S4BKK9OTCEWQ3YHPFM11 235851AQ5 655000 PA USD 684781.82 0.0712482226 Long DBT CORP US N 2 2025-09-15 Fixed 3.350000000000 N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAS0 324000 PA USD 331733.38 0.0345152471 Long DBT CORP DK N 2 2022-01-12 Fixed 5.000000000000 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 23636AAU5 1882000 PA USD 1863200.93 0.1938570077 Long DBT CORP DK N 2 2022-09-20 Variable 3.001000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCKZ8 3882065.66 PA USD 4120330.93 0.4287004219 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCLC8 1413527.73 PA USD 1556105.32 0.1619052010 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCNJ1 1106722.93 PA USD 1167086.92 0.1214297258 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 3.000000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140QCRG3 2555910.84 PA USD 2714379.61 0.2824180154 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.500000000000 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 3140X4E69 3228443.36 PA USD 3653128.94 0.3800903240 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 5.500000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2016 UB11 ASB N/A 61767FAY7 579000 PA USD 586197.55 0.0609910081 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.606000000000 N N N N N N MORGAN STANLEY CAPITAL I TRUST MSC 2018 H3 A5 N/A 61767YAZ3 168000 PA USD 184599.09 0.0192066388 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.177000000000 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GT4 423000 PA USD 407317.78 0.0423794368 Long DBT CORP US N 2 2050-02-01 Fixed 3.650000000000 N N N N N N Southern California Gas Company XY0N0J73VHV5F4CUJV89 842434CQ3 197000 PA USD 194586.05 0.0202457335 Long DBT CORP US N 2 2026-06-15 Fixed 2.600000000000 N N N N N N Southern California Gas Company XY0N0J73VHV5F4CUJV89 842434CU4 735000 PA USD 717307.85 0.0746323980 Long DBT CORP US N 2 2030-02-01 Fixed 2.550000000000 N N N N N N Spirit Realty L.P. N/A 84861TAF5 392000 PA USD 337194.94 0.0350834958 Long DBT CORP US N 2 2030-01-15 Fixed 3.400000000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 85325WAA6 1352000 PA USD 1272792.63 0.1324278915 Long DBT CORP GB N 2 2026-01-30 Variable 2.819000000000 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 855244AM1 152000 PA USD 146529.57 0.0152456901 Long DBT CORP US N 2 2047-12-01 Fixed 3.750000000000 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 855244AV1 319000 PA USD 301181.16 0.0313364369 Long DBT CORP US N 2 2027-03-12 Fixed 2.000000000000 N N N N N N Starbucks Corporation OQSJ1DU9TAOC51A47K68 855244AW9 319000 PA USD 297655.6 0.0309696195 Long DBT CORP US N 2 2030-03-12 Fixed 2.250000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BE2 1063000 PA USD 1052107.13 0.1094666371 Long DBT CORP US N 2 2025-11-01 Variable 2.354000000000 N N N N N N State Street Corporation 549300ZFEEJ2IP5VME73 857477BH5 833000 PA USD 840603.02 0.0874606617 Long DBT CORP US N 2 2023-03-30 Variable 2.825000000000 N N N N N N Sweden Government International Bond N/A 87020DBG8 361000 PA USD 361245.48 0.0375858377 Long DBT NUSS SE N 2 2022-03-30 Fixed 0.750000000000 N N N N N N Toyota Motor Credit Corporation Z2VZBHUMB7PWWJ63I008 89236TGU3 644000 PA USD 597959.43 0.0622147746 Long DBT CORP US N 2 2030-02-13 Fixed 2.150000000000 N N N N N N Trans-Allegheny Interstate Line Company N/A 893045AE4 228000 PA USD 241977.9 0.0251766253 Long DBT CORP US N 2 2025-06-01 Fixed 3.850000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HAM1 228000 PA USD 216653.86 0.0225417819 Long DBT CORP CA N 2 2034-03-01 Fixed 4.625000000000 N N N N N N TransCanada Pipelines Limited 5BV01I6231JPDAPMGH09 89352HAW9 523000 PA USD 534245.24 0.0555856225 Long DBT CORP CA N 2 2028-05-15 Fixed 4.250000000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788KAA4 706000 PA USD 647330.04 0.0673515468 Long DBT CORP US N 2 2030-03-11 Fixed 2.250000000000 N N N N N N Trust Fibra Uno N/A 898339AB2 364000 PA USD 334880 0.0348426376 Long DBT CORP MX N 2 2050-01-15 Fixed 6.390000000000 N N N N N N U.S. Bank National Association 6BYL5QZYBDK8S7L73M02 90331HPL1 1242000 PA USD 1235678.41 0.1285663372 Long DBT CORP US N 2 2025-01-21 Fixed 2.050000000000 N N N N N N Union Electric Company QMPJLLDULY5C1M8PNY21 906548CR1 407000 PA USD 423307.5 0.0440430895 Long DBT CORP US N 2 2030-03-15 Fixed 2.950000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818EZ7 575000 PA USD 581654.58 0.0605183341 Long DBT CORP US N 2 2022-03-01 Fixed 2.950000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818FA1 275000 PA USD 286045.79 0.0297616752 Long DBT CORP US N 2 2024-03-01 Fixed 3.150000000000 N N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818FC7 91000 PA USD 103411.58 0.0107594727 Long DBT CORP US N 2 2049-03-01 Fixed 4.300000000000 N N N N N Union Pacific Corporation 549300LMMRSZZCZ8CL11 907818FH6 635000 PA USD 617973.29 0.0642971195 Long DBT CORP US N 2 2030-02-05 Fixed 2.400000000000 N N N N N N Mexico Government International Bond N/A 91086QBB3 88000 PA USD 89100 0.0092704223 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.750000000000 N N N N N N Mexico Government International Bond N/A 91087BAF7 2113000 PA USD 2165846.13 0.2253457709 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.500000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AA5 286000 PA USD 117298.95 0.0122043861 Long DBT CORP US N 2 2050-02-01 Fixed 5.250000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AB3 711000 PA USD 371956.78 0.0387002965 Long DBT CORP US N 2 2025-02-01 Fixed 3.100000000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AC1 204000 PA USD 89785.84 0.0093417806 Long DBT CORP US N 2 2030-02-01 Fixed 4.050000000000 N N N N N N Westpac Banking Corporation EN5TNI6CI43VEPAMHL14 961214EF6 290000 PA USD 281424.74 0.0292808774 Long DBT CORP AU N 2 2034-07-24 Variable 4.110000000000 N N N N N N The Williams Companies Inc. D71FAKCBLFS2O0RBPG08 96950FAQ7 228000 PA USD 204439.3 0.0212709163 Long DBT CORP US N 2 2025-01-15 Fixed 3.900000000000 N N N N N N Xcel Energy Inc. LGJNMI9GH8XIDG5RCM61 98389BAX8 165000 PA USD 145394.53 0.0151275947 Long DBT CORP US N 2 2049-12-01 Fixed 3.500000000000 N N N N N N 2020-04-30 John Hancock Variable Insurance Trust /s/Salvatore Schiavone Salvatore Schiavone Treasurer XXXX