NPORT-P false 0000794105 XXXXXXXX S000002564 C000081425 C000046844 C000007063 C000007062 C000007064 C000170279 VANGUARD BOND INDEX FUNDS 811-04681 0000794105 549300INE5BF80OGAZ51 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD TOTAL BOND MARKET INDEX FUND S000002564 CIJB0QNLPT2SSWMJ5W92 2020-12-31 2020-03-31 N 263069294891.39 3943207936.82 259126086954.57 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3881554499.95000000 0.00000000 0.00000000 132249949.61000000 USD N CSX Corp 549300JVQR4N1MMP3Q88 126408GU1 8787000.00000000 PA USD 10634203.14000000 0.004103872082 Long DBT CORP US N 2 2041-04-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371MBN6 161463.27740000 PA USD 177102.61000000 0.000068346113 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 5.50000000 N N N N N N Fannie Mae-Aces N/A 3136AC4M0 107658.69140000 PA USD 107912.77000000 0.000041644888 Long ABS-MBS USGSE US N 2 2022-03-25 Variable 2.60840000 N N N N N N Ginnie Mae I Pool N/A 36209NXG2 1010.13460000 PA USD 1095.79000000 0.000000422879 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5N6 61164215.62000000 PA USD 65275062.55000000 0.025190463575 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200RWD0 5290.54000000 PA USD 5897.84000000 0.000002276050 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297DKF4 2673.00740000 PA USD 3160.22000000 0.000001219568 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780099CH8 30178000.00000000 PA USD 30183733.82000000 0.011648280640 Long DBT CORP GB N 2 2024-05-28 Fixed 5.12500000 N N N N N N Freddie Mac Gold Pool N/A 31288H4E7 4673.16140000 PA USD 5363.53000000 0.000002069853 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140JLY73 83201.16000000 PA USD 88631.70000000 0.000034204082 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FJ2 2795000.00000000 PA USD 2486208.40000000 0.000959458937 Long DBT CORP US N 2 2042-12-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31409JLM0 7410.59100000 PA USD 7593.48000000 0.000002930418 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828VB3 763728000.00000000 PA USD 796659951.40000000 0.307441045694 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CA5 5100000.00000000 PA USD 5567976.00000000 0.002148751623 Long DBT CORP US N 2 2025-11-06 Fixed 4.20000000 N N N N N N Maryland State Transportation Authority N/A 574300HZ5 2330000.00000000 PA USD 3247088.00000000 0.001253091897 Long DBT MUN US N 2 2043-07-01 Fixed 5.88800000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HE6 6490000.00000000 PA USD 6525565.20000000 0.002518297280 Long DBT CORP US N 2 2026-11-01 Fixed 2.60000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAE0 14750000.00000000 PA USD 14823160.00000000 0.005720442960 Long DBT CORP US N 2 2021-09-15 Fixed 3.45000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBZ5 11350000.00000000 PA USD 9551819.50000000 0.003686166689 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AJ3 20521000.00000000 PA USD 20727646.47000000 0.007999058185 Long DBT CORP US N 2 2027-03-01 Fixed 3.25000000 N N N N N N Resolution Funding Corp N/A 761157AB2 110000.00000000 PA USD 180264.70000000 0.000069566403 Long DBT USGSE US N 2 2030-01-15 Fixed 8.62500000 N N N N N N Fannie Mae Pool N/A 3138A2KC2 3389278.57000000 PA USD 3705904.97000000 0.001430155108 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406YAA0 4550000.00000000 PA USD 4680175.50000000 0.001806138299 Long DBT CORP US N 2 2029-08-23 Fixed 3.30000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AM6 1993000.00000000 PA USD 2071105.67000000 0.000799265598 Long DBT CORP US N 2 2021-08-23 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 3622A2FL1 2218706.22000000 PA USD 2488922.45000000 0.000960506323 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211SVW4 4925.93000000 PA USD 5677.97000000 0.000002191199 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HQ31 90885.37940000 PA USD 106841.22000000 0.000041231363 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAH4 6395000.00000000 PA USD 6444689.15000000 0.002487086200 Long DBT CORP US N 2 2022-03-15 Fixed 3.05000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AF5 9112000.00000000 PA USD 7075103.52000000 0.002730370995 Long DBT CORP US N 2 2027-07-15 Fixed 4.45000000 N N N N N N Freddie Mac Gold Pool N/A 31292K2W6 415695.10000000 PA USD 457156.53000000 0.000176422426 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138LQZS6 3587184.52000000 PA USD 3864007.55000000 0.001491168872 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WAGP6 3386027.67000000 PA USD 3692869.50000000 0.001425124557 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140JKXN1 668154.10000000 PA USD 722441.62000000 0.000278799262 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CLZ5 54148.09670000 PA USD 58759.35000000 0.000022675968 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206WXY6 1196.26000000 PA USD 1352.68000000 0.000000522016 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PFA21 1106.84360000 PA USD 1130.98000000 0.000000436459 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KHZS8 60946.18930000 PA USD 68337.74000000 0.000026372389 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AK1 4230000.00000000 PA USD 4277841.30000000 0.001650872496 Long DBT CORP US N 2 2026-06-30 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36200KQE0 107963.74560000 PA USD 119501.83000000 0.000046117251 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AHJY0 38030000.00000000 PA USD 38745344.30000000 0.014952313275 Long DBT USGSE US N 2 2021-11-19 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 31417D2J1 22767192.00000000 PA USD 24524591.55000000 0.009464346812 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36204HQV5 1858.67000000 PA USD 2022.34000000 0.000000780446 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.00000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718ER6 12350000.00000000 PA USD 13083713.50000000 0.005049168786 Long DBT CORP US N 2 2026-11-03 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31405PFT2 47422.17940000 PA USD 54670.19000000 0.000021097910 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200EBT7 13136.89000000 PA USD 13789.92000000 0.000005321702 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJBW9 1580987.73050000 PA USD 1808966.16000000 0.000698102680 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CZ9 29578000.00000000 PA USD 30398789.50000000 0.011731273318 Long DBT CORP N/A N 2 2022-09-14 Fixed 1.75000000 N N N N N N Freddie Mac Gold Pool N/A 3132FCD93 181965.24000000 PA USD 195294.19000000 0.000075366472 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CZJ2 8171.00420000 PA USD 8263.42000000 0.000003188957 Long ABS-MBS USGA US N 2 2020-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YRC2 19120.07140000 PA USD 21080.45000000 0.000008135209 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418DA85 3052393.85000000 PA USD 3314228.19000000 0.001279002137 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418R6F3 236625.05000000 PA USD 249779.04000000 0.000096392857 Long ABS-MBS USGSE US N 2 2040-05-01 Floating 4.74500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B4GX8 6549220.27000000 PA USD 6688063.74000000 0.002581007500 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 3.01600000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AK1 5628000.00000000 PA USD 7200632.04000000 0.002778814022 Long DBT CORP US N 2 2035-10-01 Fixed 5.10000000 N N N N N N Fannie Mae Pool N/A 31387FWN0 28144.76000000 PA USD 33119.06000000 0.000012781059 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828WN6 263914000.00000000 PA USD 269398132.90000000 0.103964111088 Long DBT UST US N 2 2021-05-31 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31371MQV2 2112.68250000 PA USD 2156.39000000 0.000000832177 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9H54 193134.16000000 PA USD 209822.88000000 0.000080973275 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31384KVL7 2484.99000000 PA USD 2546.89000000 0.000000982876 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HP2 7190000.00000000 PA USD 7444526.00000000 0.002872935753 Long DBT CORP DE N 2 2022-09-29 Fixed 2.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FR3 4422000.00000000 PA USD 5073051.06000000 0.001957753894 Long DBT CORP US N 2 2048-06-01 Fixed 4.12500000 N N N N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121KAC8 8800000.00000000 PA USD 7538256.00000000 0.002909107334 Long DBT CORP US N 2 2025-07-22 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31413JLP7 2883.74220000 PA USD 3396.96000000 0.000001310929 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211ELC0 1421.23000000 PA USD 1771.51000000 0.000000683647 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 8.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2016-C1 N/A 17290YAS7 3400000.00000000 PA USD 3474936.00000000 0.001341021292 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.00300000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JS0 4000000.00000000 PA USD 3950840.00000000 0.001524678602 Long DBT CORP US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WAXP7 2716855.48000000 PA USD 2966942.03000000 0.001144980061 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AD0 4375000.00000000 PA USD 4369925.00000000 0.001686408748 Long DBT CORP US N 2 2027-11-15 Fixed 3.62500000 N N N N N N Ginnie Mae II Pool N/A 36179MX39 107100419.49000000 PA USD 114930531.20000000 0.044353130381 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.00000000 N N N N N N Fannie Mae-Aces N/A 3136B3J50 11675000.00000000 PA USD 13397879.75000000 0.005170409474 Long ABS-MBS USGSE US N 2 2028-11-25 Variable 3.63140000 N N N N N N Ginnie Mae I Pool N/A 36241L2E5 13569803.27000000 PA USD 14656201.72000000 0.005656011670 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 3.50000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WBH3 5850000.00000000 PA USD 5590201.50000000 0.002157328721 Long DBT CORP US N 2 2026-09-09 Fixed 2.30000000 N N N N N N Freddie Mac Gold Pool N/A 31283GJ73 5985.91000000 PA USD 6771.38000000 0.000002613160 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 8.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EP9 15925000.00000000 PA USD 16477119.75000000 0.006358726727 Long DBT CORP US N 2 2049-10-15 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31412E2R6 15722.92000000 PA USD 17768.00000000 0.000006856893 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 7.00000000 N N N N N N Brookfield Finance Inc N/A 11271RAA7 12550000.00000000 PA USD 12613879.50000000 0.004867853965 Long DBT CORP CA N 2 2024-04-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MACH0 4669730.28000000 PA USD 5084542.42000000 0.001962188554 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138WHUY6 46501083.23000000 PA USD 48766150.99000000 0.018819467990 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31374XCM0 2540.15000000 PA USD 2632.56000000 0.000001015937 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 7.50000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAM2 5690000.00000000 PA USD 5506554.40000000 0.002125048259 Long DBT CORP US N 2 2049-12-01 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31418MWY4 17073.45000000 PA USD 17838.34000000 0.000006884038 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FP83 3397736.69000000 PA USD 3740160.59000000 0.001443374780 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 5.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AL4 41644000.00000000 PA USD 49595088.92000000 0.019139365512 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBD9 12784000.00000000 PA USD 13635797.92000000 0.005262225073 Long DBT CORP US N 2 2042-08-13 Fixed 4.12500000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BK1 12027000.00000000 PA USD 11780326.23000000 0.004546175326 Long DBT CORP US N 2 2041-09-01 Fixed 5.62500000 N N N N N N Ginnie Mae I Pool N/A 36209EXU1 28427.65000000 PA USD 33176.77000000 0.000012803330 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138E6VH6 22637763.56000000 PA USD 24994807.50000000 0.009645809032 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417Y5R4 653408.05000000 PA USD 715834.66000000 0.000276249554 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Walgreen Co E1OI0SEUGJMPPTKRDD35 931422AK5 3549000.00000000 PA USD 3465882.42000000 0.001337527402 Long DBT CORP US N 2 2042-09-15 Fixed 4.40000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687EV4 13224000.00000000 PA USD 16417199.28000000 0.006335602668 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469UH6 1750000.00000000 PA USD 1765295.00000000 0.000681249433 Long DBT NUSS CA N 2 2020-11-30 Fixed 2.05000000 N N N N N N Ginnie Mae I Pool N/A 36291RNU2 57490.31800000 PA USD 64086.76000000 0.000024731882 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424AS7 110000.00000000 PA USD 110656.70000000 0.000042703805 Long DBT CORP US N 2 2026-04-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31418ADU9 649468.38000000 PA USD 663945.03000000 0.000256224696 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 3.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AP4 8669000.00000000 PA USD 9520035.73000000 0.003673900934 Long DBT CORP US N 2 2042-03-20 Fixed 4.50000000 N N N N N N Rio Tinto Finance USA PLC 2138006TSNBEUA761G16 76720AAG1 9425000.00000000 PA USD 11186155.50000000 0.004316877405 Long DBT CORP GB N 2 2042-08-21 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31368HMA8 53303.18000000 PA USD 60220.33000000 0.000023239779 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338LAF0 1500000.00000000 PA USD 1418175.00000000 0.000547291481 Long DBT CORP US N 2 2029-10-30 Fixed 3.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAX7 7250000.00000000 PA USD 7252972.50000000 0.002799012860 Long DBT CORP US N 2 2027-06-15 Fixed 3.43000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938LAP9 7605000.00000000 PA USD 7547962.50000000 0.002912853193 Long DBT CORP LU N 2 2039-10-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZZ6 12735912.05000000 PA USD 14001989.07000000 0.005403542821 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAS1 2750000.00000000 PA USD 2772742.50000000 0.001070036032 Long DBT CORP KY N 2 2023-06-06 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 3138EN4H9 10732169.61000000 PA USD 11914854.70000000 0.004598091546 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MCZ1 49360652.54000000 PA USD 53605175.05000000 0.020686907937 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PYCB8 42597.40000000 PA USD 43517.08000000 0.000016793785 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TQQ1 42500049.51000000 PA USD 45738553.28000000 0.017651080143 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDF6 13887000.00000000 PA USD 17353750.68000000 0.006697029575 Long DBT CORP US N 2 2040-08-15 Fixed 6.00000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 6832342L1 41575000.00000000 PA USD 42680479.25000000 0.016470931102 Long DBT NUSS CA N 2 2022-05-18 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292HP32 21447.94230000 PA USD 24957.47000000 0.000009631400 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.50000000 N N N N N N Southwest Airlines Co 2007-1 Pass Through Trust N/A 84474YAA4 633124.40300000 PA USD 665673.33000000 0.000256891669 Long DBT CORP US N 2 2022-08-01 Fixed 6.15000000 N N N N N N Ginnie Mae I Pool N/A 36225ATH3 2065.63000000 PA USD 2470.12000000 0.000000953250 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36201QSV6 4804.62320000 PA USD 5448.68000000 0.000002102713 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FVF0 4542634.20000000 PA USD 5059722.25000000 0.001952610140 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BR4 17675000.00000000 PA USD 18829177.50000000 0.007266415250 Long DBT CORP DE N 2 2026-07-27 Fixed 1.75000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CZ9 6470000.00000000 PA USD 8498409.70000000 0.003279642663 Long DBT CORP US N 2 2045-07-17 Fixed 4.60000000 N N N N N N Fannie Mae Pool N/A 31402QLZ2 189072.67320000 PA USD 217843.86000000 0.000084068671 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208WEK5 13522.02260000 PA USD 15450.13000000 0.000005962398 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31404GYW5 14609.84570000 PA USD 15474.31000000 0.000005971729 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138X0Y28 3567979.36000000 PA USD 3835185.33000000 0.001480046017 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DB9 6050000.00000000 PA USD 6835169.00000000 0.002637777261 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AN3 10283000.00000000 PA USD 10408144.11000000 0.004016633073 Long DBT CORP US N 2 2021-08-23 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31297A6J8 137256.13020000 PA USD 162144.78000000 0.000062573699 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129446D8 855070.85000000 PA USD 940030.69000000 0.000362769608 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31409AZK8 2245.88640000 PA USD 2630.16000000 0.000001015011 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AJGT0 2804839.43000000 PA USD 2978739.47000000 0.001149532841 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2W8 4815000.00000000 PA USD 4821692.85000000 0.001860751615 Long DBT CORP US N 2 2021-05-17 Fixed 2.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284Z0 350365000.00000000 PA USD 393284712.50000000 0.151773492635 Long DBT UST US N 2 2025-08-31 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31371FDT6 4572.04000000 PA USD 5085.43000000 0.000001962531 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQ48 9944778.71000000 PA USD 10219751.84000000 0.003943930138 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3140J8AM5 8495089.58000000 PA USD 9343833.98000000 0.003605902473 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159LG9 150000.00000000 PA USD 150364.50000000 0.000058027542 Long DBT CORP CA N 2 2021-04-20 Fixed 3.12500000 N N N N N N Ginnie Mae I Pool N/A 36211MQE3 8399.18000000 PA USD 8815.36000000 0.000003401957 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175AZ7 32935000.00000000 PA USD 39136001.80000000 0.015103072893 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N Rio Tinto Finance USA Ltd 213800RX94ZKEZXPKH58 767201AS5 13915000.00000000 PA USD 14555785.75000000 0.005617259891 Long DBT CORP AU N 2 2025-06-15 Fixed 3.75000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117AS9 5090000.00000000 PA USD 5191392.80000000 0.002003423453 Long DBT CORP US N 2 2024-05-15 Fixed 3.95000000 N N N N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015AE3 11430000.00000000 PA USD 12063336.30000000 0.004655392454 Long DBT CORP US N 2 2025-09-15 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3132HLM34 3160936.47000000 PA USD 3405751.00000000 0.001314321934 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36176MW74 5238681.08000000 PA USD 5885815.35000000 0.002271409806 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335HZ63 29619.84200000 PA USD 32027.64000000 0.000012359867 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31288HYL8 32411.37310000 PA USD 37192.05000000 0.000014352877 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M86S8 752067.24000000 PA USD 808667.82000000 0.000312075032 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31384KQM1 7134.77000000 PA USD 8109.09000000 0.000003129399 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 7.00000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBE6 4950000.00000000 PA USD 5119141.50000000 0.001975540772 Long DBT CORP MX N 2 2049-05-24 Fixed 5.25000000 N N N N N N Ginnie Mae I Pool N/A 36296UWS5 2176298.79000000 PA USD 2445637.53000000 0.000943802130 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N Oklahoma Gas & Electric Co 549300VJ8YXGPO8EV472 678858BT7 5725000.00000000 PA USD 6061916.25000000 0.002339369347 Long DBT CORP US N 2 2028-08-15 Fixed 3.80000000 N N N N N N CNOOC Finance 2013 Ltd 5493006KAH3PSSMCES09 12625GAF1 5850000.00000000 PA USD 6038370.00000000 0.002330282555 Long DBT CORP VG N 2 2029-09-30 Fixed 2.87500000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBC2 6390000.00000000 PA USD 6323671.80000000 0.002440384090 Long DBT CORP US N 2 2028-01-15 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8CY8 3054594.32000000 PA USD 3328713.61000000 0.001284592241 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAS8 10000000.00000000 PA USD 9978900.00000000 0.003850982399 Long DBT CORP FR N 2 2025-01-10 Fixed 2.43400000 N N N N N N Fannie Mae Pool N/A 31403NNU7 8989.10020000 PA USD 9976.01000000 0.000003849867 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31402DC40 1250575.98960000 PA USD 1399782.21000000 0.000540193473 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610AK1 6003000.00000000 PA USD 6083980.47000000 0.002347884206 Long DBT CORP US N 2 2025-12-03 Fixed 4.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285J5 204006000.00000000 PA USD 232311832.50000000 0.089652043617 Long DBT UST US N 2 2025-10-31 Fixed 3.00000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAF1 750000.00000000 PA USD 748852.50000000 0.000288991551 Long DBT CORP US N 2 2021-04-01 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128F8MQ2 6456.39000000 PA USD 7228.96000000 0.000002789746 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140QAKP4 7207624.35000000 PA USD 7590853.74000000 0.002929405460 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31406JS38 400.26820000 PA USD 407.63000000 0.000000157309 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.00000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBK5 4000000.00000000 PA USD 3700000.00000000 0.001427876306 Long DBT CORP US N 2 2079-05-01 Variable 5.65000000 N N N N N N Fannie Mae Pool N/A 31384XUE6 2034.77000000 PA USD 2330.65000000 0.000000899427 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C0ZB7 403754.10000000 PA USD 445058.14000000 0.000171753506 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BQ0 16876000.00000000 PA USD 18855386.04000000 0.007276529453 Long DBT CORP US Y 2 2028-02-20 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 312934M58 2390433.53000000 PA USD 2707357.21000000 0.001044803030 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Barrick North America Finance LLC N/A 06849RAK8 10669000.00000000 PA USD 13850069.04000000 0.005344914980 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N Freddie Mac Gold Pool N/A 31292LAN5 2877306.92000000 PA USD 3163311.23000000 0.001220761393 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417YZW0 4228582.23000000 PA USD 4673978.80000000 0.001803746915 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.00000000 N N N N N N Colombia Government International Bond N/A 195325BQ7 28050000.00000000 PA USD 28134711.00000000 0.010857537089 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296PJ60 180506.90530000 PA USD 207182.22000000 0.000079954211 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432MV4 5925000.00000000 PA USD 5957883.75000000 0.002299221903 Long DBT CORP US N 2 2023-11-15 Fixed 3.40000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BT8 14900000.00000000 PA USD 15439529.00000000 0.005958307471 Long DBT CORP US N 2 2027-09-14 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 3140Q7B89 10309862.40000000 PA USD 10995158.95000000 0.004243169446 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418BZY5 36707.08000000 PA USD 39842.97000000 0.000015375900 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31408DA87 6185.07870000 PA USD 6271.92000000 0.000002420412 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Indonesia Government International Bond N/A 455780CN4 5700000.00000000 PA USD 5529057.00000000 0.002133732294 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36209XJG6 30017.23900000 PA USD 32563.60000000 0.000012566700 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KMC9 269022.12000000 PA USD 301546.89000000 0.000116370718 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 4.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C24 N/A 92939KAE8 2860000.00000000 PA USD 2922033.40000000 0.001127649259 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.60700000 N N N N N N Ginnie Mae I Pool N/A 36290RRD7 58163.21680000 PA USD 66302.00000000 0.000025586771 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC20 549300W6NRTMFPYUPG47 94989EAE7 14401000.00000000 PA USD 14914971.69000000 0.005755874240 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.18400000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_19-1 N/A 02588QAB4 845000.00000000 PA USD 862871.75000000 0.000332993007 Long ABS-CBDO CORP US N 2 2024-10-15 Fixed 2.87000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAP4 4565000.00000000 PA USD 4515834.95000000 0.001742717224 Long DBT CORP US N 2 2026-10-01 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31418BUM6 13727447.16000000 PA USD 14636615.99000000 0.005648453292 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31390Q2C8 6537.31870000 PA USD 6956.88000000 0.000002684747 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31402RR92 283870.15000000 PA USD 324548.74000000 0.000125247420 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 312927GW0 279.33000000 PA USD 316.04000000 0.000000121963 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCD8 19725000.00000000 PA USD 19703697.00000000 0.007603903270 Long DBT CORP CA N 2 2022-12-01 Fixed 1.90000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAT6 2074000.00000000 PA USD 1457814.60000000 0.000562588899 Long DBT CORP US N 2 2043-02-01 Fixed 5.15000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAE2 2940000.00000000 PA USD 2994037.20000000 0.001155436426 Long DBT CORP US N 2 2026-02-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128PY5L4 8124.61000000 PA USD 8300.51000000 0.000003203270 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7NS8 1082106.98000000 PA USD 1167593.43000000 0.000450588917 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138ELFK4 5004866.85000000 PA USD 5309513.10000000 0.002049007555 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31416YYD4 4912317.19000000 PA USD 5184361.32000000 0.002000709917 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292G4U7 200504.24400000 PA USD 232446.58000000 0.000089704044 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Baltimore Gas & Electric Co 88V8C2WYSOD1SPSSLH72 059165EG1 3790000.00000000 PA USD 3613575.50000000 0.001394524010 Long DBT CORP US N 2 2026-08-15 Fixed 2.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDYC3 94492.52000000 PA USD 111375.50000000 0.000042981199 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBU6 9616000.00000000 PA USD 9662637.60000000 0.003728932780 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N Ginnie Mae I Pool N/A 36178NF87 5293972.65000000 PA USD 5563965.26000000 0.002147203828 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AN4 6200000.00000000 PA USD 6004700.00000000 0.002317288880 Long DBT CORP US N 2 2021-06-01 Fixed 3.92200000 N N N N N N Fannie Mae Pool N/A 31371NYW9 486071.89460000 PA USD 540186.28000000 0.000208464646 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 5.50000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BF5 6555000.00000000 PA USD 6620091.15000000 0.002554776027 Long DBT CORP US N 2 2026-12-12 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 313973A33 1254.10000000 PA USD 1284.78000000 0.000000495812 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36211RRF8 28248.44320000 PA USD 31376.96000000 0.000012108761 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724PAC3 10845000.00000000 PA USD 11198872.35000000 0.004321784997 Long DBT CORP US N 2 2027-02-01 Fixed 2.15000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FU3 9290000.00000000 PA USD 9621467.20000000 0.003713044608 Long DBT CORP US N 2 2026-01-15 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31403MW54 43943.01510000 PA USD 48873.86000000 0.000018861034 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.50000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BE6 2500000.00000000 PA USD 2464225.00000000 0.000950975268 Long DBT CORP US N 2 2022-11-01 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31410KJR6 2584189.59000000 PA USD 2936647.21000000 0.001133288911 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BS5N9 10806000.00000000 PA USD 11429830.38000000 0.004410914591 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 2.72000000 N N N N N N Ginnie Mae I Pool N/A 3620ARHE4 1701206.45000000 PA USD 1910352.77000000 0.000737229042 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAB1 14897000.00000000 PA USD 15507479.06000000 0.005984530250 Long DBT CORP US Y 2 2024-01-25 Fixed 4.03000000 N N N N N N Fannie Mae Pool N/A 31400FX77 53530.22650000 PA USD 61474.65000000 0.000023723836 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TAM7 2904632.71000000 PA USD 3085155.63000000 0.001190600169 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBQ5 24390000.00000000 PA USD 22778796.60000000 0.008790622691 Long DBT CORP US N 2 2048-02-15 Fixed 4.25000000 N N N N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637AP5 5778000.00000000 PA USD 6469973.28000000 0.002496843662 Long DBT CORP US N 2 2045-07-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292YZP5 14137.02000000 PA USD 16842.70000000 0.000006499808 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31387SYT7 11713.01000000 PA USD 12795.88000000 0.000004938090 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EW9 1975000.00000000 PA USD 2065850.00000000 0.000797237369 Long DBT CORP US N 2 2030-04-01 Fixed 2.62500000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAF1 4430000.00000000 PA USD 4496450.00000000 0.001735236329 Long DBT CORP US N 2 2040-04-15 Fixed 6.30000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AS9 285000.00000000 PA USD 289266.45000000 0.000111631543 Long DBT CORP US N 2 2027-11-15 Fixed 3.37500000 N N N N N N Marvell Technology Group Ltd 8DF36O58U3QIHUCGZB18 57385LAB4 5625000.00000000 PA USD 5807812.50000000 0.002241307530 Long DBT CORP BM N 2 2028-06-22 Fixed 4.87500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAM2 8895000.00000000 PA USD 8582429.70000000 0.003312067033 Long DBT CORP US N 2 2027-01-15 Fixed 3.12500000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109AL5 1698000.00000000 PA USD 2581401.48000000 0.000996195138 Long DBT CORP CA N 2 2038-08-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418CZJ6 107564087.86000000 PA USD 115548570.10000000 0.044591639328 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402DJR2 302146.94000000 PA USD 339709.85000000 0.000131098282 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138E0RA9 17588903.03000000 PA USD 19162406.30000000 0.007395012414 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967EW7 26865000.00000000 PA USD 42916837.50000000 0.016562144708 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N Ginnie Mae I Pool N/A 36210CLK7 6743.28000000 PA USD 6984.35000000 0.000002695348 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 72925PAD7 150000.00000000 PA USD 149424.00000000 0.000057664591 Long DBT CORP US N 2 2023-03-15 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36202FBL9 326538.19000000 PA USD 361513.70000000 0.000139512661 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335BAU0 28334047.37000000 PA USD 31018131.68000000 0.011970285216 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138XBXZ2 4021676.35000000 PA USD 4391992.31000000 0.001694924799 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31387Y5C3 7794.91000000 PA USD 9477.05000000 0.000003657312 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BX7 41876000.00000000 PA USD 55553120.36000000 0.021438644411 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BS4 19726000.00000000 PA USD 21250819.80000000 0.008200957321 Long DBT CORP US N 2 2025-03-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9LU4 5396768.74000000 PA USD 5763856.95000000 0.002224344533 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C15 5493003CHVRASC16O965 92938CAE7 820322.48000000 PA USD 840699.29000000 0.000324436377 Long ABS-MBS CORP US N 2 2046-08-15 Fixed 3.72000000 N N N N N N Freddie Mac Gold Pool N/A 31335H5U3 32881.31470000 PA USD 36020.82000000 0.000013900885 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402NPR3 143390.05850000 PA USD 163755.75000000 0.000063195393 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KDX3 327679.73000000 PA USD 358049.09000000 0.000138175624 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295TVP6 52240.07000000 PA USD 58292.60000000 0.000022495843 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AH1 10200000.00000000 PA USD 10324338.00000000 0.003984291246 Long DBT CORP KY N 2 2022-07-06 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31294NR35 3061802.82000000 PA USD 3212321.05000000 0.001239674896 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBU9 1075000.00000000 PA USD 1085975.75000000 0.000419091633 Long DBT CORP US N 2 2022-01-14 Fixed 3.40000000 N N N N N N Fannie Mae-Aces N/A 3136B4VT2 18875000.00000000 PA USD 20736830.00000000 0.008002602224 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 2.93700000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769AG1 5100000.00000000 PA USD 5042319.00000000 0.001945894008 Long DBT CORP US N 2 2030-01-15 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31382KRH3 2566.48000000 PA USD 2952.99000000 0.000001139595 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HJ5 10585000.00000000 PA USD 11245504.00000000 0.004339780734 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAD5 14350000.00000000 PA USD 14079933.00000000 0.005433622359 Long DBT CORP US N 2 2026-10-01 Fixed 2.65000000 N N N N N N Freddie Mac Gold Pool N/A 31292GJQ0 2293.38000000 PA USD 2553.52000000 0.000000985435 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36224TGW4 2750.65000000 PA USD 2903.81000000 0.000001120616 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31403MTC3 333999.86370000 PA USD 383061.10000000 0.000147828072 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BC5 16323000.00000000 PA USD 17212113.81000000 0.006642370134 Long DBT CORP US N 2 2024-02-15 Fixed 3.75000000 N N N N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212PAR6 10175000.00000000 PA USD 8294354.75000000 0.003200895304 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36206GUE8 138197.67000000 PA USD 159985.91000000 0.000061740564 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CG1 12631000.00000000 PA USD 16309147.20000000 0.006293904018 Long DBT CORP US N 2 2037-10-15 Fixed 6.25000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AN2 9103000.00000000 PA USD 11497817.24000000 0.004437151571 Long DBT CORP NL N 2 2040-03-25 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138ETHC3 6354491.97000000 PA USD 7060857.30000000 0.002724873200 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.50000000 N N N N N N COMM 2014-LC17 Mortgage Trust N/A 12592MBF6 512929.45000000 PA USD 510882.86000000 0.000197156089 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.16400000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAQ6 3300000.00000000 PA USD 3358608.00000000 0.001296128861 Long DBT CORP US N 2 2021-08-20 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36201QC84 18546.89000000 PA USD 19862.24000000 0.000007665086 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJJ2 16829000.00000000 PA USD 18323246.91000000 0.007071170303 Long DBT CORP US N 2 2043-12-15 Fixed 5.35000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAF0 23510000.00000000 PA USD 24812924.20000000 0.009575617990 Long DBT CORP US N 2 2025-09-15 Fixed 4.05000000 N N N N N N Fannie Mae Pool N/A 313615R99 1525.80000000 PA USD 1666.60000000 0.000000643161 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31409GLM6 135875.94650000 PA USD 160473.57000000 0.000061928759 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9FH0 1827253.44000000 PA USD 1992528.51000000 0.000768941689 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410F4Y8 821516.36000000 PA USD 902427.51000000 0.000348258070 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371K2V2 104256.17000000 PA USD 110630.39000000 0.000042693652 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287WBY3 15916.96000000 PA USD 17875.22000000 0.000006898271 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAX3 19279000.00000000 PA USD 19243141.06000000 0.007426168968 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31385XM87 5038587.59000000 PA USD 5510048.23000000 0.002126396571 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418BG59 1693796.70000000 PA USD 1842207.17000000 0.000710930802 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31388ARM8 19837.40340000 PA USD 20845.94000000 0.000008044709 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 03836WAB9 3655000.00000000 PA USD 3718121.85000000 0.001434869755 Long DBT CORP US N 2 2029-05-01 Fixed 3.56600000 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 959802AU3 12100000.00000000 PA USD 12257784.00000000 0.004730432255 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N Ginnie Mae I Pool N/A 36212NPE1 153125.24920000 PA USD 173513.88000000 0.000066961177 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371K3B5 355455.42480000 PA USD 410028.50000000 0.000158235129 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHU7 1612000.00000000 PA USD 1734189.60000000 0.000669245470 Long DBT CORP US N 2 2025-11-17 Fixed 3.95000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BA8 7687000.00000000 PA USD 9282667.46000000 0.003582297548 Long DBT CORP US N 2 2043-06-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31416CJP2 208899.89000000 PA USD 219564.23000000 0.000084732584 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.50000000 N N N N N N American Airlines 2011-1 Class A Pass Through Trust N/A 023767AA4 505436.59000000 PA USD 502045.11000000 0.000193745491 Long DBT CORP US N 2 2021-01-31 Fixed 5.25000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2018-C8 N/A 46591ABE4 1575000.00000000 PA USD 1646914.50000000 0.000635564917 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.42100000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AR9 5285000.00000000 PA USD 5737501.70000000 0.002214173712 Long DBT CORP US N 2 2028-10-01 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31371LPK9 392883.95970000 PA USD 425214.38000000 0.000164095550 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GFH5 3.85000000 PA USD 4.04000000 0.000000001559 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 3138EKAQ8 6273936.45000000 PA USD 6887464.70000000 0.002657958826 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132DV4S1 3017765.30000000 PA USD 3245908.36000000 0.001252636659 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31388KQF2 35460.72000000 PA USD 42539.03000000 0.000016416344 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BX6 2826000.00000000 PA USD 2687949.90000000 0.001037313506 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAW9 2650000.00000000 PA USD 2613509.50000000 0.001008586024 Long DBT CORP US N 2 2025-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RJF7 21004697.77010000 PA USD 22614707.85000000 0.008727298789 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 4.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBJ1 25433000.00000000 PA USD 24581757.49000000 0.009486407863 Long DBT CORP US N 2 2046-05-15 Fixed 4.90000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAF8 10050000.00000000 PA USD 10210800.00000000 0.003940475511 Long DBT CORP US N 2 2021-09-15 Fixed 3.45000000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAK5 3950000.00000000 PA USD 4002851.00000000 0.001544750297 Long DBT CORP US N 2 2024-03-01 Fixed 4.20000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BG5 2749000.00000000 PA USD 2436328.74000000 0.000940209752 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N Ginnie Mae I Pool N/A 36207AA93 10871.56050000 PA USD 12897.04000000 0.000004977129 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31383QFA7 9963.40000000 PA USD 11722.64000000 0.000004523913 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDP80 795235.93000000 PA USD 832651.78000000 0.000321330742 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCLY9 63223.50000000 PA USD 66703.32000000 0.000025741646 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJD5 3800000.00000000 PA USD 4620344.00000000 0.001783048574 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N Fannie Mae Pool N/A 3138EJD96 503914.14000000 PA USD 533418.31000000 0.000205852801 Long ABS-MBS USGSE US N 2 2039-11-01 Floating 3.94500000 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAK9 15694000.00000000 PA USD 17086842.50000000 0.006594026367 Long DBT CORP KY N 2 2039-11-10 Fixed 6.87500000 N N N N N N Fannie Mae Pool N/A 3138X0ZZ4 71380960.79000000 PA USD 74425358.77000000 0.028721677406 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LRK2 8938.75170000 PA USD 9521.65000000 0.000003674523 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868BS4 18070000.00000000 PA USD 19146068.50000000 0.007388707453 Long DBT CORP N/A N 2 2022-06-15 Fixed 4.37500000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QDZ0 7535000.00000000 PA USD 7665656.90000000 0.002958272935 Long DBT CORP US N 2 2022-05-03 Fixed 2.30000000 N N N N N N UBS Commercial Mortgage Trust 2017-C3 N/A 90276GAW2 4050000.00000000 PA USD 4148091.00000000 0.001600800231 Long ABS-MBS CORP US N 2 2050-08-15 Variable 3.73900000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AK5 3527000.00000000 PA USD 3598139.59000000 0.001388567099 Long DBT CORP US N 2 2021-05-17 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128KLRW9 285860.24610000 PA USD 337114.99000000 0.000130096893 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MGK3 24700000.00000000 PA USD 37766053.00000000 0.014574392506 Long DBT USGSE US N 2 2030-11-15 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 31404D3R7 4100.49430000 PA USD 5013.06000000 0.000001934602 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 7.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAZ4 12308000.00000000 PA USD 13540769.28000000 0.005225552332 Long DBT CORP US N 2 2046-08-01 Fixed 3.90000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 N/A 61761QAE3 3475000.00000000 PA USD 3444489.50000000 0.001329271606 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.13400000 N N N N N N Ginnie Mae I Pool N/A 36290RYC1 531.25470000 PA USD 540.45000000 0.000000208566 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212MTN9 3776.30000000 PA USD 3953.90000000 0.000001525859 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A 92938EAQ6 1250000.00000000 PA USD 1335812.50000000 0.000515506761 Long ABS-MBS CORP US N 2 2046-09-15 Fixed 4.41500000 N N N N N N Ginnie Mae II Pool N/A 36179TJY2 4551085.10000000 PA USD 4897877.78000000 0.001890152333 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371EYX7 1605.14000000 PA USD 1802.78000000 0.000000695715 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 7.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EG9 11199000.00000000 PA USD 12143635.65000000 0.004686380978 Long DBT CORP US N 2 2065-11-15 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 36201MGU0 19628.40000000 PA USD 21739.83000000 0.000008389672 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAR0 29418000.00000000 PA USD 32488945.02000000 0.012537890492 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292SCE8 1322711.88000000 PA USD 1418105.86000000 0.000547264799 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201BPA8 17314.67000000 PA USD 17691.78000000 0.000006827479 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AN7 1150000.00000000 PA USD 1195689.50000000 0.000461431542 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N Massachusetts School Building Authority N/A 576000XQ1 5695000.00000000 PA USD 5834185.80000000 0.002251485316 Long DBT MUN US N 2 2040-10-15 Fixed 3.39500000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAH9 3075000.00000000 PA USD 3474073.50000000 0.001340688442 Long DBT CORP US N 2 2048-05-15 Fixed 4.05000000 N N N N N N Fannie Mae Pool N/A 31417YLE5 2374040.72000000 PA USD 2514583.93000000 0.000970409409 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAD5 3000000.00000000 PA USD 3030060.00000000 0.001169338076 Long DBT CORP US N 2 2049-10-01 Fixed 3.81700000 N N N N N N Fannie Mae Pool N/A 31418WPP9 11830424.04000000 PA USD 13122661.26000000 0.005064199214 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBT1 26000000.00000000 PA USD 26548600.00000000 0.010245437004 Long DBT CORP US N 2 2025-04-01 Fixed 2.50000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780097BE0 14190000.00000000 PA USD 14205750.90000000 0.005482177061 Long DBT CORP GB N 2 2023-05-15 Variable 3.49800000 N N N N N N Fannie Mae Pool N/A 3138EKRN7 143608.07000000 PA USD 161827.63000000 0.000062451307 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293THQ3 1669.13000000 PA USD 1746.76000000 0.000000674096 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KNW4 226978.84000000 PA USD 263290.91000000 0.000101607257 Long ABS-MBS USGA US N 2 2037-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MB3H8 69717.57000000 PA USD 73368.68000000 0.000028313891 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298YAX9 17083.42410000 PA USD 18628.79000000 0.000007189083 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHS1 26660000.00000000 PA USD 31858700.00000000 0.012294671051 Long DBT CORP US N 2 2050-03-15 Variable 4.33000000 N N N N N N Fannie Mae Pool N/A 3138WJBL1 3500442.39000000 PA USD 3788948.85000000 0.001462202781 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Piedmont Natural Gas Co Inc VXB4M3BDPKF3I2AZ3G89 720186AK1 4215000.00000000 PA USD 3862541.70000000 0.001490603182 Long DBT CORP US N 2 2046-11-01 Fixed 3.64000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBF6 15625000.00000000 PA USD 12539062.50000000 0.004838981149 Long DBT CORP US Y 2 2047-12-01 Fixed 5.20000000 N N N N N N Ginnie Mae II Pool N/A 36202FZ25 1166974.43000000 PA USD 1242069.23000000 0.000479330060 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31407V3M5 122711.38810000 PA USD 140245.62000000 0.000054122539 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31388JZE8 13852.95000000 PA USD 16801.41000000 0.000006483874 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GLA3 21.59000000 PA USD 22.68000000 0.000000008752 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 9.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAX6 8250000.00000000 PA USD 8258002.50000000 0.003186866516 Long DBT CORP US N 2 2023-02-15 Fixed 3.20000000 N N N N N N Citigroup Commercial Mortgage Trust 2016-C1 N/A 17290YAR9 6500000.00000000 PA USD 6803030.00000000 0.002625374419 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.20900000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAY8 13565000.00000000 PA USD 9307624.75000000 0.003591928878 Long DBT CORP US N 2 2030-02-15 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 36291T3Q9 30968.93110000 PA USD 35100.19000000 0.000013545602 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31419CBX0 3266088.79000000 PA USD 3571010.84000000 0.001378097775 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296Q6Q7 2232599.90000000 PA USD 2417995.00000000 0.000933134532 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EQ2 40330000.00000000 PA USD 41745583.00000000 0.016110142938 Long DBT CORP N/A N 2 2024-10-18 Fixed 1.50000000 N N N N N N Fannie Mae Pool N/A 3138M5W88 3580766.38000000 PA USD 3862823.35000000 0.001490711875 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1UK3 1013.76000000 PA USD 1019.52000000 0.000000393445 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDP98 3299053.39000000 PA USD 3453910.96000000 0.001332907466 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 3.00000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AK6 6138000.00000000 PA USD 8316253.44000000 0.003209346283 Long DBT CORP US N 2 2040-03-01 Fixed 6.20000000 N N N N N N Fannie Mae Pool N/A 31375SAK6 756.08000000 PA USD 861.64000000 0.000000332517 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.50000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2Q6 3619000.00000000 PA USD 3625116.11000000 0.001398977676 Long DBT CORP US N 2 2021-11-22 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JG93 3327.43000000 PA USD 3545.34000000 0.000001368191 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTP1 19137.62000000 PA USD 21093.87000000 0.000008140388 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 6.50000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BG3 10880000.00000000 PA USD 11086611.20000000 0.004278462014 Long DBT CORP US N 2 2028-02-01 Fixed 3.40000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDG3 6000000.00000000 PA USD 6477180.00000000 0.002499624825 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 36291ARK7 6274.34310000 PA USD 6649.36000000 0.000002566071 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31403NHR1 9537.39950000 PA USD 11366.86000000 0.000004386613 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 716442AH1 3730000.00000000 PA USD 3679197.40000000 0.001419848322 Long DBT CORP CA N 2 2033-07-15 Fixed 5.35000000 N N N N N N Ginnie Mae I Pool N/A 36213UKA7 26764.93610000 PA USD 29140.32000000 0.000011245614 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XSNN6 485567.66000000 PA USD 523636.16000000 0.000202077747 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PUCQ3 180633.16000000 PA USD 191677.07000000 0.000073970580 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y2DX1 2148842.26000000 PA USD 2330634.32000000 0.000899420952 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AU3 11435000.00000000 PA USD 11606753.70000000 0.004479191514 Long DBT CORP US N 2 2023-12-01 Fixed 4.05000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTX4 7713.60000000 PA USD 8751.77000000 0.000003377417 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31416XLL2 197854.56000000 PA USD 208214.22000000 0.000080352473 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312943DH3 2547231.73000000 PA USD 2821721.42000000 0.001088937610 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138EP2H6 3778670.91000000 PA USD 4067285.79000000 0.001569616489 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371MWJ2 635409.24480000 PA USD 748810.73000000 0.000288975432 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AC8 15460000.00000000 PA USD 15524159.00000000 0.005990967247 Long DBT CORP US N 2 2022-04-01 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 36290TDC0 47413.42690000 PA USD 51942.36000000 0.000020045206 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31413FK68 56245.68890000 PA USD 62519.90000000 0.000024127211 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31406WKM5 225225.86830000 PA USD 238966.90000000 0.000092220317 Long ABS-MBS USGSE US N 2 2035-05-01 Floating 4.54400000 N N N N N N Ginnie Mae II Pool N/A 36241LAP1 394623.54000000 PA USD 456851.73000000 0.000176304800 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410LJT0 3248853.28000000 PA USD 3611555.26000000 0.001393744374 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AV4 11425000.00000000 PA USD 11477440.75000000 0.004429288029 Long DBT CORP US N 2 2027-06-01 Fixed 3.75000000 N N N N N N Ginnie Mae II Pool N/A 36179R4F3 31516468.24480000 PA USD 33929369.05000000 0.013093768153 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138XUTU6 135794.03000000 PA USD 147035.06000000 0.000056742669 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179T7J8 31615307.03000000 PA USD 33496733.95000000 0.012926808853 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 3.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAQ4 7701000.00000000 PA USD 8185084.86000000 0.003158726686 Long DBT CORP US N 2 2023-09-01 Fixed 3.85000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAF1 5690000.00000000 PA USD 5863601.90000000 0.002262837358 Long DBT CORP US N 2 2048-09-01 Fixed 4.95000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-1 N/A 43814UAC3 8647950.68000000 PA USD 8543829.35000000 0.003297170674 Long ABS-CBDO CORP US N 2 2022-02-15 Fixed 2.64000000 N N N N N N Fannie Mae Pool N/A 31371L4Q9 479306.71900000 PA USD 548226.23000000 0.000211567363 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAA8 50000.00000000 PA USD 52014.00000000 0.000020072853 Long DBT CORP JP Y 2 2024-04-02 Fixed 4.43600000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXX6 8740000.00000000 PA USD 9111624.80000000 0.003516290045 Long DBT MUN US N 2 2040-12-01 Fixed 3.38400000 N N N N N N Fannie Mae Pool N/A 31371HE46 13973.03000000 PA USD 16205.36000000 0.000006253851 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3617BA6K4 349014.13000000 PA USD 388086.26000000 0.000149767344 Long ABS-MBS USGA US N 2 2047-09-15 Fixed 4.50000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DX7 4050000.00000000 PA USD 4218925.50000000 0.001628136151 Long DBT CORP US N 2 2024-11-15 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31410LNY4 1707936.04000000 PA USD 1912563.86000000 0.000738082329 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 5.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CP3 11774000.00000000 PA USD 12407441.20000000 0.004788186842 Long DBT CORP US N 2 2024-01-16 Fixed 4.30000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AP6 5330000.00000000 PA USD 5507915.40000000 0.002125573486 Long DBT CORP US N 2 2048-07-15 Fixed 3.80000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QBL1 16932000.00000000 PA USD 16969758.36000000 0.006548842132 Long DBT CORP CA N 2 2021-07-13 Fixed 1.80000000 N N N N N N Ginnie Mae I Pool N/A 36295QNH9 3068916.50000000 PA USD 3400635.68000000 0.001312347868 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31374JLC3 1764.61000000 PA USD 1824.59000000 0.000000704132 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 8.50000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DF5 11365000.00000000 PA USD 11134517.80000000 0.004296949771 Long DBT CORP US N 2 2046-10-15 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128M7PD2 431262.46000000 PA USD 502278.45000000 0.000193835540 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBY6 28599000.00000000 PA USD 30225997.11000000 0.011664590572 Long DBT CORP US N 2 2027-02-01 Fixed 3.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXB90 762766.50000000 PA USD 857006.30000000 0.000330729456 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XK97 56848.76060000 PA USD 63626.27000000 0.000024554173 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KGPH5 278740.62550000 PA USD 328710.46000000 0.000126853480 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KHE51 5962.56590000 PA USD 6687.67000000 0.000002580855 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 7.00000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AH4 3600000.00000000 PA USD 4338648.00000000 0.001674338562 Long DBT CORP US N 2 2048-09-15 Fixed 5.05000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAV3 11685000.00000000 PA USD 12060906.45000000 0.004654454745 Long DBT CORP US N 2 2025-04-01 Fixed 3.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EG4 23142000.00000000 PA USD 26390442.54000000 0.010184402060 Long DBT CORP N/A N 2 2028-01-19 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31407GBD9 32106.33420000 PA USD 36910.40000000 0.000014244185 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31406LDT2 23216.26850000 PA USD 27126.12000000 0.000010468309 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407SMC3 68921.72820000 PA USD 78778.22000000 0.000030401501 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AU3 6207000.00000000 PA USD 6422134.62000000 0.002478382124 Long DBT CORP GB N 2 2025-08-18 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31411LAF8 19592.72960000 PA USD 23053.59000000 0.000008896668 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371LTJ8 155358.69860000 PA USD 186155.45000000 0.000071839717 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210GBD5 9185.62000000 PA USD 11122.41000000 0.000004292277 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36290UZ74 11233.92570000 PA USD 11711.37000000 0.000004519564 Long ABS-MBS USGA US N 2 2020-09-15 Fixed 5.00000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EBC0 36100000.00000000 PA USD 37276138.00000000 0.014385328176 Long DBT CORP US N 2 2024-04-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31385YG33 1964.94000000 PA USD 2141.04000000 0.000000826254 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31365EKV4 115.52000000 PA USD 120.49000000 0.000000046498 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVW0 16718035.48000000 PA USD 17181960.96000000 0.006630733772 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GH0 6000000.00000000 PA USD 5979960.00000000 0.002307741405 Long DBT CORP US N 2 2021-03-01 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31416PXM4 384721.08000000 PA USD 429779.61000000 0.000165857330 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASJT7 1036267.80000000 PA USD 1100081.17000000 0.000424535091 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CHG2 48114925.74000000 PA USD 52010791.28000000 0.020071615286 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAE8 11194000.00000000 PA USD 11357096.58000000 0.004382845707 Long DBT CORP US N 2 2022-09-21 Fixed 2.40000000 N N N N N N Freddie Mac Gold Pool N/A 3132FGBU9 98428.79000000 PA USD 104950.68000000 0.000040501780 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.50000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAG2 3151000.00000000 PA USD 3272565.58000000 0.001262924014 Long DBT CORP US N 2 2028-06-01 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31406AJJ2 32617.94620000 PA USD 35918.56000000 0.000013861421 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 7.00000000 N N N N N N Uruguay Government International Bond N/A 917288BK7 12884248.00000000 PA USD 13689513.50000000 0.005282954588 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FRB2 2650000.00000000 PA USD 2724094.00000000 0.001051261967 Long DBT MUN US N 2 2039-02-15 Fixed 3.11000000 N N N N N N Fannie Mae Pool N/A 31408AHT0 17972.77560000 PA USD 18750.46000000 0.000007236037 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31385WYQ6 822758.67360000 PA USD 965383.89000000 0.000372553725 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370CA6 7881000.00000000 PA USD 5674320.00000000 0.002189791103 Long DBT CORP US N 2 2031-07-16 Fixed 7.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMSE4 44955.62000000 PA USD 47336.02000000 0.000018267562 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212S4V5 4629.92000000 PA USD 5405.06000000 0.000002085880 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36203F2E4 2194.90000000 PA USD 2366.41000000 0.000000913227 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36208RYP3 9652.83000000 PA USD 11188.60000000 0.000004317820 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31411FJB1 73177.02940000 PA USD 85192.70000000 0.000032876929 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EMC7 40680.31630000 PA USD 45522.49000000 0.000017567698 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AH0 3025000.00000000 PA USD 3070738.00000000 0.001185036225 Long DBT CORP US N 2 2021-07-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDKX0 685967.58000000 PA USD 718331.53000000 0.000277213127 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31388PR45 58318.33000000 PA USD 68570.11000000 0.000026462063 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAV0 13025000.00000000 PA USD 13205005.50000000 0.005095976887 Long DBT CORP US N 2 2023-06-15 Fixed 2.80000000 N N N N N N Ginnie Mae II Pool N/A 36202ESB6 1179137.07000000 PA USD 1346043.92000000 0.000519455194 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371E3V5 2374.91000000 PA USD 2841.25000000 0.000001096473 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7RY1 5889238.50000000 PA USD 6245949.68000000 0.002410390151 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31382FYY9 59134.76300000 PA USD 67872.52000000 0.000026192854 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0326C3 18800000.00000000 PA USD 19872164.00000000 0.007668916793 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138Y2ZJ5 5840389.47000000 PA USD 6227957.72000000 0.002403446828 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132HQBE1 10497170.11000000 PA USD 11311015.71000000 0.004365062523 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Aegon NV O4QK7KMMK83ITNTHUG69 007924AJ2 7800000.00000000 PA USD 7770750.00000000 0.002998829678 Long DBT CORP NL N 2 2048-04-11 Variable 5.50000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-3 N/A 80285GAF9 3450000.00000000 PA USD 3471079.50000000 0.001339533020 Long ABS-CBDO CORP US N 2 2023-08-15 Fixed 3.51000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AL4 33354000.00000000 PA USD 35153114.76000000 0.013566026938 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VAE1 29823.02250000 PA USD 31800.89000000 0.000012272361 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5XA3 1176.83000000 PA USD 1384.02000000 0.000000534110 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167CX9 29550000.00000000 PA USD 30245902.50000000 0.011672272311 Long DBT CORP N/A N 2 2022-02-18 Fixed 1.87500000 N N N N N N Ginnie Mae I Pool N/A 3620ARZF1 1206033.54000000 PA USD 1278033.74000000 0.000493209215 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 3.50000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAG2 7240000.00000000 PA USD 5339500.00000000 0.002060579875 Long DBT CORP US N 2 2027-04-01 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 3138W3WL3 8951689.92000000 PA USD 9621634.39000000 0.003713109128 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N ONE Gas Inc 549300HXDWI0LATTX840 68235PAG3 7600000.00000000 PA USD 8383560.00000000 0.003235320726 Long DBT CORP US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BL3 8255000.00000000 PA USD 8435949.60000000 0.003255538529 Long DBT CORP US N 2 2024-04-15 Fixed 4.20000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QJW85 409865.35610000 PA USD 441043.81000000 0.000170204326 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 3.99500000 N N N N N N Fannie Mae Pool N/A 31410WTT5 40.02210000 PA USD 41.77000000 0.000000016119 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31389XFX6 54116.37590000 PA USD 62082.31000000 0.000023958340 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36204RQP6 29123.19000000 PA USD 34832.50000000 0.000013442297 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 7.00000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AJ0 7235000.00000000 PA USD 8569495.75000000 0.003307075659 Long DBT CORP US N 2 2046-03-15 Fixed 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36208VXK6 12713.32000000 PA USD 13760.90000000 0.000005310503 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3129724Q2 661.32240000 PA USD 666.08000000 0.000000257048 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GDQJ4 126826.28000000 PA USD 141007.99000000 0.000054416748 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200CBX2 34310.97430000 PA USD 38400.84000000 0.000014819364 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828R28 108332000.00000000 PA USD 112563447.90000000 0.043439643311 Long DBT UST US N 2 2023-04-30 Fixed 1.62500000 N N N N N N Ginnie Mae I Pool N/A 36292FW94 3109.89910000 PA USD 3133.07000000 0.000001209090 Long ABS-MBS USGA US N 2 2020-10-15 Fixed 5.50000000 N N N N N N Chile Government International Bond N/A 168863BP2 300000.00000000 PA USD 315006.00000000 0.000121564757 Long DBT NUSS CL N 2 2042-10-30 Fixed 3.62500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBB1 17605000.00000000 PA USD 17883687.15000000 0.006901538691 Long DBT CORP US N 2 2023-04-01 Variable 3.20700000 N N N N N N Ginnie Mae I Pool N/A 36201YLC8 66927.95280000 PA USD 76107.12000000 0.000029370690 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36211CZ70 15999.58000000 PA USD 17383.54000000 0.000006708525 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31405BBS9 29877.59450000 PA USD 32692.96000000 0.000012616622 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMU92 17230040.78000000 PA USD 18127725.90000000 0.006995716298 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36291R3G5 42618.19370000 PA USD 46396.72000000 0.000017905074 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K9DA9 30090.26480000 PA USD 34451.55000000 0.000013295284 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291RYV8 41589.51120000 PA USD 45615.79000000 0.000017603704 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31408GMV6 88132.06380000 PA USD 102730.26000000 0.000039644893 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBP5 19341000.00000000 PA USD 22750044.66000000 0.008779526958 Long DBT CORP US N 2 2035-08-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31386GCR2 8967.62000000 PA USD 9624.77000000 0.000003714319 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBP2 5165000.00000000 PA USD 5213654.30000000 0.002012014444 Long DBT CORP US N 2 2022-07-15 Fixed 2.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FBTA4 16000000.00000000 PA USD 17019680.00000000 0.006568107518 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.06400000 N N N N N N Fannie Mae Pool N/A 31418CKH6 64157025.96000000 PA USD 68732063.48000000 0.026524563500 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31410KYB4 1026446.61000000 PA USD 1176266.76000000 0.000453936064 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N JobsOhio Beverage System N/A 47770VBQ2 4165000.00000000 PA USD 4058667.55000000 0.001566290603 Long DBT MUN US N 2 2038-01-01 Fixed 2.83300000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 035242AP1 4455000.00000000 PA USD 4677750.00000000 0.001805202268 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128PDEP1 14061.57330000 PA USD 14893.32000000 0.000005747518 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FNH7 6429.58220000 PA USD 7054.15000000 0.000002722284 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EZH5 355080.42610000 PA USD 413228.40000000 0.000159470011 Long ABS-MBS USGA US N 2 2039-01-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410CY30 188812.36030000 PA USD 222547.46000000 0.000085883850 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Broadridge Financial Solutions Inc N/A 11133TAC7 4650000.00000000 PA USD 4668274.50000000 0.001801545554 Long DBT CORP US N 2 2026-06-27 Fixed 3.40000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966HYX2 2150000.00000000 PA USD 2153676.50000000 0.000831130715 Long DBT MUN US N 2 2035-06-01 Fixed 6.24600000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UAN9 6200000.00000000 PA USD 7593698.00000000 0.002930503095 Long DBT CORP US N 2 2033-03-15 Fixed 6.30000000 N N N N N N Freddie Mac Pool N/A 3132CWDJ0 944171.23000000 PA USD 979445.47000000 0.000377980264 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AD4 26932000.00000000 PA USD 38410957.04000000 0.014823269046 Long DBT CORP NL N 2 2038-12-15 Fixed 6.37500000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CL9 2321000.00000000 PA USD 2336295.39000000 0.000901605630 Long DBT CORP US N 2 2042-03-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 3138XFAS4 7697335.61000000 PA USD 8180728.29000000 0.003157045431 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.00000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AM6 5192000.00000000 PA USD 4192540.00000000 0.001617953656 Long DBT CORP US N 2 2033-03-15 Fixed 7.12500000 N N N N N N Benchmark 2019-B9 Mortgage Trust N/A 08160JAE7 6281000.00000000 PA USD 6958531.47000000 0.002685384382 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.01560000 N N N N N N Ginnie Mae I Pool N/A 36212BSF1 18620.81540000 PA USD 21426.41000000 0.000008268719 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418C3K8 27347465.51000000 PA USD 29693331.10000000 0.011459028092 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 5.00000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505AT0 31400000.00000000 PA USD 31282250.00000000 0.012072211782 Long DBT CORP SE N 2 2021-09-13 Fixed 1.87500000 N N N N N N Ginnie Mae II Pool N/A 36179TPU3 2249946.59000000 PA USD 2366898.81000000 0.000913415873 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PWBV9 540074.84000000 PA USD 565587.98000000 0.000218267479 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31306YJF9 3832616.34000000 PA USD 3978792.33000000 0.001535465755 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31411VHR3 249408.80380000 PA USD 291244.64000000 0.000112394951 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Benchmark 2018-B5 Mortgage Trust N/A 08160BAD6 8850000.00000000 PA USD 9898636.50000000 0.003820007709 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.20760000 N N N N N N Ginnie Mae I Pool N/A 36209FNT2 6727.07000000 PA USD 6858.25000000 0.000002646684 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296UZ29 4565922.39000000 PA USD 5124836.95000000 0.001977738717 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5R85 633299.25170000 PA USD 720935.20000000 0.000278217916 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAQ4 12760000.00000000 PA USD 12725037.60000000 0.004910751267 Long DBT CORP US N 2 2030-04-30 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31387EAX5 12634.53000000 PA USD 15029.28000000 0.000005799987 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132QSZN1 10899680.47000000 PA USD 11833238.10000000 0.004566594679 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292LW68 6706063.56000000 PA USD 7175085.65000000 0.002768955350 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31349SFL2 1671.52000000 PA USD 1740.42000000 0.000000671649 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 4.15900000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351AJ8 1290000.00000000 PA USD 1325152.50000000 0.000511392934 Long DBT CORP US N 2 2021-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31419E2B4 348038.66000000 PA USD 380632.48000000 0.000146890837 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31376KMJ2 109944.26150000 PA USD 125672.89000000 0.000048498741 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBE0 2400000.00000000 PA USD 2575704.00000000 0.000993996409 Long DBT CORP US N 2 2025-11-01 Fixed 3.75000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C25 N/A 46643PBE9 9975000.00000000 PA USD 10489710.00000000 0.004048110371 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.67200000 N N N N N N Fannie Mae Pool N/A 31410PQ89 704.84130000 PA USD 714.89000000 0.000000275884 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138YLAG6 45508.97000000 PA USD 48522.57000000 0.000018725467 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N CNO Financial Group Inc 11XPYHB76MPM4Y4P2897 12621EAL7 3010000.00000000 PA USD 2919700.00000000 0.001126748770 Long DBT CORP US N 2 2029-05-30 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 3140EUZ93 1568899.93000000 PA USD 1672980.75000000 0.000645624209 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AQLU5 607645.22000000 PA USD 691791.93000000 0.000266971163 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.00000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LBB5 11710000.00000000 PA USD 11716323.40000000 0.004521475833 Long DBT CORP US N 2 2030-06-30 Fixed 2.95000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78012KZG5 14191000.00000000 PA USD 14499512.34000000 0.005595543277 Long DBT CORP CA N 2 2022-02-01 Fixed 2.75000000 N N N N N N Magna International Inc 95RWVLFZX6VGDZNNTN43 559222AR5 1708000.00000000 PA USD 1621950.96000000 0.000625931174 Long DBT CORP CA N 2 2025-10-01 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31400RRY9 543947.48000000 PA USD 593762.19000000 0.000229140260 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206WZP3 3982.85000000 PA USD 4338.32000000 0.000001674211 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 31403FQ56 209191.67400000 PA USD 240790.08000000 0.000092923905 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Jones Lang LaSalle Inc 6SYKCME112RT8TQUO411 48020QAA5 2050000.00000000 PA USD 2029992.00000000 0.000783399318 Long DBT CORP US N 2 2022-11-15 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 31292GW28 31070.02970000 PA USD 35575.81000000 0.000013729150 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.00000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 14042RBT7 10175000.00000000 PA USD 9977910.25000000 0.003850600442 Long DBT CORP US N 2 2021-09-13 Fixed 2.25000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_18-1 N/A 14314AAC3 4032479.08000000 PA USD 4004856.60000000 0.001545524283 Long ABS-CBDO CORP US N 2 2022-11-15 Fixed 2.48000000 N N N N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 677632PA3 3250000.00000000 PA USD 3914755.00000000 0.001510752948 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N COMM 2014-LC17 Mortgage Trust N/A 12592MBK5 2225000.00000000 PA USD 2358767.00000000 0.000910277706 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.91700000 N N N N N N Fannie Mae Pool N/A 3140HJJJ1 110861438.93000000 PA USD 118293589.80000000 0.045650976785 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAD5 9032000.00000000 PA USD 9175428.16000000 0.003540912560 Long DBT CORP GB N 2 2027-01-11 Fixed 3.75000000 N N N N N N CD 2017-CD3 Mortgage Trust N/A 12515GAD9 9773000.00000000 PA USD 10293509.98000000 0.003972394327 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.63100000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCK6 39255000.00000000 PA USD 27274374.00000000 0.010525522273 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N Freddie Mac Gold Pool N/A 31335GE84 3768.68000000 PA USD 4060.00000000 0.000001566804 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 6.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AT5 12515000.00000000 PA USD 12555298.30000000 0.004845246747 Long DBT CORP US N 2 2022-08-01 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RQ36 50773403.06120000 PA USD 54658583.86000000 0.021093431580 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 4.00000000 N N N N N N NYU Langone Hospitals N/A 62952EAC1 3900000.00000000 PA USD 4212468.00000000 0.001625644121 Long DBT CORP US N 2 2044-07-01 Fixed 4.78400000 N N N N N N Fannie Mae Pool N/A 31413QTH1 11920.59460000 PA USD 13964.98000000 0.000005389260 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BS2 12200000.00000000 PA USD 13014228.00000000 0.005022353462 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967FT3 41433000.00000000 PA USD 43091562.99000000 0.016629573462 Long DBT CORP US N 2 2022-01-14 Fixed 4.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKM0 3200000.00000000 PA USD 3098240.00000000 0.001195649591 Long DBT CORP US N 2 2022-06-01 Fixed 2.87500000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167BW8 2000000.00000000 PA USD 2067860.00000000 0.000798013053 Long DBT CORP AT N 2 2021-09-07 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292GQ74 94.00000000 PA USD 107.36000000 0.000000041431 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 8.50000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JW2 9375000.00000000 PA USD 10063687.50000000 0.003883702956 Long DBT CORP US N 2 2042-03-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31373TXP0 1584.60000000 PA USD 1754.04000000 0.000000676905 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 8.00000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2017-JP6 N/A 48128KAX9 4500000.00000000 PA USD 4538430.00000000 0.001751436936 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.74380000 N N N N N N Cantor Commercial Real Estate Lending 2019-CF3 N/A 12529TAY9 3434000.00000000 PA USD 3334791.74000000 0.001286937868 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.29830000 N N N N N N Fannie Mae Pool N/A 31407JYK2 392450.02160000 PA USD 448122.98000000 0.000172936266 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298SUV4 3894.96000000 PA USD 4565.63000000 0.000001761933 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.00000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DAZ4 10000000.00000000 PA USD 9959000.00000000 0.003843302740 Long DBT CORP US Y 2 2026-10-01 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 31410C5Q1 259606.16810000 PA USD 306036.73000000 0.000118103404 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371FB50 5025.17000000 PA USD 5585.43000000 0.000002155487 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31410GUR2 54642.05000000 PA USD 62462.42000000 0.000024105029 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31417DKZ5 5047293.73000000 PA USD 5445373.79000000 0.002101437896 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312940RF8 7182080.62000000 PA USD 7969739.40000000 0.003075622178 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8SX3 587249.18000000 PA USD 679688.07000000 0.000262300132 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAM6 1600000.00000000 PA USD 1637024.00000000 0.000631748049 Long DBT CORP US N 2 2027-01-22 Fixed 2.95000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 059438AK7 1780000.00000000 PA USD 2350579.00000000 0.000907117854 Long DBT CORP US N 2 2027-04-29 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31379MEJ4 3435.29000000 PA USD 3952.23000000 0.000001525215 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAE9 4265000.00000000 PA USD 4462554.80000000 0.001722155747 Long DBT CORP US N 2 2026-12-01 Fixed 3.10000000 N N N N N N Cboe Global Markets Inc 529900RLNSGA90UPEH54 12503MAA6 7669000.00000000 PA USD 7828515.20000000 0.003021121992 Long DBT CORP US N 2 2027-01-12 Fixed 3.65000000 N N N N N N Ginnie Mae II Pool N/A 36202EKX6 376461.68950000 PA USD 438205.17000000 0.000169108859 Long ABS-MBS USGA US N 2 2036-10-20 Fixed 6.00000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DD6 4140000.00000000 PA USD 4209841.80000000 0.001624630638 Long DBT CORP US N 2 2025-07-10 Fixed 3.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137APP61 9921775.39000000 PA USD 10104336.06000000 0.003899389744 Long ABS-MBS USGSE US N 2 2022-01-25 Fixed 2.78900000 N N N N N N Ginnie Mae I Pool N/A 36202VXU0 80686.85000000 PA USD 92701.12000000 0.000035774522 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292LV51 2514707.75000000 PA USD 2709446.72000000 0.001045609398 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N BANK 2017-BNK9 N/A 06540RAE4 8000000.00000000 PA USD 8518400.00000000 0.003287357170 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.53800000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BC0 8424000.00000000 PA USD 8584645.68000000 0.003312922207 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DN8 10115000.00000000 PA USD 10679315.85000000 0.004121281641 Long DBT CORP US N 2 2050-01-15 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36225AAR1 699.69000000 PA USD 790.94000000 0.000000305233 Long ABS-MBS USGA US N 2 2021-12-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31402NEQ7 6283.54380000 PA USD 7215.52000000 0.000002784559 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Mayo Clinic 5493001OHMD58DCY4635 578454AB6 6216000.00000000 PA USD 7449005.76000000 0.002874664549 Long DBT CORP US N 2 2043-11-15 Fixed 3.77400000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2S7 4182000.00000000 PA USD 4416735.66000000 0.001704473568 Long DBT CORP US N 2 2023-12-07 Fixed 3.65000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BJ6 2806000.00000000 PA USD 2918240.00000000 0.001126185338 Long DBT CORP US N 2 2023-02-11 Fixed 3.00000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_19-4 N/A 02007TAD7 1600000.00000000 PA USD 1586064.00000000 0.000612081947 Long ABS-CBDO CORP US N 2 2025-01-15 Fixed 1.92000000 N N N N N N Fannie Mae Pool N/A 31418CLG7 1769079.27000000 PA USD 1876073.18000000 0.000724000119 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31403TXQ2 68074.39260000 PA USD 78580.31000000 0.000030325125 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31365D3K9 533.07000000 PA USD 573.37000000 0.000000221270 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 8.00000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAR5 13300000.00000000 PA USD 14376369.00000000 0.005548020721 Long DBT CORP US N 2 2046-03-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31416YXZ6 5344014.34000000 PA USD 5933405.68000000 0.002289775510 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Mexico Government International Bond N/A 91086QAG3 3680000.00000000 PA USD 5117371.20000000 0.001974857591 Long DBT NUSS MX N 2 2031-08-15 Fixed 8.30000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAH2 6500000.00000000 PA USD 6721845.00000000 0.002594044111 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N Healthcare Trust of America Holdings LP 549300IYGAS4GE6VDL07 42225UAD6 8250000.00000000 PA USD 7857712.50000000 0.003032389595 Long DBT CORP US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36225EWN8 125840.86000000 PA USD 127854.31000000 0.000049340578 Long ABS-MBS USGA US N 2 2039-12-20 Floating 3.12500000 N N N N N N Fannie Mae Pool N/A 31402R4F3 142210.35720000 PA USD 155579.55000000 0.000060040095 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31412N3V6 315623.11000000 PA USD 352528.92000000 0.000136045322 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417DL76 4649079.25000000 PA USD 4839133.61000000 0.001867482223 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAS7 6525000.00000000 PA USD 6705677.25000000 0.002587804774 Long DBT CORP US N 2 2023-09-01 Fixed 4.05000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CE8 3000000.00000000 PA USD 3170880.00000000 0.001223682276 Long DBT CORP US N 2 2027-05-25 Fixed 2.90000000 N N N N N N SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_18-1 N/A 87165LBZ3 15750000.00000000 PA USD 15858517.50000000 0.006120000377 Long ABS-CBDO CORP US N 2 2024-03-15 Fixed 2.97000000 N N N N N N Ginnie Mae II Pool N/A 36179QWD9 25817444.36000000 PA USD 27774406.64000000 0.010718491127 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBD7 1124000.00000000 PA USD 967797.72000000 0.000373485252 Long DBT CORP US N 2 2065-02-01 Fixed 4.50000000 N N N N N N Raytheon Co YR6K3WJN0KKLUPZSNL57 755111BW0 8700000.00000000 PA USD 10113663.00000000 0.003902989127 Long DBT CORP US N 2 2041-12-15 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 3138WJEV6 43122336.32000000 PA USD 45044730.07000000 0.017383325082 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31371LH36 52976.24970000 PA USD 63554.02000000 0.000024526291 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132QUGR8 126378.31000000 PA USD 138155.50000000 0.000053315936 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BT0 6910000.00000000 PA USD 7052622.40000000 0.002721695249 Long DBT CORP US N 2 2023-03-01 Fixed 2.05000000 N N N N N N Fannie Mae Pool N/A 3138WPG24 7589257.31000000 PA USD 8157692.68000000 0.003148155701 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DA1 3975000.00000000 PA USD 4450370.25000000 0.001717453577 Long DBT CORP US N 2 2047-07-15 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 31288GYJ5 199780.32610000 PA USD 230160.92000000 0.000088821979 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371KGA3 56180.23990000 PA USD 66028.64000000 0.000025481278 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.00000000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BV5 14350000.00000000 PA USD 15642361.00000000 0.006036582878 Long DBT CORP DE N 2 2023-11-14 Fixed 3.12500000 N N N N N N Ginnie Mae I Pool N/A 36184HLS1 4151582.15000000 PA USD 4462701.72000000 0.001722212445 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296YT45 159668.82350000 PA USD 180855.28000000 0.000069794316 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AD3 5331000.00000000 PA USD 5324389.56000000 0.002054748567 Long DBT CORP US N 2 2022-11-01 Fixed 2.90000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BG6 4200000.00000000 PA USD 4549776.00000000 0.001755815500 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAY7 12110000.00000000 PA USD 12522103.30000000 0.004832436381 Long DBT CORP US N 2 2027-10-15 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 36211JLF2 2508.27000000 PA USD 2600.57000000 0.000001003592 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAQ2 42918000.00000000 PA USD 44961325.98000000 0.017351138400 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31405KLN9 28555.64940000 PA USD 34351.30000000 0.000013256596 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132L6NM9 1331789.67000000 PA USD 1436441.70000000 0.000554340829 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AU9 5450000.00000000 PA USD 6368979.00000000 0.002457868705 Long DBT CORP US N 2 2049-07-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31400WSV3 84305.49020000 PA USD 96709.36000000 0.000037321352 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Los Angeles County Public Works Financing Authority N/A 54473ENS9 2200000.00000000 PA USD 3499386.00000000 0.001350456853 Long DBT MUN US N 2 2040-08-01 Fixed 7.61800000 N N N N N N Fannie Mae Pool N/A 31371LM55 581038.41750000 PA USD 682133.29000000 0.000263243773 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418RFU0 455107.49000000 PA USD 479960.91000000 0.000185222922 Long ABS-MBS USGSE US N 2 2040-05-01 Floating 4.57700000 N N N N N N Fannie Mae Pool N/A 31400PXQ3 54213.52380000 PA USD 61657.58000000 0.000023794431 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410GHN6 3869514.54510000 PA USD 4536464.07000000 0.001750678259 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D6E6 387205.13000000 PA USD 445684.72000000 0.000171995311 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31385EAV1 10213.69000000 PA USD 11364.57000000 0.000004385729 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058EW9 25935000.00000000 PA USD 26184754.05000000 0.010105024298 Long DBT CORP N/A N 2 2021-03-09 Fixed 1.62500000 N N N N N N City of Chicago IL T5UYO5SYLC8K73MJQX30 167486ZZ5 3000000.00000000 PA USD 3447210.00000000 0.001330321481 Long DBT MUN US N 2 2029-01-01 Fixed 7.04500000 N N N N N N Fannie Mae Pool N/A 31416BS82 5261451.34000000 PA USD 5818744.27000000 0.002245526237 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200GKV7 248883.97000000 PA USD 283752.61000000 0.000109503683 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31419EYF0 2413474.48000000 PA USD 2638603.38000000 0.001018270067 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Comcast Cable Communications Holdings Inc N/A 00209TAB1 8560000.00000000 PA USD 10110729.60000000 0.003901857091 Long DBT CORP US N 2 2022-11-15 Fixed 9.45500000 N N N N N N Fannie Mae Pool N/A 3140QAJH4 1001943.62000000 PA USD 1099593.05000000 0.000424346719 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KC3 6730000.00000000 PA USD 6300895.20000000 0.002431594315 Long DBT MUN US N 2 2060-05-15 Fixed 3.25600000 N N N N N N Fannie Mae Pool N/A 31371JNQ3 12995.93000000 PA USD 15654.64000000 0.000006041321 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GRHH7 9274732.71000000 PA USD 10218529.51000000 0.003943458426 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K2R35 110213.49250000 PA USD 122896.86000000 0.000047427436 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BX86 273093.07000000 PA USD 301718.69000000 0.000116437018 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBG4 6210000.00000000 PA USD 6573098.70000000 0.002536641052 Long DBT CORP JP N 2 2028-10-16 Fixed 4.30600000 N N N N N N COMM 2014-CR14 Mortgage Trust N/A 12630DAY0 1775000.00000000 PA USD 1905231.75000000 0.000735252776 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.23600000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CJ7 23527000.00000000 PA USD 25699718.45000000 0.009917842989 Long DBT CORP US N 2 2027-02-09 Fixed 3.35000000 N N N N N N Ginnie Mae I Pool N/A 36206RTQ9 13635.58000000 PA USD 14373.67000000 0.000005546979 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31407HK70 5046.46510000 PA USD 5100.77000000 0.000001968450 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NTC2 332306.78000000 PA USD 351580.57000000 0.000135679342 Long ABS-MBS USGA US N 2 2043-11-20 Fixed 3.00000000 N N N N N N Oshkosh Corp 549300FEKNPCFSA2B506 688239AF9 9000000.00000000 PA USD 9000000.00000000 0.003473212637 Long DBT CORP US N 2 2028-05-15 Fixed 4.60000000 N N N N N N Ginnie Mae I Pool N/A 36200RG48 8153.12500000 PA USD 9638.79000000 0.000003719729 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371J5C4 24028.31000000 PA USD 29207.13000000 0.000011271397 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31413AWR0 7503.39260000 PA USD 8553.72000000 0.000003300987 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BC1 3641000.00000000 PA USD 3736102.92000000 0.001441808875 Long DBT CORP US N 2 2021-08-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36205X3T9 2410.49000000 PA USD 2901.41000000 0.000001119690 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CXC9 1831.06610000 PA USD 1846.70000000 0.000000712664 Long ABS-MBS USGA US N 2 2020-10-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371LEE5 49659.06690000 PA USD 59001.43000000 0.000022769390 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.50000000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332CJ3 5425000.00000000 PA USD 5263443.50000000 0.002031228720 Long DBT CORP US N 2 2049-09-15 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 3620AAT65 3021300.46000000 PA USD 3468271.65000000 0.001338449436 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058HT3 36500000.00000000 PA USD 38097605.00000000 0.014702342572 Long DBT CORP N/A N 2 2025-01-15 Fixed 1.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128LD4N1 626339.67000000 PA USD 708196.00000000 0.000273301699 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31386GC92 7667.80000000 PA USD 9321.74000000 0.000003597376 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31407YHY8 11088.68050000 PA USD 13331.26000000 0.000005144700 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.50000000 N N N N N N State of California N/A 13063DAD0 2000000.00000000 PA USD 2036700.00000000 0.000785988019 Long DBT MUN US N 2 2022-04-01 Fixed 2.36700000 N N N N N N Fannie Mae Pool N/A 31383SYX2 4922.29000000 PA USD 5863.19000000 0.000002262678 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCUR4 24760.06000000 PA USD 25823.26000000 0.000009965519 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QLSE2 392164.33120000 PA USD 415874.59000000 0.000160491209 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36209DSC9 13336.38000000 PA USD 14423.56000000 0.000005566232 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31417YU88 1985211.37000000 PA USD 2149348.65000000 0.000829460543 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDSA2 2694111.14000000 PA USD 2839350.67000000 0.001095740958 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BZ0 46150000.00000000 PA USD 48443193.50000000 0.018694834653 Long DBT CORP US Y 2 2024-07-26 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 3140J9UY5 23322836.60000000 PA USD 25909572.41000000 0.009998828259 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.00000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QBQ7 3325000.00000000 PA USD 4441568.25000000 0.001714056775 Long DBT CORP US N 2 2040-11-15 Fixed 6.20000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBE8 4948000.00000000 PA USD 3766665.00000000 0.001453603164 Long DBT CORP US N 2 2035-03-15 Fixed 4.90000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 28370TAF6 12174000.00000000 PA USD 11434672.98000000 0.004412783411 Long DBT CORP US N 2 2042-11-01 Fixed 4.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128PS6T9 23562.63000000 PA USD 25154.52000000 0.000009707444 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298CBJ7 5148.19900000 PA USD 5975.67000000 0.000002306085 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 6.50000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CN0 5000000.00000000 PA USD 5480800.00000000 0.002115109313 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207UAG3 5462.46000000 PA USD 5966.37000000 0.000002302496 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31381BDA4 2533.55000000 PA USD 2929.16000000 0.000001130399 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31388KDC3 43428.73000000 PA USD 47822.41000000 0.000018455266 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31388JP82 24323.61000000 PA USD 28622.08000000 0.000011045618 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 N/A 61690VAW8 3825000.00000000 PA USD 3941586.00000000 0.001521107367 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.32300000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAB5 15415000.00000000 PA USD 18245194.00000000 0.007041048708 Long DBT CORP CA N 2 2036-03-15 Fixed 5.85000000 N N N N N N Fannie Mae Pool N/A 31409GVC7 58477.30820000 PA USD 64140.25000000 0.000024752525 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EJ7 7468000.00000000 PA USD 12043568.92000000 0.004647763975 Long DBT USGA US N 2 2060-09-15 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 31382RPT4 4450.48000000 PA USD 4947.73000000 0.000001909390 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418AAU2 3381960.58000000 PA USD 3705580.39000000 0.001430029849 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312944PJ4 3852180.57000000 PA USD 4236435.58000000 0.001634893510 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31416B7E2 806417.63000000 PA USD 954556.55000000 0.000368375319 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297QT58 169308.25930000 PA USD 191001.73000000 0.000073709958 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BF4 4555000.00000000 PA USD 4569074.95000000 0.001763263206 Long DBT CORP US Y 2 2021-08-15 Fixed 2.25000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BZ4 8166000.00000000 PA USD 8485045.62000000 0.003274485297 Long DBT CORP NL N 2 2023-11-13 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418DCF7 12043991.28000000 PA USD 12966199.69000000 0.005003818736 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5.00000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AJ6 1100000.00000000 PA USD 1031679.00000000 0.000398137837 Long DBT CORP US N 2 2023-03-15 Fixed 2.95000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBH1 9069000.00000000 PA USD 9382515.33000000 0.003620830090 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AT9 4900000.00000000 PA USD 4895884.00000000 0.001889382909 Long DBT CORP US N 2 2022-12-15 Fixed 2.95000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 892331AF6 8250000.00000000 PA USD 8250000.00000000 0.003183778251 Long DBT CORP JP N 2 2024-07-02 Fixed 2.35800000 N N N N N N Ginnie Mae I Pool N/A 3620AS2P3 3180278.06000000 PA USD 3413392.44000000 0.001317270862 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CXT6 46860439.51000000 PA USD 50182376.07000000 0.019366006973 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5RA0 754457.38000000 PA USD 878105.40000000 0.000338871863 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384KA22 10883.67000000 PA USD 11691.56000000 0.000004511919 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36179Q3J8 27695130.02800000 PA USD 29809930.16000000 0.011504025129 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.50000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFT0 1000000.00000000 PA USD 983860.00000000 0.000379683887 Long DBT CORP US N 2 2023-02-24 Variable 1.74300000 N N N N N N Fannie Mae Pool N/A 31407T2J8 733.09000000 PA USD 740.36000000 0.000000285714 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417YXZ5 5790014.49000000 PA USD 6399413.52000000 0.002469613768 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292K2K2 11346769.94000000 PA USD 12592191.41000000 0.004859484260 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503BB1 6427000.00000000 PA USD 6376226.70000000 0.002460665684 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31408DQL1 24631.60740000 PA USD 29001.99000000 0.000011192230 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust 2013-GCJ14 549300ITVQSU1IHX4H03 36198FAF9 990474.34000000 PA USD 1017979.81000000 0.000392851149 Long ABS-MBS CORP US N 2 2046-08-10 Fixed 3.81700000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QU5 190872000.00000000 PA USD 258572389.70000000 0.099786321299 Long DBT UST US N 2 2042-02-15 Fixed 3.12500000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DG9 8660000.00000000 PA USD 8305286.40000000 0.003205113965 Long DBT CORP US N 2 2024-09-13 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PTCE3 32844.20000000 PA USD 34585.27000000 0.000013346888 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212NPF8 4620.06490000 PA USD 5020.07000000 0.000001937307 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 6.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CZ8 6250000.00000000 PA USD 5881937.50000000 0.002269913295 Long DBT CORP US N 2 2046-11-30 Fixed 4.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LC3 34979000.00000000 PA USD 35282267.93000000 0.013615868762 Long DBT CORP US N 2 2021-12-08 Fixed 2.90000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FE3 39225000.00000000 PA USD 54350944.50000000 0.020974709701 Long DBT UST US N 2 2028-08-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371M4L8 686766.84670000 PA USD 806765.62000000 0.000311340949 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QVF5 10743920.50000000 PA USD 11330646.00000000 0.004372638097 Long ABS-MBS USGA US N 2 2029-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291WSX0 174664.91010000 PA USD 190134.98000000 0.000073375468 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KH3D6 36002.47220000 PA USD 38519.41000000 0.000014865122 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ERE1 5953000.00000000 PA USD 6066583.24000000 0.002341170397 Long DBT CORP US N 2 2021-07-12 Fixed 3.90000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAA2 13771000.00000000 PA USD 14906694.37000000 0.005752679919 Long DBT CORP US N 2 2023-10-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371M2H9 261901.69540000 PA USD 308538.53000000 0.000119068880 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N CD 2017-CD6 Mortgage Trust N/A 125039AD9 3300000.00000000 PA USD 3365670.00000000 0.001298854175 Long ABS-MBS CORP US N 2 2050-11-13 Fixed 3.33200000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BF8 30524000.00000000 PA USD 34985998.32000000 0.013501534612 Long DBT CORP NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128PTUS2 53775.53000000 PA USD 56611.65000000 0.000021847144 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 3.50000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423BP2 5650000.00000000 PA USD 7467944.00000000 0.002881973053 Long DBT CORP US N 2 2036-04-01 Fixed 6.65000000 N N N N N N Fannie Mae Pool N/A 31419ASG3 1040959.66000000 PA USD 1095391.44000000 0.000422725265 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAG3 17955000.00000000 PA USD 19175221.80000000 0.007399958076 Long DBT CORP US N 2 2024-05-06 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJF23 4568.08280000 PA USD 5135.44000000 0.000001981830 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBZ4 10580000.00000000 PA USD 10837834.60000000 0.004182456011 Long DBT CORP US N 2 2023-02-15 Fixed 2.75000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BU9 5000000.00000000 PA USD 4668350.00000000 0.001801574690 Long DBT CORP US N 2 2029-09-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KL5S2 48738.96000000 PA USD 57547.06000000 0.000022208130 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N COMM 2014-CCRE19 Mortgage Trust N/A 12592GBF9 2250000.00000000 PA USD 2334465.00000000 0.000900899260 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 4.08000000 N N N N N N Freddie Mac Gold Pool N/A 31292HNB6 773077.27110000 PA USD 909038.37000000 0.000350809283 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBC4 8275000.00000000 PA USD 9627879.75000000 0.003715519291 Long DBT CORP US N 2 2048-06-15 Fixed 4.05000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HNV1 7600000.00000000 PA USD 7988436.00000000 0.003082837430 Long DBT CORP US N 2 2023-07-24 Fixed 3.40000000 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A 12591UAJ2 449000.00000000 PA USD 456439.93000000 0.000176145881 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.70100000 N N N N N N Fannie Mae Pool N/A 3138MBVY9 5996528.57000000 PA USD 6241966.48000000 0.002408852984 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31404KFP2 18910.57950000 PA USD 22348.14000000 0.000008624426 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31401V5T4 113963.43070000 PA USD 131282.45000000 0.000050663540 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017CJ6 14395000.00000000 PA USD 14826850.00000000 0.005721866977 Long DBT CORP US N 2 2046-11-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31405PRF9 148414.20880000 PA USD 169588.46000000 0.000065446309 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Avnet Inc XJI53DCPL7QABOWK4Z75 053807AR4 6870000.00000000 PA USD 7273818.60000000 0.002807057631 Long DBT CORP US N 2 2022-12-01 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128FDEE7 5023.00000000 PA USD 5900.77000000 0.000002277180 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418BV52 14120998.38000000 PA USD 15018387.83000000 0.005795783823 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.00000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAB3 24053000.00000000 PA USD 23890882.78000000 0.009219790666 Long DBT CORP US N 2 2025-09-16 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31371K4K4 1301375.04860000 PA USD 1492013.48000000 0.000575786674 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBA0 8260000.00000000 PA USD 8416114.00000000 0.003247883722 Long DBT CORP US N 2 2044-03-15 Fixed 4.85000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAV6 3492000.00000000 PA USD 4162813.20000000 0.001606481712 Long DBT CORP CA N 2 2035-09-15 Fixed 4.80000000 N N N N N N Dallas Independent School District N/A 235308RA3 3750000.00000000 PA USD 3774000.00000000 0.001456433832 Long DBT MUN US N 2 2035-02-15 Fixed 6.45000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BJ9 15178000.00000000 PA USD 11269665.00000000 0.004349104766 Long DBT CORP US N 2 2035-11-15 Fixed 4.85000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550AV8 21586000.00000000 PA USD 19319470.00000000 0.007455625262 Long DBT CORP US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418BVT0 4951793.36000000 PA USD 5247861.08000000 0.002025215269 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31382YSP4 2010.70000000 PA USD 2365.57000000 0.000000912903 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DP9 18303000.00000000 PA USD 18369622.92000000 0.007089067386 Long DBT CORP US N 2 2027-05-03 Fixed 3.10000000 N N N N N N Ginnie Mae I Pool N/A 36209RLS0 3150.09000000 PA USD 3441.35000000 0.000001328060 Long ABS-MBS USGA US N 2 2030-03-15 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NLD1 82193.19840000 PA USD 91236.92000000 0.000035209469 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GVN3 71467.04280000 PA USD 78787.41000000 0.000030405047 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.50000000 N N N N N N George Washington University/The 5493002S4P5IVD462L47 372546AT8 5500000.00000000 PA USD 6314495.00000000 0.002436842648 Long DBT CORP US N 2 2044-09-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31417ESX0 16492820.16000000 PA USD 17766395.73000000 0.006856274464 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AN2 13850000.00000000 PA USD 14014676.50000000 0.005408439059 Long DBT CORP US N 2 2021-06-15 Fixed 3.20000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AT0 19466000.00000000 PA USD 20462269.88000000 0.007896646038 Long DBT CORP US N 2 2025-08-18 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 3132GDS86 6212684.61000000 PA USD 6751448.62000000 0.002605468518 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31419FS23 4921220.12000000 PA USD 5384356.15000000 0.002077890425 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AM7 11695000.00000000 PA USD 12357053.95000000 0.004768741771 Long DBT CORP US N 2 2023-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128F7FG4 12527.25000000 PA USD 13908.50000000 0.000005367464 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31418DEV0 1531477.38000000 PA USD 1644255.37000000 0.000634538725 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAS9 7233000.00000000 PA USD 6223924.17000000 0.002401890231 Long DBT CORP US N 2 2028-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31402RSN0 4378828.10000000 PA USD 4913964.68000000 0.001896360469 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138ERTF7 46810438.62000000 PA USD 51008866.86000000 0.019684960113 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GG91 669.91000000 PA USD 725.26000000 0.000000279886 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31390YEB0 38943.24000000 PA USD 43248.03000000 0.000016689956 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5EN6 9754.85750000 PA USD 11346.26000000 0.000004378663 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N CD 2017-CD5 Mortgage Trust N/A 12515HAZ8 3500000.00000000 PA USD 3732470.00000000 0.001440406886 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.43100000 N N N N N N Fannie Mae Pool N/A 31384VRE4 19022.76770000 PA USD 22318.65000000 0.000008613046 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CR4 5000000.00000000 PA USD 4521250.00000000 0.001744806959 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36212N4K0 5266.86000000 PA USD 5972.88000000 0.000002305009 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BS6 7378000.00000000 PA USD 10285743.58000000 0.003969397176 Long DBT CORP US Y 2 2043-08-15 Fixed 5.25000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C12 N/A 92937FAF8 820000.00000000 PA USD 827667.00000000 0.000319407053 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.56000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CC0 23566000.00000000 PA USD 28322561.44000000 0.010930030925 Long DBT CORP US Y 2 2039-06-15 Fixed 4.12500000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AL5 19600000.00000000 PA USD 19075308.00000000 0.007361400090 Long DBT CORP US N 2 2030-03-15 Fixed 2.30000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HK2 8850000.00000000 PA USD 9635526.00000000 0.003718470075 Long DBT CORP US N 2 2048-03-01 Fixed 4.30000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAT5 3625000.00000000 PA USD 3835250.00000000 0.001480070974 Long DBT CORP CA N 2 2029-04-01 Fixed 4.20000000 N N N N N N Grand Parkway Transportation Corp N/A 38611TDL8 9000000.00000000 PA USD 8739990.00000000 0.003372871524 Long DBT MUN US N 2 2052-10-01 Fixed 3.23600000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389AK9 619000.00000000 PA USD 653045.00000000 0.000252018238 Long DBT CORP US N 2 2027-01-01 Fixed 8.20500000 N N N N N N Ginnie Mae I Pool N/A 3620A5BZ1 4859725.65000000 PA USD 5459172.81000000 0.002106763110 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31387N3G0 17753.39000000 PA USD 18718.64000000 0.000007223757 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Fannie Mae-Aces N/A 3136APSZ6 3000000.00000000 PA USD 3177540.00000000 0.001226252453 Long ABS-MBS USGSE US N 2 2025-04-25 Variable 2.83140000 N N N N N N New York City Water & Sewer System N/A 64972FH25 1435000.00000000 PA USD 2059268.05000000 0.000794697312 Long DBT MUN US N 2 2041-06-15 Fixed 5.75000000 N N N N N N Ginnie Mae I Pool N/A 36202SD88 29574.28470000 PA USD 34045.03000000 0.000013138403 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FE3 6075000.00000000 PA USD 6358581.00000000 0.002453855987 Long DBT CORP US N 2 2059-08-15 Fixed 3.95000000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622BN3 8050000.00000000 PA USD 8477696.50000000 0.003271649180 Long DBT CORP JP N 2 2024-07-11 Fixed 3.40000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QDY3 3020000.00000000 PA USD 3038905.20000000 0.001172751549 Long DBT CORP US N 2 2021-11-15 Fixed 2.45000000 N N N N N N Ginnie Mae I Pool N/A 36241LPE0 7957624.92000000 PA USD 8461660.88000000 0.003265460833 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G5J9 15610000.00000000 PA USD 16044582.40000000 0.006191805151 Long DBT CORP US N 2 2021-10-17 Fixed 4.65000000 N N N N N N Fannie Mae Pool N/A 31407T2L3 2529.80470000 PA USD 2559.73000000 0.000000987831 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31407WH97 13689.70560000 PA USD 15414.61000000 0.000005948690 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAR5 350000.00000000 PA USD 357616.00000000 0.000138008490 Long DBT CORP US N 2 2022-06-01 Fixed 4.10000000 N N N N N N Freddie Mac Gold Pool N/A 3132J6KW3 38983301.68000000 PA USD 41905879.81000000 0.016172003483 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 21H032639 176340000.00000000 PA USD 185745975.60000000 0.071681696653 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206VQH3 2598.93000000 PA USD 2818.93000000 0.000001087860 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMLK7 320817.54000000 PA USD 338472.13000000 0.000130620631 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417TWF1 271575.83000000 PA USD 292367.68000000 0.000112828346 Long ABS-MBS USGSE US N 2 2039-11-01 Floating 3.80900000 N N N N N N Freddie Mac Gold Pool N/A 3128K56Q0 45232.01630000 PA USD 51017.19000000 0.000019688172 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1KL2 6728.71980000 PA USD 6845.40000000 0.000002641725 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31419AVN4 27864.42000000 PA USD 29442.10000000 0.000011362074 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A82U6 2853950.32000000 PA USD 3203701.93000000 0.001236348670 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VAP2 4350000.00000000 PA USD 4989102.00000000 0.001925356901 Long DBT CORP US N 2 2037-05-15 Fixed 5.95000000 N N N N N N Ginnie Mae II Pool N/A 36179SSQ1 14032738.30630000 PA USD 14898698.59000000 0.005749594247 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31412QF79 638912.73000000 PA USD 713544.13000000 0.000275365609 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ED71 62317.75030000 PA USD 74439.80000000 0.000028727250 Long ABS-MBS USGA US N 2 2035-06-20 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206FRY0 7877.56000000 PA USD 9026.58000000 0.000003483470 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36207ENB6 50051.08620000 PA USD 55477.12000000 0.000021409314 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31390BVH8 7517.86140000 PA USD 8880.40000000 0.000003427057 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.00000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAV2 9100000.00000000 PA USD 8952125.00000000 0.003454737076 Long DBT CORP US N 2 2024-09-30 Fixed 5.12500000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAF8 13471000.00000000 PA USD 13880248.98000000 0.005356561797 Long DBT CORP LU N 2 2024-06-15 Fixed 3.85000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DS3 3750000.00000000 PA USD 4294837.50000000 0.001657431542 Long DBT CORP US N 2 2049-04-05 Fixed 4.55000000 N N N N N N Cadence Design Systems Inc GCT7RXJOGLXPV0NXZY22 127387AL2 3992000.00000000 PA USD 4234234.56000000 0.001634044109 Long DBT CORP US N 2 2024-10-15 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 31292HK94 38822.70410000 PA USD 45966.86000000 0.000017739186 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31406M2H8 28749.58980000 PA USD 32858.77000000 0.000012680610 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYG9 36047086.05000000 PA USD 38571823.96000000 0.014885349604 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.00000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350AX3 5511000.00000000 PA USD 5992385.85000000 0.002312536696 Long DBT CORP US N 2 2037-03-15 Fixed 4.70000000 N N N N N N Primerica Inc 254900621R686KJR7022 74164MAA6 2000000.00000000 PA USD 2059020.00000000 0.000794601587 Long DBT CORP US N 2 2022-07-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31373XQX2 3063.17000000 PA USD 3403.89000000 0.000001313603 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 9.00000000 N N N N N N Ginnie Mae II Pool N/A 36189XL93 14643626.97000000 PA USD 15818338.73000000 0.006104494887 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FX7 30703000.00000000 PA USD 32152488.63000000 0.012408047760 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAJ8 678000.00000000 PA USD 939280.86000000 0.000362480239 Long DBT CORP US N 2 2038-05-01 Fixed 7.45000000 N N N N N N Ginnie Mae I Pool N/A 36209FUA5 17252.17000000 PA USD 18018.86000000 0.000006953703 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Continental Airlines 2012-2 Class A Pass Through Trust N/A 210795QB9 942804.02560000 PA USD 940758.14000000 0.000363050340 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290N2B7 28490.27000000 PA USD 31026.47000000 0.000011973503 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BU2 5263000.00000000 PA USD 5323261.35000000 0.002054313177 Long DBT CORP US N 2 2021-05-17 Fixed 3.37500000 N N N N N N National Australia Bank Ltd/New York F8SB4JFBSYQFRQEH3Z21 63254AAS7 20034000.00000000 PA USD 20077273.44000000 0.007748071093 Long DBT CORP AU N 2 2026-07-12 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209WPA4 1344.72000000 PA USD 1528.64000000 0.000000589921 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 7.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FM4 15479000.00000000 PA USD 16019681.47000000 0.006182195570 Long DBT CORP US N 2 2025-12-01 Fixed 3.12500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650BJ8 1000000.00000000 PA USD 1195540.00000000 0.000461373848 Long DBT CORP US N 2 2027-06-01 Fixed 6.25000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189TAX2 3300000.00000000 PA USD 4353294.00000000 0.001679990637 Long DBT CORP US N 2 2036-08-15 Fixed 6.20000000 N N N N N N Valero Energy Partners LP 549300WH1375KZXLJ231 91914JAB8 5900000.00000000 PA USD 6206269.00000000 0.002395076880 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-2 N/A 43814UAH2 2600000.00000000 PA USD 2557074.00000000 0.000986806859 Long ABS-CBDO CORP US N 2 2024-08-19 Fixed 3.16000000 N N N N N N Burlington Resources LLC 0FJ5X7MVCTSE8OEPQE56 12201PAN6 5765000.00000000 PA USD 6600579.10000000 0.002547246083 Long DBT CORP CA N 2 2031-12-01 Fixed 7.40000000 N N N N N N Fannie Mae Pool N/A 31407FCR9 2222.88410000 PA USD 2311.93000000 0.000000892202 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293SB57 36455.58540000 PA USD 42149.58000000 0.000016266050 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDYG4 25104.06350000 PA USD 28446.92000000 0.000010978022 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 7.00000000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AJ8 10275000.00000000 PA USD 9536124.75000000 0.003680109888 Long DBT CORP US N 2 2025-06-01 Fixed 5.25000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAJ3 2750000.00000000 PA USD 2645940.00000000 0.001021101360 Long DBT CORP US N 2 2024-05-08 Fixed 3.50000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540AP4 10193000.00000000 PA USD 10222865.49000000 0.003945131734 Long DBT CORP US N 2 2023-05-15 Fixed 2.50000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CT3 8328000.00000000 PA USD 9150140.16000000 0.003531153604 Long DBT CORP US N 2 2049-01-15 Fixed 4.12500000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BG2 5615000.00000000 PA USD 5676203.50000000 0.002190517970 Long DBT CORP US N 2 2021-12-01 Fixed 3.25000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BN3 4925000.00000000 PA USD 4940563.00000000 0.001906625094 Long DBT CORP US N 2 2021-08-15 Fixed 3.00000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CM3 4610000.00000000 PA USD 5370004.60000000 0.002072351982 Long DBT CORP US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BU9 13177000.00000000 PA USD 12040088.44000000 0.004646420814 Long DBT CORP US N 2 2044-03-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298YAQ4 12123.42000000 PA USD 13248.96000000 0.000005112939 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.00000000 N N N N N N Peruvian Government International Bond N/A 715638AS1 7239000.00000000 PA USD 9086971.92000000 0.003506776190 Long DBT NUSS PE N 2 2025-07-21 Fixed 7.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828P46 776005000.00000000 PA USD 825964201.90000000 0.318749922714 Long DBT UST US N 2 2026-02-15 Fixed 1.62500000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CB0 1647000.00000000 PA USD 1704480.30000000 0.000657780279 Long DBT CORP N/A N 2 2022-02-11 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31378PZL0 3435.64000000 PA USD 3703.52000000 0.000001429234 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31416YRQ3 409929.04000000 PA USD 445248.53000000 0.000171826980 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FH1 5713000.00000000 PA USD 6843945.48000000 0.002641164214 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AG6 3875000.00000000 PA USD 4401651.25000000 0.001698652305 Long DBT CORP US N 2 2044-05-15 Fixed 4.37500000 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAE3 2712000.00000000 PA USD 3227280.00000000 0.001245447742 Long DBT CORP KY N 2 2034-01-17 Fixed 8.25000000 N N N N N N Freddie Mac Gold Pool N/A 31297RH26 63172.49730000 PA USD 71304.06000000 0.000027517129 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMP4 16500000.00000000 PA USD 16913820.00000000 0.006527254819 Long DBT CORP SE N 2 2022-08-30 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool N/A 36241LUB0 751975.25000000 PA USD 801380.02000000 0.000309262579 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31412WPT7 40375.25400000 PA USD 47975.49000000 0.000018514342 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138XDRY8 1815802.95000000 PA USD 1982784.19000000 0.000765181234 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210FU53 7559.18000000 PA USD 7751.33000000 0.000002991335 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCC7 2500000.00000000 PA USD 2595400.00000000 0.001001597342 Long DBT CORP US N 2 2028-03-27 Fixed 3.87800000 N N N N N N Ginnie Mae I Pool N/A 36291AS91 7309.85220000 PA USD 7688.79000000 0.000002967200 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201ESE1 7248.91000000 PA USD 7442.31000000 0.000002872080 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407KY45 976.12870000 PA USD 1012.75000000 0.000000390832 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 N/A 61766LBQ1 4175000.00000000 PA USD 4307180.50000000 0.001662194860 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.28800000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CR8 1125000.00000000 PA USD 1190970.00000000 0.000459610228 Long DBT CORP US N 2 2042-11-15 Fixed 3.85000000 N N N N N N Ginnie Mae I Pool N/A 36230UCP2 1203522.02000000 PA USD 1294267.58000000 0.000499474057 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211DUY4 10600.34000000 PA USD 12373.46000000 0.000004775073 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGUL9 223442.08000000 PA USD 234410.85000000 0.000090462080 Long ABS-MBS USGSE US N 2 2041-06-01 Floating 4.69800000 N N N N N N Ginnie Mae I Pool N/A 36290UKT2 98408.16000000 PA USD 103119.94000000 0.000039795275 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402Q6U0 2777159.60470000 PA USD 3112696.03000000 0.001201228354 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAQ4 650000.00000000 PA USD 573625.00000000 0.000221369066 Long DBT CORP BM N 2 2024-05-01 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZY9 4897738.73000000 PA USD 5249102.51000000 0.002025694352 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WBR72 8848540.60000000 PA USD 9361667.47000000 0.003612784640 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RX8 192428700.00000000 PA USD 263686971.90000000 0.101760102581 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294MAC5 1675513.07000000 PA USD 1770196.31000000 0.000683140910 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31403BQS5 25466.13300000 PA USD 30166.42000000 0.000011641599 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHW2 15500000.00000000 PA USD 15518445.00000000 0.005988762143 Long DBT CORP US N 2 2025-10-22 Variable 2.45600000 N N N N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAG1 7931000.00000000 PA USD 7764052.45000000 0.002996245010 Long DBT CORP US N 2 2023-05-15 Fixed 3.60000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159HB5 33155000.00000000 PA USD 34848557.40000000 0.013448494441 Long DBT CORP CA N 2 2025-12-16 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201DA85 82701.18630000 PA USD 97705.66000000 0.000037705837 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312945HV3 3501964.19000000 PA USD 3815845.24000000 0.001472582434 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31404XLQ5 32635.76440000 PA USD 35709.07000000 0.000013780577 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36203UYQ9 3677.08000000 PA USD 3767.68000000 0.000001453994 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAJ9 15387000.00000000 PA USD 11809522.50000000 0.004557442532 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AN9 9301000.00000000 PA USD 9529618.58000000 0.003677599076 Long DBT CORP GB N 2 2022-03-30 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31288JQP4 4168.90400000 PA USD 4805.37000000 0.000001854452 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ENX3 1490000.49950000 PA USD 1739620.28000000 0.000671341237 Long ABS-MBS USGA US N 2 2037-07-20 Fixed 6.00000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179SAD2 12987000.00000000 PA USD 9663626.70000000 0.003729314486 Long DBT CORP US N 2 2031-09-30 Fixed 7.87500000 N N N N N N Fannie Mae Pool N/A 31404NC61 13.51260000 PA USD 14.03000000 0.000000005414 Long ABS-MBS USGSE US N 2 2020-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LB47 4450141.42000000 PA USD 5093542.87000000 0.001965661940 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC16 549300PX4QZK7CUM8D08 94988XAU0 9925000.00000000 PA USD 10175010.75000000 0.003926663991 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.81700000 N N N N N N Ginnie Mae I Pool N/A 3620ALZY3 1892211.80000000 PA USD 2125748.58000000 0.000820352981 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MNH9 70857754.20900000 PA USD 76952938.23000000 0.029697101953 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31408DQV9 3382.53000000 PA USD 3626.38000000 0.000001399465 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 3.93900000 N N N N N N Spectrum Health System Obligated Group N/A 84765EAA6 3500000.00000000 PA USD 3633210.00000000 0.001402101209 Long DBT CORP US N 2 2049-07-15 Fixed 3.48700000 N N N N N N Freddie Mac Gold Pool N/A 31292HKP8 2388.82000000 PA USD 2737.92000000 0.000001056597 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YS3 623552000.00000000 PA USD 685321061.10000000 0.264473974486 Long DBT UST US N 2 2029-11-15 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31405NP41 13249.31130000 PA USD 15494.94000000 0.000005979691 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBL9 5510000.00000000 PA USD 5635132.10000000 0.002174668002 Long DBT CORP US N 2 2025-05-15 Fixed 3.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081ER0 9705000.00000000 PA USD 9932776.35000000 0.003833182705 Long DBT CORP US N 2 2022-03-11 Fixed 2.80000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETG4 13238000.00000000 PA USD 13561933.86000000 0.005233720008 Long DBT CORP US N 2 2023-03-06 Fixed 2.80000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BC9 20105000.00000000 PA USD 22094590.80000000 0.008526579110 Long DBT CORP US N 2 2027-08-22 Fixed 3.15000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAT8 17490000.00000000 PA USD 18972802.20000000 0.007321841819 Long DBT CORP LU N 2 2035-03-15 Fixed 4.55000000 N N N N N N Freddie Mac Gold Pool N/A 31287NDD7 4137.50000000 PA USD 4762.39000000 0.000001837865 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FARE0 12500000.00000000 PA USD 13197000.00000000 0.005092887464 Long ABS-MBS USGSE US N 2 2024-07-25 Fixed 2.94600000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103AF5 4418000.00000000 PA USD 4608106.54000000 0.001778325985 Long DBT CORP US N 2 2024-06-01 Fixed 4.25000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AR6 1505000.00000000 PA USD 1491635.60000000 0.000575640846 Long DBT CORP US N 2 2029-09-15 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 3138WE5X3 12942959.32000000 PA USD 13766002.10000000 0.005312472496 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AE1 4175000.00000000 PA USD 4550624.75000000 0.001756143043 Long DBT CORP US N 2 2043-04-01 Fixed 4.10000000 N N N N N N Ginnie Mae I Pool N/A 36241KKS6 590928.73000000 PA USD 672530.08000000 0.000259537774 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31409JZV5 1351.88710000 PA USD 1439.56000000 0.000000555544 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31365DJV8 12.95000000 PA USD 14.68000000 0.000000005665 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 31410PVQ3 50318.70790000 PA USD 58625.32000000 0.000022624244 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31385HQ47 22243.09000000 PA USD 26092.26000000 0.000010069329 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780097BL4 9900000.00000000 PA USD 10370151.00000000 0.004001971056 Long DBT CORP GB N 2 2030-05-08 Variable 4.44500000 N N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730AE9 2601000.00000000 PA USD 2590309.89000000 0.000999633005 Long DBT CORP US N 2 2026-09-15 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36206FVF6 13391.10000000 PA USD 15860.69000000 0.000006120838 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 8.00000000 N N N N N N Avnet Inc XJI53DCPL7QABOWK4Z75 053807AT0 2000000.00000000 PA USD 2038140.00000000 0.000786543733 Long DBT CORP US N 2 2021-12-01 Fixed 3.75000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BL2 14062000.00000000 PA USD 15646084.30000000 0.006038019747 Long DBT CORP US N 2 2044-11-10 Fixed 4.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C19 N/A 46641WAV9 2800000.00000000 PA USD 2961700.00000000 0.001142957096 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.99650000 N N N N N N Ginnie Mae I Pool N/A 36200XKV0 13043.49000000 PA USD 14595.14000000 0.000005632447 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M67B8 21536.94000000 PA USD 24929.01000000 0.000009620416 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210GV35 21716.53000000 PA USD 23407.60000000 0.000009033285 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138MDYS5 279221.63000000 PA USD 300864.10000000 0.000116107221 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WDT43 4274488.99000000 PA USD 4627091.59000000 0.001785652554 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N RenaissanceRe Holdings Ltd EK6GB9U3U58PDI411C94 75968NAD3 1700000.00000000 PA USD 1848716.00000000 0.000713442641 Long DBT CORP BM N 2 2029-04-15 Fixed 3.60000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAB5 5398000.00000000 PA USD 5346880.94000000 0.002063428272 Long DBT CORP US N 2 2022-09-15 Fixed 2.37000000 N N N N N N MUFG Union Bank NA OX3PU53ZLPQKJ4700D47 90520EAK7 14530000.00000000 PA USD 14630547.60000000 0.005646111424 Long DBT CORP US N 2 2022-12-09 Fixed 2.10000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVD8 12105000.00000000 PA USD 12292627.50000000 0.004743878798 Long DBT CORP US N 2 2030-01-09 Fixed 2.45000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CT3 17463000.00000000 PA USD 18168330.57000000 0.007011386149 Long DBT CORP US N 2 2025-04-30 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3138ER6F2 17710859.90000000 PA USD 18426201.53000000 0.007110901780 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GW36 45844.12040000 PA USD 51406.85000000 0.000019838546 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 7.00000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AM7 3445000.00000000 PA USD 3632614.70000000 0.001401871476 Long DBT CORP US N 2 2026-02-13 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36201LSY1 113833.99280000 PA USD 127739.95000000 0.000049296445 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBG8 2700000.00000000 PA USD 3051162.00000000 0.001177481602 Long DBT CORP US N 2 2048-11-15 Fixed 4.10000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBV3 6663000.00000000 PA USD 6776804.04000000 0.002615253492 Long DBT CORP US N 2 2022-03-15 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 36201UYQ1 37141.53040000 PA USD 42225.83000000 0.000016295476 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138XJQW0 10029503.15000000 PA USD 10611214.33000000 0.004095000412 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6RK6 553605.32000000 PA USD 603247.11000000 0.000232800609 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206CG60 2097.39000000 PA USD 2245.49000000 0.000000866562 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 9.00000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AP1 1850000.00000000 PA USD 1574812.50000000 0.000607739853 Long DBT CORP US N 2 2050-03-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3138MRLE9 10909807.47000000 PA USD 11752371.90000000 0.004535387400 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 110709DL3 266000.00000000 PA USD 345228.10000000 0.000133227844 Long DBT NUSS CA N 2 2026-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SUU9 267062095.22190000 PA USD 282850806.30000000 0.109155666117 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GHP3 1580.92000000 PA USD 1764.67000000 0.000000681008 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 8.00000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAE3 24235000.00000000 PA USD 24087408.85000000 0.009295632536 Long DBT CORP US N 2 2029-10-01 Fixed 2.85000000 N N N N N N Ginnie Mae I Pool N/A 36292AYN2 45686.00330000 PA USD 49738.81000000 0.000019194829 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36204C4H1 4084.43000000 PA USD 4235.96000000 0.000001634709 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36198VMH7 5995649.59000000 PA USD 6680772.47000000 0.002578193708 Long ABS-MBS USGA US N 2 2044-09-15 Fixed 4.00000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AF1 5715000.00000000 PA USD 5986976.85000000 0.002310449295 Long DBT CORP US N 2 2047-09-15 Fixed 3.91500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJH4 52228000.00000000 PA USD 54144767.60000000 0.020895143455 Long DBT CORP US N 2 2023-01-25 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31383LFY6 2320.38000000 PA USD 2419.55000000 0.000000933734 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.50000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518CV6 7210000.00000000 PA USD 7431995.90000000 0.002868100231 Long DBT CORP US N 2 2023-08-15 Fixed 3.37500000 N N N N N N Ginnie Mae II Pool N/A 21H040632 86382000.00000000 PA USD 91521729.00000000 0.035319380644 Long ABS-MBS USGA US N 2 2050-03-15 Fixed 4.00000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 884903BP9 4525000.00000000 PA USD 5392623.50000000 0.002081080899 Long DBT CORP CA N 2 2043-11-23 Fixed 5.65000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AY3 4100000.00000000 PA USD 3956951.00000000 0.001527036913 Long DBT CORP US N 2 2026-11-19 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128KGB64 21241.22630000 PA USD 25041.92000000 0.000009663990 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TGT6 8000000.00000000 PA USD 7731360.00000000 0.002983628584 Long DBT CORP US N 2 2025-02-13 Fixed 1.80000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBE4 7047000.00000000 PA USD 7607729.79000000 0.002935918139 Long DBT CORP US N 2 2035-05-15 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36291HUU6 144277.88240000 PA USD 161951.92000000 0.000062499272 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BZ4 4380000.00000000 PA USD 4248906.60000000 0.001639706233 Long DBT CORP US N 2 2029-10-01 Fixed 2.60000000 N N N N N N Ginnie Mae II Pool N/A 36202EQN2 444320.53600000 PA USD 520859.19000000 0.000201006080 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 6.50000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411BA2 15390000.00000000 PA USD 7079400.00000000 0.002732029060 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 3138WCUU5 12609211.96000000 PA USD 13653002.53000000 0.005268864547 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBF9 20032000.00000000 PA USD 19793018.24000000 0.007638373454 Long DBT CORP US N 2 2047-05-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31418C7E8 60025139.51000000 PA USD 65238923.13000000 0.025176516921 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335BSK3 27787476.24000000 PA USD 29888487.32000000 0.011534341320 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31409GJB3 5801.88300000 PA USD 5903.36000000 0.000002278180 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31407QB88 2419.11820000 PA USD 2454.53000000 0.000000947233 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.50000000 N N N N N N Comm 2013-CCRE13 Mortgage Trust N/A 12630BBC1 1750000.00000000 PA USD 1859585.00000000 0.000717637124 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.44900000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AR9 5764000.00000000 PA USD 6155894.36000000 0.002375636676 Long DBT CORP IE N 2 2026-02-14 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36292CPM0 11140.11760000 PA USD 11637.86000000 0.000004491195 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GWT9 154696.79170000 PA USD 172114.10000000 0.000066420985 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUX6 9135371.75000000 PA USD 9779506.81000000 0.003774034071 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BY0 3715000.00000000 PA USD 3208013.95000000 0.001238012732 Long DBT CORP US N 2 2038-03-01 Fixed 3.55000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 N/A 46639EAE1 2981838.99000000 PA USD 3011150.47000000 0.001162040651 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 2.84000000 N N N N N N Fannie Mae Pool N/A 31406NYB4 154772.98330000 PA USD 172479.01000000 0.000066561808 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FGE0 10852853.66000000 PA USD 11984263.65000000 0.004624877329 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 5.00000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AV7 25595000.00000000 PA USD 26553276.80000000 0.010247241839 Long DBT CORP US N 2 2024-01-23 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312933WT7 801.55000000 PA USD 884.33000000 0.000000341274 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WH6J6 123585.91000000 PA USD 129605.78000000 0.000050016492 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FJZ93 16500000.00000000 PA USD 19340640.00000000 0.007463795030 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 3.78000000 N N N N N N Fannie Mae Pool N/A 31410GBC6 58542.76000000 PA USD 60954.14000000 0.000023522965 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GWM4 22589.58680000 PA USD 25870.27000000 0.000009983660 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417G5A0 29067073.16000000 PA USD 30988697.37000000 0.011958926148 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAF9 21645000.00000000 PA USD 22484826.00000000 0.008677175758 Long DBT CORP US N 2 2025-03-06 Fixed 2.70900000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BT4 6320000.00000000 PA USD 6441470.40000000 0.002485844044 Long DBT CORP US N 2 2027-06-01 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31411EY92 215245.51320000 PA USD 232915.02000000 0.000089884821 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 3.66400000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 391164AE0 1983000.00000000 PA USD 1984844.19000000 0.000765976213 Long DBT CORP US N 2 2021-06-01 Fixed 4.85000000 N N N N N N Ginnie Mae II Pool N/A 36202E6D6 2926485.62450000 PA USD 3260280.57000000 0.001258183075 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 4.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBM6 62448000.00000000 PA USD 64044795.36000000 0.024715688070 Long DBT CORP US N 2 2026-07-15 Fixed 2.65000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AV5 10345000.00000000 PA USD 10291309.45000000 0.003971545115 Long DBT CORP US N 2 2021-05-19 Fixed 1.95000000 N N N N N N Ginnie Mae I Pool N/A 36203DA91 1081.61000000 PA USD 1095.61000000 0.000000422809 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 6.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CM8 8213000.00000000 PA USD 8876938.92000000 0.003425721826 Long DBT CORP US N 2 2024-03-01 Fixed 3.60000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F042616 -6545000.00000000 PA USD -7031817.10000000 -0.00271366622 Short ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748AV4 4697000.00000000 PA USD 4836876.66000000 0.001866611238 Long DBT CORP US N 2 2024-06-03 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AUH1 14953.55000000 PA USD 16855.19000000 0.000006504628 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 7.00000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAK5 11092000.00000000 PA USD 10761014.72000000 0.004152810257 Long DBT CORP US N 2 2025-03-15 Fixed 3.45000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160AT1 5167000.00000000 PA USD 7363905.06000000 0.002841823124 Long DBT CORP US N 2 2038-07-15 Fixed 5.85000000 N N N N N N Fannie Mae Pool N/A 31403NPW1 174883.88460000 PA USD 187881.25000000 0.000072505725 Long ABS-MBS USGSE US N 2 2033-12-01 Floating 3.64300000 N N N N N N Fannie Mae Pool N/A 31402XVY9 62101.16300000 PA USD 71941.71000000 0.000027763206 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513BA2 8150000.00000000 PA USD 8346659.50000000 0.003221080362 Long DBT CORP US N 2 2029-05-22 Fixed 3.25000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AQ2 21260000.00000000 PA USD 21109266.60000000 0.008146330170 Long DBT CORP GB N 2 2028-11-07 Variable 3.57400000 N N N N N N Fannie Mae Pool N/A 31418BLT1 18169403.44000000 PA USD 19396928.34000000 0.007485517405 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138Y9BR8 696350.86000000 PA USD 749830.61000000 0.000289369016 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Evergy Metro Inc 1128SIJQ26096WL7IO82 485134BM1 7310000.00000000 PA USD 8774777.80000000 0.003386296572 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N Ginnie Mae I Pool N/A 36241LRH1 256595.99000000 PA USD 288816.75000000 0.000111457998 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 6.00000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 06416CAC2 8800000.00000000 PA USD 8885096.00000000 0.003428869746 Long DBT CORP CA N 2 2021-04-26 Fixed 1.87500000 N N N N N N Newfield Exploration Co T8W3X1PFLPW2YE0UIP44 651290AP3 13275000.00000000 PA USD 9027000.00000000 0.003483632275 Long DBT CORP US N 2 2022-01-30 Fixed 5.75000000 N N N N N N Dell International LLC / EMC Corp N/A 25272KAN3 18125000.00000000 PA USD 20862237.50000000 0.008050998548 Long DBT CORP US Y 2 2036-07-15 Fixed 8.10000000 N N N N N N Fannie Mae Pool N/A 31413AFH1 107448.44690000 PA USD 125803.87000000 0.000048549287 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L4R55 373540.16000000 PA USD 425940.37000000 0.000164375719 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410KGN8 994678.10000000 PA USD 1159158.07000000 0.000447333606 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31385JPY8 4931.27200000 PA USD 6103.83000000 0.000002355544 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 8.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785DV5 19045000.00000000 PA USD 28357433.65000000 0.010943488547 Long DBT CORP N/A N 2 2036-02-15 Fixed 4.87500000 N N N N N N Leggett & Platt Inc DKOVQUCDW4ZLYCUD4T55 524660AX5 4600000.00000000 PA USD 4840028.00000000 0.001867827379 Long DBT CORP US N 2 2024-11-15 Fixed 3.80000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550AQ9 3490000.00000000 PA USD 3724388.40000000 0.001437288095 Long DBT CORP US N 2 2033-08-15 Fixed 7.30000000 N N N N N N Ginnie Mae I Pool N/A 36291X6T1 81782.24050000 PA USD 91165.12000000 0.000035181760 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust 2014-GC26 549300V3F4KBEWHAZP46 36250HAJ2 2000000.00000000 PA USD 2076340.00000000 0.000801285592 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.96400000 N N N N N N NISSAN AUTO LEASE TRUST NALT_17-B N/A 65479BAE0 140403.05000000 PA USD 140436.75000000 0.000054196299 Long ABS-CBDO CORP US N 2 2021-12-15 Fixed 2.17000000 N N N N N N Fannie Mae Pool N/A 31402TAQ8 43971.85820000 PA USD 50617.33000000 0.000019533861 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31385JET1 1944.36000000 PA USD 2207.80000000 0.000000852017 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 7.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAL4 8465000.00000000 PA USD 8181845.75000000 0.003157476673 Long DBT CORP US N 2 2022-01-15 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128PKFJ8 426.79000000 PA USD 433.32000000 0.000000167223 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 5.50000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 92976GAG6 15277000.00000000 PA USD 20490276.25000000 0.007907454047 Long DBT CORP US N 2 2037-02-01 Fixed 5.85000000 N N N N N N Fannie Mae Pool N/A 31371KTD3 190027.86000000 PA USD 225542.17000000 0.000087039546 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BB4 4948000.00000000 PA USD 4948098.96000000 0.001909533315 Long DBT CORP US N 2 2022-05-15 Fixed 3.75000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BD1 14690000.00000000 PA USD 15388509.50000000 0.005938618408 Long DBT CORP US N 2 2024-05-11 Fixed 2.87500000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAB0 13037000.00000000 PA USD 13829910.34000000 0.005337135485 Long DBT CORP US N 2 2024-04-01 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36207YKD1 22754.79000000 PA USD 24908.08000000 0.000009612339 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WKUV5 17712421.62000000 PA USD 19140397.05000000 0.007386518769 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31406BMG2 70145.06000000 PA USD 74386.73000000 0.000028706770 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.35300000 N N N N N N Fannie Mae Pool N/A 3138WCZS5 5867661.56000000 PA USD 6352917.17000000 0.002451670244 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297CCG3 7110.55600000 PA USD 7482.15000000 0.000002887455 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HQ2 96100000.00000000 PA USD 98073894.00000000 0.037847943120 Long DBT CORP N/A N 2 2021-05-13 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31410F2H7 1035584.88440000 PA USD 1188923.94000000 0.000458820628 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31368HLH4 430889.16000000 PA USD 505579.49000000 0.000195109452 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31406VUV6 656.34750000 PA USD 657.81000000 0.000000253857 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285U0 132471000.00000000 PA USD 143648903.00000000 0.055435909478 Long DBT UST US N 2 2023-12-31 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31409TX37 33643.46890000 PA USD 38744.49000000 0.000014951983 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WAXY8 961385.50000000 PA USD 1039065.45000000 0.000400988361 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5.00000000 N N N N N N Panama Government International Bond N/A 698299BF0 14960000.00000000 PA USD 15857600.00000000 0.006119646302 Long DBT NUSS PA N 2 2028-03-17 Fixed 3.87500000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 035242AA4 11685000.00000000 PA USD 11649010.20000000 0.004495498827 Long DBT CORP US N 2 2023-01-17 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31371K5X5 149226.02000000 PA USD 161020.84000000 0.000062139957 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.00000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AY3 6350000.00000000 PA USD 6718490.50000000 0.002592749567 Long DBT CORP US N 2 2027-05-05 Fixed 2.90000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BR4 9875000.00000000 PA USD 12196908.75000000 0.004706939734 Long DBT CORP US N 2 2032-03-15 Fixed 7.37500000 N N N N N N Aptiv PLC N/A 03835VAD8 9325000.00000000 PA USD 9439324.50000000 0.003642753460 Long DBT CORP JE N 2 2026-01-15 Fixed 4.25000000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 260003AG3 3115000.00000000 PA USD 4150488.30000000 0.001601725379 Long DBT CORP US N 2 2038-03-15 Fixed 6.60000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JR3 1500000.00000000 PA USD 1574010.00000000 0.000607430158 Long DBT CORP US N 2 2027-01-27 Fixed 3.30000000 N N N N N N New York State Thruway Authority N/A 650009S61 2000000.00000000 PA USD 2021580.00000000 0.000780153022 Long DBT MUN US N 2 2042-01-01 Fixed 3.50000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAN1 1700000.00000000 PA USD 1772386.00000000 0.000683985939 Long DBT CORP US N 2 2027-03-15 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 36291QZS6 99723.85250000 PA USD 112794.66000000 0.000043528870 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410WR83 58788.38400000 PA USD 69114.56000000 0.000026672173 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WFPZ3 274551.53000000 PA USD 299250.19000000 0.000115484393 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418UWD2 949228.09000000 PA USD 1075551.36000000 0.000415068730 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAD0 3400000.00000000 PA USD 3192124.00000000 0.001231880602 Long DBT CORP US N 2 2029-07-15 Fixed 4.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBG5 7076000.00000000 PA USD 8490775.44000000 0.003276696507 Long DBT CORP US N 2 2043-01-15 Fixed 4.50000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L6U0 22246000.00000000 PA USD 22005298.28000000 0.008492120009 Long DBT CORP US N 2 2021-08-09 Fixed 1.70000000 N N N N N N Fannie Mae Pool N/A 3138A2CB3 1327414.58000000 PA USD 1389019.89000000 0.000536040159 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.00000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAH8 1233000.00000000 PA USD 1232765.73000000 0.000475739723 Long DBT CORP US N 2 2025-04-23 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36296YLX8 554701.98000000 PA USD 588977.02000000 0.000227293603 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138XUTN2 2372654.56000000 PA USD 2529866.65000000 0.000976307202 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 3.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BQ1 7624000.00000000 PA USD 8065505.84000000 0.003112579645 Long DBT CORP US N 2 2025-08-11 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31417GZW9 410520.54000000 PA USD 437684.68000000 0.000168907995 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36196PR95 322848.87000000 PA USD 358840.06000000 0.000138480870 Long ABS-MBS USGA US N 2 2047-06-15 Fixed 4.50000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AZ0 4006000.00000000 PA USD 4055233.74000000 0.001564965452 Long DBT CORP US N 2 2021-03-22 Fixed 2.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EV6 48414000.00000000 PA USD 64315094.16000000 0.024819999759 Long DBT UST US N 2 2025-08-15 Fixed 6.87500000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAW5 20538000.00000000 PA USD 23731042.86000000 0.009158106441 Long DBT CORP US N 2 2044-07-08 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31413JE42 14347.41740000 PA USD 15946.29000000 0.000006153872 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407KHJ1 5902.43080000 PA USD 5943.16000000 0.000002293539 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GWJ1 76858.37310000 PA USD 83641.12000000 0.000032278155 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140QDDE1 107501058.00000000 PA USD 111534497.70000000 0.043042558551 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 2.50000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAX7 11395000.00000000 PA USD 11289596.25000000 0.004356796485 Long DBT CORP CA N 2 2038-05-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31418C7F5 57674722.53000000 PA USD 61962838.15000000 0.023912234726 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31385V6G1 5315.03000000 PA USD 5794.66000000 0.000002236231 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.50000000 N N N N N N State of California N/A 13063BFV9 550000.00000000 PA USD 552178.00000000 0.000213092400 Long DBT MUN US N 2 2036-03-01 Fixed 7.95000000 N N N N N N Freddie Mac Pool N/A 31329KW83 37118433.43000000 PA USD 39187043.73000000 0.015122770613 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MFTB4 2649436.67000000 PA USD 2794042.92000000 0.001078256131 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371K2X8 142725.63000000 PA USD 151446.17000000 0.000058444972 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.50000000 N N N N N N UNIVERSITY OF SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 914886AD8 1015000.00000000 PA USD 926867.55000000 0.000357689787 Long DBT MUN US N 2 2120-10-01 Fixed 3.22600000 N N N N N N Ginnie Mae II Pool N/A 36179S5N3 5795712.94410000 PA USD 6155916.50000000 0.002375645220 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.50000000 N N N N N N IBM Credit LLC 549300ZNLJL43AQTG067 44932HAK9 5625000.00000000 PA USD 5686087.50000000 0.002194332329 Long DBT CORP US N 2 2020-11-30 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 31287R4Y2 18566.60000000 PA USD 21038.56000000 0.000008119043 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAQ1 11303000.00000000 PA USD 11481474.37000000 0.004430844653 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K0LH4 79998.13680000 PA USD 91424.27000000 0.000035281769 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297TTU7 190432.84730000 PA USD 217933.25000000 0.000084103168 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCC1 3226000.00000000 PA USD 3395203.70000000 0.001310251599 Long DBT CORP US N 2 2044-12-01 Fixed 4.70000000 N N N N N N Freddie Mac Gold Pool N/A 31297S6L4 348031.93860000 PA USD 392959.38000000 0.000151647942 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_19-4 N/A 14315WAE0 1350000.00000000 PA USD 1346152.50000000 0.000519497097 Long ABS-CBDO CORP US N 2 2025-07-15 Fixed 2.13000000 N N N N N N Freddie Mac Gold Pool N/A 31283GFC6 5441.79000000 PA USD 5913.76000000 0.000002282193 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36210QYY2 5547.03000000 PA USD 5969.60000000 0.000002303743 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HGZ1 1350.62000000 PA USD 1564.19000000 0.000000603640 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDYY3 342562.96000000 PA USD 362205.52000000 0.000139779643 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3129413E5 1499599.68000000 PA USD 1640921.95000000 0.000633252317 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AM5 6775000.00000000 PA USD 6821815.25000000 0.002632623882 Long DBT CORP US N 2 2024-08-15 Fixed 3.70000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RY6 381063100.00000000 PA USD 499608019.80000000 0.192804987591 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31406PYY9 48613.52980000 PA USD 55617.77000000 0.000021463593 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AC0 5408000.00000000 PA USD 6573694.40000000 0.002536870940 Long DBT CORP CA N 2 2032-02-01 Fixed 7.15000000 N N N N N N Ginnie Mae I Pool N/A 36205RUA3 5254.95000000 PA USD 6378.04000000 0.000002461365 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31386H6X4 3988.28000000 PA USD 4836.87000000 0.000001866608 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBC7 23725000.00000000 PA USD 21352500.00000000 0.008240196983 Long DBT CORP US N 2 2023-07-03 Fixed 3.87500000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017CW7 11804000.00000000 PA USD 13291894.20000000 0.005129508324 Long DBT CORP US N 2 2038-11-16 Fixed 4.45000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAY4 17368000.00000000 PA USD 18356065.52000000 0.007083835416 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAT3 1427000.00000000 PA USD 1298570.00000000 0.000501134415 Long DBT CORP US N 2 2023-03-01 Fixed 4.75000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148LAE6 22648000.00000000 PA USD 23466498.72000000 0.009056015546 Long DBT CORP US N 2 2025-05-22 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2T6 9535474.86000000 PA USD 10219549.83000000 0.003943852180 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138EKFC4 2124065.48000000 PA USD 2338787.26000000 0.000902567274 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAC7 5765000.00000000 PA USD 5972655.30000000 0.002304922429 Long DBT CORP US N 2 2026-06-15 Fixed 4.12500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJU5 4697000.00000000 PA USD 5965471.82000000 0.002302150235 Long DBT CORP US N 2 2044-02-01 Fixed 4.85000000 N N N N N N Ginnie Mae II Pool N/A 36202FKP0 3215478.39000000 PA USD 3539920.16000000 0.001366099492 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31375S3Y4 7612.31000000 PA USD 8355.42000000 0.000003224461 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 7.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VAX2 10950000.00000000 PA USD 11217508.50000000 0.004328976920 Long DBT CORP US N 2 2021-04-01 Fixed 4.60000000 N N N N N N Fannie Mae Pool N/A 3138WF3L8 83493503.28000000 PA USD 89029122.55000000 0.034357452619 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMMJ9 17737.23000000 PA USD 18742.04000000 0.000007232787 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31387CML2 8472.92850000 PA USD 9730.73000000 0.000003755210 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.00000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAW9 13050000.00000000 PA USD 13322614.50000000 0.005141363672 Long DBT CORP CA N 2 2028-05-15 Fixed 4.25000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BM7 27295000.00000000 PA USD 36954427.55000000 0.014261176087 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31418WPW4 3107051.53000000 PA USD 3516312.36000000 0.001356988947 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAG3 4663000.00000000 PA USD 5203395.07000000 0.002008055279 Long DBT CORP CA N 2 2040-12-01 Fixed 5.62500000 N N N N N N National Oilwell Varco Inc 549300EHF3IW1AR6U008 637071AJ0 7460000.00000000 PA USD 7198900.00000000 0.002778145606 Long DBT CORP US N 2 2022-12-01 Fixed 2.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDMH3 3546497.73000000 PA USD 3654878.70000000 0.001410463432 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.00000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AM4 100000.00000000 PA USD 99518.00000000 0.000038405241 Long DBT CORP US N 2 2023-01-15 Fixed 3.62500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BX6 51127000.00000000 PA USD 53461970.09000000 0.020631643351 Long DBT CORP GB N 2 2026-09-12 Variable 4.29200000 N N N N N N Fannie Mae Pool N/A 31401DK75 2776.52000000 PA USD 2866.53000000 0.000001106229 Long ABS-MBS USGSE US N 2 2033-05-01 Floating 4.89300000 N N N N N N Fannie Mae Pool N/A 31387NHP5 2527.60000000 PA USD 2978.80000000 0.000001149556 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NQ4 5440000.00000000 PA USD 5803827.20000000 0.002239769553 Long DBT CORP US N 2 2028-11-01 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31380HHL4 999.54000000 PA USD 1030.99000000 0.000000397871 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AA5 14805000.00000000 PA USD 6144075.00000000 0.002371075437 Long DBT CORP US N 2 2050-02-01 Fixed 5.25000000 N N N N N N Flex Ltd 549300EAQH74YHD07T53 33938XAA3 8300000.00000000 PA USD 7927413.00000000 0.003059287890 Long DBT CORP SG N 2 2029-06-15 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31409XXW4 2526.70000000 PA USD 2580.27000000 0.000000995758 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FCJK1 4875000.00000000 PA USD 5509968.75000000 0.002126365899 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.30300000 N N N N N N Freddie Mac Gold Pool N/A 31292GXS0 187613.44530000 PA USD 208712.45000000 0.000080544746 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212M6G9 19492.09780000 PA USD 23596.35000000 0.000009106126 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Office Properties Income Trust N/A 81618TAC4 9900000.00000000 PA USD 9741897.00000000 0.003759519975 Long DBT CORP US N 2 2025-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417EVP3 3658823.27000000 PA USD 3932869.13000000 0.001517743418 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3133KHBM7 2429424.33000000 PA USD 2574631.02000000 0.000993582332 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36203ND39 12328.12000000 PA USD 13281.70000000 0.000005125574 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBG3 11100000.00000000 PA USD 11040504.00000000 0.004260668668 Long DBT CORP US Y 2 2021-11-19 Fixed 2.15000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAD5 4425000.00000000 PA USD 4209281.25000000 0.001624414314 Long DBT CORP US N 2 2023-09-15 Fixed 3.25000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FAX1 7989000.00000000 PA USD 8036774.22000000 0.003101491754 Long DBT CORP US N 2 2022-04-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3138ET5W2 3086652.21000000 PA USD 3366333.77000000 0.001299110332 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BJ5 6000000.00000000 PA USD 4350600.00000000 0.001678950989 Long DBT CORP US N 2 2050-02-15 Fixed 3.30000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FL6 4300000.00000000 PA USD 4883510.00000000 0.001884607627 Long DBT CORP US N 2 2044-10-01 Fixed 4.05000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017CX5 14530000.00000000 PA USD 17183613.90000000 0.006631371662 Long DBT CORP US N 2 2048-11-16 Fixed 4.62500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFP9 44564000.00000000 PA USD 46687474.60000000 0.018017280756 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAV8 11148000.00000000 PA USD 12071054.40000000 0.004658370965 Long DBT CORP US N 2 2029-07-23 Variable 4.20300000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AN5 14800000.00000000 PA USD 17547176.00000000 0.006771674826 Long DBT CORP US N 2 2043-08-01 Fixed 5.20000000 N N N N N N Fannie Mae Pool N/A 31410GER0 226664.93000000 PA USD 269080.74000000 0.000103841625 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804GC2 11250000.00000000 PA USD 11494687.50000000 0.004435943765 Long DBT CORP US N 2 2049-12-01 Fixed 3.30000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AG8 2255000.00000000 PA USD 2302828.55000000 0.000888690358 Long DBT CORP US N 2 2021-03-07 Fixed 4.37500000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332CD6 3068000.00000000 PA USD 3878166.76000000 0.001496633089 Long DBT CORP US N 2 2041-04-15 Fixed 5.63800000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BF6 250000.00000000 PA USD 258750.00000000 0.000099854863 Long DBT CORP US N 2 2026-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201MGW6 3802.46000000 PA USD 4201.41000000 0.000001621376 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062AE1 2070000.00000000 PA USD 2905203.60000000 0.001121154428 Long DBT CORP US N 2 2034-11-01 Fixed 6.12500000 N N N N N N Emera US Finance LP N/A 29103DAM8 18827000.00000000 PA USD 17514946.37000000 0.006759237009 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N Chile Government International Bond N/A 168863BN7 2385000.00000000 PA USD 2365848.45000000 0.000913010526 Long DBT NUSS CL N 2 2022-10-30 Fixed 2.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZF0 75390000.00000000 PA USD 75861187.50000000 0.029275781682 Long DBT UST US N 2 2025-03-31 Fixed 0.50000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BM7 10394000.00000000 PA USD 10228111.76000000 0.003947156336 Long DBT CORP US N 2 2023-02-15 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJRT9 1847254.32000000 PA USD 1990305.69000000 0.000768083875 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.00000000 N N N N N N American Homes 4 Rent LP 549300N4PXZ37U8QKI55 02666TAB3 7930000.00000000 PA USD 7734446.20000000 0.002984819587 Long DBT CORP US N 2 2029-02-15 Fixed 4.90000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AL9 3544000.00000000 PA USD 4145026.96000000 0.001599617780 Long DBT CORP US N 2 2043-09-15 Fixed 4.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDR72 4763.62580000 PA USD 5617.70000000 0.000002167940 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RXT5 473284.92000000 PA USD 518904.85000000 0.000200251875 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N JM Smucker Co/The 5493000WDH6A0LHDJD55 832696AH1 3870000.00000000 PA USD 3929443.20000000 0.001516421309 Long DBT CORP US N 2 2022-03-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WBTF2 258342.85000000 PA USD 278248.17000000 0.000107379451 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BK2 2000000.00000000 PA USD 1685240.00000000 0.000650355207 Long DBT CORP US N 2 2030-02-15 Fixed 2.40000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AG4 17962000.00000000 PA USD 21839456.94000000 0.008428119760 Long DBT CORP GB N 2 2036-05-02 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31413HQR2 44756.48000000 PA USD 52460.41000000 0.000020245128 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36225FDB2 394590.34000000 PA USD 419145.70000000 0.000161753571 Long ABS-MBS USGA US N 2 2041-04-20 Floating 3.87500000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AY9 25860000.00000000 PA USD 19524300.00000000 0.007534671722 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6B49 493767.77990000 PA USD 581144.93000000 0.000224271101 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140J56X2 6168673.00000000 PA USD 6831188.48000000 0.002636241128 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201XSE9 506.57610000 PA USD 510.83000000 0.000000197135 Long ABS-MBS USGA US N 2 2021-06-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31406JRN5 445.76010000 PA USD 449.28000000 0.000000173382 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 5.00000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NK7 6115000.00000000 PA USD 5868198.60000000 0.002264611282 Long DBT CORP US N 2 2046-04-20 Variable 5.25000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFF6 43375000.00000000 PA USD 45388467.50000000 0.017515977659 Long DBT NUSS CA N 2 2026-06-15 Fixed 2.30000000 N N N N N N Ginnie Mae I Pool N/A 36225BYU6 932506.73000000 PA USD 1015126.83000000 0.000391750148 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417Y5J2 650982.36000000 PA USD 687053.29000000 0.000265142463 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.50000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 263901AF7 2200000.00000000 PA USD 2627658.00000000 0.001014046108 Long DBT CORP US N 2 2043-07-15 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4Y3 17785769.65000000 PA USD 19212721.95000000 0.007414429853 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AS1 3605000.00000000 PA USD 3588777.50000000 0.001384954151 Long DBT CORP US N 2 2021-04-15 Fixed 2.50000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AT3 7800000.00000000 PA USD 7811700.00000000 0.003014632795 Long DBT CORP US N 2 2027-12-15 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EM6 3014000.00000000 PA USD 3484937.50000000 0.001344880996 Long DBT UST US N 2 2022-08-15 Fixed 7.25000000 N N N N N N Fannie Mae Pool N/A 3138WGYN8 1108351.84000000 PA USD 1177856.58000000 0.000454549595 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AT6 5475000.00000000 PA USD 5005737.75000000 0.001931776846 Long DBT CORP US N 2 2029-12-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31371LDM8 429850.14000000 PA USD 451028.86000000 0.000174057681 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200RLX8 1853.16320000 PA USD 2051.69000000 0.000000791772 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384WKY5 1161.77160000 PA USD 1379.19000000 0.000000532246 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HT21 340022.57200000 PA USD 373769.81000000 0.000144242447 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31391A2V0 1129.09500000 PA USD 1203.69000000 0.000000464519 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292JBG4 2060501.06250000 PA USD 2327480.19000000 0.000898203734 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K8AW6 50494.25270000 PA USD 57036.29000000 0.000022011018 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410GCK7 69888.35440000 PA USD 82768.78000000 0.000031941508 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UKX9 70768.74000000 PA USD 76604.33000000 0.000029562569 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207JBL6 4516.17000000 PA USD 4834.65000000 0.000001865751 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 8.00000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3134A3U46 40981000.00000000 PA USD 60691221.76000000 0.023421502046 Long DBT USGSE US N 2 2029-09-15 Fixed 6.75000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAF5 8175000.00000000 PA USD 8280048.75000000 0.003195374440 Long DBT CORP US N 2 2023-03-15 Fixed 4.00000000 N N N N N N Air Products & Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158AR7 4625000.00000000 PA USD 4681332.50000000 0.001806584800 Long DBT CORP US N 2 2021-11-03 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DX71 519045.23000000 PA USD 546876.44000000 0.000211046462 Long ABS-MBS USGA US N 2 2033-06-20 Fixed 5.00000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAD5 7155000.00000000 PA USD 6636047.85000000 0.002560933917 Long DBT CORP US N 2 2037-10-15 Fixed 6.85000000 N N N N N N Ginnie Mae II Pool N/A 36202E7L7 200785.70000000 PA USD 241707.83000000 0.000093278076 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 6.50000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BG9 1000000.00000000 PA USD 943020.00000000 0.000363923220 Long DBT CORP US N 2 2049-09-07 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 3138X6Y66 28784502.59000000 PA USD 31745852.22000000 0.012251121680 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N Council Of Europe Development Bank 549300UYNXMI821WYG82 222213AR1 23255000.00000000 PA USD 24571465.55000000 0.009482436075 Long DBT CORP N/A N 2 2023-02-13 Fixed 2.62500000 N N N N N N Ginnie Mae II Pool N/A 36179MK82 1639723.17000000 PA USD 1815058.77000000 0.000700453895 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 4.00000000 N N N N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203RAM6 8575000.00000000 PA USD 8393638.75000000 0.003239210242 Long DBT CORP US N 2 2029-08-15 Fixed 3.75000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338LAE3 7300000.00000000 PA USD 7863268.00000000 0.003034533532 Long DBT CORP US N 2 2027-04-06 Fixed 4.60000000 N N N N N N Fannie Mae Pool N/A 3138A2BM0 4429406.40000000 PA USD 4844087.43000000 0.001869393964 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31405SMW1 28898.84120000 PA USD 34322.86000000 0.000013245621 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Philippine Government International Bond N/A 718286BN6 23675000.00000000 PA USD 27167062.50000000 0.010484109423 Long DBT NUSS PH N 2 2026-03-30 Fixed 5.50000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AV6 8980000.00000000 PA USD 9125925.00000000 0.003521808671 Long DBT CORP US N 2 2025-04-15 Fixed 3.87500000 N N N N N N Wisconsin Public Service Corp 549300BJRHJVYNUMQZ30 976843BH4 3375000.00000000 PA USD 3431261.25000000 0.001324166659 Long DBT CORP US N 2 2042-12-01 Fixed 3.67100000 N N N N N N Fannie Mae Pool N/A 31413K4Q1 6513.15810000 PA USD 7836.63000000 0.000003024253 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FD5 100000.00000000 PA USD 101177.00000000 0.000039045470 Long DBT CORP US N 2 2039-08-15 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 3138EKFD2 2223824.74000000 PA USD 2455769.66000000 0.000947712246 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CB6 16585000.00000000 PA USD 18045309.25000000 0.006963910682 Long DBT CORP NL N 2 2028-11-13 Fixed 3.87500000 N N N N N N Ginnie Mae II Pool N/A 36179USU7 328920242.43000000 PA USD 348954774.40000000 0.134666014719 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 4.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CM3 10194000.00000000 PA USD 14443878.60000000 0.005574073521 Long DBT CORP US N 2 2038-04-15 Fixed 6.20000000 N N N N N N Freddie Mac Pool N/A 31329QBL4 1410587.93000000 PA USD 1514929.12000000 0.000584630107 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417DKB8 7827439.20000000 PA USD 8431952.33000000 0.003253995932 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M73M6 13100.82000000 PA USD 14276.36000000 0.000005509425 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129724V1 4330.62730000 PA USD 4522.69000000 0.000001745362 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138MRKQ3 12172157.87000000 PA USD 13365516.23000000 0.005157919986 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_17-D N/A 89238KAD4 7662316.05000000 PA USD 7652048.55000000 0.002953021303 Long ABS-CBDO CORP US N 2 2022-01-18 Fixed 1.93000000 N N N N N N Ginnie Mae I Pool N/A 36200FXN3 24100.18240000 PA USD 26343.91000000 0.000010166444 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31414GKK4 47169.93000000 PA USD 52394.00000000 0.000020219500 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UE48 2018.97000000 PA USD 2206.13000000 0.000000851373 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AV8 18679000.00000000 PA USD 18624457.32000000 0.007187411170 Long DBT CORP US N 2 2024-06-01 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31417J7K0 186351.84000000 PA USD 195507.31000000 0.000075448717 Long ABS-MBS USGSE US N 2 2039-07-01 Floating 4.32000000 N N N N N N Ginnie Mae I Pool N/A 36210BH24 6011.89000000 PA USD 6171.75000000 0.000002381755 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178NF79 151088.01000000 PA USD 158805.59000000 0.000061285064 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.00000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YAY3 3405000.00000000 PA USD 3523732.35000000 0.001359852414 Long DBT CORP US N 2 2024-12-01 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBRH2 313275.52000000 PA USD 324177.51000000 0.000125104158 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LM86 895.28000000 PA USD 919.47000000 0.000000354834 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AW6 8515000.00000000 PA USD 8783477.95000000 0.003389654068 Long DBT CORP US N 2 2029-02-26 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36209AWG1 7898.06000000 PA USD 9096.99000000 0.000003510642 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31407RXT6 23235.58860000 PA USD 27500.95000000 0.000010612960 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAB6 32179000.00000000 PA USD 33833644.18000000 0.013056826727 Long DBT CORP US N 2 2023-11-15 Fixed 4.20500000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAF7 10415000.00000000 PA USD 15522828.45000000 0.005990453771 Long DBT CORP US N 2 2040-04-30 Fixed 6.40000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AT5 18225000.00000000 PA USD 18788152.50000000 0.007250583189 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 31297BBH4 261251.62900000 PA USD 295478.20000000 0.000114028735 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297L4X5 33073.95650000 PA USD 35238.98000000 0.000013599163 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CQH0 15209912.88000000 PA USD 15959153.19000000 0.006158836949 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31385GX33 16492.24000000 PA USD 19349.03000000 0.000007467032 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 9.00000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693476BN2 10217000.00000000 PA USD 10706802.98000000 0.004131889268 Long DBT CORP US N 2 2022-03-08 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31386QCZ2 4479.89000000 PA USD 4641.61000000 0.000001791255 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407SN24 148390.36490000 PA USD 169209.53000000 0.000065300075 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36295T7H1 1072.21000000 PA USD 1117.95000000 0.000000431430 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36211G4T7 7649.94000000 PA USD 9263.47000000 0.000003574889 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BS7 17085000.00000000 PA USD 17625227.70000000 0.006801795954 Long DBT CORP US N 2 2023-02-27 Fixed 3.40000000 N N N N N N Indonesia Government International Bond N/A 455780CB0 6315000.00000000 PA USD 6504892.05000000 0.002510319252 Long DBT NUSS ID Y 2 2047-07-18 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36296QV55 76790.26000000 PA USD 88116.06000000 0.000034005090 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Indonesia Government International Bond N/A 455780CG9 9775000.00000000 PA USD 10129246.00000000 0.003909002802 Long DBT NUSS ID N 2 2024-02-11 Fixed 4.45000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGE3 9078000.00000000 PA USD 9168780.00000000 0.003538346952 Long DBT CORP US N 2 2023-01-20 Variable 3.12400000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92556HAB3 16000000.00000000 PA USD 15749120.00000000 0.006077782513 Long DBT CORP US N 2 2031-01-15 Fixed 4.95000000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 15135UAG4 6975000.00000000 PA USD 4987125.00000000 0.001924593952 Long DBT CORP CA N 2 2022-08-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 313615TW6 12002.83000000 PA USD 12991.74000000 0.000005013675 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31405QQN1 388609.44160000 PA USD 443271.25000000 0.000171063923 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3617JEJQ1 4193555.65000000 PA USD 4574540.18000000 0.001765372307 Long ABS-MBS USGA US N 2 2049-02-15 Fixed 4.50000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAF5 6700000.00000000 PA USD 7006056.00000000 0.002703724693 Long DBT CORP US N 2 2029-04-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292GVD5 2579.95000000 PA USD 2877.73000000 0.000001110552 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3140F0CM4 142989.79000000 PA USD 162755.27000000 0.000062809295 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.50000000 N N N N N N UBS Commercial Mortgage Trust 2019-C18 N/A 90278PBD1 2300000.00000000 PA USD 2246686.00000000 0.000867024245 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.37840000 N N N N N N UBS AG/London BFM8T61CT2L1QCEMIK50 902674XK1 32580000.00000000 PA USD 32417425.80000000 0.012510290330 Long DBT CORP CH Y 2 2020-12-01 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31404W7M2 10739.09810000 PA USD 12899.91000000 0.000004978236 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213HMQ9 8086.20000000 PA USD 8252.86000000 0.000003184881 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JM3 9890000.00000000 PA USD 10974735.20000000 0.004235287665 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K36Z5 2897.93270000 PA USD 3257.71000000 0.000001257191 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 60920LAE4 5000000.00000000 PA USD 4973000.00000000 0.001919142938 Long DBT CORP NL Y 2 2022-09-19 Fixed 2.12500000 N N N N N N Freddie Mac Gold Pool N/A 31297BA77 116534.46960000 PA USD 131731.73000000 0.000050836923 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371LPR4 110128.81000000 PA USD 119132.94000000 0.000045974892 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31406RRQ0 73451.03380000 PA USD 86589.22000000 0.000033415863 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332BX3 3525000.00000000 PA USD 4695617.25000000 0.001812097463 Long DBT CORP US N 2 2037-03-15 Fixed 6.27400000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507VAH2 17549000.00000000 PA USD 17256809.15000000 0.006659618625 Long DBT CORP US N 2 2021-09-15 Fixed 2.30000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 N/A 61763BAX2 1750000.00000000 PA USD 1810462.50000000 0.000698680137 Long ABS-MBS CORP US N 2 2046-11-15 Variable 4.75530000 N N N N N N Freddie Mac Gold Pool N/A 3128P76T5 2449399.65000000 PA USD 2611353.95000000 0.001007754171 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.50000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582RYP5 10415000.00000000 PA USD 9842799.90000000 0.003798459667 Long DBT MUN US N 2 2043-09-01 Fixed 2.81300000 N N N N N N Ginnie Mae I Pool N/A 36200NSV4 36044.10720000 PA USD 38842.93000000 0.000014989972 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384XWN4 4427.04000000 PA USD 4720.86000000 0.000001821838 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138WENS4 56114.05000000 PA USD 59890.53000000 0.000023112505 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138EKH32 2165016.46000000 PA USD 2197816.46000000 0.000848164878 Long ABS-MBS USGSE US N 2 2042-08-01 Floating 3.39600000 N N N N N N Fannie Mae Pool N/A 31405SUH5 124098.39000000 PA USD 148164.79000000 0.000057178646 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417Y2J5 9963416.83000000 PA USD 10811502.87000000 0.004172294266 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.50000000 N N N N N N Raytheon Co YR6K3WJN0KKLUPZSNL57 755111BU4 1710000.00000000 PA USD 2037157.20000000 0.000786164459 Long DBT CORP US N 2 2040-10-15 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31383MG23 19500.27000000 PA USD 22950.26000000 0.000008856792 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2PU0 8526870.03000000 PA USD 9100387.31000000 0.003511953357 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418C3D4 39023493.65000000 PA USD 41581873.89000000 0.016046965544 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KMFJ9 130339.87490000 PA USD 146603.68000000 0.000056576194 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QYR6 3336171.53000000 PA USD 3529035.61000000 0.001361899008 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 3.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGP9 37470000.00000000 PA USD 39525604.20000000 0.015253425336 Long DBT CORP US N 2 2025-09-29 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1SJ9 41400.67650000 PA USD 42458.88000000 0.000016385413 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297KJG8 95916.65380000 PA USD 106158.63000000 0.000040967943 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Japan International Cooperation Agency 254900XEIG78M2AJB031 47109LAB0 11600000.00000000 PA USD 12854192.00000000 0.004960593567 Long DBT NUSS JP N 2 2027-04-27 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36208J6T4 31089.52000000 PA USD 34255.05000000 0.000013219452 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140EUBS7 6036194.86000000 PA USD 6281445.46000000 0.002424088417 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788JAB5 29000000.00000000 PA USD 28094620.00000000 0.010842065470 Long DBT CORP US N 2 2023-03-09 Fixed 1.25000000 N N N N N N Fannie Mae Pool N/A 3138WJQ43 736379.94000000 PA USD 797227.01000000 0.000307659880 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AT4 1660000.00000000 PA USD 1628891.60000000 0.000628609654 Long DBT CORP US N 2 2021-05-15 Fixed 3.15000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AS7 9300000.00000000 PA USD 9408066.00000000 0.003630690414 Long DBT NUSS JP N 2 2021-04-20 Fixed 1.87500000 N N N N N N Diageo Investment Corp S4G8DPIPDVCF6CB81Z61 25245BAA5 4747000.00000000 PA USD 5168296.25000000 0.001994510205 Long DBT CORP US N 2 2042-05-11 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3140F1W32 27278.24000000 PA USD 28931.85000000 0.000011165163 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.00000000 N N N N N N Cantor Commercial Real Estate Lending 2019-CF3 N/A 12529TAX1 8000000.00000000 PA USD 8260880.00000000 0.003187976979 Long ABS-MBS CORP US N 2 2053-01-15 Fixed 3.00550000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030611 -80070000.00000000 PA USD -83935779.60000000 -0.03239186783 Short ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAP2 3225000.00000000 PA USD 3116027.25000000 0.001202513913 Long DBT CORP US N 2 2024-04-15 Fixed 3.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S4F93 255636.41300000 PA USD 274044.79000000 0.000105757314 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 4.25300000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 92340LAE9 6250000.00000000 PA USD 5351562.50000000 0.002065234945 Long DBT CORP US N 2 2029-12-15 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128FU3D3 293.43000000 PA USD 310.89000000 0.000000119976 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 362169UE2 13208.23000000 PA USD 16077.85000000 0.000006204643 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.50000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AW4 9815000.00000000 PA USD 9267323.00000000 0.003576375929 Long DBT CORP US N 2 2029-06-15 Fixed 3.25000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DM2 7009000.00000000 PA USD 7424563.61000000 0.002865232017 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N Aon PLC VVT2B79I2Z4U3R6BY589 00185AAD6 625000.00000000 PA USD 643531.25000000 0.000248346763 Long DBT CORP GB N 2 2023-11-27 Fixed 4.00000000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051DZ7 24870000.00000000 PA USD 25659622.50000000 0.009902369460 Long DBT NUSS CA N 2 2022-07-26 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 31407SHL9 35191.59000000 PA USD 35641.69000000 0.000013754574 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 5.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BU2 8020000.00000000 PA USD 7880211.40000000 0.003041072202 Long DBT CORP US N 2 2023-05-10 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31371JJJ4 3343.91000000 PA USD 4051.48000000 0.000001563516 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31417VQW6 16904308.71000000 PA USD 18623814.99000000 0.007187163287 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BJ2 33217000.00000000 PA USD 36334747.62000000 0.014022033847 Long DBT CORP US N 2 2025-11-03 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128P7R47 7228.34000000 PA USD 7799.23000000 0.000003009820 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201CPF5 1977.67030000 PA USD 2335.67000000 0.000000901364 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31386UK76 1265.83350000 PA USD 1315.05000000 0.000000507494 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 8.50000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMJ8 18200000.00000000 PA USD 18378906.00000000 0.007092649843 Long DBT CORP SE N 2 2021-03-10 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31407RSU9 72831.79650000 PA USD 83340.70000000 0.000032162219 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BJP64 9175000.00000000 PA USD 9952581.25000000 0.003840825664 Long ABS-MBS USGSE US N 2 2025-03-25 Fixed 3.20500000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 552081AM3 13012000.00000000 PA USD 12326788.08000000 0.004757061793 Long DBT CORP NL N 2 2055-02-26 Fixed 4.62500000 N N N N N N Mexico Government International Bond N/A 91087BAE0 30190000.00000000 PA USD 29639334.40000000 0.011438190090 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3138EGGZ1 7546868.43000000 PA USD 8383438.80000000 0.003235273954 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CN6 4965000.00000000 PA USD 4826873.70000000 0.001862750970 Long DBT CORP US N 2 2042-02-01 Fixed 4.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128M43N1 1944505.58000000 PA USD 2239681.53000000 0.000864321132 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MG55 25140.56810000 PA USD 29869.26000000 0.000011526921 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HVE2 400007.96510000 PA USD 470401.37000000 0.000181533775 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298GRY8 26698.37000000 PA USD 31222.14000000 0.000012049014 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.00000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BR2 8728000.00000000 PA USD 8525248.56000000 0.003290000115 Long DBT CORP US N 2 2023-01-25 Fixed 3.20000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBT6 1200000.00000000 PA USD 1391076.00000000 0.000536833638 Long DBT CORP GB N 2 2059-06-19 Fixed 5.12500000 N N N N N N Fannie Mae Pool N/A 31400FSA6 29671.81200000 PA USD 34089.94000000 0.000013155734 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBF9 7060000.00000000 PA USD 6896631.60000000 0.002661496447 Long DBT CORP US N 2 2054-10-15 Fixed 4.95000000 N N N N N N COMM 2013-CCRE10 Mortgage Trust 549300YJIXJB9DCDOI21 12626BAD6 1120000.00000000 PA USD 1198444.80000000 0.000462494847 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.21000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBN0 30369000.00000000 PA USD 32240641.47000000 0.012442067045 Long DBT CORP US N 2 2025-08-15 Fixed 3.37500000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAE0 12200000.00000000 PA USD 12335664.00000000 0.004760487122 Long DBT CORP US N 2 2021-05-25 Fixed 3.55100000 N N N N N N Benchmark 2018-B3 Mortgage Trust N/A 08161BAV5 5000000.00000000 PA USD 5186750.00000000 0.002001631738 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 3.84800000 N N N N N N Fannie Mae Pool N/A 31416NBE1 73039.67000000 PA USD 77045.17000000 0.000029732695 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.00000000 N N N N N N Benchmark 2018-B3 Mortgage Trust N/A 08161BAY9 13150000.00000000 PA USD 14516285.00000000 0.005602016057 Long ABS-MBS CORP US N 2 2051-04-10 Fixed 4.02500000 N N N N N N Fannie Mae Pool N/A 31418DHH8 52868462.59000000 PA USD 55934833.42000000 0.021585952258 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RZU6 5909267.66100000 PA USD 6301288.48000000 0.002431746087 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36223E6S8 838.32000000 PA USD 900.86000000 0.000000347653 Long ABS-MBS USGA US N 2 2021-08-15 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KC3J4 21164.77030000 PA USD 24982.89000000 0.000009641209 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Raytheon Co YR6K3WJN0KKLUPZSNL57 755111BZ3 2900000.00000000 PA USD 3253771.00000000 0.001255670950 Long DBT CORP US N 2 2044-12-15 Fixed 4.20000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JMJN8 1104.65380000 PA USD 1188.13000000 0.000000458514 Long ABS-MBS USGSE US N 2 2035-04-01 Floating 4.76500000 N N N N N N Colombia Government International Bond N/A 195325CU7 49789000.00000000 PA USD 51033725.00000000 0.019694553180 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C21 N/A 46642EAY2 1375000.00000000 PA USD 1447998.75000000 0.000558800839 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.77480000 N N N N N N Ginnie Mae II Pool N/A 36179RQ28 91028464.92000000 PA USD 97982129.36000000 0.037812529997 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.50000000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551PAD1 5450000.00000000 PA USD 5750240.50000000 0.002219089775 Long DBT CORP US N 2 2046-05-01 Fixed 4.97300000 N N N N N N Fannie Mae Pool N/A 3138WFZ66 221257.34000000 PA USD 234548.27000000 0.000090515112 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31406YZD5 5059.19980000 PA USD 5937.27000000 0.000002291266 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LFU4 14543.86720000 PA USD 16047.27000000 0.000006192842 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31409CW76 7529.65610000 PA USD 7909.53000000 0.000003052386 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 N/A 61690KAE2 3011000.00000000 PA USD 3016299.36000000 0.001164027672 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 2.91800000 N N N N N N Fannie Mae Pool N/A 31417G4Z6 39018376.45000000 PA USD 41593589.30000000 0.016051486667 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044BV2 4085000.00000000 PA USD 5497838.10000000 0.002121684529 Long DBT CORP US N 2 2029-09-15 Fixed 8.00000000 N N N N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 740189AM7 15667000.00000000 PA USD 16700708.66000000 0.006445012486 Long DBT CORP US N 2 2025-06-15 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36291XX46 19652.13610000 PA USD 21416.50000000 0.000008264895 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.50000000 N N N N N N Union Pacific Railroad Co 2007-3 Pass Through Trust N/A 90783XAA9 603463.29520000 PA USD 698285.48000000 0.000269477105 Long DBT CORP US N 2 2031-01-02 Fixed 6.17600000 N N N N N N Banc of America Commercial Mortgage Trust 2015-UBS7 N/A 06054AAX7 4100000.00000000 PA USD 4344483.00000000 0.001676590362 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.70500000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AW8 24125000.00000000 PA USD 24339712.50000000 0.009392999672 Long DBT NUSS JP N 2 2021-07-21 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36201CND2 15141.63110000 PA USD 17558.54000000 0.000006776060 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BV7 2569000.00000000 PA USD 3186125.18000000 0.001229565582 Long DBT CORP US N 2 2040-05-01 Fixed 8.12500000 N N N N N N Ginnie Mae I Pool N/A 36210XCW5 2330.06000000 PA USD 2594.89000000 0.000001001400 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QZR0 8038.24000000 PA USD 9369.21000000 0.000003615695 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132L5AV5 11119724.68000000 PA USD 11809814.79000000 0.004557555330 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297PHC8 39526.59660000 PA USD 42257.49000000 0.000016307694 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483BE1 11000000.00000000 PA USD 12169300.00000000 0.004696285172 Long DBT CORP US N 2 2042-03-26 Fixed 4.53500000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BG3 11815000.00000000 PA USD 11975802.15000000 0.004621611930 Long DBT CORP US N 2 2023-01-15 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 31416CCW4 2147905.33000000 PA USD 2397642.28000000 0.000925280163 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31401MFA4 99934.92900000 PA USD 118613.77000000 0.000045774538 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 6.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TBJ3 4651000.00000000 PA USD 4652627.85000000 0.001795507316 Long DBT CORP US N 2 2021-05-17 Fixed 2.75000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BC1 15564000.00000000 PA USD 16630600.92000000 0.006417957032 Long DBT CORP US N 2 2028-05-15 Fixed 3.75000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AZ8 3020000.00000000 PA USD 2310300.00000000 0.000891573684 Long DBT CORP US N 2 2022-04-15 Fixed 3.25000000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 269246BP8 1119000.00000000 PA USD 1081222.56000000 0.000417257317 Long DBT CORP US N 2 2022-08-24 Fixed 2.95000000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BP8 24600000.00000000 PA USD 26625810.00000000 0.010275233309 Long DBT CORP DE N 2 2025-06-10 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128CUFW1 159.12090000 PA USD 160.45000000 0.000000061919 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KFJ4 608.01750000 PA USD 694.06000000 0.000000267846 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 7.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C28 N/A 46644FAD3 6775000.00000000 PA USD 7009482.75000000 0.002705047119 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.22740000 N N N N N N Fannie Mae Pool N/A 31371EY74 2886.82000000 PA USD 3164.59000000 0.000001221254 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 6.50000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BC6 2253000.00000000 PA USD 3285211.95000000 0.001267804406 Long DBT CORP US N 2 2037-08-01 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 31409FMQ8 2333.27000000 PA USD 2389.53000000 0.000000922149 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294UAQ6 2076820.49000000 PA USD 2158584.91000000 0.000833024932 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 78572XAF8 1300000.00000000 PA USD 1380860.00000000 0.000532891155 Long DBT CORP US N 2 2024-06-01 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31418UEL4 4079080.08000000 PA USD 4616335.72000000 0.001781501729 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410CTF9 2418.30610000 PA USD 2472.98000000 0.000000954353 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Iraq Government AID Bond N/A 462652AD0 10900000.00000000 PA USD 11209342.00000000 0.004325825366 Long DBT NUSS IQ N 2 2022-01-18 Fixed 2.14900000 N N N N N N Freddie Mac Gold Pool N/A 3128M7NZ5 2092984.56000000 PA USD 2279783.43000000 0.000879796957 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371J3X0 49494.86000000 PA USD 54766.56000000 0.000021135100 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 8.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SQV2 55124421.52960000 PA USD 59618715.62000000 0.023007608504 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.00000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VAY3 8169000.00000000 PA USD 8520838.83000000 0.003288298345 Long DBT CORP US N 2 2023-11-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3140HAXU9 2531184.14000000 PA USD 2697128.57000000 0.001040855670 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAF1 14454000.00000000 PA USD 20410348.86000000 0.007876609066 Long DBT CORP CA N 2 2037-05-15 Fixed 5.95000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AY5 52171000.00000000 PA USD 52349424.82000000 0.020202298207 Long DBT CORP GB N 2 2021-05-25 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31373QFL5 1941.96000000 PA USD 2115.45000000 0.000000816378 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 9.50000000 N N N N N N Fannie Mae Pool N/A 31410KHU1 61471.92880000 PA USD 70672.43000000 0.000027273375 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Evergy Metro Inc 1128SIJQ26096WL7IO82 485134BR0 5788000.00000000 PA USD 6429947.08000000 0.002481397050 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAM6 15533000.00000000 PA USD 14154446.25000000 0.005462377955 Long DBT CORP US N 2 2024-03-04 Fixed 4.30000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZU0 16150000.00000000 PA USD 15052930.50000000 0.005809114272 Long DBT CORP US N 2 2022-11-01 Fixed 3.35000000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CQ2 4375000.00000000 PA USD 4985356.25000000 0.001923911370 Long DBT CORP US N 2 2048-06-15 Fixed 4.10000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAJ1 8306000.00000000 PA USD 9272652.28000000 0.003578432565 Long DBT CORP US N 2 2047-09-15 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 312928C28 548419.03000000 PA USD 629963.46000000 0.000243110783 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.50000000 N N N N N N Willis-Knighton Medical Center N/A 97068LAA6 3250000.00000000 PA USD 4543532.50000000 0.001753406055 Long DBT CORP US N 2 2048-09-01 Fixed 4.81300000 N N N N N N Freddie Mac Gold Pool N/A 31287NGT9 6192.41400000 PA USD 7503.97000000 0.000002895875 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAN4 16080000.00000000 PA USD 16424112.00000000 0.006338270373 Long DBT CORP US N 2 2025-03-03 Fixed 2.00000000 N N N N N N PPL Electric Utilities Corp N/A 69351UAM5 5467000.00000000 PA USD 7533088.64000000 0.002907113185 Long DBT CORP US N 2 2039-05-15 Fixed 6.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6NC8 1543700.78000000 PA USD 1745107.42000000 0.000673458793 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371LBP3 108614.31000000 PA USD 114242.70000000 0.000044087687 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138EJ5Q7 4478791.90000000 PA USD 4741114.74000000 0.001829655514 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283Z1 78661000.00000000 PA USD 87584303.84000000 0.033799878996 Long DBT UST US N 2 2025-02-28 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36210MRW3 4890.72000000 PA USD 5062.34000000 0.000001953620 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31288JN36 249557.81410000 PA USD 283894.47000000 0.000109558429 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0W66 29170000.00000000 PA USD 30475065.80000000 0.011760709297 Long DBT USGSE US N 2 2024-10-15 Fixed 1.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286B1 697211000.00000000 PA USD 814209977.90000000 0.314213820564 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128MMFU2 1611.07640000 PA USD 1730.04000000 0.000000667644 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 6.00000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29444GAJ6 4250000.00000000 PA USD 5513227.50000000 0.002127623492 Long DBT CORP US N 2 2028-04-01 Fixed 7.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QTBD5 75507.73500000 PA USD 80772.13000000 0.000031170975 Long ABS-MBS USGSE US N 2 2038-03-01 Floating 4.08500000 N N N N N N Ginnie Mae II Pool N/A 36202FN36 2100623.14000000 PA USD 2231029.82000000 0.000860982329 Long ABS-MBS USGA US N 2 2026-01-20 Fixed 3.50000000 N N N N N N State of California N/A 13063DGA0 10000000.00000000 PA USD 10143400.00000000 0.003914465007 Long DBT MUN US N 2 2021-04-01 Fixed 2.80000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-1 N/A 43814UAD1 3575000.00000000 PA USD 3453914.75000000 0.001332908928 Long ABS-CBDO CORP US N 2 2024-05-15 Fixed 2.83000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAC7 4020000.00000000 PA USD 3497400.00000000 0.001349690431 Long DBT CORP US N 2 2023-09-15 Fixed 4.20000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBK7 30500000.00000000 PA USD 32190615.00000000 0.012422761204 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31374CRH1 1518111.41000000 PA USD 1633487.88000000 0.000630383416 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.50000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LBA7 3475000.00000000 PA USD 3673457.25000000 0.001417633127 Long DBT CORP US N 2 2029-06-30 Fixed 4.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQK9 4425425.47000000 PA USD 4809508.15000000 0.001856049387 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Central Puget Sound Regional Transit Authority N/A 15504RET2 1410000.00000000 PA USD 1614873.00000000 0.000623199701 Long DBT MUN US N 2 2039-11-01 Fixed 5.49100000 N N N N N N Fannie Mae Pool N/A 31371L6G9 482033.01170000 PA USD 551089.06000000 0.000212672165 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371NH40 585676.49430000 PA USD 653052.72000000 0.000252021217 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31409EHQ7 1968.87760000 PA USD 2016.56000000 0.000000778215 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EHH21 1338275.55000000 PA USD 1412549.84000000 0.000545120661 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.50000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AE1 28803000.00000000 PA USD 44800762.26000000 0.017289174851 Long DBT CORP GB N 2 2030-12-15 Fixed 9.62500000 N N N N N N Freddie Mac Gold Pool N/A 31335GFA8 2059.91000000 PA USD 2284.83000000 0.000000881744 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 7.50000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EAU0 5645000.00000000 PA USD 8395131.10000000 0.003239786159 Long DBT CORP US N 2 2038-01-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36224PRZ3 303.80000000 PA USD 330.43000000 0.000000127517 Long ABS-MBS USGA US N 2 2022-09-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31410GRK1 1482796.46580000 PA USD 1737155.37000000 0.000670389998 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JAT4 460000.00000000 PA USD 652155.80000000 0.000251675085 Long DBT CORP MX N 2 2032-03-11 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LBY1 1008296.27000000 PA USD 1142066.94000000 0.000440737925 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129366F9 3327297.14000000 PA USD 3717855.28000000 0.001434766882 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Walgreen Co E1OI0SEUGJMPPTKRDD35 931422AH2 13512000.00000000 PA USD 13534835.28000000 0.005223262327 Long DBT CORP US N 2 2022-09-15 Fixed 3.10000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CC0 9725000.00000000 PA USD 10527312.50000000 0.004062621646 Long DBT CORP N/A N 2 2023-10-04 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335HL68 50.87000000 PA USD 51.21000000 0.000000019762 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 8.00000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBF2 13175000.00000000 PA USD 14767198.75000000 0.005698846813 Long DBT CORP US N 2 2046-04-15 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 312943ZX4 620766.59000000 PA USD 682563.90000000 0.000263409951 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407HRF5 52216.75000000 PA USD 61371.39000000 0.000023683987 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AR7 3429000.00000000 PA USD 3563313.93000000 0.001375127441 Long DBT CORP US N 2 2024-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207GQJ1 1064.05000000 PA USD 1148.09000000 0.000000443062 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FVG8 28971008.18000000 PA USD 32680166.36000000 0.012611685200 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2A6 16070000.00000000 PA USD 16030307.10000000 0.006186296134 Long DBT CORP US N 2 2020-09-04 Fixed 1.85000000 N N N N N N Freddie Mac Gold Pool N/A 31292GSW7 2089.45000000 PA USD 2463.06000000 0.000000950525 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 8.00000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPF4 17743000.00000000 PA USD 17810245.97000000 0.006873196820 Long DBT CORP US N 2 2023-01-09 Fixed 1.95000000 N N N N N N Ginnie Mae I Pool N/A 36211DCV0 26199.73000000 PA USD 27962.71000000 0.000010791159 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457BU1 21775000.00000000 PA USD 27022775.00000000 0.010428427071 Long DBT CORP US N 2 2059-03-15 Fixed 4.15000000 N N N N N N Ginnie Mae I Pool N/A 36213LLA6 5344.47900000 PA USD 5799.24000000 0.000002237999 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KKV8 57418.94140000 PA USD 66526.73000000 0.000025673497 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 293791AP4 1760000.00000000 PA USD 2040315.20000000 0.000787383170 Long DBT CORP US N 2 2034-10-15 Fixed 6.65000000 N N N N N N Ginnie Mae I Pool N/A 36206AWE9 22609.59000000 PA USD 24370.88000000 0.000009405027 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N Princeton University N/A 89837LAB1 9315000.00000000 PA USD 12595277.25000000 0.004860675124 Long DBT CORP US N 2 2039-03-01 Fixed 5.70000000 N N N N N N Fannie Mae Pool N/A 31407H5K8 2419.65930000 PA USD 2473.91000000 0.000000954712 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36206FKR2 5597.08000000 PA USD 5965.65000000 0.000002302218 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 8.00000000 N N N N N N Philippine Government International Bond N/A 718286AP2 19600000.00000000 PA USD 26068000.00000000 0.010059967449 Long DBT NUSS PH N 2 2025-03-16 Fixed 10.62500000 N N N N N N Fannie Mae Pool N/A 31412B7E6 218086.01040000 PA USD 237768.27000000 0.000091757751 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 4.66800000 N N N N N N Fannie Mae Pool N/A 31408JSU6 31461.74790000 PA USD 32844.18000000 0.000012674980 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211NPH5 5037.82000000 PA USD 6279.34000000 0.000002423275 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ELW7 704592.91480000 PA USD 819934.77000000 0.000316423089 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EGN26 27.33000000 PA USD 27.68000000 0.000000010682 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.50000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HP1 11550000.00000000 PA USD 12869587.50000000 0.004966534883 Long DBT CORP US N 2 2049-03-15 Fixed 4.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAK4 5380000.00000000 PA USD 5385649.00000000 0.002078389352 Long DBT CORP US N 2 2021-05-01 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36230KL58 2213189.35000000 PA USD 2350207.90000000 0.000906974642 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.00000000 N N N N N N TJX COMPANIES INC V167QI9I69W364E2DY52 872540AU3 3650000.00000000 PA USD 3965360.00000000 0.001530282051 Long DBT CORP US N 2 2050-04-15 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGF0 28815000.00000000 PA USD 30310498.50000000 0.011697200716 Long DBT CORP US N 2 2028-01-20 Variable 3.82400000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4R8 177362529.52000000 PA USD 189334500.30000000 0.073066553246 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CD0 28305000.00000000 PA USD 34116016.50000000 0.013165797739 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJV23 86034479.64000000 PA USD 92424260.44000000 0.035667678822 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417AXA2 7552854.04000000 PA USD 7858820.16000000 0.003032817055 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31402DF70 3572919.53120000 PA USD 4187676.07000000 0.001616076605 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283G5H6 1158.24000000 PA USD 1290.42000000 0.000000497989 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31417DAW3 7307922.57000000 PA USD 7884956.14000000 0.003042903257 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31385SL97 3868.33000000 PA USD 4026.27000000 0.000001553787 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.00000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DG9 2675000.00000000 PA USD 2677835.50000000 0.001033410233 Long DBT CORP US N 2 2021-03-01 Fixed 3.30000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHV5 32000000.00000000 PA USD 33335360.00000000 0.012864532626 Long DBT CORP US N 2 2024-02-05 Fixed 3.37500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BXHB1 10000000.00000000 PA USD 11193600.00000000 0.004319750331 Long ABS-MBS USGSE US N 2 2029-03-25 Variable 3.29400000 N N N N N N Freddie Mac Gold Pool N/A 31296XTQ8 246339.57810000 PA USD 275927.42000000 0.000106483844 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EM1 19500000.00000000 PA USD 20988240.00000000 0.008099624490 Long DBT CORP US N 2 2026-07-08 Fixed 3.05000000 N N N N N N Ginnie Mae I Pool N/A 36211CZG0 31787.03000000 PA USD 34081.42000000 0.000013152446 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GES9 9878000.00000000 PA USD 10984237.22000000 0.004238954614 Long DBT CORP US N 2 2027-01-15 Fixed 5.95000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBK0 13500000.00000000 PA USD 14504130.00000000 0.005597325290 Long DBT CORP N/A N 2 2023-07-19 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 3138EPK52 17172917.03000000 PA USD 18109699.65000000 0.006988759743 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Hungary Government International Bond N/A 445545AL0 21168000.00000000 PA USD 23246274.24000000 0.008971028163 Long DBT NUSS HU N 2 2024-03-25 Fixed 5.37500000 N N N N N N Freddie Mac Gold Pool N/A 3132WH5N1 25283946.37000000 PA USD 27057109.53000000 0.010441677195 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Morgan Stanley Capital I Trust 2016-UB11 N/A 61767FBA8 11700000.00000000 PA USD 11998701.00000000 0.004630448883 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.78200000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828WR7 344450000.00000000 PA USD 352468796.00000000 0.136022119633 Long DBT UST US N 2 2021-06-30 Fixed 2.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128KFBZ2 224449.53240000 PA USD 264219.75000000 0.000101965708 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAM1 16325000.00000000 PA USD 15488833.50000000 0.005977334695 Long DBT CORP CA N 2 2034-03-01 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 3138E2JY2 14100919.34000000 PA USD 15362528.59000000 0.005928592049 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128FFF35 3572.68000000 PA USD 3682.79000000 0.000001421234 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31371KUA7 528955.20000000 PA USD 603553.75000000 0.000232918945 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 5.50000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BS1 10830000.00000000 PA USD 11635535.40000000 0.004490298733 Long DBT CORP US N 2 2048-11-15 Fixed 4.40000000 N N N N N N Ginnie Mae I Pool N/A 36225AQE3 2934.65000000 PA USD 3432.19000000 0.000001324525 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31413MPV3 556197.26320000 PA USD 588178.61000000 0.000226985486 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 3.99000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LDK8 155087.50000000 PA USD 167083.52000000 0.000064479621 Long ABS-MBS USGSE US N 2 2039-12-01 Floating 3.98600000 N N N N N N Ginnie Mae I Pool N/A 36202WGV5 54149.52110000 PA USD 60236.47000000 0.000023246007 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AJ0 4850000.00000000 PA USD 4724142.50000000 0.001823105714 Long DBT CORP US N 2 2029-08-15 Fixed 3.95000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFK5 9455000.00000000 PA USD 9577158.60000000 0.003695945364 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBV6 39000000.00000000 PA USD 39330330.00000000 0.015178066578 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BB1 26459000.00000000 PA USD 27954991.86000000 0.010788181224 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BT4 10439000.00000000 PA USD 13519862.07000000 0.005217483978 Long DBT CORP US Y 2 2044-05-15 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 3138WFX84 1968072.42000000 PA USD 2098476.90000000 0.000809828498 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312972VP4 2788.57010000 PA USD 2798.75000000 0.000001080072 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 4.50000000 N N N N N N Mexico Government International Bond N/A 91087BAG5 28925000.00000000 PA USD 28029771.25000000 0.010817039526 Long DBT NUSS MX N 2 2050-01-31 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335H5P4 250475.00690000 PA USD 265265.56000000 0.000102369299 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31409WWQ0 10280.98560000 PA USD 10998.29000000 0.000004244377 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209G6M4 45360.13000000 PA USD 52683.52000000 0.000020331229 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJUC4 101421.08100000 PA USD 111399.90000000 0.000042990615 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAQ3 442535.48490000 PA USD 499719.92000000 0.000192848171 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.00000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QEK2 4613000.00000000 PA USD 5270260.24000000 0.002033859385 Long DBT CORP US N 2 2047-08-01 Fixed 3.70000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109BG5 6000000.00000000 PA USD 6818520.00000000 0.002631352203 Long DBT CORP CA N 2 2048-02-15 Fixed 4.30000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BA2 405000.00000000 PA USD 545004.45000000 0.000210324038 Long DBT CORP US N 2 2031-03-03 Fixed 7.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128K0JN4 307464.74800000 PA USD 351964.12000000 0.000135827358 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828X70 300822000.00000000 PA USD 320423561.50000000 0.123655462584 Long DBT UST US N 2 2024-04-30 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 312941H42 141545.58000000 PA USD 153676.04000000 0.000059305507 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.50000000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507VAM1 3257000.00000000 PA USD 3364676.42000000 0.001298470740 Long DBT CORP US N 2 2027-06-15 Fixed 3.40000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EB5 10573000.00000000 PA USD 12529322.19000000 0.004835222241 Long DBT CORP US N 2 2038-06-28 Fixed 3.95000000 N N N N N N Mexico Government International Bond N/A 91086QBC1 22606000.00000000 PA USD 23058120.00000000 0.008898417087 Long DBT NUSS MX N 2 2023-10-02 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5A58 407979.20000000 PA USD 458287.12000000 0.000176858735 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XBA7 12250000.00000000 PA USD 11656855.00000000 0.004498526233 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N Ginnie Mae I Pool N/A 36200KW86 18564.12040000 PA USD 21507.46000000 0.000008299997 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132L9MA0 1811631.53000000 PA USD 1946398.80000000 0.000751139656 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC25 N/A 17322YAD2 8525000.00000000 PA USD 8700870.75000000 0.003357774916 Long ABS-MBS CORP US N 2 2047-10-10 Fixed 3.63500000 N N N N N N Freddie Mac Gold Pool N/A 31297ECC8 214994.41800000 PA USD 243672.52000000 0.000094036275 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Indonesia Government International Bond N/A 455780CC8 4750000.00000000 PA USD 4684687.50000000 0.001807879536 Long DBT NUSS ID N 2 2023-01-11 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 3138W27H2 929153.43000000 PA USD 1001023.45000000 0.000386307477 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KVRA5 1272681.47000000 PA USD 1501165.97000000 0.000579318735 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GML8 1501.39000000 PA USD 1672.29000000 0.000000645357 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 8.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BL4 6500000.00000000 PA USD 5086250.00000000 0.001962847531 Long DBT CORP US N 2 2030-03-01 Fixed 2.92000000 N N N N N N Ginnie Mae I Pool N/A 3620ARHA2 119625.47000000 PA USD 127197.76000000 0.000049087207 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAV5 6395000.00000000 PA USD 6247147.60000000 0.002410852443 Long DBT CORP US N 2 2042-02-15 Fixed 5.70000000 N N N N N N Ginnie Mae I Pool N/A 36292LB37 965.08770000 PA USD 984.78000000 0.000000380038 Long ABS-MBS USGA US N 2 2021-04-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JUT3 7276.07000000 PA USD 7666.29000000 0.000002958517 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCE3 8855000.00000000 PA USD 9029620.60000000 0.003484643598 Long DBT CORP US N 2 2050-02-25 Fixed 4.35000000 N N N N N N Ginnie Mae I Pool N/A 36291D5M1 81144.41450000 PA USD 92118.39000000 0.000035549639 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9BZ4 2309110.26000000 PA USD 2509217.76000000 0.000968338537 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAD9 7425000.00000000 PA USD 7593770.25000000 0.002930530977 Long DBT CORP US N 2 2023-06-15 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31416WFG2 994805.52000000 PA USD 1053727.85000000 0.000406646765 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201GVC6 11278.47850000 PA USD 12967.77000000 0.000005004424 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJC24 138577.52710000 PA USD 163795.87000000 0.000063210876 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3133XFKF2 19450000.00000000 PA USD 20664069.00000000 0.007974522844 Long DBT USGSE US N 2 2021-06-11 Fixed 5.62500000 N N N N N N Brown-Forman Corp 549300873K3LXF7ARU34 115637AS9 4810000.00000000 PA USD 5138042.00000000 0.001982834712 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CFM1 762882.69000000 PA USD 809868.63000000 0.000312538440 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.00000000 N N N N N N Citrix Systems Inc HCTKJGUQOPZ5NBK7NP58 177376AF7 4000000.00000000 PA USD 3712120.00000000 0.001432553566 Long DBT CORP US N 2 2030-03-01 Fixed 3.30000000 N N N N N N Asian Infrastructure Investment Bank/The 25490065OSV2524LCR32 04522KAA4 16010000.00000000 PA USD 17034319.80000000 0.006573757200 Long DBT CORP N/A N 2 2024-05-16 Fixed 2.25000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AJ0 16875000.00000000 PA USD 17392893.75000000 0.006712135375 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_16-C N/A 89237WAE7 1054580.50000000 PA USD 1053040.81000000 0.000406381627 Long ABS-CBDO CORP US N 2 2021-11-15 Fixed 1.32000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMU3 7650000.00000000 PA USD 7761001.50000000 0.002995067610 Long DBT CORP SE N 2 2021-04-09 Fixed 2.37500000 N N N N N N San Diego County Regional Transportation Commission W4FR340A6EQ2SSI17B56 797400FN3 2225000.00000000 PA USD 3146328.00000000 0.001214207352 Long DBT MUN US N 2 2048-04-01 Fixed 5.91100000 N N N N N N Ginnie Mae II Pool N/A 36202FAW6 2530705.91000000 PA USD 2744803.63000000 0.001059254072 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410KB94 904845.75000000 PA USD 1055285.40000000 0.000407247843 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292LCP7 60475.78380000 PA USD 68709.56000000 0.000026515879 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132HQR95 6057520.88000000 PA USD 6567140.11000000 0.002534341558 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AA9 9921000.00000000 PA USD 15692640.96000000 0.006055986544 Long DBT CORP US N 2 2111-07-01 Fixed 5.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUT5 1275824.86000000 PA USD 1388390.89000000 0.000535797420 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140QCCC8 40045894.09000000 PA USD 42304882.98000000 0.016325983800 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417CR56 4486098.36000000 PA USD 4693625.27000000 0.001811328733 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746SK8 89561000.00000000 PA USD 91006514.54000000 0.035120552936 Long DBT CORP US N 2 2023-01-24 Fixed 3.06900000 N N N N N N Ginnie Mae I Pool N/A 36212CJM4 16382.95000000 PA USD 20420.04000000 0.000007880348 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L0QB1 227631.91920000 PA USD 263534.03000000 0.000101701080 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BGW2 5108.76260000 PA USD 6062.06000000 0.000002339424 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMDB6 3330.91810000 PA USD 3380.18000000 0.000001304453 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201HYY3 15981.91000000 PA USD 16318.81000000 0.000006297633 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B4WA0 7930226.97000000 PA USD 8119124.98000000 0.003133271943 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 2.87100000 N N N N N N CENTERPOINT ENERGY TRANSITION BOND COMPANY CNP_12-1 N/A 15200WAC9 9483000.00000000 PA USD 9622494.93000000 0.003713441222 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 3.02820000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBU4 9759000.00000000 PA USD 10419977.07000000 0.004021199560 Long DBT CORP US N 2 2046-07-15 Fixed 3.40000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59023VAA8 22566000.00000000 PA USD 32354002.50000000 0.012485814485 Long DBT CORP US N 2 2038-05-14 Fixed 7.75000000 N N N N N N East Bay Municipal Utility District Water System Revenue N/A 271014TU6 4280000.00000000 PA USD 6022559.20000000 0.002324180969 Long DBT MUN US N 2 2040-06-01 Fixed 5.87400000 N N N N N N Freddie Mac Gold Pool N/A 3128M74G8 2527964.03000000 PA USD 2869896.44000000 0.001107528953 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C18 549300O5GNH0TNJ6B119 96221QAE3 5010000.00000000 PA USD 5348124.90000000 0.002063908332 Long ABS-MBS CORP US N 2 2046-12-15 Variable 4.16200000 N N N N N N Fannie Mae Pool N/A 31371KWC1 75068.03000000 PA USD 79487.28000000 0.000030675136 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138AP5N4 3990420.18000000 PA USD 4458616.18000000 0.001720635784 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.00000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_15-A8 N/A 14041NFB2 8200000.00000000 PA USD 8184830.00000000 0.003158628332 Long ABS-CBDO CORP US N 2 2023-08-15 Fixed 2.05000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216BW9 9900000.00000000 PA USD 10187199.00000000 0.003931367590 Long DBT CORP US N 2 2026-06-01 Fixed 2.55000000 N N N N N N Ginnie Mae I Pool N/A 36212UBE0 17185.32000000 PA USD 19435.91000000 0.000007500560 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GR24 693.13000000 PA USD 793.18000000 0.000000306098 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 8.00000000 N N N N N N Canada Government International Bond N/A 135087H64 35410000.00000000 PA USD 36943961.20000000 0.014257136992 Long DBT NUSS CA N 2 2022-11-15 Fixed 2.00000000 N N N N N N Fannie Mae-Aces N/A 3136B1XJ8 12018099.00000000 PA USD 13215702.57000000 0.005100105020 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.04550000 N N N N N N Fannie Mae Pool N/A 31402CU75 1567187.41250000 PA USD 1804036.45000000 0.000696200244 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AL7 100000.00000000 PA USD 103046.00000000 0.000039766741 Long DBT CORP US N 2 2021-06-01 Fixed 4.85000000 N N N N N N Ginnie Mae I Pool N/A 36292GNU5 127712.34200000 PA USD 139036.60000000 0.000053655964 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.50000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAL3 1500000.00000000 PA USD 1501575.00000000 0.000579476585 Long DBT CORP JP N 2 2022-09-11 Fixed 2.60100000 N N N N N N Jefferies Financial Group Inc 549300HOF34RGOJ5YL07 527288BE3 8700000.00000000 PA USD 8791002.00000000 0.003392557693 Long DBT CORP US N 2 2023-10-18 Fixed 5.50000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAH6 7441000.00000000 PA USD 7556930.78000000 0.002916314165 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 59562EAH8 10180000.00000000 PA USD 13246419.60000000 0.005111959106 Long DBT CORP US N 2 2036-10-15 Fixed 5.80000000 N N N N N N Interstate Power & Light Co EF9UQIIO4KY2BWOK3P26 461070AQ7 5200000.00000000 PA USD 5283252.00000000 0.002038873068 Long DBT CORP US N 2 2029-04-01 Fixed 3.60000000 N N N N N N Ginnie Mae I Pool N/A 36290TMP1 50026.39030000 PA USD 55267.15000000 0.000021328284 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N CGMS Commercial Mortgage Trust 2017-B1 N/A 17326CAZ7 13430000.00000000 PA USD 14260779.80000000 0.005503413402 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.45800000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBU3 32250000.00000000 PA USD 32787930.00000000 0.012653272538 Long DBT CORP GB N 2 2050-09-17 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36223REZ4 118.87000000 PA USD 128.54000000 0.000000049605 Long ABS-MBS USGA US N 2 2022-09-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31413SBB9 8109.77120000 PA USD 9503.03000000 0.000003667338 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTZ9 4047.82000000 PA USD 4449.49000000 0.000001717113 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36205BKZ4 1675.41000000 PA USD 1862.55000000 0.000000718781 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 7.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C43 549300RVQJTKIK3XGD11 95001LAU6 15825000.00000000 PA USD 17215859.25000000 0.006643815546 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.01200000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAC9 18525000.00000000 PA USD 18154500.00000000 0.007006048759 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AR3 4650000.00000000 PA USD 4414431.00000000 0.001703584170 Long DBT CORP US N 2 2046-10-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407LM53 10353.51970000 PA USD 12215.70000000 0.000004714191 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBF9 10100000.00000000 PA USD 10617827.00000000 0.004097552324 Long DBT CORP US N 2 2023-12-06 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMK28 3051.08000000 PA USD 3219.29000000 0.000001242364 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBMR5 110163.49240000 PA USD 115181.44000000 0.000044449959 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291PYT7 59572.74330000 PA USD 65410.87000000 0.000025242873 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31405RGC4 9240.74750000 PA USD 10391.59000000 0.000004010244 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213SYK5 3980.58000000 PA USD 4141.63000000 0.000001598306 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138M5EL9 269103.42000000 PA USD 290373.35000000 0.000112058709 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Peruvian Government International Bond N/A 715638BU5 1699000.00000000 PA USD 1879586.71000000 0.000725356035 Long DBT NUSS PE N 2 2027-08-25 Fixed 4.12500000 N N N N N N Ginnie Mae I Pool N/A 36292DAU6 13814.66490000 PA USD 15092.38000000 0.000005824338 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBS4 9939000.00000000 PA USD 9289188.18000000 0.003584813975 Long DBT CORP US N 2 2022-01-14 Fixed 3.45000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RN77 4825000.00000000 PA USD 4696269.00000000 0.001812348982 Long DBT CORP US N 2 2022-08-10 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 31390LRQ1 4212.20000000 PA USD 4346.48000000 0.000001677361 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAL9 6762000.00000000 PA USD 6882634.08000000 0.002656094629 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AJ3 9950000.00000000 PA USD 3980000.00000000 0.001535931810 Long DBT CORP US N 2 2048-03-01 Fixed 5.30000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QHTP5 118579.88110000 PA USD 124147.21000000 0.000047909962 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 3.50600000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAH7 9199000.00000000 PA USD 8348092.50000000 0.003221633374 Long DBT CORP US N 2 2021-11-15 Fixed 4.00000000 N N N N N N Benchmark 2018-B8 Mortgage Trust N/A 08162UBA7 3400000.00000000 PA USD 3639122.00000000 0.001404382724 Long ABS-MBS CORP US N 2 2052-01-15 Variable 4.53240000 N N N N N N ACE Capital Trust II N/A 00440FAA2 1529000.00000000 PA USD 2006812.50000000 0.000774454059 Long DBT CORP US N 2 2030-04-01 Fixed 9.70000000 N N N N N N Ginnie Mae II Pool N/A 36202FWC6 2078865.97000000 PA USD 2373503.64000000 0.000915964759 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKC72 56005.39490000 PA USD 63023.43000000 0.000024321530 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BC7 5150000.00000000 PA USD 5426812.50000000 0.002094274862 Long DBT CORP JP N 2 2028-09-11 Fixed 4.05000000 N N N N N N Freddie Mac Gold Pool N/A 312943ZW6 8442381.20000000 PA USD 9245589.35000000 0.003567988641 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.50000000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AJ4 21100000.00000000 PA USD 21647123.00000000 0.008353895686 Long DBT CORP GB N 2 2022-06-01 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 36206VPT8 5540.45000000 PA USD 6214.50000000 0.000002398253 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HSZ8 790078.80370000 PA USD 868683.74000000 0.000335235927 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BG5 5410000.00000000 PA USD 6147707.60000000 0.002372477303 Long DBT CORP US N 2 2049-08-10 Fixed 3.85000000 N N N N N N Sutter Health 549300MJCC12LU768G81 86944BAD5 3700000.00000000 PA USD 3906016.00000000 0.001507380459 Long DBT CORP US N 2 2028-08-15 Fixed 3.69500000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622AW4 6137000.00000000 PA USD 6332524.82000000 0.002443800581 Long DBT CORP JP N 2 2022-07-18 Fixed 3.20000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBH2 42900000.00000000 PA USD 43930458.00000000 0.016953313545 Long DBT CORP GB N 2 2024-01-16 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31298VD20 3186.20000000 PA USD 3599.83000000 0.000001389219 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCHV0 41936.11000000 PA USD 44526.50000000 0.000017183333 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206FX23 1126.87000000 PA USD 1207.29000000 0.000000465908 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31385JK31 171610.60330000 PA USD 203053.10000000 0.000078360732 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Oshkosh Corp 549300FEKNPCFSA2B506 688225AH4 1300000.00000000 PA USD 1189500.00000000 0.000459042936 Long DBT CORP US N 2 2030-03-01 Fixed 3.10000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAD5 2565000.00000000 PA USD 2567847.15000000 0.000990964352 Long DBT CORP US N 2 2022-06-15 Fixed 4.20000000 N N N N N N Ginnie Mae I Pool N/A 36241LHH2 1321416.73000000 PA USD 1468080.77000000 0.000566550742 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138X0Y36 11359124.93000000 PA USD 12210150.57000000 0.004712049918 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4KD4 622478.36000000 PA USD 708728.96000000 0.000273507375 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAB3 2850000.00000000 PA USD 3133176.00000000 0.001209131831 Long DBT CORP US N 2 2024-02-25 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 31292SAX8 10455607.78000000 PA USD 11265812.83000000 0.004347618166 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259NZH9 20105000.00000000 PA USD 28766032.95000000 0.011101172131 Long DBT MUN US N 2 2039-11-15 Fixed 7.33600000 N N N N N N Ginnie Mae II Pool N/A 36202FYA8 6349001.00000000 PA USD 6755844.98000000 0.002607165129 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138ERJ76 8618944.52000000 PA USD 9109793.41000000 0.003515583288 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297BV66 43231.71040000 PA USD 48879.50000000 0.000018863210 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAH5 17768000.00000000 PA USD 18467348.48000000 0.007126780903 Long DBT CORP US N 2 2027-09-15 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36213MZE1 4061.86000000 PA USD 4606.19000000 0.000001777586 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAQ1 7840000.00000000 PA USD 7855288.00000000 0.003031453950 Long DBT CORP US N 2 2026-12-06 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31374TRN1 2789.23000000 PA USD 3259.35000000 0.000001257823 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXF50 1092525.42000000 PA USD 1143939.67000000 0.000441460635 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WDMY4 16704.43000000 PA USD 18086.55000000 0.000006979826 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCP1 6831000.00000000 PA USD 7005327.12000000 0.002703443409 Long DBT CORP GB N 2 2024-02-10 Fixed 3.81400000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 336158AK6 13250000.00000000 PA USD 13050587.50000000 0.005036385048 Long DBT CORP US N 2 2022-06-06 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179N5Z7 1011802.24000000 PA USD 1153373.61000000 0.000445101310 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 5.50000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAF9 25694000.00000000 PA USD 23957599.48000000 0.009245537476 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQT3 14347899.55000000 PA USD 14899145.85000000 0.005749766850 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31379JMY9 844.17000000 PA USD 926.43000000 0.000000357520 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138WH4N9 3102649.19000000 PA USD 3240841.18000000 0.001250681171 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JFW0 41800.54000000 PA USD 50614.60000000 0.000019532807 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 7.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081ED1 12079000.00000000 PA USD 15000306.15000000 0.005788805876 Long DBT CORP US N 2 2046-12-15 Fixed 4.12500000 N N N N N N Ginnie Mae I Pool N/A 3620A2UY0 810353.86000000 PA USD 930124.16000000 0.000358946554 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 5.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BJ4 22192000.00000000 PA USD 28443486.40000000 0.010976697380 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N Fannie Mae Pool N/A 31416CCK0 750708.14000000 PA USD 861948.07000000 0.000332636547 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AW3 6100000.00000000 PA USD 5557161.00000000 0.002144577979 Long DBT CORP US N 2 2030-03-11 Fixed 2.70000000 N N N N N N Ginnie Mae II Pool N/A 36202FXE1 3439848.83000000 PA USD 3864326.18000000 0.001491291836 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140E4AA5 2486165.60000000 PA USD 2650550.87000000 0.001022880753 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PKSX3 57175.01230000 PA USD 60156.12000000 0.000023214999 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284P2 534918000.00000000 PA USD 549376833.50000000 0.212011395670 Long DBT UST US N 2 2021-05-15 Fixed 2.62500000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S5B45 286881.11000000 PA USD 296560.48000000 0.000114446400 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 3.92100000 N N N N N N Fannie Mae Pool N/A 31409AF87 2248.63400000 PA USD 2280.77000000 0.000000880177 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HD8 10190000.00000000 PA USD 10884244.70000000 0.004200366249 Long DBT CORP US N 2 2025-11-01 Fixed 3.35000000 N N N N N N UBS Commercial Mortgage Trust 2017-C7 N/A 90276WAS6 8225000.00000000 PA USD 8827892.50000000 0.003406794199 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.67900000 N N N N N N Fannie Mae Pool N/A 31371NMJ1 123598.73000000 PA USD 136216.92000000 0.000052567814 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 5.50000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644MAA9 13175000.00000000 PA USD 12859590.50000000 0.004962676915 Long DBT CORP US N 2 2023-02-03 Fixed 1.80000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CQ1 11290000.00000000 PA USD 11689327.30000000 0.004511057700 Long DBT CORP US N 2 2027-11-02 Fixed 3.20000000 N N N N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355LAC0 17301000.00000000 PA USD 17864147.55000000 0.006893998114 Long DBT CORP US N 2 2024-04-15 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128K4UD5 34346.81660000 PA USD 38879.22000000 0.000015003977 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.50000000 N N N N N N Wisconsin Electric Power Co AENKIFMULUAWOUU8Q584 976656CL0 1550000.00000000 PA USD 1549194.00000000 0.000597853353 Long DBT CORP US N 2 2024-12-15 Fixed 2.05000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAH3 6195000.00000000 PA USD 6190291.80000000 0.002388911079 Long DBT CORP US N 2 2021-05-10 Fixed 1.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7C95 292286.36000000 PA USD 331733.33000000 0.000128020043 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 313615DH6 6.17000000 PA USD 6.62000000 0.000000002554 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 9.50000000 N N N N N N Freddie Mac Gold Pool N/A 31307CUU0 7978273.77000000 PA USD 8284559.70000000 0.003197115272 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138A5ET5 315627.20000000 PA USD 333229.73000000 0.000128597523 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.00000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AL6 8859000.00000000 PA USD 9032636.40000000 0.003485807433 Long DBT CORP US N 2 2023-06-15 Fixed 3.62500000 N N N N N N GS Mortgage Securities Trust 2013-GCJ12 549300SSCQUZ3RRV2T53 36197XAK0 5682000.00000000 PA USD 5837629.98000000 0.002252814469 Long ABS-MBS CORP US N 2 2046-06-10 Fixed 3.13500000 N N N N N N Fannie Mae Pool N/A 31408BL48 5396.91800000 PA USD 5497.89000000 0.000002121704 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179R4G1 3620278.43000000 PA USD 3902153.31000000 0.001505889799 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KT40 2334096.89000000 PA USD 2556186.21000000 0.000986464249 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138EGCQ5 2.87000000 PA USD 2.90000000 0.000000001119 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7ZZ2 3046697.98000000 PA USD 3466746.23000000 0.001337860757 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EHT28 6704572.77000000 PA USD 7309191.14000000 0.002820708337 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AB4 7525000.00000000 PA USD 7543511.50000000 0.002911135497 Long DBT CORP CH Y 2 2023-01-09 Fixed 3.57400000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159TE6 21975000.00000000 PA USD 21778543.50000000 0.008404612501 Long DBT CORP CA N 2 2023-02-01 Fixed 1.95000000 N N N N N N Fannie Mae Pool N/A 31408AJ92 9828.11440000 PA USD 10031.16000000 0.000003871150 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212MMD8 4942.09000000 PA USD 6016.35000000 0.000002321784 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.50000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BA0 5750000.00000000 PA USD 5866092.50000000 0.002263798511 Long DBT CORP US N 2 2028-03-15 Fixed 3.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAL1 3708000.00000000 PA USD 4833155.52000000 0.001865175203 Long DBT CORP US N 2 2036-01-15 Fixed 5.85000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAN1 4450000.00000000 PA USD 4583144.00000000 0.001768692629 Long DBT CORP US N 2 2028-08-09 Variable 4.68200000 N N N N N N Fannie Mae Pool N/A 31419GCZ5 6484374.58280000 PA USD 6822923.78000000 0.002633051677 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212VVR7 19908.90000000 PA USD 22181.70000000 0.000008560195 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FDES7 2100000.00000000 PA USD 2396079.00000000 0.000924676873 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 3.42400000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBF2 15688000.00000000 PA USD 15037575.52000000 0.005803188593 Long DBT CORP US N 2 2021-03-01 Fixed 4.20000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764BC0 12875000.00000000 PA USD 13829166.25000000 0.005336848332 Long DBT CORP US N 2 2028-03-22 Fixed 3.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BB1 6675000.00000000 PA USD 8341146.75000000 0.003218952922 Long DBT CORP US N 2 2041-03-01 Fixed 5.37500000 N N N N N N Ginnie Mae I Pool N/A 36230UG45 1180092.49000000 PA USD 1266628.67000000 0.000488807856 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202UDC4 32133.46760000 PA USD 34870.92000000 0.000013457124 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31386FRZ0 3180.18000000 PA USD 3311.33000000 0.000001277883 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36212C6S5 25993.41000000 PA USD 30343.93000000 0.000011710102 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418CUJ1 10353316.45000000 PA USD 10887029.91000000 0.004201441096 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ENP0 207021.53580000 PA USD 241707.99000000 0.000093278138 Long ABS-MBS USGA US N 2 2037-06-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138X3XU1 13922443.65000000 PA USD 15188968.35000000 0.005861612980 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BJ1 5793000.00000000 PA USD 5898258.81000000 0.002276211893 Long DBT CORP US N 2 2023-06-01 Fixed 2.40000000 N N N N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 14042TCT2 26025000.00000000 PA USD 23925823.50000000 0.009233274727 Long DBT CORP US N 2 2026-01-28 Variable 2.28000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QL5 233132000.00000000 PA USD 362664801.80000000 0.139956885878 Long DBT UST US N 2 2040-11-15 Fixed 4.25000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAJ2 12156000.00000000 PA USD 12507916.20000000 0.004826961402 Long DBT CORP US N 2 2044-03-15 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust 2017-GS7 N/A 36254CAV2 13194000.00000000 PA USD 14101087.50000000 0.005441786145 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.43000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4WK5 127530.65740000 PA USD 139032.65000000 0.000053654439 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179Q6P1 81268203.85770000 PA USD 87470593.18000000 0.033755996630 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31390SNF4 7441.50000000 PA USD 8840.20000000 0.000003411543 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L1HK9 20975.43400000 PA USD 23323.63000000 0.000009000880 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132HPR22 20687621.31000000 PA USD 22093552.05000000 0.008526178243 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285T3 360095000.00000000 PA USD 403868148.20000000 0.155857772926 Long DBT UST US N 2 2025-12-31 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31413UJP5 494010.71000000 PA USD 578605.10000000 0.000223290949 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-1 N/A 36259KAD9 1460000.00000000 PA USD 1439647.60000000 0.000555578026 Long ABS-CBDO CORP US N 2 2022-12-20 Fixed 1.67000000 N N N N N N PPL Electric Utilities Corp N/A 69351UAS2 3100000.00000000 PA USD 3432940.00000000 0.001324814510 Long DBT CORP US N 2 2044-06-15 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 31296QCM0 116641.60660000 PA USD 134185.67000000 0.000051783929 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N American Express Credit Corp 9ET6B8VCXWW51H8Z3M54 0258M0EB1 25164000.00000000 PA USD 25163748.36000000 0.009711005424 Long DBT CORP US N 2 2021-05-05 Fixed 2.25000000 N N N N N N Korea International Bond N/A 50064FAN4 7513000.00000000 PA USD 10044580.48000000 0.003876329318 Long DBT NUSS KR N 2 2048-09-20 Fixed 3.87500000 N N N N N N Texas Transportation Commission State Highway Fund N/A 88283LHU3 5035000.00000000 PA USD 6060981.95000000 0.002339008789 Long DBT MUN US N 2 2030-04-01 Fixed 5.17800000 N N N N N N Fannie Mae Pool N/A 3138M6NL7 6276165.96000000 PA USD 6652108.30000000 0.002567131846 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 71429MAA3 4626000.00000000 PA USD 4532554.80000000 0.001749169623 Long DBT CORP IE N 2 2021-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FXD3 4995874.61290000 PA USD 5459341.90000000 0.002106828364 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31405QND6 9470.50900000 PA USD 10088.27000000 0.000003893189 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 7.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XZU5 9265000.00000000 PA USD 9428619.90000000 0.003638622421 Long DBT CORP CA N 2 2024-07-16 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 31407EBA0 116356.41310000 PA USD 132560.21000000 0.000051156644 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJFQ8 106547.79000000 PA USD 125531.41000000 0.000048444142 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FG6X8 10500000.00000000 PA USD 12287205.00000000 0.004741786187 Long ABS-MBS USGSE US N 2 2028-05-25 Variable 3.85000000 N N N N N N Fannie Mae Pool N/A 3138WKK46 3830845.17000000 PA USD 4141028.70000000 0.001598074801 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VBE9 38446430.95000000 PA USD 40171137.84000000 0.015502544846 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 2.50000000 N N N N N N Colombia Government International Bond N/A 195325BB0 5750000.00000000 PA USD 7732830.00000000 0.002984195875 Long DBT NUSS CO N 2 2033-01-28 Fixed 10.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128LXSM3 255829.08950000 PA USD 296009.61000000 0.000114233813 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 7.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CJ1 11819000.00000000 PA USD 12517975.66000000 0.004830843473 Long DBT CORP US N 2 2025-01-15 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31409GMT0 25421.24770000 PA USD 30020.21000000 0.000011585174 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BJ8 9650000.00000000 PA USD 9784521.00000000 0.003775969110 Long DBT CORP US Y 2 2047-10-15 Fixed 3.87500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHH5 15930000.00000000 PA USD 16085636.10000000 0.006207648287 Long DBT CORP US N 2 2022-05-17 Variable 3.49900000 N N N N N N Ginnie Mae II Pool N/A 36202EXT1 1436574.20920000 PA USD 1639950.02000000 0.000632877237 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31415RZ80 71895.21000000 PA USD 86620.07000000 0.000033427769 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HMB7 17294.55460000 PA USD 20123.25000000 0.000007765814 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3140HL2Z8 3832484.79000000 PA USD 4116970.14000000 0.001588790302 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMMM2 535619.57000000 PA USD 563723.53000000 0.000217547965 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5X1 12200000.00000000 PA USD 12200610.00000000 0.004708368093 Long DBT CORP US N 2 2022-05-27 Variable 2.89700000 N N N N N N Freddie Mac Gold Pool N/A 3132WNEP3 7387767.76000000 PA USD 7975390.81000000 0.003077803128 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31403SCN4 94658.62160000 PA USD 109089.33000000 0.000042098937 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAE0 5725000.00000000 PA USD 5667521.00000000 0.002187167284 Long DBT CORP JP N 2 2021-07-14 Fixed 2.05800000 N N N N N N Freddie Mac Gold Pool N/A 31297B3N0 105698.75510000 PA USD 124986.66000000 0.000048233916 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295N6L6 103.83000000 PA USD 108.12000000 0.000000041724 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AH7 3350000.00000000 PA USD 3387453.00000000 0.001307260507 Long DBT CORP JP N 2 2023-09-13 Fixed 2.52700000 N N N N N N Omnicom Group Inc / Omnicom Capital Inc N/A 68217FAA0 15526000.00000000 PA USD 15474453.68000000 0.005971785342 Long DBT CORP US N 2 2026-04-15 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128K14Q1 89137.63290000 PA USD 102045.65000000 0.000039380693 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31384XU89 5898.10000000 PA USD 6843.27000000 0.000002640903 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Enel Chile SA 549300YM5CWCAUVOPB53 29278DAA3 10670000.00000000 PA USD 10391406.30000000 0.004010173742 Long DBT CORP CL N 2 2028-06-12 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31378CH70 1821.94000000 PA USD 1893.07000000 0.000000730559 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KBB3 77825.04800000 PA USD 86305.64000000 0.000033306426 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389BB8 9500000.00000000 PA USD 10533695.00000000 0.004065084732 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AN7 9869000.00000000 PA USD 10169511.05000000 0.003924541588 Long DBT CORP US N 2 2027-08-15 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31384VRQ7 23627.81120000 PA USD 27409.91000000 0.000010577827 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.00000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AR6 6100000.00000000 PA USD 6422934.00000000 0.002478690615 Long DBT CORP US N 2 2026-02-13 Fixed 3.62500000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C38 N/A 95001MAG5 3243000.00000000 PA USD 3448865.64000000 0.001330960414 Long ABS-MBS CORP US N 2 2050-07-15 Variable 3.66500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EQ7 208228000.00000000 PA USD 248636725.70000000 0.095952024214 Long DBT UST US N 2 2023-08-15 Fixed 6.25000000 N N N N N N Fannie Mae Pool N/A 3138WHBS0 21062676.18000000 PA USD 22814037.70000000 0.008804222673 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JH92 4263.58000000 PA USD 4833.49000000 0.000001865304 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138AVGF6 3180173.36000000 PA USD 3484611.36000000 0.001344755134 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138E2MD4 34213925.82000000 PA USD 36114851.54000000 0.013937173197 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L1WP1 1110400.35000000 PA USD 1309983.71000000 0.000505539108 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138A7FQ6 4691436.49000000 PA USD 5140172.39000000 0.001983656856 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212US51 181327.08000000 PA USD 199019.16000000 0.000076803984 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 6.00000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAP7 14690000.00000000 PA USD 14811780.10000000 0.005716051314 Long DBT CORP KY N 2 2021-11-28 Fixed 3.12500000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAN8 8143000.00000000 PA USD 8735810.40000000 0.003371258564 Long DBT CORP US N 2 2024-11-15 Fixed 4.75000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 656531AC4 25000.00000000 PA USD 28225.00000000 0.000010892380 Long DBT CORP NO N 2 2023-06-15 Fixed 7.75000000 N N N N N N Ginnie Mae I Pool N/A 36213F3C5 14401.45410000 PA USD 15695.28000000 0.000006057004 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GVZ6 429.65000000 PA USD 477.00000000 0.000000184080 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RJD2 106578987.40000000 PA USD 114009674.40000000 0.043997760217 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BX5 14100000.00000000 PA USD 14255100.00000000 0.005501221497 Long DBT CORP US Y 2 2021-05-14 Fixed 2.55000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BF5 18279000.00000000 PA USD 18540572.49000000 0.007155038964 Long DBT CORP US N 2 2024-12-15 Fixed 3.73400000 N N N N N N Canada Government International Bond N/A 135087K78 30900000.00000000 PA USD 32198109.00000000 0.012425653232 Long DBT NUSS CA N 2 2025-01-22 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 3140J9H87 24983716.66000000 PA USD 26676113.63000000 0.010294646109 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N John Sevier Combined Cycle Generation LLC N/A 478045AA5 2389771.94190000 PA USD 2870809.14000000 0.001107881176 Long DBT CORP US N 2 2042-01-15 Fixed 4.62600000 N N N N N N Fannie Mae Pool N/A 31403C5R8 636967.47000000 PA USD 732799.23000000 0.000282796394 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAH2 3633000.00000000 PA USD 4773979.98000000 0.001842338622 Long DBT CORP US N 2 2040-11-01 Fixed 5.35000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JH4 10800000.00000000 PA USD 10680012.00000000 0.004121550294 Long DBT CORP US N 2 2026-06-15 Fixed 2.55000000 N N N N N N Ginnie Mae I Pool N/A 36211WNX2 5777.17000000 PA USD 6044.08000000 0.000002332486 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293SD89 949.34000000 PA USD 1067.69000000 0.000000412034 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EQZ5 1609091.05000000 PA USD 1850873.07000000 0.000714275081 Long ABS-MBS USGA US N 2 2038-01-20 Fixed 5.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFN5 17134000.00000000 PA USD 17590107.08000000 0.006788242467 Long DBT CORP US N 2 2023-08-15 Fixed 4.12500000 N N N N N N Freddie Mac Non Gold Pool N/A 3128Q2D67 24555.31000000 PA USD 25898.73000000 0.000009994644 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 4.31500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XB1 975221500.00000000 PA USD 1057813009.00000000 0.408223279034 Long DBT UST US N 2 2025-05-15 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 3140F0JJ4 12722007.98000000 PA USD 13342587.53000000 0.005149071514 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Husky Energy Inc N/A 448055AD5 3316000.00000000 PA USD 2482357.60000000 0.000957972865 Long DBT CORP CA N 2 2037-09-15 Fixed 6.80000000 N N N N N N Ginnie Mae I Pool N/A 36200NTS0 643577.30240000 PA USD 711069.25000000 0.000274410522 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UDD8 3205954.55000000 PA USD 3454768.68000000 0.001333238471 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JLM5 17318.88400000 PA USD 20450.83000000 0.000007892231 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 15093000.00000000 PA USD 15930963.36000000 0.006147958141 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4FB4 275381.65330000 PA USD 324493.22000000 0.000125225994 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139W35 16050000.00000000 PA USD 23497200.00000000 0.009067863554 Long DBT MUN US N 2 2040-01-01 Fixed 7.41400000 N N N N N N PECO Energy Co YH65D4JBECK76IFEJ279 693304AW7 3600000.00000000 PA USD 4118544.00000000 0.001589397674 Long DBT CORP US N 2 2048-03-01 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36241LRP3 2025066.40000000 PA USD 2339559.21000000 0.000902865179 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202E5F2 2604225.31000000 PA USD 2901705.97000000 0.001119804649 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 4.50000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RQ66 3330000.00000000 PA USD 3137026.50000000 0.001210617787 Long DBT CORP US N 2 2025-02-06 Fixed 1.80000000 N N N N N N Fannie Mae Pool N/A 31412XX25 30811.54670000 PA USD 35079.87000000 0.000013537760 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BB5 4300000.00000000 PA USD 4232533.00000000 0.001633387456 Long DBT CORP US N 2 2024-04-01 Fixed 4.95000000 N N N N N N Freddie Mac Pool N/A 3132DVKU8 48545921.18000000 PA USD 52461635.18000000 0.020245601589 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXKU3 474069.99730000 PA USD 542255.49000000 0.000209263180 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAC1 2322000.00000000 PA USD 2451196.08000000 0.000945947244 Long DBT CORP US N 2 2026-08-15 Fixed 1.99800000 N N N N N N Ginnie Mae I Pool N/A 36211UHD7 3953.40000000 PA USD 4928.15000000 0.000001901834 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 8.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BU7 12965000.00000000 PA USD 14866576.55000000 0.005737197950 Long DBT CORP US N 2 2036-03-01 Fixed 3.55000000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AA9 5390000.00000000 PA USD 5646025.00000000 0.002178871709 Long DBT CORP US N 2 2024-09-15 Fixed 4.20000000 N N N N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424AP3 2143000.00000000 PA USD 2821345.22000000 0.001088792430 Long DBT CORP US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31389G4P2 16837.54310000 PA USD 17963.64000000 0.000006932393 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AQ8 4625000.00000000 PA USD 4745805.00000000 0.001831465544 Long DBT CORP US N 2 2027-05-01 Fixed 3.10000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AM9 9058000.00000000 PA USD 9049666.64000000 0.003492379615 Long DBT CORP US N 2 2024-08-15 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31402RPW3 145261.63030000 PA USD 170439.83000000 0.000065774863 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EMQY0 2350415.82000000 PA USD 2430988.07000000 0.000938148720 Long ABS-MBS USGSE US N 2 2043-09-01 Floating 3.40100000 N N N N N N Fannie Mae Pool N/A 31413BJN2 628735.81510000 PA USD 721889.31000000 0.000278586119 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31419HNG3 782224.59000000 PA USD 831739.41000000 0.000320978647 Long ABS-MBS USGSE US N 2 2041-06-01 Floating 4.58000000 N N N N N N Fannie Mae Pool N/A 31410T2W4 8643.89130000 PA USD 8982.04000000 0.000003466281 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371LDG1 5832443.04160000 PA USD 6549600.24000000 0.002527572702 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DH1 2375000.00000000 PA USD 2403880.00000000 0.000927687377 Long DBT CORP US N 2 2022-08-01 Fixed 2.80000000 N N N N N N Ginnie Mae I Pool N/A 36213UNQ9 27705.89340000 PA USD 30708.38000000 0.000011850748 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HZM9 1989389.19670000 PA USD 2235058.87000000 0.000862537190 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GDF0 448.74000000 PA USD 479.90000000 0.000000185199 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 8.00000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DC9 35842000.00000000 PA USD 41936573.68000000 0.016183848632 Long DBT CORP N/A N 2 2028-09-18 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 31356E3X0 8225.24000000 PA USD 8830.95000000 0.000003407974 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418CU77 119940549.76000000 PA USD 126859920.10000000 0.048956830858 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Indonesia Government International Bond N/A 455780CH7 18615000.00000000 PA USD 20103827.70000000 0.007758318715 Long DBT NUSS ID N 2 2029-02-11 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36205BXN7 506.94000000 PA USD 559.68000000 0.000000215987 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 8.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LM1 16645000.00000000 PA USD 16768838.80000000 0.006471304760 Long DBT CORP US N 2 2023-07-24 Variable 2.87600000 N N N N N N Freddie Mac Gold Pool N/A 31292GZF6 180109.20540000 PA USD 213270.91000000 0.000082303913 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Chevron Corp N/A 166764BN9 8340000.00000000 PA USD 8443582.80000000 0.003258484276 Long DBT CORP US N 2 2022-03-03 Fixed 2.49800000 N N N N N N Freddie Mac Gold Pool N/A 31292GPE0 5874.54000000 PA USD 6819.17000000 0.000002631603 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138M8MV2 1319321.05000000 PA USD 1422861.37000000 0.000549100010 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141EC23 14607000.00000000 PA USD 15247516.95000000 0.005884207618 Long DBT CORP US N 2 2024-07-08 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31418NCL2 461544.91000000 PA USD 533541.30000000 0.000205900265 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GFZ4 857.30000000 PA USD 921.52000000 0.000000355626 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31406VXM3 14143.16490000 PA USD 16727.40000000 0.000006455313 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LEC5 152414.47240000 PA USD 169888.79000000 0.000065562210 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017BP3 6941000.00000000 PA USD 9251242.44000000 0.003570170239 Long DBT CORP US N 2 2038-07-15 Fixed 6.12500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBJ9 5126000.00000000 PA USD 5488613.24000000 0.002118124541 Long DBT CORP US N 2 2024-03-01 Fixed 3.60000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AF0 2300000.00000000 PA USD 2359110.00000000 0.000910410074 Long DBT CORP US N 2 2020-12-15 Fixed 5.62500000 N N N N N N Ginnie Mae I Pool N/A 36208VYE9 51141.40000000 PA USD 62041.68000000 0.000023942660 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4C84 405397.57390000 PA USD 477298.89000000 0.000184195615 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AG8 13395000.00000000 PA USD 13924504.35000000 0.005373640498 Long DBT CORP US N 2 2046-11-01 Fixed 3.37500000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 552081AD3 20000000.00000000 PA USD 20394400.00000000 0.007870454202 Long DBT CORP NL N 2 2021-11-15 Fixed 6.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDH2 6375000.00000000 PA USD 6464313.75000000 0.002494659579 Long DBT CORP US N 2 2021-06-15 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 312936U21 868592.39000000 PA USD 969713.92000000 0.000374224738 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HD68 15563.35000000 PA USD 18102.20000000 0.000006985865 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRDC0 28663.48000000 PA USD 30185.80000000 0.000011649078 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.00000000 N N N N N N Omnicom Group Inc / Omnicom Capital Inc N/A 681919BA3 10596000.00000000 PA USD 10820105.40000000 0.004175614090 Long DBT CORP US N 2 2024-11-01 Fixed 3.65000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HB2 4850000.00000000 PA USD 5047152.50000000 0.001947759316 Long DBT CORP US N 2 2024-08-01 Fixed 3.40000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BN9 6060000.00000000 PA USD 8199240.60000000 0.003164189563 Long DBT CORP US N 2 2060-03-25 Fixed 4.95000000 N N N N N N Freddie Mac Gold Pool N/A 31292GWK8 52076.13130000 PA USD 59592.80000000 0.000022997607 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31405FGP1 33802.54930000 PA USD 38257.05000000 0.000014763874 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GMD6 3514.53000000 PA USD 3826.37000000 0.000001476644 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31386MS50 7938.87830000 PA USD 9403.36000000 0.000003628874 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJJA9 226455.60000000 PA USD 256042.02000000 0.000098809819 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31408DT20 45072.95580000 PA USD 53181.58000000 0.000020523437 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407JD90 8074.24260000 PA USD 8534.56000000 0.000003293593 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384X4T2 15430.48000000 PA USD 16518.79000000 0.000006374807 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293LU36 2906.77000000 PA USD 3356.27000000 0.000001295226 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AT6 6125000.00000000 PA USD 6024733.75000000 0.002325020155 Long DBT CORP US N 2 2022-10-01 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 3138EBHW8 99780.88000000 PA USD 105627.04000000 0.000040762796 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Enel Americas SA 549300LKH11TFCJLZK20 29274FAF1 4000000.00000000 PA USD 3717640.00000000 0.001434683803 Long DBT CORP CL N 2 2026-10-25 Fixed 4.00000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506AC5 2160000.00000000 PA USD 2204755.20000000 0.000850842624 Long DBT CORP US N 2 2023-05-01 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 36203LBU5 2238.43000000 PA USD 2469.30000000 0.000000952933 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141DA3 11892000.00000000 PA USD 12038866.20000000 0.004645949136 Long DBT CORP US N 2 2021-09-15 Fixed 3.00000000 N N N N N N Los Angeles Community College District/CA N/A 54438CPA4 3025000.00000000 PA USD 4919345.75000000 0.001898437092 Long DBT MUN US N 2 2049-08-01 Fixed 6.75000000 N N N N N N Freddie Mac Gold Pool N/A 3132GFRH2 3569474.47000000 PA USD 3928742.08000000 0.001516150738 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31385JK64 280032.88620000 PA USD 331399.32000000 0.000127891145 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C23 N/A 92939HBA2 1125000.00000000 PA USD 1179033.75000000 0.000455003880 Long ABS-MBS CORP US N 2 2057-10-15 Variable 4.21000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AH4 4250000.00000000 PA USD 3826742.50000000 0.001476787823 Long DBT CORP US N 2 2048-01-30 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 3138ENWF2 13959443.95000000 PA USD 15258370.21000000 0.005888396027 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAP0 7470000.00000000 PA USD 8368416.90000000 0.003229476815 Long DBT CORP US N 2 2045-12-15 Fixed 4.80000000 N N N N N N Ginnie Mae I Pool N/A 36200RE24 34985.93210000 PA USD 39561.39000000 0.000015267235 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RAW2 1000000.00000000 PA USD 1085540.00000000 0.000418923471 Long DBT CORP US N 2 2025-06-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31411FCU6 12419.00380000 PA USD 12885.83000000 0.000004972803 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.50000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397VU4 4066000.00000000 PA USD 3983826.14000000 0.001537408366 Long DBT CORP US N 2 2021-08-02 Fixed 5.87500000 N N N N N N GS Mortgage Securities Trust 2016-GS3 N/A 36251PAD6 11450000.00000000 PA USD 11576980.50000000 0.004467701664 Long ABS-MBS CORP US N 2 2049-10-10 Fixed 2.85000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DC2 4800000.00000000 PA USD 4966032.00000000 0.001916453900 Long DBT CORP US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287YRK2 8562.72000000 PA USD 9418.82000000 0.000003634840 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138M5KL2 538093.90000000 PA USD 580059.84000000 0.000223852351 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FGY6 6187057.46000000 PA USD 6811269.69000000 0.002628554218 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VEN0 40089000.00000000 PA USD 42966187.53000000 0.016581189503 Long DBT CORP US N 2 2025-02-15 Fixed 3.37600000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-1 N/A 36258NAC6 5270000.00000000 PA USD 5074851.90000000 0.001958448861 Long ABS-CBDO CORP US N 2 2024-09-16 Fixed 1.84000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WBP5 12325000.00000000 PA USD 12407947.25000000 0.004788382133 Long DBT CORP US N 2 2024-02-16 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31371JWB6 9945.04000000 PA USD 11678.36000000 0.000004506825 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.00000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HNL3 8555000.00000000 PA USD 8735938.25000000 0.003371307903 Long DBT CORP US N 2 2023-01-23 Fixed 2.85000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHA3 70298000.00000000 PA USD 84696436.36000000 0.032685414793 Long DBT CORP US N 2 2046-11-15 Fixed 5.15000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DE7 17017000.00000000 PA USD 17557970.43000000 0.006775840532 Long DBT CORP US N 2 2023-01-13 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31407BJD2 1459.27840000 PA USD 1723.64000000 0.000000665174 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.50000000 N N N N N N UBS Commercial Mortgage Trust 2018-C8 N/A 90276VAD1 7900000.00000000 PA USD 8485627.00000000 0.003274709659 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.72000000 N N N N N N Comerica Bank 70WY0ID1N53Q4254VH70 20034DJA8 1100000.00000000 PA USD 1090881.00000000 0.000420984630 Long DBT CORP US N 2 2024-07-23 Fixed 2.50000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAJ1 3475000.00000000 PA USD 3546446.00000000 0.001368617896 Long DBT CORP US N 2 2043-05-15 Fixed 4.35000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AM5 4000000.00000000 PA USD 4392480.00000000 0.001695113005 Long DBT CORP US N 2 2050-03-27 Fixed 3.37500000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LAZ2 4234000.00000000 PA USD 4214819.98000000 0.001626551780 Long DBT CORP US N 2 2024-05-15 Fixed 3.50000000 N N N N N N Indonesia Government International Bond N/A 455780CJ3 13700000.00000000 PA USD 15481548.00000000 0.005974523129 Long DBT NUSS ID N 2 2049-02-11 Fixed 5.35000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AE1 7273000.00000000 PA USD 5745670.00000000 0.002217325961 Long DBT CORP CA N 2 2033-06-30 Fixed 6.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5K58 513393.45000000 PA USD 605614.32000000 0.000233714145 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371EWU5 3334.57000000 PA USD 3660.69000000 0.000001412706 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36224A4B4 1248.31000000 PA USD 1357.34000000 0.000000523814 Long ABS-MBS USGA US N 2 2022-06-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZU7 3061917.06000000 PA USD 3329436.75000000 0.001284871310 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297RH59 314399.52820000 PA USD 354872.18000000 0.000136949615 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31376UVB7 2149.24000000 PA USD 2304.26000000 0.000000889242 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31411EVY0 30735.62000000 PA USD 36415.26000000 0.000014053104 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAM6 6285000.00000000 PA USD 5687925.00000000 0.002195041443 Long DBT CORP US N 2 2021-04-01 Fixed 3.87500000 N N N N N N Freddie Mac Pool N/A 31329QHZ7 3350306.54000000 PA USD 3569014.55000000 0.001377327382 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WKTH8 2535540.63000000 PA USD 2717389.60000000 0.001048674655 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5G38 2619.51350000 PA USD 3034.68000000 0.000001171120 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206CHJ1 4675.33000000 PA USD 5005.03000000 0.000001931503 Long ABS-MBS USGA US N 2 2025-01-15 Fixed 9.00000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664CR0 48490000.00000000 PA USD 59715919.90000000 0.023045120852 Long DBT CORP US N 2 2049-01-15 Fixed 4.25000000 N N N N N N United Airlines 2013-1 Class A Pass Through Trust N/A 909319AA3 2001248.83000000 PA USD 2089844.12000000 0.000806497000 Long DBT CORP US N 2 2025-08-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31406MUH7 20162.31410000 PA USD 23840.32000000 0.000009200277 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.50000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAT6 8185000.00000000 PA USD 6940388.90000000 0.002678382937 Long DBT CORP US N 2 2026-07-15 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31409TU71 12975.68940000 PA USD 15374.89000000 0.000005933362 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BN8 24539000.00000000 PA USD 25428538.75000000 0.009813191349 Long DBT CORP US N 2 2024-03-15 Fixed 5.00000000 N N N N N N PeaceHealth Obligated Group N/A 70462GAA6 4175000.00000000 PA USD 5570535.50000000 0.002149739366 Long DBT CORP US N 2 2048-11-15 Fixed 4.78700000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FG6T7 11212000.00000000 PA USD 13390155.24000000 0.005167428489 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36213TWK5 6719.50000000 PA USD 8137.31000000 0.000003140289 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36213E5V4 14438.96000000 PA USD 15302.84000000 0.000005905557 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBD6 4878000.00000000 PA USD 4859122.14000000 0.001875196047 Long DBT CORP US N 2 2023-06-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCR31 32762159.35000000 PA USD 35695027.86000000 0.013775157985 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410GQ55 865945.68000000 PA USD 987853.51000000 0.000381225032 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417YW52 3611555.81000000 PA USD 3992394.37000000 0.001540714953 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417YR90 2082602.75000000 PA USD 2254271.69000000 0.000869951658 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.50000000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FAC0 8067000.00000000 PA USD 7747546.80000000 0.002989875273 Long DBT CORP US N 2 2044-11-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31418CED2 1716156.76000000 PA USD 1821734.72000000 0.000703030228 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBE4 4315000.00000000 PA USD 4438452.15000000 0.001712854233 Long DBT CORP N/A N 2 2022-02-01 Fixed 2.12500000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AK0 10268000.00000000 PA USD 10154949.32000000 0.003918922034 Long DBT CORP US N 2 2022-01-14 Fixed 2.30000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KAX4 5472000.00000000 PA USD 6807003.84000000 0.002626907973 Long DBT CORP US N 2 2041-03-15 Fixed 6.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAF4 6030000.00000000 PA USD 5299947.90000000 0.002045316225 Long DBT CORP US N 2 2045-02-01 Fixed 4.37500000 N N N N N N BANK 2018-BNK15 N/A 06036FBC4 7690000.00000000 PA USD 8784056.30000000 0.003389877261 Long ABS-MBS CORP US N 2 2061-11-15 Variable 4.40700000 N N N N N N Fannie Mae Pool N/A 31409WXB2 1879.72910000 PA USD 1918.94000000 0.000000740542 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 313615ST4 4030.23000000 PA USD 4349.83000000 0.000001678653 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 7.00000000 N N N N N N COMM 2013-CCRE12 Mortgage Trust 549300MGZ5FI5VFL1177 12591KAE5 1700000.00000000 PA USD 1797121.00000000 0.000693531485 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.04600000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAP5 9575000.00000000 PA USD 7002101.75000000 0.002702198698 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAQ0 330000.00000000 PA USD 336547.20000000 0.000129877776 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BGK24 10900000.00000000 PA USD 11748783.00000000 0.004534002399 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 3.06200000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAA1 21567000.00000000 PA USD 21124876.50000000 0.008152354225 Long DBT CORP US N 2 2025-02-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31409VGH0 3157.95590000 PA USD 3211.61000000 0.000001239400 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284B3 608208000.00000000 PA USD 620749249.00000000 0.239554904060 Long DBT UST US N 2 2021-03-15 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31418AAV0 16665928.01000000 PA USD 17716381.45000000 0.006836973327 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.50000000 N N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730AG4 3620000.00000000 PA USD 3783117.20000000 0.001459952274 Long DBT CORP US N 2 2030-04-01 Fixed 4.65000000 N N N N N N Ginnie Mae I Pool N/A 36241KBG2 31923.70730000 PA USD 37223.68000000 0.000014365083 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 8.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CJ2 10400000.00000000 PA USD 9326408.00000000 0.003599177570 Long DBT CORP US N 2 2034-05-01 Fixed 3.60000000 N N N N N N CHASE ISSUANCE TRUST CHAIT_12-A7 N/A 161571FQ2 20440000.00000000 PA USD 20782778.80000000 0.008020334441 Long ABS-CBDO CORP US N 2 2024-09-15 Fixed 2.16000000 N N N N N N Fannie Mae Pool N/A 3138EBP25 7474613.69000000 PA USD 8360729.14000000 0.003226510012 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2017-C4 N/A 17326FAH0 2125000.00000000 PA USD 2205813.75000000 0.000851251132 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.76400000 N N N N N N Fannie Mae Pool N/A 31417ESS1 13286939.00000000 PA USD 13779884.44000000 0.005317829864 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31388DY77 7648.01280000 PA USD 8241.96000000 0.000003180675 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 8.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448BY3 16870000.00000000 PA USD 17361085.70000000 0.006699860251 Long DBT CORP US N 2 2022-03-05 Fixed 2.75000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AK2 8250000.00000000 PA USD 8232345.00000000 0.003176964965 Long DBT CORP US N 2 2026-03-01 Fixed 5.00000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RBC5 5355000.00000000 PA USD 5637744.00000000 0.002175675967 Long DBT CORP US N 2 2026-02-28 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31418AEA2 3969893.35000000 PA USD 4383992.93000000 0.001691837738 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36216AJQ5 2066.53920000 PA USD 2358.02000000 0.000000909989 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31407UJF5 20773.21400000 PA USD 23767.67000000 0.000009172241 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TLU7 5628198.97000000 PA USD 6088135.39000000 0.002349487641 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.50000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0JK6 15000000.00000000 PA USD 15090900.00000000 0.005823767177 Long DBT CORP AU Y 2 2022-03-10 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31384VX56 15919.46080000 PA USD 18834.47000000 0.000007268457 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 6.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FH5 5095000.00000000 PA USD 5363302.70000000 0.002069765635 Long DBT CORP US N 2 2042-12-15 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128PBTT1 1965.29280000 PA USD 1993.22000000 0.000000769208 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Indiana Michigan Power Co JHR9V15J0ZRG02MIRD06 454889AS5 11120000.00000000 PA USD 11794650.40000000 0.004551703203 Long DBT CORP US N 2 2028-05-15 Fixed 3.85000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AP5 9167000.00000000 PA USD 9407908.76000000 0.003630629733 Long DBT CORP US N 2 2058-04-15 Fixed 4.75000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAF2 7814000.00000000 PA USD 7891046.04000000 0.003045253425 Long DBT CORP US N 2 2021-09-15 Fixed 3.55000000 N N N N N N Freddie Mac Pool N/A 3132AEB39 61108830.25000000 PA USD 66946556.80000000 0.025835514126 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FAD8 3123000.00000000 PA USD 3106573.02000000 0.001198865408 Long DBT CORP US N 2 2024-11-15 Fixed 3.35000000 N N N N N N WestRock RKT LLC PQQ60KVT5SJX0ETQT497 772739AL2 3690000.00000000 PA USD 3750073.20000000 0.001447200181 Long DBT CORP US N 2 2022-03-01 Fixed 4.90000000 N N N N N N Ginnie Mae I Pool N/A 36183CU38 3159545.91000000 PA USD 3336512.08000000 0.001287601769 Long ABS-MBS USGA US N 2 2044-10-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138A3CH8 5169525.42000000 PA USD 5652617.57000000 0.002181415864 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 313380GJ0 12975000.00000000 PA USD 13450274.25000000 0.005190629167 Long DBT USGSE US N 2 2022-09-09 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3138E1M20 7554862.81000000 PA USD 8232156.26000000 0.003176892128 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JB7 3990000.00000000 PA USD 4617986.10000000 0.001782138631 Long DBT CORP US N 2 2043-08-15 Fixed 4.60000000 N N N N N N Fannie Mae Pool N/A 31371LSA8 631540.99090000 PA USD 721200.87000000 0.000278320441 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BJ8 15950000.00000000 PA USD 17248489.50000000 0.006656407968 Long DBT CORP US N 2 2049-11-15 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2C3 17063376.05000000 PA USD 18418208.11000000 0.007107817019 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417EH20 6545484.06000000 PA USD 6813259.81000000 0.002629322230 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36291T5B0 46996.82290000 PA USD 53249.28000000 0.000020549563 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAQ8 7305000.00000000 PA USD 6757782.45000000 0.002607912823 Long DBT CORP CA N 2 2022-07-15 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 31283GLM7 1163.37000000 PA USD 1269.24000000 0.000000489815 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31402RJL4 2761303.46000000 PA USD 3090754.58000000 0.001192760874 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179R4E6 79265621.95520000 PA USD 84306915.51000000 0.032535093822 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36207H2H9 10339.44000000 PA USD 11847.96000000 0.000004572276 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138WJJV1 6928209.82000000 PA USD 7562002.45000000 0.002918271386 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138M8HU0 16630435.48000000 PA USD 17310786.60000000 0.006680449198 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31412YDL3 1410768.44000000 PA USD 1601998.10000000 0.000618231116 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410USZ6 42375.61630000 PA USD 43552.81000000 0.000016807574 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PEYC6 574.15270000 PA USD 582.43000000 0.000000224767 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293EQF0 22009.35000000 PA USD 24215.57000000 0.000009345091 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36205XYG3 1103.89000000 PA USD 1178.76000000 0.000000454898 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 9.50000000 N N N N N N Leggett & Platt Inc DKOVQUCDW4ZLYCUD4T55 524660AZ0 5400000.00000000 PA USD 5663682.00000000 0.002185685766 Long DBT CORP US N 2 2029-03-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31384XBK3 4959.11000000 PA USD 6029.04000000 0.000002326681 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36212CW56 38949.33180000 PA USD 43987.82000000 0.000016975450 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BB7 7394000.00000000 PA USD 7991952.78000000 0.003084194599 Long DBT CORP US N 2 2042-12-01 Fixed 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36201FAF4 27751.51450000 PA USD 30334.90000000 0.000011706617 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410FZ99 1273185.04000000 PA USD 1483095.06000000 0.000572344945 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335BZX7 36832712.70000000 PA USD 39896826.07000000 0.015396684501 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140X5NZ2 13101740.55000000 PA USD 13939727.88000000 0.005379515448 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CEC4 7871153.65000000 PA USD 8221734.83000000 0.003172870368 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132L9QM0 2428085.69000000 PA USD 2597954.56000000 0.001002583178 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CC3 10141000.00000000 PA USD 10551913.32000000 0.004072115410 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBD2 16182000.00000000 PA USD 16682832.90000000 0.006438114006 Long DBT CORP US N 2 2022-07-15 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128PRV48 441802.75000000 PA USD 466742.52000000 0.000180121779 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAH3 276327.54000000 PA USD 327257.47000000 0.000126292753 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138A2R84 928202.50000000 PA USD 1015267.89000000 0.000391804585 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138A9AM6 2736515.70000000 PA USD 2879526.01000000 0.001111245125 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225B3M8 20121.94290000 PA USD 24004.07000000 0.000009263471 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDE9 11185000.00000000 PA USD 14247788.55000000 0.005498399916 Long DBT CORP US N 2 2040-03-15 Fixed 6.35000000 N N N N N N Fannie Mae Pool N/A 31371M4E4 4094.15900000 PA USD 4298.91000000 0.000001659003 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 5.00000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AH8 14050000.00000000 PA USD 14172656.50000000 0.005469405518 Long DBT CORP US N 2 2023-06-01 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31416WH39 1229370.99000000 PA USD 1391242.27000000 0.000536897803 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138ET6D3 6446295.51000000 PA USD 6893926.27000000 0.002660452427 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295NM61 808676.42610000 PA USD 901666.13000000 0.000347964244 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBK5 346872.20000000 PA USD 380307.21000000 0.000146765312 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 4.50000000 N N N N N N International Finance Corp QKL54NQY28TCDAI75F60 45950VHX7 23800000.00000000 PA USD 25678772.00000000 0.009909759492 Long DBT CORP N/A N 2 2026-04-07 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31410KL28 664317.27000000 PA USD 779762.33000000 0.000300920042 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31407ETK9 8539.22610000 PA USD 8866.62000000 0.000003421739 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GYH3 82565.35780000 PA USD 97775.55000000 0.000037732808 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C31 N/A 46644YAW0 2772000.00000000 PA USD 2850142.68000000 0.001099905730 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.53950000 N N N N N N Ginnie Mae I Pool N/A 36292HLJ0 13789.11650000 PA USD 14806.06000000 0.000005713843 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC20 549300W6NRTMFPYUPG47 94989EAK3 2850000.00000000 PA USD 2796363.00000000 0.001079151479 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.71900000 N N N N N N Fannie Mae Pool N/A 31403CTX9 34147.18850000 PA USD 38966.72000000 0.000015037744 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167DU4 21100000.00000000 PA USD 23571865.00000000 0.009096677712 Long DBT CORP N/A N 2 2027-01-12 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128M6KG2 1308921.98000000 PA USD 1460861.64000000 0.000563764790 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212KY72 2161.14000000 PA USD 2517.66000000 0.000000971596 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31416QPV1 462345.11000000 PA USD 516430.24000000 0.000199296892 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NRE3 221521.89000000 PA USD 240918.35000000 0.000092973406 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297FJ61 162904.03750000 PA USD 193217.22000000 0.000074564943 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371HQW1 15577.55000000 PA USD 17868.38000000 0.000006895631 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31382HME2 16504.50000000 PA USD 18219.15000000 0.000007030998 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31413JY99 17173.22030000 PA USD 18406.09000000 0.000007103140 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WRD5 33219.62480000 PA USD 36553.21000000 0.000014106341 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WFW85 3193256.38000000 PA USD 3481447.77000000 0.001343534265 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292HQ30 42236.29160000 PA USD 45983.92000000 0.000017745770 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724FAC5 14341000.00000000 PA USD 15317335.28000000 0.005911151385 Long DBT CORP US N 2 2025-02-01 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36225BTQ1 23940.63000000 PA USD 26545.13000000 0.000010244097 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Alleghany Corp 549300DCJE6AYX159479 017175AC4 2295000.00000000 PA USD 2481996.60000000 0.000957833550 Long DBT CORP US N 2 2022-06-27 Fixed 4.95000000 N N N N N N Ginnie Mae I Pool N/A 36200NH53 11013.92000000 PA USD 11981.38000000 0.000004623764 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287NNT1 9192.05980000 PA USD 10808.39000000 0.000004171092 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBY4 4381000.00000000 PA USD 4140045.00000000 0.001597695179 Long DBT CORP US N 2 2054-10-01 Variable 5.75000000 N N N N N N Ginnie Mae II Pool N/A 36202DVL2 117945.99000000 PA USD 124273.79000000 0.000047958810 Long ABS-MBS USGA US N 2 2032-12-20 Fixed 5.00000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BU4 3825000.00000000 PA USD 3889948.50000000 0.001501179810 Long DBT CORP US N 2 2024-03-01 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9D25 5783707.08000000 PA USD 6302505.61000000 0.002432215792 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAN1 7605000.00000000 PA USD 6844500.00000000 0.002641378211 Long DBT CORP KY N 2 2034-12-01 Fixed 5.75000000 N N N N N N Freddie Mac Gold Pool N/A 31292GS98 1387.42000000 PA USD 1535.00000000 0.000000592375 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WJQ92 1444838.98000000 PA USD 1515303.78000000 0.000584774693 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N State of California N/A 13063A5G5 35035000.00000000 PA USD 56851294.50000000 0.021939626059 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N Arch Capital Finance LLC 549300XG4URFY0200M65 03939CAB9 7707000.00000000 PA USD 8731029.09000000 0.003369413397 Long DBT CORP US N 2 2046-12-15 Fixed 5.03100000 N N N N N N Fannie Mae Pool N/A 31406TQZ7 80237.29200000 PA USD 94166.49000000 0.000036340027 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5D8 22969340.92000000 PA USD 24912547.16000000 0.009614063737 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402DC73 896167.57000000 PA USD 1031228.98000000 0.000397964169 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HLZ5 121418.07430000 PA USD 140939.67000000 0.000054390382 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAU2 6870000.00000000 PA USD 7908125.70000000 0.003051844680 Long DBT CORP CA N 2 2049-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31374CM78 40978.61000000 PA USD 44821.99000000 0.000017297366 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.50000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAL5 17825000.00000000 PA USD 18859206.50000000 0.007278003817 Long DBT CORP US N 2 2024-03-18 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31419LZH9 321313.33000000 PA USD 338085.89000000 0.000130471576 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N NVR Inc 529900RWXR4JI3JYTV70 62944TAE5 8836000.00000000 PA USD 8837413.76000000 0.003410468572 Long DBT CORP US N 2 2022-09-15 Fixed 3.95000000 N N N N N N Ginnie Mae II Pool N/A 36179RS83 9710427.79000000 PA USD 10387633.02000000 0.004008717586 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJA67 585423.51940000 PA USD 671586.15000000 0.000259173500 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LE1 13025454.55000000 PA USD 13139557.53000000 0.005070719696 Long DBT MUN US N 2 2023-06-01 Fixed 4.95000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REQ7 17751000.00000000 PA USD 18484826.34000000 0.007133525828 Long DBT CORP US N 2 2025-06-01 Fixed 3.25000000 N N N N N N Ingersoll-Rand Global Holding Co Ltd 549300UCF0D858BIOV83 45687AAJ1 5300000.00000000 PA USD 5497743.00000000 0.002121647829 Long DBT CORP US N 2 2023-06-15 Fixed 4.25000000 N N N N N N State of Wisconsin 549300VTAT608CNZ5827 977100AC0 1265000.00000000 PA USD 1435066.60000000 0.000553810161 Long DBT MUN US N 2 2026-05-01 Fixed 5.70000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AX2 13907000.00000000 PA USD 18916023.26000000 0.007299930115 Long DBT CORP US N 2 2043-12-15 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31417EJT9 5100903.15000000 PA USD 5494539.85000000 0.002120411694 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140HHGG4 10901400.84000000 PA USD 11617949.92000000 0.004483512276 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SEG8 84025020.46270000 PA USD 90494106.79000000 0.034922808372 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CZ72 13798573.08000000 PA USD 14776891.91000000 0.005702587525 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287X5B8 15599.98000000 PA USD 17832.81000000 0.000006881904 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410NS25 11855.40830000 PA USD 14007.40000000 0.000005405630 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468L6 102850000.00000000 PA USD 100665466.00000000 0.038848063189 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N Fannie Mae Pool N/A 31408AAK6 143353.21550000 PA USD 163891.43000000 0.000063247753 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAQ3 20058000.00000000 PA USD 20218464.00000000 0.007802558298 Long DBT CORP JP N 2 2022-07-12 Fixed 2.78400000 N N N N N N Fannie Mae Pool N/A 3138W9RE2 14008565.55000000 PA USD 14421397.98000000 0.005565397968 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HQBF8 12650874.29000000 PA USD 13629925.45000000 0.005259958813 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31386RJZ3 7584.78000000 PA USD 8355.17000000 0.000003224364 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418AVT2 7439602.26000000 PA USD 7931285.57000000 0.003060782363 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31380RQJ7 7327.83830000 PA USD 7505.10000000 0.000002896312 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 313382AX1 27720000.00000000 PA USD 29038917.60000000 0.011206481732 Long DBT USGSE US N 2 2023-03-10 Fixed 2.12500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCS9 20465000.00000000 PA USD 21066057.05000000 0.008129655063 Long DBT CORP US N 2 2023-02-17 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31403DQ93 209036.09740000 PA USD 238182.00000000 0.000091917414 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179U4C3 128189556.23000000 PA USD 135184860.30000000 0.052169529470 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371KN49 30536.34000000 PA USD 36229.23000000 0.000013981313 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N Avnet Inc XJI53DCPL7QABOWK4Z75 053807AS2 5855000.00000000 PA USD 5845573.45000000 0.002255879953 Long DBT CORP US N 2 2026-04-15 Fixed 4.62500000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBE9 5550000.00000000 PA USD 5624536.50000000 0.002170579028 Long DBT CORP US N 2 2026-02-11 Fixed 3.41000000 N N N N N N Ginnie Mae I Pool N/A 36290WGQ9 15506.17000000 PA USD 16005.16000000 0.000006176591 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31385HQ54 552.82150000 PA USD 664.71000000 0.000000256519 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36211RQ51 3628.44000000 PA USD 4007.07000000 0.000001546378 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36208LXC6 2664.75000000 PA USD 2905.56000000 0.000001121291 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PT5K7 164568.69000000 PA USD 174600.80000000 0.000067380633 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4.00000000 N N N N N N COMM 2016-DC2 Mortgage Trust N/A 12594CBD1 7000000.00000000 PA USD 7272230.00000000 0.002806444571 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.55000000 N N N N N N Ginnie Mae I Pool N/A 36200N6L0 118783.90990000 PA USD 130955.70000000 0.000050537443 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410AGM2 64468.34960000 PA USD 75852.17000000 0.000029272301 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQB5 4805.22000000 PA USD 5301.07000000 0.000002045749 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.50000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 86722TAB8 2954000.00000000 PA USD 2960173.86000000 0.001142368140 Long DBT CORP CA N 2 2039-06-01 Fixed 6.85000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAP4 14300000.00000000 PA USD 14435564.00000000 0.005570864813 Long DBT CORP JP N 2 2023-03-05 Fixed 3.54900000 N N N N N N BBCMS Mortgage Trust 2020-C6 N/A 05492TBP4 6335000.00000000 PA USD 6344059.05000000 0.002448251785 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.63900000 N N N N N N Fannie Mae Pool N/A 31412PW56 258520.31000000 PA USD 279496.65000000 0.000107861255 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 4.50000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAV5 7530000.00000000 PA USD 6533329.20000000 0.002521293504 Long DBT CORP US N 2 2025-03-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCU60 675285.29000000 PA USD 712284.17000000 0.000274879375 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31405AMP5 2484.08620000 PA USD 2972.98000000 0.000001147310 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.50000000 N N N N N N New Jersey Economic Development Authority 5493006JS6QWDVU4R678 645913AA2 15525000.00000000 PA USD 18521169.75000000 0.007147551204 Long DBT MUN US N 2 2029-02-15 Fixed 7.42500000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AY2 7475000.00000000 PA USD 7622930.25000000 0.002941784186 Long DBT CORP US N 2 2026-11-15 Fixed 2.40000000 N N N N N N Ginnie Mae II Pool N/A 36202EDS5 428541.79480000 PA USD 522143.89000000 0.000201501861 Long ABS-MBS USGA US N 2 2035-05-20 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M53A6 174122.65000000 PA USD 196742.92000000 0.000075925555 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335AR34 13179440.77000000 PA USD 14539295.47000000 0.005610896085 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AN3 6340000.00000000 PA USD 5390775.20000000 0.002080367616 Long DBT CORP US N 2 2045-01-15 Fixed 4.60000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C19 N/A 46641WAZ0 2225000.00000000 PA USD 2284674.50000000 0.000881684482 Long ABS-MBS CORP US N 2 2047-04-15 Variable 4.24320000 N N N N N N Ginnie Mae I Pool N/A 36207ENZ3 96316.86250000 PA USD 110870.34000000 0.000042786251 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N Council Of Europe Development Bank 549300UYNXMI821WYG82 222213AM2 8700000.00000000 PA USD 8788740.00000000 0.003391684759 Long DBT CORP N/A N 2 2021-03-16 Fixed 1.62500000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAF0 10690000.00000000 PA USD 10232681.80000000 0.003948919971 Long DBT CORP US N 2 2022-11-15 Fixed 3.25000000 N N N N N N Crane Co 549300X1RO9ID7AUCA83 224399AT2 7000000.00000000 PA USD 6597010.00000000 0.002545868722 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128F4LF6 2462.72000000 PA USD 2737.51000000 0.000001056439 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 6.50000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAB7 35500000.00000000 PA USD 36039955.00000000 0.013908269685 Long DBT CORP US Y 2 2029-04-15 Fixed 4.75000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AK9 10454000.00000000 PA USD 9228791.20000000 0.003561506025 Long DBT CORP US N 2 2044-08-15 Fixed 4.90000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59022CAJ2 15014000.00000000 PA USD 18917640.00000000 0.007300554036 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N Trinity Health Corp TWSRHFGEDJDX0GKMGJ67 896516AA9 6815000.00000000 PA USD 7466514.00000000 0.002881421198 Long DBT CORP US N 2 2045-12-01 Fixed 4.12500000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BD4 5355000.00000000 PA USD 5854942.80000000 0.002259495702 Long DBT CORP US N 2 2029-12-03 Variable 4.14100000 N N N N N N Fannie Mae Pool N/A 31417CCE3 1880047.31000000 PA USD 2028289.04000000 0.000782742125 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Kentucky Utilities Co AGX0G2MXE54NFNNICD28 491674BL0 7470000.00000000 PA USD 8297078.40000000 0.003201946395 Long DBT CORP US N 2 2045-10-01 Fixed 4.37500000 N N N N N N Freddie Mac Pool N/A 3132AEB47 91704260.90000000 PA USD 101717449.20000000 0.039254036672 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31402QTR2 3272082.01010000 PA USD 3902219.56000000 0.001505915365 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZC7 114710600.00000000 PA USD 118958333.50000000 0.045907509698 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N Fannie Mae Pool N/A 3138WE6B0 12083184.43000000 PA USD 13143604.70000000 0.005072281550 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31386FVJ1 7134.88000000 PA USD 8168.44000000 0.000003152303 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4PT4 718062.27000000 PA USD 816831.74000000 0.000315225591 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEP0 39850000.00000000 PA USD 41444000.00000000 0.015993758284 Long DBT USGSE US N 2 2025-02-12 Fixed 1.50000000 N N N N N N Dignity Health TFVG45LTYVO3XKPZWP18 254010AA9 2000000.00000000 PA USD 2012600.00000000 0.000776687528 Long DBT CORP US N 2 2022-11-01 Fixed 3.12500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 N/A 61763XAJ5 1675000.00000000 PA USD 1708466.50000000 0.000659318604 Long ABS-MBS CORP US N 2 2047-10-15 Variable 4.47450000 N N N N N N Ginnie Mae II Pool N/A 36202FY83 2967874.17000000 PA USD 3158975.59000000 0.001219088215 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 5.00000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAM7 5205000.00000000 PA USD 5285313.15000000 0.002039668491 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Delmarva Power & Light Co NJ98T8DDD027ZFXUDB24 247109BT7 7400000.00000000 PA USD 8139186.00000000 0.003141013741 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AV2 7150000.00000000 PA USD 6762184.00000000 0.002609611436 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N Ginnie Mae II Pool N/A 36202EM97 274056.29070000 PA USD 294421.41000000 0.000113620906 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31411AXU4 14483.82830000 PA USD 15355.75000000 0.000005925976 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KKW7 288565.25000000 PA USD 314146.56000000 0.000121233089 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FEZU7 24000000.00000000 PA USD 28236000.00000000 0.010896625782 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31384VQL9 71310.71540000 PA USD 83687.40000000 0.000032296015 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140HFHG7 158455.21000000 PA USD 169076.46000000 0.000065248721 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AC3 13842000.00000000 PA USD 18868722.30000000 0.007281676083 Long DBT CORP US N 2 2038-05-16 Fixed 6.37500000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAZ2 15525000.00000000 PA USD 15019816.50000000 0.005796335165 Long DBT CORP JP N 2 2025-09-13 Variable 2.55500000 N N N N N N Ginnie Mae I Pool N/A 36200WBY6 4782.67000000 PA USD 5251.32000000 0.000002026550 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 7.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDP4 6425000.00000000 PA USD 6767966.50000000 0.002611842975 Long DBT CORP US N 2 2024-03-01 Fixed 3.80000000 N N N N N N Ginnie Mae II Pool N/A 36202FB47 14447262.11000000 PA USD 15693482.94000000 0.006056311475 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292G2S4 43209.44970000 PA USD 50127.28000000 0.000019344744 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418C7G3 29821656.95000000 PA USD 32149833.71000000 0.012407023193 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.00000000 N N N N N N Hashemite Kingdom of Jordan Government AID Bond N/A 418097AF8 5200000.00000000 PA USD 5679284.00000000 0.002191706773 Long DBT NUSS JO N 2 2025-06-30 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410QDN8 52656.02450000 PA USD 62069.87000000 0.000023953539 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BC1 5350000.00000000 PA USD 4654500.00000000 0.001796229802 Long DBT CORP US N 2 2026-11-15 Fixed 3.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BN3 9100000.00000000 PA USD 9011912.00000000 0.003477809627 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19300000 N N N N N N Fannie Mae Pool N/A 31413YTU5 17073.51450000 PA USD 19987.45000000 0.000007713407 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287XG59 19199.40130000 PA USD 21895.57000000 0.000008449774 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287QGJ4 12464.60650000 PA USD 15105.48000000 0.000005829393 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31400QNR0 6829.95000000 PA USD 8039.12000000 0.000003102397 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.50000000 N N N N N N TJX COMPANIES INC V167QI9I69W364E2DY52 872540AR0 4000000.00000000 PA USD 4090240.00000000 0.001578474806 Long DBT CORP US N 2 2025-04-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138W9VT4 1033412.62000000 PA USD 1098073.25000000 0.000423760209 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36205CQ29 5368.94000000 PA USD 5753.57000000 0.000002220374 Long ABS-MBS USGA US N 2 2025-02-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 3140HJ2R1 17841165.19000000 PA USD 19198164.21000000 0.007408811839 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PQHR5 322251.00000000 PA USD 345298.39000000 0.000133254970 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FUQ9 20621.10410000 PA USD 22438.85000000 0.000008659433 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BP6 4800000.00000000 PA USD 4754640.00000000 0.001834875081 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWZ2 11842370.34000000 PA USD 12442778.52000000 0.004801823956 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C29 N/A 46644RAZ8 4650000.00000000 PA USD 4898496.00000000 0.001890390912 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.61080000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAK8 1208000.00000000 PA USD 1210536.80000000 0.000467161301 Long DBT CORP US N 2 2029-08-15 Fixed 4.25000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAE3 15910000.00000000 PA USD 15971730.80000000 0.006163690806 Long DBT CORP US N 2 2049-11-01 Fixed 3.26600000 N N N N N N Ginnie Mae II Pool N/A 36179UD82 13656781.08000000 PA USD 14468813.28000000 0.005583696126 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WDT27 9443479.73000000 PA USD 10294337.25000000 0.003972713581 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Republic of Poland Government International Bond N/A 857524AA0 22385000.00000000 PA USD 23140717.60000000 0.008930292535 Long DBT NUSS PL N 2 2021-04-21 Fixed 5.12500000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAL3 9208000.00000000 PA USD 9381754.96000000 0.003620536654 Long DBT CORP US N 2 2026-03-11 Fixed 4.90000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AD1 5410000.00000000 PA USD 5581497.00000000 0.002153969546 Long DBT CORP US Y 2 2026-12-15 Fixed 3.85000000 N N N N N N Freddie Mac Pool N/A 3132DVKP9 137095959.67000000 PA USD 144959783.90000000 0.055941794824 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Mexico Government International Bond N/A 91087BAB6 34190000.00000000 PA USD 32731112.70000000 0.012631346031 Long DBT NUSS MX N 2 2047-01-15 Fixed 4.35000000 N N N N N N Ginnie Mae I Pool N/A 36209Q6K6 1306.21000000 PA USD 1377.74000000 0.000000531687 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31413NJR7 4209.88150000 PA USD 5202.40000000 0.000002007671 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 7.00000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_19-2 N/A 36257AAD3 3700000.00000000 PA USD 3703256.00000000 0.001429132837 Long ABS-CBDO CORP US N 2 2022-03-21 Fixed 2.67000000 N N N N N N Fannie Mae Pool N/A 31371FHE5 4384.31000000 PA USD 4918.45000000 0.000001898091 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DY1 20835000.00000000 PA USD 22219485.75000000 0.008574777634 Long DBT CORP US N 2 2027-10-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QH4 209735000.00000000 PA USD 330529775.90000000 0.127555577203 Long DBT UST US N 2 2040-05-15 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJU81 21670566.27000000 PA USD 23233447.51000000 0.008966078167 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31385DHN4 2844.71000000 PA USD 3458.48000000 0.000001334670 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31371HDQ8 10528.29000000 PA USD 12129.85000000 0.000004681060 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust 2019-GSA1 N/A 36261PAT9 7164000.00000000 PA USD 7173743.04000000 0.002768437220 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.04790000 N N N N N N Fannie Mae Pool N/A 3138XUTM4 9473278.82000000 PA USD 10240709.14000000 0.003952017822 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LN77 3596317.22000000 PA USD 4014029.47000000 0.001549064209 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-C37 549300TRQQDPEF728F16 95000PAE4 4675000.00000000 PA USD 5064754.75000000 0.001954552245 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.79400000 N N N N N N Freddie Mac Gold Pool N/A 3128M7YK6 1215798.27000000 PA USD 1394496.30000000 0.000538153574 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BXX1 368331.97260000 PA USD 439917.29000000 0.000169769587 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.50000000 N N N N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 780153AU6 4675000.00000000 PA USD 3401062.50000000 0.001312512584 Long DBT CORP LR N 2 2022-11-15 Fixed 5.25000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CB3 2010000.00000000 PA USD 2014522.50000000 0.000777429445 Long DBT CORP US N 2 2027-08-17 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 3138WFKL9 2999086.34000000 PA USD 3197955.76000000 0.001234131151 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQQ2 6660.80000000 PA USD 7369.58000000 0.000002844013 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132QTSC1 1718750.05000000 PA USD 1866253.18000000 0.000720210458 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058EP4 17050000.00000000 PA USD 18638548.50000000 0.007192849133 Long DBT CORP N/A N 2 2025-07-29 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31417ES77 5463781.92000000 PA USD 5885585.88000000 0.002271321251 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAL6 5025000.00000000 PA USD 5505138.75000000 0.002124501942 Long DBT CORP US N 2 2025-10-01 Fixed 4.37500000 N N N N N N WFRBS Commercial Mortgage Trust 2012-C7 N/A 92936TAC6 4400000.00000000 PA USD 4507492.00000000 0.001739497575 Long ABS-MBS CORP US N 2 2045-06-15 Variable 4.09000000 N N N N N N Ginnie Mae I Pool N/A 36201HKS1 4419.69000000 PA USD 4672.19000000 0.000001803056 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31419GY81 1004433.77000000 PA USD 1056764.77000000 0.000407818750 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138A6LT5 573090.07000000 PA USD 615521.66000000 0.000237537512 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 4.49600000 N N N N N N Fannie Mae Pool N/A 31376VQF2 4971.99000000 PA USD 5724.80000000 0.000002209271 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 6.50000000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAG4 6915000.00000000 PA USD 6679613.40000000 0.002577746408 Long DBT CORP US N 2 2022-08-01 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31409TU55 445251.33300000 PA USD 524853.37000000 0.000202547484 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C4RG7 1487048.96000000 PA USD 1670060.08000000 0.000644497086 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EH1 21590000.00000000 PA USD 32884592.60000000 0.012690575845 Long DBT USGA US N 2 2039-09-15 Fixed 5.25000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718EV7 4585000.00000000 PA USD 4953358.90000000 0.001911563192 Long DBT CORP US N 2 2027-08-11 Fixed 2.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVH0 24619453.43000000 PA USD 26353647.73000000 0.010170202483 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RS2 38688000.00000000 PA USD 38831919.36000000 0.014985723674 Long DBT CORP US N 2 2021-03-04 Fixed 2.50000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_18-2 N/A 26208JAF0 4053470.91000000 PA USD 4030041.85000000 0.001555243587 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 3.63000000 N N N N N N Fannie Mae Pool N/A 31418WJT8 36091.25000000 PA USD 40020.87000000 0.000015444554 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NY85 1396104.98000000 PA USD 1414519.60000000 0.000545880816 Long ABS-MBS USGA US N 2 2044-01-20 Floating 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210UXM0 23078.81000000 PA USD 24196.29000000 0.000009337651 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FNJ4 8361.37000000 PA USD 8716.23000000 0.000003363702 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AD3 7161000.00000000 PA USD 7482528.90000000 0.002887601548 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31388MX78 384.65000000 PA USD 437.51000000 0.000000168840 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284D9 485701000.00000000 PA USD 516892718.20000000 0.199475369027 Long DBT UST US N 2 2023-03-31 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUS7 8357697.09000000 PA USD 8960537.78000000 0.003457983673 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292SA26 4839570.60000000 PA USD 5123363.02000000 0.001977169909 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CQ9 11035000.00000000 PA USD 13868236.25000000 0.005351925934 Long DBT CORP US N 2 2044-10-22 Fixed 4.25000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BG0 32022000.00000000 PA USD 32570857.08000000 0.012569501381 Long DBT CORP US N 2 2025-06-12 Fixed 4.45000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CW3 8500000.00000000 PA USD 4696250.00000000 0.001812341650 Long DBT CORP US N 2 2024-08-15 Fixed 2.90000000 N N N N N N Concho Resources Inc SYHS7HRDXLL4I0IQ8776 20605PAL5 7770000.00000000 PA USD 5924625.00000000 0.002286386936 Long DBT CORP US N 2 2048-08-15 Fixed 4.85000000 N N N N N N Fannie Mae Pool N/A 31389EHE8 49505.41710000 PA USD 53050.00000000 0.000020472658 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201SUV9 21161.21870000 PA USD 24361.64000000 0.000009401461 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825CAP9 7845000.00000000 PA USD 9320173.80000000 0.003596771714 Long DBT CORP US N 2 2038-05-15 Fixed 5.90000000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FAQ9 26704000.00000000 PA USD 28245888.96000000 0.010900442055 Long DBT CORP US N 2 2026-03-15 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 31379G7D8 2228.83750000 PA USD 2446.55000000 0.000000944154 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.00000000 N N N N N N Alameda County Joint Powers Authority N/A 010831BE4 2050000.00000000 PA USD 3039555.50000000 0.001173002508 Long DBT MUN US N 2 2044-12-01 Fixed 7.04600000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAU7 33615000.00000000 PA USD 37774856.25000000 0.014577789791 Long DBT CORP ES N 2 2047-03-08 Fixed 5.21300000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FL2 1085000.00000000 PA USD 1321085.15000000 0.000509823293 Long DBT CORP US N 2 2039-03-15 Fixed 6.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128K0SA2 24587.22950000 PA USD 28150.90000000 0.000010863784 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LBB1 6198350.71000000 PA USD 6879983.34000000 0.002655071676 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140EUEF2 14083422.16000000 PA USD 14926033.31000000 0.005760143058 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210DGL9 15127.07000000 PA USD 15530.36000000 0.000005993360 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBJ4 6000000.00000000 PA USD 6937500.00000000 0.002677268074 Long DBT CORP US N 2 2031-03-24 Variable 4.49300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QK7 172672000.00000000 PA USD 256930755.80000000 0.099152794232 Long DBT UST US N 2 2040-08-15 Fixed 3.87500000 N N N N N N CD 2016-CD2 Mortgage Trust N/A 12515ABE9 7300000.00000000 PA USD 7681863.00000000 0.002964527072 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.52600000 N N N N N N Freddie Mac Gold Pool N/A 31283GTF4 2475.74000000 PA USD 2793.55000000 0.000001078065 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QRZ6 20273273.62770000 PA USD 21594280.14000000 0.008333502965 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.00000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515BB9 8215000.00000000 PA USD 8663785.45000000 0.003343463235 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128KGE87 53265.16180000 PA USD 62754.35000000 0.000024217689 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDT6 21250000.00000000 PA USD 22978262.50000000 0.008867599078 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GKZQ2 5565031.45000000 PA USD 6199333.73000000 0.002392400473 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2019-COR6 N/A 48129RAX3 10695000.00000000 PA USD 11051036.55000000 0.004264733311 Long ABS-MBS CORP US N 2 2052-11-13 Fixed 3.05650000 N N N N N N Ginnie Mae II Pool N/A 36179TV51 230382.18000000 PA USD 244099.13000000 0.000094200909 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LKQ8 980532.31000000 PA USD 1087204.42000000 0.000419565792 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EENK1 35311543.35000000 PA USD 38093386.74000000 0.014700714693 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AB30 4651.05000000 PA USD 5797.39000000 0.000002237285 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 8.00000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAL9 16109000.00000000 PA USD 16900596.26000000 0.006522151612 Long DBT CORP US N 2 2024-05-18 Fixed 2.75000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_17-2 N/A 43811BAC8 2344443.13000000 PA USD 2338793.02000000 0.000902569497 Long ABS-CBDO CORP US N 2 2021-08-16 Fixed 1.68000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCD2 6981000.00000000 PA USD 8000575.05000000 0.003087522041 Long DBT CORP US N 2 2043-03-15 Fixed 4.25000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AC2 21649000.00000000 PA USD 21274472.30000000 0.008210085117 Long DBT CORP US N 2 2044-11-18 Fixed 4.80000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGL70 223298.19000000 PA USD 242271.84000000 0.000093495735 Long ABS-MBS USGSE US N 2 2041-03-01 Floating 3.88000000 N N N N N N Freddie Mac Gold Pool N/A 31283HTF2 30313.66000000 PA USD 36052.64000000 0.000013913164 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206TH62 2660.59000000 PA USD 2939.05000000 0.000001134216 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31411EW52 32612.04000000 PA USD 34799.33000000 0.000013429496 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 4.10900000 N N N N N N Ginnie Mae I Pool N/A 36213UJH4 11611.01950000 PA USD 12991.22000000 0.000005013474 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.00000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EAK2 5291000.00000000 PA USD 7024278.69000000 0.002710757057 Long DBT CORP US N 2 2032-11-01 Fixed 6.35000000 N N N N N N Fannie Mae Pool N/A 31386YDN1 14731.37000000 PA USD 16775.35000000 0.000006473817 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0326C3 -18800000.00000000 PA USD -19872164.00000000 -0.00766891679 Short ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2M1 108749609.42000000 PA USD 114921149.80000000 0.044349509982 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WFW28 28389172.45000000 PA USD 30191601.01000000 0.011651316687 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.00000000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AK5 1050000.00000000 PA USD 929250.00000000 0.000358609204 Long DBT CORP US N 2 2028-06-01 Fixed 5.75000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBP7 10270000.00000000 PA USD 10215877.10000000 0.003942434827 Long DBT CORP US N 2 2021-02-15 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128PKRL0 4825.49000000 PA USD 5072.41000000 0.000001957506 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJEV8 41270.70000000 PA USD 48505.87000000 0.000018719022 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GDEC2 228202.83000000 PA USD 248104.40000000 0.000095746593 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138AJK50 5136254.41000000 PA USD 5580334.97000000 0.002153521104 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBK4 9520000.00000000 PA USD 7342300.00000000 0.002833485461 Long DBT CORP US N 2 2027-04-15 Fixed 4.20000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CL0 1500000.00000000 PA USD 1503015.00000000 0.000580032299 Long DBT NUSS KR N 2 2026-09-12 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M76T8 837630.89000000 PA USD 929435.24000000 0.000358680691 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293RZ79 4521.14000000 PA USD 5062.50000000 0.000001953682 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 7.00000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AQ6 8574000.00000000 PA USD 8792637.00000000 0.003393188660 Long DBT CORP US N 2 2026-01-15 Fixed 4.00000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAQ8 8200000.00000000 PA USD 8138746.00000000 0.003140843940 Long DBT CORP US N 2 2027-09-01 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36201AY36 13041.33000000 PA USD 13681.01000000 0.000005279672 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202E7J2 2218709.61000000 PA USD 2399578.82000000 0.000926027498 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.50000000 N N N N N N Israel Government AID Bond N/A 46513EFF4 542000.00000000 PA USD 626622.46000000 0.000241821449 Long DBT NUSS IL N 2 2023-09-18 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WCXF5 5926680.45000000 PA USD 6406563.77000000 0.002472373138 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31307NM84 368007.33000000 PA USD 384972.47000000 0.000148565694 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NGQ8 184869.67770000 PA USD 201134.51000000 0.000077620324 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N QVC Inc 549300WBLU5NKPX5X472 747262AU7 3060000.00000000 PA USD 2601000.00000000 0.001003758452 Long DBT CORP US N 2 2025-02-15 Fixed 4.45000000 N N N N N N Arch Capital Group Ltd 549300AYR4P8AFKDCE43 03937LAA3 4510000.00000000 PA USD 6357115.60000000 0.002453290471 Long DBT CORP BM N 2 2034-05-01 Fixed 7.35000000 N N N N N N Fannie Mae Pool N/A 31371FPW6 7572.10000000 PA USD 8371.79000000 0.000003230778 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 8.00000000 N N N N N N Oaktree Specialty Lending Corp 549300J6MGCEU5928620 67401PAB4 2000000.00000000 PA USD 1826240.00000000 0.000704768871 Long DBT CORP US N 2 2025-02-25 Fixed 3.50000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152FA4 5990000.00000000 PA USD 6474830.60000000 0.002498718163 Long DBT MUN US N 2 2035-04-01 Fixed 6.72500000 N N N N N N Ginnie Mae II Pool N/A 36202DZF1 1686474.69820000 PA USD 1918870.91000000 0.000740516299 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208EZT3 3185.80000000 PA USD 3494.89000000 0.000001348721 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31404NDL7 16587.50990000 PA USD 19465.94000000 0.000007512149 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AH6 4000000.00000000 PA USD 4165240.00000000 0.001607418245 Long DBT CORP US N 2 2025-03-27 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 3138NXKJ5 2754231.23000000 PA USD 2967023.13000000 0.001145011359 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMBS1 1482.44000000 PA USD 1482.44000000 0.000000572092 Long ABS-MBS USGSE US N 2 2020-04-01 Fixed 5.00000000 N N N N N N Aon PLC VVT2B79I2Z4U3R6BY589 00185AAF1 16490000.00000000 PA USD 17243428.10000000 0.006654454710 Long DBT CORP GB N 2 2024-06-14 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36225FF61 539930.22000000 PA USD 566980.72000000 0.000218804955 Long ABS-MBS USGA US N 2 2041-07-20 Floating 3.25000000 N N N N N N Fannie Mae Pool N/A 31403DGY9 3584132.31050000 PA USD 4007955.96000000 0.001546720365 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138EGUC6 2065415.70000000 PA USD 2173189.09000000 0.000838660867 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Benchmark 2019-B13 Mortgage Trust N/A 08162DAE8 2675000.00000000 PA USD 2762686.50000000 0.001066155296 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.95200000 N N N N N N Fannie Mae Pool N/A 31371FCL4 6051.87000000 PA USD 6864.27000000 0.000002649007 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31368HHR7 1345.39000000 PA USD 1561.46000000 0.000000602586 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 7.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-RB1 N/A 95000TBS4 8600000.00000000 PA USD 9098972.00000000 0.003511407171 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.63500000 N N N N N N Fannie Mae Pool N/A 31418ADQ8 9843876.94000000 PA USD 10771367.03000000 0.004156805343 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WDLQ2 3003225.12000000 PA USD 3176901.63000000 0.001226006098 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31388YXY3 5172.53000000 PA USD 6123.91000000 0.000002363293 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138LUSX4 10643838.70000000 PA USD 11484595.52000000 0.004432049144 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208FKL3 6770.07000000 PA USD 8085.16000000 0.000003120164 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBU9 1000000.00000000 PA USD 1076260.00000000 0.000415342203 Long DBT CORP US N 2 2028-05-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31380BCE8 540.41000000 PA USD 621.90000000 0.000000239998 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418VUR1 3776969.93000000 PA USD 4128568.06000000 0.001593266084 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QDZ1 1876084.48000000 PA USD 2030542.52000000 0.000783611771 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SJS7 164666668.52220000 PA USD 177385522.00000000 0.068455292975 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31368HKN2 162132.01000000 PA USD 186518.29000000 0.000071979742 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-2 N/A 43815MAC0 8975000.00000000 PA USD 8901225.50000000 0.003435094322 Long ABS-CBDO CORP US N 2 2023-06-21 Fixed 2.52000000 N N N N N N Ginnie Mae I Pool N/A 36204C4L2 7455.10000000 PA USD 8619.21000000 0.000003326261 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31375MU92 7027.70000000 PA USD 7809.32000000 0.000003013714 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GAL0 165.99000000 PA USD 177.42000000 0.000000068468 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 9.50000000 N N N N N N Fannie Mae Pool N/A 3138X3XX5 21969898.64000000 PA USD 23967841.22000000 0.009249489891 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N JM Smucker Co/The 5493000WDH6A0LHDJD55 832696AK4 10375000.00000000 PA USD 10606258.75000000 0.004093087992 Long DBT CORP US N 2 2025-03-15 Fixed 3.50000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MBA9 3500000.00000000 PA USD 2919140.00000000 0.001126532659 Long DBT CORP US N 2 2026-10-01 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 3138EGUL6 1023.25000000 PA USD 1080.26000000 0.000000416885 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31388GVV0 7620.18230000 PA USD 8035.71000000 0.000003101081 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36224NTX1 828.22000000 PA USD 891.06000000 0.000000343871 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.00000000 N N N N N N COMM 2013-CCRE11 Mortgage Trust 549300BCCWSDWINK2593 12626LAC6 1084282.43000000 PA USD 1115954.32000000 0.000430660738 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.66000000 N N N N N N Fannie Mae Pool N/A 31417VPC1 4265054.40000000 PA USD 4818573.16000000 0.001859547688 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.00000000 N N N N N N COMM 2015-LC19 Mortgage Trust N/A 200474BC7 5894000.00000000 PA USD 6089091.40000000 0.002349856578 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.18300000 N N N N N N Fannie Mae Pool N/A 31412RLV7 1002492.96000000 PA USD 1054762.94000000 0.000407046219 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBZ8 8588000.00000000 PA USD 9302521.60000000 0.003589959509 Long DBT CORP US N 2 2049-05-01 Fixed 3.85000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828U65 132807000.00000000 PA USD 136044834.70000000 0.052501404354 Long DBT UST US N 2 2021-11-30 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31406N4D3 41572.00450000 PA USD 45413.26000000 0.000017525545 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 4.50000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAB2 7400000.00000000 PA USD 7945232.00000000 0.003066164465 Long DBT CORP US N 2 2023-12-15 Fixed 4.37500000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 N/A 46639JAH3 1735000.00000000 PA USD 1741436.85000000 0.000672042275 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.37150000 N N N N N N Freddie Mac Gold Pool N/A 3128F8X98 4636.29000000 PA USD 4774.22000000 0.000001842431 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.50000000 N N N N N N President & Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AN3 2660000.00000000 PA USD 2715088.60000000 0.001047786670 Long DBT CORP US N 2 2056-07-15 Fixed 3.30000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAQ1 25286000.00000000 PA USD 25855946.44000000 0.009978133326 Long DBT CORP US N 2 2024-04-24 Variable 3.73700000 N N N N N N Fannie Mae Pool N/A 31416Y6N3 2781137.24000000 PA USD 3046652.41000000 0.001175741294 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N County of Cook IL 5493004UMR7OX4YITE10 213185DV0 4625000.00000000 PA USD 6213086.25000000 0.002397707742 Long DBT MUN US N 2 2034-11-15 Fixed 6.22900000 N N N N N N Fannie Mae Pool N/A 31410PME0 51412.00170000 PA USD 61068.72000000 0.000023567183 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208T4S6 3763.81000000 PA USD 4393.16000000 0.000001695375 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31409CUT0 2899.94720000 PA USD 2966.38000000 0.000001144763 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GSM9 25771.96830000 PA USD 28844.50000000 0.000011131453 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293QFC2 10113.16000000 PA USD 11022.84000000 0.000004253851 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4Q71 12967.54990000 PA USD 14781.06000000 0.000005704196 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GKV7 1310.30000000 PA USD 1431.95000000 0.000000552607 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 7.50000000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAU0 1482000.00000000 PA USD 1511225.04000000 0.000583200656 Long DBT CORP US N 2 2021-09-15 Fixed 4.20000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAT7 9000000.00000000 PA USD 8900910.00000000 0.003434972566 Long DBT CORP US N 2 2024-05-15 Fixed 3.37500000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBM9 6450000.00000000 PA USD 6545718.00000000 0.002526074497 Long DBT CORP US N 2 2047-06-15 Fixed 4.36800000 N N N N N N Puget Energy Inc SYBSJ96YIDMIUY7WDR33 745310AD4 6776000.00000000 PA USD 6947839.36000000 0.002681258163 Long DBT CORP US N 2 2021-09-01 Fixed 6.00000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AF0 27200000.00000000 PA USD 29121136.00000000 0.011238210842 Long DBT CORP US N 2 2025-05-20 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 31292HR71 58936.66000000 PA USD 69305.39000000 0.000026745817 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GF34 1447.47000000 PA USD 1613.65000000 0.000000622727 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 8.50000000 N N N N N N Commonwealth Financing Authority N/A 20281PKT8 7000000.00000000 PA USD 7726670.00000000 0.002981818654 Long DBT MUN US N 2 2038-06-01 Fixed 3.86400000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828T26 327230000.00000000 PA USD 338630693.20000000 0.130681822575 Long DBT UST US N 2 2023-09-30 Fixed 1.37500000 N N N N N N Ginnie Mae I Pool N/A 36213E5U6 12884.16000000 PA USD 14261.61000000 0.000005503733 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212DBP3 4043.81000000 PA USD 4585.76000000 0.000001769702 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407VRJ6 2410.01040000 PA USD 2497.42000000 0.000000963785 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335HY49 308548.97230000 PA USD 333655.60000000 0.000128761871 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 5.00000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BW0 11700000.00000000 PA USD 11826711.00000000 0.004564075789 Long DBT CORP US N 2 2026-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36206EEM3 1738.45000000 PA USD 1878.66000000 0.000000724998 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 7.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137AME60 16948852.55000000 PA USD 17344947.23000000 0.006693632213 Long ABS-MBS USGSE US N 2 2021-12-25 Fixed 2.87300000 N N N N N N Freddie Mac Gold Pool N/A 3132M5SS2 1610611.56000000 PA USD 1758449.60000000 0.000678607708 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371MR66 28655.80070000 PA USD 29901.47000000 0.000011539351 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 4.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BK4 37428000.00000000 PA USD 38057164.68000000 0.014686736147 Long DBT CORP GB N 2 2028-03-13 Variable 4.04100000 N N N N N N Fannie Mae Pool N/A 31409BHP5 40484.42560000 PA USD 47344.11000000 0.000018270684 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DH0 925000.00000000 PA USD 946959.50000000 0.000365443522 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31410F3J2 128745.44530000 PA USD 148204.03000000 0.000057193789 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417VN66 7765645.62000000 PA USD 8672129.43000000 0.003346683281 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AL2 10585000.00000000 PA USD 11065664.85000000 0.004270378555 Long DBT CORP GB N 2 2025-11-16 Fixed 3.37500000 N N N N N N Embraer Netherlands Finance BV 724500PBR8LR26XBSP67 29082HAA0 9055000.00000000 PA USD 7483414.20000000 0.002887943197 Long DBT CORP NL N 2 2025-06-15 Fixed 5.05000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAP9 8825000.00000000 PA USD 9599393.75000000 0.003704526187 Long DBT CORP US N 2 2045-06-01 Fixed 3.75000000 N N N N N N BANK 2020-BNK26 N/A 06540JBG6 10460000.00000000 PA USD 10226219.00000000 0.003946425896 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.40300000 N N N N N N Freddie Mac Gold Pool N/A 3128L0HN5 177871.03010000 PA USD 212447.38000000 0.000081986102 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAM5 3344000.00000000 PA USD 4255574.40000000 0.001642279420 Long DBT CORP US N 2 2038-04-15 Fixed 7.55000000 N N N N N N People's United Bank NA N4662XQCE3KKIZ6EZS08 71270QEB8 3850000.00000000 PA USD 4083464.00000000 0.001575859863 Long DBT CORP US N 2 2024-07-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138AP5M6 7254790.79000000 PA USD 8057605.94000000 0.003109530975 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36204AF91 1256.62000000 PA USD 1363.42000000 0.000000526160 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FHX7 4602454.90000000 PA USD 5005998.15000000 0.001931877337 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 4.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKC2 300000.00000000 PA USD 299880.00000000 0.000115727445 Long DBT CORP US N 2 2021-09-01 Fixed 2.25000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAR9 18655000.00000000 PA USD 19199912.55000000 0.007409486545 Long DBT CORP US N 2 2030-08-14 Fixed 2.20000000 N N N N N N GS Mortgage Securities Trust 2019-GC42 N/A 36257UAQ0 3775000.00000000 PA USD 3639175.50000000 0.001404403370 Long ABS-MBS CORP US N 2 2052-09-01 Fixed 3.21170000 N N N N N N Ginnie Mae I Pool N/A 36200NHY0 97871.20940000 PA USD 110700.17000000 0.000042720581 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6BH0 65584.57000000 PA USD 74308.63000000 0.000028676630 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138ERDQ0 26538717.79000000 PA USD 29446034.32000000 0.011363593170 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BM9 19418000.00000000 PA USD 20569875.76000000 0.007938172494 Long DBT CORP US Y 2 2024-05-15 Fixed 3.62500000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748148PB3 300000.00000000 PA USD 363597.00000000 0.000140316632 Long DBT NUSS CA N 2 2023-07-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138WHU59 6561578.80000000 PA USD 7154089.37000000 0.002760852623 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CPK4 13945119.41000000 PA USD 14632334.89000000 0.005646801162 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N TC PipeLines LP 6HL0C5LCIE4TN8UZHL06 87233QAC2 6500000.00000000 PA USD 6152965.00000000 0.002374506199 Long DBT CORP US N 2 2027-05-25 Fixed 3.90000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-LC14 549300QGM7D5K3CV2643 96221TAE7 6720000.00000000 PA USD 6870595.20000000 0.002651448675 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.04500000 N N N N N N Freddie Mac Gold Pool N/A 3129442G5 2146184.78000000 PA USD 2361597.35000000 0.000911369973 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAQ2 8754000.00000000 PA USD 8228760.00000000 0.003175581469 Long DBT CORP US N 2 2022-02-01 Fixed 5.20000000 N N N N N N Fannie Mae Pool N/A 31371MCD7 57316.90480000 PA USD 66683.06000000 0.000025733827 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETT6 4813000.00000000 PA USD 4768912.92000000 0.001840383180 Long DBT CORP US N 2 2024-06-24 Fixed 2.65000000 N N N N N N Fannie Mae Pool N/A 31417EZA2 1764228.63000000 PA USD 1868247.55000000 0.000720980111 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31349URK6 89711.25930000 PA USD 91423.85000000 0.000035281607 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 5.17300000 N N N N N N UBS Commercial Mortgage Trust 2018-C13 N/A 90353KAV1 1692608.86000000 PA USD 1780404.48000000 0.000687080371 Long ABS-MBS CORP US N 2 2051-10-15 Fixed 4.20760000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAV4 5750000.00000000 PA USD 5664957.50000000 0.002186177997 Long DBT CORP US N 2 2024-12-01 Fixed 2.30000000 N N N N N N Ginnie Mae I Pool N/A 36200XHF9 10039.32000000 PA USD 10227.56000000 0.000003946943 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31409BXW2 12585.28890000 PA USD 14358.18000000 0.000005541001 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 312943UJ0 2132272.74000000 PA USD 2344775.04000000 0.000904878033 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAC6 6005000.00000000 PA USD 5972813.20000000 0.002304983365 Long DBT CORP US N 2 2021-11-30 Fixed 3.37500000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAG3 9584000.00000000 PA USD 9463816.64000000 0.003652205284 Long DBT CORP US N 2 2022-11-01 Fixed 2.70000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABG7 3450000.00000000 PA USD 3423366.00000000 0.001321119783 Long DBT CORP US N 2 2027-08-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31408EDF6 53878.49460000 PA USD 63989.33000000 0.000024694283 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BGB8 10609.72000000 PA USD 12848.58000000 0.000004958427 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36291MRU9 9533.64310000 PA USD 10232.75000000 0.000003948946 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GS31 5774.38000000 PA USD 6420.82000000 0.000002477874 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 7.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAB1 11350000.00000000 PA USD 11360555.50000000 0.004384180548 Long DBT CORP ES N 2 2027-04-11 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3138EGBK9 498272.43000000 PA USD 508646.46000000 0.000196293034 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 4.13600000 N N N N N N Fannie Mae Pool N/A 3138WHBN1 6882395.85000000 PA USD 7272971.81000000 0.002806730845 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550AY4 9650000.00000000 PA USD 9822638.50000000 0.003790679130 Long DBT CORP US N 2 2024-11-15 Fixed 2.37500000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAE2 2875000.00000000 PA USD 2890237.50000000 0.001115378823 Long DBT CORP US N 2 2022-09-15 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31418AQA9 21218384.11000000 PA USD 21992430.76000000 0.008487154272 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284N7 755131400.00000000 PA USD 889756226.00000000 0.343368063191 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBF2 26565000.00000000 PA USD 26565000.00000000 0.010251765969 Long DBT CORP US N 2 2025-10-15 Variable 2.30100000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AU8 16000000.00000000 PA USD 16886400.00000000 0.006516673098 Long DBT CORP JP N 2 2025-03-02 Fixed 3.77700000 N N N N N N Fannie Mae Pool N/A 31376KKS4 957299.30300000 PA USD 1092948.61000000 0.000421782547 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WCW2 12025000.00000000 PA USD 16169777.00000000 0.006240119314 Long DBT MUN US N 2 2040-11-01 Fixed 5.64700000 N N N N N N Ginnie Mae I Pool N/A 36207W5A8 4784.06000000 PA USD 5160.04000000 0.000001991324 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36201H2R3 7815.44000000 PA USD 8191.60000000 0.000003161240 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31381FUE8 18957.99000000 PA USD 21502.53000000 0.000008298095 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292G4V5 51453.16890000 PA USD 58664.85000000 0.000022639499 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36206FRH7 2959.87000000 PA USD 3282.85000000 0.000001266892 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36204DUJ6 707302.86000000 PA USD 794569.89000000 0.000306634464 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAE2 11350000.00000000 PA USD 8512500.00000000 0.003285080286 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AX1 1952000.00000000 PA USD 2017294.40000000 0.000778499156 Long DBT CORP US N 2 2045-03-30 Fixed 4.50000000 N N N N N N Fannie Mae-Aces N/A 3136AVKR9 8000000.00000000 PA USD 8694160.00000000 0.003355185154 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 2.80110000 N N N N N N Ginnie Mae II Pool N/A 36179NQ50 54022398.97000000 PA USD 58923311.00000000 0.022739243158 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TXV2 33792353.68440000 PA USD 36177755.93000000 0.013961448789 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31385XP68 460188.83000000 PA USD 539957.96000000 0.000208376534 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M96Y3 9064506.70000000 PA USD 9922009.03000000 0.003829027461 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBQ7 3980000.00000000 PA USD 3993651.40000000 0.001541200057 Long DBT CORP US N 2 2050-04-02 Fixed 5.28200000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AS4 11210000.00000000 PA USD 11862982.50000000 0.004578073415 Long DBT CORP US N 2 2024-02-01 Fixed 4.10000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748149AN1 45965000.00000000 PA USD 50648373.85000000 0.019545841348 Long DBT NUSS CA N 2 2027-04-12 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36292CCL6 13317.94180000 PA USD 14488.19000000 0.000005591173 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.50000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAE1 2807000.00000000 PA USD 2727309.27000000 0.001052502780 Long DBT CORP US N 2 2026-03-13 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 312944KF7 93927.89000000 PA USD 103274.65000000 0.000039854979 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293NYZ7 2014.03000000 PA USD 2241.90000000 0.000000865177 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407KDX4 640867.98880000 PA USD 685671.07000000 0.000264609047 Long ABS-MBS USGSE US N 2 2035-08-01 Floating 4.13500000 N N N N N N Ginnie Mae I Pool N/A 36212CXQ9 15166.81000000 PA USD 18365.19000000 0.000007087356 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 7.00000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAN8 1700000.00000000 PA USD 1974856.00000000 0.000762121646 Long DBT CORP US N 2 2044-04-01 Fixed 4.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20 N/A 46642CBJ8 850000.00000000 PA USD 894956.50000000 0.000345374914 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 3.80460000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HNP4 1850000.00000000 PA USD 1866095.00000000 0.000720149415 Long DBT CORP US N 2 2021-04-26 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 3138YAN92 488120.74000000 PA USD 528493.21000000 0.000203952143 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31402LHH8 174408.05300000 PA USD 199991.97000000 0.000077179404 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371EXL4 3971.06000000 PA USD 4344.30000000 0.000001676519 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 7.00000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AZ6 8300000.00000000 PA USD 6421461.00000000 0.002478122166 Long DBT CORP US N 2 2049-09-01 Fixed 4.45000000 N N N N N N Ginnie Mae II Pool N/A 36202EW54 2395925.12700000 PA USD 2755313.90000000 0.001063310117 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 6.00000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KA8 30500000.00000000 PA USD 33129405.00000000 0.012785052014 Long DBT CORP US N 2 2029-05-15 Fixed 3.50000000 N N N N N N Tosco Corp N/A 891490AT1 1150000.00000000 PA USD 1394881.00000000 0.000538302035 Long DBT CORP US N 2 2030-02-15 Fixed 8.12500000 N N N N N N Fannie Mae Pool N/A 31417CDR3 5043690.83000000 PA USD 5441184.10000000 0.002099821042 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GFYY7 1936811.22000000 PA USD 2105333.16000000 0.000812474415 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAT7 7700000.00000000 PA USD 7890036.00000000 0.003044863638 Long DBT CORP US N 2 2045-03-15 Fixed 4.90000000 N N N N N N Ginnie Mae II Pool N/A 36179UQ62 34535522.78000000 PA USD 36614906.61000000 0.014130150707 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 4.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 25050000.00000000 PA USD 27403197.00000000 0.010575236681 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FPHK4 26450000.00000000 PA USD 28494585.00000000 0.010996416970 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.42500000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BS4 145000.00000000 PA USD 145595.95000000 0.000056187299 Long DBT CORP US N 2 2049-09-01 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCR56 1213211.71000000 PA USD 1281964.42000000 0.000494726113 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SR86 15812.57720000 PA USD 18320.29000000 0.000007070029 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RP42 1745000.00000000 PA USD 1735629.35000000 0.000669801088 Long DBT CORP US N 2 2021-08-09 Fixed 3.15000000 N N N N N N Ginnie Mae I Pool N/A 36209RVG5 13891.43000000 PA USD 15063.31000000 0.000005813119 Long ABS-MBS USGA US N 2 2030-08-15 Fixed 8.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FK4M5 8275000.00000000 PA USD 9888376.75000000 0.003816048343 Long ABS-MBS USGSE US N 2 2028-10-25 Variable 4.06000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AH3 5310000.00000000 PA USD 6293783.70000000 0.002428849898 Long DBT CORP US N 2 2049-03-15 Fixed 5.00000000 N N N N N N JD.com Inc 549300HVTWB0GJZ16V92 47215PAC0 5420000.00000000 PA USD 5631109.00000000 0.002173115438 Long DBT CORP KY N 2 2026-04-29 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36203RQU6 1041.62000000 PA USD 1121.78000000 0.000000432908 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 413875AS4 3891000.00000000 PA USD 4262512.68000000 0.001644956989 Long DBT CORP US N 2 2035-04-27 Fixed 4.85400000 N N N N N N Fannie Mae Pool N/A 31388TR62 5694.73000000 PA USD 5858.80000000 0.000002260984 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31336CNR0 3893.23000000 PA USD 4002.28000000 0.000001544529 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 3.97700000 N N N N N N Fannie Mae Pool N/A 31371KER8 7368.10000000 PA USD 7637.33000000 0.000002947341 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36196UYJ4 223544.24000000 PA USD 248404.59000000 0.000095862440 Long ABS-MBS USGA US N 2 2047-02-15 Fixed 4.50000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190AJ3 12690000.00000000 PA USD 12920958.00000000 0.004986359402 Long DBT CORP US N 2 2023-02-01 Fixed 3.85000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAF7 18755000.00000000 PA USD 14884718.20000000 0.005744199040 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N Fannie Mae Pool N/A 31417ARF8 485883.83000000 PA USD 512869.82000000 0.000197922882 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Credit Suisse AG/New York NY ANGGYXNX0JLX3X63JN86 22550L2A8 5905000.00000000 PA USD 5875711.20000000 0.002267510488 Long DBT CORP CH N 2 2021-11-12 Fixed 2.10000000 N N N N N N Ginnie Mae I Pool N/A 36176XFP9 1995487.84000000 PA USD 2144989.79000000 0.000827778405 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140JAEY0 3913386.28000000 PA USD 4179809.62000000 0.001613040843 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36203DB74 4075.33000000 PA USD 4826.62000000 0.000001862653 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36206PRG7 4155.45000000 PA USD 4619.66000000 0.000001782784 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.50000000 N N N N N N American Airlines 2017-1 Class B Pass Through Trust N/A 02378WAA7 1112624.91000000 PA USD 956857.42000000 0.000369263253 Long DBT CORP US N 2 2025-02-15 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 31371LXW4 209631.56330000 PA USD 219714.84000000 0.000084790706 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 5.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEL4 3332000.00000000 PA USD 3392609.08000000 0.001309250303 Long DBT CORP US N 2 2021-05-20 Fixed 3.62500000 N N N N N N BBCMS Mortgage Trust 2018-C2 N/A 05491UBD9 8350000.00000000 PA USD 9350163.00000000 0.003608344921 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.31400000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAQ7 5525000.00000000 PA USD 5089906.25000000 0.001964258523 Long DBT CORP US N 2 2022-02-01 Fixed 3.75000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QSZL3 149367.62250000 PA USD 162491.06000000 0.000062707333 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 3.73000000 N N N N N N DBJPM 17-C6 Mortgage Trust N/A 23312JAH6 2174000.00000000 PA USD 2167999.76000000 0.000836658240 Long ABS-MBS CORP US N 2 2050-06-10 Variable 3.56100000 N N N N N N Fannie Mae Pool N/A 31416XBL3 40726.64000000 PA USD 43433.33000000 0.000016761465 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAV1 26655000.00000000 PA USD 26590494.90000000 0.010261604770 Long DBT CORP JP N 2 2023-07-16 Variable 2.72100000 N N N N N N Fannie Mae Pool N/A 31406T3K5 212602.71350000 PA USD 255835.48000000 0.000098730113 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FGQ6 3596.38000000 PA USD 3649.75000000 0.000001408484 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31385XBL0 13714.18200000 PA USD 15183.38000000 0.000005859456 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216BE9 15959000.00000000 PA USD 17331952.77000000 0.006688617488 Long DBT CORP US N 2 2023-11-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 3138EGZ56 659553.85000000 PA USD 762985.08000000 0.000294445491 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138A5GU0 1862444.78000000 PA USD 2064464.17000000 0.000796702560 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142BF9 6905000.00000000 PA USD 9996644.70000000 0.003857830300 Long DBT CORP US N 2 2030-02-15 Fixed 7.55000000 N N N N N N Legg Mason Inc OWUNCC6U1ZJXMZKFBJ36 524901AR6 7295000.00000000 PA USD 7806306.55000000 0.003012551396 Long DBT CORP US N 2 2044-01-15 Fixed 5.62500000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMW9 15000000.00000000 PA USD 15172500.00000000 0.005855257638 Long DBT CORP SE N 2 2022-11-14 Fixed 1.62500000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAA0 24459000.00000000 PA USD 24083554.35000000 0.009294145036 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 36223SPS6 143.31000000 PA USD 152.83000000 0.000000058979 Long ABS-MBS USGA US N 2 2022-03-15 Fixed 8.00000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NM3 6416000.00000000 PA USD 6113742.24000000 0.002359369645 Long DBT CORP US N 2 2022-04-25 Fixed 2.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5PJ3 274728.93180000 PA USD 323507.05000000 0.000124845419 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAB3 2068000.00000000 PA USD 2109339.32000000 0.000814020442 Long DBT CORP US N 2 2021-09-15 Fixed 4.62500000 N N N N N N Public Service Co of New Hampshire 549300SHPFALUPKK2351 744482BL3 4054000.00000000 PA USD 4209795.22000000 0.001624612662 Long DBT CORP US N 2 2023-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36176XCS6 1672.70000000 PA USD 1792.42000000 0.000000691717 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 4.00000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AU9 4100000.00000000 PA USD 4139483.00000000 0.001597478296 Long DBT CORP US N 2 2029-10-01 Fixed 3.45000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AB1 1125000.00000000 PA USD 1170168.75000000 0.000451582765 Long DBT CORP US N 2 2024-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 313615K21 347.66000000 PA USD 377.86000000 0.000000145820 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31412S3H6 50029.18000000 PA USD 56647.54000000 0.000021860994 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KFF54 8138.87380000 PA USD 8970.18000000 0.000003461704 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31376Y5N2 28806.59000000 PA USD 32259.35000000 0.000012449286 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GMS1 1342.34000000 PA USD 1388.70000000 0.000000535916 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 8.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FC6 100000.00000000 PA USD 133055.00000000 0.000051347589 Long DBT CORP US N 2 2040-03-01 Fixed 5.69000000 N N N N N N Freddie Mac Pool N/A 3132DV4N2 69993468.75000000 PA USD 72524432.58000000 0.027988086198 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 2.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VER1 11574000.00000000 PA USD 13348525.68000000 0.005151363120 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N Nexen Inc 6Q7WW7FQZR6X22IL2I79 65334HAJ1 7748000.00000000 PA USD 12140496.16000000 0.004685169410 Long DBT CORP CA N 2 2039-07-30 Fixed 7.50000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAQ1 7281000.00000000 PA USD 8742442.32000000 0.003373817905 Long DBT CORP CA N 2 2041-01-15 Fixed 6.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828V72 435482000.00000000 PA USD 447867108.10000000 0.172837522213 Long DBT UST US N 2 2022-01-31 Fixed 1.87500000 N N N N N N Ginnie Mae I Pool N/A 36225AEH9 6773.40000000 PA USD 7916.55000000 0.000003055095 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31385XNR4 3502374.64600000 PA USD 4031653.50000000 0.001555865543 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AE9 7221000.00000000 PA USD 7230026.25000000 0.002790157615 Long DBT CORP CO N 2 2043-09-18 Fixed 7.37500000 N N N N N N Fannie Mae Pool N/A 31410KSZ8 207189.42000000 PA USD 226576.13000000 0.000087438564 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297V3C0 119055.62380000 PA USD 136309.16000000 0.000052603410 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292K4Q7 1134279.77000000 PA USD 1247469.55000000 0.000481414111 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4NC3 367607.58810000 PA USD 419201.31000000 0.000161775031 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y1ZX9 4255367.10000000 PA USD 4615371.16000000 0.001781129493 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CC0 7403000.00000000 PA USD 8482505.46000000 0.003273505018 Long DBT CORP US N 2 2042-08-13 Fixed 3.60000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BL6 3129000.00000000 PA USD 3676324.68000000 0.001418739704 Long DBT CORP US N 2 2043-06-01 Fixed 3.70000000 N N N N N N Freddie Mac Pool N/A 3132A5D36 453890.73000000 PA USD 487451.41000000 0.000188113599 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Selective Insurance Group Inc 549300R3WGJWLE40R258 816300AH0 2900000.00000000 PA USD 3751034.00000000 0.001447570965 Long DBT CORP US N 2 2049-03-01 Fixed 5.37500000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAR4 13835000.00000000 PA USD 12797375.00000000 0.004938667175 Long DBT CORP US N 2 2022-03-15 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 36209FZD4 9202.98000000 PA USD 11142.78000000 0.000004300138 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBF1 19300000.00000000 PA USD 17538875.00000000 0.006768471367 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Ginnie Mae II Pool N/A 36179S5M5 64819402.29780000 PA USD 69761881.72000000 0.026921983247 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 4.00000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAX4 4850000.00000000 PA USD 4546875.00000000 0.001754695968 Long DBT CORP US N 2 2024-04-01 Fixed 3.87500000 N N N N N N Tucson Electric Power Co YLF139GXSRKPBBTNZL03 898813AQ3 185000.00000000 PA USD 203512.95000000 0.000078538194 Long DBT CORP US N 2 2048-12-01 Fixed 4.85000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AF8 4941000.00000000 PA USD 5492316.78000000 0.002119553783 Long DBT CORP US N 2 2043-12-15 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31413QSZ2 1319043.19160000 PA USD 1366990.41000000 0.000527538707 Long ABS-MBS USGSE US N 2 2037-09-01 Floating 3.59200000 N N N N N N Ginnie Mae II Pool N/A 36225E6Q0 59119.83000000 PA USD 62826.05000000 0.000024245358 Long ABS-MBS USGA US N 2 2040-11-20 Floating 3.62500000 N N N N N N M&T Bank Corp 549300WYXDDBYRASEG81 55261FAJ3 7250000.00000000 PA USD 7629610.00000000 0.002944361985 Long DBT CORP US N 2 2023-07-26 Fixed 3.55000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BL1 11000000.00000000 PA USD 11356840.00000000 0.004382746690 Long DBT NUSS JP N 2 2022-07-21 Fixed 2.37500000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAH2 12598000.00000000 PA USD 11618757.46000000 0.004483823916 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PCL8 2000000.00000000 PA USD 2039680.00000000 0.000787138039 Long DBT CORP US N 2 2021-06-01 Fixed 3.75000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BH4 8879000.00000000 PA USD 10739416.87000000 0.004144475377 Long DBT CORP US N 2 2043-06-01 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31384VVZ2 5484.97000000 PA USD 6864.33000000 0.000002649030 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8.50000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AC0 14821000.00000000 PA USD 14839822.67000000 0.005726873293 Long DBT CORP US N 2 2021-12-15 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31385QLG5 2024.17000000 PA USD 2183.01000000 0.000000842450 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31385NN88 2224.37000000 PA USD 2296.06000000 0.000000886078 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.50000000 N N N N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05723KAE0 18745000.00000000 PA USD 17180542.30000000 0.006630186293 Long DBT CORP US N 2 2027-12-15 Fixed 3.33700000 N N N N N N Ginnie Mae I Pool N/A 36210GV84 20843.81000000 PA USD 21637.54000000 0.000008350197 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N NXP BV / NXP Funding LLC N/A 62947QAY4 11150000.00000000 PA USD 11819000.00000000 0.004561100018 Long DBT CORP NL Y 2 2028-12-01 Fixed 5.55000000 N N N N N N Ginnie Mae I Pool N/A 36200NWV9 137871.09170000 PA USD 153075.52000000 0.000059073758 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207AL75 2489.53000000 PA USD 2675.37000000 0.000001032458 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31404DZS0 105633.38680000 PA USD 120696.71000000 0.000046578370 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AT0 12825000.00000000 PA USD 10091607.75000000 0.003894477730 Long DBT CORP US N 2 2047-07-13 Fixed 4.95000000 N N N N N N Ginnie Mae I Pool N/A 36203EC30 4025.34400000 PA USD 4461.37000000 0.000001721698 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KQC4 135899.78720000 PA USD 148220.46000000 0.000057200130 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YZ7 150595000.00000000 PA USD 154124946.80000000 0.059478745892 Long DBT UST US N 2 2021-12-31 Fixed 1.62500000 N N N N N N Freddie Mac Gold Pool N/A 312945ZK7 1852041.23000000 PA USD 2012520.60000000 0.000776656886 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJB7 7226000.00000000 PA USD 10026075.00000000 0.003869187821 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Fannie Mae Pool N/A 31416W6C1 1303899.76000000 PA USD 1372106.76000000 0.000529513171 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DK4 7716000.00000000 PA USD 8297709.24000000 0.003202189844 Long DBT CORP US N 2 2048-01-15 Fixed 4.65000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CC0 4620000.00000000 PA USD 4797731.40000000 0.001851504592 Long DBT CORP US N 2 2049-05-15 Fixed 4.10000000 N N N N N N Freddie Mac Pool N/A 3132A8MD8 1668979.97000000 PA USD 1757168.87000000 0.000678113458 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KL71 882549.86000000 PA USD 980874.74000000 0.000378531838 Long ABS-MBS USGA US N 2 2037-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36223XLZ3 100.44000000 PA USD 108.59000000 0.000000041906 Long ABS-MBS USGA US N 2 2022-07-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A6B97 192384.63000000 PA USD 216132.59000000 0.000083408271 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQ45 1828846.87000000 PA USD 1987353.03000000 0.000766944406 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312944FE6 1621059.17000000 PA USD 1782435.61000000 0.000687864209 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417EFR7 6499935.69000000 PA USD 6765588.06000000 0.002610925105 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36213XZQ0 25993.66680000 PA USD 27835.58000000 0.000010742098 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MZF3 191686.13040000 PA USD 214446.94000000 0.000082757758 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AR5 31546000.00000000 PA USD 36439730.98000000 0.014062548239 Long DBT CORP US N 2 2042-11-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31401YF91 144947.62530000 PA USD 162597.90000000 0.000062748564 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Allegion US Holding Co Inc 5493002B66JX7J7SXI33 01748NAD6 1550000.00000000 PA USD 1444646.50000000 0.000557507164 Long DBT CORP US N 2 2024-10-01 Fixed 3.20000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GE7 7845000.00000000 PA USD 7421134.65000000 0.002863908739 Long DBT CORP US N 2 2045-02-01 Fixed 3.60000000 N N N N N N Fannie Mae-Aces N/A 3136AMM48 4999233.83000000 PA USD 5110766.74000000 0.001972308847 Long ABS-MBS USGSE US N 2 2022-07-25 Variable 2.50900000 N N N N N N Ginnie Mae I Pool N/A 36207MR24 3885.06000000 PA USD 4284.64000000 0.000001653496 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138EQTZ5 8108760.18000000 PA USD 8996831.59000000 0.003471989908 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAP6 5200000.00000000 PA USD 6604572.00000000 0.002548786993 Long DBT CORP US N 2 2043-09-01 Fixed 5.15000000 N N N N N N BANK 2019-BNK21 N/A 06540BBG3 4325000.00000000 PA USD 4135175.75000000 0.001595816074 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 3.09300000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 63743HET5 2250000.00000000 PA USD 2255107.50000000 0.000870274207 Long DBT CORP US N 2 2022-01-21 Fixed 1.75000000 N N N N N N Ginnie Mae I Pool N/A 36196PSJ2 1957809.45000000 PA USD 2176829.59000000 0.000840065782 Long ABS-MBS USGA US N 2 2047-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179T4Q5 118015216.37000000 PA USD 126442683.00000000 0.048795813839 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31306YJD4 46178.10000000 PA USD 46962.67000000 0.000018123482 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FYK9 7984.08000000 PA USD 9053.79000000 0.000003493970 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAP4 7750000.00000000 PA USD 7271592.50000000 0.002806198552 Long DBT CORP US N 2 2025-01-15 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31404CJV3 10.01990000 PA USD 10.26000000 0.000000003959 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828WZ9 240880000.00000000 PA USD 248031727.20000000 0.095718547721 Long DBT UST US N 2 2022-04-30 Fixed 1.75000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 891906AF6 3362000.00000000 PA USD 3545565.20000000 0.001368277984 Long DBT CORP US N 2 2028-06-01 Fixed 4.45000000 N N N N N N Ginnie Mae II Pool N/A 36202F3H7 11228807.02000000 PA USD 11792493.13000000 0.004550870685 Long ABS-MBS USGA US N 2 2027-02-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QBF7 15123750.97000000 PA USD 16247294.43000000 0.006270034260 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140FE5Q3 19457365.05000000 PA USD 20637259.67000000 0.007964176788 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DV2 18905000.00000000 PA USD 19729447.05000000 0.007613840536 Long DBT CORP US N 2 2024-12-15 Fixed 2.65000000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC15 N/A 17321JAD6 1975000.00000000 PA USD 2110169.00000000 0.000814340626 Long ABS-MBS CORP US N 2 2046-09-10 Variable 4.37100000 N N N N N N Fannie Mae Pool N/A 31371KN31 17627.02750000 PA USD 20687.61000000 0.000007983607 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.00000000 N N N N N N Province of New Brunswick Canada 549300POZA55ZTGSOU44 642869AM3 8500000.00000000 PA USD 9914230.00000000 0.003826025436 Long DBT NUSS CA N 2 2028-02-24 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36200FME5 56072.98310000 PA USD 62107.56000000 0.000023968084 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PDA59 4800.95510000 PA USD 4908.78000000 0.000001894359 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 362166BM1 537.77000000 PA USD 571.12000000 0.000000220402 Long ABS-MBS USGA US N 2 2021-02-15 Fixed 9.00000000 N N N N N N Chile Government International Bond N/A 168863CA4 11468000.00000000 PA USD 11816971.24000000 0.004560317094 Long DBT NUSS CL N 2 2026-01-21 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31385HXH0 3738.27000000 PA USD 4438.71000000 0.000001712953 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Interstate Power & Light Co EF9UQIIO4KY2BWOK3P26 461070AN4 2650000.00000000 PA USD 2558707.50000000 0.000987437247 Long DBT CORP US N 2 2046-09-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31383HNQ3 9377.67000000 PA USD 9751.28000000 0.000003763140 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023AM7 675000.00000000 PA USD 746637.75000000 0.000288136852 Long DBT CORP US N 2 2025-06-15 Fixed 7.25000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2G7 89360000.00000000 PA USD 88578993.60000000 0.034183742224 Long DBT CORP US N 2 2030-10-30 Variable 2.87900000 N N N N N N Freddie Mac Gold Pool N/A 3132JMV22 362259.79000000 PA USD 397844.57000000 0.000153533198 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159FL5 38235000.00000000 PA USD 38412410.40000000 0.014823829916 Long DBT CORP CA N 2 2021-07-21 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31407BHH5 29999.99050000 PA USD 34995.59000000 0.000013505236 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200M3H4 414271.13000000 PA USD 480082.24000000 0.000185269744 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PSCZ8 2250476.25000000 PA USD 2378123.26000000 0.000917747528 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ENN5 1923026.53000000 PA USD 2211403.59000000 0.000853408321 Long ABS-MBS USGA US N 2 2037-06-20 Fixed 5.50000000 N N N N N N Fannie Mae-Aces N/A 3136B4KB3 10525000.00000000 PA USD 11749478.50000000 0.004534270801 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.27300000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NT8 9845000.00000000 PA USD 11053966.00000000 0.004265863823 Long DBT CORP US N 2 2049-03-15 Fixed 4.30000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BD2 5680000.00000000 PA USD 5888342.40000000 0.002272385026 Long DBT CORP US N 2 2026-12-15 Fixed 3.28000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BP5 10055000.00000000 PA USD 9188761.75000000 0.003546058159 Long DBT CORP US N 2 2028-09-01 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31404RYP6 67660.24960000 PA USD 76535.24000000 0.000029535906 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31402RAF6 18194.12690000 PA USD 20553.54000000 0.000007931868 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FF3D6 5841.12000000 PA USD 6525.06000000 0.000002518102 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 7.50000000 N N N N N N Sanofi 549300E9PC51EN656011 80105NAG0 14644000.00000000 PA USD 14950059.60000000 0.005769415104 Long DBT CORP FR N 2 2021-03-29 Fixed 4.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHM5 8595000.00000000 PA USD 8745412.50000000 0.003374964135 Long DBT CORP US N 2 2026-04-27 Fixed 3.10000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CT8 7236000.00000000 PA USD 7323483.24000000 0.002826223838 Long DBT CORP US N 2 2024-05-15 Fixed 3.15000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_17-2 N/A 14314PAE6 3325000.00000000 PA USD 3327427.25000000 0.001284095819 Long ABS-CBDO CORP US N 2 2022-12-15 Fixed 2.41000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5H9 175454125.49000000 PA USD 191059015.40000000 0.073732065206 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FW8 5340000.00000000 PA USD 5226471.60000000 0.002016960801 Long DBT CORP US N 2 2043-03-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5A75 228688.35000000 PA USD 269129.60000000 0.000103860480 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AE1 1000000.00000000 PA USD 1041510.00000000 0.000401931743 Long DBT CORP US N 2 2023-12-15 Fixed 3.70000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CE0 12060000.00000000 PA USD 13584625.20000000 0.005242476880 Long DBT CORP US N 2 2048-11-01 Fixed 5.40000000 N N N N N N Ginnie Mae II Pool N/A 36202EYL7 1751676.94000000 PA USD 1999819.50000000 0.000771755373 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31405D2L0 59343.14760000 PA USD 68514.63000000 0.000026440653 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Cintas Corp No 2 549300QVUQTTKMTE0G41 17252MAM2 5325000.00000000 PA USD 5319089.25000000 0.002052703111 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 16100000.00000000 PA USD 13604500.00000000 0.005250146814 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138Y6NU4 16329517.19000000 PA USD 17648942.18000000 0.006810947669 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.50000000 N N N N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AH8 9915000.00000000 PA USD 10819842.90000000 0.004175512788 Long DBT CORP US N 2 2043-07-01 Fixed 5.30000000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813BR9 7800000.00000000 PA USD 7739316.00000000 0.002986698904 Long DBT CORP US N 2 2021-08-15 Fixed 1.70000000 N N N N N N Fannie Mae Pool N/A 31418C5Z3 34445423.11000000 PA USD 36724676.76000000 0.014172512382 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAD7 8141000.00000000 PA USD 10582892.95000000 0.004084070837 Long DBT CORP US N 2 2037-10-15 Fixed 6.59300000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B1BS0 16600000.00000000 PA USD 17072768.00000000 0.006588594842 Long ABS-MBS USGSE US N 2 2022-11-25 Fixed 2.51000000 N N N N N N Fannie Mae Pool N/A 31390YDM7 36020.98910000 PA USD 43211.50000000 0.000016675858 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 7.00000000 N N N N N N UBS Commercial Mortgage Trust 2017-C4 N/A 90276RBH0 3562000.00000000 PA USD 3694221.44000000 0.001425646288 Long ABS-MBS CORP US N 2 2050-10-15 Variable 3.83600000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAV9 4775000.00000000 PA USD 5002051.25000000 0.001930354179 Long DBT CORP US N 2 2028-11-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMNB5 427279.16000000 PA USD 453377.37000000 0.000174964001 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CNY6 3243930.90000000 PA USD 3443659.73000000 0.001328951388 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.00000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAS7 9905000.00000000 PA USD 10307043.95000000 0.003977617256 Long DBT CORP US N 2 2050-08-14 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 31293TFH5 3767.98000000 PA USD 4285.25000000 0.000001653731 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AW0 985000.00000000 PA USD 1246182.60000000 0.000480917461 Long DBT CORP US Y 2 2027-05-15 Fixed 7.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128PQ4C2 1775444.77000000 PA USD 1869365.80000000 0.000721411657 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Israel Government International Bond N/A 4651387N9 8400000.00000000 PA USD 9237312.00000000 0.003564794308 Long DBT NUSS IL N 2 2043-01-30 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RER1 660.06000000 PA USD 714.75000000 0.000000275830 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36203R2U2 8543.96940000 PA USD 9364.36000000 0.000003613823 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9S93 1290677.10000000 PA USD 1397945.27000000 0.000539484575 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36205SJE6 9682.43000000 PA USD 9936.11000000 0.000003834469 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140J5LM9 35115517.73000000 PA USD 37031420.38000000 0.014290888584 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LMN3 2586552.97000000 PA USD 2864271.16000000 0.001105358087 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31412XNF7 189795.85800000 PA USD 223560.54000000 0.000086274810 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CJ6 6345000.00000000 PA USD 6679762.20000000 0.002577803832 Long DBT CORP US N 2 2029-08-15 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128M4BB8 85280.09730000 PA USD 99996.03000000 0.000038589719 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L6KK4 710831.97000000 PA USD 802650.14000000 0.000309752734 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36212VXQ7 10221.35000000 PA USD 12377.44000000 0.000004776609 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ADAP7 1245173.42000000 PA USD 1373662.87000000 0.000530113693 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138X5PC5 393693.55000000 PA USD 410480.64000000 0.000158409616 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BN1 10405000.00000000 PA USD 10380756.35000000 0.004006063793 Long DBT CORP US N 2 2026-09-15 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 3138WGTD6 363437.50000000 PA USD 393581.01000000 0.000151887837 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31400TUV7 35142.38820000 PA USD 41943.85000000 0.000016186656 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BX8 12840000.00000000 PA USD 12501537.60000000 0.004824499820 Long DBT CORP US N 2 2027-03-15 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31387NHT7 13811.06070000 PA USD 15928.30000000 0.000006146930 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292LEH4 9225460.47000000 PA USD 10154464.34000000 0.003918734875 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AB0 3764000.00000000 PA USD 3799155.76000000 0.001466141755 Long DBT CORP US N 2 2022-07-15 Fixed 3.00000000 N N N N N N Sasol Financing International Ltd N/A 803865AA2 6845000.00000000 PA USD 3336937.50000000 0.001287765944 Long DBT CORP IM N 2 2022-11-14 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286V7 223443000.00000000 PA USD 228401200.20000000 0.088142881669 Long DBT UST US N 2 2021-05-31 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 3138WDMZ1 269940.64000000 PA USD 292205.34000000 0.000112765697 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 45905CAA2 9708000.00000000 PA USD 14007867.36000000 0.005405811327 Long DBT CORP N/A N 2 2035-02-15 Fixed 4.75000000 N N N N N N Ginnie Mae II Pool N/A 36179SUW5 43035144.89190000 PA USD 45852225.48000000 0.017694947667 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225ADU1 1184.92000000 PA USD 1406.70000000 0.000000542863 Long ABS-MBS USGA US N 2 2025-04-15 Fixed 8.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CY2 11170000.00000000 PA USD 11949889.40000000 0.004611611876 Long DBT CORP US N 2 2025-07-17 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410P6C2 724742.59200000 PA USD 853717.78000000 0.000329460375 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410BET7 63068.42020000 PA USD 73853.12000000 0.000028500843 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AR9 10936000.00000000 PA USD 9317362.64000000 0.003595686852 Long DBT CORP US N 2 2046-06-01 Fixed 4.65000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EED1 10297000.00000000 PA USD 10490480.63000000 0.004048407766 Long DBT CORP US N 2 2021-03-24 Fixed 5.10000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685AW3 8655000.00000000 PA USD 8010808.35000000 0.003091471200 Long DBT CORP US N 2 2048-01-15 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 312938Z97 1144789.11000000 PA USD 1263091.62000000 0.000487442864 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179N5Y0 2726431.19000000 PA USD 2979798.44000000 0.001149941511 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138E7TW4 9686059.73000000 PA USD 10139948.49000000 0.003913133026 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAK6 12842000.00000000 PA USD 11168302.14000000 0.004309987570 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Ginnie Mae I Pool N/A 36200WRE3 50723.99760000 PA USD 57561.09000000 0.000022213545 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769JA3 51700000.00000000 PA USD 52591825.00000000 0.020295843470 Long DBT CORP DE N 2 2021-03-24 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31412QBW8 7308701.53000000 PA USD 7709291.46000000 0.002975112058 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BF9 9325000.00000000 PA USD 10160799.75000000 0.003921179789 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825CAQ7 26097000.00000000 PA USD 32852991.36000000 0.012678380531 Long DBT CORP US N 2 2039-02-01 Fixed 6.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BW4 7820000.00000000 PA USD 7192288.60000000 0.002775594184 Long DBT CORP US N 2 2023-03-01 Fixed 2.80000000 N N N N N N Ginnie Mae I Pool N/A 36210KLF0 7918.44000000 PA USD 8780.92000000 0.000003388666 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081EQ6 3125000.00000000 PA USD 4072843.75000000 0.001571761376 Long DBT CORP US N 2 2034-04-01 Fixed 5.62500000 N N N N N N Ginnie Mae I Pool N/A 36291NXK2 44620.63550000 PA USD 48723.06000000 0.000018802838 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140Q75V5 6928777.51000000 PA USD 7377277.28000000 0.002846983631 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36207TGP0 5175.91000000 PA USD 5590.50000000 0.000002157443 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6T73 2286955.57000000 PA USD 2503027.13000000 0.000965949495 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36203GCG6 1179.99000000 PA USD 1270.79000000 0.000000490413 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31417C4Q5 8027547.42000000 PA USD 8814247.07000000 0.003401528257 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHA1 9157000.00000000 PA USD 9374478.75000000 0.003617728674 Long DBT CORP US N 2 2021-05-24 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128M5J27 274988.85000000 PA USD 315313.21000000 0.000121683313 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CH0 9895000.00000000 PA USD 13317086.80000000 0.005139230463 Long DBT CORP US N 2 2037-09-15 Fixed 6.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128MC3L7 372809.59000000 PA USD 393351.40000000 0.000151799228 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KXC7 2873535.24000000 PA USD 3312956.25000000 0.001278511279 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298PVW7 9176.63000000 PA USD 11090.78000000 0.000004280070 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LTB2 59538.75000000 PA USD 68170.68000000 0.000026307918 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ESE0 195651.41000000 PA USD 237689.07000000 0.000091727186 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31402RAN9 43955.93000000 PA USD 50589.76000000 0.000019523221 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417SQ37 196383.84000000 PA USD 207507.02000000 0.000080079556 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297CE97 143496.72190000 PA USD 165776.02000000 0.000063975040 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CUC6 9838063.14000000 PA USD 10584280.23000000 0.004084606206 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138ET6M3 325267.16000000 PA USD 340740.12000000 0.000131495876 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PWVV7 91676.65000000 PA USD 96072.55000000 0.000037075599 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 3.00000000 N N N N N N Ascension Health N/A 04352EAA3 6544000.00000000 PA USD 6407819.36000000 0.002472857686 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AJ9 9225000.00000000 PA USD 9645567.75000000 0.003722345312 Long DBT CORP US N 2 2024-01-12 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJW48 19390485.07000000 PA USD 20480424.24000000 0.007903652033 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207SHQ9 119.47000000 PA USD 127.52000000 0.000000049211 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 9.00000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BW3 7070000.00000000 PA USD 7565041.40000000 0.002919444155 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 31288EWB9 7077.96000000 PA USD 8322.19000000 0.000003211637 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Oregon School Boards Association N/A 686053DR7 1200000.00000000 PA USD 1362900.00000000 0.000525960167 Long DBT MUN US N 2 2028-06-30 Fixed 5.52800000 N N N N N N Fannie Mae Pool N/A 31407FCS7 1119.37870000 PA USD 1126.36000000 0.000000434676 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31373EDF7 1126.69980000 PA USD 1162.71000000 0.000000448704 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C30 N/A 46644UBA5 5675000.00000000 PA USD 6037973.00000000 0.002330129347 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.82180000 N N N N N N Freddie Mac Gold Pool N/A 3128PQY96 122060.75000000 PA USD 128531.19000000 0.000049601794 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.00000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 892331AC3 13875000.00000000 PA USD 14167762.50000000 0.005467516862 Long DBT CORP JP N 2 2023-07-20 Fixed 3.41900000 N N N N N N Freddie Mac Gold Pool N/A 31296JCY0 31237.42010000 PA USD 35935.22000000 0.000013867851 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31384AFZ6 871.76000000 PA USD 919.31000000 0.000000354773 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138A2L56 1406789.88000000 PA USD 1472346.29000000 0.000568196860 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FHPJ6 11250000.00000000 PA USD 13323262.50000000 0.005141613743 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.92600000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C27 5493001SKB2HKIF64L70 94989DAV1 12041506.84000000 PA USD 12528465.38000000 0.004834891587 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.19000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTB6 15047430.91000000 PA USD 16121215.58000000 0.006221378854 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N UBS Commercial Mortgage Trust 2017-C7 N/A 90276WAV9 4375000.00000000 PA USD 4544268.75000000 0.001753690183 Long ABS-MBS CORP US N 2 2050-12-15 Variable 4.06100000 N N N N N N Ginnie Mae I Pool N/A 36291NR37 94309.48880000 PA USD 104322.33000000 0.000040259292 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140J8KY8 237322.23000000 PA USD 250429.54000000 0.000096643893 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202F3Q7 1503140.67000000 PA USD 1599777.58000000 0.000617374189 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 5.00000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AABG2 73000000.00000000 PA USD 74697980.00000000 0.028826885350 Long DBT USGSE US N 2 2021-11-29 Fixed 1.87500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FETN0 9650000.00000000 PA USD 10938854.00000000 0.004221440661 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.35000000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AK9 5500000.00000000 PA USD 5030025.00000000 0.001941149599 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A N/A 140100797.04000000 PA USD 148306500.70000000 0.057233334722 Long ABS-MBS CORP US N 2 2050-01-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295AGH2 173234.75840000 PA USD 193130.77000000 0.000074531581 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31386WUK2 18563.23000000 PA USD 20178.05000000 0.000007786962 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FK77 98062.86940000 PA USD 109754.91000000 0.000042355793 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WDAC5 119587.15000000 PA USD 126511.25000000 0.000048822274 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31416CHZ2 730917.56000000 PA USD 866919.39000000 0.000334555042 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406HCQ0 6900000.00000000 PA USD 7525416.00000000 0.002904152217 Long DBT CORP US N 2 2025-11-18 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31400D6N7 8494.11480000 PA USD 10034.10000000 0.000003872284 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AL3 4975000.00000000 PA USD 4242132.75000000 0.001637092119 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AT7 5817000.00000000 PA USD 7451344.32000000 0.002875567028 Long DBT CORP US N 2 2044-05-06 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 3140FPTK5 3829649.20000000 PA USD 4015999.93000000 0.001549824634 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5G20 42610.19770000 PA USD 50282.59000000 0.000019404680 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CC0 23490000.00000000 PA USD 25047856.80000000 0.009666281420 Long DBT NUSS KR N 2 2024-01-22 Fixed 3.75000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAP3 11500000.00000000 PA USD 11592115.00000000 0.004473542257 Long DBT CORP US N 2 2025-02-14 Fixed 1.75000000 N N N N N N Ginnie Mae II Pool N/A 36202D2F7 1160249.45000000 PA USD 1353686.24000000 0.000522404461 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 6.00000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKH1 13715000.00000000 PA USD 13722954.70000000 0.005295859965 Long DBT CORP US N 2 2023-06-09 Fixed 3.75000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AF5 4591000.00000000 PA USD 4296257.80000000 0.001657979654 Long DBT CORP US N 2 2030-02-01 Fixed 2.85000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034AL5 3700000.00000000 PA USD 4100932.00000000 0.001582600983 Long DBT CORP US N 2 2048-03-01 Fixed 4.10000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CB3 3670000.00000000 PA USD 4923928.90000000 0.001900205787 Long DBT CORP US N 2 2036-06-01 Fixed 6.25000000 N N N N N N Aspen Insurance Holdings Ltd 549300YX6HECG9XQCQ75 04530DAD4 10990000.00000000 PA USD 10980878.30000000 0.004237658365 Long DBT CORP BM N 2 2023-11-15 Fixed 4.65000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TEW1 12715000.00000000 PA USD 13006682.10000000 0.005019441405 Long DBT CORP US N 2 2025-04-14 Fixed 3.40000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AT5 11440000.00000000 PA USD 14840425.60000000 0.005727105971 Long DBT CORP US N 2 2049-03-15 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128P7BS1 133745.72680000 PA USD 144603.20000000 0.000055804184 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BBBC3 2042144.39000000 PA USD 2074124.37000000 0.000800430552 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 2.60400000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887AX0 7207000.00000000 PA USD 9603471.64000000 0.003706099896 Long DBT CORP US N 2 2030-09-15 Fixed 8.25000000 N N N N N N Fannie Mae Pool N/A 31410F4T9 235162.98500000 PA USD 276942.04000000 0.000106875399 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210XY35 17625.94000000 PA USD 18171.82000000 0.000007012732 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31412YNW8 96844.14650000 PA USD 114892.02000000 0.000044338268 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297N5C6 82490.89710000 PA USD 91925.38000000 0.000035475154 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GNC5 12751.82000000 PA USD 14062.83000000 0.000005427022 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31402RJV2 11495360.47000000 PA USD 12859974.71000000 0.004962825187 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4E74 96436.56590000 PA USD 113425.80000000 0.000043772435 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CP5 4650000.00000000 PA USD 4960248.00000000 0.001914221782 Long DBT CORP US N 2 2029-03-15 Fixed 3.50000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CE6 4240000.00000000 PA USD 3957022.40000000 0.001527064467 Long DBT CORP US N 2 2050-08-01 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31418CZ31 5128618.58000000 PA USD 5416590.51000000 0.002090330068 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 N/A 61762XAU1 3915000.00000000 PA USD 4008920.85000000 0.001547092728 Long ABS-MBS CORP US N 2 2046-10-15 Variable 4.25900000 N N N N N N Ginnie Mae II Pool N/A 21H030625 -185680000.00000000 PA USD -196326891.20000000 -0.07576500440 Short ABS-MBS USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAZ3 5000000.00000000 PA USD 5056850.00000000 0.001951501703 Long DBT CORP US N 2 2027-04-14 Fixed 3.58800000 N N N N N N Ginnie Mae I Pool N/A 36241KVH8 254598.65000000 PA USD 289824.92000000 0.000111847063 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.50000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EA7 4470000.00000000 PA USD 4530881.40000000 0.001748523837 Long DBT CORP N/A N 2 2021-06-08 Fixed 1.75000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAJ2 13532000.00000000 PA USD 12785845.52000000 0.004934217805 Long DBT CORP US N 2 2022-10-01 Fixed 3.37500000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936UAF6 3845000.00000000 PA USD 3706695.35000000 0.001430460126 Long DBT CORP US N 2 2029-07-15 Fixed 3.85000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBF4 3518000.00000000 PA USD 5205866.04000000 0.002009008857 Long DBT CORP US N 2 2039-01-15 Fixed 8.20000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865AM2 1833000.00000000 PA USD 2148954.21000000 0.000829308324 Long DBT CORP US N 2 2041-12-08 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371FAG7 1953.56000000 PA USD 2292.17000000 0.000000884577 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 7.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBN1 1000000.00000000 PA USD 999760.00000000 0.000385819896 Long DBT CORP US N 2 2022-12-01 Fixed 2.62500000 N N N N N N Office Properties Income Trust N/A 38376AAB9 5000000.00000000 PA USD 4709600.00000000 0.001817493582 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31413AEC3 43409.45690000 PA USD 50726.55000000 0.000019576010 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402RRN1 2805326.77000000 PA USD 3135317.36000000 0.001209958208 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZH9 7250000.00000000 PA USD 6922445.00000000 0.002671458162 Long DBT CORP US N 2 2021-10-12 Fixed 3.81300000 N N N N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 22003BAJ5 3725000.00000000 PA USD 3775250.25000000 0.001456916319 Long DBT CORP US N 2 2021-06-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31418DB35 35885002.84000000 PA USD 37751381.84000000 0.014568730722 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31407NQC0 2319211.87140000 PA USD 2532463.40000000 0.000977309320 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFR6 27000.00000000 PA USD 27092.34000000 0.000010455273 Long DBT CORP US N 2 2021-01-22 Fixed 3.00000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_19-4 N/A 14315WAD2 10750000.00000000 PA USD 10470177.50000000 0.004040572534 Long ABS-CBDO CORP US N 2 2024-11-15 Fixed 2.02000000 N N N N N N Freddie Mac Gold Pool N/A 31283HTE5 32008.71000000 PA USD 38058.68000000 0.000014687320 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC17 N/A 17321RAE6 650180.21000000 PA USD 667527.02000000 0.000257607031 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 3.67500000 N N N N N N Freddie Mac Gold Pool N/A 3128PQWT4 776815.12000000 PA USD 820441.06000000 0.000316618473 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HA7 34881000.00000000 PA USD 35350149.45000000 0.013642065090 Long DBT CORP N/A N 2 2021-03-15 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YYP8 10484.27000000 PA USD 12259.47000000 0.000004731082 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31382TFN4 2383.55000000 PA USD 2612.37000000 0.000001008146 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5PW4 547450.18000000 PA USD 648487.59000000 0.000250259477 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312972VQ2 4205.50810000 PA USD 4228.09000000 0.000001631672 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418AKY3 10488252.80000000 PA USD 10917432.10000000 0.004213173682 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2016-GC36 N/A 17324TAE9 11425000.00000000 PA USD 11817448.75000000 0.004560501371 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.61600000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAZ6 20438000.00000000 PA USD 20049882.38000000 0.007737500541 Long DBT CORP US N 2 2023-03-15 Fixed 3.35000000 N N N N N N Ginnie Mae I Pool N/A 36206YDV0 61208.56210000 PA USD 70961.53000000 0.000027384942 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KM2 6525000.00000000 PA USD 6371858.25000000 0.002458979844 Long DBT CORP US N 2 2023-07-30 Fixed 2.10000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PAR3 5119000.00000000 PA USD 6649273.86000000 0.002566038000 Long DBT CORP US N 2 2036-03-15 Fixed 5.80000000 N N N N N N Fannie Mae Pool N/A 31384ECF5 12195.85000000 PA USD 14527.57000000 0.000005606371 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138WCPD9 367442.30000000 PA USD 388676.79000000 0.000149995237 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.00000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBD7 15242000.00000000 PA USD 16271444.68000000 0.006279354144 Long DBT CORP US N 2 2024-07-01 Fixed 3.50000000 N N N N N N BANK 2018-BNK12 N/A 06541KBA5 6550000.00000000 PA USD 7373335.00000000 0.002845462256 Long ABS-MBS CORP US N 2 2061-05-15 Variable 4.25500000 N N N N N N Panama Government International Bond N/A 698299BK9 4950000.00000000 PA USD 4925250.00000000 0.001900715616 Long DBT NUSS PA N 2 2030-01-23 Fixed 3.16000000 N N N N N N Freddie Mac Gold Pool N/A 3132HQ3K6 1652259.91000000 PA USD 1780376.14000000 0.000687069434 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BQ0 6428000.00000000 PA USD 6950017.88000000 0.002682098881 Long DBT CORP US N 2 2045-06-15 Fixed 4.45000000 N N N N N N Freddie Mac Gold Pool N/A 31335APF9 4309727.90000000 PA USD 4695836.42000000 0.001812182044 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31390PMC8 40544.44430000 PA USD 48638.33000000 0.000018770140 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LS80 1703894.67000000 PA USD 1785272.68000000 0.000688959070 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 4.50000000 N N N N N N BMW VEHICLE OWNER TRUST BMWOT_18-A N/A 09659QAD9 5644127.56000000 PA USD 5642490.76000000 0.002177507801 Long ABS-CBDO CORP US N 2 2022-04-25 Fixed 2.35000000 N N N N N N Fannie Mae Pool N/A 31418MQH8 1123641.27000000 PA USD 1327851.83000000 0.000512434639 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P74B6 5947259.99000000 PA USD 6350900.53000000 0.002450891998 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292SAN0 16764037.02000000 PA USD 18062914.61000000 0.006970704811 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BJ1 2225000.00000000 PA USD 2359523.50000000 0.000910569648 Long DBT CORP US N 2 2026-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NND6 1830313.87000000 PA USD 1999929.06000000 0.000771797653 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31409YNN3 13474.97620000 PA USD 15913.00000000 0.000006141025 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212PAM7 9123000.00000000 PA USD 8256315.00000000 0.003186215288 Long DBT CORP US N 2 2026-02-15 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BKRJ1 6850000.00000000 PA USD 7463143.50000000 0.002880120480 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 3.32900000 N N N N N N Ginnie Mae II Pool N/A 36179T4R3 60044539.45000000 PA USD 63280339.68000000 0.024420675055 Long ABS-MBS USGA US N 2 2048-07-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GNS2 5490.34000000 PA USD 6149.07000000 0.000002373003 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.00000000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAW6 4585000.00000000 PA USD 4240712.35000000 0.001636543969 Long DBT CORP US N 2 2025-10-15 Fixed 5.87500000 N N N N N N Ginnie Mae I Pool N/A 36200AN54 68049.44940000 PA USD 75306.92000000 0.000029061882 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JX0 9375000.00000000 PA USD 9319218.75000000 0.003596403148 Long DBT CORP US N 2 2022-05-15 Fixed 2.85000000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AT9 13920000.00000000 PA USD 12852892.80000000 0.004960092189 Long DBT CORP US N 2 2026-08-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31407LL88 65373.51640000 PA USD 74799.07000000 0.000028865897 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828X88 452574000.00000000 PA USD 509571169.60000000 0.196649891791 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MCDX0 288107.36000000 PA USD 304152.06000000 0.000117376086 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.50000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAT8 9125000.00000000 PA USD 8942500.00000000 0.003451022668 Long DBT CORP KY N 2 2024-03-01 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 36201DA77 50069.10790000 PA USD 55424.00000000 0.000021388815 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDGJ8 55700.89900000 PA USD 65684.73000000 0.000025348559 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2H54 667480.84000000 PA USD 771601.18000000 0.000297770552 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 6.00000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AL8 6430000.00000000 PA USD 6578983.10000000 0.002538911916 Long DBT CORP US N 2 2047-03-01 Fixed 4.10000000 N N N N N N Ginnie Mae I Pool N/A 36205CVE7 2369.42000000 PA USD 2527.84000000 0.000000975525 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3140JMZY1 100200.86000000 PA USD 106740.97000000 0.000041192676 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AT0 5525000.00000000 PA USD 4960566.00000000 0.001914344502 Long DBT CORP US N 2 2028-02-15 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MMW25 15614286.25000000 PA USD 16669812.00000000 0.006433089078 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.50000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CD2 20000000.00000000 PA USD 19712400.00000000 0.007607261866 Long DBT CORP NL N 2 2029-11-07 Fixed 2.37500000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFC3 9117000.00000000 PA USD 9905985.18000000 0.003822843657 Long DBT CORP US N 2 2047-03-01 Fixed 4.45000000 N N N N N N Freddie Mac Gold Pool N/A 31297KEU2 372328.92240000 PA USD 411747.39000000 0.000158898470 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CS8 7090000.00000000 PA USD 7495548.00000000 0.002892625782 Long DBT CORP US N 2 2023-08-01 Fixed 3.85000000 N N N N N N Freddie Mac Gold Pool N/A 312943GW7 1591498.68000000 PA USD 1749757.31000000 0.000675253244 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LZ82 2618964.45000000 PA USD 2792523.22000000 0.001077669659 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EL3 3200000.00000000 PA USD 3440128.00000000 0.001327588449 Long DBT CORP N/A N 2 2024-01-30 Fixed 2.62500000 N N N N N N Ginnie Mae I Pool N/A 36209UAL0 3633.04000000 PA USD 3914.89000000 0.000001510805 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36210ERG6 4265.81000000 PA USD 4979.86000000 0.000001921790 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AED2 19007000.00000000 PA USD 19538055.58000000 0.007539980173 Long DBT NUSS CA N 2 2022-02-08 Fixed 2.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXSG6 5015.09480000 PA USD 5839.02000000 0.000002253350 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P74J9 3489163.85000000 PA USD 3786929.09000000 0.001461423330 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31413ETS4 59369.31980000 PA USD 70325.93000000 0.000027139656 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YS7 3645000.00000000 PA USD 4793940.45000000 0.001850041617 Long DBT MUN US N 2 2057-04-01 Fixed 7.05500000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBD6 36650000.00000000 PA USD 36998908.00000000 0.014278341650 Long DBT CORP MX N 2 2022-07-16 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31375UKJ3 3027.87000000 PA USD 3323.45000000 0.000001282560 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 7.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BA9 19452000.00000000 PA USD 22340816.52000000 0.008621600697 Long DBT CORP US N 2 2043-04-01 Fixed 4.20000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CQ2 3683000.00000000 PA USD 3769771.48000000 0.001454801994 Long DBT CORP US N 2 2022-04-15 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31405VJU2 7763.65360000 PA USD 9283.31000000 0.000003582545 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 14806000.00000000 PA USD 17414521.08000000 0.006720481632 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AT6 550000.00000000 PA USD 548564.50000000 0.000211697906 Long DBT CORP US N 2 2027-04-01 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36296QPU7 379327.79000000 PA USD 425249.21000000 0.000164108992 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Fifth Third Bank/Cincinnati OH QFROUN1UWUYU0DVIWD51 31677QBG3 25729000.00000000 PA USD 25784060.06000000 0.009950391472 Long DBT CORP US N 2 2021-06-14 Fixed 2.25000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAG3 6150000.00000000 PA USD 6680499.00000000 0.002578088172 Long DBT CORP US N 2 2023-12-01 Fixed 3.80000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LJ8 13183000.00000000 PA USD 14237640.00000000 0.005494483464 Long DBT CORP US N 2 2048-04-24 Variable 4.28100000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAD7 17694000.00000000 PA USD 16234245.00000000 0.006264998322 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31388UDH0 6215.15960000 PA USD 7374.78000000 0.000002846019 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31413JE34 424944.94470000 PA USD 497924.99000000 0.000192155485 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371LFC8 120512.89830000 PA USD 127879.85000000 0.000049350434 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 313615TV8 4656.60000000 PA USD 5131.15000000 0.000001980175 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NTE8 13018515.24000000 PA USD 14199424.76000000 0.005479735725 Long ABS-MBS USGA US N 2 2043-11-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWP1 64959919.82000000 PA USD 68610667.31000000 0.026477715198 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AM5 12525000.00000000 PA USD 13318333.50000000 0.005139711580 Long DBT CORP NL N 2 2028-10-02 Fixed 4.55000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AH4 5000000.00000000 PA USD 5046250.00000000 0.001947411030 Long DBT CORP US N 2 2022-03-15 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31410LR79 5346045.73000000 PA USD 5665685.80000000 0.002186459058 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WKW68 38466496.23000000 PA USD 41209542.08000000 0.015903278039 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CF0 9581000.00000000 PA USD 4095877.50000000 0.001580650388 Long DBT CORP US N 2 2045-06-15 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 3140J8DR1 2888507.98000000 PA USD 3242032.47000000 0.001251140905 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4NW9 550134.37090000 PA USD 627488.76000000 0.000242155765 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BG8 52013000.00000000 PA USD 52201287.06000000 0.020145129991 Long DBT CORP US N 2 2020-11-03 Fixed 2.00000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CN2 8988000.00000000 PA USD 10132621.80000000 0.003910305565 Long DBT CORP US N 2 2042-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7TC7 10100961.52000000 PA USD 10713079.79000000 0.004134311568 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291QZB3 29606.63540000 PA USD 31296.88000000 0.000012077857 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410EQB7 89363.50000000 PA USD 105333.65000000 0.000040649573 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBN5 9730000.00000000 PA USD 8903728.40000000 0.003436060222 Long DBT CORP US N 2 2047-01-15 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 31307PUL1 570782.49000000 PA USD 600731.45000000 0.000231829784 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCRA5 185039.07000000 PA USD 195192.16000000 0.000075327097 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 4.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BF8 11161000.00000000 PA USD 13062722.79000000 0.005041068208 Long DBT CORP US N 2 2045-03-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31417G2G0 7031347.15000000 PA USD 7496048.88000000 0.002892819078 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EHM90 978749.37000000 PA USD 1023096.50000000 0.000394825743 Long ABS-MBS USGSE US N 2 2042-01-01 Floating 3.73800000 N N N N N N Freddie Mac Gold Pool N/A 3128KSF23 35250.07000000 PA USD 41577.81000000 0.000016045397 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132DV3V5 18390776.27000000 PA USD 19988750.82000000 0.007713909106 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31403VPJ2 64143.49000000 PA USD 73811.84000000 0.000028484912 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WGVP6 4762586.04000000 PA USD 5055342.20000000 0.001950919824 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503AW6 10225000.00000000 PA USD 10275511.50000000 0.003965448489 Long DBT CORP US N 2 2025-03-15 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31408EJS2 18071.15140000 PA USD 19017.36000000 0.000007339037 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WFCM6 4465345.04000000 PA USD 4868163.82000000 0.001878685344 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HTF1 150527.25000000 PA USD 168018.52000000 0.000064840449 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RS9 776992000.00000000 PA USD 967230721.30000000 0.373266440545 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHG7 20307000.00000000 PA USD 21931356.93000000 0.008463585117 Long DBT CORP US N 2 2029-03-05 Variable 3.97000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FPJG1 12180000.00000000 PA USD 13307380.80000000 0.005135484796 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 2.59500000 N N N N N N Fannie Mae Pool N/A 31371E4M4 1485.68950000 PA USD 1728.11000000 0.000000666899 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 9.00000000 N N N N N N GS Mortgage Securities Trust 2016-GS4 N/A 36251XAR8 3950000.00000000 PA USD 4186012.50000000 0.001615434613 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.44200000 N N N N N N Fannie Mae Pool N/A 31417Y3N5 5651606.63000000 PA USD 6246212.16000000 0.002410491445 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.00000000 N N N N N N Public Service Co of New Hampshire 549300SHPFALUPKK2351 744482BM1 3370000.00000000 PA USD 3442320.20000000 0.001328434446 Long DBT CORP US N 2 2049-07-01 Fixed 3.60000000 N N N N N N Ginnie Mae I Pool N/A 36210A3B1 10050.46000000 PA USD 11791.00000000 0.000004550294 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31373T7A2 2711.89000000 PA USD 3163.18000000 0.000001220710 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GK20 2314.37000000 PA USD 2393.71000000 0.000000923762 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 8.00000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457BT4 18240000.00000000 PA USD 22873872.00000000 0.008827313478 Long DBT CORP US N 2 2049-03-15 Fixed 3.95000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BG4 41409000.00000000 PA USD 48204216.90000000 0.018602610592 Long DBT CORP US N 2 2047-12-08 Fixed 3.73400000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CP6 16064000.00000000 PA USD 15954764.80000000 0.006157143415 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FDW3 10678174.89000000 PA USD 11896554.64000000 0.004591029324 Long ABS-MBS USGA US N 2 2040-01-20 Fixed 4.50000000 N N N N N N Legg Mason Inc OWUNCC6U1ZJXMZKFBJ36 524901AV7 4960000.00000000 PA USD 5033110.40000000 0.001942340294 Long DBT CORP US N 2 2026-03-15 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36296Q2Z1 2007630.03000000 PA USD 2174162.94000000 0.000839036688 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138EQ6P2 6306641.31000000 PA USD 6659308.69000000 0.002569910566 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31382WKU5 4262.19000000 PA USD 4686.96000000 0.000001808756 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 5.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JC1 30000000.00000000 PA USD 30710700.00000000 0.011851643484 Long DBT CORP N/A N 2 2023-05-15 Fixed 1.37500000 N N N N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AM7 5275000.00000000 PA USD 5237758.50000000 0.002021316557 Long DBT CORP US N 2 2022-11-15 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 31293XP51 1542.26000000 PA USD 1753.26000000 0.000000676604 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L1GK0 662700.37350000 PA USD 745372.25000000 0.000287648479 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298PVV9 9140.82000000 PA USD 10418.80000000 0.000004020745 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.00000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_18-2 N/A 14314XAC3 4200000.00000000 PA USD 4225200.00000000 0.001630557559 Long ABS-CBDO CORP US N 2 2023-01-17 Fixed 2.98000000 N N N N N N Freddie Mac Pool N/A 3132DV4G7 57372261.06000000 PA USD 59447989.47000000 0.022941723146 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31384WGV6 13109.71000000 PA USD 15391.98000000 0.000005939957 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7.00000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAQ2 635000.00000000 PA USD 563632.35000000 0.000217512777 Long DBT CORP US N 2 2046-12-01 Fixed 4.12500000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TEM3 12051000.00000000 PA USD 12066786.81000000 0.004656724049 Long DBT CORP US N 2 2028-01-11 Fixed 3.05000000 N N N N N N Fannie Mae Pool N/A 3138EGBJ2 949756.91000000 PA USD 1014805.76000000 0.000391626243 Long ABS-MBS USGSE US N 2 2041-03-01 Floating 4.25200000 N N N N N N Freddie Mac Gold Pool N/A 3128PDZH6 3713.96870000 PA USD 3876.68000000 0.000001496059 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31374SY39 121772.81000000 PA USD 134054.82000000 0.000051733432 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GMW2 15136.23000000 PA USD 16903.84000000 0.000006523403 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 7.50000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_19-A1 N/A 14041NFT3 4250000.00000000 PA USD 4349195.00000000 0.001678408782 Long ABS-CBDO CORP US N 2 2024-12-15 Fixed 2.84000000 N N N N N N Fannie Mae Pool N/A 3138E4ES6 336034.96000000 PA USD 362470.83000000 0.000139882029 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335HZ71 75195.79410000 PA USD 79452.63000000 0.000030661764 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFC8 22001000.00000000 PA USD 27996272.50000000 0.010804111939 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31401YQJ7 3577.36000000 PA USD 4031.76000000 0.000001555906 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416Y2J6 1307441.62000000 PA USD 1533602.87000000 0.000591836541 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_19-4 N/A 02007TAC9 13355000.00000000 PA USD 13243218.65000000 0.005110723820 Long ABS-CBDO CORP US N 2 2024-06-17 Fixed 1.84000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJEN6 125431.92060000 PA USD 147718.66000000 0.000057006479 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31406CEP9 27790.55930000 PA USD 33354.23000000 0.000012871814 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DH7 9025000.00000000 PA USD 7258536.75000000 0.002801160174 Long DBT CORP US N 2 2049-09-13 Fixed 3.25000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C26 N/A 46643TBF8 2875000.00000000 PA USD 2854817.50000000 0.001101709802 Long ABS-MBS CORP US N 2 2048-01-15 Fixed 3.95080000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BF9 575000.00000000 PA USD 589892.50000000 0.000227646898 Long DBT CORP US N 2 2021-03-01 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31386LHN5 16736.99000000 PA USD 19909.65000000 0.000007683383 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUB4 5445202.54000000 PA USD 5838128.36000000 0.002253006800 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BA0 19374000.00000000 PA USD 23717457.06000000 0.009152863510 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212N2R7 19301.47000000 PA USD 21167.92000000 0.000008168965 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 7.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BK4 18215000.00000000 PA USD 18453070.05000000 0.007121270678 Long DBT CORP US N 2 2024-12-05 Fixed 3.62500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137A8PP7 983137.03920000 PA USD 996212.76000000 0.000384450971 Long ABS-MBS USGSE US N 2 2020-12-25 Variable 4.18490000 N N N N N N Freddie Mac Gold Pool N/A 3128PTJ30 2405231.82000000 PA USD 2571794.12000000 0.000992487537 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31416VKF0 654050.37000000 PA USD 769921.93000000 0.000297122508 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664BU4 10865000.00000000 PA USD 12812225.30000000 0.004944398092 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N Ginnie Mae II Pool N/A 36202FKN5 10724326.23000000 PA USD 11664635.15000000 0.004501528690 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NRN3 263752.72730000 PA USD 302112.92000000 0.000116589156 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BE0 10930000.00000000 PA USD 8019887.50000000 0.003094974957 Long DBT CORP US N 2 2043-08-01 Fixed 4.75000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330NAJ4 385000.00000000 PA USD 385850.85000000 0.000148904672 Long DBT CORP US N 2 2021-04-01 Fixed 2.85000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAS7 5600000.00000000 PA USD 6279280.00000000 0.002423252739 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3138WCH97 2954634.09000000 PA USD 3182259.10000000 0.001228073613 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371LA82 300068.17000000 PA USD 314849.53000000 0.000121504374 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31362TST1 38.17000000 PA USD 42.45000000 0.000000016381 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 9.50000000 N N N N N N Ginnie Mae I Pool N/A 36212HEX4 10773.79430000 PA USD 11916.79000000 0.000004598838 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.00000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HD9 21990000.00000000 PA USD 22504785.90000000 0.008684878533 Long DBT CORP DE N 2 2021-11-30 Fixed 2.00000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBL9 6000000.00000000 PA USD 6110940.00000000 0.002358288226 Long DBT CORP US N 2 2025-04-15 Fixed 2.25000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAQ1 18375000.00000000 PA USD 18383820.00000000 0.007094546217 Long DBT CORP US N 2 2027-02-14 Fixed 2.00000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAB3 9000000.00000000 PA USD 8696700.00000000 0.003356165371 Long DBT CORP US Y 2 2050-02-15 Fixed 3.36200000 N N N N N N Fannie Mae Pool N/A 31416WQU9 1805759.36000000 PA USD 1907784.76000000 0.000736238015 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294MGB1 892569.28000000 PA USD 939652.31000000 0.000362623586 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 3.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDU6 22036000.00000000 PA USD 22752831.08000000 0.008780602272 Long DBT CORP US N 2 2023-05-22 Fixed 4.10000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AW1 3300000.00000000 PA USD 3766719.00000000 0.001453624003 Long DBT CORP US Y 2 2050-10-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31418BC53 10913.10000000 PA USD 11544.31000000 0.000004455093 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D2E0 570178.22000000 PA USD 659297.08000000 0.000254430994 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 5.50000000 N N N N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 49456BAF8 7500000.00000000 PA USD 7641000.00000000 0.002948757529 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829AQ0 2650000.00000000 PA USD 2549856.50000000 0.000984021535 Long DBT CORP US N 2 2022-06-12 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 3138XYRT3 7362244.12000000 PA USD 7788886.17000000 0.003005828653 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WHCF7 4732820.40000000 PA USD 4923127.11000000 0.001899896366 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.50000000 N N N N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742AE5 9200000.00000000 PA USD 8427292.00000000 0.003252197453 Long DBT CORP CA N 2 2035-10-01 Fixed 6.12500000 N N N N N N Rutgers The State University of New Jersey 549300BOYDHNW8J60112 783186UJ6 1325000.00000000 PA USD 1325914.25000000 0.000511686903 Long DBT MUN US N 2 2043-05-01 Fixed 3.27000000 N N N N N N Ginnie Mae I Pool N/A 36207MZF6 689.16000000 PA USD 734.38000000 0.000000283406 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36225E7H9 604790.98000000 PA USD 651124.02000000 0.000251276908 Long ABS-MBS USGA US N 2 2040-12-20 Floating 3.12500000 N N N N N N Fannie Mae Pool N/A 31371H2F4 11642.66000000 PA USD 13607.24000000 0.000005251204 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.50000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AG4 4075000.00000000 PA USD 4129116.00000000 0.001593477541 Long DBT CORP US N 2 2022-06-15 Fixed 2.70000000 N N N N N N Ginnie Mae II Pool N/A 36202FCP9 2816873.86000000 PA USD 3059857.40000000 0.001180837265 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.00000000 N N N N N N Potomac Electric Power Co 549300BXF2DWUNN57U06 737679DE7 5025000.00000000 PA USD 5585488.50000000 0.002155509916 Long DBT CORP US N 2 2043-03-15 Fixed 4.15000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAE1 7330000.00000000 PA USD 7541397.20000000 0.002910319562 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N City of Hope 549300QIQJNNQEIXBL15 17858PAA9 2040000.00000000 PA USD 3106042.80000000 0.001198660789 Long DBT CORP US N 2 2043-11-15 Fixed 5.62300000 N N N N N N Fannie Mae Pool N/A 31407F6X3 101417.63700000 PA USD 115938.61000000 0.000044742160 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GET0 21.36000000 PA USD 21.76000000 0.000000008397 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 9.50000000 N N N N N N Entergy Corp 4XM3TW50JULSLG8BNC79 29364GAJ2 8671000.00000000 PA USD 8608915.64000000 0.003322288288 Long DBT CORP US N 2 2026-09-01 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36213JC78 6974.65000000 PA USD 8062.14000000 0.000003111280 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140FBNP1 763195.01000000 PA USD 816549.97000000 0.000315116852 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212DL98 14730.28000000 PA USD 16061.31000000 0.000006198260 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MVR8 69411401.31000000 PA USD 74487457.09000000 0.028745641924 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31375SL24 15273.62000000 PA USD 15812.47000000 0.000006102230 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C19 549300FCX3YXSYSLU895 92938VAQ8 2825000.00000000 PA USD 3023767.00000000 0.001166909528 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.10100000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAJ8 7213000.00000000 PA USD 7317804.89000000 0.002824032491 Long DBT CORP US N 2 2023-11-15 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31293NE30 6159.80000000 PA USD 7118.82000000 0.000002747241 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRS1 31911000.00000000 PA USD 33157124.55000000 0.012795749335 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCE0 7975000.00000000 PA USD 7147354.50000000 0.002758253552 Long DBT CORP MX N 2 2022-03-13 Fixed 5.37500000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BQ4 6205000.00000000 PA USD 6198484.75000000 0.002392072841 Long DBT CORP US N 2 2022-10-15 Fixed 2.55000000 N N N N N N Freddie Mac Gold Pool N/A 3132XTHR2 8327866.99000000 PA USD 8996511.43000000 0.003471866354 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31405MWJ2 12291.12130000 PA USD 14004.50000000 0.000005404511 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N Mexico Government International Bond N/A 91086QBG2 32285000.00000000 PA USD 32381209.30000000 0.012496313929 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.12500000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_19-2 N/A 36257AAE1 1725000.00000000 PA USD 1732986.75000000 0.000668781275 Long ABS-CBDO CORP US N 2 2023-03-20 Fixed 2.72000000 N N N N N N Ginnie Mae II Pool N/A 36179UXS6 164868912.66000000 PA USD 174418120.10000000 0.067310135444 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.00000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_18-1 N/A 34528QFY5 13125000.00000000 PA USD 13088381.25000000 0.005050970129 Long ABS-CBDO CORP US N 2 2023-05-15 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36206PSW1 2275.71000000 PA USD 2722.36000000 0.000001050592 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.00000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123BL4 3000000.00000000 PA USD 3899400.00000000 0.001504827262 Long DBT CORP US N 2 2035-09-15 Fixed 5.30000000 N N N N N N Fannie Mae Pool N/A 31417YSG3 3668469.64000000 PA USD 3992028.66000000 0.001540573821 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.00000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAX1 8617000.00000000 PA USD 8013810.00000000 0.003092629574 Long DBT CORP US N 2 2024-06-10 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31406VKT2 66954.37200000 PA USD 76538.22000000 0.000029537056 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Israel Government International Bond N/A 46513YJJ8 10100000.00000000 PA USD 10581366.00000000 0.004083481568 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31371J7A6 149310.81850000 PA USD 177220.00000000 0.000068391415 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128CUPM2 86993.25000000 PA USD 94798.28000000 0.000036583842 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust 2012-GCJ9 N/A 36192PAJ5 5410863.24000000 PA USD 5480014.07000000 0.002114806013 Long ABS-MBS CORP US N 2 2045-11-10 Fixed 2.77300000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EV1 6245000.00000000 PA USD 7457716.55000000 0.002878026152 Long DBT CORP US N 2 2049-03-15 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3133KHJE7 145182978.12000000 PA USD 152397120.30000000 0.058811956021 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JAZ0 6543000.00000000 PA USD 7500568.05000000 0.002894563082 Long DBT CORP MX N 2 2040-01-15 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 31411EN45 22400.92480000 PA USD 23130.97000000 0.000008926530 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 4.50000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BW8 11279000.00000000 PA USD 10880625.72000000 0.004198969639 Long DBT CORP DE N 2 2021-05-12 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31369C2P7 2066.90000000 PA USD 2132.48000000 0.000000822950 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2S8 119077830.07000000 PA USD 128548089.90000000 0.049608316712 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAN3 15220000.00000000 PA USD 15296404.40000000 0.005903073897 Long DBT CORP US N 2 2022-08-09 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31371NV85 97969.58000000 PA USD 108835.39000000 0.000042000939 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BA1 29792000.00000000 PA USD 30620813.44000000 0.011816955135 Long DBT CORP US N 2 2022-02-12 Fixed 2.37500000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332CG9 12750000.00000000 PA USD 14733645.00000000 0.005685898001 Long DBT CORP US N 2 2045-05-20 Fixed 4.30000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BD4 10325000.00000000 PA USD 11536329.00000000 0.004452013741 Long DBT CORP US N 2 2047-06-02 Fixed 4.55000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAV1 10645000.00000000 PA USD 8409550.00000000 0.003245350593 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N Ginnie Mae I Pool N/A 36203LCS9 1488.29000000 PA USD 1651.67000000 0.000000637400 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31406ABY7 112213.19200000 PA USD 128226.01000000 0.000049484022 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31390QFP5 157634.00000000 PA USD 176026.74000000 0.000067930921 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMPG1 2593959.95000000 PA USD 2866611.08000000 0.001106261092 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AK7 2500000.00000000 PA USD 2382000.00000000 0.000919243611 Long DBT CORP US N 2 2025-03-01 Fixed 2.05000000 N N N N N N Morgan Stanley Capital I Trust 2019-H6 N/A 61769JBA8 14885000.00000000 PA USD 15857437.05000000 0.006119583418 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.41700000 N N N N N N Benchmark 2019-B11 Mortgage Trust N/A 08162BBJ0 4225000.00000000 PA USD 4292346.50000000 0.001656470234 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.78400000 N N N N N N Freddie Mac Gold Pool N/A 3132WPNF0 7644496.44000000 PA USD 8167915.11000000 0.003152100664 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371LA90 39457.09000000 PA USD 41871.86000000 0.000016158874 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCL29 115042.26000000 PA USD 123034.25000000 0.000047480456 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 21H032639 -176340000.00000000 PA USD -185745975.60000000 -0.07168169665 Short ABS-MBS USGA US N 2 2050-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31416HLT0 300021.29000000 PA USD 335321.79000000 0.000129404875 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N BANK 2019-BNK24 N/A 06540VBE4 3750000.00000000 PA USD 3645900.00000000 0.001406998439 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 3.28300000 N N N N N N Fannie Mae Pool N/A 3138YUNQ0 1956091.05000000 PA USD 2085740.76000000 0.000804913462 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109BF7 13055000.00000000 PA USD 13186724.95000000 0.005088922194 Long DBT CORP CA N 2 2026-11-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31407XDS7 1551.19770000 PA USD 1569.61000000 0.000000605732 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 5.00000000 N N N N N N Fannie Mae-Aces N/A 3136AUKX8 17200000.00000000 PA USD 18177820.00000000 0.007015048239 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 2.44340000 N N N N N N Freddie Mac Gold Pool N/A 31283HXS9 1531972.44000000 PA USD 1721217.00000000 0.000664239181 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AM1 4850000.00000000 PA USD 4729429.00000000 0.001825145841 Long DBT CORP US N 2 2027-01-15 Fixed 3.15000000 N N N N N N Ginnie Mae II Pool N/A 36202FM78 30886219.64000000 PA USD 33859944.87000000 0.013066976493 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201FU88 9810.92570000 PA USD 10256.64000000 0.000003958165 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283H7K5 169111.64000000 PA USD 185990.67000000 0.000071776127 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407GJ74 48991.92810000 PA USD 55970.34000000 0.000021599654 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LJZ9 77042.02710000 PA USD 84890.30000000 0.000032760229 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Hydro-Quebec 6THEVG93PYJH84S4D167 448814DX8 8195000.00000000 PA USD 9222816.90000000 0.003559200468 Long DBT NUSS CA N 2 2022-01-15 Fixed 8.40000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AR3 11675000.00000000 PA USD 11616391.50000000 0.004482910862 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36241KQ84 506602.94520000 PA USD 576691.46000000 0.000222552451 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.50000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 008117AP8 9750000.00000000 PA USD 9707977.50000000 0.003746430015 Long DBT CORP US N 2 2022-11-15 Fixed 2.75000000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AF3 2999000.00000000 PA USD 3018193.60000000 0.001164758683 Long DBT CORP US N 2 2023-04-15 Fixed 3.30000000 N N N N N N Chile Government International Bond N/A 168863BW7 6870000.00000000 PA USD 7018529.40000000 0.002708538334 Long DBT NUSS CL N 2 2025-03-27 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MMLV3 141682.87000000 PA USD 149172.23000000 0.000057567430 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297FRT2 33095.03720000 PA USD 37392.10000000 0.000014430079 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31406KD64 59851.44130000 PA USD 68486.81000000 0.000026429917 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B3NX2 16452000.00000000 PA USD 17467746.48000000 0.006741021980 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 3.30000000 N N N N N N Ginnie Mae II Pool N/A 36202FAU0 2476625.93000000 PA USD 2759159.42000000 0.001064794151 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 4.50000000 N N N N N N TD Ameritrade Holding Corp ZI85ER3E6RXD4HPHW309 87236YAE8 18870000.00000000 PA USD 18869433.90000000 0.007281950698 Long DBT CORP US N 2 2022-04-01 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31406GM22 132989.47320000 PA USD 145283.02000000 0.000056066535 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 4.50000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159JG2 14615000.00000000 PA USD 14761296.15000000 0.005696568926 Long DBT CORP CA N 2 2022-03-07 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 31288HPR5 23343.49210000 PA USD 26274.73000000 0.000010139747 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132D54D1 1986711.44000000 PA USD 2080146.48000000 0.000802754560 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N Massachusetts School Building Authority N/A 576000KV4 3100000.00000000 PA USD 4191138.00000000 0.001617412607 Long DBT MUN US N 2 2039-08-15 Fixed 5.71500000 N N N N N N Fannie Mae Pool N/A 31387WNF0 8853.27000000 PA USD 10069.97000000 0.000003886127 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDRX3 4380467.63000000 PA USD 4599622.43000000 0.001775051861 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 3.00000000 N N N N N N George Washington University/The 5493002S4P5IVD462L47 372546AU5 4105000.00000000 PA USD 4965449.05000000 0.001916228932 Long DBT CORP US N 2 2045-09-15 Fixed 4.86800000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865AV2 2451000.00000000 PA USD 2496245.46000000 0.000963332364 Long DBT CORP US N 2 2026-11-01 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31417V4Y6 123832.86000000 PA USD 129797.89000000 0.000050090630 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 313615D60 738.52000000 PA USD 848.10000000 0.000000327292 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31413MS65 11007.68430000 PA USD 12793.46000000 0.000004937156 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31406MY83 62897.11030000 PA USD 71883.85000000 0.000027740877 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132DVKX2 30351516.38000000 PA USD 32134971.48000000 0.012401287673 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140EVJ99 13191130.69000000 PA USD 13778795.56000000 0.005317409652 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C04Y1 1837632.06000000 PA USD 2063789.44000000 0.000796442173 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBC3 31180000.00000000 PA USD 32855925.00000000 0.012679512659 Long DBT CORP JP N 2 2028-07-19 Fixed 3.94400000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C18 N/A 46641JBB1 1422000.00000000 PA USD 1489061.52000000 0.000574647476 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.81690000 N N N N N N Freddie Mac Gold Pool N/A 3128K0FX6 36830.58640000 PA USD 41107.35000000 0.000015863840 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMXA6 5145089.26000000 PA USD 5388297.63000000 0.002079411491 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418AUQ9 24311477.40000000 PA USD 26041482.13000000 0.010049733871 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0426C2 20000000.00000000 PA USD 21487600.00000000 0.008292333764 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36178GJ70 5354461.02000000 PA USD 5755028.25000000 0.002220937427 Long ABS-MBS USGA US N 2 2044-03-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4FA6 872967.48000000 PA USD 996038.44000000 0.000384383699 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371NAD7 793.00000000 PA USD 840.42000000 0.000000324328 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291YLW5 30833.24670000 PA USD 38040.52000000 0.000014680312 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31376SBD0 6195.97000000 PA USD 6352.60000000 0.000002451547 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31376Z2K8 3703.28000000 PA USD 3821.19000000 0.000001474645 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3140FBVE7 296143.31000000 PA USD 309265.42000000 0.000119349396 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAF1 1771000.00000000 PA USD 2617095.25000000 0.001009969810 Long DBT CORP US N 2 2038-09-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31385NPD5 12733.32000000 PA USD 15442.72000000 0.000005959538 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31416JAM3 28948.83000000 PA USD 29555.60000000 0.000011405875 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 6.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBC5 5100000.00000000 PA USD 5100510.00000000 0.001968350643 Long DBT CORP US N 2 2024-08-16 Fixed 2.01900000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FPJ97 11900000.00000000 PA USD 13454021.00000000 0.005192075085 Long ABS-MBS USGSE US N 2 2034-08-25 Fixed 2.79700000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BE8 3297000.00000000 PA USD 3277481.76000000 0.001264821229 Long DBT CORP US N 2 2025-03-09 Fixed 3.35000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FKUN4 1738039.08000000 PA USD 1905168.92000000 0.000735228530 Long ABS-MBS USGSE US N 2 2027-10-25 Fixed 3.59100000 N N N N N N Fannie Mae Pool N/A 31407HNR3 77659.35960000 PA USD 91837.63000000 0.000035441290 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207LBP2 16044.20000000 PA USD 19624.78000000 0.000007573448 Long ABS-MBS USGA US N 2 2030-08-15 Fixed 9.00000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BL2 27156000.00000000 PA USD 26680770.00000000 0.010296443061 Long DBT CORP DE N 2 2022-11-16 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36296Q6V6 133399.76000000 PA USD 153170.94000000 0.000059110582 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FV1 4720000.00000000 PA USD 5022693.60000000 0.001938320320 Long DBT CORP US N 2 2026-11-15 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31384N6L9 1432.24000000 PA USD 1741.25000000 0.000000671970 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MA26 2730147.48000000 PA USD 2905341.04000000 0.001121207468 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 5.00000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAH3 17669000.00000000 PA USD 18244656.02000000 0.007040841095 Long DBT CORP US N 2 2023-01-15 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 3132XYD53 306441.55000000 PA USD 326663.63000000 0.000126063583 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140H6BR9 1468493.56000000 PA USD 1573211.84000000 0.000607122138 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AL5 100000.00000000 PA USD 104594.00000000 0.000040364133 Long DBT CORP JP N 2 2024-01-16 Fixed 4.05000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958667AC1 9560000.00000000 PA USD 4182500.00000000 0.001614079095 Long DBT CORP US N 2 2030-02-01 Fixed 4.05000000 N N N N N N Timken Co/The B0I35MLPFXZSE70ASS73 887389AJ3 1000000.00000000 PA USD 1043640.00000000 0.000402753737 Long DBT CORP US N 2 2024-09-01 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31417AKT5 1837958.42000000 PA USD 1939579.14000000 0.000748507864 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QN1 208930000.00000000 PA USD 343625081.70000000 0.132609219603 Long DBT UST US N 2 2041-02-15 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 3620ASK81 1130171.05000000 PA USD 1244770.39000000 0.000480372472 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.50000000 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133AR8 5050000.00000000 PA USD 5274977.50000000 0.002035679835 Long DBT CORP LU N 2 2024-08-01 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31371JMC5 5742.74000000 PA USD 6724.40000000 0.000002595030 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Arch Capital Group US Inc 549300B4QKQFLY1XST28 03938JAA7 940000.00000000 PA USD 1075783.00000000 0.000415158123 Long DBT CORP US N 2 2043-11-01 Fixed 5.14400000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REY0 6850000.00000000 PA USD 7054952.00000000 0.002722594271 Long DBT CORP US N 2 2021-12-09 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 31387NTD9 2131.55000000 PA USD 2205.28000000 0.000000851045 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAB9 5343000.00000000 PA USD 4331196.09000000 0.001671462777 Long DBT CORP US N 2 2041-11-15 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYT1 54958457.38000000 PA USD 58807747.73000000 0.022694645846 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HS6 6675000.00000000 PA USD 7683993.00000000 0.002965349066 Long DBT CORP DE N 2 2028-04-03 Fixed 2.87500000 N N N N N N Ginnie Mae II Pool N/A 36202EHS1 1123780.46340000 PA USD 1280502.89000000 0.000494162091 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KXB8 58913.77010000 PA USD 65546.87000000 0.000025295357 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAR9 9650000.00000000 PA USD 10716228.50000000 0.004135526695 Long DBT CORP US N 2 2028-07-26 Fixed 4.05000000 N N N N N N Republic of Italy Government International Bond N/A 465410BY3 20500000.00000000 PA USD 19706855.00000000 0.007605121981 Long DBT NUSS IT N 2 2029-10-17 Fixed 2.87500000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AN4 6795000.00000000 PA USD 6789767.85000000 0.002620256389 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138MLU77 13051635.88000000 PA USD 13413818.78000000 0.005176560545 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36224J3Z3 1074.49000000 PA USD 1113.18000000 0.000000429590 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBV3 5235000.00000000 PA USD 3887982.15000000 0.001500420971 Long DBT CORP MX N 2 2025-01-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31407JD82 11812.60160000 PA USD 12062.79000000 0.000004655181 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6.00000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308AT6 2802000.00000000 PA USD 2858740.50000000 0.001103223736 Long DBT CORP US N 2 2024-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138E2ND3 4933680.67000000 PA USD 5208289.34000000 0.002009944039 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36204BDJ9 5110.44000000 PA USD 5887.99000000 0.000002272249 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXY1 31449986.17000000 PA USD 34131411.99000000 0.013171739052 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140Q9CM3 5647271.43000000 PA USD 5978370.95000000 0.002307128170 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572QAH8 5925000.00000000 PA USD 7602663.75000000 0.002933963090 Long DBT CORP US N 2 2048-06-15 Fixed 4.15000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160AJ3 3195000.00000000 PA USD 4342388.40000000 0.001675782029 Long DBT CORP US N 2 2029-09-01 Fixed 6.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMPY3 3854138.70000000 PA USD 4001174.09000000 0.001544103157 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JM3A3 7014.41000000 PA USD 7445.80000000 0.000002873427 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 3.86900000 N N N N N N Ginnie Mae II Pool N/A 36179NF78 7517624.23000000 PA USD 8000406.06000000 0.003087456826 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Fannie Mae-Aces N/A 3136ATYT5 18939282.00000000 PA USD 19803670.83000000 0.007642484422 Long ABS-MBS USGSE US N 2 2026-06-25 Fixed 2.29200000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCA8 16766000.00000000 PA USD 18801392.40000000 0.007255692632 Long DBT CORP US N 2 2042-10-15 Fixed 3.95000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FG6S9 5202000.00000000 PA USD 6118384.32000000 0.002361161082 Long ABS-MBS USGSE US N 2 2032-11-25 Fixed 3.75000000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CB4 5710000.00000000 PA USD 6407876.20000000 0.002472879622 Long DBT CORP US N 2 2038-01-15 Fixed 6.05000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2017-C7 N/A 46648KAU0 3850000.00000000 PA USD 4062905.00000000 0.001567925888 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.40920000 N N N N N N Fannie Mae Pool N/A 31410XQW9 70699.81850000 PA USD 83772.21000000 0.000032328744 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210QWH1 11012.96000000 PA USD 12203.13000000 0.000004709340 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418DGF3 16753648.61000000 PA USD 17380402.60000000 0.006707314884 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FMTY8 15725000.00000000 PA USD 17533060.50000000 0.006766227478 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 2.90300000 N N N N N N Ginnie Mae I Pool N/A 36209FYN3 12644.89000000 PA USD 13087.08000000 0.000005050467 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31402XZ66 13060.44370000 PA USD 14253.52000000 0.000005500611 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828R69 367450000.00000000 PA USD 381920181.00000000 0.147387777698 Long DBT UST US N 2 2023-05-31 Fixed 1.62500000 N N N N N N Freddie Mac Gold Pool N/A 3132GL5J9 950372.32000000 PA USD 1045932.26000000 0.000403638349 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140QB2A5 21897915.50000000 PA USD 23380185.40000000 0.009022706156 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DZ2 6250000.00000000 PA USD 10976437.50000000 0.004235944604 Long DBT USGA US N 2 2056-04-01 Fixed 5.37500000 N N N N N N Ginnie Mae I Pool N/A 36211B2C7 2714.19000000 PA USD 2786.09000000 0.000001075186 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BC0 9910000.00000000 PA USD 9769079.80000000 0.003770010157 Long DBT CORP US N 2 2026-07-15 Fixed 3.30000000 N N N N N N Jefferies Group LLC / Jefferies Group Capital Finance Inc N/A 47233JBH0 16660000.00000000 PA USD 14534850.40000000 0.005609180677 Long DBT CORP US N 2 2030-01-23 Fixed 4.15000000 N N N N N N Sonoco Products Co GKOMIK4RDJGHEF0VNP11 835495AJ1 6100000.00000000 PA USD 7101803.00000000 0.002740674658 Long DBT CORP US N 2 2040-11-01 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 31371NGJ8 174790.61000000 PA USD 206966.07000000 0.000079870796 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAD3 8230000.00000000 PA USD 8082271.50000000 0.003119049724 Long DBT CORP US N 2 2021-09-01 Fixed 2.25000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748149AJ0 21200000.00000000 PA USD 22609164.00000000 0.008725159348 Long DBT NUSS CA N 2 2026-04-20 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31407V2B0 3025.05850000 PA USD 3140.49000000 0.000001211954 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371LTR0 291296.65320000 PA USD 315576.23000000 0.000121784816 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WKXV2 908600.76000000 PA USD 953403.86000000 0.000367930481 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201LGQ1 101882.47520000 PA USD 110543.50000000 0.000042660120 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31382XQE3 6285.21000000 PA USD 6898.58000000 0.000002662248 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 7.00000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 05552JAA7 1420000.00000000 PA USD 1349738.40000000 0.000520880940 Long DBT CORP US N 2 2024-08-27 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NNA2 20243921.33000000 PA USD 21543581.08000000 0.008313937563 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LWW2 199613.94000000 PA USD 212305.39000000 0.000081931307 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297CRW2 9535.04800000 PA USD 10458.80000000 0.000004036181 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KQKJ4 118293.79170000 PA USD 130021.44000000 0.000050176900 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BQBY2 2920970.50000000 PA USD 2954590.87000000 0.001140213594 Long ABS-MBS USGSE US N 2 2022-05-25 Fixed 2.18300000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHL9 3700000.00000000 PA USD 3786358.00000000 0.001461202939 Long DBT CORP US N 2 2022-01-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31405WG33 37394.13770000 PA USD 43530.89000000 0.000016799115 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MQP8 71645623.46000000 PA USD 77807147.08000000 0.030026751839 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.50000000 N N N N N N Koninklijke Ahold Delhaize NV 724500C9GNBV20UYRX36 24668PAE7 2419000.00000000 PA USD 2898397.42000000 0.001118527838 Long DBT CORP NL N 2 2040-10-01 Fixed 5.70000000 N N N N N N Ginnie Mae II Pool N/A 36179NFD5 7064908.69000000 PA USD 7436098.99000000 0.002869683665 Long ABS-MBS USGA US N 2 2028-06-20 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31371KR45 19016.83000000 PA USD 22298.37000000 0.000008605220 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36201C4F8 4917.48490000 PA USD 5313.00000000 0.000002050353 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 7.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189TAZ7 3311000.00000000 PA USD 4272150.19000000 0.001648676225 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913QAA7 10050000.00000000 PA USD 10071004.50000000 0.003886526678 Long DBT CORP US N 2 2022-06-06 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 313615L46 1819.25000000 PA USD 1956.75000000 0.000000755134 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 7.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWJ9 26141000.00000000 PA USD 26117211.69000000 0.010078958856 Long DBT CORP US N 2 2023-06-05 Variable 2.90800000 N N N N N N Ginnie Mae I Pool N/A 36208FJ84 6265.65000000 PA USD 7171.66000000 0.000002767633 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.50000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZN1 6975000.00000000 PA USD 5597437.50000000 0.002160121184 Long DBT CORP US N 2 2028-04-19 Fixed 4.37500000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAN4 6585000.00000000 PA USD 8336873.40000000 0.003217303783 Long DBT CORP US N 2 2048-05-15 Fixed 4.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CA5 8766000.00000000 PA USD 8838582.48000000 0.003410919596 Long DBT CORP US N 2 2022-08-17 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31383HSS4 14779.80000000 PA USD 15387.55000000 0.000005938248 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4W33 362113.45000000 PA USD 432635.04000000 0.000166959276 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138YHU24 11875270.37000000 PA USD 12629587.54000000 0.004873915894 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31413UKP3 433936.90080000 PA USD 499674.00000000 0.000192830450 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AW5 18086000.00000000 PA USD 8455205.00000000 0.003262969429 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 34354PAC9 16830000.00000000 PA USD 16760660.40000000 0.006468148613 Long DBT CORP US N 2 2022-09-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31384VYX4 5107.89000000 PA USD 5817.43000000 0.000002245019 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJPU8 3487273.02000000 PA USD 3838546.03000000 0.001481342953 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138AAYW5 1254603.83000000 PA USD 1375020.71000000 0.000530637700 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138EHE24 1516161.51000000 PA USD 1695326.32000000 0.000654247644 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410KNN0 389545.95000000 PA USD 462780.59000000 0.000178592821 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8B60 7735590.73000000 PA USD 8568868.56000000 0.003306833619 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 313615AB2 33.45000000 PA USD 34.66000000 0.000000013375 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BZP6 45994.59000000 PA USD 51004.32000000 0.000019683205 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LU95 2294776.87000000 PA USD 2422641.84000000 0.000934927806 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31408W2F8 15427.50000000 PA USD 18185.94000000 0.000007018181 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKJ7 6640000.00000000 PA USD 6682894.40000000 0.002579012587 Long DBT CORP US N 2 2021-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31403A6D2 18570.30300000 PA USD 21850.93000000 0.000008432547 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31405FHR6 65811.78110000 PA USD 78642.45000000 0.000030349105 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300L6M2 540364.72000000 PA USD 550858.60000000 0.000212583227 Long ABS-MBS USGSE US N 2 2042-02-01 Floating 3.90100000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAK1 1850000.00000000 PA USD 1881376.00000000 0.000726046544 Long DBT CORP US N 2 2022-09-15 Fixed 3.50000000 N N N N N N State of California Department of Water Resources Power Supply Revenue N/A 13066YTZ2 12550000.00000000 PA USD 12740885.50000000 0.004916867170 Long DBT MUN US N 2 2022-05-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31402RAQ2 941054.85000000 PA USD 1117145.03000000 0.000431120248 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_18-2 N/A 02004VAD5 2230000.00000000 PA USD 2228617.40000000 0.000860051346 Long ABS-CBDO CORP US N 2 2023-06-15 Fixed 3.09000000 N N N N N N Fannie Mae Pool N/A 31418DBG6 101046677.07000000 PA USD 107656140.20000000 0.041545851853 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31416BXQ6 1306148.53000000 PA USD 1550476.67000000 0.000598348351 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BQBZ9 2000000.00000000 PA USD 2054300.00000000 0.000792780080 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 2.40600000 N N N N N N Freddie Mac Gold Pool N/A 3128M7FY7 160994.69000000 PA USD 182704.82000000 0.000070508076 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402E6V5 12023.96060000 PA USD 13841.62000000 0.000005341654 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5PE4 920128.39000000 PA USD 1085328.24000000 0.000418841751 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PDYY0 18905.26920000 PA USD 19041.20000000 0.000007348237 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QBN4 4825000.00000000 PA USD 6541686.75000000 0.002524518788 Long DBT CORP US N 2 2040-06-21 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 31403BHF3 123294.72420000 PA USD 132566.49000000 0.000051159067 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 3.60700000 N N N N N N Fannie Mae Pool N/A 31378SQZ3 1870.55000000 PA USD 1955.57000000 0.000000754678 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.00000000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAE3 12379000.00000000 PA USD 12713109.21000000 0.004906147952 Long DBT CORP US N 2 2022-09-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31413RR40 29627.60960000 PA USD 34646.82000000 0.000013370641 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8BH3 20417917.82000000 PA USD 21970292.11000000 0.008478610690 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 3.00000000 N N N N N N Fannie Mae-Aces N/A 3136B3XY1 7925000.00000000 PA USD 8962144.75000000 0.003458603823 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.55460000 N N N N N N Freddie Mac Gold Pool N/A 31293KQ41 12995.17000000 PA USD 14814.49000000 0.000005717097 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7BF9 167160.71000000 PA USD 180660.61000000 0.000069719190 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K66R6 82941.36300000 PA USD 93615.09000000 0.000036127234 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7KD7 252307.26000000 PA USD 286679.08000000 0.000110633044 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AQLV3 334518.76000000 PA USD 377745.27000000 0.000145776627 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EKD77 3398108.85000000 PA USD 3666559.45000000 0.001414971179 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBH7 7100000.00000000 PA USD 7304622.00000000 0.002818945049 Long DBT CORP MX N 2 2029-04-22 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJFX3 34365.70330000 PA USD 39981.40000000 0.000015429322 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CF9 800000.00000000 PA USD 840824.00000000 0.000324484504 Long DBT CORP US N 2 2025-04-17 Fixed 4.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAR9 5075000.00000000 PA USD 5486379.50000000 0.002117262512 Long DBT CORP CA N 2 2043-06-01 Fixed 4.90000000 N N N N N N Ginnie Mae I Pool N/A 36200B2Y2 46373.27210000 PA USD 51341.24000000 0.000019813227 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LCR5 663637.51000000 PA USD 757940.40000000 0.000292498686 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828SV3 25000000.00000000 PA USD 25761750.00000000 0.009941781741 Long DBT UST US N 2 2022-05-15 Fixed 1.75000000 N N N N N N Trinity Acquisition PLC 549300FJZWZN6MJNGB63 89641UAC5 6125000.00000000 PA USD 6377472.50000000 0.002461146453 Long DBT CORP GB N 2 2026-03-15 Fixed 4.40000000 N N N N N N UBS Commercial Mortgage Trust 2019-C18 N/A 90278PBA7 3800000.00000000 PA USD 3833668.00000000 0.001479460460 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.03520000 N N N N N N MEDSTAR HEALTH INC 549300ICFOCGDEPVJE31 58506YAS1 4000000.00000000 PA USD 4312480.00000000 0.001664240004 Long DBT MUN US N 2 2049-08-15 Fixed 3.62600000 N N N N N N Fannie Mae Pool N/A 31389YUP4 3885.88050000 PA USD 4589.50000000 0.000001771145 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31412LYG9 10500.21800000 PA USD 11138.84000000 0.000004298617 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6.00000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAL0 12000000.00000000 PA USD 12379800.00000000 0.004777519757 Long DBT CORP US N 2 2022-07-01 Fixed 3.95000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CL7 5120000.00000000 PA USD 4952524.80000000 0.001911241302 Long DBT CORP US N 2 2021-08-01 Fixed 2.30000000 N N N N N N Ginnie Mae I Pool N/A 36209YUR7 3996.51000000 PA USD 4185.43000000 0.000001615209 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31387DT58 9832.85000000 PA USD 11696.08000000 0.000004513663 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292JBR0 159629.67000000 PA USD 184678.76000000 0.000071269844 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AGQ7 3196.79000000 PA USD 3808.91000000 0.000001469906 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 9.00000000 N N N N N N PPL Electric Utilities Corp N/A 69351UAU7 5275000.00000000 PA USD 5734558.00000000 0.002213037701 Long DBT CORP US N 2 2047-06-01 Fixed 3.95000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BSRE5 6500000.00000000 PA USD 7131670.00000000 0.002752200708 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 3.12000000 N N N N N N IBM Credit LLC 549300ZNLJL43AQTG067 44932HAH6 10510000.00000000 PA USD 10848211.80000000 0.004186460702 Long DBT CORP US N 2 2023-02-06 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PSU21 23206.87000000 PA USD 24440.78000000 0.000009432002 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31413YQ53 104560.22000000 PA USD 122503.80000000 0.000047275749 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5BA6 739310.34000000 PA USD 830319.44000000 0.000320430663 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDE9 13338000.00000000 PA USD 13795226.64000000 0.005323750611 Long DBT CORP US N 2 2027-10-15 Fixed 2.95000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBD1 17963000.00000000 PA USD 18574819.78000000 0.007168255422 Long DBT CORP GB N 2 2043-02-19 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3140E6KQ4 6487606.45000000 PA USD 6894574.00000000 0.002660702394 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FUG9 4979886.28000000 PA USD 5577124.04000000 0.002152281966 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418CLH5 22392800.85000000 PA USD 23989631.48000000 0.009257899025 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292K6A0 6884146.60000000 PA USD 7570151.81000000 0.002921416326 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418QPR8 1901276.39000000 PA USD 2085472.05000000 0.000804809764 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y87 345514000.00000000 PA USD 365812947.50000000 0.141171794703 Long DBT UST US N 2 2024-07-31 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 3138WEEV7 53414.62000000 PA USD 56962.42000000 0.000021982510 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140GVZL2 683553.95000000 PA USD 723234.26000000 0.000279105152 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140Q8Q73 19449269.80000000 PA USD 20722224.51000000 0.007996965783 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K1EV9 117183.37330000 PA USD 134166.76000000 0.000051776631 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138AJMV1 2513061.45000000 PA USD 2664825.23000000 0.001028389407 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DX8 18189000.00000000 PA USD 18273760.74000000 0.007052072971 Long DBT CORP US N 2 2021-06-03 Fixed 1.95000000 N N N N N N Ukraine Government AID Bonds N/A 903724BL5 10100000.00000000 PA USD 10248975.00000000 0.003955207721 Long DBT NUSS UA N 2 2021-09-29 Fixed 1.47100000 N N N N N N Fannie Mae Pool N/A 31418DE57 3999999.12000000 PA USD 4314759.05000000 0.001665119517 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31383LTD7 1821.80000000 PA USD 1870.79000000 0.000000721961 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Morgan Stanley Capital I Trust 2016-BNK2 N/A 61690YBX9 4707000.00000000 PA USD 4727757.87000000 0.001824500931 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.28200000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167CA5 13500000.00000000 PA USD 14019480.00000000 0.005410292790 Long DBT CORP AT N 2 2025-02-12 Fixed 1.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHA0 15578000.00000000 PA USD 16824240.00000000 0.006492684776 Long DBT CORP US N 2 2049-01-23 Variable 3.94600000 N N N N N N Ginnie Mae II Pool N/A 36202FEJ1 14856529.46000000 PA USD 16405916.92000000 0.006331248664 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5GA2 1544207.84000000 PA USD 1817764.26000000 0.000701497977 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L0SP8 163860.60000000 PA USD 190574.79000000 0.000073545196 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WCPV9 3240890.40000000 PA USD 3567312.88000000 0.001376670686 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287RED7 33803.92960000 PA USD 38623.02000000 0.000014905106 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HMW1 5907.61000000 PA USD 6766.04000000 0.000002611099 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.50000000 N N N N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964CAE6 700000.00000000 PA USD 668955.00000000 0.000258158106 Long DBT CORP US N 2 2029-09-15 Fixed 3.25000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334BP8 5577000.00000000 PA USD 5708394.12000000 0.002202940733 Long DBT CORP US N 2 2043-02-15 Fixed 4.15000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QEJ5 8342000.00000000 PA USD 9953173.88000000 0.003841054367 Long DBT CORP US N 2 2045-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SSR9 2800462.99000000 PA USD 2983921.32000000 0.001151532582 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 4.00000000 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 62854AAN4 18785000.00000000 PA USD 19113173.95000000 0.007376013034 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31418CZG2 1055904.65000000 PA USD 1124517.33000000 0.000433965311 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBB5 2200000.00000000 PA USD 2483338.00000000 0.000958351213 Long ABS-MBS CORP US N 2 2061-08-15 Variable 4.21700000 N N N N N N Fannie Mae Pool N/A 31418DKU5 120812114.85000000 PA USD 130160556.30000000 0.050230587676 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31412PHN4 316981.96000000 PA USD 341186.70000000 0.000131668217 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402QW80 665.19000000 PA USD 690.39000000 0.000000266430 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.63300000 N N N N N N Fannie Mae Pool N/A 3140FPFH7 8114326.99000000 PA USD 8607434.64000000 0.003321716752 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WFYF7 7974504.17000000 PA USD 8503692.27000000 0.003281681273 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138MQTD5 3584959.75000000 PA USD 3936751.85000000 0.001519241808 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AS7 1163000.00000000 PA USD 1231082.02000000 0.000475089958 Long DBT CORP IE N 2 2045-09-14 Fixed 5.12500000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117AT7 2070000.00000000 PA USD 2108502.00000000 0.000813697310 Long DBT CORP US N 2 2026-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A2H9 6845.52000000 PA USD 7546.57000000 0.000002912315 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDN5 25700000.00000000 PA USD 25859597.00000000 0.009979542123 Long DBT CORP GB N 2 2027-09-19 Fixed 3.27900000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MAR7 400000.00000000 PA USD 444440.00000000 0.000171514958 Long DBT CORP US N 2 2025-10-15 Fixed 5.00000000 N N N N N N State Public School Building Authority 5493006JN0UR7OGWTO86 85732PBZ2 2617000.00000000 PA USD 3036060.21000000 0.001171653632 Long DBT MUN US N 2 2027-09-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WJKX5 36568565.20000000 PA USD 38197694.78000000 0.014740968471 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KHGB6 353506.12000000 PA USD 396966.16000000 0.000153194209 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 7.00000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AZ6 9920000.00000000 PA USD 9680332.80000000 0.003735761579 Long DBT CORP US N 2 2023-05-15 Variable 2.65300000 N N N N N N Fannie Mae-Aces N/A 3136AUEU1 998464.63000000 PA USD 1026990.76000000 0.000396328587 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 2.30800000 N N N N N N Fannie Mae Pool N/A 31407YKG3 258077.59480000 PA USD 294647.19000000 0.000113708038 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31375VUZ4 901.43000000 PA USD 964.29000000 0.000000372131 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31407YRY7 47695.22510000 PA USD 52106.08000000 0.000020108388 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31408GBU0 142651.30850000 PA USD 167899.16000000 0.000064794387 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AH8 5475000.00000000 PA USD 4380000.00000000 0.001690296817 Long DBT CORP US N 2 2024-11-15 Fixed 3.90000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AK7 28545000.00000000 PA USD 29703070.65000000 0.011462786707 Long DBT CORP US N 2 2049-09-15 Fixed 3.87500000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2017-JP5 N/A 46647TAS7 17175000.00000000 PA USD 18579228.00000000 0.007169956610 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.72320000 N N N N N N Fannie Mae Pool N/A 31407BSM2 5351.83480000 PA USD 5405.30000000 0.000002085972 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140J8CN1 22792455.55000000 PA USD 24988508.64000000 0.009643378223 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31409UVY8 4382.07760000 PA USD 4643.07000000 0.000001791818 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.00000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAP4 4800000.00000000 PA USD 5700480.00000000 0.002199886575 Long DBT CORP US N 2 2049-03-04 Fixed 4.10000000 N N N N N N Ginnie Mae I Pool N/A 36209S5C1 24920.42000000 PA USD 27463.30000000 0.000010598431 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31389DTB3 10765.49830000 PA USD 12661.73000000 0.000004886320 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206W6X8 16758.46000000 PA USD 18597.03000000 0.000007176826 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 8.00000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAV7 6890000.00000000 PA USD 7664436.00000000 0.002957801775 Long DBT CORP US N 2 2049-06-01 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31387EVJ3 28932.83000000 PA USD 33720.63000000 0.000013013213 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31407RZ49 5207.17300000 PA USD 5263.20000000 0.000002031134 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407B6D6 77888.32750000 PA USD 92523.54000000 0.000035705992 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7AT0 783259.92000000 PA USD 846484.66000000 0.000326669024 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31388UHB9 43674.12150000 PA USD 46669.29000000 0.000018010263 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CP2 1070000.00000000 PA USD 1080314.80000000 0.000416907001 Long DBT CORP US N 2 2021-08-15 Fixed 3.10000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BG3 12192000.00000000 PA USD 12859024.32000000 0.004962458419 Long DBT CORP US N 2 2044-12-15 Fixed 4.68500000 N N N N N N Ginnie Mae I Pool N/A 36178DRS2 4973926.86000000 PA USD 5289622.00000000 0.002041331331 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296WGD3 77197.15080000 PA USD 83890.14000000 0.000032374254 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAH0 401000.00000000 PA USD 524439.83000000 0.000202387893 Long DBT CORP US N 2 2034-12-15 Fixed 5.95000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 844895AX0 885000.00000000 PA USD 857538.45000000 0.000330934820 Long DBT CORP US N 2 2046-09-29 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7HZ9 289116.89000000 PA USD 311219.88000000 0.000120103646 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMKQ5 521013.96000000 PA USD 549669.73000000 0.000212124428 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140H6M89 10721954.87000000 PA USD 11423277.94000000 0.004408385922 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Continental Resources Inc/OK XXRTID9RYWOZ0UPIVR53 212015AL5 4092000.00000000 PA USD 2271060.00000000 0.000876430477 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N Indonesia Government International Bond N/A 455780CD6 16550000.00000000 PA USD 16218834.50000000 0.006259051217 Long DBT NUSS ID N 2 2028-01-11 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYU8 26298326.49000000 PA USD 28154462.37000000 0.010865159390 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAJ4 8597000.00000000 PA USD 8658038.70000000 0.003341245492 Long DBT CORP US N 2 2021-11-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312935MZ9 43236.12000000 PA USD 48313.77000000 0.000018644888 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Fannie Mae-Aces N/A 3136AY2C6 1500000.00000000 PA USD 1638795.00000000 0.000632431500 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 2.93870000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BR9 47552000.00000000 PA USD 48893917.44000000 0.018868774662 Long DBT CORP US N 2 2024-10-30 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31387WMR5 3906.31000000 PA USD 4595.62000000 0.000001773507 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515AP9 5901000.00000000 PA USD 7501410.21000000 0.002894888082 Long DBT CORP US N 2 2041-10-01 Fixed 6.10000000 N N N N N N Ginnie Mae I Pool N/A 36208XEW7 3560.85000000 PA USD 3611.73000000 0.000001393811 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407JBX9 83070.97120000 PA USD 97914.92000000 0.000037786593 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWC4 36919000.00000000 PA USD 37010559.12000000 0.014282837963 Long DBT CORP US N 2 2022-04-26 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31403MXA2 86551.85550000 PA USD 95542.00000000 0.000036870853 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M96V9 22949545.64000000 PA USD 25135719.36000000 0.009700188682 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31419DKP5 169702.76000000 PA USD 181368.13000000 0.000069992231 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 3.91000000 N N N N N N Fannie Mae Pool N/A 31388PQU8 12544.43240000 PA USD 14406.90000000 0.000005559803 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.00000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AF4 6449000.00000000 PA USD 6423526.45000000 0.002478919249 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFB9 19750000.00000000 PA USD 20426042.50000000 0.007882665439 Long DBT CORP US N 2 2022-02-17 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31371KHY0 19684.07720000 PA USD 23367.95000000 0.000009017984 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371JTB0 11727.85000000 PA USD 13753.25000000 0.000005307551 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AUR6 12785.43000000 PA USD 14107.06000000 0.000005444091 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202C6G3 131438.29000000 PA USD 148056.03000000 0.000057136674 Long ABS-MBS USGA US N 2 2028-11-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJLN8 2525535.97000000 PA USD 2821857.11000000 0.001088989975 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BW8 16575000.00000000 PA USD 17410380.00000000 0.006718883538 Long DBT CORP US N 2 2023-08-03 Fixed 3.70000000 N N N N N N North American Development Bank 5493008W785ZKQMVNG08 656836AB9 5915000.00000000 PA USD 6120132.20000000 0.002361835611 Long DBT CORP N/A N 2 2022-10-26 Fixed 2.40000000 N N N N N N Ginnie Mae I Pool N/A 36207EJP0 56556.95420000 PA USD 66051.74000000 0.000025490193 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312940E70 2144917.34000000 PA USD 2363784.71000000 0.000912214103 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287UE24 3004.50000000 PA USD 3368.13000000 0.000001299803 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-C33 N/A 95000LAZ6 2350000.00000000 PA USD 2369152.50000000 0.000914285600 Long ABS-MBS CORP US N 2 2059-03-15 Fixed 3.42600000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568AX8 6315000.00000000 PA USD 5881727.85000000 0.002269832388 Long DBT CORP US N 2 2026-08-15 Fixed 3.25000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 892331AB5 11105000.00000000 PA USD 11229931.25000000 0.004333771015 Long DBT CORP JP N 2 2021-07-20 Fixed 3.18300000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BP7 10930000.00000000 PA USD 11052962.50000000 0.004265476560 Long DBT CORP US N 2 2027-02-15 Fixed 4.18500000 N N N N N N Fannie Mae Pool N/A 31377HA93 1730.90000000 PA USD 1801.14000000 0.000000695082 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31407JZH8 57854.28100000 PA USD 65923.22000000 0.000025440595 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGK0 22850000.00000000 PA USD 25734812.50000000 0.009931386222 Long DBT CORP US N 2 2045-05-01 Fixed 3.90000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EJ3 110000.00000000 PA USD 119642.60000000 0.000046171576 Long DBT UST US N 2 2021-05-15 Fixed 8.12500000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BW5 3375000.00000000 PA USD 3792386.25000000 0.001463529316 Long DBT CORP US N 2 2041-08-04 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKMA4 82839.93340000 PA USD 93275.28000000 0.000035996097 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WFM52 47810.54000000 PA USD 50983.25000000 0.000019675074 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644AAD9 9750000.00000000 PA USD 9823222.50000000 0.003790904503 Long DBT CORP US N 2 2021-05-14 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31409UVW2 20554.57720000 PA USD 21129.69000000 0.000008154211 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMSP9 5519996.71000000 PA USD 5812280.54000000 0.002243031802 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.50000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_16-A2 N/A 17305EFX8 11325000.00000000 PA USD 11322848.25000000 0.004369628848 Long ABS-CBDO CORP US N 2 2023-11-20 Fixed 2.19000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4FH1 40704.93890000 PA USD 45091.71000000 0.000017401455 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.00000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABM0 8500000.00000000 PA USD 7937385.00000000 0.003063136210 Long DBT CORP US N 2 2024-10-15 Fixed 2.50000000 N N N N N N Australia & New Zealand Banking Group Ltd/New York NY JHE42UYNWWTJB8YTTU19 05253JAM3 7510000.00000000 PA USD 7545972.90000000 0.002912085382 Long DBT CORP AU N 2 2021-06-01 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 313615JY3 742.21000000 PA USD 797.73000000 0.000000307853 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138EMY54 18387951.07000000 PA USD 20467076.70000000 0.007898501050 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCK5 6396000.00000000 PA USD 7413155.88000000 0.002860829632 Long DBT CORP US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMNS8 23814.22000000 PA USD 25275.70000000 0.000009754208 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WKLQ6 5386826.53000000 PA USD 5658915.14000000 0.002183846175 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31409USL0 494511.73970000 PA USD 511878.99000000 0.000197540508 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 4.09500000 N N N N N N Benchmark 2018-B8 Mortgage Trust N/A 08162UAW0 10690000.00000000 PA USD 12008504.60000000 0.004634232215 Long ABS-MBS CORP US N 2 2052-01-15 Fixed 4.23170000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AL4 7712000.00000000 PA USD 8043384.64000000 0.003104042798 Long DBT CORP US N 2 2042-09-01 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31418CCK8 36239997.05000000 PA USD 38900375.23000000 0.015012141651 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 3.00000000 N N N N N N Partners Healthcare System Inc 5493007Z86EDN0QFYU66 70213HAE8 8400000.00000000 PA USD 8014272.00000000 0.003092807865 Long DBT CORP US N 2 2049-07-01 Fixed 3.19200000 N N N N N N Fannie Mae Pool N/A 31402JYM3 66118.37350000 PA USD 76356.14000000 0.000029466790 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294MMR9 1344100.85000000 PA USD 1407421.44000000 0.000543141548 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AB9 23345000.00000000 PA USD 24029008.50000000 0.009273095110 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 31287RGU7 42437.31540000 PA USD 48341.62000000 0.000018655636 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208FJ76 16851.45090000 PA USD 19821.18000000 0.000007649241 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.00000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BL2 15890000.00000000 PA USD 19601268.40000000 0.007564374791 Long DBT CORP US N 2 2046-05-15 Fixed 4.70000000 N N N N N N Ginnie Mae I Pool N/A 36241LBX3 124791.62000000 PA USD 143072.34000000 0.000055213406 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31411LRQ6 89652.94310000 PA USD 98252.45000000 0.000037916850 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31407H2H8 426.93760000 PA USD 436.44000000 0.000000168427 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132L6M81 88056.07000000 PA USD 94024.51000000 0.000036285235 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36204F2G8 3612.78000000 PA USD 3709.86000000 0.000001431681 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N LifeStorage LP/CA N/A 84610WAB1 18900000.00000000 PA USD 18205236.00000000 0.007025628416 Long DBT CORP US N 2 2026-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31405QMW5 20708.94510000 PA USD 24483.56000000 0.000009448512 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8BE0 6098248.00000000 PA USD 6561836.81000000 0.002532294948 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YA2 755098300.00000000 PA USD 776573295.70000000 0.299689353868 Long DBT UST US N 2 2022-08-15 Fixed 1.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VBG8 9717000.00000000 PA USD 10806470.04000000 0.004170352034 Long DBT CORP US N 2 2042-11-01 Fixed 3.85000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111EM1 3095000.00000000 PA USD 3820622.75000000 0.001474426135 Long DBT CORP US N 2 2036-06-15 Fixed 6.20000000 N N N N N N Fannie Mae Pool N/A 31409BG35 133490.78820000 PA USD 157360.28000000 0.000060727301 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225A3M0 12.82730000 PA USD 14.06000000 0.000000005425 Long ABS-MBS USGA US N 2 2020-12-15 Fixed 10.00000000 N N N N N N Fannie Mae Pool N/A 31418DBH4 14798931.68000000 PA USD 15896716.43000000 0.006134741822 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAF9 21280000.00000000 PA USD 21402572.80000000 0.008259520703 Long DBT CORP US N 2 2025-04-01 Fixed 3.55000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAD9 2300000.00000000 PA USD 2285763.00000000 0.000882104548 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31335GMM4 3161.28000000 PA USD 3566.43000000 0.000001376329 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 7.00000000 N N N N N N Orange SA 969500MCOONR8990S771 35177PAL1 23435000.00000000 PA USD 35559331.60000000 0.013722791100 Long DBT CORP FR N 2 2031-03-01 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCR98 38642307.77000000 PA USD 42652992.89000000 0.016460323771 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138YNL62 370656.25000000 PA USD 392903.04000000 0.000151626200 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31407NFH1 8846.39500000 PA USD 8935.39000000 0.000003448278 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WGDK7 1619871.29000000 PA USD 1762209.38000000 0.000680058654 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QJV4 2360079.65000000 PA USD 2579236.65000000 0.000995359703 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 5.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AW8 5325000.00000000 PA USD 5484164.25000000 0.002116407620 Long DBT CORP US N 2 2023-11-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUE4 5084.55000000 PA USD 5622.95000000 0.000002169966 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4GV9 29387.10900000 PA USD 34522.80000000 0.000013322780 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AJ2 10226000.00000000 PA USD 12724211.80000000 0.004910432581 Long DBT CORP US N 2 2035-05-20 Fixed 4.65000000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936UAE9 3500000.00000000 PA USD 3657465.00000000 0.001411461517 Long DBT CORP US N 2 2026-10-01 Fixed 4.25000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCQ2 1204000.00000000 PA USD 1234545.48000000 0.000476426551 Long DBT CORP US N 2 2023-10-10 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31373UJT5 239.04000000 PA USD 275.78000000 0.000000106426 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 8.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAC4 12650000.00000000 PA USD 13227599.00000000 0.005104696001 Long DBT CORP US N 2 2028-09-21 Fixed 3.93700000 N N N N N N Fannie Mae Pool N/A 31387GQN5 17311.73000000 PA USD 20374.35000000 0.000007862716 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BTUM1 12800000.00000000 PA USD 14256896.00000000 0.005501914595 Long ABS-MBS USGSE US N 2 2026-11-25 Variable 3.34700000 N N N N N N Fannie Mae Pool N/A 3138WJUK2 3462276.26000000 PA USD 3742616.77000000 0.001444322651 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N Kentucky Utilities Co AGX0G2MXE54NFNNICD28 491674BG1 8681000.00000000 PA USD 10661136.10000000 0.004114265848 Long DBT CORP US N 2 2040-11-01 Fixed 5.12500000 N N N N N N Ginnie Mae I Pool N/A 36212TAV6 36813.89660000 PA USD 44489.96000000 0.000017169232 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418CUB8 43387244.23000000 PA USD 46295491.21000000 0.017866009460 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31410F6B6 4563707.41920000 PA USD 5216819.59000000 0.002013235969 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BB31 15150.12000000 PA USD 16720.88000000 0.000006452796 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Citizens Bank NA/Providence RI DRMSV1Q0EKMEXLAU1P80 17401QAS0 250000.00000000 PA USD 253427.50000000 0.000097800843 Long DBT CORP US N 2 2022-02-14 Fixed 3.25000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBH7 9700000.00000000 PA USD 9679436.00000000 0.003735415493 Long DBT CORP GB N 2 2025-05-07 Variable 3.93200000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CM2 4045000.00000000 PA USD 4009970.30000000 0.001547497724 Long DBT CORP US N 2 2024-09-15 Fixed 3.15000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AS9 20921000.00000000 PA USD 22576269.52000000 0.008712464956 Long DBT CORP US N 2 2025-07-29 Fixed 3.70000000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UEQ3 2175000.00000000 PA USD 2903385.75000000 0.001120452897 Long DBT MUN US N 2 2050-02-15 Fixed 6.27000000 N N N N N N Fannie Mae Pool N/A 31416XJM3 3866472.23000000 PA USD 4235024.36000000 0.001634348903 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJE1 22477000.00000000 PA USD 23149736.61000000 0.008933773084 Long DBT CORP US N 2 2022-09-23 Fixed 3.25000000 N N N N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 08652BAA7 10000000.00000000 PA USD 10278900.00000000 0.003966756153 Long DBT CORP US N 2 2028-10-01 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 31410USY9 27560.00980000 PA USD 28005.93000000 0.000010807838 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRN54 141371.50000000 PA USD 149358.99000000 0.000057639503 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BE1 4420000.00000000 PA USD 4629198.60000000 0.001786465675 Long DBT CORP US N 2 2048-06-15 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 36206W2H7 4098.86000000 PA USD 4738.04000000 0.000001828468 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 7.50000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 646136XT3 7805000.00000000 PA USD 8025335.15000000 0.003097077273 Long DBT MUN US N 2 2028-12-15 Fixed 6.10400000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAY4 11100000.00000000 PA USD 10885326.00000000 0.004200783536 Long DBT CORP US N 2 2028-02-15 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7LR2 154719.37000000 PA USD 167893.72000000 0.000064792287 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A7ZN8 1046072.50000000 PA USD 1174383.75000000 0.000453209386 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KL4 9000000.00000000 PA USD 9807660.00000000 0.003784898739 Long DBT CORP US N 2 2029-09-15 Fixed 2.65000000 N N N N N N Fannie Mae Pool N/A 31382G3J4 19399.26740000 PA USD 22003.04000000 0.000008491248 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023AX3 8808000.00000000 PA USD 9093379.20000000 0.003509248839 Long DBT CORP US N 2 2039-03-15 Fixed 6.87500000 N N N N N N Fannie Mae Pool N/A 3138A8SL1 2551690.48000000 PA USD 2684965.27000000 0.001036161700 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298CCN7 984.29010000 PA USD 1070.54000000 0.000000413134 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31414R4E2 259979.46670000 PA USD 298342.04000000 0.000115133927 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 21H030625 185680000.00000000 PA USD 196326891.20000000 0.075765004406 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292SAD2 17872125.47000000 PA USD 19217181.63000000 0.007416150900 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BN3 8050000.00000000 PA USD 8208263.00000000 0.003167671420 Long DBT CORP US N 2 2021-12-05 Fixed 2.45000000 N N N N N N Ginnie Mae I Pool N/A 36294SGP6 57047.29750000 PA USD 63689.31000000 0.000024578501 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 6.00000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2G3 6670000.00000000 PA USD 6699814.90000000 0.002585542420 Long DBT CORP US N 2 2021-03-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 3138WJFM5 571080.29000000 PA USD 598897.61000000 0.000231122083 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410G3K7 157384.56000000 PA USD 165560.69000000 0.000063891942 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 4.00000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMM1 4500000.00000000 PA USD 4635720.00000000 0.001788982365 Long DBT CORP SE N 2 2022-03-09 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31417F4K1 2993411.18000000 PA USD 3217857.15000000 0.001241811346 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGZ6 33035000.00000000 PA USD 34651402.55000000 0.013372409917 Long DBT CORP US N 2 2026-01-23 Variable 3.36600000 N N N N N N Freddie Mac Gold Pool N/A 31296NV61 52082.06000000 PA USD 58516.80000000 0.000022582365 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418B3E4 6788668.24000000 PA USD 7205628.24000000 0.002780742118 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SED9 22152.03290000 PA USD 24939.64000000 0.000009624519 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MEL0 4567322.51000000 PA USD 4796830.47000000 0.001851156912 Long ABS-MBS USGA US N 2 2027-06-20 Fixed 3.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AH6 3545000.00000000 PA USD 3974795.80000000 0.001533923445 Long DBT CORP US N 2 2048-03-01 Fixed 4.55000000 N N N N N N Freddie Mac Gold Pool N/A 31292HD50 1486.03000000 PA USD 1702.93000000 0.000000657181 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAT5 5250000.00000000 PA USD 4923607.50000000 0.001900081754 Long DBT CORP US N 2 2047-05-09 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGG8 8725000.00000000 PA USD 10033750.00000000 0.003872149700 Long DBT CORP US N 2 2048-01-20 Variable 4.44300000 N N N N N N Freddie Mac Gold Pool N/A 3128KFYG9 121212.81820000 PA USD 143495.37000000 0.000055376659 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287SHY6 62119.13790000 PA USD 70158.60000000 0.000027075081 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.00000000 N N N N N N Morgan Stanley Capital I Trust 2019-L2 N/A 61768HAW6 8435000.00000000 PA USD 9410929.50000000 0.003631795474 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.07100000 N N N N N N Fannie Mae Pool N/A 31418BUL8 4159672.79000000 PA USD 4424394.37000000 0.001707429160 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132AD3M8 72333780.82000000 PA USD 79553415.48000000 0.030700658669 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C18 N/A 46641JBA3 1173000.00000000 PA USD 1207662.15000000 0.000466051937 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.43860000 N N N N N N Fannie Mae Pool N/A 31384VWL2 560.24000000 PA USD 689.26000000 0.000000265994 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8.00000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BV7 2328000.00000000 PA USD 2302345.44000000 0.000888503919 Long DBT CORP US N 2 2024-09-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAD22 22657422.08000000 PA USD 24418810.07000000 0.009423524415 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAG0 7273000.00000000 PA USD 7638831.90000000 0.002947920832 Long DBT CORP GB N 2 2028-11-03 Variable 3.82300000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137AVXN2 870000.00000000 PA USD 888861.60000000 0.000343022815 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 2.35500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AU4 11863000.00000000 PA USD 12118054.50000000 0.004676508892 Long DBT CORP US N 2 2026-05-19 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31410LHW5 16050445.87000000 PA USD 17552767.60000000 0.006773832695 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAV4 2740000.00000000 PA USD 1945948.00000000 0.000750965687 Long DBT CORP US N 2 2026-02-15 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 31287T3G8 23735.17920000 PA USD 26694.01000000 0.000010301552 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Hungary Government International Bond N/A 445545AJ5 4941000.00000000 PA USD 5410345.59000000 0.002087920075 Long DBT NUSS HU N 2 2023-11-22 Fixed 5.75000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAU4 10701000.00000000 PA USD 10485267.84000000 0.004046396085 Long DBT CORP US N 2 2021-09-16 Fixed 2.11200000 N N N N N N Ginnie Mae I Pool N/A 36213UHU7 22074.01420000 PA USD 24465.29000000 0.000009441461 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293HLJ0 1712.68000000 PA USD 1909.23000000 0.000000736795 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2 N/A 03066GAD1 5025000.00000000 PA USD 5045552.25000000 0.001947141759 Long ABS-CBDO CORP US N 2 2023-11-20 Fixed 2.97000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAC5 16000000.00000000 PA USD 15841760.00000000 0.006113533448 Long DBT CORP US Y 2 2022-10-15 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVM9 17904452.44000000 PA USD 19048726.00000000 0.007351141764 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAM8 41225000.00000000 PA USD 42740431.00000000 0.016494067232 Long DBT CORP US N 2 2029-01-23 Variable 3.50900000 N N N N N N Fannie Mae Pool N/A 31384WFV7 103201.43000000 PA USD 118196.60000000 0.000045613547 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.00000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BC2 6315000.00000000 PA USD 6707540.40000000 0.002588523787 Long DBT CORP US N 2 2022-03-15 Fixed 4.20000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAX8 4340000.00000000 PA USD 3964112.60000000 0.001529800664 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AU2 9470000.00000000 PA USD 11730962.50000000 0.004527125245 Long DBT CORP GB N 2 2048-08-17 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31411CY62 21596.50410000 PA USD 23211.49000000 0.000008957604 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 3.96500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEF9 24060000.00000000 PA USD 25408563.00000000 0.009805482457 Long DBT CORP US N 2 2027-01-20 Fixed 3.62500000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DQ3 26600000.00000000 PA USD 26357142.00000000 0.010171550965 Long DBT CORP AU N 2 2022-06-28 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138EKFB6 15967681.15000000 PA USD 17225455.39000000 0.006647518816 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 960386AL4 9767000.00000000 PA USD 8883574.85000000 0.003428282715 Long DBT CORP US N 2 2026-11-15 Fixed 3.45000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GL1 64300000.00000000 PA USD 69575815.00000000 0.026850177771 Long DBT CORP N/A N 2 2023-09-27 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C24 N/A 46643GAJ9 4125000.00000000 PA USD 4162413.75000000 0.001606327560 Long ABS-MBS CORP US N 2 2047-11-15 Variable 3.91420000 N N N N N N Ginnie Mae I Pool N/A 36204RH27 746.49000000 PA USD 800.89000000 0.000000309073 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FBD9 51767.58540000 PA USD 57120.87000000 0.000022043658 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410FFT7 65029.31460000 PA USD 76430.25000000 0.000029495390 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AUD0 2340.70000000 PA USD 2752.69000000 0.000001062297 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L1G46 80139.99560000 PA USD 90281.71000000 0.000034840841 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCRX5 69220985.90000000 PA USD 76082862.23000000 0.029361328735 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31368HKZ5 27340.46480000 PA USD 32361.54000000 0.000012488723 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31415WZ30 10056.59000000 PA USD 11368.47000000 0.000004387234 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EH44 1512264.20910000 PA USD 1723966.08000000 0.000665300086 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TCY9 54800747.89000000 PA USD 58976564.88000000 0.022759794497 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGE4 27051000.00000000 PA USD 30339590.07000000 0.011708427517 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N Fannie Mae Pool N/A 3138WHM82 10290525.03000000 PA USD 10791673.60000000 0.004164641903 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31387KXP3 15428.40000000 PA USD 15996.47000000 0.000006173237 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AM4 8265000.00000000 PA USD 8709574.35000000 0.003361133744 Long DBT CORP US N 2 2024-11-15 Fixed 3.62500000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C15 549300UOGMFS1M8XVM16 46640NAE8 2940000.00000000 PA USD 3104610.60000000 0.001198108085 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 4.13100000 N N N N N N Freddie Mac Gold Pool N/A 31335H4Q3 55092.75000000 PA USD 59443.98000000 0.000022940175 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31401XCW5 155940.26600000 PA USD 179558.98000000 0.000069294057 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCX0 33890000.00000000 PA USD 42614302.70000000 0.016445392743 Long DBT CORP US N 2 2048-09-15 Fixed 4.52200000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAG4 8407000.00000000 PA USD 8103591.37000000 0.003127277328 Long DBT CORP US N 2 2042-05-15 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 3138EJRD2 761671.32000000 PA USD 802550.22000000 0.000309714174 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31385XF85 2621776.61440000 PA USD 3018031.93000000 0.001164696293 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PJZ91 437622.12000000 PA USD 461595.06000000 0.000178135310 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402RLW7 134880.88430000 PA USD 160036.17000000 0.000061759960 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.50000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BH1 11746000.00000000 PA USD 11288845.68000000 0.004356506831 Long DBT CORP US N 2 2028-03-01 Fixed 3.80000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C5 N/A 05492JAW2 8975000.00000000 PA USD 9277726.75000000 0.003580390866 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.06300000 N N N N N N Ginnie Mae I Pool N/A 36292HLH4 30832.42110000 PA USD 33669.62000000 0.000012993527 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WJW2 81741.16400000 PA USD 90212.00000000 0.000034813939 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Republic of Poland Government International Bond N/A 731011AT9 23036000.00000000 PA USD 23743205.20000000 0.009162800040 Long DBT NUSS PL N 2 2023-03-17 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7XJ7 13658136.81000000 PA USD 14420807.17000000 0.005565169967 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBH7 23705000.00000000 PA USD 24847818.05000000 0.009589083963 Long DBT CORP US N 2 2036-07-15 Fixed 3.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128G2SU9 7191.05000000 PA USD 8030.03000000 0.000003098889 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828U24 522821000.00000000 PA USD 572164846.00000000 0.220805574893 Long DBT UST US N 2 2026-11-15 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31417BRT6 106524.64000000 PA USD 111519.58000000 0.000043036801 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31405XKY8 103827.37700000 PA USD 117399.69000000 0.000045306009 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BY9 25501000.00000000 PA USD 27177690.75000000 0.010488210997 Long DBT CORP US N 2 2026-03-01 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31410QCW9 25628.29060000 PA USD 29389.24000000 0.000011341675 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EG2B9 448535.68000000 PA USD 487464.09000000 0.000188118493 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC16 549300PX4QZK7CUM8D08 94988XAW6 550000.00000000 PA USD 566461.50000000 0.000218604582 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 4.02000000 N N N N N N Ovintiv Inc N/A 292505AG9 10900000.00000000 PA USD 4905000.00000000 0.001892900887 Long DBT CORP US N 2 2038-02-01 Fixed 6.50000000 N N N N N N UBS Commercial Mortgage Trust 2018-C15 N/A 90278LAY5 8975000.00000000 PA USD 10109799.00000000 0.003901497961 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.34090000 N N N N N N Fannie Mae Pool N/A 31410PNK5 20073.33180000 PA USD 23710.22000000 0.000009150070 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572QAE5 8187000.00000000 PA USD 8261665.44000000 0.003188280090 Long DBT CORP US N 2 2022-09-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31405MCG0 37650.15830000 PA USD 44485.54000000 0.000017167526 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GL95 2281.58000000 PA USD 2591.37000000 0.000001000042 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 8.50000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BM5 5645000.00000000 PA USD 6033093.75000000 0.002328246384 Long DBT CORP US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207UEK0 2900.33000000 PA USD 3469.00000000 0.000001338730 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31402C4J8 7430901.89570000 PA USD 8554231.34000000 0.003301184932 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAY5 16738000.00000000 PA USD 19439513.20000000 0.007501951435 Long DBT CORP US N 2 2045-10-15 Fixed 6.35000000 N N N N N N MUFG Americas Holdings Corp 5493004K1ECE43Q0BX47 908906AC4 16668000.00000000 PA USD 16578992.88000000 0.006398040843 Long DBT CORP US N 2 2022-06-18 Fixed 3.50000000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BGT3 1500000.00000000 PA USD 1541895.00000000 0.000595036577 Long DBT NUSS CA N 2 2022-05-17 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3138AAZV6 1924358.71000000 PA USD 2152222.02000000 0.000830569413 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AG6 4150000.00000000 PA USD 4162491.50000000 0.001606357564 Long DBT CORP US N 2 2024-04-01 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJFV7 1676189.95570000 PA USD 1910320.17000000 0.000737216461 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587CV7 18515000.00000000 PA USD 18644419.85000000 0.007195114960 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDH8 14809000.00000000 PA USD 15273262.15000000 0.005894143013 Long DBT CORP GB N 2 2028-11-28 Fixed 3.72300000 N N N N N N Ginnie Mae I Pool N/A 36210B2P9 1324461.93000000 PA USD 1487715.11000000 0.000574127880 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust 2013-GCJ14 549300ITVQSU1IHX4H03 36198FAE2 7350000.00000000 PA USD 7811506.50000000 0.003014558121 Long ABS-MBS CORP US N 2 2046-08-10 Fixed 4.24300000 N N N N N N Fannie Mae Pool N/A 31385XJY4 3758292.00830000 PA USD 4220073.35000000 0.001628579121 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GXA0 3991.34000000 PA USD 4512.05000000 0.000001741256 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 8.00000000 N N N N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658CF2 4125000.00000000 PA USD 4279605.00000000 0.001651553130 Long DBT CORP US N 2 2026-03-01 Fixed 3.87500000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBD0 18725000.00000000 PA USD 16501406.25000000 0.006368099192 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 N N N N N N Fannie Mae Pool N/A 31401WXN4 46924.48380000 PA USD 54142.88000000 0.000020894415 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N BANK 2019-BNK20 N/A 06540AAD3 10250000.00000000 PA USD 10506147.50000000 0.004054453807 Long ABS-MBS CORP US N 2 2062-09-15 Fixed 3.01100000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC11 N/A 17320DAG3 3165000.00000000 PA USD 3236845.50000000 0.001249139188 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.09300000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C20 549300UVB571ELWL8972 92890FAT3 3500000.00000000 PA USD 3612420.00000000 0.001394078088 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.72300000 N N N N N N Fannie Mae Pool N/A 3138A8RL2 4750398.27000000 PA USD 5161877.77000000 0.001992033233 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200GLL8 381240.85000000 PA USD 433951.21000000 0.000167467202 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5Y2 12304486.16000000 PA USD 13110183.91000000 0.005059384048 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N Baltimore Gas & Electric Co 88V8C2WYSOD1SPSSLH72 059165EL0 5405000.00000000 PA USD 4790073.15000000 0.001848549177 Long DBT CORP US N 2 2049-09-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31380DKB1 865.24000000 PA USD 887.55000000 0.000000342516 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BA1 5700000.00000000 PA USD 5786070.00000000 0.002232916827 Long DBT CORP US N 2 2022-05-15 Fixed 1.85000000 N N N N N N Ginnie Mae I Pool N/A 36203U2G6 1163.79000000 PA USD 1250.91000000 0.000000482741 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36206H4Y1 2476.75000000 PA USD 2729.55000000 0.000001053367 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 8.50000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFP8 6450000.00000000 PA USD 6458191.50000000 0.002492296926 Long DBT CORP US N 2 2022-07-22 Variable 2.23200000 N N N N N N Hartford HealthCare Corp 549300W3L482NUDOFF24 41652PAC3 3960000.00000000 PA USD 3786393.60000000 0.001461216678 Long DBT CORP US N 2 2054-07-01 Fixed 3.44700000 N N N N N N Ginnie Mae I Pool N/A 36209F7E3 4952.02000000 PA USD 5389.48000000 0.000002079867 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282D1 278085000.00000000 PA USD 287601068.70000000 0.110988851828 Long DBT UST US N 2 2023-08-31 Fixed 1.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QD3 192996000.00000000 PA USD 302853183.10000000 0.116874833660 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0U35 29488000.00000000 PA USD 30340498.08000000 0.011708777929 Long DBT USGSE US N 2 2021-06-22 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31371EWT8 1342.07000000 PA USD 1472.02000000 0.000000568070 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 6.50000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795HT0 8098000.00000000 PA USD 10613886.64000000 0.004096031690 Long DBT CORP US N 2 2038-01-15 Fixed 6.45000000 N N N N N N Fannie Mae Pool N/A 3138WDAM3 15436772.69000000 PA USD 16926266.89000000 0.006532058230 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GPN0 692.73000000 PA USD 716.26000000 0.000000276413 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.50000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BZ5 5830000.00000000 PA USD 6255590.00000000 0.002414110471 Long DBT CORP US N 2 2029-04-25 Fixed 3.20000000 N N N N N N Fluor Corp CQ7WZ4NOFWT7FAE6Q943 343412AC6 15079000.00000000 PA USD 10706090.00000000 0.004131614121 Long DBT CORP US N 2 2024-12-15 Fixed 3.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CB2 48830000.00000000 PA USD 53718371.30000000 0.020730591786 Long DBT CORP US Y 2 2029-07-26 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 36208QLT1 5222.34000000 PA USD 5586.39000000 0.000002155857 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31402HKS9 75519.31480000 PA USD 86601.02000000 0.000033420417 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132A8SY6 11290088.30000000 PA USD 11629581.26000000 0.004488000956 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAB3 3775000.00000000 PA USD 3979605.00000000 0.001535779375 Long DBT CORP US N 2 2043-09-30 Fixed 5.70000000 N N N N N N Ginnie Mae II Pool N/A 36179VFP0 218433899.47000000 PA USD 231227573.00000000 0.089233614306 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780082AE3 8900000.00000000 PA USD 9015878.00000000 0.003479340156 Long DBT CORP CA N 2 2021-03-22 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 31417DK93 7102941.56000000 PA USD 7663860.85000000 0.002957579817 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515AS3 4545000.00000000 PA USD 5690249.10000000 0.002195938342 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRX0 12418000.00000000 PA USD 12854865.24000000 0.004960853378 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128PUND0 49287.89000000 PA USD 51881.91000000 0.000020021878 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31414H6Y8 74346.47240000 PA USD 87971.21000000 0.000033949190 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAU5 5365000.00000000 PA USD 5562378.35000000 0.002146591420 Long DBT CORP LU N 2 2045-03-15 Fixed 4.75000000 N N N N N N State of Connecticut 5493007GRO6CU0IKP741 20772JAC6 8770000.00000000 PA USD 10406482.00000000 0.004015991644 Long DBT MUN US N 2 2030-10-01 Fixed 5.09000000 N N N N N N Fannie Mae Pool N/A 31380SNQ2 1198.20000000 PA USD 1255.81000000 0.000000484632 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36204FUV4 2661.15000000 PA USD 2724.94000000 0.000001051588 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BP0 8175000.00000000 PA USD 8163309.75000000 0.003150323398 Long DBT CORP US N 2 2021-04-01 Fixed 2.05000000 N N N N N N Fannie Mae Pool N/A 3138XBKU7 6398.74000000 PA USD 6799.94000000 0.000002624181 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296RFL7 90141.03690000 PA USD 103427.83000000 0.000039914094 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YBA6 4960000.00000000 PA USD 4850036.80000000 0.001871689900 Long DBT CORP JP N 2 2030-09-13 Variable 2.86900000 N N N N N N Fannie Mae Pool N/A 3138XCCG5 1178392.75000000 PA USD 1243993.87000000 0.000480072803 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFQ7 3550000.00000000 PA USD 3696828.00000000 0.001426652192 Long DBT CORP US N 2 2045-04-21 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31386MRK8 5222.51000000 PA USD 6264.87000000 0.000002417691 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KQA8 32305.99400000 PA USD 36539.37000000 0.000014101000 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31406KFE5 8807.99600000 PA USD 9243.11000000 0.000003567031 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.50000000 N N N N N N International Finance Corp QKL54NQY28TCDAI75F60 45950KCP3 16500000.00000000 PA USD 17730405.00000000 0.006842385191 Long DBT CORP N/A N 2 2023-07-31 Fixed 2.87500000 N N N N N N Ginnie Mae II Pool N/A 36225FEN5 239877.63000000 PA USD 249621.46000000 0.000096332045 Long ABS-MBS USGA US N 2 2041-05-20 Floating 4.37500000 N N N N N N Fannie Mae Pool N/A 31417GEW2 9115567.88000000 PA USD 9718289.23000000 0.003750409441 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAM0 1643000.00000000 PA USD 2115181.77000000 0.000816275117 Long DBT CORP US N 2 2035-06-15 Fixed 5.70000000 N N N N N N Ginnie Mae I Pool N/A 36211EFF0 33154.39000000 PA USD 37157.78000000 0.000014339652 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31417VMY6 1106.51000000 PA USD 1156.05000000 0.000000446134 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31403MW96 2200207.76390000 PA USD 2451537.50000000 0.000946079003 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CG1 23900000.00000000 PA USD 24437033.00000000 0.009430556871 Long DBT NUSS JP N 2 2023-01-23 Fixed 1.75000000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635AD9 3650000.00000000 PA USD 2820720.00000000 0.001088551150 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DK1 13908000.00000000 PA USD 14385322.56000000 0.005551476012 Long DBT CORP US N 2 2022-07-15 Fixed 4.16300000 N N N N N N Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26 N/A 07388VAG3 934959.28500000 PA USD 937997.90000000 0.000361985128 Long ABS-MBS CORP US N 2 2045-01-12 Variable 5.44960000 N N N N N N Fannie Mae Pool N/A 3138LSZL7 160971.91000000 PA USD 168526.32000000 0.000065036416 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179R7K9 61327017.87000000 PA USD 65350683.51000000 0.025219646650 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202E6E4 3371426.84000000 PA USD 3732405.51000000 0.001440381998 Long ABS-MBS USGA US N 2 2039-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FJS6 2584318.54000000 PA USD 2880817.41000000 0.001111743492 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31419EUU1 4408304.56000000 PA USD 4818144.63000000 0.001859382313 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31379PWS7 17990.69000000 PA USD 20749.92000000 0.000008007653 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FUFX6 4153.31000000 PA USD 4278.66000000 0.000001651188 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36290TMY2 69612.01160000 PA USD 80006.48000000 0.000030875501 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WEHT9 20220256.45000000 PA USD 21563488.09000000 0.008321619927 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KK31 585200.79000000 PA USD 639993.14000000 0.000246981362 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 5.00000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AQ0 4047000.00000000 PA USD 4121464.80000000 0.001590524847 Long DBT CORP US N 2 2022-05-15 Fixed 3.37500000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718EU9 5420000.00000000 PA USD 5502817.60000000 0.002123606181 Long DBT CORP US N 2 2022-08-11 Fixed 2.15000000 N N N N N N Philippine Government International Bond N/A 718286BZ9 40038000.00000000 PA USD 43293890.16000000 0.016707654049 Long DBT NUSS PH N 2 2040-01-20 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31389DGD3 2216.71220000 PA USD 2545.83000000 0.000000982467 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31408C7D2 17021.42410000 PA USD 20069.45000000 0.000007745051 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402UEZ1 62342.64370000 PA USD 74434.62000000 0.000028725251 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EPUP7 23481622.04000000 PA USD 25771549.82000000 0.009945563614 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QT7G3 298564.72960000 PA USD 308924.93000000 0.000119217996 Long ABS-MBS USGSE US N 2 2034-12-01 Floating 3.87200000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JT9 56884000.00000000 PA USD 60429579.72000000 0.023320531109 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N Ginnie Mae II Pool N/A 36179TV77 86707422.23000000 PA USD 92694569.73000000 0.035771994560 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209RC50 5598.09000000 PA USD 5905.71000000 0.000002279087 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K4PQ2 56510.04010000 PA USD 63545.54000000 0.000024523019 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WGKY9 572893.12000000 PA USD 608160.42000000 0.000234696717 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAK2 3655000.00000000 PA USD 3533800.20000000 0.001363737723 Long DBT CORP US N 2 2030-03-01 Fixed 2.25000000 N N N N N N Panama Government International Bond N/A 698299BL7 4650000.00000000 PA USD 4615125.00000000 0.001781034497 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BR4 7335000.00000000 PA USD 7632360.90000000 0.002945423592 Long DBT CORP US N 2 2023-09-01 Fixed 3.60000000 N N N N N N LyondellBasell Industries NV BN6WCCZ8OVP3ITUUVN49 552081AK7 7980000.00000000 PA USD 8715037.80000000 0.003363242158 Long DBT CORP NL N 2 2024-04-15 Fixed 5.75000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAT6 19432000.00000000 PA USD 20829549.44000000 0.008038383817 Long DBT CORP CA N 2 2026-01-15 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 36213UKM1 34854.54660000 PA USD 38564.12000000 0.000014882376 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UEJ9 2300000.00000000 PA USD 3347604.00000000 0.001291882279 Long DBT MUN US N 2 2041-02-15 Fixed 7.83400000 N N N N N N Fannie Mae Pool N/A 31384VV41 1493.98000000 PA USD 1786.70000000 0.000000689509 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31384KDT0 3804.53000000 PA USD 4181.83000000 0.000001613820 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.00000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769GX6 48900000.00000000 PA USD 49332276.00000000 0.019037942717 Long DBT CORP DE N 2 2021-03-15 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 31375YSP3 1128.06000000 PA USD 1161.50000000 0.000000448237 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 8.00000000 N N N N N N Freddie Mac Pool N/A 3132AD6P8 11524475.80000000 PA USD 12381781.55000000 0.004778284462 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785GX8 24615000.00000000 PA USD 25594184.70000000 0.009877116194 Long DBT CORP N/A N 2 2022-08-15 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31402QYZ8 2267857.48630000 PA USD 2608512.36000000 0.001006657566 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AV8 6082000.00000000 PA USD 5656989.84000000 0.002183103178 Long DBT CORP US N 2 2046-06-01 Fixed 4.50000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167CT8 13000000.00000000 PA USD 13327860.00000000 0.005143387976 Long DBT CORP N/A N 2 2021-11-24 Fixed 2.12500000 N N N N N N Ginnie Mae I Pool N/A 36225BFU7 9942.32000000 PA USD 11634.20000000 0.000004489783 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 313615ER3 1556.07000000 PA USD 1644.41000000 0.000000634598 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 8.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDP4 7926000.00000000 PA USD 8802615.60000000 0.003397039527 Long DBT CORP US N 2 2028-12-15 Fixed 3.87500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAS5 16625000.00000000 PA USD 16873045.00000000 0.006511519236 Long DBT CORP US N 2 2022-06-18 Variable 3.51400000 N N N N N N Ginnie Mae I Pool N/A 36205ST70 2832.63000000 PA USD 3031.71000000 0.000001169974 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36206WZ65 12570.93000000 PA USD 14404.15000000 0.000005558741 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 8.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FP7 8185000.00000000 PA USD 8900614.55000000 0.003434858548 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FF0 15414000.00000000 PA USD 16378608.12000000 0.006320709856 Long DBT CORP US Y 2 2060-03-20 Fixed 3.83900000 N N N N N N Fannie Mae Pool N/A 31400RU58 37206.12410000 PA USD 43692.27000000 0.000016861393 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HRPX2 6693223.96000000 PA USD 7080293.10000000 0.002732373719 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36225FC98 1281239.96000000 PA USD 1366775.54000000 0.000527455786 Long ABS-MBS USGA US N 2 2041-04-20 Floating 3.87500000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BHH8 10625000.00000000 PA USD 11296606.25000000 0.004359501732 Long DBT NUSS CA N 2 2024-02-21 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31406EKC7 128452.32210000 PA USD 146963.59000000 0.000056715088 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208PQM3 6989.18000000 PA USD 7141.47000000 0.000002755982 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N DBJPM 17-C6 Mortgage Trust N/A 23312JAF0 7900000.00000000 PA USD 8372262.00000000 0.003230960687 Long ABS-MBS CORP US N 2 2050-06-10 Fixed 3.32800000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BFDQ1 11131078.56000000 PA USD 11328989.14000000 0.004371998694 Long ABS-MBS USGSE US N 2 2021-09-25 Fixed 2.99100000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETV1 15900000.00000000 PA USD 15675969.00000000 0.006049552626 Long DBT CORP US N 2 2022-09-08 Fixed 2.15000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCG5 69585000.00000000 PA USD 51492900.00000000 0.019871754559 Long DBT CORP MX N 2 2027-03-13 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FL2M5 6775000.00000000 PA USD 8016044.50000000 0.003093491895 Long ABS-MBS USGSE US N 2 2034-01-25 Fixed 3.79400000 N N N N N N Freddie Mac Gold Pool N/A 3128LXHH6 512610.01860000 PA USD 588747.98000000 0.000227205213 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128F82E1 6296.25000000 PA USD 7266.19000000 0.000002804113 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PUR95 163856.06000000 PA USD 173893.88000000 0.000067107824 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAH7 14200000.00000000 PA USD 14484994.00000000 0.005589940468 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N N COMM 2014-CCRE15 Mortgage Trust N/A 12591RAX8 1216617.14000000 PA USD 1214767.88000000 0.000468794128 Long ABS-MBS CORP US N 2 2047-02-10 Fixed 2.92800000 N N N N N N Freddie Mac Gold Pool N/A 31297CQV5 57473.97330000 PA USD 63257.00000000 0.000024411667 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402DS27 15912.56000000 PA USD 17877.60000000 0.000006899189 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297LY46 46620.92190000 PA USD 54263.96000000 0.000020941141 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FB9 658000.00000000 PA USD 855064.42000000 0.000329980061 Long DBT CORP US N 2 2039-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31419KDS1 3826676.07000000 PA USD 4185044.28000000 0.001615060964 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 362207AM4 38.11000000 PA USD 40.55000000 0.000000015648 Long ABS-MBS USGA US N 2 2021-05-15 Fixed 8.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BL1 7143000.00000000 PA USD 7256573.70000000 0.002800402609 Long DBT CORP US N 2 2023-02-15 Fixed 2.90300000 N N N N N N Fannie Mae Pool N/A 31407MJM8 273823.37350000 PA USD 313185.48000000 0.000120862196 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138MFTC1 3891521.68000000 PA USD 4198562.74000000 0.001620277907 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 313615NL6 2440.32000000 PA USD 2628.20000000 0.000001014255 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 7.00000000 N N N N N N Orange SA 969500MCOONR8990S771 35177PAX5 17000000.00000000 PA USD 21399940.00000000 0.008258504672 Long DBT CORP FR N 2 2042-01-13 Fixed 5.37500000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCP9 4800000.00000000 PA USD 4563120.00000000 0.001760965116 Long DBT CORP US N 2 2021-11-06 Fixed 4.20000000 N N N N N N Ginnie Mae I Pool N/A 36211DUF5 7411.02000000 PA USD 8812.96000000 0.000003401031 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31412CEH9 378529.51770000 PA USD 445173.42000000 0.000171797994 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31408AHA1 147132.19000000 PA USD 173149.58000000 0.000066820589 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAD3 700000.00000000 PA USD 712061.00000000 0.000274793251 Long DBT CORP US N 2 2021-06-01 Fixed 4.10000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TDR3 9105000.00000000 PA USD 9308223.60000000 0.003592159982 Long DBT CORP US N 2 2027-01-11 Fixed 3.20000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BV3 5765000.00000000 PA USD 5955590.90000000 0.002298337064 Long DBT CORP US N 2 2022-03-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJF72 48116.01100000 PA USD 55318.50000000 0.000021348101 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054AU3 6250000.00000000 PA USD 6481250.00000000 0.002501195489 Long DBT CORP US N 2 2024-12-15 Fixed 3.50000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CJ0 5466000.00000000 PA USD 5529952.20000000 0.002134077763 Long DBT CORP US N 2 2024-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138LQRH9 11127016.23000000 PA USD 11985576.80000000 0.004625384090 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SLR6 211159611.36180000 PA USD 228375454.50000000 0.088132946081 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAN1 15460000.00000000 PA USD 18071812.40000000 0.006974138579 Long DBT CORP US N 2 2043-03-15 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 3138YUH79 5979197.77000000 PA USD 6336634.21000000 0.002445386446 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402RDA4 154615.28530000 PA USD 168859.99000000 0.000065165183 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YRD2 23652.38840000 PA USD 24699.24000000 0.000009531745 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31409FFR4 1287.62400000 PA USD 1305.73000000 0.000000503897 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 28368EAD8 4850000.00000000 PA USD 5567460.50000000 0.002148552685 Long DBT CORP US N 2 2031-08-01 Fixed 7.80000000 N N N N N N Freddie Mac Gold Pool N/A 31292GRR9 17072.18000000 PA USD 19361.56000000 0.000007471868 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.50000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAX1 16515000.00000000 PA USD 18145195.65000000 0.007002458094 Long DBT CORP ES N 2 2049-03-01 Fixed 5.52000000 N N N N N N Fannie Mae Pool N/A 31402YFK5 42272.17000000 PA USD 46222.93000000 0.000017838007 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31383WX71 3293.74000000 PA USD 3671.96000000 0.000001417055 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6.50000000 N N N N N N Fannie Mae-Aces N/A 3136ASC46 2721084.21000000 PA USD 2790580.70000000 0.001076920017 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 2.15660000 N N N N N N Fannie Mae Pool N/A 31405QP85 3658.95130000 PA USD 4319.79000000 0.000001667061 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UN98 66208.42030000 PA USD 72082.43000000 0.000027817511 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BY7 20800000.00000000 PA USD 21553168.00000000 0.008317637275 Long DBT CORP US N 2 2029-06-15 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJL57 2541897.91000000 PA USD 2840342.14000000 0.001096123579 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAQ0 2375000.00000000 PA USD 2282208.75000000 0.000880732919 Long DBT CORP US N 2 2049-04-15 Fixed 4.87500000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CK4 3000000.00000000 PA USD 2833710.00000000 0.001093564153 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31419AB71 1253053.66000000 PA USD 1482588.03000000 0.000572149275 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209RTA1 5919.33000000 PA USD 7378.92000000 0.000002847617 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FF0 45485000.00000000 PA USD 62570075.70000000 0.024146575296 Long DBT UST US N 2 2028-11-15 Fixed 5.25000000 N N N N N N GS Mortgage Securities Trust 2015-GC32 54930066YOFVQE068N73 36250PAD7 2275000.00000000 PA USD 2342044.25000000 0.000903824187 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.76400000 N N N N N N Freddie Mac Gold Pool N/A 3128K06Q1 593984.16210000 PA USD 662345.80000000 0.000255607533 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BE9 3785000.00000000 PA USD 3664334.20000000 0.001414112428 Long DBT CORP US N 2 2025-04-01 Fixed 4.00000000 N N N N N N nVent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAD5 6870000.00000000 PA USD 7608731.10000000 0.002936304557 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BD3 10627000.00000000 PA USD 10752929.95000000 0.004149690243 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BH6 22190000.00000000 PA USD 23440184.60000000 0.009045860598 Long DBT CORP JP N 2 2029-03-07 Fixed 3.74100000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAK9 4200000.00000000 PA USD 4533102.00000000 0.001749380794 Long DBT CORP US N 2 2025-11-13 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371LJS9 863344.31850000 PA USD 992060.32000000 0.000382848493 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371KML2 206660.52000000 PA USD 245326.70000000 0.000094674643 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AY46 4891.10000000 PA USD 5754.18000000 0.000002220610 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KD61 50380.65000000 PA USD 52926.38000000 0.000020424952 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BK9 9023000.00000000 PA USD 11723042.52000000 0.004524068826 Long DBT CORP US N 2 2043-12-05 Fixed 4.50000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B N/A 65479HAC1 7400000.00000000 PA USD 7291738.00000000 0.002813972952 Long ABS-CBDO CORP US N 2 2023-11-15 Fixed 2.50000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAD7 12500000.00000000 PA USD 14610500.00000000 0.005638374804 Long DBT CORP US Y 2 2039-01-25 Fixed 5.47600000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBB1 1850000.00000000 PA USD 1629868.50000000 0.000628986652 Long DBT CORP US N 2 2045-02-01 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31410LVK5 647112.65000000 PA USD 708284.21000000 0.000273335741 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.50000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAG5 6030000.00000000 PA USD 8343771.30000000 0.003219965769 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N Freddie Mac Gold Pool N/A 3132L7F95 2485185.70000000 PA USD 2679601.78000000 0.001034091862 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371EYY5 628.53000000 PA USD 743.10000000 0.000000286771 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZQ6 13722250.71000000 PA USD 14662636.55000000 0.005658494952 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RKH9 8046.40000000 PA USD 9393.93000000 0.000003625235 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NBA5 21920290.50000000 PA USD 23190571.33000000 0.008949531713 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.00000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAJ3 10525000.00000000 PA USD 9998750.00000000 0.003858642762 Long DBT CORP US N 2 2022-08-15 Fixed 3.35000000 N N N N N N Ginnie Mae I Pool N/A 36291VMP5 38186.73970000 PA USD 41529.61000000 0.000016026796 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHD4 98236000.00000000 PA USD 101457158.40000000 0.039153587194 Long DBT CORP US N 2 2028-12-20 Variable 3.41900000 N N N N N N Fannie Mae Pool N/A 31386WEC8 6162.44180000 PA USD 6762.23000000 0.000002609629 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.00000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 7226000.00000000 PA USD 9304342.12000000 0.003590662070 Long DBT CORP US N 2 2030-01-15 Fixed 8.20000000 N N N N N N Los Angeles Unified School District/CA N/A 544646XY3 350000.00000000 PA USD 419034.00000000 0.000161710464 Long DBT MUN US N 2 2029-07-01 Fixed 5.75500000 N N N N N N Ginnie Mae II Pool N/A 36179ME55 538042.76000000 PA USD 595392.74000000 0.000229769509 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31390BF29 22764.03000000 PA USD 27049.36000000 0.000010438686 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296QHM5 83005.68730000 PA USD 93301.71000000 0.000036006297 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371KU25 13360.55000000 PA USD 13992.90000000 0.000005400035 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402RDH9 2297359.91000000 PA USD 2695630.22000000 0.001040277438 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Korea International Bond N/A 50064FAL8 6937000.00000000 PA USD 9634036.23000000 0.003717895154 Long DBT NUSS KR N 2 2044-06-10 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MC4E2 3833628.15000000 PA USD 4045052.74000000 0.001561036477 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAV4 16870000.00000000 PA USD 16823270.10000000 0.006492310480 Long DBT CORP US N 2 2021-03-01 Fixed 2.22200000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AR5 15393000.00000000 PA USD 15202742.52000000 0.005866928605 Long DBT CORP US N 2 2026-10-15 Fixed 4.12500000 N N N N N N PPL Electric Utilities Corp N/A 69351UAV5 3400000.00000000 PA USD 3998536.00000000 0.001543085085 Long DBT CORP US N 2 2048-06-15 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJKN9 468527.00000000 PA USD 529519.84000000 0.000204348333 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BK9 1929000.00000000 PA USD 2498826.60000000 0.000964328458 Long DBT CORP US N 2 2039-06-01 Fixed 6.00000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAF5 4470000.00000000 PA USD 3803835.90000000 0.001467947880 Long DBT CORP US N 2 2030-01-15 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJPR5 1044571.64000000 PA USD 1149760.00000000 0.000443706773 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292LWG6 7946510.43000000 PA USD 8502845.63000000 0.003281354544 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KKW6 11813.16380000 PA USD 13069.38000000 0.000005043637 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCB2 53200000.00000000 PA USD 55771688.00000000 0.021522992399 Long DBT CORP CA N 2 2024-03-11 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31403DWD7 2485141.72470000 PA USD 2790391.68000000 0.001076847071 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9KZ4 6842387.00000000 PA USD 7507809.14000000 0.002897357509 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Rio Tinto Finance USA Ltd 213800RX94ZKEZXPKH58 767201AD8 7409000.00000000 PA USD 9715199.43000000 0.003749217048 Long DBT CORP AU N 2 2028-07-15 Fixed 7.12500000 N N N N N N Fannie Mae Pool N/A 3138EQER9 2628080.77000000 PA USD 2883714.19000000 0.001112861396 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WFA63 10696547.53000000 PA USD 11336201.07000000 0.004374781869 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MME25 6119.08480000 PA USD 6255.36000000 0.000002414021 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 6.00000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMT6 12000000.00000000 PA USD 12426720.00000000 0.004795626772 Long DBT CORP SE N 2 2021-11-08 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31405PCY4 351518.42540000 PA USD 401673.07000000 0.000155010664 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410GFD0 40821.69000000 PA USD 41380.54000000 0.000015969268 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVN7 15675592.07000000 PA USD 16780564.56000000 0.006475829877 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PTK79 60125.77000000 PA USD 63272.75000000 0.000024417746 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVW7 264960.67000000 PA USD 286308.55000000 0.000110490052 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31381BV22 4557.20000000 PA USD 5045.82000000 0.000001947245 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384GLG8 1321.83000000 PA USD 1506.53000000 0.000000581388 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFW7 16010000.00000000 PA USD 17951052.40000000 0.006927535784 Long DBT CORP US N 2 2037-08-15 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 31292H6Y5 77353.53000000 PA USD 92013.57000000 0.000035509188 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31383CUK9 730.71000000 PA USD 876.49000000 0.000000338248 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418CS47 228257592.11000000 PA USD 241135885.50000000 0.093057356105 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FQ4 2595000.00000000 PA USD 2909539.95000000 0.001122827880 Long DBT CORP US N 2 2030-03-22 Fixed 3.80000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200HP9 25440000.00000000 PA USD 26702078.40000000 0.010304666239 Long DBT CORP US N 2 2023-08-01 Fixed 3.37500000 N N N N N N Credit Suisse Group Funding Guernsey Ltd 549300PXR5FKNXF0OH19 225433AR2 2250000.00000000 PA USD 2373750.00000000 0.000916059833 Long DBT CORP GG N 2 2026-04-17 Fixed 4.55000000 N N N N N N Freddie Mac Gold Pool N/A 31292HUX0 44881.10000000 PA USD 50511.43000000 0.000019492993 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140H2N87 47576.13000000 PA USD 49909.74000000 0.000019260793 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31368MU83 5390.71000000 PA USD 5564.99000000 0.000002147599 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 312941V61 4813443.01000000 PA USD 5226484.55000000 0.002016965798 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N San Jose Redevelopment Agency Successor Agency N/A 798170AN6 5940000.00000000 PA USD 5992806.60000000 0.002312699068 Long DBT MUN US N 2 2034-08-01 Fixed 3.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828TJ9 261980000.00000000 PA USD 270043744.40000000 0.104213260646 Long DBT UST US N 2 2022-08-15 Fixed 1.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128PTAL9 8024.87000000 PA USD 8447.30000000 0.000003259918 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KGNG9 21543.95540000 PA USD 23668.84000000 0.000009134101 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAQ3 15496000.00000000 PA USD 11002160.00000000 0.004245871239 Long DBT CORP US N 2 2048-04-01 Fixed 5.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128KC2D8 107245.28590000 PA USD 126049.67000000 0.000048644145 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AL2 10902000.00000000 PA USD 11137919.28000000 0.004298262444 Long DBT CORP IE N 2 2044-07-02 Fixed 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36295YE41 221428.03000000 PA USD 254225.95000000 0.000098108975 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AK6 33855000.00000000 PA USD 40106664.30000000 0.015477663700 Long DBT CORP US N 2 2048-12-15 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 31335BAY2 450422.93000000 PA USD 482754.29000000 0.000186300922 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G3P7 36953000.00000000 PA USD 43431599.96000000 0.016760797984 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAY9 9000000.00000000 PA USD 8718750.00000000 0.003364674742 Long DBT CORP GB N 2 2023-01-13 Fixed 2.10000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89233P7F7 9305000.00000000 PA USD 9316631.25000000 0.003595404599 Long DBT CORP US N 2 2023-01-10 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31371FS78 4117.16000000 PA USD 4575.52000000 0.000001765750 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 36291FYR3 25233.22180000 PA USD 27472.42000000 0.000010601950 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DB6 6542000.00000000 PA USD 9109538.74000000 0.003515485008 Long DBT CORP US N 2 2041-04-15 Fixed 5.62500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCQ3 30759000.00000000 PA USD 22659540.12000000 0.008744600123 Long DBT CORP MX Y 2 2027-01-23 Fixed 6.49000000 N N N N N N Freddie Mac Gold Pool N/A 3128PMV80 607096.01000000 PA USD 640522.72000000 0.000247185733 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.00000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526CB3 150000.00000000 PA USD 138747.00000000 0.000053544203 Long DBT CORP DE N 2 2025-11-26 Variable 3.96100000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5T0 38010000.00000000 PA USD 39056415.30000000 0.015072359467 Long DBT CORP US N 2 2021-10-22 Fixed 3.62500000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FB5 4925000.00000000 PA USD 6248396.75000000 0.002411334506 Long DBT CORP US N 2 2037-05-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418CSF2 733340.38000000 PA USD 773373.43000000 0.000298454485 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 2.50000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BD8 13670000.00000000 PA USD 13730558.10000000 0.005298794213 Long DBT CORP US N 2 2023-11-29 Fixed 4.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128FSFZ6 1714.26000000 PA USD 1758.51000000 0.000000678631 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 7.50000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661CX3 9174000.00000000 PA USD 10048924.38000000 0.003878005683 Long DBT CORP US N 2 2042-04-15 Fixed 4.65000000 N N N N N N Fannie Mae Pool N/A 31371LQY8 140390.39000000 PA USD 152047.00000000 0.000058676840 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 5.00000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBG3 1925000.00000000 PA USD 1835372.00000000 0.000708293025 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N Ginnie Mae I Pool N/A 36207CSM1 580424.21000000 PA USD 666483.71000000 0.000257204404 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FJ4E5 6706.01000000 PA USD 7556.33000000 0.000002916082 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.50000000 N N N N N N COMM 2013-CCRE7 Mortgage Trust 549300FVY7JUBJ0PIH53 12625FAE6 1404883.01000000 PA USD 1447549.31000000 0.000558627395 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.21300000 N N N N N N Ginnie Mae II Pool N/A 36179N2J6 6951514.38000000 PA USD 7397454.03000000 0.002854770091 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EKD0 29192.95980000 PA USD 35272.10000000 0.000013611944 Long ABS-MBS USGA US N 2 2036-08-20 Fixed 7.00000000 N N N N N N First American Financial Corp 549300B6VEZK3N0A1P55 31847RAF9 5110000.00000000 PA USD 5705877.10000000 0.002201969383 Long DBT CORP US N 2 2024-11-15 Fixed 4.60000000 N N N N N N PENDING N/A 58770FAC6 3700000.00000000 PA USD 3623151.00000000 0.001398219315 Long ABS-CBDO CORP US N 2 2022-12-15 Fixed 1.84000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 581557AZ8 5800000.00000000 PA USD 5790082.00000000 0.002234465108 Long DBT CORP US N 2 2022-12-15 Fixed 2.70000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BR4 13000000.00000000 PA USD 12449580.00000000 0.004804448732 Long DBT CORP JP N 2 2030-02-25 Fixed 2.55900000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-1 N/A 43813RAC1 6350000.00000000 PA USD 6094158.50000000 0.002351812035 Long ABS-CBDO CORP US N 2 2024-04-22 Fixed 1.61000000 N N N N N N Morgan Stanley Capital I Trust 2020-L4 N/A 61770KBA2 1575000.00000000 PA USD 1474294.50000000 0.000568948698 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.88000000 N N N N N N Fannie Mae Pool N/A 3138EH4D1 4275290.88000000 PA USD 4531893.84000000 0.001748914550 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AX4 5225000.00000000 PA USD 5954148.75000000 0.002297780520 Long DBT CORP US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AN8 7400000.00000000 PA USD 8308128.00000000 0.003206210574 Long DBT CORP KY N 2 2028-11-14 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128P7BZ5 129774.03560000 PA USD 140323.37000000 0.000054152544 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 5.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBP9 5915000.00000000 PA USD 6031939.55000000 0.002327800963 Long DBT CORP US N 2 2027-04-02 Fixed 4.70000000 N N N N N N Ginnie Mae I Pool N/A 36206XA37 1395.28000000 PA USD 1550.17000000 0.000000598230 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 8.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAL0 79061000.00000000 PA USD 91611933.75000000 0.035354191786 Long DBT CORP US N 2 2048-11-15 Variable 3.96400000 N N N N N N Fannie Mae Pool N/A 31403NSX6 12332.81990000 PA USD 14556.18000000 0.000005617412 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Concho Resources Inc SYHS7HRDXLL4I0IQ8776 20605PAK7 13875000.00000000 PA USD 12314062.50000000 0.004752150833 Long DBT CORP US N 2 2028-08-15 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 36201NSM3 34618.76530000 PA USD 37753.49000000 0.000014569544 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BH2 23500000.00000000 PA USD 23990680.00000000 0.009258303662 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AJ3 4873000.00000000 PA USD 4008042.50000000 0.001546753762 Long DBT CORP US N 2 2031-08-15 Fixed 7.30000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AD5 8463000.00000000 PA USD 9311669.64000000 0.003593489852 Long DBT CORP US N 2 2043-05-01 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31402QLG4 80968.81000000 PA USD 88545.87000000 0.000034170959 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C17 N/A 92938GAE8 857930.18000000 PA USD 881420.31000000 0.000340151128 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 3.55800000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EF0 14235000.00000000 PA USD 15310454.25000000 0.005908495910 Long DBT NUSS CA N 2 2024-01-23 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 3140J8KS1 4694392.57000000 PA USD 5069427.59000000 0.001956355552 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207XZ62 10616.93000000 PA USD 12166.58000000 0.000004695235 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 8.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BP9 3050000.00000000 PA USD 2756224.00000000 0.001063661336 Long DBT CORP US N 2 2025-10-30 Fixed 2.60000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QBG2 22937000.00000000 PA USD 22786762.65000000 0.008793696890 Long DBT CORP CA N 2 2021-04-07 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31403DKD0 41.26090000 PA USD 41.59000000 0.000000016050 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.00000000 N N N N N N University of California N/A 91412GU94 10500000.00000000 PA USD 11255160.00000000 0.004343507105 Long DBT MUN US N 2 2025-07-01 Fixed 3.06300000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAJ9 2220000.00000000 PA USD 1934175.00000000 0.000746422339 Long DBT CORP US N 2 2023-06-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31413QPC6 36633.11640000 PA USD 43295.21000000 0.000016708163 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312945ZD3 11431388.98730000 PA USD 12580815.15000000 0.004855094019 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138YXKM6 2276184.94000000 PA USD 2426663.53000000 0.000936479826 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N COMM 2013-CCRE11 Mortgage Trust 549300BCCWSDWINK2593 12626LBN1 1430000.00000000 PA USD 1527740.50000000 0.000589574179 Long ABS-MBS CORP US N 2 2050-08-10 Variable 4.71500000 N N N N N N State of Wisconsin 549300VTAT608CNZ5827 977100GH3 3100000.00000000 PA USD 3072596.00000000 0.001185753250 Long DBT MUN US N 2 2027-05-01 Fixed 3.15400000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284W7 741294000.00000000 PA USD 766312672.50000000 0.295729650961 Long DBT UST US N 2 2021-08-15 Fixed 2.75000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFE3 2500000.00000000 PA USD 2448050.00000000 0.000944733133 Long DBT CORP US N 2 2022-07-28 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 3140HL4M5 4688994.47000000 PA USD 5037058.53000000 0.001943863927 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJFT2 520088.73570000 PA USD 571255.07000000 0.000220454480 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828W89 474650000.00000000 PA USD 489558756.50000000 0.188926851114 Long DBT UST US N 2 2022-03-31 Fixed 1.87500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFJ4 21167000.00000000 PA USD 21776397.93000000 0.008403784499 Long DBT CORP US N 2 2023-02-13 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7QX4 5330649.17000000 PA USD 5785513.46000000 0.002232702051 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AK0 1000000.00000000 PA USD 1046420.00000000 0.000403826574 Long DBT CORP US N 2 2022-07-01 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 31419HSW3 230492.64000000 PA USD 245608.35000000 0.000094783336 Long ABS-MBS USGSE US N 2 2040-11-01 Floating 3.69000000 N N N N N N Freddie Mac Gold Pool N/A 31293EFH8 6632.81000000 PA USD 7339.87000000 0.000002832547 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 263901AA8 8504000.00000000 PA USD 11429631.12000000 0.004410837694 Long DBT CORP US N 2 2038-08-15 Fixed 6.35000000 N N N N N N Fannie Mae Pool N/A 31411HSF8 17391.57000000 PA USD 20911.97000000 0.000008070190 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N University of California N/A 91412GC86 6825000.00000000 PA USD 8566125.75000000 0.003305775134 Long DBT MUN US N 2 2115-05-15 Fixed 4.76700000 N N N N N N Fannie Mae Pool N/A 31404NNB8 53532.60700000 PA USD 61806.61000000 0.000023851944 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Chile Government International Bond N/A 168863AW8 5743000.00000000 PA USD 5740989.95000000 0.002215519871 Long DBT NUSS CL N 2 2021-09-14 Fixed 3.25000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAJ0 7420000.00000000 PA USD 7152583.20000000 0.002760271373 Long DBT CORP US N 2 2023-07-15 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31376KT22 758920.60160000 PA USD 866892.24000000 0.000334544564 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BH7 8200000.00000000 PA USD 8522014.00000000 0.003288751858 Long DBT CORP US N 2 2025-04-15 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 31283H6G5 1217528.65000000 PA USD 1386923.41000000 0.000535231101 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MCF7 3259.50000000 PA USD 3797.38000000 0.000001465456 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.00000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAN5 1485000.00000000 PA USD 1436366.25000000 0.000554311712 Long DBT CORP US N 2 2045-03-01 Fixed 4.25000000 N N N N N N International Lease Finance Corp N/A 459745GK5 13210000.00000000 PA USD 12812775.30000000 0.004944610344 Long DBT CORP US N 2 2022-01-15 Fixed 8.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128KQB96 1115869.74000000 PA USD 1272013.39000000 0.000490885886 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KXEU1 56244.17510000 PA USD 64425.45000000 0.000024862587 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BHK1 11200000.00000000 PA USD 11521104.00000000 0.004446138223 Long DBT NUSS CA N 2 2022-07-18 Fixed 1.75000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AF3 8997000.00000000 PA USD 9706053.57000000 0.003745687546 Long DBT CORP US N 2 2028-09-15 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31418AKN7 10836213.23000000 PA USD 11673960.87000000 0.004505127603 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBE5 10568000.00000000 PA USD 10821209.28000000 0.004176040091 Long DBT CORP US N 2 2026-04-15 Fixed 2.50000000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507VAK5 12563000.00000000 PA USD 13291402.74000000 0.005129318663 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUD9 5545000.00000000 PA USD 5577604.60000000 0.002152467420 Long DBT CORP US N 2 2021-03-12 Fixed 2.87500000 N N N N N N NXP BV / NXP Funding LLC N/A 62947QAZ1 11400000.00000000 PA USD 12012750.00000000 0.004635870568 Long DBT CORP NL Y 2 2024-03-01 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31389S3X0 16326.89110000 PA USD 18120.40000000 0.000006992889 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AP3 8483000.00000000 PA USD 8650708.91000000 0.003338416834 Long DBT CORP US N 2 2026-01-30 Fixed 4.50000000 N N N N N N COMM 2014-CCRE15 Mortgage Trust N/A 12591RBA7 2641000.00000000 PA USD 2833291.21000000 0.001093402537 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.07400000 N N N N N N Freddie Mac Gold Pool N/A 3128M9FU1 1002384.94000000 PA USD 1177762.21000000 0.000454513176 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31375HE34 10153.19000000 PA USD 11740.95000000 0.000004530979 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418DLT7 124942518.31000000 PA USD 131043461.50000000 0.050571311842 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371LR92 112916.65100000 PA USD 127631.95000000 0.000049254766 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N State of Israel 213800T8ZHTFZIBYPE21 46513JXN6 38800000.00000000 PA USD 37072624.00000000 0.014306789577 Long DBT NUSS IL N 2 2050-01-15 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3132XTTT5 26649016.85000000 PA USD 28167477.83000000 0.010870182219 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294MPK1 5367227.10000000 PA USD 5649704.26000000 0.002180291581 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810ES3 1325000.00000000 PA USD 1750868.25000000 0.000675681970 Long DBT UST US N 2 2024-11-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36203W6F0 2921.24000000 PA USD 3212.69000000 0.000001239817 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 7.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38145GAH3 42960000.00000000 PA USD 43925740.80000000 0.016951493119 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FBG2 13082.57190000 PA USD 13831.16000000 0.000005337617 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CK4 13300000.00000000 PA USD 13578369.00000000 0.005240062534 Long DBT CORP US N 2 2022-07-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PUXP2 675962.13000000 PA USD 717276.94000000 0.000276806148 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211SE60 198786.50780000 PA USD 216086.90000000 0.000083390639 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJF47 1708011.89750000 PA USD 1945732.99000000 0.000750882712 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAE6 10400000.00000000 PA USD 12960272.00000000 0.005001531166 Long DBT CORP US N 2 2045-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NX78 1498507.15420000 PA USD 1638947.24000000 0.000632490251 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCX8 9854000.00000000 PA USD 11325300.74000000 0.004370575295 Long DBT CORP US N 2 2047-01-15 Fixed 4.20000000 N N N N N N Ginnie Mae I Pool N/A 36225AWL0 10408.04000000 PA USD 11971.22000000 0.000004619843 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBN1 1025000.00000000 PA USD 1374248.25000000 0.000530339598 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351AL3 3475000.00000000 PA USD 3714636.00000000 0.001433524522 Long DBT CORP US N 2 2023-09-15 Fixed 4.70000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAL3 5600000.00000000 PA USD 6238792.00000000 0.002407627913 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AJ4 164000.00000000 PA USD 171071.68000000 0.000066018702 Long DBT CORP US N 2 2025-12-15 Fixed 3.90000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F1G44 3000000.00000000 PA USD 3364620.00000000 0.001298448967 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3.24300000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BK5 6500000.00000000 PA USD 5882500.00000000 0.002270130371 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 31292HM27 35171.96430000 PA USD 40111.16000000 0.000015479398 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K6GL8 30149.12350000 PA USD 35260.61000000 0.000013607510 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAF7 14110000.00000000 PA USD 14115785.10000000 0.005447458133 Long DBT CORP JP N 2 2026-07-14 Fixed 2.63200000 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664AH3 990000.00000000 PA USD 964151.10000000 0.000372077976 Long DBT CORP US N 2 2028-03-15 Fixed 6.95000000 N N N N N N Fannie Mae Pool N/A 31408AJD3 2302.36350000 PA USD 2405.46000000 0.000000928297 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202F2M7 4144795.98000000 PA USD 4616515.21000000 0.001781570996 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KA7H8 105657.72350000 PA USD 126816.74000000 0.000048940167 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874CU9 17733000.00000000 PA USD 18331311.42000000 0.007074282499 Long DBT CORP US N 2 2022-06-01 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 3138EJ7J1 1155869.76000000 PA USD 1246513.07000000 0.000481044994 Long ABS-MBS USGSE US N 2 2042-02-01 Floating 4.43200000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 22584000.00000000 PA USD 21285420.00000000 0.008214309971 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 31406YYV6 47325.72280000 PA USD 55768.16000000 0.000021521630 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138A4XY6 4515061.75000000 PA USD 4937671.53000000 0.001905509239 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TG66 10684951.26000000 PA USD 11558125.48000000 0.004460425276 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.50000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 870297BV9 18850000.00000000 PA USD 19053391.50000000 0.007352942239 Long DBT CORP SE N 2 2021-09-12 Fixed 1.62500000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBQ0 8075000.00000000 PA USD 8375955.25000000 0.003232385958 Long DBT CORP US N 2 2025-11-13 Fixed 3.60000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748AZ5 6580000.00000000 PA USD 6944466.20000000 0.002679956418 Long DBT CORP US N 2 2026-03-14 Fixed 3.75000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DC1 5315000.00000000 PA USD 5402166.00000000 0.002084763469 Long DBT CORP US N 2 2022-09-12 Fixed 2.10000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 581557BJ3 7707000.00000000 PA USD 8147300.91000000 0.003144145387 Long DBT CORP US N 2 2028-02-16 Fixed 3.95000000 N N N N N N PECO Energy Co YH65D4JBECK76IFEJ279 693304AP2 3135000.00000000 PA USD 3053239.20000000 0.001178283219 Long DBT CORP US N 2 2022-09-15 Fixed 2.37500000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CR0 5955000.00000000 PA USD 6732127.50000000 0.002598012256 Long DBT CORP US N 2 2049-09-15 Fixed 4.05000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BK4 4700000.00000000 PA USD 4574275.00000000 0.001765269970 Long DBT CORP US N 2 2023-03-01 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36200KKS5 12100.51560000 PA USD 13685.80000000 0.000005281521 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418DMK5 44119403.58000000 PA USD 46731713.47000000 0.018034353090 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCL3 35053000.00000000 PA USD 42488792.89000000 0.016396956936 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAE0 18620000.00000000 PA USD 20650138.60000000 0.007969146928 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N Fannie Mae Pool N/A 31405HPN2 12069.90960000 PA USD 14510.45000000 0.000005599764 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200N5W7 31048.62260000 PA USD 35875.13000000 0.000013844661 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828H86 228760000.00000000 PA USD 233728667.20000000 0.090198817860 Long DBT UST US N 2 2022-01-31 Fixed 1.50000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCP4 3550000.00000000 PA USD 3576270.00000000 0.001380127351 Long DBT CORP US N 2 2021-12-10 Fixed 3.37500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHS4 24868000.00000000 PA USD 25890572.16000000 0.009991495825 Long DBT CORP US N 2 2025-07-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31388KX64 21546.51230000 PA USD 23876.77000000 0.000009214344 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138Y3XV8 4008558.21000000 PA USD 4308879.39000000 0.001662850483 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AM4 5140000.00000000 PA USD 4481257.60000000 0.001729373392 Long DBT CORP US N 2 2043-01-20 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K0QD8 317892.78270000 PA USD 363936.37000000 0.000140447599 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YQ82 23762.28410000 PA USD 25089.17000000 0.000009682224 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XKG2 22050000.00000000 PA USD 22152091.50000000 0.008548769350 Long DBT CORP CA N 2 2021-04-30 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 3138ELFF5 898045.59000000 PA USD 940199.85000000 0.000362834889 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.00000000 N N N N N N CSAIL 2018-CX11 Commercial Mortgage Trust N/A 12652UAU3 15825000.00000000 PA USD 17345466.00000000 0.006693832413 Long ABS-MBS CORP US N 2 2051-04-15 Variable 4.03310000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAS1 11945000.00000000 PA USD 13504300.30000000 0.005211478496 Long DBT CORP US N 2 2045-02-01 Fixed 4.70000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A 92938EAW3 2100000.00000000 PA USD 2208528.00000000 0.000852298595 Long ABS-MBS CORP US N 2 2046-09-15 Variable 4.66800000 N N N N N N Fannie Mae Pool N/A 31418ARX8 12980161.37000000 PA USD 13903699.85000000 0.005365611781 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PB4H4 13084.28050000 PA USD 13910.95000000 0.000005368409 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31408GFP7 13810.64250000 PA USD 14402.29000000 0.000005558023 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJCX6 576117.18000000 PA USD 650407.49000000 0.000251000390 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293K6S0 15891.50000000 PA USD 17640.20000000 0.000006807573 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140QASS0 14446.53000000 PA USD 15846.54000000 0.000006115378 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAD5 9225000.00000000 PA USD 7437656.25000000 0.002870284631 Long DBT CORP US N 2 2038-06-15 Fixed 5.80000000 N N N N N N COMM 2014-CCRE17 Mortgage Trust N/A 12631DBE2 1375000.00000000 PA USD 1379757.50000000 0.000532465687 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 4.37700000 N N N N N N Fannie Mae Pool N/A 31368HMQ3 1484352.99000000 PA USD 1696927.18000000 0.000654865436 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAP0 9350000.00000000 PA USD 9345231.50000000 0.003606441794 Long DBT CORP US N 2 2027-12-15 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31374GT64 5390.55000000 PA USD 6321.71000000 0.000002439627 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138WJL71 6570970.04000000 PA USD 6863706.76000000 0.002648790340 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Indonesia Government International Bond N/A 455780CQ7 5450000.00000000 PA USD 5266062.50000000 0.002032239425 Long DBT NUSS ID N 2 2030-02-14 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 3138AEKF9 5541185.38000000 PA USD 6019168.03000000 0.002322872274 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207J4D2 12641.76000000 PA USD 13073.35000000 0.000005045169 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ET25 2835421.57830000 PA USD 3236973.98000000 0.001249188770 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128FQUX8 11093.22000000 PA USD 12520.14000000 0.000004831678 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138ERQX1 16675126.54000000 PA USD 17593926.01000000 0.006789716240 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CCM4 22199776.47000000 PA USD 23188332.52000000 0.008948667728 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418DHK1 35800005.88000000 PA USD 37101336.09000000 0.014317869931 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 2.50000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457BH0 6901000.00000000 PA USD 7178420.20000000 0.002770242195 Long DBT CORP US N 2 2025-06-01 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3132FEAA9 772984.30000000 PA USD 815583.46000000 0.000314743864 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31406GZB8 88645.37700000 PA USD 96664.24000000 0.000037303939 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 4.50000000 N N N N N N Fannie Mae-Aces N/A 3136AN6U6 4600000.00000000 PA USD 5014000.00000000 0.001934965351 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 3.09200000 N N N N N N Ginnie Mae I Pool N/A 36292AZD3 309671.81890000 PA USD 337130.42000000 0.000130102848 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CJ1 3850000.00000000 PA USD 4492719.00000000 0.001733796489 Long DBT CORP US N 2 2048-04-17 Fixed 4.70000000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AN5 5500000.00000000 PA USD 5340940.00000000 0.002061135589 Long DBT CORP US N 2 2024-11-15 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36202E7K9 1854039.45000000 PA USD 2188415.46000000 0.000844536914 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31416CLU8 1928666.40000000 PA USD 2207840.86000000 0.000852033419 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 5.50000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GY3 7800000.00000000 PA USD 7791264.00000000 0.003006746287 Long DBT CORP US N 2 2044-03-15 Fixed 4.10000000 N N N N N N Hungary Government International Bond N/A 445545AE6 43333000.00000000 PA USD 44845321.70000000 0.017306370897 Long DBT NUSS HU N 2 2021-03-29 Fixed 6.37500000 N N N N N N Fannie Mae Pool N/A 3138W9M72 1347704.50000000 PA USD 1432070.80000000 0.000552654044 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.00000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BQ0 30720000.00000000 PA USD 34230067.20000000 0.013209811332 Long DBT NUSS JP N 2 2027-11-16 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36292KMX1 418133.57000000 PA USD 472942.52000000 0.000182514437 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 312937BJ3 8256762.60000000 PA USD 9228913.83000000 0.003561553349 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N BBCMS MORTGAGE TRUST 2017-C1 N/A 07332VBE4 4675000.00000000 PA USD 4848115.25000000 0.001870948350 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.89800000 N N N N N N Freddie Mac Gold Pool N/A 31335GL29 1044.81000000 PA USD 1171.10000000 0.000000451942 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.00000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAU3 10790000.00000000 PA USD 8540069.20000000 0.003295719585 Long DBT CORP US N 2 2027-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AXX0 1919.96200000 PA USD 2081.20000000 0.000000803161 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31417YX85 5231.31000000 PA USD 5291.05000000 0.000002041882 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31383TGD4 6261.44000000 PA USD 6941.62000000 0.000002678858 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138X76J7 190173.05000000 PA USD 202724.47000000 0.000078233910 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36223WYG3 1079.09000000 PA USD 1160.71000000 0.000000447932 Long ABS-MBS USGA US N 2 2022-03-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36210RTT7 13801.45000000 PA USD 15068.01000000 0.000005814933 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3140X4LN4 9117630.47000000 PA USD 9610256.04000000 0.003708718081 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713AZ9 8756000.00000000 PA USD 9468125.48000000 0.003653868119 Long DBT CORP US N 2 2043-09-15 Fixed 6.15000000 N N N N N N TPG Specialty Lending Inc 549300TX61566GJWCN05 87265KAF9 3676000.00000000 PA USD 3756283.84000000 0.001449596944 Long DBT CORP US N 2 2024-11-01 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31413Y6V8 428171.56640000 PA USD 500142.92000000 0.000193011412 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBN2 5975000.00000000 PA USD 4122750.00000000 0.001591020822 Long DBT CORP US N 2 2077-08-16 Variable 5.25000000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc N/A 03522AAH3 80678000.00000000 PA USD 84116496.36000000 0.032461608689 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAK1 6450000.00000000 PA USD 6656271.00000000 0.002568738284 Long DBT CORP US N 2 2024-03-01 Fixed 3.85000000 N N N N N N CNOOC Finance 2013 Ltd 5493006KAH3PSSMCES09 12625GAG9 9350000.00000000 PA USD 9433028.00000000 0.003640323562 Long DBT CORP VG N 2 2049-09-30 Fixed 3.30000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAB2 4380000.00000000 PA USD 4418675.40000000 0.001705222137 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAD0 9096000.00000000 PA USD 8912169.84000000 0.003439317879 Long DBT CORP CA N 2 2025-04-01 Fixed 3.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C8 N/A 61761QAG8 1800000.00000000 PA USD 1820898.00000000 0.000702707327 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.37600000 N N N N N N Ginnie Mae I Pool N/A 36201V3F7 8243.38000000 PA USD 9121.46000000 0.000003520085 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CB7 21177000.00000000 PA USD 29324215.44000000 0.011316581740 Long DBT CORP US N 2 2035-09-01 Fixed 5.25000000 N N N N N N Huntsman International LLC 3YTEJFW18LGIUQ2N5J61 44701QBD3 1000000.00000000 PA USD 1025000.00000000 0.000395560328 Long DBT CORP US N 2 2022-11-15 Fixed 5.12500000 N N N N N N Fannie Mae Pool N/A 31418BH90 2739228.61000000 PA USD 2978883.72000000 0.001149588509 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 4.00000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AS4 18860000.00000000 PA USD 18397930.00000000 0.007099991442 Long DBT CORP US N 2 2049-09-15 Fixed 3.37500000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 891906AE9 7638000.00000000 PA USD 7731412.74000000 0.002983648937 Long DBT CORP US N 2 2023-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EDH9 90851.07240000 PA USD 105876.02000000 0.000040858881 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 6.50000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392EZ7 800000.00000000 PA USD 1045328.00000000 0.000403405157 Long DBT CORP US N 2 2038-05-15 Fixed 6.12500000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAJ1 3450000.00000000 PA USD 3489261.00000000 0.001346549489 Long DBT CORP US N 2 2023-01-15 Fixed 3.80000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F4WZ1 13200000.00000000 PA USD 14314212.00000000 0.005524033557 Long ABS-MBS USGSE US N 2 2025-02-25 Variable 3.60000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GJA8 18109000.00000000 PA USD 20531078.75000000 0.007923200242 Long DBT CORP US N 2 2051-03-20 Variable 4.08300000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBJ1 1000000.00000000 PA USD 1003780.00000000 0.000387371264 Long DBT CORP US N 2 2023-03-16 Fixed 2.20000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L5F4 1659000.00000000 PA USD 1660360.38000000 0.000640753850 Long DBT CORP US N 2 2022-06-01 Fixed 2.85000000 N N N N N N University of Southern California 0GMCSQ6M60R4T46U5511 914886AE6 3975000.00000000 PA USD 3787936.50000000 0.001461812102 Long DBT CORP US N 2 2050-10-01 Fixed 2.80500000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AE5 2100000.00000000 PA USD 2864358.00000000 0.001105391600 Long DBT CORP US N 2 2035-11-01 Fixed 5.75000000 N N N N N N WOLS_20-A N/A 98162HAC4 2765000.00000000 PA USD 2602086.20000000 0.001004177630 Long ABS-CBDO CORP US N 2 2023-01-17 Fixed 1.70000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBE1 11125000.00000000 PA USD 15652875.00000000 0.006040640363 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAE5 11549000.00000000 PA USD 11400248.88000000 0.004399498720 Long DBT CORP GB N 2 2021-08-05 Fixed 2.87500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAX4 11795000.00000000 PA USD 13229861.75000000 0.005105569225 Long DBT CORP US N 2 2029-12-05 Variable 4.45200000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DD6 9560000.00000000 PA USD 9419946.00000000 0.003635275054 Long DBT CORP US N 2 2023-06-01 Fixed 2.75000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EM6 11545000.00000000 PA USD 12983737.90000000 0.005010586951 Long DBT CORP US N 2 2049-07-29 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 31335H5C3 113428.74290000 PA USD 124290.68000000 0.000047965328 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31380S5E9 3197.96000000 PA USD 3480.31000000 0.000001343095 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YY0 454053000.00000000 PA USD 483212283.70000000 0.186477667833 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31409JJC5 5498.72120000 PA USD 5586.98000000 0.000002156085 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417YNV5 20.89000000 PA USD 20.89000000 0.000000008061 Long ABS-MBS USGSE US N 2 2020-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36203ALV6 12828.72000000 PA USD 13900.05000000 0.000005364203 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 8.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AK5 3310000.00000000 PA USD 3283950.30000000 0.001267317520 Long DBT CORP GB N 2 2021-07-06 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9M25 3474371.86000000 PA USD 3894353.93000000 0.001502879920 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294CMU4 13808.51000000 PA USD 15548.24000000 0.000006000260 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31408FTR0 623.91420000 PA USD 630.66000000 0.000000243379 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WFVG8 7144264.01000000 PA USD 7864548.71000000 0.003035027774 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865BA7 12600000.00000000 PA USD 13128696.00000000 0.005066528096 Long DBT CORP US N 2 2047-12-01 Fixed 3.95000000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 067901AH1 8997000.00000000 PA USD 10555370.37000000 0.004073449529 Long DBT CORP CA N 2 2042-04-01 Fixed 5.25000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111EU3 1850000.00000000 PA USD 2441463.50000000 0.000942191320 Long DBT CORP US N 2 2038-04-01 Fixed 6.75000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAJ1 10263000.00000000 PA USD 10795033.92000000 0.004165938692 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BA7 1000000.00000000 PA USD 1385340.00000000 0.000534620043 Long DBT CORP US N 2 2039-02-01 Fixed 6.40000000 N N N N N N Freddie Mac Gold Pool N/A 3132GDYC0 820543.37000000 PA USD 891881.41000000 0.000344188198 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418DCZ3 10750170.34000000 PA USD 11503864.78000000 0.004439485393 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2016-C2 N/A 17291CBR5 3500000.00000000 PA USD 3484810.00000000 0.001344831792 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.83200000 N N N N N N Ginnie Mae I Pool N/A 36203Y6S8 1998.50000000 PA USD 2168.55000000 0.000000836870 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 7.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FNB82 13750000.00000000 PA USD 14916000.00000000 0.005756271078 Long ABS-MBS USGSE US N 2 2029-07-25 Fixed 2.51900000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 743263AP0 7724000.00000000 PA USD 9312440.60000000 0.003593787375 Long DBT CORP US N 2 2039-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31405YXX4 4714.20000000 PA USD 4949.16000000 0.000001909942 Long ABS-MBS USGSE US N 2 2034-10-01 Floating 3.56300000 N N N N N N Freddie Mac Gold Pool N/A 3128LXFT2 1341871.92000000 PA USD 1482768.47000000 0.000572218909 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31413ME78 69814.48630000 PA USD 80896.84000000 0.000031219103 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GVU5 22662000.00000000 PA USD 22689421.02000000 0.008756131536 Long DBT CORP US N 2 2021-04-25 Fixed 2.62500000 N N N N N N Ginnie Mae II Pool N/A 36179QPH8 89322723.33760000 PA USD 96682022.51000000 0.037310802492 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 4.00000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAF3 8060000.00000000 PA USD 8508297.20000000 0.003283458373 Long DBT CORP US N 2 2029-03-15 Fixed 4.12500000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAX3 21065000.00000000 PA USD 23303156.25000000 0.008992979643 Long DBT CORP US N 2 2029-03-07 Fixed 3.40000000 N N N N N N Ginnie Mae II Pool N/A 36179ME22 7688641.70000000 PA USD 8250912.07000000 0.003184130230 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128Q0GE1 14955053.18000000 PA USD 15659884.84000000 0.006043345548 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138Y9DH8 1770954.53000000 PA USD 1906698.19000000 0.000735818694 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DVKQ7 46933437.49000000 PA USD 50285423.60000000 0.019405774305 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292ERF9 84284.91660000 PA USD 95476.27000000 0.000036845487 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y1KT4 4431330.73000000 PA USD 4730445.55000000 0.001825538140 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MTD5 1403070.47000000 PA USD 1544008.90000000 0.000595852358 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323ACT9 5050000.00000000 PA USD 5503338.50000000 0.002123807203 Long DBT NUSS CA N 2 2024-05-16 Fixed 3.20000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAH3 7956000.00000000 PA USD 10458321.12000000 0.004035997009 Long DBT CORP US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 15135UAJ8 3920000.00000000 PA USD 2077600.00000000 0.000801771841 Long DBT CORP CA N 2 2023-09-15 Fixed 3.80000000 N N N N N N California Institute of Technology 549300CITPNHOTVPHC04 13034VAB0 475000.00000000 PA USD 573163.50000000 0.000221190967 Long DBT CORP US N 2 2045-08-01 Fixed 4.32100000 N N N N N N Freddie Mac Gold Pool N/A 31298YEA5 28748.88000000 PA USD 31440.35000000 0.000012133224 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212HGU8 27454.00000000 PA USD 30576.07000000 0.000011799688 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167BL2 10450000.00000000 PA USD 10650222.00000000 0.004110053960 Long DBT CORP AT N 2 2021-10-01 Fixed 2.37500000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804GA6 18645000.00000000 PA USD 21269656.65000000 0.008208226697 Long DBT CORP US N 2 2048-12-01 Fixed 4.60000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AR0 36445000.00000000 PA USD 38779302.25000000 0.014965418073 Long DBT CORP GB N 2 2028-03-22 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 36204DM71 3134.72000000 PA USD 3744.36000000 0.000001444995 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36208EBV4 5685.52000000 PA USD 6181.30000000 0.000002385441 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.00000000 N N N N N N City of San Francisco CA Public Utilities Commission Water Revenue N/A 79765RTL3 5175000.00000000 PA USD 7336804.50000000 0.002831364678 Long DBT MUN US N 2 2050-11-01 Fixed 6.95000000 N N N N N N Fannie Mae Pool N/A 31374T2L2 14001.72420000 PA USD 16238.64000000 0.000006266694 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBKK2 34489.08000000 PA USD 35940.04000000 0.000013869711 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138LTJW9 12464938.73000000 PA USD 13449170.29000000 0.005190203135 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Trustees of the University of Pennsylvania/The 549300FG60YK9HZ7DS75 91481CAA8 10175000.00000000 PA USD 14154340.75000000 0.005462337241 Long DBT CORP US N 2 2112-09-01 Fixed 4.67400000 N N N N N N Mexico Government International Bond N/A 91086QBF4 31654000.00000000 PA USD 30551174.64000000 0.011790080651 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N Ginnie Mae I Pool N/A 36209GSA6 43116.14350000 PA USD 46784.90000000 0.000018054878 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAF8 6325000.00000000 PA USD 6321900.75000000 0.002439700619 Long DBT CORP US N 2 2047-05-15 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36225AYH7 8.44000000 PA USD 9.15000000 0.000000003531 Long ABS-MBS USGA US N 2 2022-08-15 Fixed 10.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BCZQ5 6826784.55000000 PA USD 7583124.01000000 0.002926422460 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 4.50000000 N N N N N N Praxair Inc ZU69GUVJQGZ6Z1UOOO79 74005PAZ7 5795000.00000000 PA USD 5898846.40000000 0.002276438651 Long DBT CORP US N 2 2021-09-01 Fixed 3.00000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBM5 6000000.00000000 PA USD 6067500.00000000 0.002341524186 Long DBT CORP US N 2 2024-06-01 Fixed 2.75000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AR9 11651000.00000000 PA USD 12218986.25000000 0.004715459718 Long DBT CORP GB N 2 2023-08-17 Fixed 3.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CX3 6915000.00000000 PA USD 6786726.75000000 0.002619082790 Long DBT CORP US N 2 2021-07-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5DG2 38162.41650000 PA USD 44185.59000000 0.000017051772 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC17 N/A 17321RAJ5 1150000.00000000 PA USD 1208224.50000000 0.000466268955 Long ABS-MBS CORP US N 2 2046-11-10 Variable 5.09500000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BB6 7865000.00000000 PA USD 6970356.25000000 0.002689947713 Long DBT CORP US N 2 2053-08-15 Variable 5.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128PFVW2 11455.29880000 PA USD 11834.24000000 0.000004566981 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31403DPZ6 263440.84480000 PA USD 290280.20000000 0.000112022762 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.00000000 N N N N N N UBS Commercial Mortgage Trust 2017-C5 N/A 90276TAG9 5325000.00000000 PA USD 5571121.50000000 0.002149965511 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.47400000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AH6 14567000.00000000 PA USD 14814201.99000000 0.005716985952 Long DBT CORP NL N 2 2027-03-29 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3138EKT62 29612.46000000 PA USD 32075.62000000 0.000012378383 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 5.00000000 N N N N N N Tech Data Corp 549300EK847TAWPJWF34 878237AG1 7735000.00000000 PA USD 7879721.85000000 0.003040883279 Long DBT CORP US N 2 2022-02-15 Fixed 3.70000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC16 549300PX4QZK7CUM8D08 94988XAR7 30834.42000000 PA USD 30830.41000000 0.000011897841 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 2.81900000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718EP0 8788000.00000000 PA USD 9292782.72000000 0.003586201153 Long DBT CORP US N 2 2026-02-02 Fixed 2.70000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AC2 25500000.00000000 PA USD 26318295.00000000 0.010156559422 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.28200000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAN2 6121000.00000000 PA USD 6766459.45000000 0.002611261386 Long DBT CORP US N 2 2046-11-15 Fixed 4.30000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C3 N/A 05550MAU8 21595000.00000000 PA USD 22427271.30000000 0.008654964679 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.58300000 N N N N N N Ginnie Mae I Pool N/A 36296XFG4 394216.97000000 PA USD 472212.80000000 0.000182232829 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297G3Q2 142728.18700000 PA USD 161325.67000000 0.000062257595 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216AZ3 3524000.00000000 PA USD 3586727.20000000 0.001384162915 Long DBT CORP US N 2 2023-04-01 Fixed 2.50000000 N N N N N N State of Utah N/A 917542QV7 8410000.00000000 PA USD 8831929.70000000 0.003408352205 Long DBT MUN US N 2 2025-07-01 Fixed 3.53900000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WAQ3 4118000.00000000 PA USD 4760160.92000000 0.001837005673 Long DBT CORP GB N 2 2037-02-27 Fixed 6.15000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLN34 21100000.00000000 PA USD 22951736.00000000 0.008857362170 Long ABS-MBS USGSE US N 2 2026-02-25 Fixed 3.20800000 N N N N N N Fannie Mae Pool N/A 31401N3J6 232282.12520000 PA USD 253940.11000000 0.000097998666 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402J4A2 53293.06180000 PA USD 59823.06000000 0.000023086467 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N LYB International Finance BV 549300J6QSW38QNOJK61 50247VAB5 2337000.00000000 PA USD 2428844.10000000 0.000937321335 Long DBT CORP NL N 2 2043-07-15 Fixed 5.25000000 N N N N N N Ginnie Mae I Pool N/A 362207JJ2 2.30000000 PA USD 2.50000000 0.000000000964 Long ABS-MBS USGA US N 2 2020-12-15 Fixed 9.50000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 58155QAG8 250000.00000000 PA USD 252067.50000000 0.000097276002 Long DBT CORP US N 2 2023-03-15 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31418ADG0 3712.58000000 PA USD 3769.35000000 0.000001454639 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31386TFP5 4182.56000000 PA USD 4917.35000000 0.000001897666 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 29772000.00000000 PA USD 31899507.12000000 0.012310419029 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBR5 12661000.00000000 PA USD 13018673.25000000 0.005024068939 Long DBT CORP US N 2 2023-02-15 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128EXJZ2 6941.84000000 PA USD 7809.71000000 0.000003013864 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 8.00000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AL3 10285000.00000000 PA USD 10152426.35000000 0.003917948389 Long DBT CORP US N 2 2025-04-30 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36211DQP8 2895.27000000 PA USD 2944.81000000 0.000001136439 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31384VZB1 6416.03000000 PA USD 7594.01000000 0.000002930623 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 6.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUK3 8671000.00000000 PA USD 8722158.90000000 0.003365990280 Long DBT CORP US N 2 2021-09-10 Fixed 3.12500000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JPMT4 63482.60000000 PA USD 66329.79000000 0.000025597496 Long ABS-MBS USGSE US N 2 2038-05-01 Floating 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36205BKW1 262.60000000 PA USD 266.17000000 0.000000102718 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31412QNN5 1021742.98000000 PA USD 1163908.30000000 0.000449166779 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128F4LV1 4014.22000000 PA USD 4617.72000000 0.000001782035 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDZZ9 22639.26000000 PA USD 23724.13000000 0.000009155438 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JQFT0 363250.26000000 PA USD 377747.58000000 0.000145777518 Long ABS-MBS USGSE US N 2 2040-06-01 Floating 4.73400000 N N N N N N Fannie Mae Pool N/A 31417B5T0 4235839.01000000 PA USD 4454069.44000000 0.001718881140 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.50000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAK7 10365000.00000000 PA USD 10403246.85000000 0.004014743159 Long DBT CORP US N 2 2023-02-06 Fixed 3.35000000 N N N N N N Freddie Mac Gold Pool N/A 31335HX32 176729.61000000 PA USD 191219.67000000 0.000073794063 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 4.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BB4 46560000.00000000 PA USD 47525654.40000000 0.018340744831 Long DBT CORP GB N 2 2026-05-25 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31407J4Z2 2584.71560000 PA USD 2602.55000000 0.000001004356 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAF8 4646000.00000000 PA USD 6171514.10000000 0.002381664529 Long DBT CORP US N 2 2035-06-15 Fixed 5.65000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 22331000.00000000 PA USD 23914714.52000000 0.009228987633 Long DBT CORP US N 2 2035-05-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31416WTS1 1012201.06000000 PA USD 1069208.22000000 0.000412620833 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31389SFF6 6772.69000000 PA USD 7778.30000000 0.000003001743 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156AR0 5482000.00000000 PA USD 5755332.52000000 0.002221054849 Long DBT CORP US N 2 2024-09-15 Fixed 3.65000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-2 N/A 38013RAE5 5250000.00000000 PA USD 5337412.50000000 0.002059774283 Long ABS-CBDO CORP US N 2 2023-12-18 Fixed 3.02000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXUE8 184896.83000000 PA USD 217714.17000000 0.000084018622 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312936ZZ3 1915338.80000000 PA USD 2140582.64000000 0.000826077630 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAB6 7338000.00000000 PA USD 7342989.84000000 0.002833751679 Long DBT CORP JP N 2 2021-03-09 Fixed 2.93400000 N N N N N N Freddie Mac Gold Pool N/A 31292GZZ2 148123.90580000 PA USD 171878.54000000 0.000066330079 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AT0 17177000.00000000 PA USD 17745215.16000000 0.006848100617 Long DBT CORP US N 2 2022-06-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371JZP2 83701.88130000 PA USD 98096.09000000 0.000037856508 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31412AVD3 11134.57790000 PA USD 12332.55000000 0.000004759285 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292KYV3 660847.53000000 PA USD 771764.18000000 0.000297833455 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402DDP2 131080.67000000 PA USD 149688.88000000 0.000057766812 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31391AZR3 4460.28000000 PA USD 4576.16000000 0.000001765997 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418CRC0 44642483.71000000 PA USD 47349157.50000000 0.018272632468 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Dell International LLC / EMC Corp N/A 25272KAG8 40075000.00000000 PA USD 41001534.00000000 0.015823005117 Long DBT CORP US Y 2 2023-06-15 Fixed 5.45000000 N N N N N N Freddie Mac Gold Pool N/A 31292G5C6 88368.45980000 PA USD 104629.14000000 0.000040377694 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQ63 1517948.95000000 PA USD 1615446.81000000 0.000623421141 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31409FMP0 7743.52310000 PA USD 7910.86000000 0.000003052899 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.00000000 N N N N N N GS Mortgage Securities Trust 2015-GC30 549300L45M7638EL0H21 36250GAP0 5700000.00000000 PA USD 5984373.00000000 0.002309444437 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38200000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAE9 1570000.00000000 PA USD 1985249.30000000 0.000766132550 Long DBT CORP US N 2 2041-02-01 Fixed 6.75000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CQ0 110000.00000000 PA USD 120050.70000000 0.000046329067 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 458182BV3 2950000.00000000 PA USD 3832286.00000000 0.001478927129 Long DBT CORP N/A N 2 2025-06-15 Fixed 7.00000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAY2 6915000.00000000 PA USD 5497425.00000000 0.002121525109 Long DBT CORP US N 2 2029-12-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31371N4H5 292334.18310000 PA USD 324707.27000000 0.000125308599 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 5.50000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AQ7 5653000.00000000 PA USD 5858260.43000000 0.002260776017 Long DBT CORP US N 2 2046-04-05 Fixed 5.00000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017AT6 3397000.00000000 PA USD 4160577.66000000 0.001605618989 Long DBT CORP US N 2 2028-08-01 Fixed 6.70000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAZ4 8175000.00000000 PA USD 8767605.75000000 0.003383528788 Long DBT CORP US N 2 2047-10-15 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 31297RJ81 68897.29450000 PA USD 77830.52000000 0.000030035771 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AL2 19690000.00000000 PA USD 21320332.00000000 0.008227782949 Long DBT NUSS JP N 2 2024-05-29 Fixed 3.00000000 N N N N N N Panama Government International Bond N/A 698299BD5 15514000.00000000 PA USD 15979420.00000000 0.006166658165 Long DBT NUSS PA N 2 2024-09-22 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407LHF7 2244.04970000 PA USD 2325.62000000 0.000000897485 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36180MXJ1 1677236.01000000 PA USD 1784411.39000000 0.000688626687 Long ABS-MBS USGA US N 2 2043-03-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290Y2E7 110818.76410000 PA USD 120826.81000000 0.000046628578 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N CSAIL 2015-C1 Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281BD5 2825000.00000000 PA USD 2907970.25000000 0.001122222113 Long ABS-MBS CORP US N 2 2050-04-15 Variable 3.79100000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200HF1 22510000.00000000 PA USD 25558079.10000000 0.009863182592 Long DBT CORP US N 2 2042-06-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31411UTD3 150752.75970000 PA USD 176113.90000000 0.000067964558 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874BW6 28138000.00000000 PA USD 28916297.08000000 0.011159160939 Long DBT CORP US N 2 2020-12-15 Fixed 6.40000000 N N N N N N Ginnie Mae I Pool N/A 36210BUG8 13177.01000000 PA USD 13594.46000000 0.000005246272 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209VM35 703.29000000 PA USD 841.43000000 0.000000324718 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138MFP27 3249296.98000000 PA USD 3505926.46000000 0.001352980898 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132AD7L6 8707142.56000000 PA USD 9233576.40000000 0.003563352693 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 3.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BP2 15787000.00000000 PA USD 16931873.24000000 0.006534221791 Long DBT CORP US Y 2 2027-11-15 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRFA2 90550.06000000 PA USD 95460.59000000 0.000036839436 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375BL5 1420000.00000000 PA USD 1967807.60000000 0.000759401580 Long DBT CORP CA N 2 2034-08-01 Fixed 6.25000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BG4 633000.00000000 PA USD 702142.59000000 0.000270965613 Long DBT CORP US Y 2 2042-02-15 Fixed 5.37500000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBN7 9621000.00000000 PA USD 9712784.34000000 0.003748285035 Long DBT CORP US N 2 2045-03-01 Fixed 4.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7BT9 47758.87000000 PA USD 52047.14000000 0.000020085642 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 5.50000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAF2 8715000.00000000 PA USD 8792214.90000000 0.003393025767 Long DBT CORP US N 2 2025-03-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36211BAM6 10006.78000000 PA USD 10188.60000000 0.000003931908 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HQU1 43247.16000000 PA USD 52157.37000000 0.000020128181 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_14-A1 N/A 17305EFM2 10460000.00000000 PA USD 10479874.00000000 0.004044314535 Long ABS-CBDO CORP US N 2 2023-01-23 Fixed 2.88000000 N N N N N N Ginnie Mae I Pool N/A 36225BU63 2373285.11020000 PA USD 2731105.31000000 0.001053967719 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XVXB4 19246107.24000000 PA USD 20779252.14000000 0.008018973459 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402MMU1 105794.04550000 PA USD 121572.17000000 0.000046916221 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2ZS4 24272249.43000000 PA USD 26156989.60000000 0.010094309649 Long ABS-MBS USGA US N 2 2046-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FJ64 2023441.01000000 PA USD 2129105.10000000 0.000821648304 Long ABS-MBS USGA US N 2 2025-09-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418AY44 14631574.85000000 PA USD 15916227.12000000 0.006142271242 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.00000000 N N N N N N BANK 2017-BNK5 N/A 06541WAX0 9750000.00000000 PA USD 10302825.00000000 0.003975989110 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 3.39000000 N N N N N N Freddie Mac Gold Pool N/A 31292HQY3 124731.67410000 PA USD 143523.75000000 0.000055387611 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AH0 7500000.00000000 PA USD 6543750.00000000 0.002525315022 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BK3 11529000.00000000 PA USD 13838373.99000000 0.005340401714 Long DBT CORP US N 2 2043-02-11 Fixed 4.50000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216BZ2 21030000.00000000 PA USD 20890991.70000000 0.008062095154 Long DBT CORP US N 2 2026-09-01 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 3132WGTJ6 12350538.81000000 PA USD 13216682.10000000 0.005100483033 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AGV6 15654.18000000 PA USD 18340.91000000 0.000007077986 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31410UB43 120459.06890000 PA USD 140420.34000000 0.000054189966 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36295NG92 1116.20000000 PA USD 1292.48000000 0.000000498784 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213DLL0 3196.19000000 PA USD 3731.39000000 0.000001439990 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9C91 1333241.36000000 PA USD 1488790.63000000 0.000574542936 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CY2 47050000.00000000 PA USD 52083409.00000000 0.020099639373 Long DBT CORP N/A N 2 2027-07-07 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31402RF87 9570287.71000000 PA USD 10717669.50000000 0.004136082795 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CP1 9600000.00000000 PA USD 9773376.00000000 0.003771668115 Long DBT CORP US N 2 2022-02-01 Fixed 2.95000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GQ0 42000000.00000000 PA USD 45080700.00000000 0.017397206329 Long DBT CORP N/A N 2 2024-03-19 Fixed 2.50000000 N N N N N N UBS Commercial Mortgage Trust 2018-C8 N/A 90276VAH2 4225000.00000000 PA USD 4334343.00000000 0.001672677209 Long ABS-MBS CORP US N 2 2051-02-15 Variable 4.21500000 N N N N N N Ginnie Mae I Pool N/A 36200VZ63 73448.65000000 PA USD 84567.31000000 0.000032635583 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PDYX2 19639.38410000 PA USD 20508.82000000 0.000007914610 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31383RCY6 2600.27000000 PA USD 2835.75000000 0.000001094351 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.00000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017CR8 3601000.00000000 PA USD 3684471.18000000 0.001421883540 Long DBT CORP US N 2 2027-05-04 Fixed 3.12500000 N N N N N N TELUS Corp L2TEUTQ8OSHMJWVLCE40 87971MBF9 805000.00000000 PA USD 836258.15000000 0.000322722486 Long DBT CORP CA N 2 2027-09-15 Fixed 3.70000000 N N N N N N Mexico Government International Bond N/A 91086QBB3 70249000.00000000 PA USD 71127112.50000000 0.027448842891 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N Duke Energy Florida Project Finance LLC N/A 26444GAB9 2629866.00000000 PA USD 2634862.75000000 0.001016826511 Long DBT CORP US N 2 2022-09-01 Fixed 1.73100000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCC4 3736000.00000000 PA USD 3836050.08000000 0.001480379735 Long DBT CORP US N 2 2023-03-15 Fixed 2.87500000 N N N N N N Ginnie Mae II Pool N/A 36202EMZ9 488310.67250000 PA USD 569926.92000000 0.000219941931 Long ABS-MBS USGA US N 2 2037-04-20 Fixed 6.00000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PCT1 4081000.00000000 PA USD 4117239.28000000 0.001588894166 Long DBT CORP US N 2 2022-02-15 Fixed 2.55000000 N N N N N N Regions Bank/Birmingham AL EQTWLK1G7ODGC2MGLV11 759187CB1 5054000.00000000 PA USD 5021401.70000000 0.001937821760 Long DBT CORP US N 2 2021-04-01 Fixed 2.75000000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622BW3 3100000.00000000 PA USD 3353084.00000000 0.001293997080 Long DBT CORP JP N 2 2025-07-23 Fixed 3.65000000 N N N N N N Sales Tax Securitization Corp N/A 79467BAR6 8700000.00000000 PA USD 8949864.00000000 0.003453864527 Long DBT MUN US N 2 2043-01-01 Fixed 3.58700000 N N N N N N Fannie Mae Pool N/A 31413TT44 651102.70480000 PA USD 760631.20000000 0.000293537099 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CYY0 511908.90450000 PA USD 565454.58000000 0.000218215999 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAK9 815000.00000000 PA USD 869034.50000000 0.000335371289 Long DBT CORP US N 2 2024-03-15 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128PT7B5 2918607.65000000 PA USD 3071922.11000000 0.001185493188 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 80386WAA3 16375000.00000000 PA USD 6877500.00000000 0.002654113324 Long DBT CORP US N 2 2024-03-27 Fixed 5.87500000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C14 549300GADFYEKC4OLM57 92890PAE4 6000000.00000000 PA USD 6201480.00000000 0.002393228745 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.33700000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AU8 7106000.00000000 PA USD 8451094.74000000 0.003261383228 Long DBT CORP US N 2 2043-05-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31376KGM2 22177.37950000 PA USD 25959.95000000 0.000010018269 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAM1 1075000.00000000 PA USD 795500.00000000 0.000306993405 Long DBT CORP US N 2 2043-01-15 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 3138WJKT4 13869266.88000000 PA USD 14309338.72000000 0.005522152897 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BEVH4 14400000.00000000 PA USD 15585840.00000000 0.006014770717 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 3.24100000 N N N N N N Ginnie Mae I Pool N/A 36200ST34 23656.15000000 PA USD 24396.82000000 0.000009415038 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371KWH0 8764397.00890000 PA USD 10000439.92000000 0.003859294923 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402MMT4 43910.38330000 PA USD 49451.43000000 0.000019083925 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_16-3 N/A 14314EAD3 1618469.94000000 PA USD 1613468.87000000 0.000622657830 Long ABS-CBDO CORP US N 2 2022-01-18 Fixed 1.60000000 N N N N N N Freddie Mac Gold Pool N/A 31292HLB8 40645.37840000 PA USD 46654.80000000 0.000018004671 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BK6 1112000.00000000 PA USD 1089359.68000000 0.000420397534 Long DBT CORP US N 2 2021-12-01 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128PWMZ8 5795.25000000 PA USD 6072.15000000 0.000002343318 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 3.00000000 N N N N N N Baylor Scott & White Holdings 549300JQDKSBWYRGGV95 072863AF0 795000.00000000 PA USD 907961.55000000 0.000350393725 Long DBT CORP US N 2 2046-11-15 Fixed 3.96700000 N N N N N N Freddie Mac Gold Pool N/A 3128M6Q92 437896.32000000 PA USD 500695.03000000 0.000193224478 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1DN6 85.83000000 PA USD 91.08000000 0.000000035148 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36296UVC1 2603517.41000000 PA USD 2925208.02000000 0.001128874384 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KN89 10767.88950000 PA USD 11337.94000000 0.000004375452 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAY6 15350000.00000000 PA USD 15477098.00000000 0.005972805818 Long DBT CORP JP N 2 2028-01-17 Fixed 3.54400000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BA6 6429000.00000000 PA USD 9036666.69000000 0.003487362772 Long DBT CORP US N 2 2040-06-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K2QF9 63270.28330000 PA USD 71279.04000000 0.000027507473 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31409UV36 4049.19790000 PA USD 4165.73000000 0.000001607607 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210B4J1 601524.68000000 PA USD 675572.37000000 0.000260711832 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31416XRT9 1757111.72000000 PA USD 1854947.70000000 0.000715847532 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CQU1 12689.85360000 PA USD 13220.67000000 0.000005102022 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Zeneca Wilmington Inc N/A 98934KAB6 4275000.00000000 PA USD 4984308.00000000 0.001923506837 Long DBT CORP US N 2 2023-11-15 Fixed 7.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAP8 12865000.00000000 PA USD 12706760.50000000 0.004903697906 Long DBT CORP US N 2 2023-05-02 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3132WJMM0 121527.70000000 PA USD 130226.65000000 0.000050256094 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HRMY3 5254633.74000000 PA USD 5668751.43000000 0.002187642123 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017CA5 17082000.00000000 PA USD 19058558.22000000 0.007354936140 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAF4 20994000.00000000 PA USD 21099389.88000000 0.008142518620 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 3138A9BT0 5095820.26000000 PA USD 5362178.78000000 0.002069331900 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K7MS4 471621.87510000 PA USD 515308.21000000 0.000198863887 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N SG Commercial Mortgage Securities Trust 2016-C5 549300SZQW4U3UN4A157 78419CAD6 9000000.00000000 PA USD 9110880.00000000 0.003516002617 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.05500000 N N N N N N CSAIL 2019-C16 Commercial Mortgage Trust N/A 12596WAC8 15960000.00000000 PA USD 16371768.00000000 0.006318070169 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.32900000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AT5 2110000.00000000 PA USD 2269220.60000000 0.000875720629 Long DBT NUSS JP N 2 2026-04-20 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 36290TKA6 610.80610000 PA USD 615.92000000 0.000000237691 Long ABS-MBS USGA US N 2 2020-11-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31405NMD4 30938.03000000 PA USD 35288.85000000 0.000013618408 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207JN66 17611.69000000 PA USD 19666.45000000 0.000007589529 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 7.50000000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AQ9 8520000.00000000 PA USD 10067487.60000000 0.003885169462 Long DBT CORP US N 2 2043-10-01 Fixed 4.87500000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-3 N/A 80285GAE2 957092.46000000 PA USD 957178.60000000 0.000369387201 Long ABS-CBDO CORP US N 2 2022-10-17 Fixed 3.29000000 N N N N N N Freddie Mac Gold Pool N/A 31292SB90 8126351.17000000 PA USD 8802869.90000000 0.003397137665 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283H4S1 77069.73810000 PA USD 89401.67000000 0.000034501223 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JQF60 465624.67000000 PA USD 483518.63000000 0.000186595890 Long ABS-MBS USGSE US N 2 2040-06-01 Floating 4.63000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAX2 5183000.00000000 PA USD 7017211.87000000 0.002708029883 Long DBT CORP CA N 2 2115-09-15 Fixed 6.12500000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAK0 11217000.00000000 PA USD 12195795.42000000 0.004706510086 Long DBT CORP US N 2 2026-02-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31391HE67 1785.20680000 PA USD 2050.31000000 0.000000791240 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCF1 3395000.00000000 PA USD 3053802.50000000 0.001178500604 Long DBT CORP US N 2 2023-01-05 Fixed 3.25000000 N N N N N N Coca-Cola European Partners PLC 549300LTH67W4GWMRF57 19123MAB9 1575000.00000000 PA USD 1574637.75000000 0.000607672414 Long DBT CORP GB N 2 2021-08-19 Fixed 3.25000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAH6 1250000.00000000 PA USD 1112500.00000000 0.000429327673 Long DBT CORP US N 2 2024-04-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138MPDW2 24184896.11000000 PA USD 25081430.21000000 0.009679237820 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138EBPJ8 10741779.56000000 PA USD 11570293.02000000 0.004465120882 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402UKQ4 57838.28860000 PA USD 67921.82000000 0.000026211880 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31385HQZ8 47720.74720000 PA USD 56030.84000000 0.000021623002 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31376ZDS9 2290.25000000 PA USD 2508.60000000 0.000000968100 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 3620C06Q6 57139.80000000 PA USD 63656.59000000 0.000024565874 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31409GXU5 73702.34000000 PA USD 85469.66000000 0.000032983811 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132JNWN3 163944.90000000 PA USD 175650.57000000 0.000067785753 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DA2 31138000.00000000 PA USD 32411544.20000000 0.012508020547 Long DBT CORP US N 2 2044-07-16 Fixed 4.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EV6 7355000.00000000 PA USD 8377933.40000000 0.003233149351 Long DBT CORP US N 2 2038-09-10 Fixed 4.37500000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAR0 4072000.00000000 PA USD 4039424.00000000 0.001558864276 Long DBT CORP US N 2 2022-11-15 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31401AW45 31888.98040000 PA USD 36572.83000000 0.000014113912 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31402QYT2 464783.77000000 PA USD 520906.41000000 0.000201024302 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBZ3 18784000.00000000 PA USD 21561402.24000000 0.008320814972 Long DBT CORP US N 2 2047-08-15 Fixed 4.00000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AC8 9840000.00000000 PA USD 8384368.80000000 0.003235632852 Long DBT CORP US N 2 2027-07-15 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 31297VLW6 83468.46510000 PA USD 93089.04000000 0.000035924225 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31379T5X8 11918.95000000 PA USD 13638.38000000 0.000005263221 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GXH4 262693.14820000 PA USD 300988.56000000 0.000116155252 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BB0 5575000.00000000 PA USD 5615864.75000000 0.002167232491 Long DBT CORP US N 2 2022-05-15 Fixed 2.90000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 210371AL4 9053000.00000000 PA USD 9150862.93000000 0.003531432530 Long DBT CORP US N 2 2020-12-01 Fixed 5.15000000 N N N N N N Freddie Mac Gold Pool N/A 31292HH49 15822.62000000 PA USD 18742.84000000 0.000007233096 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.50000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AB2 6265000.00000000 PA USD 4228875.00000000 0.001631975788 Long DBT CORP US N 2 2032-03-15 Fixed 6.80000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AH4 2850000.00000000 PA USD 2881093.50000000 0.001111850039 Long DBT CORP JP N 2 2022-07-18 Fixed 2.90000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BLAC2 11600000.00000000 PA USD 12617552.00000000 0.004869271229 Long ABS-MBS USGSE US N 2 2025-06-25 Variable 3.28400000 N N N N N N University of Notre Dame du Lac XV74408A6JGDG5126L34 914748AA6 4275000.00000000 PA USD 4665564.00000000 0.001800499538 Long DBT CORP US N 2 2048-02-15 Fixed 3.39400000 N N N N N N Ginnie Mae I Pool N/A 36202VV57 113627.04990000 PA USD 128523.56000000 0.000049598850 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HEY6 8925.79000000 PA USD 10418.90000000 0.000004020783 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BG66 5962.74000000 PA USD 6965.14000000 0.000002687934 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418DES7 102439518.80000000 PA USD 107593251.00000000 0.041521582124 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503AZ9 27685000.00000000 PA USD 27763902.25000000 0.010714437352 Long DBT CORP US N 2 2026-06-01 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 3140HFF95 14824791.65000000 PA USD 15818497.43000000 0.006104556131 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31412WKE5 16281.62220000 PA USD 18635.13000000 0.000007191529 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N HSBC USA Inc 549300LBOHZ4QSIWU288 40434CAD7 12402000.00000000 PA USD 12502952.28000000 0.004825045763 Long DBT CORP US N 2 2024-06-23 Fixed 3.50000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBB8 1471000.00000000 PA USD 1551331.31000000 0.000598678167 Long DBT CORP US N 2 2043-02-15 Fixed 5.25000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBG3 11375000.00000000 PA USD 12186947.50000000 0.004703095563 Long DBT CORP US N 2 2029-06-15 Fixed 3.45000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAA1 15985000.00000000 PA USD 15687838.85000000 0.006054133350 Long DBT CORP US N 2 2021-11-15 Fixed 3.75000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAR8 6499000.00000000 PA USD 6789960.23000000 0.002620330631 Long DBT CORP US N 2 2024-05-15 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 3138Y3Y47 9285189.37000000 PA USD 9910732.58000000 0.003824675738 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KJQ1 359730.46750000 PA USD 406693.28000000 0.000156948026 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128F5MU9 10457.67000000 PA USD 12284.73000000 0.000004740831 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 7.50000000 N N N N N N Credit Suisse AG/New York NY ANGGYXNX0JLX3X63JN86 22546QAP2 29329000.00000000 PA USD 30832111.25000000 0.011898497604 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 13200000.00000000 PA USD 13609464.00000000 0.005252062484 Long DBT CORP US N 2 2028-07-15 Fixed 4.45000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BH6 14030000.00000000 PA USD 14718873.00000000 0.005680197302 Long DBT CORP US N 2 2022-11-03 Fixed 2.65000000 N N N N N N Fannie Mae Pool N/A 31410US29 887.19720000 PA USD 906.10000000 0.000000349675 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31416SSZ5 22624622.33790000 PA USD 25269440.69000000 0.009751793417 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B7MZ9 17403000.00000000 PA USD 18727716.36000000 0.007227260126 Long ABS-MBS USGSE US N 2 2023-10-25 Variable 3.52700000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 15005000.00000000 PA USD 14302015.75000000 0.005519326872 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C26 549300DT2BKPLXAJ4C66 94989CAX9 3150000.00000000 PA USD 3270235.50000000 0.001262024807 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.16600000 N N N N N N Ginnie Mae II Pool N/A 36225EU75 177133.25000000 PA USD 185924.37000000 0.000071750541 Long ABS-MBS USGA US N 2 2039-10-20 Floating 3.12500000 N N N N N N Fannie Mae Pool N/A 31410BA20 546.43750000 PA USD 558.66000000 0.000000215593 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 6.00000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAH6 6830000.00000000 PA USD 6845777.30000000 0.002641871137 Long DBT CORP US N 2 2043-06-01 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 3140F2FL9 10664099.42000000 PA USD 11267580.81000000 0.004348300451 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YX2 485524000.00000000 PA USD 524365920.00000000 0.202359371131 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAJ7 3323000.00000000 PA USD 4435773.01000000 0.001711820319 Long DBT CORP US N 2 2034-06-15 Fixed 6.37500000 N N N N N N Fannie Mae Pool N/A 3138WAYY7 169326.24000000 PA USD 188097.75000000 0.000072589275 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.50000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CK9 4991000.00000000 PA USD 3605997.50000000 0.001391599565 Long DBT CORP US N 2 2022-04-15 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31407PCV8 62945.72930000 PA USD 72025.65000000 0.000027795599 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31384UJF2 5204.40000000 PA USD 6003.95000000 0.000002316999 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CD8 3455000.00000000 PA USD 3343714.45000000 0.001290381253 Long DBT CORP US N 2 2049-11-01 Fixed 3.40000000 N N N N N N Peruvian Government International Bond N/A 715638DA7 5200000.00000000 PA USD 5360888.00000000 0.002068833772 Long DBT NUSS PE N 2 2030-06-20 Fixed 2.84400000 N N N N N N Fannie Mae Pool N/A 31412TTY9 12461.79860000 PA USD 13077.41000000 0.000005046736 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36224EYN7 1430.11000000 PA USD 1523.81000000 0.000000588057 Long ABS-MBS USGA US N 2 2022-08-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SYU5 12848871.97000000 PA USD 13647686.34000000 0.005266812963 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31407M7D1 192825.72040000 PA USD 220125.99000000 0.000084949374 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWC3 10681727.63000000 PA USD 11461386.93000000 0.004423092659 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAA7 18358000.00000000 PA USD 18690096.22000000 0.007212742043 Long DBT CORP ES N 2 2025-11-19 Fixed 5.17900000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XAS5 5865000.00000000 PA USD 5729577.15000000 0.002211115529 Long DBT CORP US N 2 2022-08-01 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31374TLX5 788.22340000 PA USD 914.23000000 0.000000352812 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31374SVX6 2894.07000000 PA USD 2976.06000000 0.000001148498 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36206W7C3 636.49000000 PA USD 689.03000000 0.000000265905 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 7.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C12 N/A 46639NAU5 1184000.00000000 PA USD 1212854.08000000 0.000468055568 Long ABS-MBS CORP US N 2 2045-07-15 Variable 4.03910000 N N N N N N Freddie Mac Gold Pool N/A 3128M96X5 32177973.03000000 PA USD 35841113.48000000 0.013831534254 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BF8 5185000.00000000 PA USD 5709981.25000000 0.002203553226 Long DBT CORP US N 2 2049-06-15 Fixed 4.45000000 N N N N N N Ginnie Mae I Pool N/A 36210FUU8 1758.94000000 PA USD 1825.59000000 0.000000704518 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBT8 1553750.00000000 PA USD 1590931.24000000 0.000613960276 Long DBT CORP MX N 2 2025-04-15 Fixed 2.37800000 N N N N N N Ginnie Mae I Pool N/A 36292HRN5 68041.24120000 PA USD 74041.12000000 0.000028573394 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31408JFP1 20065.29850000 PA USD 23552.85000000 0.000009089339 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDXP3 357308.11000000 PA USD 374548.23000000 0.000144542849 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 3.00000000 N N N N N N Brandywine Operating Partnership LP IXBXSCONLDQ1ZI73YU71 105340AQ6 23150000.00000000 PA USD 23297697.00000000 0.008990872850 Long DBT CORP US N 2 2027-11-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31382LM29 1294.37000000 PA USD 1539.41000000 0.000000594077 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295NBA4 1289963.34000000 PA USD 1505026.03000000 0.000580808380 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HNJ5 12703000.00000000 PA USD 13817942.31000000 0.005332516873 Long DBT CORP US N 2 2027-10-01 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31371GKL3 16598.99620000 PA USD 19481.58000000 0.000007518185 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 7.00000000 N N N N N N Aon PLC VVT2B79I2Z4U3R6BY589 00185AAJ3 14115000.00000000 PA USD 13920918.75000000 0.005372256770 Long DBT CORP GB N 2 2021-03-15 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31412VKA5 103985.74000000 PA USD 110835.28000000 0.000042772721 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.50000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAM0 2503000.00000000 PA USD 2544174.35000000 0.000981828722 Long DBT CORP US N 2 2042-11-15 Fixed 4.12500000 N N N N N N Ginnie Mae I Pool N/A 36200KUC9 214868.76370000 PA USD 247322.54000000 0.000095444863 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138ERPA2 6471612.57000000 PA USD 6847483.83000000 0.002642529708 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31380MZG4 28424.83000000 PA USD 32851.71000000 0.000012677886 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.50000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AB3 13050000.00000000 PA USD 10687428.00000000 0.004124412221 Long DBT CORP CA N 2 2047-11-15 Fixed 4.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AW0 10575000.00000000 PA USD 10597947.75000000 0.004089880673 Long DBT CORP US N 2 2021-05-19 Fixed 1.70000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBJ3 12650000.00000000 PA USD 11984863.00000000 0.004625108626 Long DBT CORP US N 2 2026-09-06 Fixed 3.21500000 N N N N N N Fannie Mae Pool N/A 3138W9AS9 8054454.17000000 PA USD 8657974.42000000 0.003341220685 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AR7 9664000.00000000 PA USD 10046307.84000000 0.003876995928 Long DBT CORP US N 2 2025-08-01 Fixed 3.45000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAH3 10450000.00000000 PA USD 11234690.50000000 0.004335607669 Long DBT CORP US N 2 2028-06-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31400HK69 1361291.91220000 PA USD 1568099.38000000 0.000605149175 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DN5 15687000.00000000 PA USD 16319499.84000000 0.006297899231 Long DBT CORP US N 2 2026-10-06 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31416WVH2 103286.00000000 PA USD 115285.77000000 0.000044490221 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XSUP3 6739482.47000000 PA USD 7275945.27000000 0.002807878340 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAB6 10335000.00000000 PA USD 10665926.70000000 0.004116114600 Long DBT CORP US N 2 2025-09-21 Fixed 3.79600000 N N N N N N El Paso Electric Co OZ8GM8L4AHPKSWZMW205 283677AZ5 4500000.00000000 PA USD 4792725.00000000 0.001849572559 Long DBT CORP US N 2 2044-12-01 Fixed 5.00000000 N N N N N N Mississippi Power Co LNZ0J6YZ5SC6ILIRU850 605417BZ6 7775000.00000000 PA USD 7950637.25000000 0.003068250419 Long DBT CORP US N 2 2042-03-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31409CQX6 572.51970000 PA USD 580.73000000 0.000000224110 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202W3G2 65221.97160000 PA USD 75627.48000000 0.000029185591 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CEP5 18960016.60000000 PA USD 20091360.79000000 0.007753507578 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31407RUB8 23334.19530000 PA USD 27168.00000000 0.000010484471 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GNK7 1873.44000000 PA USD 2118.92000000 0.000000817717 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31418DCY6 11480257.15000000 PA USD 12128202.86000000 0.004680425271 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAG8 9140000.00000000 PA USD 7733354.00000000 0.002984398093 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 31283H7E9 757500.25870000 PA USD 901031.41000000 0.000347719297 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AUM0 3753.87000000 PA USD 4337.11000000 0.000001673745 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 7.00000000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AE4 4025000.00000000 PA USD 4017392.75000000 0.001550362141 Long DBT CORP US N 2 2025-02-15 Fixed 1.85000000 N N N N N N Ginnie Mae I Pool N/A 36297AJ46 110946.99000000 PA USD 120071.27000000 0.000046337005 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.50000000 N N N N N N Fannie Mae-Aces N/A 3136B4QB7 13200000.00000000 PA USD 14766048.00000000 0.005698402724 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 3.14300000 N N N N N N Fannie Mae Pool N/A 31418DLX8 1976740.45000000 PA USD 2031713.60000000 0.000784063705 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.00000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BU9 5975000.00000000 PA USD 6063848.25000000 0.002340114930 Long DBT CORP US N 2 2029-08-15 Fixed 2.70000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BRQJ7 18025000.00000000 PA USD 19138584.50000000 0.007385819283 Long ABS-MBS USGSE US N 2 2026-07-25 Fixed 2.57000000 N N N N N N Fannie Mae Pool N/A 3138WHP48 3374389.52000000 PA USD 3524684.83000000 0.001360219988 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.50000000 N N N N N N Morgan Stanley Capital I Trust 2016-UBS12 N/A 61691EBD6 5000000.00000000 PA USD 5153850.00000000 0.001988935217 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.77800000 N N N N N N Ginnie Mae I Pool N/A 36213ESF4 23639.35050000 PA USD 26449.12000000 0.000010207046 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QUY3 10801503.13000000 PA USD 11830238.29000000 0.004565437015 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LGG5 1483381.34000000 PA USD 1620920.46000000 0.000625533491 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAC9 9263000.00000000 PA USD 7672635.53000000 0.002960966076 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159TF3 26975000.00000000 PA USD 26810452.50000000 0.010346489160 Long DBT CORP CA N 2 2025-02-03 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 31414ANJ7 36.51290000 PA USD 42.75000000 0.000000016497 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4V67 1934353.61000000 PA USD 2200810.82000000 0.000849320439 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCK3 3204000.00000000 PA USD 3377144.16000000 0.001303282197 Long DBT CORP US N 2 2026-08-15 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 3138E4UV1 14617888.60000000 PA USD 16016966.72000000 0.006181147914 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371K4G3 78453.50000000 PA USD 83245.44000000 0.000032125457 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.50000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2S2 3145000.00000000 PA USD 3148899.80000000 0.001215199842 Long DBT CORP US N 2 2022-06-09 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31417F3E6 1809085.18000000 PA USD 1944549.48000000 0.000750425980 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DG5 15400000.00000000 PA USD 15470840.00000000 0.005970390778 Long DBT CORP AU N 2 2022-01-11 Fixed 2.80000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AM7 1550000.00000000 PA USD 1524177.00000000 0.000588198979 Long DBT CORP US N 2 2021-08-15 Fixed 3.60000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAD2 4060000.00000000 PA USD 4077498.60000000 0.001573557740 Long DBT CORP US N 2 2022-10-01 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31385XF93 1564240.78440000 PA USD 1800660.14000000 0.000694897283 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BK2 7175000.00000000 PA USD 7264759.25000000 0.002803561515 Long DBT CORP US N 2 2028-04-15 Fixed 4.55000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630BX5 17400000.00000000 PA USD 17861274.00000000 0.006892889176 Long DBT NUSS KR N 2 2022-09-14 Fixed 3.00000000 N N N N N N Regency Centers Corp 529900053A7X7FJ97S58 294752AH3 1850000.00000000 PA USD 1935007.50000000 0.000746743611 Long DBT CORP US N 2 2022-11-15 Fixed 3.75000000 N N N N N N Israel Government International Bond N/A 46513YJH2 7500000.00000000 PA USD 7971525.00000000 0.003076311263 Long DBT NUSS IL N 2 2028-01-17 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36241LE77 2082861.87000000 PA USD 2393604.03000000 0.000923721751 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 6.00000000 N N N N N N President & Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AM5 5477000.00000000 PA USD 5630684.62000000 0.002172951664 Long DBT CORP US N 2 2046-07-15 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCR56 15210551.09000000 PA USD 16148889.99000000 0.006232058755 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJRV4 1020443.43000000 PA USD 1099466.57000000 0.000424297909 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 313984RM0 1034.52000000 PA USD 1063.55000000 0.000000410437 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 7.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CV8 16000000.00000000 PA USD 18074720.00000000 0.006975260658 Long DBT CORP US N 2 2050-02-15 Fixed 4.15000000 N N N N N N Ginnie Mae I Pool N/A 36200DQD8 8726.59550000 PA USD 10048.06000000 0.000003877672 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AR0 4015000.00000000 PA USD 3812443.25000000 0.001471269564 Long DBT CORP US N 2 2029-10-15 Fixed 3.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCLJ2 22884.55000000 PA USD 24563.13000000 0.000009479219 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31387S7E0 17632.86000000 PA USD 20304.24000000 0.000007835660 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.00000000 N N N N N N RELX Capital Inc 2R15C3RTKJN1RCBOV146 74949LAB8 6592000.00000000 PA USD 6865963.52000000 0.002649661252 Long DBT CORP US N 2 2023-03-16 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WGUF9 13793533.46000000 PA USD 14577282.03000000 0.005625555574 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CE9 4625000.00000000 PA USD 6350448.75000000 0.002450717650 Long DBT CORP US N 2 2064-05-15 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6MZ8 1342457.80000000 PA USD 1552847.79000000 0.000599263396 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370BZ2 5194000.00000000 PA USD 3742536.70000000 0.001444291751 Long DBT CORP US N 2 2029-02-01 Fixed 6.37500000 N N N N N N Fannie Mae Pool N/A 31374F5F2 3073.54000000 PA USD 3628.13000000 0.000001400140 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 8.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650BZ2 18730000.00000000 PA USD 18838259.40000000 0.007269920069 Long DBT CORP US N 2 2022-12-01 Fixed 2.75000000 N N N N N N Wisconsin Public Service Corp 549300BJRHJVYNUMQZ30 976843BL5 6072000.00000000 PA USD 6108674.88000000 0.002357414088 Long DBT CORP US N 2 2021-11-21 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 31407XCX7 445410.99290000 PA USD 509149.31000000 0.000196487090 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4AM5 66281.59850000 PA USD 76029.63000000 0.000029340785 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGHH3 210932.99000000 PA USD 229457.13000000 0.000088550378 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 3.91000000 N N N N N N Freddie Mac Gold Pool N/A 3128M86C3 7303397.36000000 PA USD 8036074.18000000 0.003101221600 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418C5X8 5334116.41000000 PA USD 5733375.02000000 0.002212581175 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31410D5F3 4995.81640000 PA USD 5306.51000000 0.000002047848 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140EWEP6 100519.35000000 PA USD 106718.38000000 0.000041183958 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213C5W6 17730.67000000 PA USD 18337.77000000 0.000007076774 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N BANK 2019-BNK18 N/A 065402BC2 21125000.00000000 PA USD 22562978.75000000 0.008707335882 Long ABS-MBS CORP US N 2 2062-05-15 Fixed 3.58400000 N N N N N N Ginnie Mae I Pool N/A 36212BQ71 11337.13000000 PA USD 11892.20000000 0.000004589348 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHW3 4000000.00000000 PA USD 4211200.00000000 0.001625154784 Long DBT CORP US N 2 2029-07-30 Fixed 3.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FH6 3000000.00000000 PA USD 2898210.00000000 0.001118455511 Long DBT CORP US N 2 2030-02-05 Fixed 2.40000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AM8 13184000.00000000 PA USD 16874860.80000000 0.006512219976 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N Fannie Mae Pool N/A 31402AK88 138322.13890000 PA USD 158596.01000000 0.000061204185 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206UQ93 945.84000000 PA USD 1082.68000000 0.000000417819 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138WFCL8 496953.32000000 PA USD 541862.99000000 0.000209111709 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAG8 11492000.00000000 PA USD 10779266.16000000 0.004159853717 Long DBT CORP US N 2 2039-10-01 Fixed 6.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHC6 163756000.00000000 PA USD 166811687.00000000 0.064374717713 Long DBT CORP US N 2 2023-12-20 Variable 3.00400000 N N N N N N Fannie Mae Pool N/A 31412PG70 3213358.62000000 PA USD 3588807.44000000 0.001384965706 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202VUT6 48864.55550000 PA USD 55564.86000000 0.000021443174 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N CSAIL 2017-C8 Commercial Mortgage Trust N/A 12595BAD3 10250000.00000000 PA USD 10321750.00000000 0.003983292504 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.39200000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EH2 64986000.00000000 PA USD 69002784.66000000 0.026629038191 Long DBT CORP N/A N 2 2023-03-17 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31388BT28 49456.03000000 PA USD 52943.17000000 0.000020431431 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202SXK9 480240.93470000 PA USD 529091.04000000 0.000204182854 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31419FCP9 65620.96000000 PA USD 69611.37000000 0.000026863898 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ASXW4 199467.10000000 PA USD 219579.37000000 0.000084738426 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.50000000 N N N N N N Air Products & Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158AT3 7144000.00000000 PA USD 7235228.88000000 0.002792165375 Long DBT CORP US N 2 2023-02-03 Fixed 2.75000000 N N N N N N Everest Reinsurance Holdings Inc N/A 299808AF2 4500000.00000000 PA USD 5511285.00000000 0.002126873856 Long DBT CORP US N 2 2044-06-01 Fixed 4.86800000 N N N N N N Freddie Mac Gold Pool N/A 31294MGC9 989022.06000000 PA USD 1040856.71000000 0.000401679631 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 3.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAX2 5975000.00000000 PA USD 5078750.00000000 0.001959953187 Long DBT CORP US N 2 2023-01-15 Fixed 2.75000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AM3 7450000.00000000 PA USD 7754556.00000000 0.002992580211 Long DBT CORP GB N 2 2023-12-04 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402DP79 4857498.81820000 PA USD 5587143.72000000 0.002156148686 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BF2 30455000.00000000 PA USD 36418393.55000000 0.014054313858 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154BX6 6050000.00000000 PA USD 6108624.50000000 0.002357394645 Long DBT NUSS KR N 2 2021-05-10 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418CRE6 28563801.83000000 PA USD 30927170.79000000 0.011935182271 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAN0 2788000.00000000 PA USD 2308854.32000000 0.000891015778 Long DBT CORP US N 2 2027-10-01 Fixed 4.20000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EAZ9 13417000.00000000 PA USD 13668434.58000000 0.005274819969 Long DBT CORP US N 2 2022-01-15 Fixed 2.90000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QSDU7 934342.93250000 PA USD 971613.87000000 0.000374957952 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 4.78300000 N N N N N N Fannie Mae Pool N/A 3138ERDP2 4464028.46000000 PA USD 4857264.73000000 0.001874479249 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292BNS1 111338.19320000 PA USD 121219.46000000 0.000046780106 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAT2 7545000.00000000 PA USD 7819562.55000000 0.003017667052 Long DBT CORP US N 2 2048-09-01 Fixed 4.20000000 N N N N N N Freddie Mac Gold Pool N/A 31292HR89 74633.52000000 PA USD 82064.03000000 0.000031669536 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BCL0 7820.74000000 PA USD 8627.76000000 0.000003329560 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCZ2 24000000.00000000 PA USD 25838880.00000000 0.009971547173 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BK3 7355000.00000000 PA USD 7564764.60000000 0.002919337334 Long DBT CORP US Y 2 2023-02-20 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31374LET9 1873.95000000 PA USD 1925.20000000 0.000000742958 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36205X3V4 1230.36000000 PA USD 1326.93000000 0.000000512078 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 9.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFR0 3800000.00000000 PA USD 4231110.00000000 0.001632838302 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BD3 5825000.00000000 PA USD 7184846.25000000 0.002772722088 Long DBT CORP US N 2 2040-11-15 Fixed 5.05000000 N N N N N N Ginnie Mae II Pool N/A 36202DUV1 6622.72000000 PA USD 7726.86000000 0.000002981891 Long ABS-MBS USGA US N 2 2032-10-20 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D2V2 1341859.35000000 PA USD 1551739.57000000 0.000598835720 Long ABS-MBS USGA US N 2 2033-12-20 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828RR3 331481500.00000000 PA USD 340650278.30000000 0.131461205741 Long DBT UST US N 2 2021-11-15 Fixed 2.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FY4 2025000.00000000 PA USD 2091217.50000000 0.000807027005 Long DBT CORP US N 2 2023-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292LHG3 1615966.41000000 PA USD 1757218.03000000 0.000678132429 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N Koninklijke KPN NV 549300YO0JZHAL7FVP81 780641AH9 5000000.00000000 PA USD 6421250.00000000 0.002478040738 Long DBT CORP NL N 2 2030-10-01 Fixed 8.37500000 N N N N N N Fannie Mae Pool N/A 31368HK28 9827.66540000 PA USD 11630.75000000 0.000004488451 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Mexico Government International Bond N/A 91086QAS7 10838000.00000000 PA USD 14252078.38000000 0.005500055416 Long DBT NUSS MX N 2 2034-09-27 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 31413HM96 95403.21660000 PA USD 115339.63000000 0.000044511006 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36209FLS6 10251.55000000 PA USD 10530.08000000 0.000004063689 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Chubb Corp/The N/A 171232AS0 2341000.00000000 PA USD 3386841.75000000 0.001307024618 Long DBT CORP US N 2 2038-05-15 Fixed 6.50000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAJ8 1100000.00000000 PA USD 1036750.00000000 0.000400094800 Long DBT CORP US N 2 2022-02-15 Fixed 4.65000000 N N N N N N Freddie Mac Gold Pool N/A 31292HSD7 62137.72320000 PA USD 71018.45000000 0.000027406908 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371MBA4 355.49100000 PA USD 355.49000000 0.000000137188 Long ABS-MBS USGSE US N 2 2020-05-01 Fixed 5.50000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AM7 10128000.00000000 PA USD 10660125.12000000 0.004113875698 Long DBT CORP US N 2 2024-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36205R4L8 1970.08000000 PA USD 2040.90000000 0.000000787608 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31410KUE2 776868.08740000 PA USD 911608.09000000 0.000351800970 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 845011AA3 7425000.00000000 PA USD 7764322.50000000 0.002996349225 Long DBT CORP US N 2 2028-04-01 Fixed 3.70000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBD6 27625000.00000000 PA USD 25471355.00000000 0.009829714676 Long DBT CORP US N 2 2037-08-15 Fixed 4.39000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAL3 5669000.00000000 PA USD 5895703.31000000 0.002275225693 Long DBT CORP US N 2 2021-07-28 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418BZ33 6486677.42000000 PA USD 6886386.48000000 0.002657542727 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N BANK 2019-BNK22 N/A 06540XBG5 16943000.00000000 PA USD 17394869.81000000 0.006712897961 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.97800000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148LAC0 36819000.00000000 PA USD 37743525.09000000 0.014565698704 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GNM4 5316.03000000 PA USD 5974.26000000 0.000002305541 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 36212PZU9 7005.50000000 PA USD 7390.38000000 0.000002852040 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36201VYZ9 133313.16700000 PA USD 144467.48000000 0.000055751808 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138YUHS3 11514405.90000000 PA USD 12278501.88000000 0.004738427544 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36223KS35 104.14000000 PA USD 110.95000000 0.000000042816 Long ABS-MBS USGA US N 2 2021-08-15 Fixed 9.50000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BA9 602000.00000000 PA USD 612294.20000000 0.000236291994 Long DBT CORP US N 2 2042-06-15 Fixed 4.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMTX1 8085630.47000000 PA USD 8481664.65000000 0.003273180539 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828WG1 469139000.00000000 PA USD 479474132.20000000 0.185035068385 Long DBT UST US N 2 2021-04-30 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3J7 63814852.25000000 PA USD 67424858.44000000 0.026020096715 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407EHZ9 146749.23000000 PA USD 160280.98000000 0.000061854436 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4.50000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AF8 5350000.00000000 PA USD 5121394.50000000 0.001976410233 Long DBT CORP US N 2 2026-08-15 Fixed 3.40000000 N N N N N N Maxim Integrated Products Inc SO0H5YEO14Y4PVKQH532 57772KAD3 5400000.00000000 PA USD 5409072.00000000 0.002087428581 Long DBT CORP US N 2 2027-06-15 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36207SHN6 3585.15000000 PA USD 3823.02000000 0.000001475351 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 8.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDN9 2950000.00000000 PA USD 3193552.00000000 0.001232431685 Long DBT CORP US N 2 2025-12-15 Fixed 3.70000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 264399DK9 5940000.00000000 PA USD 7163521.20000000 0.002764492484 Long DBT CORP US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140Q8W50 1498338.93000000 PA USD 1622865.88000000 0.000626284253 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 N/A 61691GAS9 11600000.00000000 PA USD 12276396.00000000 0.004737614859 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.72000000 N N N N N N Ginnie Mae I Pool N/A 36201XAP3 968937.64310000 PA USD 1054921.17000000 0.000407107282 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N NYU Langone Hospitals N/A 62952EAB3 4780000.00000000 PA USD 6060131.80000000 0.002338680706 Long DBT CORP US N 2 2043-07-01 Fixed 5.75000000 N N N N N N Ginnie Mae II Pool N/A 36179T7L3 105008597.82000000 PA USD 111368968.60000000 0.042978678800 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31374F2G3 25430.73620000 PA USD 29738.70000000 0.000011476536 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 9.50000000 N N N N N N Fannie Mae Pool N/A 31417DZE6 4338169.53000000 PA USD 4515470.52000000 0.001742576586 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31391DRF2 63544.32200000 PA USD 72135.51000000 0.000027837996 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AW2 7575000.00000000 PA USD 7691806.50000000 0.002968364393 Long DBT CORP US N 2 2029-04-18 Fixed 3.75000000 N N N N N N Johns Hopkins Health System Corp/The 549300D81FCFUS7TQR04 478111AC1 4875000.00000000 PA USD 5525373.75000000 0.002132310881 Long DBT CORP US N 2 2046-05-15 Fixed 3.83700000 N N N N N N Fannie Mae Pool N/A 31406DGZ3 192442.51310000 PA USD 225151.97000000 0.000086888963 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31307NTR5 24671.46000000 PA USD 25206.83000000 0.000009727631 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 3.00000000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611AK5 2500000.00000000 PA USD 2330575.00000000 0.000899398060 Long DBT CORP US N 2 2030-04-30 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 36290RWG4 126456.97300000 PA USD 139148.19000000 0.000053699028 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AR1 22690000.00000000 PA USD 25186126.90000000 0.009719641582 Long DBT CORP US N 2 2031-01-23 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 31294FPR1 16918.68000000 PA USD 19050.43000000 0.000007351799 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RS91 31451534.39830000 PA USD 33854431.63000000 0.013064848864 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206PVU1 1017.15000000 PA USD 1204.88000000 0.000000464978 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 8.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 N/A 61690QAB5 409682.64000000 PA USD 408088.97000000 0.000157486640 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 2.98200000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CW2 1000000.00000000 PA USD 1004520.00000000 0.000387656839 Long DBT CORP US N 2 2027-09-15 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31403DBY4 7271481.36000000 PA USD 8163546.69000000 0.003150414837 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416MY24 192925.96000000 PA USD 203467.43000000 0.000078520627 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDM1 6305000.00000000 PA USD 6693577.15000000 0.002583135194 Long DBT CORP US N 2 2024-02-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KGPW2 239066.05180000 PA USD 282874.91000000 0.000109164968 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31366GCX3 155.20000000 PA USD 158.53000000 0.000000061178 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 8.00000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 963320AT3 2705000.00000000 PA USD 2786122.95000000 0.001075199715 Long DBT CORP US N 2 2025-05-01 Fixed 3.70000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YBD8 5600000.00000000 PA USD 4433464.00000000 0.001710929243 Long DBT CORP US N 2 2050-03-01 Fixed 3.05000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286A3 539960000.00000000 PA USD 606272487.60000000 0.233968140655 Long DBT UST US N 2 2026-01-31 Fixed 2.62500000 N N N N N N Ginnie Mae I Pool N/A 36206FQA3 1176.36000000 PA USD 1341.98000000 0.000000517886 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 8.00000000 N N N N N N Wisconsin Power & Light Co JWBYHVQVMY66CVCOSO49 976826BL0 2200000.00000000 PA USD 2235310.00000000 0.000862634104 Long DBT CORP US N 2 2027-10-15 Fixed 3.05000000 N N N N N N Ginnie Mae I Pool N/A 36201F6Y8 43861.07970000 PA USD 46127.82000000 0.000017801303 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 12707000.00000000 PA USD 13014255.26000000 0.005022363982 Long DBT CORP GB N 2 2030-05-22 Variable 3.97300000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FL7 4750000.00000000 PA USD 5138217.50000000 0.001982902439 Long DBT CORP US N 2 2044-08-15 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 3138EKD69 9221813.24000000 PA USD 9949045.43000000 0.003839461146 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 14042RNW7 18790000.00000000 PA USD 18318746.80000000 0.007069433654 Long DBT CORP US N 2 2022-09-06 Fixed 2.15000000 N N N N N N Ginnie Mae I Pool N/A 36213WS72 12790.18000000 PA USD 14932.54000000 0.000005762654 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36212QH52 18771.37000000 PA USD 20716.65000000 0.000007994814 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WJVE5 2.14000000 PA USD 2.26000000 0.000000000872 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31410F2K0 86781.17730000 PA USD 94794.55000000 0.000036582403 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 4.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EN9 11500000.00000000 PA USD 12641835.00000000 0.004878642343 Long DBT CORP US N 2 2029-07-08 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXX3 53807226.21000000 PA USD 57921326.73000000 0.022352564888 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06053FAA7 13677000.00000000 PA USD 14465068.74000000 0.005582251061 Long DBT CORP US N 2 2023-07-24 Fixed 4.10000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179MAU7 9363000.00000000 PA USD 6015727.50000000 0.002321544530 Long DBT CORP US N 2 2045-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KLRV1 85269.92360000 PA USD 100530.68000000 0.000038796047 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAH6 11050000.00000000 PA USD 11191329.50000000 0.004318874117 Long DBT CORP GB N 2 2024-03-12 Fixed 3.90000000 N N N N N N CD 2019-CD8 Mortgage Trust N/A 12515BAE8 10580000.00000000 PA USD 10845240.60000000 0.004185314079 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.91200000 N N N N N N Freddie Mac Gold Pool N/A 31288GSC7 2525.41000000 PA USD 2915.23000000 0.000001125023 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Ohio Turnpike & Infrastructure Commission N/A 67760HNB3 3825000.00000000 PA USD 3845004.75000000 0.001483835454 Long DBT MUN US N 2 2048-02-15 Fixed 3.21600000 N N N N N N Evergy Inc 549300PGTHDQY6PSUI61 30034WAB2 6505000.00000000 PA USD 6202192.25000000 0.002393503611 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BU1 5140000.00000000 PA USD 7791057.80000000 0.003006666712 Long DBT CORP US N 2 2031-05-15 Fixed 8.87500000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CH4 13915000.00000000 PA USD 17078018.65000000 0.006590621133 Long DBT CORP US N 2 2027-04-05 Fixed 5.87500000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QEC0 5634000.00000000 PA USD 5736088.08000000 0.002213628179 Long DBT CORP US N 2 2023-05-01 Fixed 2.10000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAY5 22942000.00000000 PA USD 23451082.98000000 0.009050066419 Long DBT CORP US N 2 2026-05-14 Fixed 3.20000000 N N N N N N Ginnie Mae II Pool N/A 36241KGF9 343621.13000000 PA USD 396291.38000000 0.000152933803 Long ABS-MBS USGA US N 2 2035-11-20 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FP8 350936800.00000000 PA USD 516206976.60000000 0.199210732762 Long DBT UST US N 2 2031-02-15 Fixed 5.37500000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AM1 12012000.00000000 PA USD 12839506.68000000 0.004954926318 Long DBT CORP US N 2 2041-11-15 Fixed 4.37500000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBZ0 2905000.00000000 PA USD 3266265.80000000 0.001260492850 Long DBT CORP US N 2 2030-03-23 Fixed 4.55000000 N N N N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203RAJ3 11225000.00000000 PA USD 10882974.25000000 0.004199875966 Long DBT CORP US N 2 2025-06-15 Fixed 4.35000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375BD3 2050000.00000000 PA USD 2534210.00000000 0.000977983355 Long DBT CORP CA N 2 2028-07-15 Fixed 6.90000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAS5 2750000.00000000 PA USD 2777087.50000000 0.001071712822 Long DBT CORP US N 2 2023-02-01 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MML92 425242.22000000 PA USD 449213.12000000 0.000173356965 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312942H65 6826223.25000000 PA USD 7739435.40000000 0.002986744982 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N Praxair Inc ZU69GUVJQGZ6Z1UOOO79 74005PBD5 2570000.00000000 PA USD 2434715.20000000 0.000939587066 Long DBT CORP US N 2 2042-11-07 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 31419EZC6 940300.64000000 PA USD 1023169.34000000 0.000394853853 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297FJ87 32725.41430000 PA USD 38757.36000000 0.000014956950 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31401WC98 141080.60290000 PA USD 162406.35000000 0.000062674643 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002AT8 413000.00000000 PA USD 556546.41000000 0.000214778224 Long DBT CORP US N 2 2036-04-01 Fixed 5.95000000 N N N N N N Ginnie Mae I Pool N/A 36225ANB2 6587.09000000 PA USD 7084.28000000 0.000002733912 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31403ARW7 6816.04170000 PA USD 7858.01000000 0.000003032504 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C23 N/A 92939HAZ8 2887028.84000000 PA USD 2974043.89000000 0.001147720758 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 3.63600000 N N N N N N Fannie Mae Pool N/A 31409YQR1 40936.59840000 PA USD 48360.04000000 0.000018662744 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Council Of Europe Development Bank 549300UYNXMI821WYG82 222213AT7 9300000.00000000 PA USD 9577791.00000000 0.003696189415 Long DBT CORP N/A N 2 2022-09-26 Fixed 1.75000000 N N N N N N Ginnie Mae II Pool N/A 36202EUC1 53005.84000000 PA USD 57449.32000000 0.000022170411 Long ABS-MBS USGA US N 2 2023-07-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1SN0 5899.87000000 PA USD 6030.85000000 0.000002327380 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BJ6 10673000.00000000 PA USD 10624331.12000000 0.004100062346 Long DBT CORP US N 2 2022-04-01 Fixed 3.00000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BS6 25651000.00000000 PA USD 27398346.12000000 0.010573364666 Long DBT CORP US N 2 2026-03-15 Fixed 3.12500000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AB7 10799000.00000000 PA USD 14360834.17000000 0.005542025636 Long DBT CORP US N 2 2114-07-01 Fixed 4.67800000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBS9 27325000.00000000 PA USD 28653814.75000000 0.011057865723 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HD6 14485000.00000000 PA USD 15117994.50000000 0.005834223283 Long DBT CORP US N 2 2023-10-25 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31417AMD8 1223119.91000000 PA USD 1272717.42000000 0.000491157580 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297T5X7 129169.78070000 PA USD 144534.53000000 0.000055777684 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212WLY1 17439.63000000 PA USD 21264.14000000 0.000008206097 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140F7FH7 175948.39000000 PA USD 186535.20000000 0.000071986268 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.00000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AG3 14086000.00000000 PA USD 15705749.14000000 0.006061045155 Long DBT CORP GB N 2 2042-09-18 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7CC8 1257227.23000000 PA USD 1395723.38000000 0.000538627120 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Procter & Gamble - Esop N/A 742741AA9 737268.29670000 PA USD 763832.07000000 0.000294772355 Long DBT CORP US N 2 2021-01-01 Fixed 9.36000000 N N N N N N Fannie Mae Pool N/A 31416BN53 4643071.49000000 PA USD 5345661.07000000 0.002062957509 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.50000000 N N N N N N ONE Gas Inc 549300HXDWI0LATTX840 68235PAF5 4325000.00000000 PA USD 5142900.75000000 0.001984709764 Long DBT CORP US N 2 2044-02-01 Fixed 4.65800000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CR9 16380000.00000000 PA USD 16288763.40000000 0.006286037655 Long DBT CORP US N 2 2040-02-21 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31416Y6M5 686760.99000000 PA USD 752573.30000000 0.000290427455 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ML2 5150000.00000000 PA USD 4990195.50000000 0.001925778897 Long DBT CORP US N 2 2031-01-29 Variable 2.66600000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CT7 4125000.00000000 PA USD 4637820.00000000 0.001789792781 Long DBT CORP US N 2 2050-02-15 Fixed 3.95000000 N N N N N N Total Capital Canada Ltd 5299005IX98ZZ9LSGK46 89153UAF8 25040000.00000000 PA USD 24589530.40000000 0.009489407527 Long DBT CORP CA N 2 2023-07-15 Fixed 2.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828W55 531386100.00000000 PA USD 547492412.70000000 0.211284174100 Long DBT UST US N 2 2022-02-28 Fixed 1.87500000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEY6 18474000.00000000 PA USD 19519813.14000000 0.007532940187 Long DBT CORP US N 2 2026-01-30 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31385HSJ2 36109.43320000 PA USD 42747.07000000 0.000016496629 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132FEAT8 3143395.40000000 PA USD 3315936.37000000 0.001279661345 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 3.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAD5 7351000.00000000 PA USD 7078792.47000000 0.002731794607 Long DBT CORP US N 2 2024-08-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31371LNF2 1389127.04800000 PA USD 1586508.11000000 0.000612253335 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAP8 13550000.00000000 PA USD 14803375.00000000 0.005712807681 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N Freddie Mac Pool N/A 3132ACYH7 2798546.60000000 PA USD 2982886.86000000 0.001151133371 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844AJ7 2900000.00000000 PA USD 4009453.00000000 0.001547298092 Long DBT CORP US N 2 2027-05-15 Fixed 7.80000000 N N N N N N Freddie Mac Gold Pool N/A 31297TN82 12701.24000000 PA USD 14315.57000000 0.000005524557 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AA3 13025000.00000000 PA USD 12964433.75000000 0.005003137238 Long DBT CORP US N 2 2020-08-21 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 3138EGEW0 4598943.61000000 PA USD 5029450.72000000 0.001940927978 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132M6Q52 764.51000000 PA USD 832.78000000 0.000000321380 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.50000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CT6 2255000.00000000 PA USD 2490579.85000000 0.000961145934 Long DBT CORP US N 2 2043-08-01 Fixed 5.15000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BY7 7600000.00000000 PA USD 7945572.00000000 0.003066295676 Long DBT CORP US N 2 2047-08-15 Fixed 4.10000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EC8 10375000.00000000 PA USD 10438183.75000000 0.004028225746 Long DBT CORP US N 2 2055-02-01 Fixed 3.87500000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TEL5 8290000.00000000 PA USD 8272508.10000000 0.003192464408 Long DBT CORP US N 2 2023-01-11 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31409JVA5 38021.62550000 PA USD 40403.68000000 0.000015592285 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 4.41500000 N N N N N N Ginnie Mae II Pool N/A 36202E4J5 2168873.21000000 PA USD 2483077.87000000 0.000958250826 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 5.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BG7 23296000.00000000 PA USD 23249640.96000000 0.008972327423 Long DBT CORP US N 2 2024-03-11 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36207AMU3 950.34000000 PA USD 1032.72000000 0.000000398539 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138WERV3 4962841.32000000 PA USD 5292324.36000000 0.002042374205 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208R4M3 18027.65000000 PA USD 18678.45000000 0.000007208247 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36225FET2 267253.09000000 PA USD 278512.46000000 0.000107481443 Long ABS-MBS USGA US N 2 2041-05-20 Floating 4.37500000 N N N N N N Rutgers The State University of New Jersey 549300BOYDHNW8J60112 783186NH8 3275000.00000000 PA USD 4328141.75000000 0.001670284069 Long DBT MUN US N 2 2040-05-01 Fixed 5.66500000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAE5 32490000.00000000 PA USD 31979907.00000000 0.012341446349 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N Helmerich & Payne Inc 254900NAOGHJ88RZ4C73 423452AC5 5000000.00000000 PA USD 5219500.00000000 0.002014270373 Long DBT CORP US N 2 2025-03-15 Fixed 4.65000000 N N N N N N Freddie Mac Gold Pool N/A 312930DD9 13946.84000000 PA USD 14658.27000000 0.000005656809 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138W9SM3 602419.85000000 PA USD 642191.61000000 0.000247829779 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206UPA1 10831.96000000 PA USD 13146.10000000 0.000005073244 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8W67 316764.91000000 PA USD 366744.08000000 0.000141531130 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31413JNC4 600882.91790000 PA USD 703014.99000000 0.000271302283 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AQ9 18136000.00000000 PA USD 25208314.56000000 0.009728204078 Long DBT CORP US N 2 2044-12-05 Fixed 4.95000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KBA3 7440000.00000000 PA USD 7279668.00000000 0.002809314988 Long DBT CORP US N 2 2023-03-15 Fixed 3.75000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AL6 1630000.00000000 PA USD 1658557.60000000 0.000640058135 Long DBT CORP US N 2 2023-01-20 Fixed 5.12500000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAY6 2898000.00000000 PA USD 3305458.80000000 0.001275617919 Long DBT CORP US N 2 2045-03-30 Fixed 4.70000000 N N N N N N Ginnie Mae I Pool N/A 36206ALB7 1505.46000000 PA USD 1627.48000000 0.000000628064 Long ABS-MBS USGA US N 2 2025-02-15 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128F7WG5 2364.74000000 PA USD 2624.79000000 0.000001012939 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MX47 25608456.58000000 PA USD 27812832.52000000 0.010733320155 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 3.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BW5 11900000.00000000 PA USD 11980325.00000000 0.004623357355 Long DBT CORP US N 2 2024-08-15 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 31368HJL8 13183.47000000 PA USD 14816.51000000 0.000005717876 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36206JJQ8 4921.56000000 PA USD 5433.65000000 0.000002096913 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.00000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685AX1 3486000.00000000 PA USD 3702166.86000000 0.001428712525 Long DBT CORP US N 2 2029-03-01 Fixed 4.55000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DB1 28164000.00000000 PA USD 28781636.52000000 0.011107193744 Long DBT CORP N/A N 2 2021-04-19 Fixed 2.62500000 N N N N N N Ginnie Mae I Pool N/A 36212PYQ9 6052.18000000 PA USD 6522.01000000 0.000002516925 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31417KPB7 115322.38000000 PA USD 128226.95000000 0.000049484384 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36204L5Y3 6297.99000000 PA USD 6712.71000000 0.000002590518 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PQQW4 33236.40000000 PA USD 35061.74000000 0.000013530764 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418AU22 6545198.76000000 PA USD 6673091.94000000 0.002575229695 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 2.00000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 001192AH6 4295000.00000000 PA USD 4905104.75000000 0.001892941311 Long DBT CORP US N 2 2041-03-15 Fixed 5.87500000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAF0 2225000.00000000 PA USD 2038767.50000000 0.000786785894 Long DBT CORP US N 2 2024-06-15 Fixed 3.65000000 N N N N N N IBM Credit LLC 549300ZNLJL43AQTG067 44932HAG8 20100000.00000000 PA USD 20170149.00000000 0.007783912934 Long DBT CORP US N 2 2021-02-05 Fixed 2.65000000 N N N N N N Fannie Mae Pool N/A 31403AXE0 20271.31230000 PA USD 23860.55000000 0.000009208084 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WFPX8 6305970.66000000 PA USD 6932910.26000000 0.002675496836 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36294P6W8 23956.34270000 PA USD 25893.45000000 0.000009992606 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31403VS42 267352.14990000 PA USD 313938.26000000 0.000121152703 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857TAH0 2878000.00000000 PA USD 3594852.24000000 0.001387298470 Long DBT CORP GB N 2 2030-02-15 Fixed 7.87500000 N N N N N N AXA SA F5WCUMTUM4RKZ1MAIE39 054536AA5 13916000.00000000 PA USD 18508280.00000000 0.007142576888 Long DBT CORP FR N 2 2030-12-15 Fixed 8.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128K0HJ5 40541.22200000 PA USD 43308.97000000 0.000016713473 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UDN1 8475000.00000000 PA USD 11698042.50000000 0.004514421005 Long DBT MUN US N 2 2047-02-15 Fixed 5.93900000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GH0 78946000.00000000 PA USD 81247275.90000000 0.031354340604 Long DBT CORP N/A N 2 2021-07-23 Fixed 2.75000000 N N N N N N Ginnie Mae II Pool N/A 36179U6U1 188620191.22000000 PA USD 199743123.90000000 0.077083371360 Long ABS-MBS USGA US N 2 2049-11-20 Fixed 3.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCQ5 34125000.00000000 PA USD 39919766.25000000 0.015405537404 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Ginnie Mae II Pool N/A 36202FJT4 361784.19000000 PA USD 422534.99000000 0.000163061540 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 6.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CT5 20575000.00000000 PA USD 20441262.50000000 0.007888539027 Long DBT CORP US N 2 2021-06-01 Fixed 2.12500000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CP5 1520000.00000000 PA USD 1504587.20000000 0.000580639030 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31418CFG4 47672231.32000000 PA USD 51173756.71000000 0.019748593170 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBF6 13500000.00000000 PA USD 13854375.00000000 0.005346576704 Long DBT CORP JP N 2 2023-10-16 Fixed 3.93600000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CS0 8670000.00000000 PA USD 12127596.00000000 0.004680191077 Long DBT CORP US N 2 2040-04-01 Fixed 5.62500000 N N N N N N Fannie Mae Pool N/A 31409FV21 5293.51210000 PA USD 5485.24000000 0.000002116822 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 4.50000000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AJ4 5035000.00000000 PA USD 4916878.90000000 0.001897485103 Long DBT CORP US N 2 2044-12-15 Fixed 4.60000000 N N N N N N Ginnie Mae I Pool N/A 36176WXU0 240015.33000000 PA USD 253917.02000000 0.000097989755 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31378JD46 2696.74000000 PA USD 3117.46000000 0.000001203066 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 8.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FB9 7025000.00000000 PA USD 7507617.50000000 0.002897283553 Long DBT CORP US N 2 2029-03-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31371FRU8 3046.64000000 PA USD 3556.46000000 0.000001372482 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARFS5 1797621.82000000 PA USD 1991333.55000000 0.000768480539 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 5.00000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAG4 24850000.00000000 PA USD 25799270.00000000 0.009956261178 Long DBT CORP FR N 2 2024-01-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3138WQAY8 56484800.59000000 PA USD 60712687.91000000 0.023429786102 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7NY8 969229.36000000 PA USD 1056314.62000000 0.000407645031 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAB0 14640000.00000000 PA USD 13246418.40000000 0.005111958643 Long DBT CORP US Y 2 2040-04-05 Fixed 3.37700000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HAT7 4130444.38000000 PA USD 4188601.04000000 0.001616433562 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.93400000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AB4 8525000.00000000 PA USD 8865829.50000000 0.003421434562 Long DBT CORP KY N 2 2022-11-28 Fixed 3.50000000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AH8 8650000.00000000 PA USD 9423310.00000000 0.003636573264 Long DBT CORP GB N 2 2029-06-01 Fixed 3.37500000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBB3 5130000.00000000 PA USD 4714829.10000000 0.001819511557 Long DBT CORP US N 2 2044-11-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31407JNA6 75910.87000000 PA USD 86678.83000000 0.000033450445 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-RC1 N/A 95001FAX3 8500000.00000000 PA USD 8932905.00000000 0.003447319837 Long ABS-MBS CORP US N 2 2060-01-15 Fixed 3.63100000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AX1 4300000.00000000 PA USD 4962415.00000000 0.001915058054 Long DBT CORP US N 2 2050-03-26 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128K64W7 62372.88710000 PA USD 72723.67000000 0.000028064974 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461366S5 5410000.00000000 PA USD 5238178.40000000 0.002021478602 Long DBT MUN US N 2 2042-06-15 Fixed 4.13100000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXK1 86390360.94000000 PA USD 92798797.91000000 0.035812217519 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBG4 6000000.00000000 PA USD 6142020.00000000 0.002370282387 Long DBT CORP US N 2 2024-04-01 Fixed 3.15000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AY1 600000.00000000 PA USD 606378.00000000 0.000234008859 Long DBT CORP US N 2 2024-11-01 Fixed 2.20000000 N N N N N N Freddie Mac Gold Pool N/A 31335GAJ4 291.40000000 PA USD 315.50000000 0.000000121755 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 7.50000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884AAZ6 6936000.00000000 PA USD 7071460.08000000 0.002728964946 Long DBT CORP US N 2 2021-12-15 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 31418CZ49 16513713.06000000 PA USD 17385802.25000000 0.006709398677 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297MG69 66244.81000000 PA USD 72355.23000000 0.000027922788 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31403C6L0 8612761.52910000 PA USD 9839218.77000000 0.003797077664 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBB3 9414000.00000000 PA USD 9879616.44000000 0.003812667630 Long DBT CORP US N 2 2023-09-15 Fixed 4.36800000 N N N N N N Ginnie Mae I Pool N/A 36292CKA1 14583.96460000 PA USD 15450.11000000 0.000005962390 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371JXA7 8268.32030000 PA USD 9648.63000000 0.000003723527 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.50000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92553PAP7 28903000.00000000 PA USD 25445045.08000000 0.009819561349 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31411ARL1 66722.35740000 PA USD 78791.76000000 0.000030406726 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAF4 4495000.00000000 PA USD 4802817.60000000 0.001853467420 Long DBT CORP US N 2 2028-01-29 Fixed 3.40000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LS8 25950000.00000000 PA USD 26408017.50000000 0.010191184457 Long DBT CORP US N 2 2028-10-27 Variable 3.52000000 N N N N N N Freddie Mac Gold Pool N/A 3128LD4R2 20003.36000000 PA USD 22917.25000000 0.000008844053 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Commonwealth Financing Authority N/A 20281PKW1 5735000.00000000 PA USD 6489324.55000000 0.002504311559 Long DBT MUN US N 2 2041-06-01 Fixed 3.80700000 N N N N N N Ginnie Mae I Pool N/A 36213F5K5 29430.68000000 PA USD 35878.94000000 0.000013846131 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 7.00000000 N N N N N N Credit Suisse USA Inc EXD7DEVFDH4HOFFQ7349 22541LAE3 11179000.00000000 PA USD 15913753.66000000 0.006141316703 Long DBT CORP US N 2 2032-07-15 Fixed 7.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128M4AA1 127471.48230000 PA USD 144621.50000000 0.000055811246 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371M2S5 44916.39000000 PA USD 50562.38000000 0.000019512655 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJD3 39718000.00000000 PA USD 41504118.46000000 0.016016958750 Long DBT CORP US N 2 2022-01-24 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PBW67 3798.13090000 PA USD 3820.62000000 0.000001474425 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31408GZF7 79738.83630000 PA USD 93717.85000000 0.000036166891 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AL6 12470000.00000000 PA USD 11846500.00000000 0.004571712612 Long DBT CORP US N 2 2042-09-15 Variable 5.87500000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAV1 5916000.00000000 PA USD 6157195.32000000 0.002376138733 Long DBT CORP GB N 2 2043-04-29 Fixed 3.87500000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BN7 20843000.00000000 PA USD 22562964.36000000 0.008707330329 Long DBT CORP US Y 2 2025-08-15 Fixed 3.87500000 N N N N N N ABB Finance USA Inc 5493002Y01YAFV45F528 00037BAE2 780000.00000000 PA USD 828711.00000000 0.000319809946 Long DBT CORP US N 2 2023-04-03 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36208RSG0 6156.75000000 PA USD 6783.69000000 0.000002617910 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371GBE9 9781.48000000 PA USD 11692.29000000 0.000004512201 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138WEFT1 281995.81000000 PA USD 298901.46000000 0.000115349814 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282S8 416750000.00000000 PA USD 429706757.50000000 0.165829215634 Long DBT UST US N 2 2022-08-31 Fixed 1.62500000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAP5 2335000.00000000 PA USD 2332478.20000000 0.000900132529 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CL5 1940000.00000000 PA USD 2069592.00000000 0.000798681454 Long DBT CORP US N 2 2026-01-15 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31380HRV1 1040.37000000 PA USD 1154.19000000 0.000000445416 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402CWJ7 579522.09000000 PA USD 650896.03000000 0.000251188924 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AK7 5575000.00000000 PA USD 5607725.25000000 0.002164091356 Long DBT CORP US N 2 2023-01-15 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 31292HW42 4111751.76000000 PA USD 4620252.10000000 0.001783013109 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DK6 17225000.00000000 PA USD 17472695.50000000 0.006742931869 Long DBT CORP AU N 2 2027-03-08 Fixed 3.35000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_17-3 N/A 03065HAD0 1188281.85000000 PA USD 1186249.89000000 0.000457788678 Long ABS-CBDO CORP US N 2 2022-03-18 Fixed 1.90000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAW5 10855000.00000000 PA USD 10901785.05000000 0.004207135290 Long DBT CORP US N 2 2022-08-15 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 3140QBX52 43365022.77000000 PA USD 45547584.37000000 0.017577382850 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AE7 5400000.00000000 PA USD 4941000.00000000 0.001906793738 Long DBT CORP US N 2 2026-08-18 Fixed 3.50000000 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 714295AA0 3587000.00000000 PA USD 4093663.75000000 0.001579796074 Long DBT CORP IE N 2 2044-12-15 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 3132GUKV5 8570277.24000000 PA USD 9616708.09000000 0.003711208008 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418RQX2 967398.39000000 PA USD 1024881.20000000 0.000395514481 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31403BLK7 329419.35090000 PA USD 370145.47000000 0.000142843769 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417YAY3 13452.15000000 PA USD 14546.89000000 0.000005613826 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31403U7H8 628737.64650000 PA USD 698540.10000000 0.000269575367 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31403DBX6 325300.11350000 PA USD 371216.22000000 0.000143256985 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407STX0 54028.24630000 PA USD 58948.60000000 0.000022749002 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312944P39 13196168.36000000 PA USD 14513145.96000000 0.005600804662 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36241LWA0 796580.70000000 PA USD 849298.41000000 0.000327754885 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QRX1 16482449.66000000 PA USD 17438266.92000000 0.006729645449 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C18 549300O5GNH0TNJ6B119 96221QAG8 575000.00000000 PA USD 595268.75000000 0.000229721660 Long ABS-MBS CORP US N 2 2046-12-15 Variable 4.38700000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BM5 10230000.00000000 PA USD 11166249.60000000 0.004309195469 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 31407YVG1 10287.28850000 PA USD 10678.00000000 0.000004120773 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SEP2 193561.95430000 PA USD 210763.81000000 0.000081336392 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8HG9 5613263.45000000 PA USD 6037457.77000000 0.002329930514 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 4.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DF2 10148000.00000000 PA USD 10718216.12000000 0.004136293742 Long DBT CORP US N 2 2026-02-24 Fixed 2.85000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582PUE8 5350000.00000000 PA USD 6560919.00000000 0.002531940754 Long DBT MUN US N 2 2039-12-01 Fixed 5.45600000 N N N N N N Wachovia Corp N/A 929903AM4 14027000.00000000 PA USD 17711191.55000000 0.006834970480 Long DBT CORP US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CFD1 165549112.53000000 PA USD 173621287.30000000 0.067002627693 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296PUM2 179874.26550000 PA USD 207299.69000000 0.000079999544 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAK5 4607000.00000000 PA USD 4475470.15000000 0.001727139942 Long DBT CORP CA N 2 2023-10-16 Fixed 3.75000000 N N N N N N COMM 2012-CCRE2 Mortgage Trust N/A 12624KAF3 2950000.00000000 PA USD 3016876.50000000 0.001164250398 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.79100000 N N N N N N Ginnie Mae I Pool N/A 36207KWS5 19953.46000000 PA USD 22161.31000000 0.000008552326 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 8.00000000 N N N N N N UBS Commercial Mortgage Trust 2017-C4 N/A 90276RBD9 6450000.00000000 PA USD 6820165.50000000 0.002631987222 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.30100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QY7 603554500.00000000 PA USD 770189861.90000000 0.297225906874 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36207KL65 6901.88000000 PA USD 7493.37000000 0.000002891785 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31403DGZ6 1556345.24000000 PA USD 1787944.98000000 0.000689990344 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 92940PAB0 4400000.00000000 PA USD 4699992.00000000 0.001813785734 Long DBT CORP US N 2 2026-03-15 Fixed 4.65000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAK4 15493000.00000000 PA USD 19126573.29000000 0.007381184007 Long DBT CORP US N 2 2045-11-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31384KSN7 3047.09000000 PA USD 3220.23000000 0.000001242727 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.50000000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AM8 2550000.00000000 PA USD 2676964.50000000 0.001033074103 Long DBT CORP US N 2 2048-10-15 Fixed 4.80000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUH0 5500000.00000000 PA USD 5525025.00000000 0.002132176294 Long DBT CORP US N 2 2023-06-07 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8CB8 404662.64000000 PA USD 473386.50000000 0.000182685774 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PRH9 26373.26000000 PA USD 31293.72000000 0.000012076638 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 7.00000000 N N N N N N Sutter Health 549300MJCC12LU768G81 86944BAE3 4950000.00000000 PA USD 5357979.00000000 0.002067711152 Long DBT CORP US N 2 2048-08-15 Fixed 4.09100000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VBE3 21140000.00000000 PA USD 24614147.60000000 0.009498907612 Long DBT CORP US N 2 2041-11-01 Fixed 4.75000000 N N N N N N Ginnie Mae II Pool N/A 36202CZ55 6385.18000000 PA USD 7480.05000000 0.000002886644 Long ABS-MBS USGA US N 2 2028-03-20 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JKW0 8451.39000000 PA USD 9351.04000000 0.000003608683 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Panama Government International Bond N/A 698299AW4 24754000.00000000 PA USD 31685120.00000000 0.012227684357 Long DBT NUSS PA N 2 2036-01-26 Fixed 6.70000000 N N N N N N Freddie Mac Gold Pool N/A 3132WDYQ1 2984528.06000000 PA USD 3213351.83000000 0.001240072687 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407GDV7 144.26060000 PA USD 144.56000000 0.000000055787 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UEB4 39462097.10000000 PA USD 41229999.05000000 0.015911172639 Long ABS-MBS USGA US N 2 2048-10-20 Fixed 5.00000000 N N N N N N State of Utah N/A 917542QR6 2425000.00000000 PA USD 2556580.50000000 0.000986616411 Long DBT MUN US N 2 2024-07-01 Fixed 4.55400000 N N N N N N GS Mortgage Securities Trust 2020-GC45 N/A 36258YBL1 2110000.00000000 PA USD 1982112.90000000 0.000764922174 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 3.17310000 N N N N N N Fannie Mae Pool N/A 31383EX30 22495.90950000 PA USD 26463.51000000 0.000010212599 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UCB6 188083166.87000000 PA USD 201472807.50000000 0.077750877909 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081ET6 22185000.00000000 PA USD 24555467.25000000 0.009476262131 Long DBT CORP US N 2 2029-03-15 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31407XDR9 2489.44430000 PA USD 2506.90000000 0.000000967444 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 5.00000000 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 23291KAH8 9045000.00000000 PA USD 8999955.90000000 0.003473195619 Long DBT CORP LU N 2 2029-11-15 Fixed 2.60000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017BA6 8296000.00000000 PA USD 11707149.28000000 0.004517935425 Long DBT CORP US N 2 2029-09-15 Fixed 7.50000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FG3 11000000.00000000 PA USD 12363670.00000000 0.004771294988 Long DBT CORP US N 2 2045-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AVX4 15437.52000000 PA USD 17768.89000000 0.000006857237 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31384FW52 8392.97000000 PA USD 10066.70000000 0.000003884865 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAY8 10800000.00000000 PA USD 10782504.00000000 0.004161103240 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N Fannie Mae Pool N/A 31417CK61 6589954.95000000 PA USD 6898760.24000000 0.002662317916 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 3.00000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBT1 11100000.00000000 PA USD 10865901.00000000 0.004193287186 Long DBT CORP US N 2 2024-10-30 Fixed 3.30000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBF5 18725000.00000000 PA USD 20237043.75000000 0.007809728456 Long DBT CORP US N 2 2028-11-14 Fixed 4.25000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CH6 9634000.00000000 PA USD 4624320.00000000 0.001784582962 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 36209DEB6 16841.94000000 PA USD 17114.44000000 0.000006604676 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B1UG5 16625000.00000000 PA USD 17177116.25000000 0.006628864137 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.63700000 N N N N N N Freddie Mac Gold Pool N/A 31283HCT0 21448.53000000 PA USD 24049.81000000 0.000009281122 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138LUTA3 3140007.36000000 PA USD 3466819.33000000 0.001337888967 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31413QYJ1 402732.17090000 PA USD 472030.30000000 0.000182162400 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138W9RV4 8838319.38000000 PA USD 9392305.24000000 0.003624608139 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31380S3N1 7009.77000000 PA USD 8168.41000000 0.000003152291 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31408AJZ4 790.87970000 PA USD 808.26000000 0.000000311917 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128E5WT2 137241.02000000 PA USD 148050.12000000 0.000057134394 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.00000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 28370TAG4 21611000.00000000 PA USD 21535361.50000000 0.008310765524 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31368HLT8 561838.81820000 PA USD 646760.76000000 0.000249593071 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36206KHH7 10762.24000000 PA USD 11006.54000000 0.000004247561 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 6.50000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAL3 12100000.00000000 PA USD 8591000.00000000 0.003315374419 Long DBT CORP US N 2 2024-12-01 Fixed 2.87500000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAN3 11628000.00000000 PA USD 10282175.28000000 0.003968020125 Long DBT CORP US N 2 2042-06-15 Fixed 5.60000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AW5 29022000.00000000 PA USD 29605051.98000000 0.011424960075 Long DBT CORP US N 2 2029-04-23 Fixed 3.45000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AL9 1092000.00000000 PA USD 1123318.56000000 0.000433502690 Long DBT CORP US N 2 2022-09-15 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31410T3M5 19896.48690000 PA USD 22862.85000000 0.000008823059 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5XC9 487096.54880000 PA USD 564725.13000000 0.000217934495 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 656531AM2 7505000.00000000 PA USD 9383351.40000000 0.003621152740 Long DBT CORP NO N 2 2027-09-23 Fixed 7.25000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAC1 3941000.00000000 PA USD 3982577.55000000 0.001536926519 Long DBT CORP US N 2 2022-09-01 Fixed 3.80000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685AS2 4560000.00000000 PA USD 4637565.60000000 0.001789694605 Long DBT CORP US N 2 2022-11-15 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31384FHE0 6582.68000000 PA USD 6850.07000000 0.000002643527 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GGS8 9798.27000000 PA USD 10543.23000000 0.000004068764 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36205SE50 1292.53000000 PA USD 1417.67000000 0.000000547096 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 8.00000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BF8 21800000.00000000 PA USD 22171908.00000000 0.008556416785 Long DBT CORP US N 2 2024-03-15 Fixed 3.87500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AJ8 6219000.00000000 PA USD 7744396.32000000 0.002988659463 Long DBT CORP GB N 2 2038-06-01 Fixed 6.80000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAP9 10750000.00000000 PA USD 10496945.00000000 0.004050902448 Long DBT CORP US N 2 2029-12-01 Fixed 2.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAJ6 4325000.00000000 PA USD 4527020.75000000 0.001747033964 Long DBT CORP US N 2 2023-08-11 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 3138WGGZ1 8811090.31000000 PA USD 9604969.55000000 0.003706677958 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AZK6 61049.84000000 PA USD 72568.72000000 0.000028005177 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418CRJ5 22512552.83000000 PA USD 23621296.06000000 0.009115753777 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBH7 6150000.00000000 PA USD 5614704.00000000 0.002166784543 Long DBT CORP US N 2 2029-09-06 Fixed 3.46200000 N N N N N N Ginnie Mae I Pool N/A 36207UDZ8 550.58000000 PA USD 586.62000000 0.000000226383 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HJ96 15425.10000000 PA USD 17568.73000000 0.000006779992 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDK4 6300000.00000000 PA USD 6687828.00000000 0.002580916525 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N CHASE ISSUANCE TRUST CHAIT_16-A5 N/A 161571HP2 26500000.00000000 PA USD 26674900.00000000 0.010294177754 Long ABS-CBDO CORP US N 2 2025-01-15 Fixed 1.53000000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 443510AJ1 12120000.00000000 PA USD 12372459.60000000 0.004774687004 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KNJ3 179709.53000000 PA USD 208596.04000000 0.000080499822 Long ABS-MBS USGA US N 2 2037-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402RFV6 5739618.80590000 PA USD 6422002.09000000 0.002478330979 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418C2A1 33602292.20000000 PA USD 36096590.35000000 0.013930125976 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAE4 5925000.00000000 PA USD 5986205.25000000 0.002310151525 Long DBT CORP US N 2 2023-09-01 Fixed 3.95000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C22 N/A 46642NBD7 8325000.00000000 PA USD 8784623.25000000 0.003390096054 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 3.80120000 N N N N N N Fannie Mae Pool N/A 31418AFZ6 17483850.88000000 PA USD 18835877.07000000 0.007269000698 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208FAU4 11309.39000000 PA USD 12413.53000000 0.000004790536 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GFWZ6 98039.99000000 PA USD 107872.42000000 0.000041629316 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140H4PE8 3131207.38000000 PA USD 3312817.41000000 0.001278457699 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMXW8 25629775.85000000 PA USD 26957910.83000000 0.010403395176 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417BFW2 2765995.23000000 PA USD 2984702.47000000 0.001151834037 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418AVV7 9999171.44000000 PA USD 10710912.46000000 0.004133475168 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210XZD2 3535.04000000 PA USD 3997.35000000 0.000001542627 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371MEN3 5179.62100000 PA USD 5220.85000000 0.000002014791 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418CR97 59605141.25000000 PA USD 63855583.87000000 0.024642668988 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-LC24 5493007OD9MH69ES1S63 95000HBG6 5275000.00000000 PA USD 5272151.50000000 0.002034589246 Long ABS-MBS CORP US N 2 2049-10-15 Fixed 2.82500000 N N N N N N Ginnie Mae I Pool N/A 36203N7M4 3278.90000000 PA USD 3906.65000000 0.000001507625 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31416XJX9 3953742.27000000 PA USD 4324800.98000000 0.001668994824 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8A87 706997.73000000 PA USD 800986.01000000 0.000309110525 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31403DDX4 19907288.79620000 PA USD 22495037.27000000 0.008681116414 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971MZG0 4675000.00000000 PA USD 5933276.25000000 0.002289725561 Long DBT MUN US N 2 2036-08-01 Fixed 5.76700000 N N N N N N Freddie Mac Gold Pool N/A 3128M1TW9 90810.10000000 PA USD 93109.41000000 0.000035932086 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CD8 9001000.00000000 PA USD 11270782.17000000 0.004349535896 Long DBT CORP US N 2 2037-04-01 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 31405QY44 38502.56800000 PA USD 43762.79000000 0.000016888608 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y61 355760000.00000000 PA USD 384110514.40000000 0.148233054770 Long DBT UST US N 2 2023-07-31 Fixed 2.75000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AJ3 14628000.00000000 PA USD 19068621.96000000 0.007358819864 Long DBT CORP US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417EGS4 2097011.39000000 PA USD 2258963.58000000 0.000871762317 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_18-1 N/A 38014BAE9 1575000.00000000 PA USD 1580040.00000000 0.000609757210 Long ABS-CBDO CORP US N 2 2021-12-20 Fixed 2.68000000 N N N N N N Fannie Mae Pool N/A 31416BNK0 616512.28000000 PA USD 680339.80000000 0.000262551643 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31387WKM8 16374.89000000 PA USD 19266.37000000 0.000007435133 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31404NF27 373009.03460000 PA USD 427714.54000000 0.000165060393 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAX7 30655000.00000000 PA USD 29819344.70000000 0.011507658318 Long DBT CORP JP N 2 2030-07-16 Variable 3.15300000 N N N N N N Freddie Mac Gold Pool N/A 3128PPQU0 146384.87000000 PA USD 156819.18000000 0.000060518484 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225ASV3 3762.72000000 PA USD 4426.50000000 0.000001708241 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 7.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CF0 7400000.00000000 PA USD 6518290.00000000 0.002515489689 Long DBT CORP US N 2 2059-03-01 Fixed 3.82500000 N N N N N N Fannie Mae Pool N/A 31387EKT3 25713.34950000 PA USD 30277.47000000 0.000011684454 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828G38 606889000.00000000 PA USD 658098293.80000000 0.253968367883 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 3138WFRK4 149486.96000000 PA USD 162925.84000000 0.000062875120 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N CSAIL 2015-C3 Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAT1 5700000.00000000 PA USD 5999991.00000000 0.002315471618 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.71820000 N N N N N N Fannie Mae Pool N/A 313615FN1 917.88000000 PA USD 973.56000000 0.000000375708 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 8.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128LU4D5 79408.32000000 PA USD 85757.02000000 0.000033094707 Long ABS-MBS USGSE US N 2 2038-01-01 Floating 3.62500000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BQ4 6150000.00000000 PA USD 5747667.00000000 0.002218096629 Long DBT CORP US N 2 2048-02-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 3138WAGK7 19220620.28000000 PA USD 21023898.87000000 0.008113385694 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138AVTB1 3164296.22000000 PA USD 3466929.51000000 0.001337931487 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AT6 2020000.00000000 PA USD 2073045.20000000 0.000800014087 Long DBT CORP US N 2 2022-08-22 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDSH7 1274250.45000000 PA USD 1345391.85000000 0.000519203552 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AS3K3 1683187.05000000 PA USD 1806783.48000000 0.000697260357 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GERR3 977505.77000000 PA USD 1062861.57000000 0.000410171581 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371HYC6 1823.39720000 PA USD 2241.89000000 0.000000865173 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31403DFF1 212648.87730000 PA USD 225488.62000000 0.000087018880 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 4.67000000 N N N N N N Fannie Mae-Aces N/A 3136AW7J0 15200000.00000000 PA USD 16521792.00000000 0.006375966308 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 3.06100000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AF2 5675000.00000000 PA USD 5601452.00000000 0.002161670430 Long DBT CORP US N 2 2043-11-01 Fixed 4.80000000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611AJ8 5315000.00000000 PA USD 5994044.40000000 0.002313176751 Long DBT CORP US N 2 2028-12-06 Fixed 4.87500000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAF8 4600000.00000000 PA USD 5273762.00000000 0.002035210758 Long DBT CORP US N 2 2048-07-15 Fixed 4.20000000 N N N N N N Freddie Mac Gold Pool N/A 312946L61 3915365.83000000 PA USD 4308899.25000000 0.001662858147 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RGA1 9079828.19950000 PA USD 9775797.03000000 0.003772602421 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.00000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AH6 5490000.00000000 PA USD 5284728.90000000 0.002039443022 Long DBT CORP US N 2 2028-01-12 Fixed 3.95000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-C34 549300FWFHJGIW2B2U59 95000DBD2 4700000.00000000 PA USD 4895473.00000000 0.001889224299 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.09600000 N N N N N N Ginnie Mae I Pool N/A 36241KJM1 497499.51180000 PA USD 561139.65000000 0.000216550813 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DM0 225000.00000000 PA USD 269543.25000000 0.000104020113 Long DBT CORP US N 2 2049-01-15 Fixed 5.40000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCV4 40378000.00000000 PA USD 47200266.88000000 0.018215173715 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N Fannie Mae Pool N/A 31409WFF3 762.69640000 PA USD 778.88000000 0.000000300579 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287NYS1 9881.41000000 PA USD 11975.48000000 0.000004621487 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FPR8 7563.65870000 PA USD 7924.29000000 0.000003058082 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138ER6B1 26008608.78000000 PA USD 27277048.63000000 0.010526554447 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AB7 409000.00000000 PA USD 461576.95000000 0.000178128321 Long DBT CORP US N 2 2036-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132J6V92 9538406.44000000 PA USD 10378072.36000000 0.004005028008 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAL7 22740000.00000000 PA USD 20636550.00000000 0.007963902917 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31408DQK3 174493.80480000 PA USD 199603.46000000 0.000077029473 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1AN9 23918.11000000 PA USD 24318.98000000 0.000009384998 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.50000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AC9 13870000.00000000 PA USD 14058077.20000000 0.005425187932 Long DBT CORP US N 2 2023-04-15 Fixed 3.25000000 N N N N N N Colombia Government International Bond N/A 195325DQ5 14650000.00000000 PA USD 15077487.00000000 0.005818590932 Long DBT NUSS CO N 2 2049-05-15 Fixed 5.20000000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AF4 5325000.00000000 PA USD 4646062.50000000 0.001792973665 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 3138WBHX6 6839.03000000 PA USD 7437.24000000 0.000002870123 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBW5 25000.00000000 PA USD 25284.75000000 0.000009757701 Long DBT CORP US N 2 2023-09-01 Fixed 3.25000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BN9 8775000.00000000 PA USD 11711641.50000000 0.004519669029 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCS8 9675000.00000000 PA USD 9723181.50000000 0.003752297429 Long DBT CORP US N 2 2021-01-08 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31387WF44 36191.57900000 PA USD 38565.75000000 0.000014883005 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L3RS7 90727.75960000 PA USD 101093.41000000 0.000039013212 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31417YCJ4 1422415.78000000 PA USD 1527375.84000000 0.000589433452 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207MZG4 2212.34000000 PA USD 2417.58000000 0.000000932974 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MD3D3 81771.10000000 PA USD 86275.87000000 0.000033294938 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 3.50000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_17-3 N/A 02582JHE3 8500000.00000000 PA USD 8487590.00000000 0.003275467205 Long ABS-CBDO CORP US N 2 2020-04-15 Fixed 1.77000000 N N N N N N Republic of Poland Government International Bond N/A 731011AU6 24835000.00000000 PA USD 26596546.55000000 0.010263940177 Long DBT NUSS PL N 2 2026-04-06 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292HCX0 3334.13000000 PA USD 3815.21000000 0.000001472337 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.00000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550AW8 23790000.00000000 PA USD 23674856.40000000 0.009136423383 Long DBT CORP US N 2 2023-08-15 Fixed 1.87500000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 233835AQ0 6712000.00000000 PA USD 9248867.52000000 0.003569253728 Long DBT CORP US N 2 2031-01-18 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36296DDR6 8256.45000000 PA USD 8817.81000000 0.000003402903 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 5.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CM8 29620000.00000000 PA USD 31583509.80000000 0.012188471709 Long DBT CORP N/A N 2 2025-01-15 Fixed 2.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128K13A7 85326.17920000 PA USD 94359.66000000 0.000036414573 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207F7L9 5238.10000000 PA USD 5722.05000000 0.000002208210 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 8.50000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AR7 6055000.00000000 PA USD 5968595.15000000 0.002303355567 Long DBT CORP US N 2 2042-10-01 Fixed 3.62500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GL1 8345000.00000000 PA USD 8585753.25000000 0.003313349632 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31419GZM9 315498.15000000 PA USD 336052.85000000 0.000129687000 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 4.21600000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AP0 23082000.00000000 PA USD 23877636.54000000 0.009214678776 Long DBT CORP US N 2 2024-04-29 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3132GD6M9 4557222.74000000 PA USD 4951923.80000000 0.001911009369 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200TR42 78977.66470000 PA USD 89397.98000000 0.000034499799 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209QVH5 10656.75000000 PA USD 10896.74000000 0.000004205188 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAC7 14000000.00000000 PA USD 13711180.00000000 0.005291315961 Long DBT CORP US N 2 2024-10-01 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31407PVX3 38176.47200000 PA USD 43636.09000000 0.000016839713 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GH0 6794000.00000000 PA USD 8555072.74000000 0.003301509639 Long DBT CORP US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31411EL96 218043.55180000 PA USD 239398.74000000 0.000092386969 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAV9 6166000.00000000 PA USD 6288456.76000000 0.002426794165 Long DBT CORP US N 2 2023-02-02 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31408BQU5 203623.35000000 PA USD 240143.20000000 0.000092674266 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287NF94 72243.69900000 PA USD 85915.82000000 0.000033155990 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31295VRU6 5.21000000 PA USD 5.43000000 0.000000002095 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 31411C5R8 179781.02880000 PA USD 210093.91000000 0.000081077869 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBR6 2100000.00000000 PA USD 2089521.00000000 0.000806372304 Long DBT CORP US N 2 2026-09-15 Fixed 2.25000000 N N N N N N COMM 2014-CCRE18 Mortgage Trust N/A 12632QAX1 1400000.00000000 PA USD 1474032.00000000 0.000568847396 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 3.82800000 N N N N N N Fannie Mae Pool N/A 31402QTS0 2631144.75000000 PA USD 3120353.49000000 0.001204183463 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAC3 10914000.00000000 PA USD 10571191.26000000 0.004079555009 Long DBT CORP ES N 2 2029-06-27 Fixed 3.30600000 N N N N N N Fannie Mae Pool N/A 3138YHUV0 11017.96000000 PA USD 11840.34000000 0.000004569335 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 4.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C24 N/A 46643GAE0 2275000.00000000 PA USD 2387976.50000000 0.000921550017 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.63850000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAU1 22308000.00000000 PA USD 22521710.64000000 0.008691410002 Long DBT CORP US N 2 2022-11-03 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 36241L5G7 6412997.66000000 PA USD 6784438.48000000 0.002618199718 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PVB33 60899.03000000 PA USD 64573.68000000 0.000024919791 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371MEP8 772468.75430000 PA USD 882537.83000000 0.000340582393 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXE9 16700000.00000000 PA USD 17286337.00000000 0.006671013792 Long DBT CORP US N 2 2024-02-20 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 3138LURR8 27199228.69000000 PA USD 29345791.82000000 0.011324908335 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EMM8 57522.07000000 PA USD 61786.76000000 0.000023844283 Long ABS-MBS USGA US N 2 2037-03-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GNV5 892.13000000 PA USD 988.78000000 0.000000381582 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36202D6D8 1185188.09000000 PA USD 1305271.35000000 0.000503720549 Long ABS-MBS USGA US N 2 2034-06-20 Fixed 5.00000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375BQ4 2568000.00000000 PA USD 3836514.96000000 0.001480559138 Long DBT CORP CA N 2 2037-11-15 Fixed 6.37500000 N N N N N N Fannie Mae Pool N/A 31418CU93 17781412.34000000 PA USD 19574489.96000000 0.007554040656 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138WAQP5 93936.03000000 PA USD 100415.74000000 0.000038751690 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.50000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308AX7 13214000.00000000 PA USD 13364507.46000000 0.005157530689 Long DBT CORP US N 2 2026-11-15 Fixed 2.65000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 N/A 61767CAV0 8150000.00000000 PA USD 8688389.00000000 0.003352958053 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 3.59900000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBX8 46159000.00000000 PA USD 48598964.74000000 0.018754948724 Long DBT CORP US N 2 2024-02-01 Fixed 3.00000000 N N N N N N Manulife Financial Corp 5493007GBX87QOZACS27 56501RAD8 8867000.00000000 PA USD 10705395.11000000 0.004131345954 Long DBT CORP CA N 2 2046-03-04 Fixed 5.37500000 N N N N N N Wachovia Corp N/A 337358BD6 7625000.00000000 PA USD 10208578.75000000 0.003939618303 Long DBT CORP US N 2 2035-10-15 Fixed 6.55000000 N N N N N N Fannie Mae Pool N/A 3138E0SM2 2587132.51000000 PA USD 2730485.52000000 0.001053728535 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292R7M8 6013120.37000000 PA USD 6465367.15000000 0.002495066099 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BH7 6983000.00000000 PA USD 6503826.54000000 0.002509908059 Long DBT CORP US N 2 2024-10-30 Fixed 2.85000000 N N N N N N Ginnie Mae I Pool N/A 36225A2B5 42381.67000000 PA USD 46763.09000000 0.000018046461 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290TQJ1 21285.01610000 PA USD 23601.04000000 0.000009107936 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UUJ9 46713204.01000000 PA USD 49213294.69000000 0.018992026340 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HP40 16588.83000000 PA USD 19650.30000000 0.000007583296 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAF9 11117000.00000000 PA USD 11307211.87000000 0.004363594573 Long DBT CORP NO N 2 2022-01-23 Fixed 3.15000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NS0 6954000.00000000 PA USD 7329376.92000000 0.002828498282 Long DBT CORP US N 2 2029-03-15 Fixed 3.70000000 N N N N N N Panama Government International Bond N/A 698299BE3 17630000.00000000 PA USD 18158900.00000000 0.007007746774 Long DBT NUSS PA N 2 2025-03-16 Fixed 3.75000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FE9 5030000.00000000 PA USD 6993661.70000000 0.002698941577 Long DBT CORP US N 2 2037-11-30 Fixed 6.35000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AM3 10050000.00000000 PA USD 10705159.50000000 0.004131255029 Long DBT CORP US N 2 2028-12-01 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 36200KRZ2 170210.17000000 PA USD 187946.07000000 0.000072530740 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140QB7A0 61975562.09000000 PA USD 64261840.58000000 0.024799448536 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 2.50000000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AJ6 3330000.00000000 PA USD 3778251.30000000 0.001458074462 Long DBT CORP US N 2 2043-03-18 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 3138EJJ82 147199.03000000 PA USD 155827.84000000 0.000060135913 Long ABS-MBS USGSE US N 2 2042-05-01 Floating 4.25700000 N N N N N N Fannie Mae Pool N/A 31409BF36 12631.92280000 PA USD 13872.50000000 0.000005353571 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746SA0 47591000.00000000 PA USD 47470594.77000000 0.018319496631 Long DBT CORP US N 2 2021-07-26 Fixed 2.10000000 N N N N N N Fannie Mae Pool N/A 31371L6H7 35724.88000000 PA USD 42050.33000000 0.000016227748 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.00000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406HCX5 16540000.00000000 PA USD 17306463.60000000 0.006678780899 Long DBT CORP US N 2 2024-09-11 Fixed 3.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967FX4 14868000.00000000 PA USD 19923120.00000000 0.007688581352 Long DBT CORP US N 2 2042-01-30 Fixed 5.87500000 N N N N N N TCI Communications Inc N/A 872287AL1 3272000.00000000 PA USD 4326205.68000000 0.001669536915 Long DBT CORP US N 2 2028-02-15 Fixed 7.12500000 N N N N N N Eaton Vance Corp 4JJ8ORNW1AFZPSV8GJ79 278265AD5 3350000.00000000 PA USD 3423901.00000000 0.001321326247 Long DBT CORP US N 2 2023-06-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31387GZZ8 4460.36000000 PA USD 4628.60000000 0.000001786234 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TG58 64214385.58920000 PA USD 69107521.77000000 0.026669457553 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 4.00000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAC8 4987000.00000000 PA USD 4757348.65000000 0.001835920383 Long DBT CORP US N 2 2022-11-01 Fixed 2.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828P87 148979000.00000000 PA USD 150258729.60000000 0.057986724287 Long DBT UST US N 2 2021-02-28 Fixed 1.12500000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBE7 6037000.00000000 PA USD 6203319.35000000 0.002393938573 Long DBT CORP US N 2 2025-09-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3138MRLL3 13916405.51000000 PA USD 15012044.12000000 0.005793335706 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAP0 1265000.00000000 PA USD 1267618.55000000 0.000489189863 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AE54 73567.07550000 PA USD 86661.28000000 0.000033443672 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 549300Y4SA5G3GIJTP18 02582JJH4 2200000.00000000 PA USD 2204532.00000000 0.000850756489 Long ABS-CBDO CORP US N 2 2024-04-15 Fixed 3.18000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938LAS3 5088000.00000000 PA USD 4986240.00000000 0.001924252420 Long DBT CORP LU N 2 2041-03-01 Fixed 6.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828D72 408715000.00000000 PA USD 418295279.60000000 0.161425383494 Long DBT UST US N 2 2021-08-31 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36204QHJ2 1866.82000000 PA USD 2047.92000000 0.000000790317 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418B6G6 57972577.70000000 PA USD 60795842.23000000 0.023461876395 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36294WPT9 42134.29490000 PA USD 46988.59000000 0.000018133484 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 6.00000000 N N N N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AP0 6743000.00000000 PA USD 6841784.95000000 0.002640330439 Long DBT CORP US N 2 2027-11-15 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 3138ADWS0 588802.90000000 PA USD 639210.32000000 0.000246679262 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GBP0 128.47000000 PA USD 134.41000000 0.000000051870 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KFR4 272020.51390000 PA USD 315932.79000000 0.000121922417 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NNR8 179890.47060000 PA USD 201921.66000000 0.000077924095 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N Sasol Financing USA LLC 549300XRB1PFMESFEL85 80386WAB1 3435000.00000000 PA USD 1442700.00000000 0.000556755985 Long DBT CORP US N 2 2028-09-27 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31406GCM9 15954.67890000 PA USD 18255.82000000 0.000007045149 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371MSZ1 1014.51010000 PA USD 1037.12000000 0.000000400237 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.50000000 N N N N N N Fannie Mae-Aces N/A 3136AJLC8 5887729.27530000 PA USD 6274199.82000000 0.002421292234 Long ABS-MBS USGSE US N 2 2024-01-25 Variable 3.47810000 N N N N N N Fannie Mae Pool N/A 3138EJEW4 14109409.66000000 PA USD 15461373.29000000 0.005966737456 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHJ4 37980000.00000000 PA USD 40867619.40000000 0.015771325797 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Ginnie Mae II Pool N/A 36241LLT1 3705609.45000000 PA USD 4290947.52000000 0.001655930350 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6RV2 2125017.50000000 PA USD 2415549.89000000 0.000932190933 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167ED1 17818000.00000000 PA USD 18303005.96000000 0.007063359067 Long DBT CORP N/A N 2 2022-09-13 Fixed 1.75000000 N N N N N N Ginnie Mae I Pool N/A 36209FPS2 3847.52000000 PA USD 4019.66000000 0.000001551237 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAW0 5200000.00000000 PA USD 4953884.00000000 0.001911765835 Long DBT CORP US N 2 2029-12-01 Fixed 2.60000000 N N N N N N Freddie Mac Gold Pool N/A 31293EY38 595.43000000 PA USD 624.03000000 0.000000240820 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GES84 2323489.47000000 PA USD 2525168.36000000 0.000974494073 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418ADW5 996400.47000000 PA USD 1100315.08000000 0.000424625360 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QAZ9 14730000.00000000 PA USD 15930936.90000000 0.006147947930 Long DBT CORP US N 2 2042-05-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31412L5Z9 186203.07460000 PA USD 194876.41000000 0.000075205245 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402CVP4 1115094.05390000 PA USD 1283673.97000000 0.000495385850 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHV4 10000000.00000000 PA USD 10079800.00000000 0.003889920971 Long DBT CORP US N 2 2030-07-23 Variable 3.19400000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BDCV6 1846719.66000000 PA USD 1884337.34000000 0.000727189362 Long ABS-MBS USGSE US N 2 2023-12-25 Fixed 2.68300000 N N N N N N Credit Suisse Group Funding Guernsey Ltd 549300PXR5FKNXF0OH19 225433AT8 13460000.00000000 PA USD 13745352.00000000 0.005304503364 Long DBT CORP GG N 2 2023-06-09 Fixed 3.80000000 N N N N N N Ginnie Mae I Pool N/A 36209Q3H6 18011.12000000 PA USD 21402.25000000 0.000008259396 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31374GLZ8 48070.12310000 PA USD 56364.62000000 0.000021751812 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FM86 9649062.76000000 PA USD 10495478.55000000 0.004050336526 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 4.50000000 N N N N N N Industrial & Commercial Bank of China Ltd/New York NY 5493002ERZU2K9PZDL40 45580KAG3 1000000.00000000 PA USD 1014660.00000000 0.000391569992 Long DBT CORP CN N 2 2021-10-20 Fixed 2.45200000 N N N N N N Freddie Mac Gold Pool N/A 3128FLUQ4 25578.87000000 PA USD 28442.42000000 0.000010976285 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 7.00000000 N N N N N N DXC Technology Co 549300DOVZ3EDJB7O259 23355LAD8 2500000.00000000 PA USD 2520050.00000000 0.000972518834 Long DBT CORP US N 2 2027-04-15 Fixed 4.75000000 N N N N N N Eaton Vance Corp 4JJ8ORNW1AFZPSV8GJ79 278265AE3 4530000.00000000 PA USD 4613714.40000000 0.001780490129 Long DBT CORP US N 2 2027-04-06 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209QQK4 18044.65770000 PA USD 19914.99000000 0.000007685443 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212JW28 21098.36000000 PA USD 23521.93000000 0.000009077407 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 7.50000000 N N N N N N Chevron Corp N/A 166764BD1 3933000.00000000 PA USD 4189903.56000000 0.001616936221 Long DBT CORP US N 2 2025-11-17 Fixed 3.32600000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVM2 13872298.28000000 PA USD 14595045.02000000 0.005632410534 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-C32 549300VOKB4Z9J8DIM89 94989YAZ6 6700000.00000000 PA USD 6801572.00000000 0.002624811758 Long ABS-MBS CORP US N 2 2059-01-15 Fixed 3.56000000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AF7 10325000.00000000 PA USD 11852583.75000000 0.004574060407 Long DBT CORP US N 2 2024-02-01 Fixed 6.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128KXZR5 324972.77520000 PA USD 383591.36000000 0.000148032706 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210L4Z3 13042.95000000 PA USD 14719.23000000 0.000005680335 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 N/A 61767EAD6 5725000.00000000 PA USD 6037069.75000000 0.002329780772 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.27600000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MAK2 9811000.00000000 PA USD 10089141.85000000 0.003893526108 Long DBT CORP US N 2 2023-04-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201JB24 47209.78000000 PA USD 49731.25000000 0.000019191911 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36224QNH5 11771.92000000 PA USD 12026.19000000 0.000004641057 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 6.50000000 N N N N N N COMM 2015-CCRE27 Mortgage Trust N/A 12635QBE9 5900000.00000000 PA USD 6109922.00000000 0.002357895367 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.40400000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHU6 25765000.00000000 PA USD 29044111.55000000 0.011208486143 Long DBT CORP US N 2 2040-04-23 Variable 4.07800000 N N N N N N Fannie Mae Pool N/A 31417EFC0 9190749.86000000 PA USD 9899816.21000000 0.003820462974 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AR7 2715000.00000000 PA USD 2683533.15000000 0.001035609027 Long DBT CORP US N 2 2021-06-09 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31417EMZ1 12134980.72000000 PA USD 13090125.05000000 0.005051643083 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FAV8 3095671.45000000 PA USD 3362673.11000000 0.001297697638 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 5.00000000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UCY8 50000.00000000 PA USD 69953.00000000 0.000026995738 Long DBT MUN US N 2 2044-02-15 Fixed 6.44900000 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A 12591UAH6 709000.00000000 PA USD 740217.27000000 0.000285659108 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.19900000 N N N N N N Freddie Mac Gold Pool N/A 31293JJH3 4351.83000000 PA USD 4816.00000000 0.000001858554 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297CDV9 40145.35520000 PA USD 47633.67000000 0.000018382429 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CK5 795000.00000000 PA USD 890241.00000000 0.000343555143 Long DBT CORP US N 2 2044-03-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31376KNH5 27036.16940000 PA USD 31943.50000000 0.000012327396 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-1 N/A 03066HAE7 3150000.00000000 PA USD 3173121.00000000 0.001224547106 Long ABS-CBDO CORP US N 2 2024-01-18 Fixed 3.26000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7ME0 366938.30000000 PA USD 396942.84000000 0.000153185209 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213ESE7 23042.17360000 PA USD 25512.06000000 0.000009845423 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAT6 16636000.00000000 PA USD 16880715.56000000 0.006514479402 Long DBT CORP US N 2 2045-11-15 Fixed 4.50000000 N N N N N N Connecticut Light & Power Co/The 549300O45IUXEDS1VZ32 207597EL5 10050000.00000000 PA USD 11209368.00000000 0.004325835399 Long DBT CORP US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FAQ1 3480000.00000000 PA USD 3545041.20000000 0.001368075766 Long DBT CORP US N 2 2021-07-23 Fixed 3.40000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJG8 9750000.00000000 PA USD 11148345.00000000 0.004302285860 Long DBT CORP US N 2 2041-10-15 Fixed 5.37500000 N N N N N N Freddie Mac Gold Pool N/A 3132WH6T7 23218.45000000 PA USD 25124.45000000 0.000009695839 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31356NY40 375.68000000 PA USD 388.70000000 0.000000150004 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 8.50000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323ABK9 15085000.00000000 PA USD 15638921.20000000 0.006035255417 Long DBT NUSS CA N 2 2022-06-29 Fixed 2.45000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YAW8 5190000.00000000 PA USD 5223423.60000000 0.002015784540 Long DBT CORP US N 2 2043-03-15 Fixed 4.60000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846UAH4 6175000.00000000 PA USD 6196674.25000000 0.002391374146 Long DBT CORP US N 2 2022-10-01 Fixed 3.20000000 N N N N N N Freddie Mac Pool N/A 3132D53M2 68906438.70000000 PA USD 71459422.25000000 0.027577085383 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293SEE5 9275.83000000 PA USD 10397.19000000 0.000004012405 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140X4G59 18800224.75000000 PA USD 19838937.17000000 0.007656094144 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 3.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAH8 2090000.00000000 PA USD 1875398.80000000 0.000723739868 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002AU5 4240000.00000000 PA USD 4653400.00000000 0.001795805298 Long DBT CORP US N 2 2057-05-15 Variable 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298WJP1 16587.97790000 PA USD 18674.58000000 0.000007206754 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y1HK7 20335525.54000000 PA USD 21708173.51000000 0.008377455842 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8G99 3924130.18000000 PA USD 4297589.65000000 0.001658493631 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MAT3 26606000.00000000 PA USD 27166322.36000000 0.010483823793 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C47 549300VHRKFNCWVN9Y77 95002DBG3 10600000.00000000 PA USD 11624914.00000000 0.004486199802 Long ABS-MBS CORP US N 2 2061-09-15 Fixed 4.44200000 N N N N N N Fannie Mae Pool N/A 31409E2S9 1705.05430000 PA USD 1736.60000000 0.000000670175 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31403C6X4 4034.21670000 PA USD 4082.34000000 0.000001575426 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.50000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAX7 3217000.00000000 PA USD 3159705.23000000 0.001219369792 Long DBT CORP US N 2 2026-05-11 Fixed 2.95000000 N N N N N N American Express Credit Corp 9ET6B8VCXWW51H8Z3M54 0258M0EG0 41965000.00000000 PA USD 42265049.75000000 0.016310611658 Long DBT CORP US N 2 2022-03-03 Fixed 2.70000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AN3 1000000.00000000 PA USD 992800.00000000 0.000383133945 Long DBT CORP US N 2 2035-06-15 Fixed 6.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGT1 17852000.00000000 PA USD 19210537.20000000 0.007413586731 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31371KF97 5613.19000000 PA USD 6663.59000000 0.000002571562 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAH4 1351000.00000000 PA USD 1524441.38000000 0.000588301007 Long DBT CORP US N 2 2044-06-15 Fixed 3.87500000 N N N N N N Regions Bank/Birmingham AL EQTWLK1G7ODGC2MGLV11 75913MAA7 4491000.00000000 PA USD 5344290.00000000 0.002062428396 Long DBT CORP US N 2 2037-06-26 Fixed 6.45000000 N N N N N N Ginnie Mae I Pool N/A 36176N2L4 1205.14000000 PA USD 1292.80000000 0.000000498907 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284T4 361111000.00000000 PA USD 371323219.10000000 0.143298277477 Long DBT UST US N 2 2021-06-15 Fixed 2.62500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DG2 11155000.00000000 PA USD 13314496.45000000 0.005138230815 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36291FK23 2003.48130000 PA USD 2296.41000000 0.000000886213 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C19 N/A 46641WAT4 20140.43000000 PA USD 20297.32000000 0.000007832989 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.04560000 N N N N N N Fannie Mae Pool N/A 31382SGN5 1628.91000000 PA USD 1697.52000000 0.000000655094 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BT0 29823000.00000000 PA USD 31029340.35000000 0.011974610782 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Freddie Mac Gold Pool N/A 31292GXF8 49467.40530000 PA USD 56710.92000000 0.000021885453 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 7.00000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AH1 1046000.00000000 PA USD 1301851.60000000 0.000502400825 Long DBT CORP IE N 2 2036-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMU35 14520770.91000000 PA USD 15231417.44000000 0.005877994616 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CNG5 5469245.39000000 PA USD 5738715.11000000 0.002214641982 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.00000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BL5 1200000.00000000 PA USD 1170312.00000000 0.000451638047 Long DBT CORP US N 2 2049-08-15 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 31298WP25 9299.00000000 PA USD 11023.31000000 0.000004254033 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAC1 17160000.00000000 PA USD 12398100.00000000 0.004784581956 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7PH0 6746358.48000000 PA USD 7306711.02000000 0.002819751228 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 4.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0Q22 48275000.00000000 PA USD 51222188.75000000 0.019767283700 Long DBT USGSE US N 2 2026-09-24 Fixed 1.87500000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BY3 2810000.00000000 PA USD 2959323.40000000 0.001142039936 Long DBT CORP US N 2 2048-02-28 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMKT9 497289.07000000 PA USD 524699.64000000 0.000202488157 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBB7 5019000.00000000 PA USD 4489696.26000000 0.001732629976 Long DBT CORP MX N 2 2022-01-24 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 3620ASPU7 6169004.22000000 PA USD 6622364.34000000 0.002555653279 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31403CWD9 1262199.44000000 PA USD 1378309.17000000 0.000531906758 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBC8 7450000.00000000 PA USD 7520998.50000000 0.002902447448 Long DBT CORP N/A N 2 2021-08-02 Fixed 1.25000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PDQ6 3555000.00000000 PA USD 3609498.15000000 0.001392950510 Long DBT CORP US N 2 2022-03-04 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31410G3T8 413416.33380000 PA USD 452062.49000000 0.000174456572 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210JJC3 22811.14360000 PA USD 24449.44000000 0.000009435344 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.00000000 N N N N N N Barrick PD Australia Finance Pty Ltd 5493008DX0TK7OFLV260 06849UAD7 17748000.00000000 PA USD 21320494.92000000 0.008227845822 Long DBT CORP AU N 2 2039-10-15 Fixed 5.95000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AN9 15710000.00000000 PA USD 15996393.30000000 0.006173208374 Long DBT CORP US N 2 2023-03-01 Fixed 3.10000000 N N N N N N Ginnie Mae I Pool N/A 36200RLY6 123234.92000000 PA USD 140098.39000000 0.000054065722 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210XM20 13111.00000000 PA USD 14264.90000000 0.000005505003 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292JB74 116301.09600000 PA USD 139264.75000000 0.000053744009 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCJ63 239956.05000000 PA USD 253204.02000000 0.000097714600 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.00000000 N N N N N N CD 2018-CD7 Mortgage Trust N/A 12512JAW4 7375000.00000000 PA USD 8276298.75000000 0.003193927268 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.27900000 N N N N N N Fannie Mae Pool N/A 31376VQ88 4471.39000000 PA USD 4731.40000000 0.000001825906 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371L4S5 116787.32260000 PA USD 139832.96000000 0.000053963289 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.50000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBA6 7645000.00000000 PA USD 7927253.40000000 0.003059226299 Long DBT CORP US N 2 2025-03-01 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31411NWA1 32919.48360000 PA USD 38901.61000000 0.000015012618 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GQE0 3359.60000000 PA USD 3703.56000000 0.000001429250 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.50000000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 743263AR6 6847000.00000000 PA USD 6881645.82000000 0.002655713247 Long DBT CORP US N 2 2021-01-15 Fixed 4.40000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BC7 6649000.00000000 PA USD 7952004.53000000 0.003068778069 Long DBT CORP US N 2 2055-10-23 Fixed 6.83400000 N N N N N N Ginnie Mae II Pool N/A 36202EGF0 244390.67170000 PA USD 292354.78000000 0.000112823368 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 6.50000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RP75 3140000.00000000 PA USD 3087876.00000000 0.001191649994 Long DBT CORP US N 2 2022-03-01 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31418DHD7 56119015.19000000 PA USD 58757731.28000000 0.022675343872 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31371KEX5 59437.10890000 PA USD 70504.89000000 0.000027208719 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N JM Smucker Co/The 5493000WDH6A0LHDJD55 832696AR9 12600000.00000000 PA USD 12513312.00000000 0.004829043708 Long DBT CORP US N 2 2027-12-15 Fixed 3.37500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785GS9 53811000.00000000 PA USD 56893832.19000000 0.021956041886 Long DBT CORP N/A N 2 2025-02-10 Fixed 1.87500000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BR4 48869000.00000000 PA USD 51920869.05000000 0.020036913172 Long DBT CORP US N 2 2026-08-08 Fixed 2.40000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AU7 8175000.00000000 PA USD 7985994.00000000 0.003081895031 Long DBT CORP US N 2 2027-06-05 Fixed 3.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283F5 813083700.00000000 PA USD 913190565.10000000 0.352411667938 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC22 549300XO83D3BDYP0P62 94989TBA1 2350000.00000000 PA USD 2436033.50000000 0.000940095815 Long ABS-MBS CORP US N 2 2058-09-15 Fixed 3.57100000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BB9 15136000.00000000 PA USD 16329927.68000000 0.006301923465 Long DBT CORP US N 2 2025-02-12 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMYP2 6435429.72000000 PA USD 6788091.27000000 0.002619609376 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VDR2 11245.11000000 PA USD 12879.36000000 0.000004970306 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.75000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CY2 5700000.00000000 PA USD 5751927.00000000 0.002219740616 Long DBT NUSS KR N 2 2024-10-01 Fixed 2.12500000 N N N N N N Republic of Italy Government International Bond N/A 465410BX5 31200000.00000000 PA USD 31028400.00000000 0.011974247890 Long DBT NUSS IT N 2 2024-10-17 Fixed 2.37500000 N N N N N N Ginnie Mae II Pool N/A 36202FUE4 4569004.27000000 PA USD 5088591.44000000 0.001963751122 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.00000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HAP4 9765000.00000000 PA USD 9559642.05000000 0.003689185509 Long DBT CORP JP N 2 2025-01-16 Fixed 2.64800000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FHQ63 3600000.00000000 PA USD 4326732.00000000 0.001669740029 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 3.99000000 N N N N N N Fannie Mae Pool N/A 3138ESCN6 4040645.19000000 PA USD 4197705.07000000 0.001619946922 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138WGFP4 9563447.14000000 PA USD 10170917.30000000 0.003925084278 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAZ1 6280000.00000000 PA USD 5761586.00000000 0.002223468145 Long DBT CORP US N 2 2048-02-15 Fixed 4.10000000 N N N N N N Philippine Government International Bond N/A 718286CC9 19300000.00000000 PA USD 19895791.00000000 0.007678034748 Long DBT NUSS PH N 2 2028-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371MM46 73340.55530000 PA USD 87256.19000000 0.000033673255 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAL1 5175000.00000000 PA USD 5162631.75000000 0.001992324204 Long DBT CORP US N 2 2024-10-24 Fixed 2.10000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AY8 14538000.00000000 PA USD 14116107.24000000 0.005447582451 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N Fannie Mae Pool N/A 3138ENEB1 8732727.23000000 PA USD 9634381.32000000 0.003718028328 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K3SB4 4717.01600000 PA USD 5312.73000000 0.000002050248 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L2B72 32335.75550000 PA USD 37949.89000000 0.000014645337 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KVXK6 3526.81000000 PA USD 3970.52000000 0.000001532273 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_17-2 N/A 43811BAD6 1864000.00000000 PA USD 1846497.04000000 0.000712586317 Long ABS-CBDO CORP US N 2 2023-09-15 Fixed 1.87000000 N N N N N N Ginnie Mae I Pool N/A 36291PV78 23138.65740000 PA USD 25762.58000000 0.000009942102 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294C5U3 106.98000000 PA USD 124.46000000 0.000000048030 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 8.00000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABE8 6442000.00000000 PA USD 6387500.68000000 0.002465016453 Long DBT CORP US N 2 2022-09-15 Fixed 4.37500000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AR7 2200000.00000000 PA USD 2333870.00000000 0.000900669642 Long DBT CORP US N 2 2023-10-01 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31407JA77 213650.54060000 PA USD 251904.67000000 0.000097213164 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1DB2 6205.32010000 PA USD 6292.69000000 0.000002428427 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 4.50000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CZ2 7484000.00000000 PA USD 7548287.56000000 0.002912978638 Long DBT CORP US N 2 2021-11-01 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 3138M77D1 17887818.81000000 PA USD 19265359.74000000 0.007434743435 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RAN2 11595000.00000000 PA USD 12439116.00000000 0.004800410543 Long DBT CORP US N 2 2024-03-04 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 31297T4S9 108224.94660000 PA USD 120708.69000000 0.000046582994 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AW6 17157000.00000000 PA USD 16641260.58000000 0.006422070728 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE 549300SHPFALUPKK2351 69363PAC4 2825000.00000000 PA USD 3088770.25000000 0.001191995096 Long ABS-CBDO CORP US N 2 2035-02-01 Fixed 3.81400000 N N N N N N Ginnie Mae I Pool N/A 36205XZQ0 263.22000000 PA USD 280.57000000 0.000000108275 Long ABS-MBS USGA US N 2 2025-02-15 Fixed 10.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-P2 N/A 95000AAU1 2950000.00000000 PA USD 3169362.00000000 0.001223096461 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.80900000 N N N N N N Ginnie Mae I Pool N/A 36202SXH6 396526.38000000 PA USD 438046.66000000 0.000169047688 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LSX5 5478538.23000000 PA USD 5958129.47000000 0.002299316730 Long ABS-MBS USGA US N 2 2040-11-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXAV2 5958479.86000000 PA USD 6798089.26000000 0.002623467725 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31389NEJ0 7754.15670000 PA USD 8444.51000000 0.000003258842 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31376P4J1 2237.47000000 PA USD 2580.21000000 0.000000995735 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31407FC57 8405.89600000 PA USD 8725.99000000 0.000003367468 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140E4EZ6 22847635.82000000 PA USD 24768436.56000000 0.009558449653 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Energy Transfer Partners LP / Regency Energy Finance Corp N/A 75886AAL2 11910000.00000000 PA USD 11421690.00000000 0.004407773117 Long DBT CORP US N 2 2022-03-01 Fixed 5.87500000 N N N N N N University of California N/A 91412GHA6 16990000.00000000 PA USD 21982001.80000000 0.008483129606 Long DBT MUN US N 2 2112-05-15 Fixed 4.85800000 N N N N N N Freddie Mac Gold Pool N/A 31292GY42 74324.65920000 PA USD 85781.81000000 0.000033104274 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371NC52 390901.53640000 PA USD 462952.51000000 0.000178659167 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31384WKP4 7530.06480000 PA USD 8838.34000000 0.000003410826 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AAL4 106.64970000 PA USD 113.50000000 0.000000043801 Long ABS-MBS USGA US N 2 2022-07-15 Fixed 10.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HEP6 4434.13000000 PA USD 4903.70000000 0.000001892399 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAD9 9850000.00000000 PA USD 9682944.00000000 0.003736769274 Long DBT CORP US Y 2 2025-04-05 Fixed 2.05600000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XAX4 2962000.00000000 PA USD 3085159.96000000 0.001190601840 Long DBT CORP US N 2 2034-01-15 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 3138ALLZ8 1045764.35000000 PA USD 1161781.45000000 0.000448346001 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N CFCRE Commercial Mortgage Trust 2016-C3 N/A 12531WBB7 5800000.00000000 PA USD 6210176.00000000 0.002396584640 Long ABS-MBS CORP US N 2 2048-01-10 Fixed 3.86500000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCG9 7550000.00000000 PA USD 6191755.00000000 0.002389475746 Long DBT CORP US N 2 2028-01-05 Fixed 3.85000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128NH3C5 1387.98000000 PA USD 1433.05000000 0.000000553031 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 3.55000000 N N N N N N Adventist Health System/West 5493008YM33UCY5QPW83 007944AG6 5250000.00000000 PA USD 5499585.00000000 0.002122358680 Long DBT CORP US N 2 2049-03-01 Fixed 3.63000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030611 80070000.00000000 PA USD 83935779.60000000 0.032391867830 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0306C7 53650000.00000000 PA USD 56240222.00000000 0.021703805533 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FCLD4 6325000.00000000 PA USD 7141937.00000000 0.002756162871 Long ABS-MBS USGSE US N 2 2027-11-25 Fixed 3.28600000 N N N N N N Citigroup Commercial Mortgage Trust 2020-GC46 N/A 17328RAZ2 6355000.00000000 PA USD 6411940.80000000 0.002474448202 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.71700000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAA0 8000000.00000000 PA USD 6880000.00000000 0.002655078105 Long DBT CORP US N 2 2024-02-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292GWL6 11510.25000000 PA USD 13174.29000000 0.000005084123 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3140E3CU1 14660677.74000000 PA USD 15636785.66000000 0.006034431285 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212UDT5 6568.60000000 PA USD 6698.26000000 0.000002584942 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31410LDA7 608170.66000000 PA USD 640811.18000000 0.000247297054 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AY7 7950000.00000000 PA USD 5752381.50000000 0.002219916013 Long DBT CORP CA N 2 2047-06-01 Fixed 4.95000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUM9 3305000.00000000 PA USD 3487568.20000000 0.001345896216 Long DBT CORP US N 2 2023-10-12 Fixed 3.65000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DR0 8335000.00000000 PA USD 8625724.80000000 0.003328775153 Long DBT CORP US N 2 2022-11-15 Fixed 2.05000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBT9 5250000.00000000 PA USD 5322555.00000000 0.002054040587 Long DBT CORP US N 2 2028-10-16 Fixed 4.15000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAK6 17945000.00000000 PA USD 17948050.65000000 0.006926377371 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BU2 3035000.00000000 PA USD 3145018.75000000 0.001213702096 Long DBT CORP US N 2 2027-02-15 Fixed 4.50000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AW0 8865000.00000000 PA USD 7808557.95000000 0.003013420239 Long DBT CORP US N 2 2050-03-01 Fixed 3.05000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769FH2 25300000.00000000 PA USD 26187524.00000000 0.010106093256 Long DBT CORP DE N 2 2022-10-04 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3140J9VH1 6895945.32000000 PA USD 7593677.07000000 0.002930495018 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PP2Y8 499256.85000000 PA USD 523895.18000000 0.000202177706 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C22 N/A 92890KBA2 8200000.00000000 PA USD 8672812.00000000 0.003346946693 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 3.75200000 N N N N N N Fannie Mae Pool N/A 31407SJQ6 8552.73910000 PA USD 10152.19000000 0.000003917857 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SNG2 47219.84880000 PA USD 52848.45000000 0.000020394878 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417DRF2 4934766.46000000 PA USD 5136598.41000000 0.001982277612 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXS4 12607968.07000000 PA USD 13682293.03000000 0.005280168118 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DRG8 265081.18000000 PA USD 309270.21000000 0.000119351244 Long ABS-MBS USGA US N 2 2032-01-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QME6 594292.39000000 PA USD 667669.67000000 0.000257662081 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3132DV4V4 91694418.07000000 PA USD 98043339.58000000 0.037836151787 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Orange SA 969500MCOONR8990S771 35177PAW7 26416000.00000000 PA USD 26863487.04000000 0.010366955853 Long DBT CORP FR N 2 2021-09-14 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31371LM71 303041.63320000 PA USD 331976.05000000 0.000128113712 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XAB6 20263.12000000 PA USD 20980.64000000 0.000008096691 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WBH3 4009.65000000 PA USD 4139.40000000 0.000001597446 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAJ4 7395000.00000000 PA USD 6250180.05000000 0.002412022704 Long DBT CORP CA N 2 2044-06-10 Fixed 4.50000000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413AP1 5825000.00000000 PA USD 6057009.75000000 0.002337475867 Long DBT CORP US Y 2 2030-05-01 Fixed 4.20000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAX7 14868000.00000000 PA USD 16473892.68000000 0.006357481361 Long DBT CORP US N 2 2035-10-15 Fixed 6.20000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAF6 8000000.00000000 PA USD 6538720.00000000 0.002523373882 Long DBT CORP US N 2 2029-08-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31371MUA3 18827.03970000 PA USD 19278.89000000 0.000007439964 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36290XKG4 230975.08130000 PA USD 255077.33000000 0.000098437534 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AU1 12320000.00000000 PA USD 13786819.20000000 0.005320506075 Long DBT CORP US N 2 2049-03-01 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 31387HY53 6210.25000000 PA USD 6825.19000000 0.000002633926 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291NZ38 18430.99420000 PA USD 21207.44000000 0.000008184216 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140HEAW2 21990853.50000000 PA USD 23465120.32000000 0.009055483604 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C18 N/A 46641JAW6 6590000.00000000 PA USD 6982434.50000000 0.002694608860 Long ABS-MBS CORP US N 2 2047-02-15 Fixed 4.07930000 N N N N N N Ginnie Mae I Pool N/A 36210BX34 954097.83000000 PA USD 1071976.62000000 0.000413689193 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N COMM 2014-CCRE18 Mortgage Trust N/A 12632QAZ6 1845000.00000000 PA USD 1928338.65000000 0.000744170018 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 4.10300000 N N N N N N Freddie Mac Non Gold Pool N/A 31326GB70 528979.28000000 PA USD 554005.29000000 0.000213797574 Long ABS-MBS USGSE US N 2 2043-11-01 Floating 3.80600000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Q29 385850000.00000000 PA USD 399235136.50000000 0.154069835728 Long DBT UST US N 2 2023-03-31 Fixed 1.50000000 N N N N N N Fannie Mae Pool N/A 3138WDLR0 13584794.82000000 PA USD 14894776.58000000 0.005748080695 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 N/A 61763XAE6 1400000.00000000 PA USD 1485582.00000000 0.000573304686 Long ABS-MBS CORP US N 2 2047-10-15 Fixed 3.92300000 N N N N N N Fannie Mae Pool N/A 31407ECP6 6324.70050000 PA USD 7462.07000000 0.000002879706 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HR7 5997000.00000000 PA USD 5643896.64000000 0.002178050348 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CB2 5092000.00000000 PA USD 5617290.72000000 0.002167782791 Long DBT CORP US N 2 2118-08-01 Fixed 5.10000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAE8 2825000.00000000 PA USD 2494079.50000000 0.000962496493 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31407KBS7 181635.46030000 PA USD 207594.80000000 0.000080113431 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017BJ7 5612000.00000000 PA USD 7068819.08000000 0.002727945751 Long DBT CORP US N 2 2035-05-01 Fixed 5.40000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AT5 13250000.00000000 PA USD 14641250.00000000 0.005650241614 Long DBT CORP GB N 2 2029-01-17 Fixed 4.00000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAH1 2120000.00000000 PA USD 2277049.60000000 0.000878741938 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N Dell International LLC / EMC Corp N/A 25272KAK9 69480000.00000000 PA USD 72179298.00000000 0.027854894444 Long DBT CORP US Y 2 2026-06-15 Fixed 6.02000000 N N N N N N Ginnie Mae I Pool N/A 36241LNL6 4289614.55000000 PA USD 4561104.25000000 0.001760187213 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Raytheon Co YR6K3WJN0KKLUPZSNL57 755111BY6 6300000.00000000 PA USD 6580980.00000000 0.002539682545 Long DBT CORP US N 2 2024-12-15 Fixed 3.15000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AV1 1400000.00000000 PA USD 1384306.00000000 0.000534221010 Long DBT CORP US N 2 2024-06-15 Fixed 3.55000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Z78 338845000.00000000 PA USD 360605625.90000000 0.139162224127 Long DBT UST US N 2 2027-01-31 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UBD1 15724.37340000 PA USD 17406.25000000 0.000006717289 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXT71 11051334.29000000 PA USD 11572294.19000000 0.004465893158 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0V75 26717000.00000000 PA USD 27989530.71000000 0.010801510198 Long DBT USGSE US N 2 2024-07-02 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 3138ENGT0 9676937.19000000 PA USD 10058595.59000000 0.003881737924 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31371KLM1 35408.75000000 PA USD 36994.00000000 0.000014276447 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36218NDZ1 1196.61420000 PA USD 1267.57000000 0.000000489171 Long ABS-MBS USGA US N 2 2020-09-15 Fixed 9.50000000 N N N N N N Ginnie Mae I Pool N/A 36203NAB4 1332.43000000 PA USD 1525.87000000 0.000000588852 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 7.50000000 N N N N N N QVC Inc 549300WBLU5NKPX5X472 747262AH6 4306000.00000000 PA USD 3573980.00000000 0.001379243611 Long DBT CORP US N 2 2022-07-02 Fixed 5.12500000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAQ2 3366000.00000000 PA USD 3359099.70000000 0.001296318614 Long DBT CORP US N 2 2026-07-15 Fixed 3.25000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AM0 12134000.00000000 PA USD 15044825.26000000 0.005805986358 Long DBT CORP GB N 2 2045-11-16 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3140J92W0 5052527.09000000 PA USD 5357952.35000000 0.002067700868 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KLZ6 5649.76000000 PA USD 6430.84000000 0.000002481741 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 N/A 61767EAE4 8325000.00000000 PA USD 8828995.50000000 0.003407219861 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.53600000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BA7 9100000.00000000 PA USD 9234134.00000000 0.003563567878 Long DBT CORP US N 2 2022-03-15 Fixed 2.55000000 N N N N N N Ginnie Mae I Pool N/A 36200FNL8 58789.03870000 PA USD 66846.66000000 0.000025796962 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BH1 8010000.00000000 PA USD 9546718.50000000 0.003684198149 Long DBT CORP US N 2 2048-03-15 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31379DA33 6781.53000000 PA USD 7434.12000000 0.000002868919 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CF5 17426000.00000000 PA USD 17822092.98000000 0.006877768730 Long DBT CORP US N 2 2024-08-12 Fixed 3.37500000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BE1 8053000.00000000 PA USD 9124371.12000000 0.003521209009 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N Ginnie Mae I Pool N/A 36296BBP6 608872.47450000 PA USD 704264.53000000 0.000271784496 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417D3H4 2890964.94000000 PA USD 3114234.16000000 0.001201821937 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31387MA90 39271.64640000 PA USD 47102.81000000 0.000018177563 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KCSD0 15055.40650000 PA USD 16789.94000000 0.000006479447 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJW89 51867637.17000000 PA USD 54781561.03000000 0.021140890009 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138X0Z35 7314579.29000000 PA USD 7626546.10000000 0.002943179588 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31412RB22 1020072.98000000 PA USD 1080553.11000000 0.000416998968 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JGR5 7884.40100000 PA USD 8211.21000000 0.000003168808 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371HVJ4 298.31590000 PA USD 348.65000000 0.000000134548 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.50000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_14-A5 N/A 17305EFR1 14767000.00000000 PA USD 14865495.89000000 0.005736780910 Long ABS-CBDO CORP US N 2 2023-06-07 Fixed 2.68000000 N N N N N N Fannie Mae Pool N/A 31410KKG8 386443.69000000 PA USD 437187.61000000 0.000168716170 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285P1 261591000.00000000 PA USD 285542272.00000000 0.110194336415 Long DBT UST US N 2 2023-11-30 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 3140FPFY0 2521437.28000000 PA USD 2731926.86000000 0.001054284766 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 5.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CB2 5373000.00000000 PA USD 6780887.19000000 0.002616829231 Long DBT CORP US N 2 2036-08-01 Fixed 6.10000000 N N N N N N Fannie Mae Pool N/A 31409YSQ1 858.71440000 PA USD 878.72000000 0.000000339109 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.50000000 N N N N N N Republic of Italy Government International Bond N/A 465410AH1 32675000.00000000 PA USD 37569715.00000000 0.014498623215 Long DBT NUSS IT N 2 2023-09-27 Fixed 6.87500000 N N N N N N Freddie Mac Gold Pool N/A 312927K88 41360.48000000 PA USD 47463.63000000 0.000018316808 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.50000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAG3 3877000.00000000 PA USD 5096587.89000000 0.001966837052 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBR3 8380000.00000000 PA USD 5753456.60000000 0.002220330908 Long DBT CORP US N 2 2078-02-15 Variable 5.37500000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DZ8 1550000.00000000 PA USD 1709169.50000000 0.000659589900 Long DBT CORP US N 2 2045-01-15 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDUJ2 77532.48930000 PA USD 91789.16000000 0.000035422585 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417YSY4 13062319.57000000 PA USD 14213109.92000000 0.005485016999 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7XZ1 5420491.34000000 PA USD 5723388.40000000 0.002208727213 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48126BAA1 10131000.00000000 PA USD 13854142.50000000 0.005346486979 Long DBT CORP US N 2 2042-01-06 Fixed 5.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128FVL33 8020.56000000 PA USD 8889.75000000 0.000003430665 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140E9J80 2215514.80000000 PA USD 2351503.10000000 0.000907474476 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36178WGU7 4136004.69000000 PA USD 4460515.62000000 0.001721368802 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCL8 8875000.00000000 PA USD 8069860.00000000 0.003114259970 Long DBT CORP US N 2 2023-06-19 Fixed 4.15000000 N N N N N N Ginnie Mae I Pool N/A 36208VTV7 5973.64000000 PA USD 7082.41000000 0.000002733190 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36212UFC0 4190.96000000 PA USD 4431.65000000 0.000001710229 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 312972AV4 184.19540000 PA USD 184.20000000 0.000000071085 Long ABS-MBS USGSE US N 2 2020-04-01 Fixed 5.00000000 N N N N N N Fannie Mae-Aces N/A 3136B27L0 8900000.00000000 PA USD 10161308.00000000 0.003921375929 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.57790000 N N N N N N Fannie Mae Pool N/A 31411GUV2 9151.46000000 PA USD 9568.86000000 0.000003692742 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 3.86600000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AM8 19675000.00000000 PA USD 18101000.00000000 0.006985402439 Long DBT CORP US N 2 2025-03-01 Fixed 5.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128MBFP7 3016.30000000 PA USD 3043.54000000 0.000001174540 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0U92 35992000.00000000 PA USD 37365094.80000000 0.014419657719 Long DBT USGSE US N 2 2022-01-11 Fixed 2.62500000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AP1 10058000.00000000 PA USD 11821267.98000000 0.004561975260 Long DBT CORP US N 2 2042-03-15 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 36241KXQ6 1421671.98000000 PA USD 1555579.26000000 0.000600317504 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31413ERH0 37008.19350000 PA USD 43331.41000000 0.000016722133 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212M5D7 4178.24000000 PA USD 5087.38000000 0.000001963283 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31375XR76 2587.27000000 PA USD 2777.38000000 0.000001071825 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31403DDK2 27230.44000000 PA USD 27729.30000000 0.000010701083 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 6.00000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAQ2 15877000.00000000 PA USD 12245136.25000000 0.004725551330 Long DBT CORP US N 2 2045-05-15 Fixed 5.35000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FQKN2 16700000.00000000 PA USD 18353801.00000000 0.007082961509 Long ABS-MBS USGSE US N 2 2029-11-25 Fixed 2.65100000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAR2 9442000.00000000 PA USD 9803817.44000000 0.003783415847 Long DBT CORP US N 2 2024-04-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31387JEN2 6837.09000000 PA USD 7776.85000000 0.000003001183 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RB32 1837552.49000000 PA USD 2094405.58000000 0.000808257325 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407V3P8 14295.74780000 PA USD 16340.18000000 0.000006305879 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Piedmont Natural Gas Co Inc VXB4M3BDPKF3I2AZ3G89 720186AG0 2450000.00000000 PA USD 2681819.00000000 0.001034947515 Long DBT CORP US N 2 2043-08-01 Fixed 4.65000000 N N N N N N Fannie Mae Pool N/A 31374P5E3 1444.32000000 PA USD 1579.12000000 0.000000609402 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31412UP38 237830.77000000 PA USD 265618.92000000 0.000102505665 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31368HMU4 1038772.69000000 PA USD 1172857.47000000 0.000452620376 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WMQ3 11225000.00000000 PA USD 11147996.50000000 0.004302151370 Long DBT CORP CA N 2 2024-06-28 Fixed 2.50000000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAP5 13010000.00000000 PA USD 12383438.40000000 0.004778923861 Long DBT CORP US N 2 2027-04-01 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 31283HPA7 27155.49640000 PA USD 30817.96000000 0.000011893036 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36206UNU9 2867.07000000 PA USD 2899.55000000 0.000001118972 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 6.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBR9 44150000.00000000 PA USD 46142489.50000000 0.017806964185 Long DBT CORP US Y 2 2039-11-21 Fixed 4.05000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CH1 15000000.00000000 PA USD 15006900.00000000 0.005791350526 Long DBT CORP US N 2 2023-08-19 Fixed 2.25000000 N N N N N N Fannie Mae-Aces N/A 3136AXVB8 5910000.00000000 PA USD 6213064.80000000 0.002397699464 Long ABS-MBS USGSE US N 2 2024-07-25 Variable 2.56080000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAL4 2285148.39630000 PA USD 2588113.37000000 0.000998785340 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAX8 6420000.00000000 PA USD 6519060.60000000 0.002515787073 Long DBT CORP US N 2 2025-03-30 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206KM99 2858.67000000 PA USD 3198.34000000 0.000001234279 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJBL3 33297.77000000 PA USD 38507.54000000 0.000014860541 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828M56 742427000.00000000 PA USD 814694844.20000000 0.314400936538 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBT56 75895.20670000 PA USD 81473.50000000 0.000031441643 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RXY8 74578.19400000 PA USD 88503.43000000 0.000034154581 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31413TCB6 32385.58170000 PA USD 38420.63000000 0.000014827001 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PD5H9 2053.05890000 PA USD 2065.21000000 0.000000796990 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142ED1 28275000.00000000 PA USD 30857073.00000000 0.011908130656 Long DBT CORP US N 2 2025-06-26 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4W7 192620747.85000000 PA USD 205391503.40000000 0.079263151701 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AL8 2000000.00000000 PA USD 2036440.00000000 0.000785887682 Long DBT CORP JP N 2 2022-02-22 Fixed 2.99800000 N N N N N N Ginnie Mae I Pool N/A 36205SR49 10512.48000000 PA USD 10795.37000000 0.000004166068 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMA44 412734.49000000 PA USD 473480.75000000 0.000182722147 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31414ARC8 40302.07360000 PA USD 47136.90000000 0.000018190719 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B2HN3 26300000.00000000 PA USD 27527158.00000000 0.010623074783 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 3.11100000 N N N N N N Los Angeles Department of Water & Power Power System Revenue N/A 544495VY7 2700000.00000000 PA USD 4148793.00000000 0.001601071142 Long DBT MUN US N 2 2045-07-01 Fixed 6.57400000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002AZ4 10500000.00000000 PA USD 10650885.00000000 0.004110309820 Long DBT CORP US N 2 2023-06-15 Fixed 3.15000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 N/A 61766RAZ9 14200000.00000000 PA USD 14564514.00000000 0.005620628232 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.10200000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AV5 17365000.00000000 PA USD 20838173.65000000 0.008041712007 Long DBT CORP US N 2 2047-05-20 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 31292L4F9 3785981.58000000 PA USD 3970548.18000000 0.001532284235 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718DF3 1500000.00000000 PA USD 2121255.00000000 0.000818618852 Long DBT CORP US N 2 2037-03-05 Fixed 5.55000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QB7 109384500.00000000 PA USD 168024436.60000000 0.064842732962 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-BNK1 549300DNBJ7A0SEFVK31 95000GBA1 1800000.00000000 PA USD 1742472.00000000 0.000672441752 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.81400000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYB0 7205519.85000000 PA USD 7710050.35000000 0.002975404923 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31386LRU8 1297.52000000 PA USD 1475.76000000 0.000000569514 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDH2 14044000.00000000 PA USD 16158324.20000000 0.006235699535 Long DBT CORP US N 2 2042-03-15 Fixed 5.15000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AL2 5150000.00000000 PA USD 5550361.00000000 0.002141953774 Long DBT CORP KY N 2 2028-03-29 Fixed 4.37500000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BH4 3705000.00000000 PA USD 4307729.40000000 0.001662406688 Long DBT CORP US N 2 2039-03-15 Fixed 4.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286D7 29114000.00000000 PA USD 29723647.16000000 0.011470727439 Long DBT UST US N 2 2021-02-28 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418CYN8 96852893.65000000 PA USD 104042284.00000000 0.040151219517 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-C N/A 98162RAD0 6850000.00000000 PA USD 6825340.00000000 0.002633984127 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 1.96000000 N N N N N N Mexico Government International Bond N/A 91087BAF7 36100000.00000000 PA USD 36646193.00000000 0.014142224517 Long DBT NUSS MX N 2 2029-04-22 Fixed 4.50000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CC1 4643000.00000000 PA USD 6246274.33000000 0.002410515438 Long DBT CORP US N 2 2037-07-01 Fixed 6.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128PPQD8 13012.46000000 PA USD 13729.19000000 0.000005298266 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140E2HA2 11285273.11000000 PA USD 12031455.37000000 0.004643089204 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140H1V98 3993070.30000000 PA USD 4260725.80000000 0.001644267410 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SLT2 12735402.74060000 PA USD 13632993.93000000 0.005261142978 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XD7 207115000.00000000 PA USD 214007787.20000000 0.082588283455 Long DBT UST US N 2 2022-05-31 Fixed 1.87500000 N N N N N N Ginnie Mae I Pool N/A 36208KV22 12849.36000000 PA USD 13215.05000000 0.000005099853 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 N/A 30856325.12390000 NS USD 3081929753.00000000 1.189355262999 Long STIV CORP US N 1 N N N Freddie Mac Gold Pool N/A 31298N4F9 2315.43000000 PA USD 2585.55000000 0.000000997796 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GMFY3 2505580.49000000 PA USD 2722513.65000000 0.001050652090 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024NU2 4075000.00000000 PA USD 6006916.75000000 0.002318144352 Long DBT MUN US N 2 2040-04-01 Fixed 6.91800000 N N N N N N Ginnie Mae I Pool N/A 36200KQY6 27888.35770000 PA USD 30367.63000000 0.000011719248 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K8NN2 624999.00960000 PA USD 705848.88000000 0.000272395916 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QCC8 3000000.00000000 PA USD 3100710.00000000 0.001196602795 Long DBT CORP US N 2 2050-01-01 Fixed 3.15000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RN93 4050000.00000000 PA USD 4071951.00000000 0.001571416852 Long DBT CORP US N 2 2021-03-01 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31405ATZ6 58623.85470000 PA USD 66341.10000000 0.000025601860 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAK6 11600000.00000000 PA USD 11455696.00000000 0.004420896458 Long DBT CORP JP N 2 2026-10-19 Fixed 3.01000000 N N N N N N Ginnie Mae II Pool N/A 36202FP42 1366497.95000000 PA USD 1450373.59000000 0.000559717320 Long ABS-MBS USGA US N 2 2026-02-20 Fixed 4.00000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAC1 15285000.00000000 PA USD 15495015.90000000 0.005979720560 Long DBT CORP US N 2 2023-05-16 Variable 2.66100000 N N N N N N Freddie Mac Gold Pool N/A 31297CLC2 135518.35460000 PA USD 155488.34000000 0.000060004896 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DMA6 47492.07000000 PA USD 56466.17000000 0.000021791001 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 6.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBS1 9675000.00000000 PA USD 9855535.50000000 0.003803374494 Long DBT CORP US N 2 2022-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TE35 7658486.60000000 PA USD 8284338.12000000 0.003197029761 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31407VRX5 45601.29750000 PA USD 53276.91000000 0.000020560226 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31405JKZ6 18639.90880000 PA USD 22317.00000000 0.000008612409 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8BL4 12519749.36000000 PA USD 13471751.10000000 0.005198917352 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292G4T0 42202.41000000 PA USD 48370.71000000 0.000018666862 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UKT6 26901.71000000 PA USD 30251.51000000 0.000011674436 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N IPALCO Enterprises Inc 5493000YFVK2DZX0JV43 462613AM2 200000.00000000 PA USD 207000.00000000 0.000079883890 Long DBT CORP US N 2 2024-09-01 Fixed 3.70000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 27760000.00000000 PA USD 30179284.00000000 0.011646563398 Long DBT CORP US N 2 2046-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295R4D7 30578.19000000 PA USD 34478.44000000 0.000013305661 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416XRC6 4911.86000000 PA USD 4962.89000000 0.000001915241 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31417DRG0 6996602.76000000 PA USD 7548424.82000000 0.002913031608 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FFU5 3501162.20000000 PA USD 3866333.42000000 0.001492066455 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 5.00000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AH9 2000000.00000000 PA USD 1948480.00000000 0.000751942817 Long DBT CORP US N 2 2024-09-15 Fixed 2.35000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780097BA8 5231000.00000000 PA USD 5501181.15000000 0.002122974654 Long DBT CORP GB N 2 2026-04-05 Fixed 4.80000000 N N N N N N Ginnie Mae I Pool N/A 36290S7D7 23555.95480000 PA USD 26250.99000000 0.000010130585 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297BFU1 88070.23150000 PA USD 99532.57000000 0.000038410864 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GEPL8 1011377.31000000 PA USD 1131265.98000000 0.000436569699 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C53 N/A 95002BAE3 10700000.00000000 PA USD 10905654.00000000 0.004208628366 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 3.04000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 136440AL8 1000000.00000000 PA USD 1109290.00000000 0.000428088894 Long DBT CORP CA N 2 2021-08-01 Fixed 9.45000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MAM8 3543000.00000000 PA USD 3781054.17000000 0.001459156125 Long DBT CORP US N 2 2024-06-05 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31406EZC1 40384.70420000 PA USD 47618.41000000 0.000018376540 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_19-A N/A 34533FAD3 9225000.00000000 PA USD 9251660.25000000 0.003570331477 Long ABS-CBDO CORP US N 2 2023-09-15 Fixed 2.78000000 N N N N N N Colombia Government International Bond N/A 195325BN4 15890000.00000000 PA USD 15964365.20000000 0.006160848329 Long DBT NUSS CO N 2 2021-07-12 Fixed 4.37500000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865BB0 5405000.00000000 PA USD 4650191.75000000 0.001794567194 Long DBT CORP US N 2 2030-05-30 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCSC0 65191719.76000000 PA USD 72733097.90000000 0.028068612757 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBD6 13600000.00000000 PA USD 14664744.00000000 0.005659308243 Long DBT CORP GB N 2 2029-05-16 Variable 4.97200000 N N N N N N Fannie Mae Pool N/A 31385XA98 757198.37000000 PA USD 871747.34000000 0.000336418208 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297T6K4 104134.84230000 PA USD 117625.51000000 0.000045393156 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138EGN34 3020709.00000000 PA USD 3302269.29000000 0.001274387047 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NEQ0 72914.38740000 PA USD 80693.62000000 0.000031140677 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31406NEE0 33005.20490000 PA USD 37769.84000000 0.000014575853 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Broadridge Financial Solutions Inc N/A 11133TAD5 5231000.00000000 PA USD 4557404.13000000 0.001758759291 Long DBT CORP US N 2 2029-12-01 Fixed 2.90000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAE5 11300000.00000000 PA USD 11213442.00000000 0.004327407607 Long DBT CORP ES N 2 2023-02-23 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31402RCY3 6525.30030000 PA USD 7291.63000000 0.000002813931 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.50000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAQ7 16526000.00000000 PA USD 14150387.50000000 0.005460811632 Long DBT CORP US N 2 2025-01-15 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31374F6W4 956.90000000 PA USD 1118.67000000 0.000000431708 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CL2 10820000.00000000 PA USD 11010756.60000000 0.004249188775 Long DBT CORP US N 2 2024-09-06 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31406JUF8 7928.97100000 PA USD 8146.86000000 0.000003143975 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31401YK87 143419.27030000 PA USD 160909.25000000 0.000062096893 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ERE1 409835.59060000 PA USD 471351.91000000 0.000181900601 Long ABS-MBS USGA US N 2 2038-02-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GE76 1276.56000000 PA USD 1415.88000000 0.000000546405 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31417YYC5 2221156.27000000 PA USD 2409799.07000000 0.000929971620 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290V6V1 49149.11860000 PA USD 55781.79000000 0.000021526890 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417ALW7 2966037.59000000 PA USD 3250035.69000000 0.001254229447 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Aon PLC VVT2B79I2Z4U3R6BY589 00185AAG9 9042000.00000000 PA USD 10565848.26000000 0.004077493078 Long DBT CORP GB N 2 2044-06-14 Fixed 4.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128PSPY7 50148.50000000 PA USD 52986.40000000 0.000020448114 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAN2 13537000.00000000 PA USD 13945952.77000000 0.005381917711 Long DBT CORP NO N 2 2024-03-01 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36203NBF4 136.16000000 PA USD 149.69000000 0.000000057767 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31416BL89 3799125.48000000 PA USD 4372793.43000000 0.001687515711 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 29359UAB5 10300000.00000000 PA USD 9741225.00000000 0.003759260641 Long DBT CORP BM N 2 2029-06-01 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 31373UTR8 1617.85000000 PA USD 1816.30000000 0.000000700932 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 6.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBD6 5170000.00000000 PA USD 5499846.00000000 0.002122459403 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N University of Southern California 0GMCSQ6M60R4T46U5511 914886AC0 13625000.00000000 PA USD 15459878.75000000 0.005966160694 Long DBT CORP US N 2 2047-10-01 Fixed 3.84100000 N N N N N N Chile Government International Bond N/A 168863DN5 9250000.00000000 PA USD 9231962.50000000 0.003562729869 Long DBT NUSS CL N 2 2032-01-27 Fixed 2.55000000 N N N N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AD6 5425000.00000000 PA USD 5439973.00000000 0.002099353663 Long DBT CORP US N 2 2049-11-01 Fixed 3.80900000 N N N N N N Fannie Mae Pool N/A 31406UR26 104691.69440000 PA USD 119794.52000000 0.000046230204 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust 2017-GS6 N/A 36253PAC6 8250000.00000000 PA USD 8654250.00000000 0.003339783385 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.43300000 N N N N N N Fannie Mae Pool N/A 3140E0FC4 7687696.91000000 PA USD 8453929.66000000 0.003262477259 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846UAL5 330000.00000000 PA USD 323198.70000000 0.000124726423 Long DBT CORP US N 2 2029-09-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31418XEC8 369038.61000000 PA USD 389848.70000000 0.000150447492 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138ABMA4 1653065.05000000 PA USD 1834571.59000000 0.000707984136 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBD9 4120000.00000000 PA USD 4313763.60000000 0.001664735361 Long DBT CORP US N 2 2045-09-15 Fixed 4.90000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550AW6 5446000.00000000 PA USD 5799990.00000000 0.002238288729 Long DBT CORP US N 2 2038-01-15 Fixed 6.95000000 N N N N N N Ginnie Mae I Pool N/A 36200NBT7 52474.24280000 PA USD 58071.15000000 0.000022410383 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AG9 4200000.00000000 PA USD 4226250.00000000 0.001630962767 Long DBT CORP US N 2 2020-12-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36205NU20 5728.63000000 PA USD 6286.66000000 0.000002426100 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31377HH62 857.07000000 PA USD 889.53000000 0.000000343280 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LED4 1147582.61000000 PA USD 1310872.14000000 0.000505881964 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 5.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAG2 5233000.00000000 PA USD 5462153.07000000 0.002107913230 Long DBT CORP US N 2 2023-04-28 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31404XVN1 2021.36740000 PA USD 2107.17000000 0.000000813183 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UXT4 45490017.11000000 PA USD 47993332.75000000 0.018521227759 Long ABS-MBS USGA US N 2 2049-08-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MBP7 914230.04370000 PA USD 1035219.25000000 0.000399504064 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31385JJF6 1023629.37760000 PA USD 1211158.28000000 0.000467401138 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAU5 10856000.00000000 PA USD 12942523.20000000 0.004994681682 Long DBT CORP US N 2 2044-09-01 Fixed 4.55000000 N N N N N N Chevron Corp N/A 166764BK5 5850000.00000000 PA USD 5986422.00000000 0.002310235171 Long DBT CORP US N 2 2023-05-16 Fixed 2.56600000 N N N N N N Patterson-UTI Energy Inc 254900XGFBKIXD6G0697 703481AC5 1525000.00000000 PA USD 564250.00000000 0.000217751136 Long DBT CORP US N 2 2029-11-15 Fixed 5.15000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHR4 30900000.00000000 PA USD 31957398.00000000 0.012332759845 Long DBT CORP US N 2 2027-04-27 Fixed 3.15000000 N N N N N N Ginnie Mae I Pool N/A 36200KH26 7545.96000000 PA USD 8087.76000000 0.000003121167 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 443510AG7 4851000.00000000 PA USD 4916488.50000000 0.001897334443 Long DBT CORP US N 2 2026-03-01 Fixed 3.35000000 N N N N N N Aon PLC VVT2B79I2Z4U3R6BY589 00185AAH7 2802000.00000000 PA USD 3277499.40000000 0.001264828037 Long DBT CORP GB N 2 2045-05-15 Fixed 4.75000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAG8 13086000.00000000 PA USD 14471545.68000000 0.005584750593 Long DBT CORP US N 2 2039-10-15 Fixed 6.12500000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAS3 4395000.00000000 PA USD 4425633.15000000 0.001707907220 Long DBT CORP US N 2 2021-05-15 Fixed 4.12500000 N N N N N N San Diego County Water Authority 549300Y0QN5OFKA1G520 79741TAR5 11670000.00000000 PA USD 16100048.70000000 0.006213210290 Long DBT MUN US N 2 2049-05-01 Fixed 6.13800000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0V59 23810000.00000000 PA USD 24656921.70000000 0.009515414673 Long DBT USGSE US N 2 2022-04-12 Fixed 2.25000000 N N N N N N Ginnie Mae I Pool N/A 36200NY47 61588.52750000 PA USD 65969.32000000 0.000025458386 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQR0 3137.77000000 PA USD 3641.48000000 0.000001405292 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 8.00000000 N N N N N N Israel Government International Bond N/A 4651387M1 11100000.00000000 PA USD 11521023.00000000 0.004446106964 Long DBT NUSS IL N 2 2023-06-30 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31410GGK3 5912.06000000 PA USD 6963.05000000 0.000002687128 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FBK1 2489329.90000000 PA USD 2850407.20000000 0.001100007812 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 5.50000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BA6 12808000.00000000 PA USD 12817349.84000000 0.004946375716 Long DBT CORP US N 2 2021-11-08 Fixed 3.12500000 N N N N N N Council Of Europe Development Bank 549300UYNXMI821WYG82 222213AU4 12500000.00000000 PA USD 12909875.00000000 0.004982082333 Long DBT CORP N/A N 2 2025-02-27 Fixed 1.37500000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AD6 9172000.00000000 PA USD 9557774.32000000 0.003688464728 Long DBT CORP US N 2 2032-11-02 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200Q2R4 142737.05790000 PA USD 158075.58000000 0.000061003344 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBF5 8265000.00000000 PA USD 8372610.30000000 0.003231095100 Long DBT CORP US N 2 2024-06-15 Fixed 2.95000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCZ3 15220000.00000000 PA USD 17556878.80000000 0.006775419258 Long DBT CORP US N 2 2047-04-15 Fixed 4.25000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15189WAK6 3000000.00000000 PA USD 2981490.00000000 0.001150594305 Long DBT CORP US N 2 2023-04-01 Fixed 3.55000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAW7 2000000.00000000 PA USD 1962240.00000000 0.000757252974 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AV1 11019000.00000000 PA USD 11096353.38000000 0.004282221643 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AN4 8125000.00000000 PA USD 8278806.25000000 0.003194894943 Long DBT CORP US N 2 2029-06-14 Fixed 3.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCC4 80827000.00000000 PA USD 52670106.28000000 0.020326053196 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 3138WF2P0 12571435.55000000 PA USD 13369721.71000000 0.005159542934 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBK0 23115000.00000000 PA USD 20758656.90000000 0.008011025498 Long DBT CORP GB N 2 2030-06-20 Variable 5.08800000 N N N N N N Omnicom Group Inc / Omnicom Capital Inc N/A 681919AZ9 13518000.00000000 PA USD 13723068.06000000 0.005295903712 Long DBT CORP US N 2 2022-05-01 Fixed 3.62500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GU1 4900000.00000000 PA USD 4125849.00000000 0.001592216765 Long DBT CORP US N 2 2030-06-01 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31371MUB1 1978.21260000 PA USD 2019.76000000 0.000000779450 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371FQD7 1150.67000000 PA USD 1376.40000000 0.000000531169 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31387XUV5 31655.29500000 PA USD 33792.98000000 0.000013041133 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138MJXK0 4247726.53000000 PA USD 4576373.13000000 0.001766079665 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36206YDW8 17111.80900000 PA USD 19353.63000000 0.000007468808 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FEA2 2438.67840000 PA USD 2455.85000000 0.000000947743 Long ABS-MBS USGA US N 2 2020-11-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31382XKN9 5210.54000000 PA USD 5940.33000000 0.000002292447 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WJM6 31166000.00000000 PA USD 31537810.38000000 0.012170835731 Long DBT CORP CA N 2 2022-03-26 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31400TX28 111480.01230000 PA USD 128359.20000000 0.000049535421 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GJWQ8 33338.29000000 PA USD 36684.45000000 0.000014156988 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140Q7LE5 8397907.16000000 PA USD 9194364.68000000 0.003548220400 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBM2 15639000.00000000 PA USD 17852231.28000000 0.006889399477 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31388KW57 45110.17190000 PA USD 53596.75000000 0.000020683656 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36296U3A6 2613711.22000000 PA USD 2936347.73000000 0.001133173338 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138W4C33 2042727.80000000 PA USD 2143148.30000000 0.000827067751 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31406NLN2 20231.80250000 PA USD 24033.36000000 0.000009274774 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31416Y2H0 411870.03000000 PA USD 474260.10000000 0.000183022908 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LAT1 86763.89770000 PA USD 99687.38000000 0.000038470607 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FE85 582483.37000000 PA USD 660629.34000000 0.000254945130 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 5.50000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CT2 1875000.00000000 PA USD 1992412.50000000 0.000768896919 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N Freddie Mac Pool N/A 3132A5HQ1 6359761.72000000 PA USD 6863645.64000000 0.002648766753 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31409JVL1 39567.37220000 PA USD 46047.72000000 0.000017770391 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQD5 1489899.62000000 PA USD 1619193.11000000 0.000624866885 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Kansas Development Finance Authority 549300WTL7BL8KBDPR87 485428ZY5 4300000.00000000 PA USD 5459796.00000000 0.002107003607 Long DBT MUN US N 2 2034-05-01 Fixed 5.50100000 N N N N N N Freddie Mac Gold Pool N/A 313934BL4 312.16000000 PA USD 320.28000000 0.000000123600 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 3138EBRE7 7201054.94000000 PA USD 7538424.36000000 0.002909172306 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31390WZK1 34518.75740000 PA USD 41183.29000000 0.000015893147 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138MRLJ8 9090861.90000000 PA USD 9808676.36000000 0.003785290965 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292L3V4 63480.12420000 PA USD 69018.77000000 0.000026635207 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291F3B2 8369.16410000 PA USD 8810.72000000 0.000003400167 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BJ3 4000000.00000000 PA USD 4264400.00000000 0.001645685330 Long DBT CORP US N 2 2030-04-15 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 31417YYV3 3554920.49000000 PA USD 3929538.01000000 0.001516457897 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.00000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518CT1 11725000.00000000 PA USD 11821731.25000000 0.004562154042 Long DBT CORP US N 2 2022-05-15 Fixed 2.85000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABE1 5520000.00000000 PA USD 4236600.00000000 0.001634956962 Long DBT CORP US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213EYS9 12840.35000000 PA USD 14214.01000000 0.000005485364 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N BANK 2018-BNK14 N/A 06035RAS5 3575000.00000000 PA USD 4014975.25000000 0.001549429197 Long ABS-MBS CORP US N 2 2060-09-15 Variable 4.23100000 N N N N N N Fannie Mae Pool N/A 3138NXG27 12120916.07000000 PA USD 13028651.47000000 0.005027919659 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31387WCD7 25849.79000000 PA USD 27042.50000000 0.000010436039 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31410F2Q7 1971417.84000000 PA USD 2218594.21000000 0.000856183272 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BE9 11463000.00000000 PA USD 13631341.08000000 0.005260505123 Long DBT CORP US N 2 2041-10-01 Fixed 4.95000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAP0 4283000.00000000 PA USD 5505368.20000000 0.002124590489 Long DBT CORP MX N 2 2037-11-15 Fixed 6.12500000 N N N N N N Fannie Mae Pool N/A 31371E3G8 1542.06000000 PA USD 1714.02000000 0.000000661461 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQX1 3819879.80000000 PA USD 4162637.61000000 0.001606413950 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAA8 4208000.00000000 PA USD 3198080.00000000 0.001234179096 Long DBT CORP US N 2 2025-02-15 Fixed 4.00000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKF5 500000.00000000 PA USD 486230.00000000 0.000187642242 Long DBT CORP US N 2 2022-09-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9MW9 7799478.91000000 PA USD 8698056.88000000 0.003356689008 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6ZQ4 472333.10000000 PA USD 514951.72000000 0.000198726313 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FYZ3 1321594.73000000 PA USD 1403758.27000000 0.000541727884 Long ABS-MBS USGA US N 2 2026-11-20 Fixed 3.50000000 N N N N N N Hillenbrand Inc U246OE781574J2BUD366 431571AB4 4225000.00000000 PA USD 4428307.00000000 0.001708939092 Long DBT CORP US N 2 2026-09-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZX1 23205837.19000000 PA USD 24640189.99000000 0.009508957696 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402NRR1 13426.07640000 PA USD 15466.03000000 0.000005968534 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NFR7 128392.22660000 PA USD 139774.20000000 0.000053940613 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DL1 2000000.00000000 PA USD 2093020.00000000 0.000807722612 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBX9 8539000.00000000 PA USD 5203239.65000000 0.002007995301 Long DBT CORP MX N 2 2046-01-23 Fixed 5.62500000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DG5 13397000.00000000 PA USD 16152896.87000000 0.006233605060 Long DBT CORP US N 2 2043-04-11 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36206VM53 18115.60000000 PA USD 19654.16000000 0.000007584786 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418ANZ7 32897710.28000000 PA USD 35442348.17000000 0.013677645730 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FWM4 3979.13000000 PA USD 4045.58000000 0.000001561239 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BQ7 6030000.00000000 PA USD 5539097.70000000 0.002137607125 Long DBT CORP US N 2 2023-06-15 Fixed 1.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YD6 585566900.00000000 PA USD 616402853.00000000 0.237877575447 Long DBT UST US N 2 2026-08-31 Fixed 1.37500000 N N N N N N Fannie Mae Pool N/A 31371FT77 1842.66000000 PA USD 1910.69000000 0.000000737359 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31402ER91 63702.56490000 PA USD 68267.49000000 0.000026345278 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140F03E2 404884.23000000 PA USD 427857.36000000 0.000165115509 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140HFGG8 9766550.86000000 PA USD 10421202.76000000 0.004021672569 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y95 302795000.00000000 PA USD 328060214.80000000 0.126602542667 Long DBT UST US N 2 2026-07-31 Fixed 1.87500000 N N N N N N Fannie Mae-Aces N/A 3136AX7E9 19650000.00000000 PA USD 21619126.50000000 0.008343091486 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 3.07870000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVZ3 25591053.08000000 PA USD 26929721.07000000 0.010392516394 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154CK3 23060000.00000000 PA USD 23486610.00000000 0.009063776741 Long DBT NUSS KR N 2 2022-01-25 Fixed 2.75000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AM0 13649000.00000000 PA USD 13134023.23000000 0.005068583940 Long DBT CORP US N 2 2027-02-09 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31389A7G2 20611.42840000 PA USD 24514.41000000 0.000009460417 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AN6 6241000.00000000 PA USD 6913717.39000000 0.002668090068 Long DBT CORP US N 2 2024-12-05 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 31335GH65 708.06000000 PA USD 791.97000000 0.000000305631 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVS6 13646676.69000000 PA USD 14630738.55000000 0.005646185114 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31391CKQ7 103023.13010000 PA USD 121783.64000000 0.000046997830 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206KXA4 11071.84000000 PA USD 12082.81000000 0.000004662907 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 7.00000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DR5 16350000.00000000 PA USD 16872382.50000000 0.006511263569 Long DBT CORP US N 2 2029-04-05 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31416RD59 4721.88000000 PA USD 4796.44000000 0.000001851006 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138M3SP0 10565902.47000000 PA USD 11400608.77000000 0.004399637606 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132WJUU3 196525405.49000000 PA USD 210303801.70000000 0.081158869094 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XPL8 61044.52580000 PA USD 70276.90000000 0.000027120735 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EMY39 5684197.52000000 PA USD 6377499.09000000 0.002461156715 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 5.00000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBJ0 9408000.00000000 PA USD 7573440.00000000 0.002922685279 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364DAU4 5903000.00000000 PA USD 6151929.51000000 0.002374106591 Long DBT CORP US N 2 2026-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138A8YF7 1294280.97000000 PA USD 1405964.47000000 0.000542579285 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AM9 4250000.00000000 PA USD 4107880.00000000 0.001585282303 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31371KUB5 621437.52000000 PA USD 729263.14000000 0.000281431772 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209G6K8 3304.48000000 PA USD 3372.06000000 0.000001301320 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206RLH7 4500.61000000 PA USD 4860.70000000 0.000001875804 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 36178STX6 296317.15000000 PA USD 324239.12000000 0.000125127934 Long ABS-MBS USGA US N 2 2045-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208KWA3 25201.10000000 PA USD 26067.51000000 0.000010059778 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200GGB6 40024.75670000 PA USD 44002.42000000 0.000016981084 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297NQY5 45279.78920000 PA USD 49215.51000000 0.000018992881 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust 2019-H6 N/A 61769JBD2 1875000.00000000 PA USD 1874006.25000000 0.000723202465 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31292GVB9 28104.63000000 PA USD 30904.13000000 0.000011926290 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6.50000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AQ9 6400000.00000000 PA USD 6399360.00000000 0.002469593113 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31408E5S7 133939.93000000 PA USD 157790.61000000 0.000060893371 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31405GAU4 60255.82000000 PA USD 68133.67000000 0.000026293635 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416VBD5 36614.74000000 PA USD 40778.57000000 0.000015736960 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402NYB8 35187.85330000 PA USD 39559.24000000 0.000015266405 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140H2S58 9096952.61000000 PA USD 9648409.88000000 0.003723442125 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209E2X9 12678.21800000 PA USD 13944.26000000 0.000005381264 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31414LP93 557.75000000 PA USD 568.03000000 0.000000219209 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410MT59 491.51260000 PA USD 501.62000000 0.000000193581 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WGLB8 40688424.61000000 PA USD 42997492.71000000 0.016593270563 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AV6 15350000.00000000 PA USD 16307226.00000000 0.006293162603 Long DBT CORP JP N 2 2028-03-02 Fixed 3.96100000 N N N N N N Freddie Mac Gold Pool N/A 3128MJHU7 1451028.92660000 PA USD 1688156.07000000 0.000651480555 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KD1 3600000.00000000 PA USD 3707424.00000000 0.001430741321 Long DBT MUN US N 2 2120-05-15 Fixed 3.70600000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159QD1 6625000.00000000 PA USD 6594260.00000000 0.002544807463 Long DBT CORP CA N 2 2023-01-18 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31411YZ89 81505.32330000 PA USD 96538.98000000 0.000037255600 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WDY21 6877952.30000000 PA USD 7287809.48000000 0.002812456887 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297T6H1 38031.22350000 PA USD 42413.56000000 0.000016367923 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PV3S7 1644.31000000 PA USD 1723.02000000 0.000000664934 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.00000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AV5 7805000.00000000 PA USD 9048960.90000000 0.003492107261 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207END2 27151.72610000 PA USD 29698.83000000 0.000011461150 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FHQ22 10225000.00000000 PA USD 10944124.25000000 0.004223474517 Long ABS-MBS USGSE US N 2 2025-07-25 Fixed 3.37000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591CP5 920000.00000000 PA USD 1496002.80000000 0.000577326203 Long DBT USGA US N 2 2038-01-15 Fixed 6.15000000 N N N N N N Fannie Mae Pool N/A 31410GRU9 79258.12670000 PA USD 81199.16000000 0.000031335772 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 4.50000000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAM2 2465000.00000000 PA USD 2752640.85000000 0.001062278554 Long DBT CORP US N 2 2045-12-01 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3140F1UQ3 318761.71000000 PA USD 332927.48000000 0.000128480881 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140GYGZ6 27572411.76000000 PA USD 29249365.84000000 0.011287696342 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138ECTY9 17620703.35000000 PA USD 18340861.50000000 0.007077967994 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31371EXW0 495.12000000 PA USD 510.81000000 0.000000197127 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298SM50 88728.78000000 PA USD 104042.48000000 0.000040151295 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0KB4 45950000.00000000 PA USD 47674503.50000000 0.018398187562 Long DBT CORP AU Y 2 2024-06-04 Fixed 3.35000000 N N N N N N Ginnie Mae I Pool N/A 36213FMV2 23761.29410000 PA USD 26302.09000000 0.000010150305 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138YERQ2 11731556.15000000 PA USD 12477331.17000000 0.004815158256 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141DB1 871000.00000000 PA USD 1000125.75000000 0.000385961043 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAD6 490000.00000000 PA USD 515004.70000000 0.000198746759 Long DBT CORP US N 2 2022-11-15 Fixed 4.62500000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REF1 6303000.00000000 PA USD 6545098.23000000 0.002525835320 Long DBT CORP US N 2 2024-10-30 Fixed 3.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4CT8 2848092.64000000 PA USD 3253888.88000000 0.001255716442 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 7.00000000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 035242AB2 16369000.00000000 PA USD 15546785.13000000 0.005999698954 Long DBT CORP US N 2 2043-01-17 Fixed 4.00000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BG4 9054000.00000000 PA USD 8572146.12000000 0.003308098470 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N Washington Real Estate Investment Trust 549300DI34BGS8LVKW95 939653AM3 2200000.00000000 PA USD 2220526.00000000 0.000856928773 Long DBT CORP US N 2 2022-10-15 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6T65 4432578.21000000 PA USD 4893743.65000000 0.001888556921 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31408DPM0 92.19010000 PA USD 105.49000000 0.000000040709 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KQK9 18089.00200000 PA USD 20813.93000000 0.000008032356 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NJE9 2769758.54000000 PA USD 3156721.51000000 0.001218218338 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138AUZB6 916981.60000000 PA USD 991192.92000000 0.000382513752 Long ABS-MBS USGSE US N 2 2041-11-01 Floating 3.77200000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FT0 7743000.00000000 PA USD 7872075.81000000 0.003037932576 Long DBT CORP US N 2 2049-10-01 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 3138EJVK1 2667776.52000000 PA USD 2827362.91000000 0.001091114732 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418DC83 167012.30000000 PA USD 180069.32000000 0.000069491004 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.50000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AT7 1000000.00000000 PA USD 1083870.00000000 0.000418278997 Long DBT CORP US N 2 2028-05-15 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 31292GNU6 7733.52000000 PA USD 8782.88000000 0.000003389423 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 8.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367TJX9 15725000.00000000 PA USD 15760381.25000000 0.006082128370 Long DBT CORP CA N 2 2021-08-27 Fixed 1.90000000 N N N N N N Ginnie Mae I Pool N/A 36201CMP6 76111.05530000 PA USD 83895.69000000 0.000032376396 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389AU7 7490000.00000000 PA USD 10426304.70000000 0.004023641472 Long DBT CORP US N 2 2040-09-30 Fixed 6.25000000 N N N N N N Fannie Mae Pool N/A 3138WFWA0 22160162.26000000 PA USD 23625835.39000000 0.009117505561 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004BV1 5529000.00000000 PA USD 7484607.30000000 0.002888403629 Long DBT CORP US N 2 2032-02-01 Fixed 6.62500000 N N N N N N Ginnie Mae II Pool N/A 36202FMD5 581868.95000000 PA USD 669067.83000000 0.000258201649 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 5.50000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644AAH0 5350000.00000000 PA USD 5418747.50000000 0.002091162477 Long DBT CORP US N 2 2022-04-01 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3P3 857320.87000000 PA USD 915190.03000000 0.000353183286 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGS2 34250000.00000000 PA USD 33883182.50000000 0.013075944185 Long DBT CORP US N 2 2021-10-01 Variable 2.32800000 N N N N N N Macy's Retail Holdings Inc 549300JMONK27O4SQQ19 55616XAL1 1695000.00000000 PA USD 1135650.00000000 0.000438261548 Long DBT CORP US N 2 2024-06-01 Fixed 3.62500000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760761AD8 11547000.00000000 PA USD 12011882.22000000 0.004635535681 Long DBT CORP US N 2 2021-11-15 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 31407BGK9 153.39370000 PA USD 158.91000000 0.000000061325 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBY50 57755.06000000 PA USD 61291.98000000 0.000023653342 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294MND9 695367.06000000 PA USD 727986.73000000 0.000280939190 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4NJ8 2718745.22810000 PA USD 3056576.51000000 0.001179571129 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31413NVK8 187264.89380000 PA USD 221701.04000000 0.000085557205 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291PCE4 23963.00340000 PA USD 27210.95000000 0.000010501046 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MEA43 27851380.11000000 PA USD 29622449.37000000 0.011431673946 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AH7 13206000.00000000 PA USD 12149916.18000000 0.004688804713 Long DBT CORP US N 2 2042-05-01 Fixed 5.87500000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BD3 26515000.00000000 PA USD 27796204.80000000 0.010726903310 Long DBT CORP NL N 2 2025-05-11 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36292CR30 10568.15790000 PA USD 10997.96000000 0.000004244250 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEG7 4060000.00000000 PA USD 4963350.00000000 0.001915418882 Long DBT CORP US N 2 2047-01-22 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 36291AE21 236044.16360000 PA USD 257448.65000000 0.000099352656 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 054561AM7 22085000.00000000 PA USD 20959990.10000000 0.008088722500 Long DBT CORP US N 2 2048-04-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZ45 417296.28000000 PA USD 447233.12000000 0.000172592858 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36224S7K2 1403.48000000 PA USD 1490.02000000 0.000000575017 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138EQ3K6 4199181.52000000 PA USD 4432068.13000000 0.001710390560 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.50000000 N N N N N N Advocate Health & Hospitals Corp 549300AEHU3PPOUCIL87 007589AA2 2725000.00000000 PA USD 2997064.00000000 0.001156604506 Long DBT CORP US N 2 2028-08-15 Fixed 3.82900000 N N N N N N Ginnie Mae II Pool N/A 36179NY77 216779.72000000 PA USD 220764.13000000 0.000085195640 Long ABS-MBS USGA US N 2 2043-12-20 Floating 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 31292GP75 4384.61000000 PA USD 4897.78000000 0.000001890114 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 7.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAM3 9306000.00000000 PA USD 9477416.52000000 0.003657453647 Long DBT CORP US N 2 2023-03-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402N3R7 50853.17030000 PA USD 55624.21000000 0.000021466078 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FMU67 20000000.00000000 PA USD 21478200.00000000 0.008288706186 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.86200000 N N N N N N Dell International LLC / EMC Corp N/A 25272KAD5 48224000.00000000 PA USD 48521059.84000000 0.018724884248 Long DBT CORP US Y 2 2021-06-15 Fixed 4.42000000 N N N N N N Ginnie Mae I Pool N/A 36201U6P4 84591.70750000 PA USD 92053.54000000 0.000035524613 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31384MCQ3 8346.72000000 PA USD 8666.07000000 0.000003344344 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 312943DQ3 1491447.43000000 PA USD 1654910.07000000 0.000638650507 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283G2C0 11837.05000000 PA USD 13271.82000000 0.000005121761 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 7.50000000 N N N N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340AK8 2080000.00000000 PA USD 2058576.00000000 0.000794430242 Long DBT CORP US N 2 2022-08-01 Fixed 2.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZ37 17775723.44000000 PA USD 19186049.34000000 0.007404136559 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31401HV25 21889.49510000 PA USD 25178.61000000 0.000009716740 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31365DG58 515.09000000 PA USD 541.62000000 0.000000209017 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31414BXM7 170043.05400000 PA USD 189426.26000000 0.000073101964 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209T4T3 21650.08100000 PA USD 23488.61000000 0.000009064548 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Dallas Area Rapid Transit 75YWM81F2R6UQGJIEW47 235241LW4 4000000.00000000 PA USD 5339640.00000000 0.002060633903 Long DBT MUN US N 2 2048-12-01 Fixed 5.02200000 N N N N N N Ginnie Mae II Pool N/A 36202EW62 2503830.04000000 PA USD 3023700.27000000 0.001166883776 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 6.50000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BN8 18696000.00000000 PA USD 22679743.68000000 0.008752396930 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABA0 2603000.00000000 PA USD 2622782.80000000 0.001012164707 Long DBT CORP US N 2 2023-04-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJSD3 3037005.84000000 PA USD 3272252.31000000 0.001262803119 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138A1KK6 6785616.28000000 PA USD 7421428.53000000 0.002864022151 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129447H8 47789.58000000 PA USD 52710.00000000 0.000020341448 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AG5 8593000.00000000 PA USD 12324682.11000000 0.004756249073 Long DBT CORP US N 2 2034-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31409TUR7 26846.74110000 PA USD 31410.15000000 0.000012121569 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QBU1 15670000.00000000 PA USD 15772325.10000000 0.006086737651 Long DBT CORP GB N 2 2021-11-01 Fixed 3.56100000 N N N N N N Fannie Mae Pool N/A 3138WGSS4 5652420.93000000 PA USD 6047581.68000000 0.002333837457 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31408CY75 28790.08990000 PA USD 33955.03000000 0.000013103671 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N New York State Urban Development Corp 54930039Y2EMGXN6LM88 6500358W1 4000000.00000000 PA USD 4521080.00000000 0.001744741354 Long DBT MUN US N 2 2033-03-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 31297BK68 22219.08490000 PA USD 24532.54000000 0.000009467414 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XX3 419532900.00000000 PA USD 447981426.00000000 0.172881638921 Long DBT UST US N 2 2024-06-30 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJBW1 165533.79630000 PA USD 195212.35000000 0.000075334889 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384J4J5 16544.65000000 PA USD 17978.91000000 0.000006938286 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6UM8 336571.11000000 PA USD 382321.22000000 0.000147542543 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283G6V4 2388.17000000 PA USD 2709.67000000 0.000001045695 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 8.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NX60 29415201.75730000 PA USD 32084337.16000000 0.012381747255 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YB0 779658800.00000000 PA USD 846413186.50000000 0.326641441796 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc N/A 03522AAJ9 140959000.00000000 PA USD 158879117.70000000 0.061313439942 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Ginnie Mae I Pool N/A 36241KXY9 567874.07000000 PA USD 650051.13000000 0.000250862866 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407CJL2 27979.11330000 PA USD 32173.46000000 0.000012416140 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024NV0 2900000.00000000 PA USD 4616075.00000000 0.001781401114 Long DBT MUN US N 2 2050-04-01 Fixed 7.04300000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BT8 28695000.00000000 PA USD 29567041.05000000 0.011410291181 Long DBT CORP NL N 2 2026-05-10 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 3620AARB6 70815.78000000 PA USD 76952.68000000 0.000029697002 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213RXM4 34132.06060000 PA USD 36557.83000000 0.000014108124 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KFJ76 5860.47500000 PA USD 6978.60000000 0.000002693129 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31405HU48 193043.45000000 PA USD 231418.56000000 0.000089307318 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31408DT46 3707.63520000 PA USD 3752.50000000 0.000001448136 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 4.50000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAB9 14745000.00000000 PA USD 15012031.95000000 0.005793331009 Long DBT CORP US N 2 2023-02-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292GXD3 82271.46610000 PA USD 90710.05000000 0.000035006143 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36203EBR8 1277.24000000 PA USD 1360.26000000 0.000000524941 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31387JSQ0 3235.35000000 PA USD 3481.14000000 0.000001343415 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687DK9 8213000.00000000 PA USD 8681551.65000000 0.003350319434 Long DBT CORP US N 2 2026-11-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31417YY84 8357655.01000000 PA USD 9066718.46000000 0.003498960126 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDER0 55322.92000000 PA USD 57917.56000000 0.000022351111 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HS3 17519000.00000000 PA USD 20541027.50000000 0.007927039589 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N Fannie Mae Pool N/A 3138A9AD6 10528714.84000000 PA USD 11465981.04000000 0.004424865583 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 3.50000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AM5 7202000.00000000 PA USD 6499805.00000000 0.002508356096 Long DBT CORP US N 2 2021-10-15 Fixed 3.12500000 N N N N N N Ginnie Mae II Pool N/A 36202EW70 675401.52000000 PA USD 851661.05000000 0.000328666658 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 7.00000000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AP0 4000000.00000000 PA USD 3759560.00000000 0.001450861256 Long DBT CORP US N 2 2029-11-15 Fixed 3.00000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724PAB5 1000000.00000000 PA USD 1011650.00000000 0.000390408396 Long DBT CORP US N 2 2025-02-01 Fixed 1.90000000 N N N N N N Fannie Mae-Aces N/A 3136AKQM8 8325000.00000000 PA USD 8838486.00000000 0.003410882363 Long ABS-MBS USGSE US N 2 2024-06-25 Variable 3.05600000 N N N N N N Columbia Property Trust Operating Partnership LP 549300WBDIMT4TVGZ316 19828JAB4 13175000.00000000 PA USD 13144697.50000000 0.005072703275 Long DBT CORP US N 2 2026-08-15 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7JH7 181518.37000000 PA USD 198312.45000000 0.000076531256 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371H6R4 34130.32680000 PA USD 40127.71000000 0.000015485785 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030645 -243675000.00000000 PA USD -255439629.00000000 -0.09857734973 Short ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31391UNJ0 32853.72420000 PA USD 37817.59000000 0.000014594281 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RZT9 82375832.22790000 PA USD 87455949.80000000 0.033750345566 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GD6F4 2002865.08000000 PA USD 2204773.91000000 0.000850849845 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.00000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AH8 10458000.00000000 PA USD 13805187.48000000 0.005327594624 Long DBT CORP US N 2 2037-12-01 Fixed 6.40000000 N N N N N N Fannie Mae Pool N/A 3138EHFE7 1351469.34000000 PA USD 1594639.22000000 0.000615391232 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371KHZ7 27082.04000000 PA USD 31803.25000000 0.000012273272 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36203M7D6 6105.14000000 PA USD 6597.15000000 0.000002545922 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2AN2 1303515.94000000 PA USD 1452077.65000000 0.000560374938 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.50000000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_18-2 N/A 38013RAD7 6129899.84000000 PA USD 6087542.23000000 0.002349258734 Long ABS-CBDO CORP US N 2 2022-12-16 Fixed 2.81000000 N N N N N N Ginnie Mae II Pool N/A 36202F2A3 66224.50000000 PA USD 73624.43000000 0.000028412588 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209HMN2 13946.59000000 PA USD 15276.68000000 0.000005895462 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36211LDD1 21095.61000000 PA USD 24246.87000000 0.000009357170 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBLV7 71879.19000000 PA USD 74871.52000000 0.000028893856 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 5.00000000 N N N N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 53944VAP4 5600000.00000000 PA USD 5598040.00000000 0.002160353697 Long DBT CORP GB N 2 2021-05-07 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31417AEX3 512352.47000000 PA USD 556547.99000000 0.000214778834 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780082AD5 11818000.00000000 PA USD 11887135.30000000 0.004587394283 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65000000 N N N N N N Freddie Mac Gold Pool N/A 31292K4D6 7236310.25000000 PA USD 7957119.11000000 0.003070751850 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BS3 9064000.00000000 PA USD 7697873.92000000 0.002970705887 Long DBT CORP US N 2 2046-06-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31371KKK6 42695.19810000 PA USD 50098.97000000 0.000019333819 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312941NF0 2339051.23000000 PA USD 2572301.42000000 0.000992683311 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174824M3 23005000.00000000 PA USD 24214602.90000000 0.009344718312 Long DBT CORP US N 2 2022-11-01 Fixed 4.87500000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BN0 3190000.00000000 PA USD 2935916.50000000 0.001133006921 Long DBT CORP US N 2 2027-09-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31371FEE8 2403.16000000 PA USD 2819.00000000 0.000001087887 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31401KNC5 30494.28160000 PA USD 34182.87000000 0.000013191597 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468G7 22575000.00000000 PA USD 25096176.00000000 0.009684928404 Long DBT CORP US N 2 2030-01-23 Variable 4.43100000 N N N N N N Freddie Mac Gold Pool N/A 31292HGD0 8565.67000000 PA USD 9974.89000000 0.000003849434 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31374GGS0 2925.47000000 PA USD 3336.70000000 0.000001287674 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.00000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAQ4 8430000.00000000 PA USD 8019880.50000000 0.003094972256 Long DBT CORP US N 2 2024-09-12 Fixed 2.45000000 N N N N N N Ginnie Mae I Pool N/A 36211A6E1 4709.73000000 PA USD 4952.09000000 0.000001911073 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDA60 222220.19000000 PA USD 234391.19000000 0.000090454493 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 N/A 61690FAM5 4500000.00000000 PA USD 4710060.00000000 0.001817671101 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.30600000 N N N N N N Fannie Mae Pool N/A 31371MCC9 416162.89280000 PA USD 456497.40000000 0.000176168059 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PBZM9 4801.37200000 PA USD 4861.92000000 0.000001876275 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36203DF21 2273.46000000 PA USD 2433.81000000 0.000000939237 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31410G5F6 109822.08000000 PA USD 120135.47000000 0.000046361781 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210BVS1 14045.61000000 PA USD 15373.90000000 0.000005932980 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N NetApp Inc QTX3D84DZDD5JYOCYH15 64110DAF1 4550000.00000000 PA USD 4584944.00000000 0.001769387271 Long DBT CORP US N 2 2024-09-29 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36208DF26 3602.63000000 PA USD 4294.01000000 0.000001657112 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 8.00000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AG1 176000.00000000 PA USD 168064.16000000 0.000064858062 Long DBT CORP US N 2 2043-10-15 Fixed 5.15000000 N N N N N N Ginnie Mae I Pool N/A 36200NST9 140168.73240000 PA USD 160608.14000000 0.000061980691 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828SF8 273916000.00000000 PA USD 282519701.60000000 0.109027888670 Long DBT UST US N 2 2022-02-15 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31376KUJ3 3820.89160000 PA USD 3848.02000000 0.000001484999 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust 2015-GC34 54930070360RBP384M53 36250VAE2 5900000.00000000 PA USD 6092871.00000000 0.002351315173 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.27800000 N N N N N N Freddie Mac Gold Pool N/A 31297B4H2 41764.71000000 PA USD 47908.72000000 0.000018488574 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416M4T8 840185.78000000 PA USD 938521.12000000 0.000362187046 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FJ8 5590000.00000000 PA USD 5470541.70000000 0.002111150507 Long DBT CORP US N 2 2022-09-01 Fixed 3.45000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J3R8 34300000.00000000 PA USD 35452480.00000000 0.013681555730 Long DBT CORP US N 2 2026-07-27 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAX8 139789.43000000 PA USD 158340.89000000 0.000061105731 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 N/A 61690GAD3 1984930.78000000 PA USD 1998428.31000000 0.000771218495 Long ABS-MBS CORP US N 2 2047-02-15 Fixed 3.66900000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FAV5 13333000.00000000 PA USD 13308200.62000000 0.005135801175 Long DBT CORP US N 2 2021-05-10 Fixed 2.05000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CL5 2515000.00000000 PA USD 2400919.60000000 0.000926544921 Long DBT CORP US N 2 2044-10-01 Fixed 4.62500000 N N N N N N Freddie Mac Gold Pool N/A 31283G2P1 5457.83000000 PA USD 6198.79000000 0.000002392190 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 7.50000000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EKCS3 19925000.00000000 PA USD 20337646.75000000 0.007848552412 Long DBT USGSE US N 2 2021-03-11 Fixed 2.55000000 N N N N N N Ginnie Mae I Pool N/A 36200RE81 114758.01460000 PA USD 130103.46000000 0.000050208553 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FC2 2795000.00000000 PA USD 2840390.80000000 0.001096142358 Long DBT CORP US N 2 2043-03-01 Fixed 3.95000000 N N N N N N Ginnie Mae II Pool N/A 36202FZY5 12244145.70000000 PA USD 13638264.13000000 0.005263176814 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138EHAX0 3526410.84000000 PA USD 3873621.25000000 0.001494878919 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MM83 14419.70000000 PA USD 16037.88000000 0.000006189218 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31388KDS8 12871.36000000 PA USD 15610.26000000 0.000006024194 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36292EQ78 34858.04780000 PA USD 39509.51000000 0.000015247214 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C14 N/A 46640LAE2 1133200.19000000 PA USD 1167332.18000000 0.000450488097 Long ABS-MBS CORP US N 2 2046-08-15 Variable 3.76070000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXR6 22934903.27000000 PA USD 24689882.07000000 0.009528134492 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Reliance Steel & Aluminum Co 549300E287ZOFT3C5Z56 759509AE2 5810000.00000000 PA USD 5726800.80000000 0.002210044101 Long DBT CORP US N 2 2023-04-15 Fixed 4.50000000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616CHQ6 3500000.00000000 PA USD 3355240.00000000 0.001294829107 Long DBT CORP US N 2 2024-02-12 Variable 1.91200000 N N N N N N Freddie Mac Gold Pool N/A 3128LXB25 665502.26000000 PA USD 747538.72000000 0.000288484547 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AG4 3530000.00000000 PA USD 3595658.00000000 0.001387609422 Long DBT CORP US N 2 2029-07-30 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQ30 7015554.33000000 PA USD 7466163.38000000 0.002881285889 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31407YLD9 1094.11840000 PA USD 1109.52000000 0.000000428177 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410D3R9 2965.31470000 PA USD 3028.09000000 0.000001168577 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AN5 10915000.00000000 PA USD 11075123.05000000 0.004274028593 Long DBT CORP US N 2 2026-12-05 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KXFU0 206955.50960000 PA USD 244244.75000000 0.000094257105 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7QN6 4682344.75000000 PA USD 5109000.00000000 0.001971627040 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138EGZ49 1702910.80000000 PA USD 1850229.61000000 0.000714026762 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138XUV66 6490457.87000000 PA USD 6989833.70000000 0.002697464304 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJCS7 1431248.01820000 PA USD 1637462.23000000 0.000631917167 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31409EW56 147966.79360000 PA USD 162501.57000000 0.000062711389 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418BLU8 11018263.20000000 PA USD 11662170.50000000 0.004500577551 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 3.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233DAP2 2930000.00000000 PA USD 4171353.10000000 0.001609777367 Long DBT CORP US N 2 2033-01-15 Fixed 7.25000000 N N N N N N Ginnie Mae I Pool N/A 36207EM76 95058.75700000 PA USD 110222.53000000 0.000042536253 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UMH0 19217.20000000 PA USD 21503.47000000 0.000008298458 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AL2 7320000.00000000 PA USD 7229012.40000000 0.002789766358 Long DBT CORP US N 2 2025-03-04 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4FN8 225348.39840000 PA USD 266276.17000000 0.000102759306 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31402CU67 7740814.69210000 PA USD 8692702.67000000 0.003354622752 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NAY6 8693000.00000000 PA USD 8540872.50000000 0.003296029589 Long DBT CORP US N 2 2022-02-13 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 3140F7QM4 37278.57000000 PA USD 39561.14000000 0.000015267139 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 3.00000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BN1 26070000.00000000 PA USD 27306500.10000000 0.010537920138 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UAV1 4769000.00000000 PA USD 5451300.83000000 0.002103725215 Long DBT CORP US N 2 2035-06-15 Fixed 5.95000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FV0 16102000.00000000 PA USD 17135587.38000000 0.006612837627 Long DBT CORP US N 2 2049-05-15 Fixed 4.12500000 N N N N N N National Australia Bank Ltd F8SB4JFBSYQFRQEH3Z21 63253WAH4 16000000.00000000 PA USD 16246240.00000000 0.006269627342 Long DBT CORP AU Y 2 2021-03-16 Fixed 2.25000000 N N N N N N Stanford Health Care 5493005311WCPXQGDG42 85434VAA6 6350000.00000000 PA USD 7756334.50000000 0.002993266556 Long DBT CORP US N 2 2048-11-15 Fixed 3.79500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZB9 26891700.00000000 PA USD 27954728.90000000 0.010788079744 Long DBT UST US N 2 2027-02-28 Fixed 1.12500000 N N N N N N Csail 2015-C2 Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAT5 7400000.00000000 PA USD 7815140.00000000 0.003015960334 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 3.50400000 N N N N N N Continental Resources Inc/OK XXRTID9RYWOZ0UPIVR53 212015AS0 16281000.00000000 PA USD 7529962.50000000 0.002905906768 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N Fannie Mae-Aces N/A 3136B75M9 7910000.00000000 PA USD 8365299.60000000 0.003228273809 Long ABS-MBS USGSE US N 2 2029-09-25 Fixed 2.44400000 N N N N N N Fannie Mae Pool N/A 31418UC28 199785.06000000 PA USD 211038.95000000 0.000081442572 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286M7 1083400000.00000000 PA USD 1125717604.00000000 0.434428512092 Long DBT UST US N 2 2022-04-15 Fixed 2.25000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GGM0 28312000.00000000 PA USD 39218631.76000000 0.015134960829 Long DBT CORP US N 2 2041-02-01 Fixed 6.25000000 N N N N N N Ginnie Mae I Pool N/A 36203BL36 10.62000000 PA USD 11.31000000 0.000000004364 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 8.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAN8 6550000.00000000 PA USD 7898448.50000000 0.003048110127 Long DBT CORP CA N 2 2035-03-15 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 3138ELXU2 41102.36000000 PA USD 44925.70000000 0.000017337389 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.50000000 N N N N N N Adventist Health System/West 5493008YM33UCY5QPW83 007944AF8 6875000.00000000 PA USD 6772081.25000000 0.002613430909 Long DBT CORP US N 2 2029-03-01 Fixed 2.95200000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BC2 11265000.00000000 PA USD 11085210.60000000 0.004277921505 Long DBT CORP US N 2 2023-03-01 Fixed 3.50000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAL9 6060000.00000000 PA USD 6073392.60000000 0.002343798214 Long DBT CORP US N 2 2025-03-01 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31403DWC9 463987.08630000 PA USD 544600.20000000 0.000210168033 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36204PQM7 1474.70000000 PA USD 1590.35000000 0.000000613735 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418AW95 3069537.28000000 PA USD 3349479.08000000 0.001292605896 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AG6 3725000.00000000 PA USD 3131346.75000000 0.001208425900 Long DBT CORP CA N 2 2035-02-01 Fixed 5.85000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABD4 1120000.00000000 PA USD 1143497.60000000 0.000441290035 Long DBT CORP US N 2 2025-06-01 Fixed 3.37500000 N N N N N N QVC Inc 549300WBLU5NKPX5X472 747262AY9 5000000.00000000 PA USD 4431250.00000000 0.001710074833 Long DBT CORP US N 2 2027-02-15 Fixed 4.75000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PCP9 10900000.00000000 PA USD 12148050.00000000 0.004688084531 Long DBT CORP US N 2 2041-08-16 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 36241L3G9 7318.94000000 PA USD 8249.25000000 0.000003183488 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 6.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KK6 42460000.00000000 PA USD 42620498.80000000 0.016447783895 Long DBT CORP US N 2 2021-03-30 Fixed 2.70000000 N N N N N N Ginnie Mae I Pool N/A 36200DZA4 13122.57470000 PA USD 14587.19000000 0.000005629379 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208GHA9 9999.85000000 PA USD 11271.03000000 0.000004349631 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EF6 3050000.00000000 PA USD 2943250.00000000 0.001135837010 Long DBT CORP AU N 2 2034-07-24 Variable 4.11000000 N N N N N N Fannie Mae Pool N/A 31403FNK6 653659.28160000 PA USD 714626.08000000 0.000275783148 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081CY7 15814000.00000000 PA USD 24986594.42000000 0.009642639501 Long DBT CORP US N 2 2039-03-15 Fixed 7.20000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_18-1 N/A 02007MAE0 3330388.97000000 PA USD 3332953.37000000 0.001286228418 Long ABS-CBDO CORP US N 2 2022-06-15 Fixed 2.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128L03R1 151592.47880000 PA USD 181438.01000000 0.000070019198 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FU62 10042.83000000 PA USD 11084.57000000 0.000004277674 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 7.00000000 N N N N N N Banc of America Commercial Mortgage Trust 2015-UBS7 N/A 06054AAV1 2350000.00000000 PA USD 2437772.50000000 0.000940766917 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.42900000 N N N N N N Ginnie Mae II Pool N/A 36202FGD2 11048696.79000000 PA USD 12016452.14000000 0.004637299270 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FDX4 4585.63000000 PA USD 5087.25000000 0.000001963233 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 7.00000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAM0 4800000.00000000 PA USD 4814640.00000000 0.001858029832 Long DBT CORP US N 2 2030-02-22 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3140X4Y26 24999999.39000000 PA USD 26283999.36000000 0.010143324305 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209EVB5 10195.20000000 PA USD 10720.35000000 0.000004137117 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746SH5 37500000.00000000 PA USD 38340000.00000000 0.014795885837 Long DBT CORP US N 2 2026-10-23 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36206WZD0 1424.11000000 PA USD 1596.11000000 0.000000615958 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31418BD45 9050977.84000000 PA USD 9844658.09000000 0.003799176765 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417AEN5 3528555.73000000 PA USD 3843973.33000000 0.001483437416 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 3.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FQ5 12470000.00000000 PA USD 14721583.20000000 0.005681243202 Long DBT CORP US N 2 2048-03-01 Fixed 3.95000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFU8 27582000.00000000 PA USD 30282277.80000000 0.011686309995 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Ginnie Mae I Pool N/A 36201QTC7 33922.16320000 PA USD 37769.95000000 0.000014575896 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BX2 4780000.00000000 PA USD 4514710.00000000 0.001742283092 Long DBT CORP US N 2 2028-03-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138LUJN6 218102.60000000 PA USD 235265.09000000 0.000090791742 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200STN0 32949.28160000 PA USD 34813.88000000 0.000013435111 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C17 N/A 92938GAJ7 1150000.00000000 PA USD 1196966.00000000 0.000461924159 Long ABS-MBS CORP US N 2 2046-12-15 Variable 4.78800000 N N N N N N Cantor Commercial Real Estate Lending 2019-CF2 N/A 12528YAF0 8100000.00000000 PA USD 8224902.00000000 0.003174092619 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 2.87440000 N N N N N N Freddie Mac Gold Pool N/A 3128PTUX1 4534574.94000000 PA USD 4772821.51000000 0.001841891554 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C52 N/A 95002MAX7 2825000.00000000 PA USD 2844775.00000000 0.001097834275 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.89200000 N N N N N N Freddie Mac Gold Pool N/A 3128M1UD9 33066.10500000 PA USD 33571.36000000 0.000012955607 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 4.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBQ4 5380000.00000000 PA USD 7363659.80000000 0.002841728475 Long DBT CORP US N 2 2041-02-15 Fixed 5.95000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FX0 5355000.00000000 PA USD 5551100.10000000 0.002142239002 Long DBT CORP US N 2 2049-10-01 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31403DWK1 1489535.73000000 PA USD 1753973.01000000 0.000676880136 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AA9 6983000.00000000 PA USD 8451105.92000000 0.003261387542 Long DBT CORP US N 2 2040-09-01 Fixed 5.20000000 N N N N N N Fannie Mae Pool N/A 3138A4Y58 7995597.83000000 PA USD 8412488.30000000 0.003246484519 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179R4D8 32020334.88000000 PA USD 34627750.75000000 0.013363282391 Long ABS-MBS USGA US N 2 2046-03-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138M8J61 2941702.51000000 PA USD 3168654.86000000 0.001222823567 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AQ2 25425000.00000000 PA USD 27021435.75000000 0.010427910237 Long DBT CORP US N 2 2025-08-15 Fixed 3.80000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GJ6 10125000.00000000 PA USD 11467170.00000000 0.004425324418 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285L0 771193000.00000000 PA USD 803490562.80000000 0.310077064120 Long DBT UST US N 2 2021-11-15 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31410GJS3 1903255.56000000 PA USD 2233375.24000000 0.000861887456 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AN8 5500000.00000000 PA USD 5587615.00000000 0.002156330559 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Ginnie Mae I Pool N/A 36201JDM8 3675.74000000 PA USD 4074.45000000 0.000001572381 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200XHK8 10204.12710000 PA USD 10506.48000000 0.000004054582 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960BAL6 19351000.00000000 PA USD 19416986.91000000 0.007493258258 Long DBT CORP SE N 2 2021-03-30 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31374WHC9 6644.30000000 PA USD 7122.76000000 0.000002748762 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31384M7D8 18560.72000000 PA USD 20015.69000000 0.000007724305 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAE5 9575000.00000000 PA USD 8892781.25000000 0.003431835580 Long DBT CORP US N 2 2048-03-01 Fixed 4.85000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BD5 29432000.00000000 PA USD 35459084.96000000 0.013684104667 Long DBT CORP US N 2 2045-02-12 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31292HN34 246255.32160000 PA USD 291667.27000000 0.000112558049 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138ABDP1 1172880.50000000 PA USD 1274346.39000000 0.000491786220 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212UG88 15890.18000000 PA USD 19347.41000000 0.000007466407 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31389LUL1 6952.84250000 PA USD 8431.64000000 0.000003253875 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31410CV66 10110.14090000 PA USD 10349.45000000 0.000003993982 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371JBE3 31579.92320000 PA USD 37963.17000000 0.000014650462 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294UAB9 1746772.09000000 PA USD 1813411.45000000 0.000699818173 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31416WT44 2729017.79000000 PA USD 3028445.62000000 0.001168715066 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QT50 5833179.43840000 PA USD 6313308.44000000 0.002436384740 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.00000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAH4 22653000.00000000 PA USD 22430094.48000000 0.008656054179 Long DBT CORP US N 2 2027-09-01 Fixed 3.65000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 N/A 61690FAQ6 2875000.00000000 PA USD 2862781.25000000 0.001104783112 Long ABS-MBS CORP US N 2 2048-04-15 Variable 3.88300000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CF6 5600000.00000000 PA USD 5606720.00000000 0.002163703417 Long DBT CORP US N 2 2022-09-15 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 31298SME1 882.15000000 PA USD 1046.33000000 0.000000403791 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PDWJ5 701.88800000 PA USD 733.30000000 0.000000282989 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.00000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAG0 21505000.00000000 PA USD 19246975.00000000 0.007427648534 Long DBT CORP US N 2 2027-06-30 Fixed 5.12500000 N N N N N N Fannie Mae Pool N/A 31371LQV4 334130.56190000 PA USD 377905.01000000 0.000145838272 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJE3 5465000.00000000 PA USD 6835949.90000000 0.002638078620 Long DBT CORP US N 2 2040-07-15 Fixed 6.10000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDB5 7905000.00000000 PA USD 8160963.90000000 0.003149418106 Long DBT CORP US N 2 2022-03-15 Fixed 3.80000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FJXV6 4770000.00000000 PA USD 5709690.00000000 0.002203440829 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 4.05000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAV5 3950000.00000000 PA USD 4023746.50000000 0.001552814132 Long DBT CORP US N 2 2027-02-01 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 3138ERDR8 122368.18000000 PA USD 133919.74000000 0.000051681303 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418UVU5 4009823.18000000 PA USD 4450743.34000000 0.001717597557 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCY3 4445000.00000000 PA USD 4638224.15000000 0.001789948748 Long DBT CORP US N 2 2028-06-01 Fixed 4.25000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABM4 7075000.00000000 PA USD 6507231.25000000 0.002511221979 Long DBT CORP US N 2 2030-02-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31411D4M8 27759.01850000 PA USD 28817.47000000 0.000011121022 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 5.50000000 N N N N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 741503BC9 10510000.00000000 PA USD 10678265.10000000 0.004120876143 Long DBT CORP US N 2 2028-03-15 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXA59 763719.48000000 PA USD 842413.14000000 0.000325097773 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CX6 109679000.00000000 PA USD 116560260.50000000 0.044982063315 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAE4 375000.00000000 PA USD 533598.75000000 0.000205922435 Long DBT CORP CA N 2 2033-03-15 Fixed 5.75000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769GK4 52896000.00000000 PA USD 57270499.20000000 0.022101402399 Long DBT CORP DE N 2 2024-11-20 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31413HKH0 16284.59090000 PA USD 17246.20000000 0.000006655524 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7GA5 38482.42000000 PA USD 43734.12000000 0.000016877544 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 6.00000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CR7 7214000.00000000 PA USD 7213062.18000000 0.002783610968 Long DBT CORP US N 2 2024-04-01 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128KGKM9 157271.45340000 PA USD 176919.38000000 0.000068275402 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828RC6 113948000.00000000 PA USD 116743144.40000000 0.045052640501 Long DBT UST US N 2 2021-08-15 Fixed 2.12500000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAH8 8700000.00000000 PA USD 8914977.00000000 0.003440401198 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTM8 5951.15000000 PA USD 6722.60000000 0.000002594335 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 8.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DL2 1275000.00000000 PA USD 1435905.00000000 0.000554133710 Long DBT CORP US N 2 2029-01-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297RJR9 228406.07910000 PA USD 257863.61000000 0.000099512794 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208HR32 16882.27000000 PA USD 19961.93000000 0.000007703558 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.50000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBT2 5190000.00000000 PA USD 5362775.10000000 0.002069562027 Long DBT CORP US N 2 2047-12-01 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31375MV67 5324.63000000 PA USD 5513.55000000 0.000002127747 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 6.50000000 N N N N N N City of San Antonio TX Electric & Gas Systems Revenue 5493002G2FEH20Q4GQ04 796253T93 4085000.00000000 PA USD 5719490.20000000 0.002207222849 Long DBT MUN US N 2 2039-02-01 Fixed 5.98500000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 884903BQ7 9483000.00000000 PA USD 9790249.20000000 0.003778179694 Long DBT CORP CA N 2 2023-11-23 Fixed 4.30000000 N N N N N N District of Columbia Water & Sewer Authority 549300OT2FIJQJ5PSH71 254845JZ4 17250000.00000000 PA USD 22337025.00000000 0.008620137502 Long DBT MUN US N 2 2114-10-01 Fixed 4.81400000 N N N N N N Fannie Mae Pool N/A 31417YYA9 237457.72000000 PA USD 239502.23000000 0.000092426908 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 4.00000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BV2 13545000.00000000 PA USD 13547438.10000000 0.005228125913 Long DBT CORP US N 2 2025-03-01 Fixed 3.87500000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EA1 17990000.00000000 PA USD 20304773.30000000 0.007835866137 Long DBT NUSS CA N 2 2028-03-15 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31388CS35 162.44000000 PA USD 168.40000000 0.000000064987 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138ETXA9 6946922.02000000 PA USD 7476485.89000000 0.002885269475 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FMU4 37405.79260000 PA USD 41423.92000000 0.000015986009 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BP4 6120000.00000000 PA USD 6252008.40000000 0.002412728287 Long DBT CORP US N 2 2028-10-01 Fixed 4.65000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550AT5 4468000.00000000 PA USD 4685144.80000000 0.001808056014 Long DBT CORP US N 2 2042-11-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31409YBW6 64135.47090000 PA USD 75760.67000000 0.000029236990 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBH2 4100000.00000000 PA USD 3772000.00000000 0.001455662007 Long DBT CORP US N 2 2024-05-21 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128PEB64 1092.56860000 PA USD 1143.74000000 0.000000441383 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36203MA59 4545.94000000 PA USD 5357.34000000 0.000002067464 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 7.00000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AM8 2000000.00000000 PA USD 1187500.00000000 0.000458271111 Long DBT CORP US N 2 2045-06-01 Fixed 5.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128KLJB4 37979.82790000 PA USD 40706.02000000 0.000015708962 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179ME63 1220429.81000000 PA USD 1299123.12000000 0.000501347870 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31419A6R3 7309559.54000000 PA USD 7593462.83000000 0.002930412340 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31402RDE6 267564.85540000 PA USD 314907.78000000 0.000121526853 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31408HWL5 20412.50000000 PA USD 21374.13000000 0.000008248544 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31403EP27 43481.01200000 PA USD 48837.00000000 0.000018846809 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828P38 302602000.00000000 PA USD 314612273.40000000 0.121412813776 Long DBT UST US N 2 2023-01-31 Fixed 1.75000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179MAL7 15305000.00000000 PA USD 8857768.75000000 0.003418323818 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N Fannie Mae Pool N/A 31371HX94 9446.97000000 PA USD 11113.32000000 0.000004288769 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 6.50000000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 743263AG0 3025000.00000000 PA USD 3810411.00000000 0.001470485293 Long DBT CORP US N 2 2031-10-30 Fixed 7.00000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBC2 8489000.00000000 PA USD 9392399.38000000 0.003624644469 Long DBT CORP US N 2 2045-03-01 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31371H6S2 17616.25000000 PA USD 21755.01000000 0.000008395530 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141DD7 1550000.00000000 PA USD 1491255.00000000 0.000575493968 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960BAQ5 9938000.00000000 PA USD 9910372.36000000 0.003824536725 Long DBT CORP SE N 2 2021-09-07 Fixed 1.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MMMQ3 607552.79000000 PA USD 639473.61000000 0.000246780869 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MK74 39551184.20000000 PA USD 42952981.55000000 0.016576093150 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371FCU4 14399.66000000 PA USD 16125.32000000 0.000006222962 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36224YQN2 1822.01000000 PA USD 2018.64000000 0.000000779018 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 8.00000000 N N N N N N Fluor Corp CQ7WZ4NOFWT7FAE6Q943 343412AF9 7060000.00000000 PA USD 4942000.00000000 0.001907179650 Long DBT CORP US N 2 2028-09-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31407SME9 126717.41320000 PA USD 145024.28000000 0.000055966684 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 18974000.00000000 PA USD 19560296.60000000 0.007548563261 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 31293XSX7 8307.56000000 PA USD 9468.21000000 0.000003653900 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31389CEL9 34995.70160000 PA USD 39932.90000000 0.000015410605 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 5.50000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAT7 15731000.00000000 PA USD 16059777.90000000 0.006197669284 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 31391L5L5 20637.01810000 PA USD 24419.99000000 0.000009423979 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAN3 3744000.00000000 PA USD 4585426.56000000 0.001769573497 Long DBT CORP US N 2 2045-06-23 Fixed 5.25000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AU4 5475000.00000000 PA USD 5528381.25000000 0.002133471513 Long DBT CORP US N 2 2024-08-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQS8 1980.24000000 PA USD 2274.98000000 0.000000877943 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297TJ46 167029.56700000 PA USD 191233.82000000 0.000073799524 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BT5 20600000.00000000 PA USD 21609812.00000000 0.008339496904 Long DBT CORP GB N 2 2029-06-19 Variable 4.58300000 N N N N N N Ginnie Mae I Pool N/A 36202SFH6 12094.12470000 PA USD 14016.00000000 0.000005408949 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407CD53 1993168.99900000 PA USD 2276796.95000000 0.000878644437 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBH4 19775000.00000000 PA USD 20970596.50000000 0.008092815642 Long DBT CORP US N 2 2042-12-15 Fixed 4.30000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-1 N/A 03066HAD9 4124904.20000000 PA USD 4134845.22000000 0.001595688519 Long ABS-CBDO CORP US N 2 2022-12-19 Fixed 3.07000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CJ2 16913000.00000000 PA USD 7230307.50000000 0.002790266153 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N Morgan Stanley Capital I Trust 2020-L4 N/A 61770KAX3 10525000.00000000 PA USD 10602148.25000000 0.004091501698 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.69800000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BU1 27072000.00000000 PA USD 36117567.36000000 0.013938221266 Long DBT CORP US Y 2 2045-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KEB93 32761.07140000 PA USD 38778.62000000 0.000014965154 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBC6 17305000.00000000 PA USD 17896484.90000000 0.006906477503 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31409YSP3 9829.20350000 PA USD 10032.27000000 0.000003871578 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312926V39 1000.32570000 PA USD 1158.48000000 0.000000447071 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YC8 97350000.00000000 PA USD 99023446.50000000 0.038214387313 Long DBT UST US N 2 2021-08-31 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36208HML7 2687.00000000 PA USD 3077.13000000 0.000001187502 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138EQKT8 18429609.93000000 PA USD 20541458.93000000 0.007927206083 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3A6 93374251.11000000 PA USD 98676974.83000000 0.038080679560 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAF7 4450000.00000000 PA USD 4307466.50000000 0.001662305231 Long DBT CORP US N 2 2047-10-01 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31371FDM1 587.07000000 PA USD 642.27000000 0.000000247860 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 6.50000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAR3 36532000.00000000 PA USD 37179347.04000000 0.014347975333 Long DBT CORP US N 2 2023-03-01 Fixed 2.72600000 N N N N N N Fannie Mae Pool N/A 3140EBJ85 110681.88000000 PA USD 117720.14000000 0.000045429675 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BU3 23667000.00000000 PA USD 23805451.95000000 0.009186821840 Long DBT CORP US Y 2 2023-07-15 Fixed 3.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BK6 24267000.00000000 PA USD 18984316.77000000 0.007326285436 Long DBT CORP US N 2 2045-11-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296PEW8 372337.27480000 PA USD 405493.91000000 0.000156485174 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FMT8 2170000.00000000 PA USD 2567066.60000000 0.000990663128 Long DBT MUN US N 2 2039-03-15 Fixed 5.62800000 N N N N N N Fannie Mae Pool N/A 31388BJ29 2417.42820000 PA USD 2525.17000000 0.000000974494 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XZW0 37329.17750000 PA USD 42446.26000000 0.000016380542 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAH4 7855000.00000000 PA USD 8059622.75000000 0.003110309287 Long DBT CORP US N 2 2021-05-24 Fixed 4.25000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032633 -60975000.00000000 PA USD -64278015.75000000 -0.02480569073 Short ABS-MBS USGSE US N 2 2050-03-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M86L3 3143956.02000000 PA USD 3598855.02000000 0.001388843193 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BM9 9250000.00000000 PA USD 10334932.50000000 0.003988379796 Long DBT NUSS JP N 2 2027-07-21 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MCWR2 2035268.50000000 PA USD 2149874.47000000 0.000829663464 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C17 N/A 46640UAH5 1100000.00000000 PA USD 1143076.00000000 0.000441127334 Long ABS-MBS CORP US N 2 2047-01-15 Fixed 4.45840000 N N N N N N Ginnie Mae I Pool N/A 36200WBW0 20344.53080000 PA USD 21407.53000000 0.000008261433 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128E5M22 10417.12000000 PA USD 11612.38000000 0.000004481362 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 4.00000000 N N N N N N Panama Government International Bond N/A 698299BG8 14155000.00000000 PA USD 15216625.00000000 0.005872286028 Long DBT NUSS PA N 2 2047-05-15 Fixed 4.50000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAF5 8163000.00000000 PA USD 9458794.62000000 0.003650267223 Long DBT CORP US N 2 2042-09-21 Fixed 3.70000000 N N N N N N Lubrizol Corp/The 549300TW3R1QXAWGC017 549271AF1 5350000.00000000 PA USD 6924344.50000000 0.002672191202 Long DBT CORP US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208TED8 8069.73000000 PA USD 8781.72000000 0.000003388975 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664BL4 4935000.00000000 PA USD 6769142.10000000 0.002612296654 Long DBT CORP US N 2 2040-01-15 Fixed 5.75000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CD9 6320000.00000000 PA USD 6389583.20000000 0.002465820124 Long DBT CORP US N 2 2022-05-20 Fixed 2.75000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776696AE6 4193000.00000000 PA USD 4230149.98000000 0.001632467818 Long DBT CORP US N 2 2022-11-15 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3132L5FA6 8787932.62000000 PA USD 9318108.59000000 0.003595974723 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371MM87 379250.69000000 PA USD 424138.80000000 0.000163680471 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WDMP3 33158928.75000000 PA USD 35900177.39000000 0.013854327756 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31415SNF5 35952.75000000 PA USD 41655.58000000 0.000016075409 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.50000000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616CAC4 3225000.00000000 PA USD 3633123.75000000 0.001402067924 Long DBT CORP US N 2 2047-02-13 Fixed 4.62500000 N N N N N N State of Oregon Department of Transportation N/A 68607DNL5 6040000.00000000 PA USD 8299503.60000000 0.003202882310 Long DBT MUN US N 2 2034-11-15 Fixed 5.83400000 N N N N N N Freddie Mac Gold Pool N/A 31335GL60 5115.96000000 PA USD 5713.56000000 0.000002204934 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 7.50000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBX2 52000000.00000000 PA USD 51972440.00000000 0.020056815047 Long DBT CORP US N 2 2050-04-01 Fixed 3.60000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L5Q0 2000000.00000000 PA USD 1991600.00000000 0.000768583365 Long DBT CORP US N 2 2023-03-01 Fixed 2.62500000 N N N N N N Ginnie Mae II Pool N/A 36202EJJ9 1376240.40000000 PA USD 1601352.04000000 0.000617981793 Long ABS-MBS USGA US N 2 2036-06-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMKP7 114615.00000000 PA USD 120933.72000000 0.000046669836 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297GK26 43501.01460000 PA USD 46292.91000000 0.000017865013 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294L6X6 790073.19000000 PA USD 831836.46000000 0.000321016100 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31405JVV3 10183.42210000 PA USD 11916.44000000 0.000004598703 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664AR1 5147000.00000000 PA USD 3612216.07000000 0.001393999389 Long DBT CORP US N 2 2044-01-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31407PG93 6224.68890000 PA USD 6288.31000000 0.000002426737 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WHXU1 12393150.31000000 PA USD 13179247.83000000 0.005086036680 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 313615MX1 247.74000000 PA USD 287.07000000 0.000000110783 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828VS6 511760000.00000000 PA USD 548703954.40000000 0.211751723205 Long DBT UST US N 2 2023-08-15 Fixed 2.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CW8 55060000.00000000 PA USD 58064073.60000000 0.022407652692 Long DBT CORP US N 2 2025-03-25 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31402DGM6 8051582.23390000 PA USD 9448048.66000000 0.003646120223 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209KPF9 5261.45000000 PA USD 5674.05000000 0.000002189686 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293VH62 4405.80000000 PA USD 5387.76000000 0.000002079204 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BZ2 28387000.00000000 PA USD 33339112.15000000 0.012865980628 Long DBT CORP US N 2 2045-05-01 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128PWRP5 1934111.43000000 PA USD 2025130.71000000 0.000781523286 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 48128BAB7 49731000.00000000 PA USD 50144264.61000000 0.019351299284 Long DBT CORP US N 2 2023-01-15 Fixed 2.97200000 N N N N N N Freddie Mac Gold Pool N/A 3128P7RZ8 1985838.26000000 PA USD 2111462.39000000 0.000814839761 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PWD62 14371.58000000 PA USD 15058.69000000 0.000005811336 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31403AQ73 78036.60820000 PA USD 89247.35000000 0.000034441669 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140HNY89 34178287.23000000 PA USD 36469599.61000000 0.014074074917 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154CV9 8900000.00000000 PA USD 9159613.00000000 0.003534809292 Long DBT NUSS KR N 2 2021-11-27 Fixed 3.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCM1 30640000.00000000 PA USD 39477188.80000000 0.015234741227 Long DBT CORP US N 2 2048-10-15 Fixed 4.70000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBG3 14600000.00000000 PA USD 13304250.00000000 0.005134276581 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXQC7 423720.45000000 PA USD 499430.82000000 0.000192736603 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384DWR9 3553.71000000 PA USD 3706.59000000 0.000001430419 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXD7 30986598.33000000 PA USD 32727425.42000000 0.012629923063 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust 2013-GC16 N/A 36248GAE0 844382.05000000 PA USD 860197.33000000 0.000331960915 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 3.81300000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4C1 43155969.95000000 PA USD 46806965.01000000 0.018063393601 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAG5 32426000.00000000 PA USD 28332217.50000000 0.010933757319 Long DBT CORP US N 2 2024-12-01 Fixed 4.87500000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AG5 19955000.00000000 PA USD 22232464.15000000 0.008579786161 Long DBT CORP US N 2 2042-01-15 Fixed 4.95000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2019-COR4 N/A 48128YAW1 13000000.00000000 PA USD 14289600.00000000 0.005514535478 Long ABS-MBS CORP US N 2 2052-03-10 Fixed 4.02910000 N N N N N N Ginnie Mae II Pool N/A 36179S2P1 21534556.39000000 PA USD 22970265.26000000 0.008864512843 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296MCM9 193012.39620000 PA USD 218505.47000000 0.000084323995 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RZ3 714604000.00000000 PA USD 936467103.90000000 0.361394375574 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661CV7 2300000.00000000 PA USD 2287925.00000000 0.000882938891 Long DBT CORP US N 2 2021-11-15 Fixed 3.80000000 N N N N N N Ginnie Mae I Pool N/A 36208LQT7 1324.38000000 PA USD 1425.79000000 0.000000550230 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292YRE9 1886.18000000 PA USD 1954.08000000 0.000000754103 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DC90 5421.21500000 PA USD 6465.99000000 0.000002495306 Long ABS-MBS USGA US N 2 2029-08-20 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DJA0 2473.48500000 PA USD 3032.34000000 0.000001170217 Long ABS-MBS USGA US N 2 2030-08-20 Fixed 7.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769JD7 16540000.00000000 PA USD 16773379.40000000 0.006473057034 Long DBT CORP DE N 2 2029-09-14 Fixed 1.75000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457BQ0 1900000.00000000 PA USD 1932452.00000000 0.000745757412 Long DBT CORP US N 2 2022-05-15 Fixed 2.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXCX2 1459040.55000000 PA USD 1527309.06000000 0.000589407681 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132AENL6 12126385.77000000 PA USD 12788728.96000000 0.004935330560 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CRD8 38560353.17000000 PA USD 41310091.95000000 0.015942081492 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140E0E35 6829653.57000000 PA USD 7282732.79000000 0.002810497729 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AT4 10461000.00000000 PA USD 11319429.66000000 0.004368309572 Long DBT CORP US N 2 2039-03-01 Fixed 4.55000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AS5 16842000.00000000 PA USD 15157800.00000000 0.005849584724 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GZ66 47585.97740000 PA USD 52722.41000000 0.000020346237 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138WGZD9 12382542.31000000 PA USD 13515544.93000000 0.005215817939 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HYK4 1929811.84420000 PA USD 2146741.99000000 0.000828454601 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GL39 611.28000000 PA USD 694.46000000 0.000000268000 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SJT5 8335270.70300000 PA USD 8793377.18000000 0.003393474305 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31382QQ65 11534.44000000 PA USD 12815.34000000 0.000004945600 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N UBS-Barclays Commercial Mortgage Trust 2013-C6 549300G1IXWLFE766Q13 90349GBF1 7716000.00000000 PA USD 7824486.96000000 0.003019567443 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.24430000 N N N N N N Ginnie Mae I Pool N/A 36200XVL0 200939.47390000 PA USD 222608.79000000 0.000085907518 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VVP7 8937.85000000 PA USD 10679.75000000 0.000004121449 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.50000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 891160MJ9 1415000.00000000 PA USD 1406156.25000000 0.000542653295 Long DBT CORP CA N 2 2031-09-15 Variable 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36209YUF3 3011.26000000 PA USD 3515.68000000 0.000001356744 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Husky Energy Inc N/A 448055AK9 15898000.00000000 PA USD 13179283.02000000 0.005086050260 Long DBT CORP CA N 2 2024-04-15 Fixed 4.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBE4 14059000.00000000 PA USD 14251608.30000000 0.005499874006 Long DBT CORP GB N 2 2023-02-15 Variable 4.61000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDGN7 12631.76000000 PA USD 13557.79000000 0.000005232120 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 5.00000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866BD9 3750000.00000000 PA USD 3693600.00000000 0.001425406466 Long DBT CORP US N 2 2029-11-15 Fixed 2.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBGS0 18323.87730000 PA USD 19124.63000000 0.000007380434 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-C32 549300VOKB4Z9J8DIM89 94989YBA0 3084000.00000000 PA USD 3180159.12000000 0.001227263205 Long ABS-MBS CORP US N 2 2059-01-15 Fixed 3.32400000 N N N N N N NISSAN AUTO LEASE TRUST NALT_20-A N/A 65479NAE4 1050000.00000000 PA USD 1039206.00000000 0.000401042601 Long ABS-CBDO CORP US N 2 2025-04-15 Fixed 1.88000000 N N N N N N Schlumberger Investment SA 529900EZ29I5KXPV2J32 806854AH8 18390000.00000000 PA USD 18260166.60000000 0.007046826822 Long DBT CORP LU N 2 2023-12-01 Fixed 3.65000000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AB4 9805000.00000000 PA USD 11725211.20000000 0.004524905746 Long DBT CORP US N 2 2052-07-01 Fixed 4.12500000 N N N N N N Ginnie Mae I Pool N/A 36220PKP6 56.37000000 PA USD 57.97000000 0.000000022371 Long ABS-MBS USGA US N 2 2020-06-15 Fixed 9.00000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AK5 15586000.00000000 PA USD 15433413.06000000 0.005955947253 Long DBT CORP US N 2 2026-06-15 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31417Y3Z8 175148.87000000 PA USD 178389.12000000 0.000068842594 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 3.50000000 N N N N N N Indiana Michigan Power Co JHR9V15J0ZRG02MIRD06 454889AT3 5375000.00000000 PA USD 5692662.50000000 0.002196869704 Long DBT CORP US N 2 2048-08-15 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4DL4 314979.97000000 PA USD 371084.20000000 0.000143206037 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 929089AD2 7235000.00000000 PA USD 7146443.60000000 0.002757902025 Long DBT CORP US N 2 2024-07-15 Fixed 3.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C43 549300RVQJTKIK3XGD11 95001LAX0 2742000.00000000 PA USD 2853846.18000000 0.001101334957 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.15200000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RG5 432981000.00000000 PA USD 607931302.90000000 0.234608298239 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154DB2 15000000.00000000 PA USD 15423750.00000000 0.005952218158 Long DBT NUSS KR N 2 2025-02-12 Fixed 1.87500000 N N N N N N Ginnie Mae I Pool N/A 36290TF20 67886.95790000 PA USD 78448.13000000 0.000030274115 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31404AA87 242956.07640000 PA USD 272893.12000000 0.000105312870 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2FR8 655219.34000000 PA USD 742225.92000000 0.000286434271 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31404WRF5 209824.62690000 PA USD 237133.30000000 0.000091512708 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371LEW5 189021.77000000 PA USD 212277.12000000 0.000081920397 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N CNH Industrial NV 549300WGC2HZ5J67V817 12594KAB8 5874000.00000000 PA USD 5599449.24000000 0.002160897540 Long DBT CORP NL N 2 2027-11-15 Fixed 3.85000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDD1 8650000.00000000 PA USD 8753886.50000000 0.003378234357 Long DBT CORP US N 2 2022-10-15 Fixed 2.37500000 N N N N N N Choice Hotels International Inc 5493003CYRY5RFGTIR97 169905AE6 1750000.00000000 PA USD 1629495.00000000 0.000628842514 Long DBT CORP US N 2 2022-07-01 Fixed 5.75000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAD7 4575000.00000000 PA USD 4551987.75000000 0.001756669042 Long DBT CORP US N 2 2027-09-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31407EKQ5 6246.17560000 PA USD 6284.46000000 0.000002425251 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AC9 7510000.00000000 PA USD 8105843.40000000 0.003128146415 Long DBT CORP US N 2 2024-02-15 Fixed 4.87500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CY4 21286000.00000000 PA USD 20752147.12000000 0.008008513293 Long DBT CORP US N 2 2025-01-28 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MCQF5 42791.30000000 PA USD 45217.99000000 0.000017450188 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15189WAH3 6750000.00000000 PA USD 8060445.00000000 0.003110626604 Long DBT CORP US N 2 2041-01-15 Fixed 5.85000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BG7 8725000.00000000 PA USD 8553030.25000000 0.003300721417 Long DBT CORP US N 2 2030-01-24 Fixed 2.40000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BF5 12166000.00000000 PA USD 12691814.52000000 0.004897930065 Long DBT CORP US N 2 2025-03-15 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36292CAA2 30156.99830000 PA USD 32220.34000000 0.000012434232 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.00000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938LBB9 6875000.00000000 PA USD 6170312.50000000 0.002381200817 Long DBT CORP LU N 2 2024-07-16 Fixed 3.60000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10 549300P1YQ48837ZOI22 61762MBW0 8000000.00000000 PA USD 8398800.00000000 0.003241202033 Long ABS-MBS CORP US N 2 2046-07-15 Variable 4.08270000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAF8 5881000.00000000 PA USD 5851712.62000000 0.002258249136 Long DBT CORP US N 2 2021-08-09 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 36204J6T8 1390.25000000 PA USD 1494.70000000 0.000000576823 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31409YD61 10143.84880000 PA USD 11874.49000000 0.000004582514 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291KAM9 69942.68000000 PA USD 74260.94000000 0.000028658226 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CK3 2000000.00000000 PA USD 2024120.00000000 0.000781133240 Long DBT CORP US N 2 2023-05-15 Fixed 2.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4KM4 14595.38000000 PA USD 17195.55000000 0.000006635977 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDK5 2175000.00000000 PA USD 2411705.25000000 0.000930707239 Long DBT CORP US N 2 2028-06-15 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31410NS90 10327.66310000 PA USD 10638.22000000 0.000004105422 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138MBMB9 11906842.90000000 PA USD 12826289.31000000 0.004949825569 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BY69 3214828.11000000 PA USD 3698370.41000000 0.001427247427 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31388CTQ3 1971.87000000 PA USD 2051.89000000 0.000000791850 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FP75 12955635.98000000 PA USD 14612661.82000000 0.005639209078 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201MSM5 40257.42900000 PA USD 44618.11000000 0.000017218687 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EK2D6 6668572.17000000 PA USD 7290149.78000000 0.002813360038 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746AF5 7500000.00000000 PA USD 7633200.00000000 0.002945747411 Long DBT CORP US N 2 2023-05-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31388WLB0 8477.42000000 PA USD 9642.81000000 0.000003721281 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36203CK43 8318.61000000 PA USD 9021.53000000 0.000003481521 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBK1 14310000.00000000 PA USD 12856247.10000000 0.004961386655 Long DBT CORP US N 2 2023-05-09 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31387N3C9 7179.56000000 PA USD 7503.36000000 0.000002895640 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599DC6 14463000.00000000 PA USD 7665390.00000000 0.002958169935 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N Globe Life Inc 5493001JFHKQOPP6XA71 891027AS3 4947000.00000000 PA USD 4994144.91000000 0.001927303024 Long DBT CORP US N 2 2028-09-15 Fixed 4.55000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AE9 2040000.00000000 PA USD 2529600.00000000 0.000976204298 Long DBT CORP GB N 2 2032-11-27 Fixed 7.35000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EK0 6264000.00000000 PA USD 6288868.08000000 0.002426952899 Long DBT CORP US N 2 2046-08-15 Fixed 3.35000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AB6 1540000.00000000 PA USD 1655207.40000000 0.000638765251 Long DBT CORP US N 2 2023-06-15 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31410FDU6 16210.26660000 PA USD 19202.03000000 0.000007410303 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HAL8 1328.54000000 PA USD 1546.50000000 0.000000596813 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 8.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BY3 16450000.00000000 PA USD 16784593.00000000 0.006477384503 Long DBT CORP US Y 2 2022-05-16 Fixed 2.60000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 18045000.00000000 PA USD 14386195.80000000 0.005551813006 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AQ7 2250000.00000000 PA USD 2284132.50000000 0.000881475318 Long DBT CORP US N 2 2024-08-06 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 3138WCXW8 11629626.41000000 PA USD 12409858.05000000 0.004789119534 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-P2 N/A 95000AAV9 4700000.00000000 PA USD 4894251.00000000 0.001888752713 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.65600000 N N N N N N Freddie Mac Gold Pool N/A 3132J62G8 7827430.06000000 PA USD 8212148.25000000 0.003169170787 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N New York City Housing Development Corp 549300SQWVHKBRF8D702 64966TFD1 150000.00000000 PA USD 155506.50000000 0.000060011904 Long DBT MUN US N 2 2048-02-15 Fixed 3.70900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828J43 964382000.00000000 PA USD 990449245.50000000 0.382226759621 Long DBT UST US N 2 2022-02-28 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 3138AVQA6 844581.82000000 PA USD 928609.27000000 0.000358361939 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Anadarko Petroleum Corp B78FQ7XBQFLP4AYJ6F79 032511BP1 100000.00000000 PA USD 51269.00000000 0.000019785348 Long DBT CORP US N 2 2046-03-15 Fixed 6.60000000 N N N N N N Ginnie Mae I Pool N/A 36225B6K9 115700.17590000 PA USD 138296.42000000 0.000053370319 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UK27 9221066.89000000 PA USD 10115141.54000000 0.003903559714 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 5.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022642 496725000.00000000 PA USD 514577296.50000000 0.198581818815 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8FX4 5779317.98000000 PA USD 6160406.21000000 0.002377377855 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 3.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HC3 14450000.00000000 PA USD 14637272.00000000 0.005648706454 Long DBT CORP N/A N 2 2021-06-15 Fixed 1.62500000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAH4 14989000.00000000 PA USD 17121634.92000000 0.006607453198 Long DBT CORP LU N 2 2044-06-15 Fixed 4.85000000 N N N N N N Fannie Mae Pool N/A 31409JFA3 12695.90680000 PA USD 13053.93000000 0.000005037674 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.50000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAR3 5422000.00000000 PA USD 4066500.00000000 0.001569313243 Long DBT CORP US N 2 2023-06-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213TF81 324438.28100000 PA USD 366676.90000000 0.000141505204 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36204YUZ4 3852.22000000 PA USD 4143.06000000 0.000001598858 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31404VFH6 103522.06970000 PA USD 118284.32000000 0.000045647399 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 03524BAE6 9936000.00000000 PA USD 10346058.72000000 0.003992673544 Long DBT CORP US N 2 2024-02-01 Fixed 3.70000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BG7 9343000.00000000 PA USD 11956704.25000000 0.004614241811 Long DBT CORP US N 2 2041-03-01 Fixed 5.30000000 N N N N N N Ginnie Mae I Pool N/A 36213UJE1 21326.91590000 PA USD 22298.14000000 0.000008605131 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208YGM5 10338.68000000 PA USD 11082.34000000 0.000004276813 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31387MA82 65895.66450000 PA USD 73030.19000000 0.000028183264 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M56L9 88702.24800000 PA USD 102267.48000000 0.000039466300 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.50000000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568AZ3 7000000.00000000 PA USD 6444340.00000000 0.002486951458 Long DBT CORP US N 2 2027-09-25 Fixed 3.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828L57 363140000.00000000 PA USD 375849900.00000000 0.145045180289 Long DBT UST US N 2 2022-09-30 Fixed 1.75000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459056LD7 14100000.00000000 PA USD 16848795.00000000 0.006502160858 Long DBT CORP N/A N 2 2023-01-19 Fixed 7.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EK0 35690000.00000000 PA USD 39309322.90000000 0.015169959675 Long DBT UST US N 2 2021-08-15 Fixed 8.12500000 N N N N N N Fannie Mae Pool N/A 31407T2E9 6136.47510000 PA USD 6192.69000000 0.000002389836 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296Q2T5 3037643.25000000 PA USD 3326037.10000000 0.001283559343 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31413BTE1 7226.79750000 PA USD 8438.95000000 0.000003256696 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128NHRK1 289874.05100000 PA USD 312855.27000000 0.000120734764 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 3.75500000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C18 549300O5GNH0TNJ6B119 96221QAB9 7165.74000000 PA USD 7182.01000000 0.000002771627 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 3.02700000 N N N N N N Fannie Mae Pool N/A 31368HH71 131.50000000 PA USD 152.02000000 0.000000058666 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 7.50000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BG7 2950000.00000000 PA USD 3066112.00000000 0.001183250994 Long DBT CORP US N 2 2023-09-28 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31410X5F9 9105.70940000 PA USD 9317.78000000 0.000003595847 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.00000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAE5 29000000.00000000 PA USD 34925860.00000000 0.013478326482 Long DBT CORP US Y 2 2049-01-25 Fixed 5.57600000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375CJ9 7067000.00000000 PA USD 7622466.20000000 0.002941605104 Long DBT CORP CA N 2 2026-03-01 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36207HU21 899.11000000 PA USD 1030.29000000 0.000000397601 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 8.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDS8 14072000.00000000 PA USD 14572541.04000000 0.005623725967 Long DBT CORP US N 2 2029-08-15 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31293XAT5 7537.05000000 PA USD 7883.68000000 0.000003042410 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7W58 12535098.04000000 PA USD 13235057.91000000 0.005107574488 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 3.00000000 N N N N N N Chevron Corp N/A 166764BG4 19100000.00000000 PA USD 19086821.00000000 0.007365843101 Long DBT CORP US N 2 2021-05-16 Fixed 2.10000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AF0 8864000.00000000 PA USD 8330475.84000000 0.003214834885 Long DBT CORP US N 2 2042-07-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213TGW7 26372.92140000 PA USD 29204.32000000 0.000011270312 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBL4 2076000.00000000 PA USD 2248640.16000000 0.000867778380 Long DBT CORP US N 2 2029-02-01 Fixed 4.37500000 N N N N N N Delta Air Lines 2015-1 Class AA Pass Through Trust N/A 24736XAA6 3179231.87850000 PA USD 3126043.33000000 0.001206379244 Long DBT CORP US N 2 2027-07-30 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36211RSP5 333914.95210000 PA USD 363506.50000000 0.000140281707 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAH0 7810000.00000000 PA USD 7645833.80000000 0.002950622953 Long DBT CORP US N 2 2023-06-15 Fixed 3.12500000 N N N N N N Ginnie Mae I Pool N/A 36207EJ21 65107.43250000 PA USD 74960.14000000 0.000028928056 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159JAA4 17278000.00000000 PA USD 17621141.08000000 0.006800218876 Long DBT CORP US N 2 2022-07-15 Fixed 2.95000000 N N N N N N Ginnie Mae II Pool N/A 36179R7L7 15571742.34060000 PA USD 17054327.93000000 0.006581478588 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 4.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKL2 12100000.00000000 PA USD 12282952.00000000 0.004740144901 Long DBT CORP US N 2 2024-03-18 Fixed 3.65000000 N N N N N N Ginnie Mae I Pool N/A 36290R6X6 200189.86000000 PA USD 218523.25000000 0.000084330857 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YM0 6604000.00000000 PA USD 8817726.84000000 0.003402871144 Long DBT MUN US N 2 2057-04-01 Fixed 6.65500000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBJ6 13674000.00000000 PA USD 13714475.04000000 0.005292587558 Long DBT CORP US N 2 2027-06-15 Fixed 3.41000000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AH8 7750000.00000000 PA USD 7903217.50000000 0.003049950544 Long DBT CORP US N 2 2024-12-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31410KJY1 8023563.16000000 PA USD 9396635.52000000 0.003626279249 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.00000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PDF0 17280000.00000000 PA USD 17379360.00000000 0.006706912532 Long DBT CORP US N 2 2025-09-17 Fixed 3.15000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591ED0 2550000.00000000 PA USD 3909787.50000000 0.001508835928 Long DBT USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31413TVE9 272598.03250000 PA USD 319103.26000000 0.000123145941 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31383SYW4 4571.23000000 PA USD 4942.92000000 0.000001907534 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138AP7F9 2029142.00000000 PA USD 2141150.64000000 0.000826296829 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.50000000 N N N N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340AL6 4225000.00000000 PA USD 4553789.50000000 0.001757364360 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBC4 1000000.00000000 PA USD 1084950.00000000 0.000418695783 Long DBT CORP US N 2 2028-09-14 Fixed 3.62500000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAH4 15150000.00000000 PA USD 15011832.00000000 0.005793253846 Long DBT CORP US N 2 2029-12-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36202VUY5 127132.30890000 PA USD 138534.81000000 0.000053462316 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJCK4 1767588.56290000 PA USD 2022085.96000000 0.000780348279 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EH3V2 11389857.67000000 PA USD 12376674.94000000 0.004776313757 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AW4 9900000.00000000 PA USD 10143837.00000000 0.003914633651 Long DBT CORP JP N 2 2021-07-26 Fixed 3.53500000 N N N N N N Fannie Mae Pool N/A 3140H6CU1 3044663.26000000 PA USD 3248747.04000000 0.001253732141 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TAJ4 22737664.04000000 PA USD 24100787.00000000 0.009300795332 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAZ8 29700000.00000000 PA USD 29323404.00000000 0.011316268595 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N Ginnie Mae I Pool N/A 36200ACQ0 18882.46640000 PA USD 20038.83000000 0.000007733235 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AN9 3780000.00000000 PA USD 3533430.60000000 0.001363595090 Long DBT CORP US N 2 2046-09-15 Fixed 4.20000000 N N N N N N Philippine Government International Bond N/A 718286CG0 19900000.00000000 PA USD 21764630.00000000 0.008399243108 Long DBT NUSS PH N 2 2029-01-14 Fixed 3.75000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DP0 1831000.00000000 PA USD 2057165.12000000 0.000793885765 Long DBT CORP US N 2 2043-04-15 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36207ENA8 208696.24700000 PA USD 232351.97000000 0.000089667533 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMW82 1682542.37000000 PA USD 1767847.27000000 0.000682234386 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31288HZ60 91704.86780000 PA USD 99887.69000000 0.000038547909 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212HGS3 13616.66000000 PA USD 14805.12000000 0.000005713481 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31413NVM4 28116.40570000 PA USD 32820.84000000 0.000012665972 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CS5 9600000.00000000 PA USD 9947136.00000000 0.003838724273 Long DBT NUSS KR N 2 2023-03-19 Fixed 2.75000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448BZ0 11750000.00000000 PA USD 14242527.50000000 0.005496369611 Long DBT CORP US N 2 2042-03-05 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407CQQ3 20763.35910000 PA USD 24610.81000000 0.000009497619 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371H4J4 28638.78000000 PA USD 33449.52000000 0.000012908588 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAA1 14864000.00000000 PA USD 14926874.72000000 0.005760467768 Long DBT CORP GB N 2 2024-11-04 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCH2 2700000.00000000 PA USD 2899800.00000000 0.001119069111 Long DBT CORP US N 2 2028-05-01 Fixed 3.55000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032641 337935000.00000000 PA USD 357207433.10000000 0.137850818996 Long ABS-MBS USGSE US N 2 2050-04-15 Fixed 3.50000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L7D7 4037000.00000000 PA USD 3959933.67000000 0.001528187963 Long DBT CORP US N 2 2021-10-01 Fixed 1.93100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286U9 630008000.00000000 PA USD 653828602.50000000 0.252320640574 Long DBT UST US N 2 2022-05-15 Fixed 2.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJG87 871246.00860000 PA USD 1028410.08000000 0.000396876320 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FUYE7 6787.21000000 PA USD 7510.93000000 0.000002898561 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6.50000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AX0 9345000.00000000 PA USD 9738704.85000000 0.003758288084 Long DBT CORP NL N 2 2023-08-12 Fixed 3.40000000 N N N N N N Ginnie Mae II Pool N/A 36202E5G0 1491634.75000000 PA USD 1587591.61000000 0.000612671471 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297YUY6 482.24000000 PA USD 505.38000000 0.000000195032 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 7.00000000 N N N N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AA2 9725000.00000000 PA USD 9316161.00000000 0.003595223124 Long DBT CORP US N 2 2046-11-01 Fixed 3.97900000 N N N N N N Freddie Mac Gold Pool N/A 3128MJV56 10442448.15000000 PA USD 11044350.86000000 0.004262153220 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31374TYD5 35483.38350000 PA USD 40397.83000000 0.000015590028 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EKSX4 2958854.64000000 PA USD 3015368.76000000 0.001163668542 Long ABS-MBS USGSE US N 2 2043-03-01 Floating 3.23700000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 110709BN1 19110000.00000000 PA USD 19661323.50000000 0.007587550806 Long DBT NUSS CA N 2 2021-09-22 Fixed 2.65000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S4K97 52708.98590000 PA USD 54429.41000000 0.000021004990 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 3.23500000 N N N N N N Ginnie Mae I Pool N/A 3622A2L34 9978805.60000000 PA USD 10731107.75000000 0.004141268783 Long ABS-MBS USGA US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKD0 1000000.00000000 PA USD 986880.00000000 0.000380849343 Long DBT CORP US N 2 2022-03-01 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 3140HMN26 46505116.79000000 PA USD 49622819.82000000 0.019150067213 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36206WYU3 4062.06000000 PA USD 4889.10000000 0.000001886764 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LXK7 1238923.22000000 PA USD 1377273.78000000 0.000531507188 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AE3 22225000.00000000 PA USD 22682835.00000000 0.008753589909 Long DBT CORP US N 2 2022-05-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402C4H2 7964668.89740000 PA USD 9168130.37000000 0.003538096251 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292SAG5 23684750.37000000 PA USD 25465133.06000000 0.009827313551 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432CT0 600000.00000000 PA USD 869862.00000000 0.000335690632 Long DBT CORP US N 2 2032-03-01 Fixed 8.00000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111ES8 500000.00000000 PA USD 677655.00000000 0.000261515545 Long DBT CORP US N 2 2037-08-15 Fixed 6.30000000 N N N N N N Fannie Mae Pool N/A 3138M5LU1 6404355.10000000 PA USD 7072649.55000000 0.002729423977 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31376LWT7 1897.46000000 PA USD 2034.72000000 0.000000785223 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36203LCQ3 1768.33000000 PA USD 1900.16000000 0.000000733295 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KK90 3429.17000000 PA USD 4143.29000000 0.000001598947 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 7.00000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BK9 6425000.00000000 PA USD 6542320.50000000 0.002524763360 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJX9 43567000.00000000 PA USD 46019386.43000000 0.017759457170 Long DBT CORP US N 2 2024-05-13 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 31283GEH6 859.76000000 PA USD 937.13000000 0.000000361650 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36203ARA6 555.69000000 PA USD 579.03000000 0.000000223454 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC15 N/A 17321JAF1 2875000.00000000 PA USD 3028812.50000000 0.001168856650 Long ABS-MBS CORP US N 2 2046-09-10 Variable 4.64900000 N N N N N N Fannie Mae Pool N/A 31417BF77 338902.51000000 PA USD 372131.90000000 0.000143610357 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBB9 10644000.00000000 PA USD 11338627.44000000 0.004375718235 Long DBT CORP US N 2 2045-04-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31371J7G3 39206.86390000 PA USD 45991.61000000 0.000017748737 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31374GR41 7.71580000 PA USD 7.86000000 0.000000003033 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31412LEU0 240794.84000000 PA USD 281267.64000000 0.000108544702 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A N/A 1596113.23000000 PA USD 1708623.25000000 0.000659379096 Long ABS-MBS CORP US N 2 2049-12-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1P29 62393.92710000 PA USD 63110.21000000 0.000024355019 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4CR2 43266.44640000 PA USD 50694.43000000 0.000019563614 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.50000000 N N N N N N FirstMerit Bank NA/Akron OH 1OWDXUQZTNL3CMVDJO53 320844PD9 5750000.00000000 PA USD 5936760.00000000 0.002291069984 Long DBT CORP US N 2 2026-11-25 Fixed 4.27000000 N N N N N N Fannie Mae Pool N/A 3138WJFS2 301768.94000000 PA USD 316483.19000000 0.000122134823 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KB72 1595984.58000000 PA USD 1793695.15000000 0.000692209407 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36212C3P4 3312.87000000 PA USD 3562.43000000 0.000001374786 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 7.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBG2 5832000.00000000 PA USD 6524491.68000000 0.002517882995 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 3140FRUF0 8120.52000000 PA USD 8774.87000000 0.000003386332 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31409JXS4 4510.84600000 PA USD 5326.77000000 0.000002055667 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.50000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 500472AE5 10699000.00000000 PA USD 13011053.90000000 0.005021128537 Long DBT CORP NL N 2 2042-03-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GSR8 2162.96000000 PA USD 2400.22000000 0.000000926274 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418CLK8 7314779.11000000 PA USD 7675105.13000000 0.002961919126 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.00000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CK7 11071000.00000000 PA USD 10416039.64000000 0.004019680057 Long DBT CORP US N 2 2034-10-01 Fixed 4.25000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BN2 9425000.00000000 PA USD 10273250.00000000 0.003964575747 Long DBT CORP US N 2 2029-02-06 Fixed 5.32700000 N N N N N N Freddie Mac Gold Pool N/A 31293QMU4 8019.55000000 PA USD 9440.29000000 0.000003643126 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N United Airlines 2016-1 Class A Pass Through Trust N/A 90931MAA4 3003583.06140000 PA USD 2665199.39000000 0.001028533800 Long DBT CORP US N 2 2028-07-07 Fixed 3.45000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAW3 8490000.00000000 PA USD 7861400.40000000 0.003033812802 Long DBT CORP US N 2 2042-08-15 Fixed 4.85000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DH3 10910000.00000000 PA USD 11298941.50000000 0.004360402934 Long DBT CORP US N 2 2023-06-15 Fixed 3.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C42 N/A 95001GAD5 4815000.00000000 PA USD 5138230.95000000 0.001982907630 Long ABS-MBS CORP US N 2 2050-12-15 Fixed 3.33000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2017-JP5 N/A 46647TAX6 3200000.00000000 PA USD 3253344.00000000 0.001255506166 Long ABS-MBS CORP US N 2 2050-03-15 Variable 3.87560000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058ES8 4200000.00000000 PA USD 4335912.00000000 0.001673282706 Long DBT CORP N/A N 2 2022-10-07 Fixed 1.87500000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CC4 5695000.00000000 PA USD 6116885.60000000 0.002360582707 Long DBT CORP US N 2 2028-11-01 Fixed 4.85000000 N N N N N N Fannie Mae Pool N/A 31371NJ55 747108.18380000 PA USD 885024.35000000 0.000341541973 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132FEAG6 398920.80000000 PA USD 420905.33000000 0.000162432634 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.00000000 N N N N N N Macy's Retail Holdings Inc 549300JMONK27O4SQQ19 55616XAN7 2535000.00000000 PA USD 2034337.50000000 0.000785076301 Long DBT CORP US N 2 2021-01-15 Fixed 3.45000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BHXY8 10825000.00000000 PA USD 11040201.00000000 0.004260551737 Long ABS-MBS USGSE US N 2 2022-01-25 Fixed 2.79100000 N N N N N N Fannie Mae Pool N/A 31402CWS7 43824.78850000 PA USD 50768.83000000 0.000019592326 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 649902T37 865000.00000000 PA USD 1048016.70000000 0.000404442760 Long DBT MUN US N 2 2040-03-15 Fixed 5.60000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAQ7 13745000.00000000 PA USD 18173226.65000000 0.007013275607 Long DBT CORP CA N 2 2042-01-15 Fixed 5.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX N/A 46637WAD5 7141261.81000000 PA USD 7247809.44000000 0.002797020371 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 3.48340000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BEA0 5924000.00000000 PA USD 5938810.00000000 0.002291861105 Long DBT CORP US N 2 2021-04-21 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36209LMT0 5980.24000000 PA USD 6564.57000000 0.000002533349 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJRE2 7032780.92000000 PA USD 7577469.80000000 0.002924240430 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CSP0 124738.13860000 PA USD 135831.10000000 0.000052418921 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31387FGG3 2561.32000000 PA USD 2692.10000000 0.000001038915 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C22 N/A 46642NBH8 2225000.00000000 PA USD 2263982.00000000 0.000873698988 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 4.10950000 N N N N N N Fannie Mae Pool N/A 31416BLA4 828883.15000000 PA USD 948971.74000000 0.000366220071 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C11 N/A 92937EAZ7 4148000.00000000 PA USD 4238509.36000000 0.001635693808 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.07100000 N N N N N N Ginnie Mae I Pool N/A 36213URH5 10742.24000000 PA USD 11905.84000000 0.000004594612 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.00000000 N N N N N N Sales Tax Securitization Corp N/A 79467BBN4 3525000.00000000 PA USD 3641043.00000000 0.001405124062 Long DBT MUN US N 2 2048-01-01 Fixed 3.82000000 N N N N N N Fannie Mae Pool N/A 31371JHK3 27923.63000000 PA USD 33371.53000000 0.000012878491 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 3140J8YY3 635168.69000000 PA USD 668877.09000000 0.000258128040 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VXH2 36517.04690000 PA USD 39418.69000000 0.000015212165 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417AJ83 12055.69000000 PA USD 12190.23000000 0.000004704362 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418PTW5 73945.04000000 PA USD 77969.87000000 0.000030089548 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.50000000 N N N N N N Santa Clara Valley Transportation Authority 549300R6Q7T4MD3V9H68 80168NEP0 8775000.00000000 PA USD 10908465.75000000 0.004209713455 Long DBT MUN US N 2 2032-04-01 Fixed 5.87600000 N N N N N N Fannie Mae Pool N/A 31417YAF4 427916.03000000 PA USD 462846.82000000 0.000178618380 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.50000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_19-2 N/A 02008QAD2 1875000.00000000 PA USD 1877268.75000000 0.000724461505 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 2.26000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CL1 9221000.00000000 PA USD 13311158.97000000 0.005136942839 Long DBT CORP US N 2 2038-06-15 Fixed 6.40000000 N N N N N N Freddie Mac Gold Pool N/A 31335GMR3 2038.21000000 PA USD 2258.76000000 0.000000871683 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36225ELC4 174628.75000000 PA USD 176352.34000000 0.000068056575 Long ABS-MBS USGA US N 2 2038-07-20 Floating 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31283GUX3 101.22000000 PA USD 114.92000000 0.000000044349 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 8.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWL4 30665000.00000000 PA USD 31457383.60000000 0.012139798030 Long DBT CORP US N 2 2028-06-05 Variable 3.69100000 N N N N N N Fannie Mae Pool N/A 31373T7E4 739.74000000 PA USD 845.37000000 0.000000326238 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 6.00000000 N N N N N N Office Properties Income Trust N/A 81618TAE0 375000.00000000 PA USD 352593.75000000 0.000136070340 Long DBT CORP US N 2 2024-05-15 Fixed 4.25000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769BR4 16942000.00000000 PA USD 13494811.26000000 0.005207816557 Long DBT CORP DE N 2 2036-04-18 None 0.00000000 N N N N N N Time Warner Entertainment Co LP N/A 88731EAF7 1000000.00000000 PA USD 1086770.00000000 0.000419398144 Long DBT CORP US N 2 2023-03-15 Fixed 8.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128K1FF3 1874178.64910000 PA USD 2144622.63000000 0.000827636713 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31403DJS9 292529.27650000 PA USD 321167.89000000 0.000123942708 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36205BUR1 1483.70000000 PA USD 1652.81000000 0.000000637840 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36241L7B6 2619549.18000000 PA USD 2807711.40000000 0.001083530968 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N Allergan Finance LLC 2549006TBOV0H6GV7T12 942683AH6 9274000.00000000 PA USD 11035410.82000000 0.004258703147 Long DBT CORP US N 2 2042-10-01 Fixed 4.62500000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718EQ8 13981000.00000000 PA USD 14107947.48000000 0.005444433497 Long DBT CORP US N 2 2021-11-03 Fixed 1.70000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AG8 7237000.00000000 PA USD 7199295.23000000 0.002778298130 Long DBT CORP US N 2 2022-03-01 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36204MBL2 6929.89000000 PA USD 7066.27000000 0.000002726962 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282A7 637414000.00000000 PA USD 675359255.40000000 0.260629588991 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HR8 50700000.00000000 PA USD 53118897.00000000 0.020499247151 Long DBT CORP DE N 2 2022-12-29 Fixed 2.37500000 N N N N N N Ginnie Mae II Pool N/A 36179VDP2 24881083.28000000 PA USD 26675755.82000000 0.010294508026 Long ABS-MBS USGA US N 2 2050-01-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCRV9 75203666.17000000 PA USD 82602202.85000000 0.031877223872 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRL98 261745.67000000 PA USD 275639.13000000 0.000106372589 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132AD6M5 3423019.63000000 PA USD 3612620.69000000 0.001394155537 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAM7 200000.00000000 PA USD 160852.00000000 0.000062074799 Long DBT CORP IE N 2 2024-08-14 Fixed 2.87500000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KA8 5190000.00000000 PA USD 5492369.40000000 0.002119574090 Long DBT CORP US N 2 2043-03-15 Fixed 4.30000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AU3 8740000.00000000 PA USD 9074829.40000000 0.003502090239 Long DBT CORP US N 2 2042-08-21 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128PWV21 4958738.62000000 PA USD 5192543.15000000 0.002003867387 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMPU1 8410176.28000000 PA USD 8806547.89000000 0.003398557047 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138AQCP9 50548.96000000 PA USD 53365.04000000 0.000020594236 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N BANK 2019-BNK23 N/A 06541RBE2 4000000.00000000 PA USD 3879960.00000000 0.001497325122 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.20300000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C52 N/A 95002MBA6 4750000.00000000 PA USD 4545370.00000000 0.001754115169 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.14300000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAQ2 11057000.00000000 PA USD 11032342.89000000 0.004257519194 Long DBT CORP US N 2 2023-03-20 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36241KAP3 799577.19000000 PA USD 883348.89000000 0.000340895392 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K8GK6 231684.31000000 PA USD 261664.26000000 0.000100979512 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GZ0 5840000.00000000 PA USD 6016017.60000000 0.002321656484 Long DBT CORP US N 2 2023-11-01 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36292H3Y7 47969.96790000 PA USD 51226.65000000 0.000019769005 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31356ELJ1 49.89000000 PA USD 55.21000000 0.000000021306 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 7.00000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AH5 12942000.00000000 PA USD 12970731.24000000 0.005005567518 Long DBT CORP US N 2 2021-04-15 Fixed 6.87500000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058FY4 72905000.00000000 PA USD 74850834.45000000 0.028885873795 Long DBT CORP N/A N 2 2022-01-26 Fixed 2.00000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375BV3 2510000.00000000 PA USD 2517931.60000000 0.000971701317 Long DBT CORP CA N 2 2021-12-15 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31413NG74 16288.13710000 PA USD 19288.74000000 0.000007443766 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 7.00000000 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 959802AH2 5508000.00000000 PA USD 5311199.16000000 0.002049658227 Long DBT CORP US N 2 2036-11-17 Fixed 6.20000000 N N N N N N Ginnie Mae I Pool N/A 36213FAF0 44504.39990000 PA USD 48392.30000000 0.000018675194 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUF5 2225039.09000000 PA USD 2381681.84000000 0.000919120829 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 3.50000000 N N N N N N Affiliated Managers Group Inc 2JE75BUE3T1BLCYYGK54 008252AM0 8525000.00000000 PA USD 9243572.25000000 0.003567210217 Long DBT CORP US N 2 2024-02-15 Fixed 4.25000000 N N N N N N Metropolitan Washington Airports Authority Dulles Toll Road Revenue N/A 592643AA8 6325000.00000000 PA USD 9274790.25000000 0.003579257634 Long DBT MUN US N 2 2046-10-01 Fixed 7.46200000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167BZ1 5300000.00000000 PA USD 5424868.00000000 0.002093524455 Long DBT CORP AT N 2 2022-09-17 Fixed 1.62500000 N N N N N N Ginnie Mae I Pool N/A 36225AMG2 17352.75200000 PA USD 20112.01000000 0.000007761476 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.50000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAT0 19185000.00000000 PA USD 19888897.65000000 0.007675374518 Long DBT CORP ES N 2 2027-03-08 Fixed 4.10300000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DE4 6471000.00000000 PA USD 6765301.08000000 0.002610814356 Long DBT CORP US N 2 2035-07-10 Fixed 4.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5XV7 14696.91000000 PA USD 16874.40000000 0.000006512042 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HW83 30648.77150000 PA USD 36034.68000000 0.000013906233 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WBTR6 8148358.32000000 PA USD 8620229.75000000 0.003326654545 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.00000000 N N N N N N Rayonier Inc HGV8VDVNL0W6SF2U9C50 754907AA1 2875000.00000000 PA USD 2943051.25000000 0.001135760310 Long DBT CORP US N 2 2022-04-01 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128PQWU1 1183681.98000000 PA USD 1246298.76000000 0.000480962289 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C14 549300GADFYEKC4OLM57 92890PAG9 3000000.00000000 PA USD 3059040.00000000 0.001180521820 Long ABS-MBS CORP US N 2 2046-06-15 Fixed 3.48800000 N N N N N N Fannie Mae Pool N/A 31384RFE6 7365.14000000 PA USD 8538.41000000 0.000003295079 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K9Q49 127922.26080000 PA USD 151257.84000000 0.000058372293 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Dallas County Hospital District UQCNU7AEWLMSSOK7VW91 234667JL8 2100000.00000000 PA USD 2878071.00000000 0.001110683618 Long DBT MUN US N 2 2044-08-15 Fixed 5.62100000 N N N N N N Ginnie Mae I Pool N/A 36206VYX9 4715.73000000 PA USD 5400.12000000 0.000002083973 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418DC59 140587398.03000000 PA USD 147280764.10000000 0.056837490131 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371LHF9 308790.72680000 PA USD 327667.10000000 0.000126450834 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31416B4J4 1532956.10000000 PA USD 1802741.04000000 0.000695700329 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BH5 8883000.00000000 PA USD 9097257.96000000 0.003510745701 Long DBT CORP US N 2 2044-03-11 Fixed 4.50000000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CG3 4610000.00000000 PA USD 5576486.50000000 0.002152035931 Long DBT CORP US N 2 2043-06-15 Fixed 4.60000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FW8 6478000.00000000 PA USD 6176125.20000000 0.002383444010 Long DBT CORP US N 2 2059-11-15 Fixed 3.70000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C30 N/A 46644UBB3 5775000.00000000 PA USD 5918335.50000000 0.002283959739 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.55910000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAR0 10008000.00000000 PA USD 9019710.00000000 0.003480818973 Long DBT CORP US N 2 2042-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GWF9 45253.69000000 PA USD 51972.51000000 0.000020056842 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828B66 589749000.00000000 PA USD 643286414.20000000 0.248252278170 Long DBT UST US N 2 2024-02-15 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36297F5Y4 4499768.34000000 PA USD 4983538.43000000 0.001923209850 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114BZ0 1510000.00000000 PA USD 1805144.60000000 0.000696627893 Long DBT CORP US N 2 2035-06-15 Fixed 5.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAR9 22750000.00000000 PA USD 25894505.00000000 0.009993013557 Long DBT CORP US N 2 2039-04-22 Variable 4.45700000 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 959802AM1 3400000.00000000 PA USD 3147720.00000000 0.001214744542 Long DBT CORP US N 2 2040-06-21 Fixed 6.20000000 N N N N N N Fannie Mae Pool N/A 3140Q7HT7 7195748.39000000 PA USD 7741905.69000000 0.002987698298 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407BRY7 1831.45620000 PA USD 1843.97000000 0.000000711611 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAD2 1652007.81290000 PA USD 1911686.92000000 0.000737743907 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N CyrusOne LP / CyrusOne Finance Corp N/A 23283PAR5 9177000.00000000 PA USD 8178909.48000000 0.003156343529 Long DBT CORP US N 2 2029-11-15 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7KQ8 144517.13000000 PA USD 163797.16000000 0.000063211374 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407FA59 6553.92480000 PA USD 6793.67000000 0.000002621762 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 4.50000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508AW4 150000.00000000 PA USD 152520.00000000 0.000058859376 Long DBT CORP US N 2 2023-05-01 Fixed 2.25000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 370425RZ5 2267000.00000000 PA USD 2621218.75000000 0.001011561120 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N CSAIL 2015-C1 Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281BE3 2250000.00000000 PA USD 2262960.00000000 0.000873304585 Long ABS-MBS CORP US N 2 2050-04-15 Variable 4.04370000 N N N N N N Ginnie Mae I Pool N/A 36296Q2G3 4771271.95000000 PA USD 5262617.54000000 0.002030909971 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FUS0 164412.13640000 PA USD 190602.99000000 0.000073556079 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CE7 8146000.00000000 PA USD 10661240.42000000 0.004114306106 Long DBT CORP US N 2 2039-11-01 Fixed 5.35000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAP2 10937000.00000000 PA USD 11738463.36000000 0.004530019921 Long DBT CORP US N 2 2025-04-01 Fixed 3.50000000 N N N N N N Hydro-Quebec 6THEVG93PYJH84S4D167 448814DC4 5531000.00000000 PA USD 8887874.52000000 0.003429942011 Long DBT NUSS CA N 2 2029-12-01 Fixed 8.50000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBH8 11525000.00000000 PA USD 12490679.75000000 0.004820309640 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128KFT91 1699.85000000 PA USD 2004.55000000 0.000000773580 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGGC5 947565.62000000 PA USD 1010171.28000000 0.000389837739 Long ABS-MBS USGSE US N 2 2041-01-01 Floating 3.88000000 N N N N N N Fannie Mae Pool N/A 31418MXQ0 787119.83000000 PA USD 832237.54000000 0.000321170882 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140FE5J9 5544235.13000000 PA USD 5881546.40000000 0.002269762365 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Cantor Commercial Real Estate Lending 2019-CF1 N/A 12529MAF5 4025000.00000000 PA USD 4370506.00000000 0.001686632963 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.78570000 N N N N N N Ginnie Mae I Pool N/A 36204S5X0 1364.39000000 PA USD 1464.13000000 0.000000565026 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 8.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FKZZ2 16080000.00000000 PA USD 18861840.00000000 0.007279020117 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N Old Republic International Corp N/A 680223AJ3 6830000.00000000 PA USD 7075880.00000000 0.002730670648 Long DBT CORP US N 2 2024-10-01 Fixed 4.87500000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BGD8 26750000.00000000 PA USD 27084910.00000000 0.010452405745 Long DBT NUSS CA N 2 2021-05-26 Fixed 1.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC18 5493007CD1Q2V06I4172 94989AAS4 2762691.76000000 PA USD 2797667.44000000 0.001079654878 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.27100000 N N N N N N Fannie Mae Pool N/A 31384WKW9 9693.96900000 PA USD 11182.77000000 0.000004315570 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FLP9 7217950.11000000 PA USD 7850819.98000000 0.003029729685 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DV1 7950000.00000000 PA USD 11025298.50000000 0.004254800676 Long DBT USGA US N 2 2033-07-15 Fixed 4.70000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBV2 115000.00000000 PA USD 115417.45000000 0.000044541038 Long DBT CORP US N 2 2022-01-15 Fixed 1.62500000 N N N N N N Ginnie Mae I Pool N/A 36208Q2Y1 4299.26000000 PA USD 4715.26000000 0.000001819677 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36202W4Q9 17938.88160000 PA USD 20653.75000000 0.000007970540 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N CNOOC Finance 2015 USA LLC 549300Q3CTIH31RFPO82 12634MAB6 33760000.00000000 PA USD 35377779.20000000 0.013652727757 Long DBT CORP US N 2 2025-05-05 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211EKT4 38015.81000000 PA USD 44944.95000000 0.000017344818 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138WFLC8 50784085.42000000 PA USD 54156148.69000000 0.020899535560 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Korea International Bond N/A 50064FAE4 525000.00000000 PA USD 639607.50000000 0.000246832539 Long DBT NUSS KR N 2 2025-11-03 Fixed 5.62500000 N N N N N N Ginnie Mae II Pool N/A 36179QD24 3861127.95870000 PA USD 4222722.59000000 0.001629601496 Long ABS-MBS USGA US N 2 2044-05-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371K6B2 3007287.75540000 PA USD 3376823.27000000 0.001303158361 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Physicians Realty LP 549300P6Q1UMT0X60U20 71951QAA0 5885000.00000000 PA USD 5715335.45000000 0.002205619479 Long DBT CORP US N 2 2027-03-15 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 36295NJG3 34075.91000000 PA USD 37768.38000000 0.000014575290 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31307DND4 3535478.41000000 PA USD 3712393.75000000 0.001432659209 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWN9 9846428.56000000 PA USD 10345544.02000000 0.003992474915 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 313615UQ7 3018.55000000 PA USD 3259.88000000 0.000001258028 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206L6R5 2362.56000000 PA USD 2592.20000000 0.000001000362 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VGG0 1178.97000000 PA USD 1209.03000000 0.000000466579 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9ZL8 918404.85000000 PA USD 1013110.76000000 0.000390972121 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAY6 1500000.00000000 PA USD 1530735.00000000 0.000590729794 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCBK0 164679.74000000 PA USD 175171.49000000 0.000067600870 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BA6 25575000.00000000 PA USD 25607736.00000000 0.009882345811 Long DBT CORP GB N 2 2023-05-25 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAEL9 4563671.42000000 PA USD 4977915.87000000 0.001921040034 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.50000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NBA2 6150000.00000000 PA USD 5561199.00000000 0.002146136294 Long DBT CORP CA N 2 2049-11-15 Fixed 4.00000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAJ0 9940000.00000000 PA USD 9610787.20000000 0.003708923062 Long DBT CORP US N 2 2026-07-27 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31371KDN8 14788.40000000 PA USD 17350.34000000 0.000006695713 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31403CX22 167920.61610000 PA USD 198797.86000000 0.000076718582 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBE2 30530000.00000000 PA USD 33456300.50000000 0.012911205079 Long DBT CORP US N 2 2039-02-14 Fixed 5.80000000 N N N N N N Fannie Mae Pool N/A 31371MTB3 477.70000000 PA USD 490.13000000 0.000000189147 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 6.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAE8 5100000.00000000 PA USD 6152589.00000000 0.002374361096 Long DBT CORP CA N 2 2026-12-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DL90 81499.95260000 PA USD 91808.07000000 0.000035429883 Long ABS-MBS USGA US N 2 2031-03-20 Fixed 6.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DE8 12900000.00000000 PA USD 12945537.00000000 0.004995844745 Long DBT CORP US N 2 2026-10-15 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 36296QY94 305436.98000000 PA USD 343014.89000000 0.000132373738 Long ABS-MBS USGA US N 2 2039-05-15 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust 2019-GC42 N/A 36257UAL1 16200000.00000000 PA USD 16732494.00000000 0.006457278847 Long ABS-MBS CORP US N 2 2052-09-01 Fixed 3.00050000 N N N N N N Fannie Mae Pool N/A 31371JAY0 14803.96000000 PA USD 16254.75000000 0.000006272911 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 6.00000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 884903AY1 8250000.00000000 PA USD 9879375.00000000 0.003812574455 Long DBT CORP CA N 2 2035-08-15 Fixed 5.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCR3 22230000.00000000 PA USD 23676283.80000000 0.009136974234 Long DBT CORP US N 2 2024-11-01 Fixed 3.50000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAY9 8450000.00000000 PA USD 7305870.00000000 0.002819426668 Long DBT CORP US N 2 2025-07-15 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128PPTE3 232326.57000000 PA USD 248854.28000000 0.000096035981 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.50000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBJ4 2500000.00000000 PA USD 2535075.00000000 0.000978317169 Long DBT CORP US N 2 2030-02-15 Fixed 2.35000000 N N N N N N RBS Securities Corp N/A N/A 4865000.00000000 PA USD 4498033.05000000 0.001735847248 Long DBT MUN US N 2 2050-04-01 Fixed 2.94300000 N N N N N N Fannie Mae Pool N/A 31418ALW6 1749628.74000000 PA USD 1821241.04000000 0.000702839710 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.50000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QDA9 1040000.00000000 PA USD 1071376.80000000 0.000413457715 Long DBT CORP N/A N 2 2022-03-07 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31417ESE2 10129956.18000000 PA USD 10544980.48000000 0.004069439940 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418CJE5 56148099.68000000 PA USD 60152020.67000000 0.023213417597 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140Q9XC2 4341483.75000000 PA USD 4632536.82000000 0.001787753936 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140F44D5 406677.62000000 PA USD 431794.03000000 0.000166634720 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291PC38 4839.03060000 PA USD 4849.19000000 0.000001871363 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 6.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BZ7 4275000.00000000 PA USD 3723439.50000000 0.001436921903 Long DBT CORP US N 2 2048-03-01 Fixed 3.62500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040644 265298000.00000000 PA USD 282873992.50000000 0.109164613962 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HLNH2 6841398.77000000 PA USD 7356214.03000000 0.002838855059 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417YGJ0 2079040.79000000 PA USD 2248212.34000000 0.000867613279 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31386URF1 25430.12000000 PA USD 28371.88000000 0.000010949063 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.00000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TDW2 11200000.00000000 PA USD 11310768.00000000 0.004364966929 Long DBT CORP US N 2 2024-04-17 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 31296QJV3 23106.66140000 PA USD 27743.24000000 0.000010706463 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31386TCJ2 27088.78000000 PA USD 28580.83000000 0.000011029699 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AM1 5240000.00000000 PA USD 5475223.60000000 0.002112957311 Long DBT CORP US N 2 2024-01-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417BXD4 7155197.13000000 PA USD 7719527.53000000 0.002979062286 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 806605AG6 7500000.00000000 PA USD 10687950.00000000 0.004124613668 Long DBT CORP US N 2 2033-12-01 Fixed 6.50000000 N N N N N N California State University N/A 13077DBY7 3220000.00000000 PA USD 3745246.40000000 0.001445337458 Long DBT MUN US N 2 2047-11-01 Fixed 3.89900000 N N N N N N Fannie Mae Pool N/A 3138E7XN9 44533.58000000 PA USD 46633.34000000 0.000017996389 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HP4 28403000.00000000 PA USD 29973685.90000000 0.011567220518 Long DBT CORP N/A N 2 2023-03-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 312929EN8 283277.52000000 PA USD 323987.33000000 0.000125030765 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C39 N/A 95000XAG2 5375000.00000000 PA USD 5496367.50000000 0.002121117007 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.70200000 N N N N N N Freddie Mac Gold Pool N/A 31288HPT1 53456.99010000 PA USD 61597.96000000 0.000023771423 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GMN4 7494.00000000 PA USD 8333.25000000 0.000003215905 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31407PQ50 1291.20740000 PA USD 1300.37000000 0.000000501829 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138XTH73 108912.45000000 PA USD 117283.46000000 0.000045261155 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAV5 14922000.00000000 PA USD 15020783.64000000 0.005796708396 Long DBT CORP ES N 2 2038-03-06 Fixed 4.66500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EE9 42447000.00000000 PA USD 47603037.09000000 0.018370607779 Long DBT CORP N/A N 2 2027-11-02 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SBT7 41927.58290000 PA USD 48269.55000000 0.000018627823 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBJ8 18446000.00000000 PA USD 19559953.94000000 0.007548431024 Long DBT CORP GB N 2 2025-05-30 Fixed 4.12500000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066GAH7 11750000.00000000 PA USD 12632542.50000000 0.004875056250 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417C3S2 11408098.41000000 PA USD 12305231.27000000 0.004748742750 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4Z22 884170.47630000 PA USD 1007839.40000000 0.000388937837 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EG4 5510000.00000000 PA USD 5423162.40000000 0.002092866242 Long DBT CORP AU N 2 2039-07-24 Fixed 4.42100000 N N N N N N Ginnie Mae I Pool N/A 36201MJP8 11100.09000000 PA USD 12043.71000000 0.000004647818 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132L66Z9 3564084.35000000 PA USD 3857194.65000000 0.001488539689 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KHZ3 59178.48640000 PA USD 65248.42000000 0.000025180181 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31375QX25 1490.81000000 PA USD 1544.26000000 0.000000595949 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371HQY7 17609.77000000 PA USD 20674.57000000 0.000007978575 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AR5 26011000.00000000 PA USD 26125708.51000000 0.010082237885 Long DBT CORP JP N 2 2027-07-25 Fixed 3.28700000 N N N N N N State of California N/A 13063DMA3 5000000.00000000 PA USD 5223850.00000000 0.002015949093 Long DBT MUN US N 2 2026-04-01 Fixed 2.65000000 N N N N N N Ginnie Mae II Pool N/A 36202EWV7 11658.77000000 PA USD 12799.93000000 0.000004939653 Long ABS-MBS USGA US N 2 2038-10-20 Fixed 6.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDU3 15435000.00000000 PA USD 17383668.75000000 0.006708575332 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PDM5 29356000.00000000 PA USD 29001673.08000000 0.011192108606 Long DBT CORP US N 2 2026-07-30 Fixed 1.85000000 N N N N N N Fannie Mae Pool N/A 31416BRZ3 97898.09000000 PA USD 109436.36000000 0.000042232860 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418NA42 2174027.52000000 PA USD 2383038.53000000 0.000919644393 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3X6 14957694.32000000 PA USD 15813723.17000000 0.006102713685 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312945KC1 7060498.07000000 PA USD 7773043.54000000 0.002999714784 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae-Aces N/A 3136B2HA3 900000.00000000 PA USD 1013535.00000000 0.000391135841 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.38430000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HLL2 10838000.00000000 PA USD 13628785.00000000 0.005259518700 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 31368HMT7 3871855.36000000 PA USD 4550901.35000000 0.001756249786 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36223RC37 2817.65000000 PA USD 3025.85000000 0.000001167713 Long ABS-MBS USGA US N 2 2022-08-15 Fixed 8.00000000 N N N N N N ConocoPhillips Holding Co N/A 208251AE8 12859000.00000000 PA USD 15753689.49000000 0.006079545936 Long DBT CORP US N 2 2029-04-15 Fixed 6.95000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CC2 5175000.00000000 PA USD 6650133.75000000 0.002566369842 Long DBT CORP US Y 2 2041-11-15 Fixed 6.12500000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AZ0 26125000.00000000 PA USD 26408195.00000000 0.010191252957 Long DBT CORP US N 2 2027-03-15 Fixed 3.80000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CF6 11530000.00000000 PA USD 11574621.10000000 0.004466791142 Long DBT CORP US N 2 2049-09-19 Fixed 3.25000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZX4 8000000.00000000 PA USD 7256720.00000000 0.002800459068 Long DBT CORP US N 2 2024-11-01 Fixed 4.06300000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAB0 5827000.00000000 PA USD 6390703.98000000 0.002466252647 Long DBT CORP US N 2 2045-08-15 Fixed 4.20000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AG0 6825000.00000000 PA USD 6733613.25000000 0.002598585626 Long DBT CORP US N 2 2021-12-15 Fixed 2.75000000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_20-1 N/A 14043MAC5 3175000.00000000 PA USD 3118104.00000000 0.001203315357 Long ABS-CBDO CORP US N 2 2024-11-15 Fixed 1.60000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CN1 12625000.00000000 PA USD 13273293.75000000 0.005122330177 Long DBT CORP US N 2 2025-11-30 Fixed 4.55000000 N N N N N N Ginnie Mae I Pool N/A 36200RDB5 34043.45760000 PA USD 41943.58000000 0.000016186552 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31402Q7H8 61282.10890000 PA USD 67008.31000000 0.000025859345 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMT52 13952033.48000000 PA USD 14522671.65000000 0.005604480745 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 2.50000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AL0 12175000.00000000 PA USD 8446406.25000000 0.003259573881 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31408C4W3 6510.78240000 PA USD 6609.10000000 0.000002550534 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402CPV8 244000.54000000 PA USD 288681.92000000 0.000111405965 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBK0 63138000.00000000 PA USD 63338147.46000000 0.024442983801 Long DBT CORP US N 2 2021-09-15 Fixed 1.90000000 N N N N N N Fannie Mae Pool N/A 31407TYF1 55802.78600000 PA USD 61662.64000000 0.000023796384 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31410CGA4 17301.07490000 PA USD 20356.79000000 0.000007855940 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RBJ0 8675000.00000000 PA USD 8743012.00000000 0.003374037752 Long DBT CORP US N 2 2021-09-20 Fixed 1.85000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DD7 17701000.00000000 PA USD 23268318.52000000 0.008979535327 Long DBT CORP US N 2 2046-04-14 Fixed 4.45000000 N N N N N N HSBC Bank USA NA/New York NY 1IE8VN30JCEQV1H4R804 4042Q1AA5 2000000.00000000 PA USD 2487360.00000000 0.000959903354 Long DBT CORP US N 2 2034-11-01 Fixed 5.87500000 N N N N N N Fannie Mae Pool N/A 313615HC3 298.31000000 PA USD 324.86000000 0.000000125367 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 8.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFS3 1000000.00000000 PA USD 1072750.00000000 0.000413987650 Long DBT CORP US N 2 2025-08-01 Fixed 3.87500000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAQ6 13417000.00000000 PA USD 13024821.09000000 0.005026441468 Long DBT CORP US N 2 2043-05-02 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M84A9 1761272.80000000 PA USD 1997265.74000000 0.000770769845 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31385JRL4 19597.31000000 PA USD 21897.45000000 0.000008450500 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJPS3 1807874.39000000 PA USD 1964743.65000000 0.000758219163 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9MT5 341908.13000000 PA USD 359981.39000000 0.000138921323 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 4.00000000 N N N N N N Metropolitan Government of Nashville & Davidson County Convention Center Auth N/A 592125AM0 2260000.00000000 PA USD 3272186.20000000 0.001262777607 Long DBT MUN US N 2 2043-07-01 Fixed 6.73100000 N N N N N N Ginnie Mae I Pool N/A 36212L7F2 4747.91000000 PA USD 5781.72000000 0.000002231238 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138WJEU8 5416608.13000000 PA USD 5657972.19000000 0.002183482279 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31374K7G7 3087.87000000 PA USD 3175.13000000 0.000001225322 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.00000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AM3 3080000.00000000 PA USD 2915712.80000000 0.001125210060 Long DBT CORP US N 2 2060-03-15 Variable 4.00000000 N N N N N N Fannie Mae Pool N/A 31384U4X9 5724.74000000 PA USD 6170.30000000 0.000002381195 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.50000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFC3 19915000.00000000 PA USD 21345096.15000000 0.008237339744 Long DBT NUSS CA N 2 2024-01-29 Fixed 3.05000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CA6 21940000.00000000 PA USD 22256374.80000000 0.008589013580 Long DBT CORP US Y 2 2027-03-01 Fixed 3.40000000 N N N N N N Citigroup Commercial Mortgage Trust 2019-GC41 N/A 17328FAW5 13210000.00000000 PA USD 13553460.00000000 0.005230449839 Long ABS-MBS CORP US N 2 2056-08-10 Fixed 2.86870000 N N N N N N Ginnie Mae I Pool N/A 3622A2E65 2282151.57000000 PA USD 2647158.89000000 0.001021571745 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 6.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DR6 7499000.00000000 PA USD 7750591.45000000 0.002991050241 Long DBT CORP US N 2 2024-02-15 Fixed 3.64600000 N N N N N N Fannie Mae Pool N/A 31406L5A2 42909.50000000 PA USD 45975.81000000 0.000017742640 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.72300000 N N N N N N Las Vegas Sands Corp 549300DUOO1KXOHPM605 517834AG2 21661000.00000000 PA USD 19549052.50000000 0.007544224022 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31410FYE9 3204833.85000000 PA USD 3611463.17000000 0.001393708835 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36203FMV4 892.61000000 PA USD 923.14000000 0.000000356251 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N University of Chicago/The 54930099Y7GU6182V326 91412NBC3 6610000.00000000 PA USD 7553974.10000000 0.002915173145 Long DBT CORP US N 2 2053-10-01 Fixed 4.00300000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 892331AE9 6825000.00000000 PA USD 6774563.25000000 0.002614388743 Long DBT CORP JP N 2 2022-07-02 Fixed 2.15700000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAC5 17275000.00000000 PA USD 17790486.00000000 0.006865571200 Long DBT CORP US N 2 2026-06-15 Fixed 3.70000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QPV41 50191.84000000 PA USD 50550.21000000 0.000019507958 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 4.09800000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BV5 18868000.00000000 PA USD 23236319.36000000 0.008967186450 Long DBT CORP US N 2 2046-03-01 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36201FUN5 14024.01550000 PA USD 14470.96000000 0.000005584524 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7CU5 72195.44000000 PA USD 79309.58000000 0.000030606559 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WAXQ5 6417912.50000000 PA USD 7007847.02000000 0.002704415870 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31379EAW7 4770.94000000 PA USD 5345.60000000 0.000002062933 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AJ4 7700000.00000000 PA USD 4494875.00000000 0.001734628517 Long DBT CORP US N 2 2044-11-15 Fixed 5.05000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769AD8 3363000.00000000 PA USD 3651242.73000000 0.001409060265 Long DBT CORP US N 2 2025-06-15 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 36207JA60 4851.37000000 PA USD 5237.78000000 0.000002021324 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293PM85 6265.32000000 PA USD 7243.71000000 0.000002795438 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XTWR5 41983.47000000 PA USD 45340.89000000 0.000017497616 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NJ0 12460000.00000000 PA USD 12414271.80000000 0.004790822856 Long DBT CORP US N 2 2023-02-15 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 3138M0NK2 3276777.12000000 PA USD 3410273.02000000 0.001316067039 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31388BVK5 20108.01000000 PA USD 21018.70000000 0.000008111379 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AN2 2945000.00000000 PA USD 2602643.75000000 0.001004392796 Long DBT CORP US N 2 2044-03-15 Variable 5.20000000 N N N N N N Ginnie Mae I Pool N/A 36241KF78 228381.70740000 PA USD 253298.15000000 0.000097750926 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDDC4 223076.75000000 PA USD 234852.97000000 0.000090632700 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417Y6A0 4210134.55000000 PA USD 4568459.10000000 0.001763025542 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3132AEEZ5 2423569.31000000 PA USD 2634298.66000000 0.001016608821 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293QXX6 9081.20000000 PA USD 10018.02000000 0.000003866079 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298UFE4 4566.02000000 PA USD 5039.06000000 0.000001944636 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138A8XB7 739032.69000000 PA USD 777528.90000000 0.000300058133 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407BER6 104.97210000 PA USD 104.97000000 0.000000040509 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 4.50000000 N N N N N N COMM 2015-CCRE25 Mortgage Trust N/A 12593PAW2 5725000.00000000 PA USD 6168802.00000000 0.002380617896 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.75900000 N N N N N N Fannie Mae Pool N/A 31380HH75 9792.92000000 PA USD 11321.89000000 0.000004369259 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAU0 17750000.00000000 PA USD 18613005.00000000 0.007182991577 Long DBT CORP US N 2 2024-07-23 Variable 3.79700000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ERT8 2510000.00000000 PA USD 2477671.20000000 0.000956164324 Long DBT CORP US N 2 2023-01-27 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 31292HWJ9 392974.66860000 PA USD 462413.29000000 0.000178451075 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31416CD52 1054525.19000000 PA USD 1249042.91000000 0.000482021291 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6.00000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002BC4 2370000.00000000 PA USD 2822575.20000000 0.001089267095 Long DBT CORP US N 2 2046-12-15 Fixed 4.20000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JVL0 49444000.00000000 PA USD 52235608.24000000 0.020158374964 Long DBT CORP US N 2 2024-10-23 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31417DTF0 5325354.65000000 PA USD 5613988.87000000 0.002166508565 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBG6 7386000.00000000 PA USD 5965450.62000000 0.002302142053 Long DBT CORP MX N 2 2023-01-30 Fixed 3.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBB3 5720000.00000000 PA USD 5852189.20000000 0.002258433054 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N Ginnie Mae I Pool N/A 36201XDM7 21070.83100000 PA USD 23014.19000000 0.000008881463 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAQ8 15943000.00000000 PA USD 16116140.98000000 0.006219420502 Long DBT CORP US N 2 2022-02-10 Fixed 2.35000000 N N N N N N Fannie Mae Pool N/A 313615TC0 5724.36000000 PA USD 6122.03000000 0.000002362567 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31410XHR0 18607.93290000 PA USD 21945.45000000 0.000008469023 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMCQ4 6929.67220000 PA USD 6970.42000000 0.000002689972 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138AW4W0 9852591.53000000 PA USD 10400592.67000000 0.004013718878 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810ET1 2112000.00000000 PA USD 2838337.92000000 0.001095350126 Long DBT UST US N 2 2025-02-15 Fixed 7.62500000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CN5 6790000.00000000 PA USD 6639126.20000000 0.002562121891 Long DBT CORP US N 2 2023-02-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31417CVL6 1339158.27000000 PA USD 1444683.94000000 0.000557521613 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBL4 27719000.00000000 PA USD 29582825.56000000 0.011416382621 Long DBT CORP US N 2 2025-02-15 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128K7U22 311368.18000000 PA USD 351030.26000000 0.000135466970 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31376KRL2 33099.77590000 PA USD 39144.46000000 0.000015106337 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.50000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAC8 7224000.00000000 PA USD 7472361.12000000 0.002883677675 Long DBT CORP US N 2 2026-04-01 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31419JTQ1 10800813.94000000 PA USD 11364616.43000000 0.004385747712 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BP7 2990000.00000000 PA USD 3046391.40000000 0.001175640567 Long DBT CORP US N 2 2024-06-15 Fixed 3.30000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128NHKW2 222545.13420000 PA USD 228551.63000000 0.000088200934 Long ABS-MBS USGSE US N 2 2038-07-01 Floating 4.51000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798AD3 13976000.00000000 PA USD 10150070.00000000 0.003917039044 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAM7 7122000.00000000 PA USD 7501032.84000000 0.002894742450 Long DBT CORP US N 2 2045-09-01 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128KQAU0 2340.70000000 PA USD 2666.38000000 0.000001028989 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AK5 5175000.00000000 PA USD 5264579.25000000 0.002031667020 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AP0 1500000.00000000 PA USD 1709910.00000000 0.000659875669 Long DBT CORP US N 2 2029-02-01 Fixed 4.25000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L5X5 9350000.00000000 PA USD 9719231.50000000 0.003750773075 Long DBT CORP US N 2 2023-11-24 Fixed 3.75000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687EX0 250000.00000000 PA USD 303697.50000000 0.000117200666 Long DBT CORP US N 2 2045-10-15 Fixed 4.95000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 36186CBY8 20195000.00000000 PA USD 23350468.75000000 0.009011238129 Long DBT CORP US N 2 2031-11-01 Fixed 8.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BH4 14809000.00000000 PA USD 17580356.26000000 0.006784479504 Long DBT CORP US N 2 2046-04-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8HG2 870043.97000000 PA USD 956839.56000000 0.000369256361 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138AP4M7 617720.59000000 PA USD 661621.99000000 0.000255328206 Long ABS-MBS USGSE US N 2 2041-11-01 Floating 3.96300000 N N N N N N Ginnie Mae II Pool N/A 36179TSG1 24965588.70000000 PA USD 26453288.13000000 0.010208654960 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.50000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011BG8 6150000.00000000 PA USD 6124293.00000000 0.002363441316 Long DBT CORP US N 2 2025-06-01 Fixed 3.15000000 N N N N N N Continental Airlines 2007-1 Class A Pass Through Trust N/A 21079NAA9 2484637.98000000 PA USD 2515223.87000000 0.000970656370 Long DBT CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFH7 52822000.00000000 PA USD 56452984.28000000 0.021785913160 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31417ECK5 4996861.19000000 PA USD 5382818.75000000 0.002077297123 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225B6A1 614706.35000000 PA USD 669089.42000000 0.000258209981 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJZ4 23505000.00000000 PA USD 25473308.70000000 0.009830468633 Long DBT CORP US N 2 2026-12-15 Fixed 4.12500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWV2 57860000.00000000 PA USD 59869477.80000000 0.023104380768 Long DBT CORP US N 2 2029-04-23 Variable 3.81400000 N N N N N N Ginnie Mae I Pool N/A 36209CZ25 10457.48000000 PA USD 12733.66000000 0.000004914078 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418AXP8 10743868.11000000 PA USD 10968737.27000000 0.004232972989 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 2.00000000 N N N N N N Wisconsin Electric Power Co AENKIFMULUAWOUU8Q584 976656CD8 2515000.00000000 PA USD 2535522.40000000 0.000978489827 Long DBT CORP US N 2 2021-09-15 Fixed 2.95000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AH9 568000.00000000 PA USD 616035.76000000 0.000237735909 Long DBT CORP US N 2 2050-09-01 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 31413DS24 29983.31820000 PA USD 35506.85000000 0.000013702537 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EEH8 1012928.28000000 PA USD 1167703.72000000 0.000450631479 Long ABS-MBS USGA US N 2 2035-07-20 Fixed 5.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAF1 2246000.00000000 PA USD 2281172.36000000 0.000880332963 Long DBT CORP US N 2 2027-09-15 Fixed 3.10000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BA1 1315000.00000000 PA USD 1787348.00000000 0.000689759962 Long DBT CORP US N 2 2041-05-15 Fixed 4.85000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAN6 3000000.00000000 PA USD 2814540.00000000 0.001086166210 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138A9E91 175829.84000000 PA USD 186541.39000000 0.000071988657 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211EE87 19430.96000000 PA USD 22683.31000000 0.000008753773 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36201HMP5 15357.97360000 PA USD 17678.87000000 0.000006822497 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31406MUK0 28600.87180000 PA USD 33848.56000000 0.000013062582 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAV6 5575000.00000000 PA USD 4460000.00000000 0.001721169818 Long DBT CORP US N 2 2027-04-01 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 31298RDU7 14097.10000000 PA USD 15795.10000000 0.000006095526 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Baltimore Gas & Electric Co 88V8C2WYSOD1SPSSLH72 059165ED8 3038000.00000000 PA USD 2926080.08000000 0.001129210923 Long DBT CORP US N 2 2021-11-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371JPU2 6978.29000000 PA USD 8311.42000000 0.000003207480 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBT6 41500000.00000000 PA USD 40901570.00000000 0.015784427758 Long DBT CORP JP N 2 2024-09-27 Fixed 2.44800000 N N N N N N Benchmark 2019-B14 Mortgage Trust N/A 08162YAE2 13650000.00000000 PA USD 14211834.00000000 0.005484524606 Long ABS-MBS CORP US N 2 2062-12-15 Fixed 3.04860000 N N N N N N UBS Commercial Mortgage Trust 2018-C14 N/A 90278KBA8 12950000.00000000 PA USD 14636478.50000000 0.005648400233 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.44800000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483BB7 5758000.00000000 PA USD 5896940.54000000 0.002275703156 Long DBT CORP US N 2 2021-03-01 Fixed 4.47900000 N N N N N N Fannie Mae Pool N/A 31406NBX1 47077.61500000 PA USD 53236.31000000 0.000020544558 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138A5AM4 166037.18000000 PA USD 175255.56000000 0.000067633313 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31379SHJ8 6702.92000000 PA USD 7452.64000000 0.000002876067 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128E4YG1 11867.48000000 PA USD 12456.46000000 0.000004807103 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 5.00000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BS8 1675000.00000000 PA USD 1674732.00000000 0.000646300038 Long DBT CORP US N 2 2027-08-15 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31407Y6K0 1097.21680000 PA USD 1116.57000000 0.000000430898 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.00000000 N N N N N N CALIFORNIA INSTITUTE OF TECHNOLOGY 549300CITPNHOTVPHC04 13034VAD6 2900000.00000000 PA USD 2936337.00000000 0.001133169197 Long DBT MUN US N 2 2119-09-01 Fixed 3.65000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_18-1 N/A 38014BAD1 1338860.84000000 PA USD 1340172.92000000 0.000517189502 Long ABS-CBDO CORP US N 2 2021-01-20 Fixed 2.61000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828G53 207760000.00000000 PA USD 213116052.80000000 0.082244151989 Long DBT UST US N 2 2021-11-30 Fixed 1.87500000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AG6 5481000.00000000 PA USD 5301278.01000000 0.002045829531 Long DBT CORP US N 2 2022-12-15 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJY20 7212344.53000000 PA USD 7828927.86000000 0.003021281242 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZG8 62608000.00000000 PA USD 62774537.28000000 0.024225479579 Long DBT UST US N 2 2022-03-31 Fixed 0.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUC2 2744611.53000000 PA USD 2995990.50000000 0.001156190229 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PMMT4 26555.22990000 PA USD 27004.01000000 0.000010421185 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 5.50000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868BZ8 21879000.00000000 PA USD 22713902.64000000 0.008765579300 Long DBT CORP N/A N 2 2023-01-06 Fixed 2.75000000 N N N N N N COMM 2014-CR14 Mortgage Trust N/A 12630DAV6 742426.98000000 PA USD 742701.68000000 0.000286617873 Long ABS-MBS CORP US N 2 2047-02-10 Fixed 3.14700000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAU4 2675000.00000000 PA USD 2693270.25000000 0.001039366696 Long DBT CORP US N 2 2026-12-01 Fixed 3.35000000 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 23291KAG0 8500000.00000000 PA USD 8270330.00000000 0.003191623852 Long DBT CORP LU N 2 2024-11-15 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 31418BWE2 18746804.59000000 PA USD 19934602.13000000 0.007693012449 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36296NW44 79642.61280000 PA USD 94580.38000000 0.000036499752 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.50000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216BY5 10825000.00000000 PA USD 10829979.50000000 0.004179424629 Long DBT CORP US N 2 2021-09-01 Fixed 1.55000000 N N N N N N Fannie Mae Pool N/A 31408DUQ5 84909.57990000 PA USD 96963.34000000 0.000037419366 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 98920AAA6 12725000.00000000 PA USD 13166684.75000000 0.005081188430 Long DBT CORP US N 2 2021-08-27 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292SA34 2833444.81000000 PA USD 2999654.68000000 0.001157604282 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAX8 15385000.00000000 PA USD 15932244.45000000 0.006148452530 Long DBT CORP JP N 2 2023-01-17 Fixed 3.10200000 N N N N N N Fannie Mae Pool N/A 31402RDF3 3874665.23180000 PA USD 4542153.81000000 0.001752874001 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EMB2 480743.84990000 PA USD 561335.75000000 0.000216626491 Long ABS-MBS USGA US N 2 2037-02-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GN93 1368.76000000 PA USD 1530.89000000 0.000000590789 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 7.00000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAP8 2000000.00000000 PA USD 1695000.00000000 0.000654121713 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N Ginnie Mae II Pool N/A 36241LVR4 467647.16000000 PA USD 501205.52000000 0.000193421482 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PTVZ5 578.19000000 PA USD 608.98000000 0.000000235013 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 3.50000000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A 62954HAB4 18300000.00000000 PA USD 18849000.00000000 0.007274065001 Long DBT CORP N/A Y 2 2029-06-18 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31371HVF2 17574.71000000 PA USD 20168.21000000 0.000007783164 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GSC1 2030.27000000 PA USD 2271.81000000 0.000000876719 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.50000000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AH2 12120000.00000000 PA USD 10832371.20000000 0.004180347616 Long DBT CORP US N 2 2026-04-15 Fixed 5.37500000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAT6 1355000.00000000 PA USD 1400595.75000000 0.000540507428 Long DBT CORP US N 2 2023-12-15 Fixed 4.20000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AR9 8350000.00000000 PA USD 8459719.00000000 0.003264711438 Long DBT CORP US N 2 2021-06-15 Fixed 2.80000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LZ2 16063000.00000000 PA USD 16901167.34000000 0.006522371999 Long DBT CORP US N 2 2024-06-01 Variable 4.04400000 N N N N N N AutoNation Inc N/A 05329WAM4 10875000.00000000 PA USD 10603233.75000000 0.004091920606 Long DBT CORP US N 2 2025-10-01 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5 N/A 61761AAZ1 3025000.00000000 PA USD 3080418.00000000 0.001188771858 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.17600000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AL4 15885000.00000000 PA USD 11278350.00000000 0.004352456417 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N Chicago O'Hare International Airport N/A 167593AN2 1745000.00000000 PA USD 2443279.20000000 0.000942892021 Long DBT MUN US N 2 2040-01-01 Fixed 6.39500000 N N N N N N Freddie Mac Gold Pool N/A 3128LCQ58 167397.73000000 PA USD 188987.02000000 0.000072932456 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297TD91 143388.54830000 PA USD 161716.47000000 0.000062408409 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Wisconsin Power & Light Co JWBYHVQVMY66CVCOSO49 976826BN6 4200000.00000000 PA USD 4306218.00000000 0.001661823419 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N NSTAR Electric Co 54930080R72Y2Z31UR68 67021CAF4 4996000.00000000 PA USD 5986307.12000000 0.002310190838 Long DBT CORP US N 2 2040-03-15 Fixed 5.50000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 428236BM4 8000000.00000000 PA USD 7731360.00000000 0.002983628584 Long DBT CORP US N 2 2021-06-01 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 31288B3D3 17315.49800000 PA USD 20615.14000000 0.000007955640 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283H6C4 1689005.36000000 PA USD 1959432.01000000 0.000756169335 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AE5 13023000.00000000 PA USD 9376560.00000000 0.003618531854 Long DBT CORP US N 2 2041-03-01 Fixed 6.00000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1 N/A 26208QAE7 4215000.00000000 PA USD 4073966.10000000 0.001572194504 Long ABS-CBDO CORP US N 2 2024-07-15 Fixed 2.08000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HE4 5019000.00000000 PA USD 5465841.57000000 0.002109336668 Long DBT CORP US N 2 2043-11-07 Fixed 4.95000000 N N N N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 28368EAE6 10653000.00000000 PA USD 12166684.77000000 0.004695275922 Long DBT CORP US N 2 2032-01-15 Fixed 7.75000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBB4 150000.00000000 PA USD 160101.00000000 0.000061784979 Long DBT CORP US N 2 2047-07-01 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJS76 1912324.98000000 PA USD 2048845.86000000 0.000790675259 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y23P9 7537949.76000000 PA USD 8035379.06000000 0.003100953344 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBJ8 3200000.00000000 PA USD 3303424.00000000 0.001274832664 Long DBT CORP US N 2 2029-04-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294UAK9 3973882.36000000 PA USD 4125525.71000000 0.001592092003 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N New York City Transitional Finance Authority Future Tax Secured Revenue N/A 64971M4P4 8550000.00000000 PA USD 11167924.50000000 0.004309841834 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N Fannie Mae Pool N/A 31412XJH8 193184.30160000 PA USD 226413.93000000 0.000087375969 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AU7 24786000.00000000 PA USD 25614100.26000000 0.009884801858 Long DBT CORP US N 2 2021-12-01 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 31297CHT0 281068.43300000 PA USD 324558.15000000 0.000125251052 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287MRV4 1302.66000000 PA USD 1499.19000000 0.000000578556 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3131YBEP9 126053.25000000 PA USD 133208.03000000 0.000051406645 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31409XSG5 48721.82050000 PA USD 55680.27000000 0.000021487713 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N Australia & New Zealand Banking Group Ltd/New York NY JHE42UYNWWTJB8YTTU19 05253JAQ4 8000000.00000000 PA USD 8066960.00000000 0.003113140824 Long DBT CORP AU N 2 2021-11-23 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 31403DVZ9 1668028.92310000 PA USD 1975446.65000000 0.000762349585 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBD7 7550000.00000000 PA USD 6987600.50000000 0.002696602484 Long DBT CORP US N 2 2026-11-18 Fixed 2.90000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAT0 8650000.00000000 PA USD 8571371.50000000 0.003307799535 Long DBT CORP GB N 2 2021-06-01 Fixed 3.40000000 N N N N N N Ginnie Mae II Pool N/A 36179TQR9 10009711.64000000 PA USD 10827805.37000000 0.004178585605 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 4.50000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CY7 3350000.00000000 PA USD 3570530.50000000 0.001377912406 Long DBT CORP US N 2 2028-11-30 Fixed 4.80000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAL5 6348000.00000000 PA USD 6205170.00000000 0.002394652762 Long DBT CORP KY N 2 2025-01-01 Fixed 4.75000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GF4 1557142.77150000 PA USD 1533988.06000000 0.000591985190 Long DBT CORP US N 2 2022-02-01 Fixed 1.84500000 N N N N N N Freddie Mac Gold Pool N/A 313954LU1 974.13000000 PA USD 998.99000000 0.000000385522 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 8.00000000 N N N N N N Philippine Government International Bond N/A 718286BY2 1000000.00000000 PA USD 1053760.00000000 0.000406659172 Long DBT NUSS PH N 2 2024-01-21 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31403FPN8 137719.14760000 PA USD 150605.53000000 0.000058120558 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CS2 10850000.00000000 PA USD 5180875.00000000 0.001999364502 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402J5R4 119025.52610000 PA USD 133494.27000000 0.000051517109 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31401ALQ8 372091.81000000 PA USD 431042.32000000 0.000166344625 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QHYW4 308457.60800000 PA USD 316958.70000000 0.000122318329 Long ABS-MBS USGSE US N 2 2037-06-01 Floating 3.43800000 N N N N N N Fannie Mae Pool N/A 31379TDZ4 7269.57000000 PA USD 8370.69000000 0.000003230354 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PSR66 110319.59000000 PA USD 116430.19000000 0.000044931867 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36203CFU1 4811.56000000 PA USD 5252.68000000 0.000002027074 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMDZ2 3894807.94000000 PA USD 4334609.65000000 0.001672780112 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312942FZ3 4018866.02000000 PA USD 4402949.05000000 0.001699153142 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370CS7 15070000.00000000 PA USD 8759437.50000000 0.003380376558 Long DBT CORP US N 2 2046-12-08 Fixed 5.29100000 N N N N N N Ginnie Mae I Pool N/A 36184CR56 8305834.41000000 PA USD 8919718.63000000 0.003442231052 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WDTY7 310153.24000000 PA USD 335712.97000000 0.000129555836 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36203K5C4 1773.32000000 PA USD 1907.90000000 0.000000736282 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31389XRJ4 10067.83000000 PA USD 10449.80000000 0.000004032708 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371NQB4 491187.27080000 PA USD 576894.54000000 0.000222630823 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 7.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CY4 59367000.00000000 PA USD 63822493.35000000 0.024629898942 Long DBT CORP US N 2 2038-03-25 Fixed 4.78000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BS0 11100000.00000000 PA USD 12595836.00000000 0.004860890753 Long DBT CORP US N 2 2047-06-15 Fixed 3.90000000 N N N N N N Ginnie Mae II Pool N/A 36179TLT0 22616709.48000000 PA USD 24340102.74000000 0.009393150271 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371HHQ4 32333.67420000 PA USD 37932.57000000 0.000014638653 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.00000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAL3 20975000.00000000 PA USD 21613688.75000000 0.008340992990 Long DBT CORP CA N 2 2043-10-16 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YK0 862560000.00000000 PA USD 885607603.20000000 0.341767057731 Long DBT UST US N 2 2022-10-15 Fixed 1.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128M5C57 156364.99850000 PA USD 184132.29000000 0.000071058955 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCV6 30367000.00000000 PA USD 25987471.26000000 0.010028890400 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31385WL80 4387.59000000 PA USD 4878.74000000 0.000001882766 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFN9 2550000.00000000 PA USD 2640525.00000000 0.001019011644 Long DBT CORP US N 2 2025-07-01 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36290SC25 30050.87820000 PA USD 35524.65000000 0.000013709407 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.50000000 N N N N N N Peruvian Government International Bond N/A 715638AP7 35914000.00000000 PA USD 55400218.12000000 0.021379637523 Long DBT NUSS PE N 2 2033-11-21 Fixed 8.75000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AY8 7390000.00000000 PA USD 7926735.70000000 0.003059026512 Long DBT CORP US N 2 2049-01-15 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 31292GNC6 11096.20000000 PA USD 12676.30000000 0.000004891942 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 31401PFQ2 14315.05610000 PA USD 16476.63000000 0.000006358537 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31389SUM4 24726.13620000 PA USD 28391.04000000 0.000010956457 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410YX41 236747.01580000 PA USD 279032.40000000 0.000107682095 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36297GQJ2 1592193.67000000 PA USD 1719123.35000000 0.000663431216 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAA6 6650000.00000000 PA USD 6565412.00000000 0.002533674658 Long DBT CORP US N 2 2021-03-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 312939CM1 251720.87000000 PA USD 290964.15000000 0.000112286706 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.50000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAD9 100000.00000000 PA USD 104434.00000000 0.000040302387 Long DBT CORP IT Y 2 2021-02-24 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GX68 167879.33040000 PA USD 193699.17000000 0.000074750933 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418CU85 66697281.04000000 PA USD 71167999.79000000 0.027464621808 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAU4 16229000.00000000 PA USD 14713698.27000000 0.005678200308 Long DBT CORP US N 2 2026-09-15 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 36223RCF0 1459.71000000 PA USD 1562.53000000 0.000000602999 Long ABS-MBS USGA US N 2 2022-06-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31408GFE2 429867.18000000 PA USD 507729.02000000 0.000195938983 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AG5 18510000.00000000 PA USD 19490104.50000000 0.007521475251 Long DBT CORP US N 2 2029-03-15 Fixed 4.10000000 N N N N N N Freddie Mac Gold Pool N/A 31292GH41 2844.71000000 PA USD 3046.31000000 0.000001175609 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371EX83 3254.34000000 PA USD 3674.05000000 0.000001417861 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31418BLF1 2211468.63000000 PA USD 2410412.35000000 0.000930208292 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206W5F8 4489.27000000 PA USD 5473.23000000 0.000002112187 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 9.00000000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 03879QAF1 6060000.00000000 PA USD 5946375.00000000 0.002294780533 Long DBT CORP US N 2 2024-02-06 Fixed 4.60000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FR2 4640000.00000000 PA USD 5689521.60000000 0.002195657591 Long DBT CORP US N 2 2040-03-23 Fixed 4.62500000 N N N N N N Legrand France SA 969500TJLHIZLFRWEQ48 524671AA2 4645000.00000000 PA USD 6070875.65000000 0.002342826892 Long DBT CORP FR N 2 2025-02-15 Fixed 8.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BPVN6 5800000.00000000 PA USD 6481384.00000000 0.002501247202 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 3.08000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828X47 372882000.00000000 PA USD 384825410.50000000 0.148508942122 Long DBT UST US N 2 2022-04-30 Fixed 1.87500000 N N N N N N Connecticut Light & Power Co/The 549300O45IUXEDS1VZ32 207597EG6 5500000.00000000 PA USD 6210765.00000000 0.002396811943 Long DBT CORP US N 2 2044-04-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31410F6D2 53314.96000000 PA USD 62207.36000000 0.000024006598 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 7.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XAT3 3695000.00000000 PA USD 3262204.65000000 0.001258925601 Long DBT CORP US N 2 2042-08-01 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31407EC76 1999.81260000 PA USD 2178.10000000 0.000000840556 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211WZW1 7607.94000000 PA USD 9109.37000000 0.000003515419 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283H5J0 2259187.55000000 PA USD 2555050.75000000 0.000986026061 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXA3 17243477.87000000 PA USD 18726244.53000000 0.007226692128 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCS3 9575000.00000000 PA USD 8347772.25000000 0.003221509786 Long DBT CORP US N 2 2029-01-17 Fixed 5.65000000 N N N N N N Fannie Mae Pool N/A 31405FT93 2582.48070000 PA USD 3101.66000000 0.000001196969 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4H0 18410996.82000000 PA USD 19461528.30000000 0.007510447338 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312938X40 148453.58000000 PA USD 163618.11000000 0.000063142276 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402MXS4 5492.67800000 PA USD 6168.55000000 0.000002380520 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MYV9 382740.87940000 PA USD 432742.15000000 0.000167000611 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516AR7 5449000.00000000 PA USD 6968944.06000000 0.002689402731 Long DBT CORP US N 2 2036-03-15 Fixed 5.70000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AZ8 16425000.00000000 PA USD 15911390.25000000 0.006140404633 Long DBT CORP US N 2 2030-01-22 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 31385XQ91 6232789.88410000 PA USD 7080386.98000000 0.002732409948 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WTRU2 1213556.86000000 PA USD 1304440.13000000 0.000503399771 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAQ8 6000000.00000000 PA USD 5992080.00000000 0.002312418664 Long DBT CORP GB N 2 2021-08-10 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31405NUK9 459939.92680000 PA USD 530761.48000000 0.000204827497 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CD0 13905000.00000000 PA USD 16051236.75000000 0.006194373148 Long DBT CORP US N 2 2043-12-05 Fixed 5.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128MML35 492777.80000000 PA USD 518870.38000000 0.000200238573 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JL6 11188000.00000000 PA USD 11681167.04000000 0.004507908554 Long DBT CORP US N 2 2025-03-26 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31409AKE8 3920.07600000 PA USD 3996.13000000 0.000001542156 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 6.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-LC14 549300QGM7D5K3CV2643 96221TAF4 2192518.95000000 PA USD 2252922.85000000 0.000869431123 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 3.52200000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAW8 10100000.00000000 PA USD 9810130.00000000 0.003785851943 Long DBT CORP US N 2 2022-11-07 Fixed 2.65000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 925524AV2 3065000.00000000 PA USD 2978536.35000000 0.001149454454 Long DBT CORP US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179N2M9 2803866.01000000 PA USD 3064513.39000000 0.001182634070 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 5.00000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AU1 10625000.00000000 PA USD 10640087.50000000 0.004106142930 Long DBT CORP US N 2 2026-07-28 Fixed 2.00000000 N N N N N N CNOOC Finance 2013 Ltd 5493006KAH3PSSMCES09 12625GAC8 13760000.00000000 PA USD 14045107.20000000 0.005420182647 Long DBT CORP VG N 2 2023-05-09 Fixed 3.00000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AG0 7566000.00000000 PA USD 10799708.40000000 0.004167742633 Long DBT CORP US N 2 2041-06-15 Fixed 5.85000000 N N N N N N Fannie Mae Pool N/A 31411EU88 107638.26950000 PA USD 118186.82000000 0.000045609772 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Koninklijke Philips NV H1FJE8H61JGM1JSGM897 500472AC9 4980000.00000000 PA USD 7061739.60000000 0.002725213691 Long DBT CORP NL N 2 2038-03-11 Fixed 6.87500000 N N N N N N Fannie Mae Pool N/A 3138EJAC2 1639546.48000000 PA USD 1740936.03000000 0.000671849002 Long ABS-MBS USGSE US N 2 2041-07-01 Floating 4.50600000 N N N N N N Fannie Mae Pool N/A 31413BWM9 188435.03590000 PA USD 223039.25000000 0.000086073637 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138A5EN8 8076666.63000000 PA USD 8537036.63000000 0.003294549279 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WD65 29762.20460000 PA USD 33187.24000000 0.000012807371 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K9AF1 22386.71710000 PA USD 25244.38000000 0.000009742122 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36206H5P9 10204.02000000 PA USD 12063.70000000 0.000004655532 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KUC0 70072.13000000 PA USD 81044.02000000 0.000031275901 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LMF9 104771.40760000 PA USD 113939.95000000 0.000043970852 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017BS7 13265000.00000000 PA USD 16378030.20000000 0.006320486830 Long DBT CORP US N 2 2040-04-15 Fixed 5.70000000 N N N N N N Freddie Mac Gold Pool N/A 3132GKCG9 510369.79000000 PA USD 562009.01000000 0.000216886310 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N NorthWestern Corp 3BPWMBHR1R9SHUN7J795 668074AU1 5020000.00000000 PA USD 5147106.40000000 0.001986332777 Long DBT CORP US N 2 2044-11-15 Fixed 4.17600000 N N N N N N Fannie Mae Pool N/A 3140FUH76 2483577.30000000 PA USD 2672080.82000000 0.001031189430 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DK6 11932000.00000000 PA USD 15079661.60000000 0.005819430138 Long DBT CORP US N 2 2043-10-02 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36291FHA9 20197.78380000 PA USD 21864.91000000 0.000008437942 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 6.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AT1 5048000.00000000 PA USD 5243710.96000000 0.002023613686 Long DBT CORP US N 2 2023-05-01 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31416BYZ5 49172.32000000 PA USD 52725.02000000 0.000020347245 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAP1 36396000.00000000 PA USD 37812168.36000000 0.014592189001 Long DBT CORP US N 2 2024-04-23 Variable 3.55900000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AM6 6132000.00000000 PA USD 6422656.80000000 0.002478583640 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31419AQ83 11857355.34000000 PA USD 13147554.17000000 0.005073805699 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MGM6 7717127.88000000 PA USD 8026198.85000000 0.003097410586 Long ABS-MBS USGA US N 2 2027-07-20 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EQA0 980711.96610000 PA USD 1145412.73000000 0.000442029107 Long ABS-MBS USGA US N 2 2037-11-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207URB6 2329.71000000 PA USD 2482.96000000 0.000000958205 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 8.00000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAS9 10000000.00000000 PA USD 9975000.00000000 0.003849477340 Long DBT CORP US N 2 2021-09-01 Fixed 2.40300000 N N N N N N Freddie Mac Gold Pool N/A 3128M5ED8 514986.32000000 PA USD 584715.47000000 0.000225649017 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAL2 20540000.00000000 PA USD 21294228.80000000 0.008217709397 Long DBT CORP US N 2 2023-05-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 312939HF1 453144.25000000 PA USD 497049.40000000 0.000191817584 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 5.50000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AH7 2480000.00000000 PA USD 1178000.00000000 0.000454604943 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31419GYS7 1550120.13000000 PA USD 1695102.87000000 0.000654161412 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAL7 9825000.00000000 PA USD 9195217.50000000 0.003548549514 Long DBT CORP US N 2 2026-08-04 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36291R3C4 443758.45710000 PA USD 499876.15000000 0.000192908462 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31389BEK3 20584.53640000 PA USD 24482.22000000 0.000009447995 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GN86 6592.57000000 PA USD 7390.07000000 0.000002851920 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 7.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDJ8 36239000.00000000 PA USD 39276915.37000000 0.015157453204 Long DBT CORP US N 2 2048-03-09 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402DJT8 127567.97130000 PA USD 149727.80000000 0.000057781831 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SGL5 159082891.81670000 PA USD 168888761.30000000 0.065176286681 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ESA8 3233690.28000000 PA USD 3481390.96000000 0.001343512342 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31413QTM0 402724.85080000 PA USD 470898.11000000 0.000181725474 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7 N/A 61690KAG7 599000.00000000 PA USD 602444.25000000 0.000232490775 Long ABS-MBS CORP US N 2 2046-02-15 Fixed 3.21400000 N N N N N N Fannie Mae Pool N/A 31385V7E5 4332.13000000 PA USD 5093.37000000 0.000001965595 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EKA6 323664.22920000 PA USD 368883.36000000 0.000142356705 Long ABS-MBS USGA US N 2 2036-08-20 Fixed 5.50000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BQ8 7933000.00000000 PA USD 8700438.42000000 0.003357608074 Long DBT CORP US N 2 2049-03-15 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3132GF6L6 1326783.01000000 PA USD 1460336.99000000 0.000563562321 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.00000000 N N N N N N BANK 2018-BNK10 549300GL0Y86051URC66 065404BB0 7600000.00000000 PA USD 8120296.00000000 0.003133723854 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 3.68800000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CR8 3930000.00000000 PA USD 3896555.70000000 0.001503729611 Long DBT CORP US N 2 2050-03-01 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXEL6 19862.64000000 PA USD 20816.44000000 0.000008033324 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust 2012-GCJ7 N/A 36192KAT4 5803408.07000000 PA USD 5892780.55000000 0.002274097764 Long ABS-MBS CORP US N 2 2045-05-10 Fixed 3.37700000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABD3 7940000.00000000 PA USD 6500875.00000000 0.002508769022 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 31292GGP5 351.94000000 PA USD 386.55000000 0.000000149174 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 7.50000000 N N N N N N Wells Fargo Capital X N/A 94978SAA7 5067000.00000000 PA USD 6364962.72000000 0.002456318773 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 3138LUTH8 14260041.73000000 PA USD 15454462.83000000 0.005964070623 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407Y4W6 1472.96950000 PA USD 1483.46000000 0.000000572485 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BG8 11150000.00000000 PA USD 11143979.00000000 0.004300600966 Long DBT CORP US N 2 2029-09-04 Fixed 2.25000000 N N N N N N Ginnie Mae I Pool N/A 36210YTW5 17925.05000000 PA USD 19659.84000000 0.000007586978 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CD5 10375000.00000000 PA USD 9735485.00000000 0.003757045504 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31371KUC3 223326.08000000 PA USD 264753.07000000 0.000102171523 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R3V3 32812.85220000 PA USD 35017.22000000 0.000013513583 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138A8RD0 24761717.77000000 PA USD 27130918.93000000 0.010470161167 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1 N/A 46590KAE4 4600000.00000000 PA USD 4932580.00000000 0.001903544354 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.91400000 N N N N N N Benchmark 2019-B10 Mortgage Trust N/A 08162VAE8 6100000.00000000 PA USD 6623319.00000000 0.002556021695 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.71700000 N N N N N N BANK 2019-BNK24 N/A 06540VBB0 8050000.00000000 PA USD 8254067.50000000 0.003185347950 Long ABS-MBS CORP US N 2 2062-11-15 Fixed 2.96000000 N N N N N N Freddie Mac Gold Pool N/A 3128KLYP6 556116.50700000 PA USD 634134.09000000 0.000244720281 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31391UBH7 140822.20870000 PA USD 162382.09000000 0.000062665280 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418AUZ9 4753854.38000000 PA USD 5067894.00000000 0.001955763720 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297KGA4 9123.43980000 PA USD 10788.74000000 0.000004163509 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371FKW1 1800.74000000 PA USD 2113.33000000 0.000000815560 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 7.00000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AL1 8145000.00000000 PA USD 7813254.15000000 0.003015232561 Long DBT CORP US N 2 2022-09-15 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31409GHP4 9638.15500000 PA USD 9987.06000000 0.000003854131 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.50000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAG7 1000000.00000000 PA USD 1036010.00000000 0.000399809224 Long DBT CORP US N 2 2024-08-15 Fixed 3.90000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-2 N/A 80285FAF1 3150000.00000000 PA USD 3164994.00000000 0.001221410795 Long ABS-CBDO CORP US N 2 2023-07-17 Fixed 3.35000000 N N N N N N Mexico Government International Bond N/A 91087BAA8 41067000.00000000 PA USD 39699468.90000000 0.015320521899 Long DBT NUSS MX N 2 2025-01-30 Fixed 3.60000000 N N N N N N Alabama Economic Settlement Authority N/A 01026CAC5 3520000.00000000 PA USD 3635174.40000000 0.001402859296 Long DBT MUN US N 2 2025-09-15 Fixed 3.16300000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAR1 10925000.00000000 PA USD 8890218.75000000 0.003430846679 Long DBT CORP US N 2 2028-03-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201C7M0 16505.32000000 PA USD 17777.05000000 0.000006860386 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410LD90 534.55000000 PA USD 537.20000000 0.000000207312 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31411EE37 7795.56420000 PA USD 8463.80000000 0.000003266286 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216AV2 8077000.00000000 PA USD 8292736.67000000 0.003200270867 Long DBT CORP US N 2 2021-09-01 Fixed 3.30000000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AF6 5800000.00000000 PA USD 5295922.00000000 0.002043762579 Long DBT CORP US N 2 2023-11-01 Fixed 5.37500000 N N N N N N Mayo Clinic 5493001OHMD58DCY4635 578454AC4 3275000.00000000 PA USD 4143759.25000000 0.001599128555 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31405STT1 305208.05710000 PA USD 348697.15000000 0.000134566594 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140HP4H7 297614.78000000 PA USD 323662.03000000 0.000124905228 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BP6 25078000.00000000 PA USD 28625784.66000000 0.011047048560 Long DBT CORP US N 2 2047-10-15 Fixed 4.03000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2G4 26542464.90000000 PA USD 28047422.66000000 0.010823851426 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296Q6T1 77093.85000000 PA USD 86600.29000000 0.000033420135 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78012KKU0 42000.00000000 PA USD 41984.46000000 0.000016202328 Long DBT CORP CA N 2 2021-01-19 Fixed 2.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAA2 7800000.00000000 PA USD 8227284.00000000 0.003175011862 Long DBT CORP US N 2 2025-08-15 Fixed 3.25000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CA4 1775000.00000000 PA USD 1770527.00000000 0.000683268528 Long DBT CORP US N 2 2025-08-01 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 3138A46Y6 9999994.51000000 PA USD 10957293.98000000 0.004228556880 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6P69 654420.28000000 PA USD 749213.06000000 0.000289130696 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140H72B2 153921.65000000 PA USD 164292.89000000 0.000063402682 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0X24 36330000.00000000 PA USD 37967029.80000000 0.014651951969 Long DBT USGSE US N 2 2025-01-07 Fixed 1.62500000 N N N N N N nVent Finance Sarl 549300KO1OQ4MVFB6X02 67078AAC7 2280000.00000000 PA USD 2374050.00000000 0.000916175606 Long DBT CORP LU N 2 2023-04-15 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36225AZQ6 8833.19000000 PA USD 10395.07000000 0.000004011587 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.50000000 N N N N N N Fibria Overseas Finance Ltd 549300WABWKSHESAMG92 31572UAE6 9440000.00000000 PA USD 9074200.00000000 0.003501847346 Long DBT CORP KY N 2 2024-05-12 Fixed 5.25000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EE9 22655000.00000000 PA USD 25362499.05000000 0.009787705803 Long DBT CORP US N 2 2028-06-26 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31296MYS2 123591.80170000 PA USD 142612.58000000 0.000055035979 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371MMG9 441134.11000000 PA USD 504423.62000000 0.000194663387 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054AS8 1780000.00000000 PA USD 1846874.60000000 0.000712732022 Long DBT CORP US N 2 2021-11-15 Fixed 3.80000000 N N N N N N Ginnie Mae II Pool N/A 36179NQ68 6228277.28000000 PA USD 6811493.16000000 0.002628640458 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCRE7 473347.11000000 PA USD 505600.98000000 0.000195117745 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.50000000 N N N N N N Rutgers The State University of New Jersey 549300BOYDHNW8J60112 783186TP4 3900000.00000000 PA USD 4657302.00000000 0.001797311129 Long DBT MUN US N 2 2119-05-01 Fixed 3.91500000 N N N N N N BANK 2019-BNK16 N/A 065405AE2 6625000.00000000 PA USD 7381641.25000000 0.002848667741 Long ABS-MBS CORP US N 2 2052-02-15 Fixed 4.00500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBH5 6452000.00000000 PA USD 6439676.68000000 0.002485151825 Long DBT CORP US N 2 2026-02-15 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31292HNN0 96214.87100000 PA USD 113983.83000000 0.000043987786 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WDBV2 4302747.29000000 PA USD 4682034.46000000 0.001806855695 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31407YPU7 265093.77000000 PA USD 313338.19000000 0.000120921129 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209RXD0 3092.29000000 PA USD 3207.26000000 0.000001237721 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36206W3S2 1950.97000000 PA USD 2142.67000000 0.000000826883 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXE22 338509.32000000 PA USD 369807.89000000 0.000142713493 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QR37 3321809.51000000 PA USD 3629608.38000000 0.001400711299 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140HL3F1 259927.85000000 PA USD 280612.91000000 0.000108292033 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.00000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644AAB3 13900000.00000000 PA USD 13931831.00000000 0.005376467944 Long DBT CORP US N 2 2022-08-07 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418BX27 9683260.38000000 PA USD 10147572.72000000 0.003916075312 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 3.00000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830AR0 14539000.00000000 PA USD 18748476.67000000 0.007235271790 Long DBT CORP US N 2 2036-09-01 Fixed 6.15000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGA1 31554000.00000000 PA USD 32925967.92000000 0.012706543099 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2K9 7726000.00000000 PA USD 8043306.82000000 0.003104012766 Long DBT CORP US N 2 2025-06-01 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31371MXW2 124944.47610000 PA USD 147080.89000000 0.000056760356 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31403HEU0 20232.78080000 PA USD 23756.72000000 0.000009168015 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LHL2 219290.29640000 PA USD 248556.78000000 0.000095921172 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202S4U9 9373.24690000 PA USD 10686.25000000 0.000004123957 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36212EEU7 27661.69000000 PA USD 30755.37000000 0.000011868882 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 9.00000000 N N N N N N Gulf Power Co BLVY3B5CY5IDPCFLQ577 402479CF4 3400000.00000000 PA USD 3493704.00000000 0.001348264098 Long DBT CORP US N 2 2027-05-30 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31378W7E2 6689.02380000 PA USD 7731.37000000 0.000002983632 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.00000000 N N N N N N Providence St Joseph Health Obligated Group N/A 743756AC2 4868000.00000000 PA USD 5219566.96000000 0.002014296214 Long DBT CORP US N 2 2047-10-01 Fixed 3.74400000 N N N N N N Munich Re America Corp 5493000NTMGI8RSQK217 029163AD4 2350000.00000000 PA USD 3077536.50000000 0.001187659851 Long DBT CORP US N 2 2026-12-15 Fixed 7.45000000 N N N N N N Fannie Mae Pool N/A 31410LNA6 820993.89000000 PA USD 937821.32000000 0.000361916984 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HHZ6 8986000.00000000 PA USD 9207504.90000000 0.003553291375 Long DBT CORP US N 2 2021-05-10 Fixed 4.62500000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130A2UW4 14985000.00000000 PA USD 16463270.25000000 0.006353382032 Long DBT USGSE US N 2 2024-09-13 Fixed 2.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284S6 186365000.00000000 PA USD 200517558.10000000 0.077382235210 Long DBT UST US N 2 2023-05-31 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36208RZC1 2723.79860000 PA USD 2852.58000000 0.000001100846 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292JEQ8 89037.01850000 PA USD 96477.84000000 0.000037232005 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAN4 7529000.00000000 PA USD 8459960.85000000 0.003264804771 Long DBT CORP US N 2 2042-09-30 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJE89 19611.52740000 PA USD 23537.56000000 0.000009083438 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140EUHZ5 34134304.42000000 PA USD 36977691.98000000 0.014270154122 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9YN5 433324.27000000 PA USD 478086.67000000 0.000184499629 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828U57 393035000.00000000 PA USD 418090981.30000000 0.161346542223 Long DBT UST US N 2 2023-11-30 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31412LR85 81054.72620000 PA USD 96071.74000000 0.000037075286 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36178D7B1 824000.74000000 PA USD 876398.95000000 0.000338213323 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31416WQB1 1032816.63000000 PA USD 1145713.82000000 0.000442145302 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A 12591UAD5 776558.59000000 PA USD 797098.56000000 0.000307610310 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.47200000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAF3 35191000.00000000 PA USD 37083923.89000000 0.014311150346 Long DBT CORP US N 2 2028-05-01 Variable 3.54000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284X5 625966000.00000000 PA USD 677019787.00000000 0.261270408918 Long DBT UST US N 2 2023-08-31 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36241LLQ7 3438408.13000000 PA USD 3828082.92000000 0.001477305108 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CG4 10575000.00000000 PA USD 10666473.75000000 0.004116325714 Long DBT CORP US N 2 2042-09-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31385HV90 3895.11860000 PA USD 4517.79000000 0.000001743471 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36211UFY3 9157.23000000 PA USD 9884.22000000 0.000003814444 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 8.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G3A0 10348000.00000000 PA USD 12185597.84000000 0.004702574713 Long DBT CORP US N 2 2037-08-07 Fixed 6.15000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AP8 5353000.00000000 PA USD 5146267.14000000 0.001986008896 Long DBT CORP US N 2 2025-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KBM9 56893.69190000 PA USD 66061.54000000 0.000025493975 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Fannie Mae-Aces N/A 3136ANLF2 9805865.87000000 PA USD 10263995.92000000 0.003961004482 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.59000000 N N N N N N Freddie Mac Gold Pool N/A 31283G3A3 2277.77000000 PA USD 2554.18000000 0.000000985690 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 7.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EQ2 6550000.00000000 PA USD 6745648.50000000 0.002603230180 Long DBT CORP US N 2 2029-09-24 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 36212EDQ7 1593.00000000 PA USD 1725.31000000 0.000000665818 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 8.00000000 N N N N N N Pharmacia LLC N/A 71713UAW2 7640000.00000000 PA USD 10063713.60000000 0.003883713028 Long DBT CORP US N 2 2028-12-01 Fixed 6.60000000 N N N N N N Freddie Mac Gold Pool N/A 31297CNA4 75354.90750000 PA USD 83394.52000000 0.000032182988 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAP8 1750000.00000000 PA USD 1730435.00000000 0.000667796523 Long DBT CORP US N 2 2029-03-19 Fixed 5.15000000 N N N N N N Fannie Mae Pool N/A 31416RRB1 5561145.64000000 PA USD 6210798.67000000 0.002396824936 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAK0 6100000.00000000 PA USD 5749372.00000000 0.002218754609 Long DBT CORP US N 2 2027-02-15 Fixed 2.70000000 N N N N N N Ginnie Mae II Pool N/A 36202ENL9 134739.63910000 PA USD 157939.11000000 0.000060950679 Long ABS-MBS USGA US N 2 2037-06-20 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31389DYC5 23108.86320000 PA USD 26955.33000000 0.000010402399 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAM3 7449000.00000000 PA USD 8096169.12000000 0.003124412989 Long DBT CORP US N 2 2049-02-15 Fixed 5.20000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AE4 3700000.00000000 PA USD 1868500.00000000 0.000721077534 Long DBT CORP US N 2 2025-06-01 Fixed 3.95000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CV0 66817000.00000000 PA USD 69244461.61000000 0.026722304351 Long DBT CORP US N 2 2023-03-09 Fixed 3.70000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAE3 19335000.00000000 PA USD 19150930.80000000 0.007390583875 Long DBT CORP GB N 2 2048-01-09 Fixed 4.34400000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550AX6 6885000.00000000 PA USD 6826684.05000000 0.002634502812 Long DBT CORP US N 2 2026-08-15 Fixed 2.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJV72 6566808.71000000 PA USD 7094977.13000000 0.002738040470 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARG96 189760.59000000 PA USD 201791.41000000 0.000077873830 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CHH0 11920721.85000000 PA USD 12522599.10000000 0.004832627716 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C22 N/A 92890KBF1 1675000.00000000 PA USD 1697311.00000000 0.000655013557 Long ABS-MBS CORP US N 2 2057-09-15 Variable 4.37100000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BAHA3 6000025.37000000 PA USD 6049225.58000000 0.002334471859 Long ABS-MBS USGSE US N 2 2021-01-25 Fixed 2.85600000 N N N N N N Freddie Mac Gold Pool N/A 3128K1LY5 20794.62730000 PA USD 24764.95000000 0.000009557104 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TUA1 44064882.84000000 PA USD 46688946.61000000 0.018017848823 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402QSA0 502828.86000000 PA USD 576025.66000000 0.000222295511 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132J7JP8 353394.60000000 PA USD 369580.07000000 0.000142625574 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31410GZP1 659240.15140000 PA USD 749397.83000000 0.000289202001 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418DG22 999999.66000000 PA USD 1027359.65000000 0.000396470946 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.00000000 N N N N N N State of Texas 549300X9CH74QB747L76 882722KF7 8265000.00000000 PA USD 11354787.60000000 0.004381954643 Long DBT MUN US N 2 2039-04-01 Fixed 5.51700000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334BJ2 4625000.00000000 PA USD 5585936.25000000 0.002155682708 Long DBT CORP US N 2 2040-06-15 Fixed 5.40000000 N N N N N N Freddie Mac Gold Pool N/A 31296UH46 15623.66940000 PA USD 17479.92000000 0.000006745719 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RJ9 438027000.00000000 PA USD 583123443.80000000 0.225034634935 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAQ6 4175000.00000000 PA USD 3975142.75000000 0.001534057337 Long DBT CORP US N 2 2022-07-25 Fixed 2.85000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAP5 10723000.00000000 PA USD 10723965.07000000 0.004138512334 Long DBT CORP US N 2 2027-07-15 Fixed 3.55000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AF6 6034000.00000000 PA USD 5756254.98000000 0.002221410838 Long DBT CORP US N 2 2029-12-15 Fixed 2.90000000 N N N N N N Ginnie Mae II Pool N/A 36202FB54 2295121.92000000 PA USD 2627822.79000000 0.001014109702 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.50000000 N N N N N N Citizens Bank NA/Providence RI DRMSV1Q0EKMEXLAU1P80 17401QAE1 7605000.00000000 PA USD 7595645.85000000 0.002931254795 Long DBT CORP US N 2 2021-05-13 Fixed 2.55000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XZ1 4650000.00000000 PA USD 4114413.00000000 0.001587803469 Long DBT CORP US N 2 2023-05-04 Fixed 3.09600000 N N N N N N CSAIL 2016-C7 Commercial Mortgage Trust 5493006MX7HG5PC85C29 12637UAW9 11675000.00000000 PA USD 12354134.75000000 0.004767615215 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.50200000 N N N N N N Fannie Mae Pool N/A 31419BCX1 6949816.18000000 PA USD 7710821.05000000 0.002975702346 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31388ND37 40805.79530000 PA USD 45218.13000000 0.000017450242 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36217HDP7 44300.69000000 PA USD 48491.09000000 0.000018713318 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ELL1 1346625.03230000 PA USD 1566865.56000000 0.000604673029 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31419GQ56 52772.47000000 PA USD 57788.49000000 0.000022301301 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RVA4 5742798.16000000 PA USD 6142956.34000000 0.002370643732 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292LYB5 2867134.75000000 PA USD 3011236.94000000 0.001162074021 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AG3 2400000.00000000 PA USD 2513400.00000000 0.000969952515 Long DBT CORP IE N 2 2024-07-02 Variable 3.62500000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_18-1 N/A 14314AAD1 1200000.00000000 PA USD 1211496.00000000 0.000467531468 Long ABS-CBDO CORP US N 2 2023-06-15 Fixed 2.64000000 N N N N N N Fannie Mae Pool N/A 31376KLZ7 186.13570000 PA USD 193.20000000 0.000000074558 Long ABS-MBS USGSE US N 2 2020-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31410K2C7 560938.99000000 PA USD 665812.14000000 0.000256945237 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDA6 19000000.00000000 PA USD 19319770.00000000 0.007455741035 Long DBT CORP US N 2 2030-02-01 Fixed 2.65000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHK9 2605000.00000000 PA USD 2708001.70000000 0.001045051747 Long DBT CORP US N 2 2024-09-11 Fixed 3.60000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAK1 840000.00000000 PA USD 848526.00000000 0.000327456802 Long DBT CORP US N 2 2029-03-11 Fixed 4.37500000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDD0 12545000.00000000 PA USD 12247056.25000000 0.004726292282 Long DBT CORP US N 2 2024-09-10 Fixed 2.15000000 N N N N N N Fannie Mae Pool N/A 3138WEFV6 89389.60000000 PA USD 94726.16000000 0.000036556010 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31384V2T8 1819.61000000 PA USD 2126.58000000 0.000000820673 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GRQ1 4396.66000000 PA USD 4869.61000000 0.000001879243 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SYG7 77003.35590000 PA USD 85353.60000000 0.000032939022 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 059438AH4 4910000.00000000 PA USD 6131608.00000000 0.002366264266 Long DBT CORP US N 2 2026-10-15 Fixed 7.62500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHW5 15794000.00000000 PA USD 16410913.64000000 0.006333176961 Long DBT CORP US N 2 2027-02-15 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31418B3D6 4720844.87000000 PA USD 5114704.96000000 0.001973828656 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31413CBD0 303133.92430000 PA USD 354945.57000000 0.000136977937 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138ERB90 2667243.24000000 PA USD 2833519.18000000 0.001093490513 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EKDW2 876764.27000000 PA USD 884050.18000000 0.000341166028 Long ABS-MBS USGSE US N 2 2042-10-01 Floating 4.27000000 N N N N N N Fannie Mae Pool N/A 31371M5Q6 112405.76000000 PA USD 122723.48000000 0.000047360526 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 5.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367TG38 10086000.00000000 PA USD 10200274.38000000 0.003936413542 Long DBT CORP CA N 2 2022-09-11 Fixed 2.35000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CR6 5822000.00000000 PA USD 5854486.76000000 0.002259319711 Long DBT CORP US N 2 2021-03-30 Fixed 4.60000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBH6 2100000.00000000 PA USD 2249226.00000000 0.000868004463 Long DBT CORP US N 2 2028-11-15 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31297AF66 37989.09970000 PA USD 40757.37000000 0.000015728779 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31407KZM4 28939.98610000 PA USD 33078.69000000 0.000012765480 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297C2T6 16818.80530000 PA USD 19463.06000000 0.000007511038 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AX1 19141000.00000000 PA USD 20539441.46000000 0.007926427516 Long DBT CORP US N 2 2024-08-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31402VMB3 26304.33450000 PA USD 29619.47000000 0.000011430524 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31389WNM3 34884.39230000 PA USD 41449.63000000 0.000015995930 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYZ7 34869409.12000000 PA USD 37534478.06000000 0.014485024839 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YG9 586425000.00000000 PA USD 627111166.50000000 0.242010047645 Long DBT UST US N 2 2026-09-30 Fixed 1.62500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BWWD2 26090000.00000000 PA USD 27571651.10000000 0.010640245227 Long ABS-MBS USGSE US N 2 2024-01-25 Fixed 3.00200000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Q78 192710000.00000000 PA USD 195118875.00000000 0.075298815836 Long DBT UST US N 2 2021-04-30 Fixed 1.37500000 N N N N N N Fannie Mae Pool N/A 31371GGS3 9898.83000000 PA USD 11656.66000000 0.000004498450 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36200SWW6 2068.31000000 PA USD 2258.04000000 0.000000871405 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N MUFG Union Bank NA OX3PU53ZLPQKJ4700D47 90520EAH4 39571000.00000000 PA USD 39607801.03000000 0.015285146121 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31409WXK2 14916.27380000 PA USD 15736.82000000 0.000006073035 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CVB7 19247328.62000000 PA USD 20583093.23000000 0.007943273281 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JJ89 61514.66660000 PA USD 66888.59000000 0.000025813144 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NDQ8 60707839.26000000 PA USD 64225858.55000000 0.024785562621 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410G2Q5 847.47000000 PA USD 851.22000000 0.000000328496 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291XXE4 69913.84020000 PA USD 76115.20000000 0.000029373808 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CJ9 2940000.00000000 PA USD 3172906.80000000 0.001224464444 Long DBT CORP US N 2 2042-09-15 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36292ENB2 7056.28000000 PA USD 7912.35000000 0.000003053474 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469TX3 11670000.00000000 PA USD 12041572.80000000 0.004646993647 Long DBT NUSS CA N 2 2022-09-06 Fixed 2.10000000 N N N N N N Ginnie Mae I Pool N/A 36209KBB3 3795.57000000 PA USD 4103.39000000 0.000001583549 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31404XZJ6 37972.17000000 PA USD 41549.53000000 0.000016034483 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FP8 19704000.00000000 PA USD 22195570.80000000 0.008565548556 Long DBT CORP US N 2 2046-01-02 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 31294MF22 8989.75000000 PA USD 9468.27000000 0.000003653923 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 3.50000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123BN0 9527000.00000000 PA USD 12806860.29000000 0.004942327667 Long DBT CORP US N 2 2036-08-15 Fixed 6.05000000 N N N N N N Yamana Gold Inc 549300WHE4O6UJ2KU013 98462YAD2 3800000.00000000 PA USD 3798024.00000000 0.001465704995 Long DBT CORP CA N 2 2027-12-15 Fixed 4.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128M5KW9 81185.72000000 PA USD 92119.81000000 0.000035550187 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GND4 285.98000000 PA USD 308.34000000 0.000000118992 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 8.50000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AL2 550000.00000000 PA USD 554845.50000000 0.000214121822 Long DBT CORP US N 2 2021-06-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31388RWZ6 7337.71000000 PA USD 7642.22000000 0.000002949228 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5C0 119504931.78000000 PA USD 127424523.60000000 0.049174718415 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9DZ2 969834.79000000 PA USD 1093973.64000000 0.000422178119 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBD9 5525000.00000000 PA USD 5693015.25000000 0.002197005834 Long DBT CORP US N 2 2048-11-15 Fixed 5.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RC4 394909600.00000000 PA USD 576382408.50000000 0.222433185046 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36290YHP6 45736.84140000 PA USD 51932.81000000 0.000020041521 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687ET9 10480000.00000000 PA USD 13950556.80000000 0.005383694464 Long DBT CORP US N 2 2043-10-01 Fixed 5.40000000 N N N N N N Freddie Mac Gold Pool N/A 31292GV45 11431.34190000 PA USD 13092.77000000 0.000005052663 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138X3FX5 12765854.99000000 PA USD 13310574.02000000 0.005136717100 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BS6 4565000.00000000 PA USD 4902581.75000000 0.001891967654 Long DBT NUSS JP N 2 2023-07-20 Fixed 3.25000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483BM3 6375000.00000000 PA USD 6819592.50000000 0.002631766095 Long DBT CORP US N 2 2047-09-15 Fixed 3.75000000 N N N N N N Ginnie Mae II Pool N/A 21H032647 -111675000.00000000 PA USD -117695399.30000000 -0.04542012758 Short ABS-MBS USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8AG9 50509.89000000 PA USD 59325.38000000 0.000022894406 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CL2 2500000.00000000 PA USD 2357550.00000000 0.000909808050 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Ginnie Mae I Pool N/A 36290VVJ0 11603.62900000 PA USD 12917.28000000 0.000004984940 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418VSQ6 747137.67000000 PA USD 789298.65000000 0.000304600227 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DV3W3 16028003.44000000 PA USD 17208305.61000000 0.006640900502 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC31 N/A 17323YAD1 4625000.00000000 PA USD 4940933.75000000 0.001906768171 Long ABS-MBS CORP US N 2 2048-06-10 Fixed 3.76200000 N N N N N N Ginnie Mae I Pool N/A 36230KDL2 1263071.44000000 PA USD 1418947.09000000 0.000547589440 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5U0 7346006.87000000 PA USD 7892623.24000000 0.003045862086 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AY5 5450000.00000000 PA USD 5464442.50000000 0.002108796749 Long DBT CORP US N 2 2025-11-15 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8GA6 1078239.39000000 PA USD 1222281.39000000 0.000471693685 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.50000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JP6 8750000.00000000 PA USD 9570137.50000000 0.003693235834 Long DBT CORP US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LQ2 10900000.00000000 PA USD 10967689.00000000 0.004232568449 Long DBT CORP US N 2 2022-10-27 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJDV9 84768.63910000 PA USD 95626.65000000 0.000036903521 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417Y3B1 165778.42000000 PA USD 168654.68000000 0.000065085951 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BXHC9 8700000.00000000 PA USD 9658827.00000000 0.003727462222 Long ABS-MBS USGSE US N 2 2031-10-25 Variable 3.11700000 N N N N N N Fannie Mae Pool N/A 31418CDM3 12367404.52000000 PA USD 13068760.03000000 0.005043398055 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 N/A 61690VAZ1 4325000.00000000 PA USD 4379451.75000000 0.001690085240 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.53100000 N N N N N N Freddie Mac Pool N/A 3132ACS50 38379983.96000000 PA USD 42346939.10000000 0.016342213783 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AU9 6631000.00000000 PA USD 6918918.02000000 0.002670097056 Long DBT CORP US N 2 2028-01-25 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31417DLP6 9187395.25000000 PA USD 9912740.10000000 0.003825450465 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320BF8 14001000.00000000 PA USD 12320880.00000000 0.004754781791 Long DBT CORP US N 2 2048-09-15 Variable 5.70000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAR6 25850000.00000000 PA USD 25633635.50000000 0.009892340752 Long DBT CORP CA N 2 2027-07-15 Fixed 3.70000000 N N N N N N Diageo Investment Corp S4G8DPIPDVCF6CB81Z61 25245BAB3 16825000.00000000 PA USD 16985510.50000000 0.006554921080 Long DBT CORP US N 2 2022-05-11 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31371HTA6 24916.08640000 PA USD 27447.31000000 0.000010592260 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAV6 9125000.00000000 PA USD 9348836.25000000 0.003607832912 Long DBT CORP US N 2 2023-03-15 Fixed 3.05000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAN8 14085000.00000000 PA USD 14402616.75000000 0.005558150057 Long DBT CORP US N 2 2023-01-23 Fixed 3.12500000 N N N N N N Ginnie Mae II Pool N/A 36179VFQ8 35827692.00000000 PA USD 37888859.12000000 0.014621784925 Long ABS-MBS USGA US N 2 2050-02-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HQR8 110578.78050000 PA USD 131012.63000000 0.000050559413 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJLM0 4665848.53000000 PA USD 5212592.66000000 0.002011604744 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4CZ4 104349.12590000 PA USD 123451.28000000 0.000047641393 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31407Y4K2 2303.34760000 PA USD 2331.15000000 0.000000899619 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BT0 61062000.00000000 PA USD 72309620.40000000 0.027905187489 Long DBT CORP US N 2 2046-08-08 Fixed 3.70000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CK9 12250000.00000000 PA USD 11075347.50000000 0.004274115211 Long DBT CORP US N 2 2049-05-01 Fixed 3.90000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAR0 490000.00000000 PA USD 477206.10000000 0.000184159806 Long DBT CORP US N 2 2024-03-01 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31418MYU0 5811649.75000000 PA USD 6899067.53000000 0.002662436503 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418DFQ0 127454657.99000000 PA USD 133544441.60000000 0.051536471364 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167DL4 44000000.00000000 PA USD 44410960.00000000 0.017138745281 Long DBT CORP N/A N 2 2021-03-16 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 31410YYN8 10077.30830000 PA USD 11896.56000000 0.000004591031 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WHWZ1 1000638.10000000 PA USD 1049369.18000000 0.000404964699 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568AY6 7550000.00000000 PA USD 7444300.00000000 0.002872848537 Long DBT CORP US N 2 2022-09-25 Fixed 3.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BL1 6755000.00000000 PA USD 7180497.45000000 0.002771043832 Long DBT CORP US Y 2 2023-08-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2DX7 8661214.01000000 PA USD 9162698.30000000 0.003535999948 Long ABS-MBS USGA US N 2 2042-12-15 Fixed 4.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HM8 17333000.00000000 PA USD 18976341.73000000 0.007323207768 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAE2 20717000.00000000 PA USD 26028010.12000000 0.010044534854 Long DBT CORP US N 2 2035-12-14 Fixed 4.15000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAL2 1800000.00000000 PA USD 1702620.00000000 0.000657062366 Long DBT CORP US N 2 2022-08-01 Fixed 2.25000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 341099CN7 350000.00000000 PA USD 453841.50000000 0.000175143114 Long DBT CORP US N 2 2040-04-01 Fixed 5.65000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAA0 5500000.00000000 PA USD 5396050.00000000 0.002082403228 Long DBT CORP FR Y 2 2022-05-22 Fixed 3.00000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017DD8 22272000.00000000 PA USD 24269575.68000000 0.009365932996 Long DBT CORP US N 2 2025-08-16 Fixed 3.95000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AH1 20266000.00000000 PA USD 20881478.42000000 0.008058423860 Long DBT CORP US N 2 2024-11-18 Fixed 3.80000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BCY0 12832000.00000000 PA USD 15351434.88000000 0.005924310848 Long DBT CORP US N 2 2026-08-09 Fixed 6.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128PTTJ4 373781.62000000 PA USD 391394.21000000 0.000151043924 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.00000000 N N N N N N Credit Suisse AG/New York NY ANGGYXNX0JLX3X63JN86 22546QAR8 11644000.00000000 PA USD 11877695.08000000 0.004583751184 Long DBT CORP CH N 2 2021-10-29 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371FBN1 3811.41000000 PA USD 4234.13000000 0.000001634003 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 7.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBR1 19264000.00000000 PA USD 19850781.44000000 0.007660664996 Long DBT CORP US N 2 2023-03-01 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCEB7 232144.33000000 PA USD 244373.69000000 0.000094306865 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.00000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAA2 23820000.00000000 PA USD 21653094.60000000 0.008356200201 Long DBT CORP US Y 2 2030-02-15 Fixed 2.72200000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AL7 6150000.00000000 PA USD 6416418.00000000 0.002476176009 Long DBT CORP US N 2 2040-03-27 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128K14X6 48547.16930000 PA USD 54678.19000000 0.000021100997 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140GTQM5 1488081.92000000 PA USD 1573884.72000000 0.000607381811 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBT8 2550000.00000000 PA USD 2606559.00000000 0.001005903740 Long DBT CORP US N 2 2021-11-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31400DVH2 124461.38540000 PA USD 147196.75000000 0.000056805068 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31288G6G2 143657.29170000 PA USD 165099.58000000 0.000063713994 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208VTW5 4264.20000000 PA USD 4676.25000000 0.000001804623 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 8.00000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 33330000.00000000 PA USD 33927606.90000000 0.013093088117 Long DBT CORP US N 2 2060-04-01 Fixed 3.85000000 N N N N N N Freddie Mac Gold Pool N/A 31287TZ73 37852.45040000 PA USD 43254.75000000 0.000016692549 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36203CZC9 851.39000000 PA USD 912.75000000 0.000000352241 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 7.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBE2 12350000.00000000 PA USD 12888460.00000000 0.004973818017 Long DBT CORP US N 2 2025-06-05 Fixed 3.70000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAF5 8456000.00000000 PA USD 10928111.60000000 0.004217295035 Long DBT CORP US N 2 2036-06-15 Fixed 6.62500000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406HCS6 8385000.00000000 PA USD 8857075.50000000 0.003418056284 Long DBT CORP US N 2 2024-02-04 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31416BL71 3073384.21960000 PA USD 3602467.31000000 0.001390237220 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Philippine Government International Bond N/A 718286AY3 21628000.00000000 PA USD 32793455.00000000 0.012655404704 Long DBT NUSS PH N 2 2030-02-02 Fixed 9.50000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAR0 20525000.00000000 PA USD 22063759.25000000 0.008514680829 Long DBT CORP JP N 2 2028-03-05 Fixed 4.01800000 N N N N N N Fannie Mae or Freddie Mac N/A 01F022659 -37650000.00000000 PA USD -38933865.00000000 -0.01502506577 Short ABS-MBS USGSE US N 2 2050-05-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QYS4 21134546.98070000 PA USD 22702941.71000000 0.008761349340 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 3.50000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAP1 7150000.00000000 PA USD 5542608.50000000 0.002138961987 Long DBT CORP US N 2 2049-12-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDBE4 38387.44600000 PA USD 45438.45000000 0.000017535266 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417AEK1 16773881.54000000 PA USD 18269776.30000000 0.007050535326 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 3620AQ5T6 156904.86000000 PA USD 176651.34000000 0.000068171962 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31409ADV8 576506.92000000 PA USD 679136.68000000 0.000262087344 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Ovintiv Inc N/A 292505AJ3 6447000.00000000 PA USD 4408136.25000000 0.001701154948 Long DBT CORP US N 2 2021-11-15 Fixed 3.90000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd 549300PXR5FKNXF0OH19 225433AC5 63143000.00000000 PA USD 64063624.94000000 0.024722954640 Long DBT CORP GG N 2 2025-03-26 Fixed 3.75000000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635AE7 3100000.00000000 PA USD 2857828.00000000 0.001102871591 Long DBT CORP US N 2 2025-02-01 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31374UTB2 771.91000000 PA USD 798.82000000 0.000000308274 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31406NKP8 16341.88670000 PA USD 19065.43000000 0.000007357588 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31417ALS6 1568905.61000000 PA USD 1709558.00000000 0.000659739827 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132QNE39 5700095.07000000 PA USD 6124581.15000000 0.002363552516 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBL1 7205000.00000000 PA USD 7943008.15000000 0.003065306254 Long DBT CORP US N 2 2044-12-15 Fixed 4.72100000 N N N N N N Fannie Mae Pool N/A 31414XWC2 191867.78950000 PA USD 200144.97000000 0.000077238448 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31411DSH3 40717.17000000 PA USD 46894.78000000 0.000018097282 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AW3 9965000.00000000 PA USD 9925937.20000000 0.003830543391 Long DBT CORP US N 2 2026-05-19 Fixed 2.65000000 N N N N N N Freddie Mac Gold Pool N/A 3132XWEL1 78433.21000000 PA USD 83732.16000000 0.000032313288 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K4H73 21511.43190000 PA USD 24632.10000000 0.000009505835 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BJ2 14774000.00000000 PA USD 18999216.26000000 0.007332035335 Long DBT CORP US N 2 2033-12-05 Fixed 4.37500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DK3 750000.00000000 PA USD 757357.50000000 0.000292273737 Long DBT CORP US N 2 2040-04-01 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128M9CN0 2459651.06000000 PA USD 2649683.70000000 0.001022546101 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BW3 32721000.00000000 PA USD 33604794.21000000 0.012968510660 Long DBT CORP US N 2 2022-02-06 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31371LGH6 823019.05450000 PA USD 899510.45000000 0.000347132340 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31368HL43 1897433.74040000 PA USD 2130837.06000000 0.000822316689 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211RSN0 100513.08090000 PA USD 111513.23000000 0.000043034351 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAV7 13038000.00000000 PA USD 14244536.52000000 0.005497144917 Long DBT CORP GB N 2 2047-01-10 Fixed 4.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128P73X9 12259012.01000000 PA USD 13090173.02000000 0.005051661596 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138A7G69 1002333.78000000 PA USD 1063175.44000000 0.000410292708 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZB9 105231961.63870000 PA USD 112605565.20000000 0.043455896904 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N COMM 2015-LC19 Mortgage Trust N/A 200474BE3 2687000.00000000 PA USD 2775402.30000000 0.001071062482 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.52700000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFW4 15810000.00000000 PA USD 15908970.60000000 0.006139470860 Long DBT CORP US N 2 2021-04-19 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128M6AR9 1462550.07000000 PA USD 1666912.19000000 0.000643282276 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAK2 415000.00000000 PA USD 426827.50000000 0.000164718074 Long DBT CORP US N 2 2022-10-01 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJDX5 928907.22450000 PA USD 1094624.27000000 0.000422429205 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31383SFA3 499.27000000 PA USD 520.06000000 0.000000200697 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296Y2Z5 21898.34730000 PA USD 23312.32000000 0.000008996516 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Wisconsin Public Service Corp 549300BJRHJVYNUMQZ30 976843BM3 1000000.00000000 PA USD 915580.00000000 0.000353333780 Long DBT CORP US N 2 2049-09-01 Fixed 3.30000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAJ3 4850000.00000000 PA USD 5159769.50000000 0.001991219626 Long DBT CORP US N 2 2028-09-21 Fixed 3.75000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350AV7 10281000.00000000 PA USD 12481134.00000000 0.004816625815 Long DBT CORP US N 2 2040-08-15 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 31412N4L7 173316.32000000 PA USD 182829.65000000 0.000070556250 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335HYB3 157266.17000000 PA USD 170023.60000000 0.000065614235 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 5.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CG8 5450000.00000000 PA USD 5173576.00000000 0.001996547727 Long DBT CORP US N 2 2022-05-01 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31418DAR3 68179410.45000000 PA USD 72690842.04000000 0.028052305691 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAV6 5240000.00000000 PA USD 5234550.40000000 0.002020078511 Long DBT CORP US N 2 2023-09-01 Fixed 3.12500000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3134A4KX1 9129000.00000000 PA USD 14189113.41000000 0.005475756446 Long DBT USGSE US N 2 2032-07-15 Fixed 6.25000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040636 -265298000.00000000 PA USD -282221359.40000000 -0.10891275468 Short ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140HN3B6 4487946.98000000 PA USD 4788818.95000000 0.001848065166 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31384WKQ2 27347.23040000 PA USD 32878.21000000 0.000012688112 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.50000000 N N N N N N Philippine Government International Bond N/A 718286AL1 1150000.00000000 PA USD 1408738.50000000 0.000543649817 Long DBT NUSS PH N 2 2024-10-21 Fixed 9.50000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 581557BN4 4900000.00000000 PA USD 5562235.00000000 0.002146536099 Long DBT CORP US N 2 2029-05-30 Fixed 4.75000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAH8 4498000.00000000 PA USD 4488869.06000000 0.001732310749 Long DBT CORP US N 2 2022-02-15 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31389QNY0 17690.08640000 PA USD 18553.36000000 0.000007159973 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST MBALT_18-A N/A 58772QAD8 659549.27000000 PA USD 658823.77000000 0.000254248338 Long ABS-CBDO CORP US N 2 2021-02-16 Fixed 2.41000000 N N N N N N Fannie Mae Pool N/A 31387WNN3 11325.13000000 PA USD 13562.30000000 0.000005233861 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138ARXH2 139886.54000000 PA USD 155440.52000000 0.000059986442 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WFKJ4 77489410.23180000 PA USD 82626183.24000000 0.031886478204 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291RYT3 45845.10280000 PA USD 54496.07000000 0.000021030715 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 6.50000000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551PAC3 6126000.00000000 PA USD 5877223.14000000 0.002268093965 Long DBT CORP US N 2 2026-05-01 Fixed 3.74300000 N N N N N N Ginnie Mae II Pool N/A 36179U4A7 20968961.32000000 PA USD 21922419.99000000 0.008460136240 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 2.50000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BM4 6650000.00000000 PA USD 6783000.00000000 0.002617644591 Long DBT CORP US N 2 2026-02-06 Fixed 4.97500000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515BF0 12790000.00000000 PA USD 12005589.30000000 0.004633107164 Long DBT CORP US N 2 2049-08-19 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 31294L7J6 2130964.39000000 PA USD 2251406.50000000 0.000868845945 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Kohl's Corp 549300JF6LPRTRJ0FH50 500255AU8 7740000.00000000 PA USD 6693474.60000000 0.002583095619 Long DBT CORP US N 2 2025-07-17 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31419L4J9 560191.33000000 PA USD 613510.34000000 0.000236761318 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211PHR7 9580.62000000 PA USD 11666.13000000 0.000004502105 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 7.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBF9 26950000.00000000 PA USD 31286794.00000000 0.012073965368 Long DBT CORP US N 2 2049-02-14 Fixed 5.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128K06E8 47511.90800000 PA USD 52370.48000000 0.000020210423 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N PayPal Holdings Inc 5493005X2GO78EFZ3E94 70450YAB9 11150000.00000000 PA USD 11005050.00000000 0.004246986526 Long DBT CORP US N 2 2022-09-26 Fixed 2.20000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452151LF8 64019000.00000000 PA USD 63547179.97000000 0.024523652063 Long DBT MUN US N 2 2033-06-01 Fixed 5.10000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BU7 16475000.00000000 PA USD 20625546.75000000 0.007959656626 Long DBT CORP US N 2 2056-08-08 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMK69 346940.41000000 PA USD 366074.17000000 0.000141272603 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCU8 6350000.00000000 PA USD 5903277.50000000 0.002278148668 Long DBT CORP US N 2 2022-07-08 Fixed 3.55000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89233P5F9 16096000.00000000 PA USD 16366895.68000000 0.006316189879 Long DBT CORP US N 2 2021-09-15 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31375E3H2 5461.54000000 PA USD 6143.52000000 0.000002370861 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138ALNT0 983681.65000000 PA USD 1077751.13000000 0.000415917649 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AX6 2188000.00000000 PA USD 2852998.84000000 0.001101007958 Long DBT CORP US N 2 2044-03-01 Fixed 4.50000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114BT4 1349000.00000000 PA USD 1874691.81000000 0.000723467031 Long DBT CORP US N 2 2031-11-15 Fixed 7.70000000 N N N N N N Fannie Mae Pool N/A 31371NBL8 7640.79040000 PA USD 7968.89000000 0.000003075294 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 5.50000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CD2 11775000.00000000 PA USD 12766219.50000000 0.004926643878 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N Ginnie Mae I Pool N/A 36241KVQ8 353756.79000000 PA USD 403201.38000000 0.000155600458 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.50000000 N N N N N N Fannie Mae-Aces N/A 3136AJDU7 13795063.59000000 PA USD 14770788.44000000 0.005700232120 Long ABS-MBS USGSE US N 2 2023-12-25 Variable 3.51300000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AB1 9264000.00000000 PA USD 12992945.28000000 0.005014140194 Long DBT CORP US N 2 2031-12-30 Fixed 6.75000000 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A 12591UAB9 2187.80000000 PA USD 2196.55000000 0.000000847676 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 2.82000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJRJ1 758542.25000000 PA USD 815622.55000000 0.000314758949 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFF6 23700000.00000000 PA USD 24663168.00000000 0.009517825198 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31418CCS1 597759.46000000 PA USD 634599.38000000 0.000244899842 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.00000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BL3 7963000.00000000 PA USD 6946284.16000000 0.002680657992 Long DBT CORP US N 2 2029-10-01 Fixed 3.62500000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C21 5493000F7E2NMQ4HIO61 92939FAU3 4000000.00000000 PA USD 4172160.00000000 0.001610088759 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.67800000 N N N N N N Fannie Mae Pool N/A 31371K6C0 1171267.55680000 PA USD 1348222.66000000 0.000520295997 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AK7 3725000.00000000 PA USD 3697062.50000000 0.001426742688 Long DBT CORP JP N 2 2024-12-04 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31411CDX6 477935.88000000 PA USD 561875.76000000 0.000216834887 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AR4 13950000.00000000 PA USD 13464261.00000000 0.005196026829 Long DBT CORP US N 2 2023-09-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FFZ6 5235.78880000 PA USD 5784.19000000 0.000002232191 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410KUG7 855971.62000000 PA USD 1012246.36000000 0.000390638538 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 6.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687EF9 12513000.00000000 PA USD 16313948.88000000 0.006295757046 Long DBT CORP US N 2 2037-03-01 Fixed 6.15000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DJ8 10975000.00000000 PA USD 11671144.25000000 0.004504040634 Long DBT CORP US N 2 2021-12-15 Fixed 4.30000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BZ1 31211000.00000000 PA USD 32386406.26000000 0.012498319501 Long DBT CORP GB N 2 2025-03-11 Variable 3.80300000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDH1 11880000.00000000 PA USD 11642400.00000000 0.004492947868 Long DBT CORP US N 2 2023-05-10 Fixed 1.95000000 N N N N N N Kirby Corp I7NO6FZO5GUCG585T325 497266AC0 8926000.00000000 PA USD 9005173.62000000 0.003475209202 Long DBT CORP US N 2 2028-03-01 Fixed 4.20000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865BE9 1000000.00000000 PA USD 1137970.00000000 0.000439156865 Long DBT CORP US N 2 2030-03-24 Fixed 4.80000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FQ1 7510000.00000000 PA USD 8363211.10000000 0.003227467831 Long DBT CORP US N 2 2058-05-15 Fixed 4.50000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAD4 13487000.00000000 PA USD 13048672.50000000 0.005035646025 Long DBT CORP US N 2 2021-03-01 Fixed 5.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RP5 207935000.00000000 PA USD 282207302.70000000 0.108907330024 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QJT9 10812782.51570000 PA USD 11703215.16000000 0.004516417199 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138A2RB7 311464.30000000 PA USD 332036.52000000 0.000128137048 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 3.91300000 N N N N N N Fannie Mae Pool N/A 3138WJFY9 20974396.11000000 PA USD 22161966.42000000 0.008552580205 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CRB2 23601605.68000000 PA USD 25206278.85000000 0.009727418472 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787AM9 9607000.00000000 PA USD 9486912.50000000 0.003661118265 Long DBT CORP US N 2 2026-01-15 Fixed 4.45000000 N N N N N N Freddie Mac Non Gold Pool N/A 31349TZM6 1762.45000000 PA USD 1876.87000000 0.000000724307 Long ABS-MBS USGSE US N 2 2035-06-01 Floating 4.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128M6B64 231735.26050000 PA USD 269990.12000000 0.000104192566 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31419KVW2 257153.74000000 PA USD 269070.24000000 0.000103837573 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283G7J0 9659.83000000 PA USD 10969.12000000 0.000004233120 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 3138EGHQ0 646155.79000000 PA USD 679458.66000000 0.000262211600 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CWR7 2018570.71000000 PA USD 2229632.46000000 0.000860443070 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3132DVKV6 40035005.21000000 PA USD 42957960.94000000 0.016578014759 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6DR6 1435734.02000000 PA USD 1627591.16000000 0.000628107798 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAJ8 5882000.00000000 PA USD 5970230.00000000 0.002303986476 Long DBT CORP US N 2 2038-07-01 Fixed 7.50000000 N N N N N N BANK 2018-BNK14 N/A 06035RAU0 1550000.00000000 PA USD 1649138.00000000 0.000636422993 Long ABS-MBS CORP US N 2 2060-09-15 Variable 4.48100000 N N N N N N Freddie Mac Gold Pool N/A 3128M1C80 2867.15000000 PA USD 2887.76000000 0.000001114422 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HPEX8 163418.15000000 PA USD 179949.53000000 0.000069444775 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211DUK4 66585.16860000 PA USD 76688.80000000 0.000029595167 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Brookfield Finance Inc N/A 11271LAD4 10878000.00000000 PA USD 10882351.20000000 0.004199635524 Long DBT CORP CA N 2 2029-03-29 Fixed 4.85000000 N N N N N N Fannie Mae Pool N/A 31416RRA3 2370095.50000000 PA USD 2627724.88000000 0.001014071917 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCJ8 5700000.00000000 PA USD 6315828.00000000 0.002437357069 Long DBT CORP US N 2 2038-03-01 Fixed 3.90000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92553PAU6 11515000.00000000 PA USD 11845480.50000000 0.004571319174 Long DBT CORP US N 2 2043-09-01 Fixed 5.85000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAM5 1683000.00000000 PA USD 1391487.57000000 0.000536992468 Long DBT CORP US N 2 2043-09-15 Fixed 6.20000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AM6 6950000.00000000 PA USD 6897666.50000000 0.002661895828 Long DBT CORP US N 2 2024-06-14 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31405E4Y8 131683.77320000 PA USD 157234.38000000 0.000060678715 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N CNOOC Curtis Funding No 1 Pty Ltd 5299001NILZF0ECHTS51 EJ8590758 5000000.00000000 PA USD 5343040.00000000 0.002061946005 Long DBT CORP AU N 2 2023-10-03 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138MSC49 1773386.22000000 PA USD 1854128.49000000 0.000715531389 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418TD79 264748.96000000 PA USD 295070.66000000 0.000113871460 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AT3 14725000.00000000 PA USD 15534727.75000000 0.005995045860 Long DBT CORP JP N 2 2023-11-26 Fixed 4.40000000 N N N N N N Ginnie Mae I Pool N/A 36292FSB4 6818.52420000 PA USD 7478.69000000 0.000002886120 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418A2U1 4590796.99000000 PA USD 4985880.98000000 0.001924113870 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HJN6 58980.87000000 PA USD 64743.89000000 0.000024985477 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31404XP73 20882.96470000 PA USD 24851.15000000 0.000009590369 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407CG76 46903.29020000 PA USD 53669.56000000 0.000020711754 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PUJ29 1768761.23000000 PA USD 1861638.88000000 0.000718429742 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GKA3 3857.55000000 PA USD 4354.98000000 0.000001680641 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WDN3 13639.82000000 PA USD 14157.86000000 0.000005463695 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GW60 2539.76000000 PA USD 2826.58000000 0.000001090812 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C13 N/A 92937UAF5 673000.00000000 PA USD 683337.28000000 0.000263708408 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.34500000 N N N N N N Ginnie Mae I Pool N/A 36206AN74 5554.93000000 PA USD 6580.48000000 0.000002539489 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 8.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DG2 24265000.00000000 PA USD 23998085.00000000 0.009261161345 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36225FBE8 2994042.75000000 PA USD 3177308.11000000 0.001226162964 Long ABS-MBS USGA US N 2 2041-02-20 Floating 4.00000000 N N N N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212PAP0 10985000.00000000 PA USD 9707993.75000000 0.003746436286 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AY6 29524000.00000000 PA USD 30160537.44000000 0.011639328866 Long DBT CORP US N 2 2022-02-09 Fixed 2.15000000 N N N N N N Ginnie Mae I Pool N/A 36201VZY1 43576.87580000 PA USD 51483.03000000 0.000019867945 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Fifth Third Bank/Cincinnati OH QFROUN1UWUYU0DVIWD51 31677QBN8 8450000.00000000 PA USD 8552667.50000000 0.003300581427 Long DBT CORP US N 2 2021-07-26 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 31418WCJ7 2133623.37000000 PA USD 2254002.40000000 0.000869847735 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138XUUT7 394211.42000000 PA USD 416988.96000000 0.000160921258 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213VGC6 4605.81710000 PA USD 5106.84000000 0.000001970793 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N GS Mortgage Securities Trust 2017-GS7 N/A 36254CAZ3 3519000.00000000 PA USD 3443376.69000000 0.001328842159 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.66300000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BF8 10235000.00000000 PA USD 10419230.00000000 0.004020911256 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_19-1 N/A 14042WAC4 6330000.00000000 PA USD 6297084.00000000 0.002430123525 Long ABS-CBDO CORP US N 2 2023-11-15 Fixed 2.51000000 N N N N N N Fannie Mae Pool N/A 31404GY39 37803.38860000 PA USD 39960.83000000 0.000015421384 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAE1 11055000.00000000 PA USD 13692944.10000000 0.005284278499 Long DBT CORP US N 2 2041-06-01 Fixed 5.40000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWM2 30807000.00000000 PA USD 30843660.33000000 0.011902954539 Long DBT CORP US N 2 2023-07-24 Variable 2.90500000 N N N N N N Fannie Mae Pool N/A 31405NMR3 54107.94130000 PA USD 63270.58000000 0.000024416908 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AV5 5355000.00000000 PA USD 4179256.20000000 0.001612827272 Long DBT CORP US N 2 2048-07-15 Fixed 5.20000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRV4 34107000.00000000 PA USD 35248902.36000000 0.013602992571 Long DBT CORP US N 2 2026-10-01 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36225BHZ4 97278.84000000 PA USD 107566.08000000 0.000041511096 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 677632G88 2860000.00000000 PA USD 2911565.80000000 0.001123609681 Long DBT MUN US N 2 2046-12-01 Fixed 3.79800000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RB6 512230000.00000000 PA USD 667179575.00000000 0.257472947954 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31410GCW1 545721.98590000 PA USD 596070.30000000 0.000230030988 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C15 549300UOGMFS1M8XVM16 46640NAF5 294520.19000000 PA USD 304913.81000000 0.000117670055 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 3.65910000 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133AU1 12520000.00000000 PA USD 12914505.20000000 0.004983869185 Long DBT CORP LU N 2 2027-08-15 Fixed 3.12500000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CR1 5075000.00000000 PA USD 5536368.25000000 0.002136553797 Long DBT CORP US N 2 2048-06-01 Fixed 4.12500000 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 959802AY5 5700000.00000000 PA USD 5687574.00000000 0.002194905988 Long DBT CORP US N 2 2025-01-10 Fixed 2.85000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJK9 19055000.00000000 PA USD 20520329.50000000 0.007919051972 Long DBT CORP US N 2 2044-06-01 Fixed 4.65000000 N N N N N N Ginnie Mae I Pool N/A 36201EMW7 8576.27000000 PA USD 9460.74000000 0.000003651017 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FZZ2 7177282.29000000 PA USD 8096117.97000000 0.003124393250 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 4.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XAQ9 7150000.00000000 PA USD 6700193.50000000 0.002585688526 Long DBT CORP US N 2 2021-09-25 Fixed 4.37500000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAP6 14160000.00000000 PA USD 14640307.20000000 0.005649877776 Long DBT CORP US N 2 2026-01-15 Fixed 4.15000000 N N N N N N Ginnie Mae I Pool N/A 36200KZA8 489419.02610000 PA USD 552955.40000000 0.000213392409 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 5.50000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2V0 6080000.00000000 PA USD 6113622.40000000 0.002359323398 Long DBT CORP US N 2 2024-05-17 Fixed 2.85000000 N N N N N N Ginnie Mae I Pool N/A 3620AS3M9 751839.91000000 PA USD 806784.37000000 0.000311348185 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371NDR3 281266.86980000 PA USD 328275.00000000 0.000126685430 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31376KR65 374408.31050000 PA USD 428105.95000000 0.000165211443 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P74P5 1074573.58000000 PA USD 1166438.88000000 0.000450143362 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJGA2 1346161.68330000 PA USD 1534233.93000000 0.000592080075 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410F2G9 1603648.43180000 PA USD 1844853.19000000 0.000711951934 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128FX4E4 5025.94000000 PA USD 5699.37000000 0.000002199458 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1TG4 12341.92330000 PA USD 12511.01000000 0.000004828155 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7SE4 5070314.94000000 PA USD 5377677.43000000 0.002075313023 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AG8 30784000.00000000 PA USD 33136513.28000000 0.012787795188 Long DBT CORP US N 2 2028-03-01 Fixed 4.10100000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC29 N/A 17323VAX3 326596.86000000 PA USD 326632.79000000 0.000126051681 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 2.67400000 N N N N N N Freddie Mac Gold Pool N/A 31294EWS4 4661.06000000 PA USD 4854.17000000 0.000001873284 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBK0 12165000.00000000 PA USD 12164026.80000000 0.004694250178 Long DBT CORP US N 2 2049-09-06 Fixed 4.75800000 N N N N N N Freddie Mac Gold Pool N/A 31287SJJ7 39531.78180000 PA USD 45340.19000000 0.000017497346 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.00000000 N N N N N N Citrix Systems Inc HCTKJGUQOPZ5NBK7NP58 177376AE0 6200000.00000000 PA USD 6293000.00000000 0.002428547458 Long DBT CORP US N 2 2027-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARCD1 2085695.57000000 PA USD 2215050.41000000 0.000854815675 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208MX67 5379.23000000 PA USD 6152.28000000 0.000002374241 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 7.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QBD6 4352000.00000000 PA USD 5869237.76000000 0.002265012306 Long DBT CORP US N 2 2037-12-01 Fixed 6.62500000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CM2 6275000.00000000 PA USD 6400813.75000000 0.002470154134 Long DBT CORP US N 2 2027-06-15 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36241K4G0 527211.42000000 PA USD 559719.28000000 0.000216002675 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M74K9 185785.46000000 PA USD 201049.59000000 0.000077587552 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371E4N2 5258.93000000 PA USD 6150.74000000 0.000002373647 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 9.50000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AS6 8700000.00000000 PA USD 9185025.00000000 0.003544616100 Long DBT CORP US N 2 2025-07-30 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 3132L9G25 23321411.84000000 PA USD 24665891.23000000 0.009518876127 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Flowserve Corp 6Y0GK87T6V7NJKZJVM41 34354PAD7 4225000.00000000 PA USD 4369579.50000000 0.001686275415 Long DBT CORP US N 2 2023-11-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213EXJ0 7938.14910000 PA USD 9089.82000000 0.000003507875 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31417DU50 2823626.56000000 PA USD 2964497.29000000 0.001144036605 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAEN5 8947711.26000000 PA USD 9945828.45000000 0.003838219674 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418B5P7 1023878.32000000 PA USD 1108931.89000000 0.000427950694 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140HBFK9 6055716.52000000 PA USD 6461631.20000000 0.002493624349 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJL24 1152623.19000000 PA USD 1287733.68000000 0.000496952543 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31407HYR1 3391.83410000 PA USD 3466.96000000 0.000001337943 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.50000000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055AZ9 950000.00000000 PA USD 992379.50000000 0.000382971668 Long DBT CORP US N 2 2023-04-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31391KGP6 4021.90300000 PA USD 4604.27000000 0.000001776845 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 054561AC9 3985000.00000000 PA USD 3977946.55000000 0.001535139358 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128KFUD0 73010.13860000 PA USD 85837.29000000 0.000033125684 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31288HRC6 7810.61420000 PA USD 9015.79000000 0.000003479306 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GDQ5 15436.38000000 PA USD 16558.76000000 0.000006390232 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K7ZD3 197509.35430000 PA USD 222942.63000000 0.000086036351 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CS7 8965000.00000000 PA USD 9247845.75000000 0.003568859414 Long DBT CORP US N 2 2050-02-21 Fixed 3.37500000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDC2 2270000.00000000 PA USD 2235064.70000000 0.000862539440 Long DBT CORP US N 2 2023-01-10 Fixed 2.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXEM8 120917.29290000 PA USD 136497.49000000 0.000052676089 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N FIFTH THIRD AUTO TRUST FITAT_19-1 N/A 31680YAE7 2375000.00000000 PA USD 2410696.25000000 0.000930317853 Long ABS-CBDO CORP US N 2 2026-11-16 Fixed 2.69000000 N N N N N N Freddie Mac Gold Pool N/A 3128K2D71 35402.35570000 PA USD 40003.60000000 0.000015437889 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7L46 4968203.04000000 PA USD 5549929.93000000 0.002141787419 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 21H022614 84695000.00000000 PA USD 88492723.80000000 0.034150449628 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36206JB52 6047.92000000 PA USD 6705.33000000 0.000002587670 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36212MAD1 329.67000000 PA USD 373.85000000 0.000000144273 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N CNH Industrial NV 549300WGC2HZ5J67V817 12594KAA0 2715000.00000000 PA USD 2645767.50000000 0.001021034790 Long DBT CORP NL N 2 2023-08-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KZ35 2680815.44000000 PA USD 3006802.60000000 0.001160362754 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUN8 6945469.92000000 PA USD 7446168.85000000 0.002873569750 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GGA8 173.94000000 PA USD 188.22000000 0.000000072636 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418C5E0 12264401.56000000 PA USD 13182269.37000000 0.005087202730 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JK40 94319.12280000 PA USD 107163.50000000 0.000041355735 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 5.50000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AH0 7250000.00000000 PA USD 9568187.50000000 0.003692483305 Long DBT CORP US N 2 2032-11-15 Fixed 5.90000000 N N N N N N Fannie Mae Pool N/A 31413JTH7 219405.09000000 PA USD 256809.27000000 0.000099105911 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N COMM 2014-UBS6 Mortgage Trust N/A 12592PBH5 2800000.00000000 PA USD 2838108.00000000 0.001095261397 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 4.04800000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BP2 34280000.00000000 PA USD 35185334.80000000 0.013578461054 Long DBT NUSS JP N 2 2022-11-16 Fixed 2.37500000 N N N N N N Ginnie Mae II Pool N/A 36179NQ43 5589772.55000000 PA USD 5948524.15000000 0.002295609917 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 3.50000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 28370TAD1 7575000.00000000 PA USD 8425218.00000000 0.003251397070 Long DBT CORP US N 2 2040-11-15 Fixed 7.50000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BR2 15695000.00000000 PA USD 15659843.20000000 0.006043329478 Long DBT CORP US N 2 2026-09-19 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31416CF43 993597.69000000 PA USD 1179807.83000000 0.000455302607 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31386ALH7 4096.11000000 PA USD 4872.53000000 0.000001880370 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 6.50000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_18-A N/A 65478DAD9 5415934.43000000 PA USD 5429690.90000000 0.002095385672 Long ABS-CBDO CORP US N 2 2022-05-16 Fixed 2.65000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CQ1 5500000.00000000 PA USD 5758335.00000000 0.002222213543 Long DBT CORP US N 2 2022-12-01 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 3138EKAW5 1954467.96000000 PA USD 2046152.05000000 0.000789635684 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.00000000 N N N N N N National Australia Bank Ltd/New York F8SB4JFBSYQFRQEH3Z21 63254AAZ1 20265000.00000000 PA USD 20553370.95000000 0.007931803081 Long DBT CORP AU N 2 2021-09-20 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31375LY41 5779.16000000 PA USD 6516.64000000 0.000002514852 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AXV4 34471.41000000 PA USD 36210.49000000 0.000013974081 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 5.50000000 N N N N N N California State University N/A 13077DKU5 5460000.00000000 PA USD 5437450.20000000 0.002098380083 Long DBT MUN US N 2 2051-11-01 Fixed 2.97500000 N N N N N N Ginnie Mae I Pool N/A 3620A5SR1 18230.08000000 PA USD 19625.41000000 0.000007573691 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GKX35 741422.34000000 PA USD 816246.68000000 0.000314999809 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GZM1 218894.96000000 PA USD 251243.26000000 0.000096957918 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YTP0 3632.89000000 PA USD 3962.10000000 0.000001529023 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAL9 7332000.00000000 PA USD 6569985.24000000 0.002535439529 Long DBT CORP CA N 2 2026-12-01 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36184BZL4 1779643.60000000 PA USD 1898007.70000000 0.000732464925 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CGG3 8672877.65000000 PA USD 9154395.82000000 0.003532795917 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Praxair Inc ZU69GUVJQGZ6Z1UOOO79 74005PBF0 3200000.00000000 PA USD 3243200.00000000 0.001251591469 Long DBT CORP US N 2 2023-02-21 Fixed 2.70000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAM3 12029000.00000000 PA USD 16302542.83000000 0.006291355309 Long DBT CORP US N 2 2037-03-15 Fixed 6.45000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 N/A 61765TAC7 6550000.00000000 PA USD 6847501.00000000 0.002642536334 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.38300000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BA6 7225000.00000000 PA USD 7150799.25000000 0.002759582925 Long DBT CORP US N 2 2025-03-19 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36208V4C6 9226.12000000 PA USD 10973.73000000 0.000004234899 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BL2 100000.00000000 PA USD 98050.00000000 0.000037838722 Long DBT CORP US N 2 2024-05-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31409TSU3 159.99320000 PA USD 162.79000000 0.000000062822 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AP37 27094.34810000 PA USD 29210.42000000 0.000011272666 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KF52 1592506.98880000 PA USD 1738938.01000000 0.000671077941 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WPDA9 1020701.40000000 PA USD 1065275.43000000 0.000411103120 Long ABS-MBS USGSE US N 2 2041-12-01 Floating 3.97000000 N N N N N N Fannie Mae Pool N/A 31382WQE5 11306.18000000 PA USD 13448.02000000 0.000005189759 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31288HC73 28334.93050000 PA USD 32633.91000000 0.000012593834 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EK5 14780000.00000000 PA USD 18867409.00000000 0.007281169264 Long DBT CORP US N 2 2048-09-15 Fixed 4.20000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AR1 16371000.00000000 PA USD 16986877.02000000 0.006555448438 Long DBT CORP US N 2 2022-07-29 Fixed 3.10000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557FAA4 200000.00000000 PA USD 200922.00000000 0.000077538314 Long DBT CORP FI Y 2 2021-05-13 Fixed 4.87500000 N N N N N N Mead Johnson Nutrition Co E4BJRFT3MF4GJDY1SC50 582839AH9 11407000.00000000 PA USD 11810579.66000000 0.004557850503 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBF0 6850000.00000000 PA USD 5882437.50000000 0.002270106251 Long DBT CORP US N 2 2028-10-01 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 31417AET2 11124291.75000000 PA USD 12185882.91000000 0.004702684725 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138AFCY4 2443651.81000000 PA USD 2654465.65000000 0.001024391515 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAK6 4950000.00000000 PA USD 4497966.00000000 0.001735821372 Long DBT CORP US N 2 2050-01-15 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31416XKE9 618766.34000000 PA USD 676812.81000000 0.000261190533 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KE6U2 137521.78590000 PA USD 162007.54000000 0.000062520737 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410GBG7 124162.79630000 PA USD 128561.88000000 0.000049613638 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36212UN31 69.08850000 PA USD 69.09000000 0.000000026662 Long ABS-MBS USGA US N 2 2020-04-15 Fixed 4.50000000 N N N N N N Panama Government International Bond N/A 698299AD6 7179000.00000000 PA USD 9619860.00000000 0.003712424369 Long DBT NUSS PA N 2 2027-09-30 Fixed 8.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128L5HY0 679097.20000000 PA USD 739991.85000000 0.000285572116 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31385H2X9 664527.00000000 PA USD 779324.04000000 0.000300750900 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132DV3Q6 1000000.07000000 PA USD 1075270.08000000 0.000414960181 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418CCT9 17744018.43000000 PA USD 18401611.75000000 0.007101412276 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31409VGP2 2154.33040000 PA USD 2188.48000000 0.000000844561 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31406D5N2 40975.59010000 PA USD 43566.89000000 0.000016813008 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418AXN3 5316347.03000000 PA USD 5754679.84000000 0.002220802971 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36207VLL8 9139.23000000 PA USD 10026.10000000 0.000003869197 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31406MH74 5319.42340000 PA USD 5541.67000000 0.000002138599 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828L24 293813000.00000000 PA USD 304648823.40000000 0.117567793725 Long DBT UST US N 2 2022-08-31 Fixed 1.87500000 N N N N N N Ginnie Mae I Pool N/A 36241LYB6 1435192.84000000 PA USD 1579027.87000000 0.000609366617 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622AZ7 550000.00000000 PA USD 566841.00000000 0.000218751036 Long DBT CORP JP N 2 2023-01-18 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287NDX3 60812.03640000 PA USD 71389.07000000 0.000027549935 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866AZ1 9830000.00000000 PA USD 9999174.30000000 0.003858806505 Long DBT CORP US N 2 2023-05-15 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36212HFS4 41155.06470000 PA USD 45604.34000000 0.000017599285 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3K4 20896072.47000000 PA USD 22306557.36000000 0.008608379658 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296GP88 490.62000000 PA USD 536.27000000 0.000000206953 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297L3Z1 46125.37130000 PA USD 52812.17000000 0.000020380877 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FKS4 138934.07000000 PA USD 169068.87000000 0.000065245792 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 6.50000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AR0 9400000.00000000 PA USD 8606640.00000000 0.003321410090 Long DBT CORP US N 2 2031-08-15 Fixed 3.37500000 N N N N N N Freddie Mac Non Gold Pool N/A 3128Q3L82 212653.76750000 PA USD 226214.70000000 0.000087299083 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 3.75700000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BN5 5131000.00000000 PA USD 4743814.74000000 0.001830697478 Long DBT CORP US N 2 2042-08-15 Fixed 5.00000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KF7 7845000.00000000 PA USD 7870260.90000000 0.003037232180 Long DBT CORP US N 2 2021-04-01 Fixed 2.40000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685AV5 5601000.00000000 PA USD 5660370.60000000 0.002184407855 Long DBT CORP US N 2 2027-03-15 Fixed 3.75000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GGQ1 25169000.00000000 PA USD 26082383.01000000 0.010065518032 Long DBT CORP US N 2 2021-07-27 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 31418AZS0 23640119.77000000 PA USD 25591611.66000000 0.009876123226 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31385FGX8 194.12000000 PA USD 206.98000000 0.000000079876 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31409EJG7 55992.35270000 PA USD 62266.86000000 0.000024029560 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LVF0 40695.72000000 PA USD 45013.94000000 0.000017371442 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.00000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CX1 8020000.00000000 PA USD 3408500.00000000 0.001315382808 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 3620A2J49 859766.08000000 PA USD 987080.24000000 0.000380926618 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418CXW9 38977681.53000000 PA USD 41040380.44000000 0.015837996445 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7AZ6 685700.38210000 PA USD 741084.40000000 0.000285993744 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 5.00000000 N N N N N N GS Mortgage Securities Corp II 5493005BBCF84ICNQ550 36192CAH8 1529000.00000000 PA USD 1546292.99000000 0.000596733817 Long ABS-MBS CORP US N 2 2046-02-10 Fixed 3.27900000 N N N N N N Ginnie Mae II Pool N/A 21H022630 70565000.00000000 PA USD 73869558.95000000 0.028507187299 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31373UET0 9363.04000000 PA USD 10270.13000000 0.000003963371 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 7.00000000 N N N N N N Fannie Mae-Aces N/A 3136AKXV0 10236300.59000000 PA USD 10796430.96000000 0.004166477828 Long ABS-MBS USGSE US N 2 2024-07-25 Variable 3.10300000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RF0 18324000.00000000 PA USD 21798413.64000000 0.008412280637 Long DBT CORP US N 2 2044-01-15 Fixed 5.60600000 N N N N N N Freddie Mac Gold Pool N/A 312934SC7 1810383.73000000 PA USD 2023393.48000000 0.000780852867 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417AD48 406850.36000000 PA USD 429430.55000000 0.000165722623 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410FYP4 203527.76140000 PA USD 221847.30000000 0.000085613649 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.00000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBA9 7175000.00000000 PA USD 4771375.00000000 0.001841333327 Long DBT CORP US N 2 2042-06-01 Fixed 5.15000000 N N N N N N Freddie Mac Gold Pool N/A 31292GPD2 1233.60000000 PA USD 1385.59000000 0.000000534716 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 7.00000000 N N N N N N Freddie Mac Pool N/A 3132DV5D3 243258248.87000000 PA USD 255615767.90000000 0.098645323944 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213WJ72 66195.37000000 PA USD 76116.07000000 0.000029374144 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JMM0 10321.08000000 PA USD 12048.73000000 0.000004649755 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138W3UX9 8925147.68000000 PA USD 9593373.49000000 0.003702202893 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540AQ2 19685000.00000000 PA USD 18876143.35000000 0.007284539959 Long DBT CORP US N 2 2026-09-15 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 3138X3XV9 2194024.44000000 PA USD 2393263.80000000 0.000923590452 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290YVQ8 51741.16840000 PA USD 57282.13000000 0.000022105890 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31416XYL8 2132855.66000000 PA USD 2244404.01000000 0.000866143596 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MFYU6 10978551.53000000 PA USD 11582920.79000000 0.004469994096 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828WY2 249925000.00000000 PA USD 256213113.00000000 0.098875846894 Long DBT UST US N 2 2021-07-31 Fixed 2.25000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 N/A 61691GAV2 4625000.00000000 PA USD 4800241.25000000 0.001852473174 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.99400000 N N N N N N Ginnie Mae I Pool N/A 36225BUV8 1121937.69000000 PA USD 1302737.95000000 0.000502742879 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N CHASE ISSUANCE TRUST CHAIT_15-A4 N/A 161571GX6 8400000.00000000 PA USD 8388660.00000000 0.003237288880 Long ABS-CBDO CORP US N 2 2020-04-15 Fixed 1.84000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DN7 11550000.00000000 PA USD 11917867.50000000 0.004599254224 Long DBT CORP US N 2 2026-09-11 Fixed 2.05000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDD6 42863000.00000000 PA USD 43016020.91000000 0.016600420828 Long DBT CORP NL N 2 2022-02-08 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36241LH25 6123788.27000000 PA USD 6903775.18000000 0.002664253244 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417DF73 21949243.04000000 PA USD 23643285.62000000 0.009124239823 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SNV5 65657607.29890000 PA USD 69761864.33000000 0.026921976536 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160AL8 8008000.00000000 PA USD 10766595.84000000 0.004154964081 Long DBT CORP US N 2 2033-05-15 Fixed 4.95000000 N N N N N N Ginnie Mae I Pool N/A 36210NJJ9 2150.07000000 PA USD 2243.00000000 0.000000865601 Long ABS-MBS USGA US N 2 2030-08-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SSN8 34054588.77000000 PA USD 35671841.19000000 0.013766209959 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 2.50000000 N N N N N N Toledo Hospital/The 5493009DCR7NWV6K4T34 889184AC1 3700000.00000000 PA USD 3964661.00000000 0.001530012298 Long DBT CORP US N 2 2028-11-15 Fixed 5.32500000 N N N N N N Ginnie Mae II Pool N/A 36179UMK5 56058119.78000000 PA USD 59384048.03000000 0.022917047344 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 3.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBF5 4328000.00000000 PA USD 3354200.00000000 0.001294427758 Long DBT CORP US N 2 2045-03-15 Fixed 5.15000000 N N N N N N Fannie Mae Pool N/A 31408FUS6 4766.91150000 PA USD 4832.50000000 0.000001864922 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FL3 8823000.00000000 PA USD 9285325.20000000 0.003583323203 Long DBT CORP US N 2 2043-01-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138M8AH6 3314456.70000000 PA USD 3570233.32000000 0.001377797720 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HN42 9425.28000000 PA USD 10687.70000000 0.000004124517 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N COMM 2015-LC19 Mortgage Trust N/A 200474AZ7 1124649.68000000 PA USD 1138584.09000000 0.000439393850 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.04000000 N N N N N N Fannie Mae Pool N/A 31385K5F8 8049.79000000 PA USD 9785.97000000 0.000003776528 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XZ8 251461800.00000000 PA USD 281519029.00000000 0.108641716590 Long DBT UST US N 2 2025-06-30 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 3622A25S7 14334995.93000000 PA USD 15244838.12000000 0.005883173824 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 4.00000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AP8 3660000.00000000 PA USD 4348189.80000000 0.001678020862 Long DBT CORP US N 2 2044-04-25 Fixed 4.35000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RM94 3000000.00000000 PA USD 3000330.00000000 0.001157864897 Long DBT CORP US N 2 2021-02-25 Fixed 2.25000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AG0 3955000.00000000 PA USD 3999296.00000000 0.001543378378 Long DBT CORP US N 2 2022-09-01 Fixed 3.22500000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAH8 4850000.00000000 PA USD 4717255.50000000 0.001820447935 Long DBT CORP US N 2 2029-09-01 Fixed 2.95000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938LBA1 30315000.00000000 PA USD 27321393.75000000 0.010543667783 Long DBT CORP LU N 2 2026-03-11 Fixed 4.55000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_19-4 N/A 14315XAD0 790000.00000000 PA USD 784801.80000000 0.000302864836 Long ABS-CBDO CORP US N 2 2025-06-16 Fixed 2.03000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128LLQV1 179846.26000000 PA USD 180608.81000000 0.000069699200 Long ABS-MBS USGSE US N 2 2042-05-01 Floating 4.51500000 N N N N N N Fannie Mae Pool N/A 31402UR46 16171.62020000 PA USD 18519.90000000 0.000007147061 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CV0 5240000.00000000 PA USD 5124824.80000000 0.001977734029 Long DBT CORP US N 2 2025-02-21 Fixed 1.90000000 N N N N N N Ginnie Mae I Pool N/A 36213HHZ5 9286.31000000 PA USD 10530.86000000 0.000004063990 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210DJ85 5515.65000000 PA USD 6422.64000000 0.000002478577 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FQ2 6320000.00000000 PA USD 6541516.00000000 0.002524452893 Long DBT CORP US N 2 2024-02-15 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36241L4S2 1672703.05000000 PA USD 1805231.31000000 0.000696661355 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMFX6 5172.65000000 PA USD 5380.80000000 0.000002076518 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416W6K3 1430685.28000000 PA USD 1497269.37000000 0.000577814988 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138AW3V3 2862269.74000000 PA USD 3109684.34000000 0.001200066105 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7J87 69944.62000000 PA USD 76356.44000000 0.000029466905 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36197DC48 1347842.13000000 PA USD 1467099.20000000 0.000566171942 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QPK1 3166159.74000000 PA USD 3369553.84000000 0.001300352997 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31403Q2Y5 42228.73620000 PA USD 48649.19000000 0.000018774331 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31369GRD8 946.36000000 PA USD 976.18000000 0.000000376720 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 7.50000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAJ5 2850000.00000000 PA USD 2881093.50000000 0.001111850039 Long DBT CORP US N 2 2022-03-22 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SWM6 81115.51110000 PA USD 93062.20000000 0.000035913867 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WAPR2 2601386.28000000 PA USD 2841442.21000000 0.001096548110 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCC3 36442000.00000000 PA USD 42075568.78000000 0.016237488581 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 228227BE3 8513000.00000000 PA USD 8698668.53000000 0.003356925052 Long DBT CORP US N 2 2022-04-15 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31416YCY2 1130834.03000000 PA USD 1264826.55000000 0.000488112395 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 257469AJ5 1134000.00000000 PA USD 1203706.98000000 0.000464525588 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N Texas Private Activity Bond Surface Transportation Corp N/A 882667AZ1 9870000.00000000 PA USD 9754718.40000000 0.003764467913 Long DBT MUN US N 2 2049-12-31 Fixed 3.92200000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAM1 5176000.00000000 PA USD 4846030.00000000 0.001870143626 Long DBT CORP US N 2 2025-02-01 Fixed 3.40000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CE3 4400000.00000000 PA USD 3844632.00000000 0.001483691605 Long DBT CORP US N 2 2039-03-01 Fixed 3.50000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CU6 12350000.00000000 PA USD 12921187.50000000 0.004986447968 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36212UFV8 1872.87000000 PA USD 2239.92000000 0.000000864413 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36213LSU5 27891.73000000 PA USD 30401.43000000 0.000011732292 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Orange SA 969500MCOONR8990S771 685218AB5 1481000.00000000 PA USD 1916680.58000000 0.000739671023 Long DBT CORP FR N 2 2044-02-06 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9S28 2406658.21000000 PA USD 2635627.67000000 0.001017121703 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LCL8 188518.25000000 PA USD 217206.96000000 0.000083822884 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31411HVL1 24209.97820000 PA USD 26250.88000000 0.000010130543 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMUG6 7300525.57000000 PA USD 7657813.29000000 0.002955245988 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31417KYD3 248178.63000000 PA USD 277200.64000000 0.000106975196 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AV3 140000.00000000 PA USD 117443.20000000 0.000045322800 Long DBT CORP CA N 2 2025-02-01 Fixed 3.90000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAK0 6303000.00000000 PA USD 6784234.05000000 0.002618120826 Long DBT CORP CA N 2 2023-03-15 Fixed 4.45000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582RYY6 4745000.00000000 PA USD 4455555.00000000 0.001719454437 Long DBT MUN US N 2 2049-09-01 Fixed 2.90000000 N N N N N N Weibo Corp 549300Q9ID4640FE0422 948596AD3 8900000.00000000 PA USD 8797739.00000000 0.003395157586 Long DBT CORP KY N 2 2024-07-05 Fixed 3.50000000 N N N N N N SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_18-2 N/A 87165LCC3 15675000.00000000 PA USD 16247607.75000000 0.006270155174 Long ABS-CBDO CORP US N 2 2026-05-15 Fixed 3.47000000 N N N N N N Fannie Mae Pool N/A 31413BTX9 425862.06000000 PA USD 498399.14000000 0.000192338465 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Manulife Financial Corp 5493007GBX87QOZACS27 56501RAC0 8946000.00000000 PA USD 9080995.14000000 0.003504469676 Long DBT CORP CA N 2 2026-03-04 Fixed 4.15000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865BA2 7950000.00000000 PA USD 7031695.50000000 0.002713619297 Long DBT CORP US N 2 2029-05-15 Fixed 4.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0U43 23000000.00000000 PA USD 24853340.00000000 0.009591214953 Long DBT USGSE US N 2 2023-09-12 Fixed 2.87500000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAB9 12532000.00000000 PA USD 12762463.48000000 0.004925194383 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AG5 3042000.00000000 PA USD 3168273.42000000 0.001222676364 Long DBT CORP US N 2 2024-12-01 Fixed 3.50000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAA3 14670000.00000000 PA USD 14193225.00000000 0.005477343160 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBQ0 20992000.00000000 PA USD 19640535.04000000 0.007579528279 Long DBT CORP US N 2 2042-07-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36201TJ73 30173.26640000 PA USD 33402.71000000 0.000012890523 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.50000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EBE6 9355000.00000000 PA USD 9471189.10000000 0.003655050408 Long DBT CORP US N 2 2022-05-17 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 31297HXW4 16420.81270000 PA USD 17333.48000000 0.000006689206 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31383HA79 2720.62000000 PA USD 3033.41000000 0.000001170630 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CS5 18290000.00000000 PA USD 18521185.60000000 0.007147557321 Long DBT CORP N/A N 2 2021-03-15 Fixed 1.87500000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CM7 585000.00000000 PA USD 787468.50000000 0.000303893949 Long DBT CORP US N 2 2038-04-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36212S7E0 22600.33000000 PA USD 23444.23000000 0.000009047421 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QYW5 1200196.05000000 PA USD 1380297.47000000 0.000532674068 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31388TNW9 23981.70000000 PA USD 26311.76000000 0.000010154037 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A5A74 2418034.23000000 PA USD 2665447.49000000 0.001028629545 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DB3 40173000.00000000 PA USD 42898336.32000000 0.016555004872 Long DBT CORP US N 2 2027-09-12 Fixed 2.90000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DU4 27712000.00000000 PA USD 28541697.28000000 0.011014598188 Long DBT CORP US N 2 2022-12-15 Fixed 2.35000000 N N N N N N Freddie Mac Gold Pool N/A 31283GLJ4 606.88000000 PA USD 669.63000000 0.000000258418 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31371EVW2 4983.19000000 PA USD 5421.51000000 0.000002092228 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6.50000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BJ7 6613000.00000000 PA USD 6139773.72000000 0.002369415519 Long DBT CORP US N 2 2030-01-15 Fixed 3.05000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BYPQ7 13000000.00000000 PA USD 13645060.00000000 0.005265799426 Long ABS-MBS USGSE US N 2 2024-04-25 Fixed 2.90500000 N N N N N N Fannie Mae Pool N/A 31403AXA8 75137.95240000 PA USD 89689.92000000 0.000034612462 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NQZ7 14647.99210000 PA USD 15966.90000000 0.000006161826 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.50000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DE4 3855000.00000000 PA USD 3806504.10000000 0.001468977571 Long DBT CORP US N 2 2044-09-15 Fixed 4.25000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAF2 24174000.00000000 PA USD 25096963.32000000 0.009685232241 Long DBT CORP US N 2 2023-05-18 Fixed 2.80000000 N N N N N N FIFTH THIRD AUTO TRUST FITAT_19-1 N/A 31680YAD9 7400000.00000000 PA USD 7309350.00000000 0.002820769643 Long ABS-CBDO CORP US N 2 2023-12-15 Fixed 2.64000000 N N N N N N Fannie Mae Pool N/A 31405F6C1 69815.49940000 PA USD 83421.84000000 0.000032193532 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAR2 3700000.00000000 PA USD 3275277.00000000 0.001263970385 Long DBT CORP US N 2 2030-02-06 Fixed 2.70000000 N N N N N N COMM 2015-CCRE26 Mortgage Trust N/A 12593QBE9 11600000.00000000 PA USD 12295188.00000000 0.004744866927 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.63000000 N N N N N N American Airlines 2019-1 Class AA Pass Through Trust N/A 02377LAA2 5169167.32500000 PA USD 4495159.60000000 0.001734738347 Long DBT CORP US N 2 2032-02-15 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 312941VK0 46091.54000000 PA USD 52188.53000000 0.000020140206 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KLDZ7 43369.59180000 PA USD 50383.76000000 0.000019443723 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAE3 2675000.00000000 PA USD 2661732.00000000 0.001027195691 Long DBT CORP US N 2 2027-03-15 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31409JZN3 3956.12300000 PA USD 4042.96000000 0.000001560228 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AGC8 4276.28000000 PA USD 4994.48000000 0.000001927432 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GNQ6 1262.43000000 PA USD 1399.13000000 0.000000539941 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.50000000 N N N N N N GE Capital International Funding Co Unlimited Co 549300G6UZOB126GBY72 36164QNA2 129343000.00000000 PA USD 139562390.40000000 0.053858873122 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N Montefiore Obligated Group N/A 61237WAE6 8900000.00000000 PA USD 9249325.00000000 0.003569430275 Long DBT CORP US N 2 2048-11-01 Fixed 5.24600000 N N N N N N Ginnie Mae II Pool N/A 36179MG53 44703515.82000000 PA USD 48548465.22000000 0.018735460327 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211NTK4 9733.32000000 PA USD 10464.29000000 0.000004038300 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GP91 2372.02000000 PA USD 2734.99000000 0.000001055466 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 6.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HH2 82460000.00000000 PA USD 85176232.40000000 0.032870574090 Long DBT CORP N/A N 2 2022-03-15 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31418ABC1 590176.47000000 PA USD 623043.40000000 0.000240440245 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BD5 25720000.00000000 PA USD 26461764.80000000 0.010211926213 Long DBT CORP JP N 2 2024-03-07 Fixed 3.40700000 N N N N N N Freddie Mac Gold Pool N/A 31292GA71 195.67000000 PA USD 208.90000000 0.000000080617 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283H6N0 1445795.95000000 PA USD 1680347.43000000 0.000648467103 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ENB1 475387.50980000 PA USD 555081.47000000 0.000214212886 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 6.00000000 N N N N N N Connecticut Light & Power Co/The 549300O45IUXEDS1VZ32 207597EJ0 6835000.00000000 PA USD 7094593.30000000 0.002737892345 Long DBT CORP US N 2 2027-03-15 Fixed 3.20000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST DCENT_17-A2 N/A 254683BX2 6250000.00000000 PA USD 6268312.50000000 0.002419020243 Long ABS-CBDO CORP US N 2 2024-07-15 Fixed 2.39000000 N N N N N N Fannie Mae Pool N/A 31408EVN9 319.42450000 PA USD 323.33000000 0.000000124777 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 5.00000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066GAF1 13400000.00000000 PA USD 13954894.00000000 0.005385368244 Long DBT CORP US N 2 2030-04-01 Fixed 2.85000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BR8 3819000.00000000 PA USD 5276215.83000000 0.002036157722 Long DBT CORP US N 2 2029-11-15 Fixed 7.75000000 N N N N N N Fannie Mae Pool N/A 31407TLP3 63584.56480000 PA USD 71598.76000000 0.000027630857 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31406LUZ9 554644.81820000 PA USD 634169.79000000 0.000244734058 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210SPM4 8684.29000000 PA USD 9614.46000000 0.000003710340 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2018-B2 N/A 17327FAD8 17325000.00000000 PA USD 19107742.50000000 0.007373916970 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 4.00900000 N N N N N N Freddie Mac Gold Pool N/A 3128P75M1 2932470.71000000 PA USD 3126365.67000000 0.001206503639 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865AY1 3165000.00000000 PA USD 2904330.60000000 0.001120817527 Long DBT CORP US N 2 2027-09-15 Fixed 3.80000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BS6 3270000.00000000 PA USD 3292922.70000000 0.001270780081 Long DBT CORP US N 2 2026-06-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31419AGZ4 19028995.60000000 PA USD 21095925.10000000 0.008141181518 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NE98 16597.04710000 PA USD 18059.58000000 0.000006969417 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31375TW53 2182.09000000 PA USD 2395.04000000 0.000000924275 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36210SXH6 7551.35000000 PA USD 8808.73000000 0.000003399399 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 7.00000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 263901AB6 700000.00000000 PA USD 934227.00000000 0.000360529891 Long DBT CORP US N 2 2039-04-01 Fixed 6.45000000 N N N N N N Fannie Mae Pool N/A 31413J2Y9 141205.48510000 PA USD 165323.38000000 0.000063800361 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202WE54 30838.02830000 PA USD 35503.82000000 0.000013701368 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31408AHL7 295.36310000 PA USD 300.04000000 0.000000115789 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HAW5 19607.45000000 PA USD 21981.72000000 0.000008483020 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GR74 5459.48000000 PA USD 6438.36000000 0.000002484643 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 8.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BW9 14560000.00000000 PA USD 18053672.00000000 0.006967137972 Long DBT CORP US N 2 2036-02-23 Fixed 4.50000000 N N N N N N Toledo Hospital/The 5493009DCR7NWV6K4T34 889184AD9 3250000.00000000 PA USD 3766880.00000000 0.001453686135 Long DBT CORP US N 2 2038-11-15 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 31406WUX0 205387.29530000 PA USD 243441.45000000 0.000093947102 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BNGT5 15825000.00000000 PA USD 16897143.75000000 0.006520819246 Long ABS-MBS USGSE US N 2 2026-01-25 Fixed 2.74500000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBG7 491000.00000000 PA USD 500653.06000000 0.000193208281 Long DBT CORP US N 2 2048-03-30 Fixed 3.95000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAP2 1000000.00000000 PA USD 1039990.00000000 0.000401345156 Long DBT CORP US N 2 2028-06-15 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31415VYB5 2461054.84000000 PA USD 2813010.29000000 0.001085575876 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Timken Co/The B0I35MLPFXZSE70ASS73 887389AK0 10000000.00000000 PA USD 10713600.00000000 0.004134512324 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207JJY0 1026.61000000 PA USD 1095.41000000 0.000000422732 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 8.00000000 N N N N N N COMM 2014-CCRE21 Mortgage Trust N/A 12592RBF5 7938302.45000000 PA USD 8323389.50000000 0.003212100177 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.52800000 N N N N N N Republic of Poland Government International Bond N/A 857524AC6 15214000.00000000 PA USD 16412102.50000000 0.006333635757 Long DBT NUSS PL N 2 2024-01-22 Fixed 4.00000000 N N N N N N Leggett & Platt Inc DKOVQUCDW4ZLYCUD4T55 524660AY3 15075000.00000000 PA USD 14599986.75000000 0.005634317610 Long DBT CORP US N 2 2027-11-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31404R4W4 116340.50670000 PA USD 127303.27000000 0.000049127925 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N BOSTON UNIVERSITY N/A 89838QAA1 3555000.00000000 PA USD 4042212.75000000 0.001559940489 Long DBT MUN US N 2 2048-10-01 Fixed 4.06100000 N N N N N N Fannie Mae Pool N/A 31410AK54 13598.51390000 PA USD 13932.77000000 0.000005376830 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129325J1 6610980.41000000 PA USD 7389820.01000000 0.002851824027 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31387BEN9 9752.27000000 PA USD 11519.58000000 0.000004445550 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.00000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BF1 6505000.00000000 PA USD 6760711.55000000 0.002609043199 Long DBT CORP US N 2 2057-11-15 Fixed 4.37500000 N N N N N N University of California N/A 91412GTG0 4500000.00000000 PA USD 5234940.00000000 0.002020228862 Long DBT MUN US N 2 2031-05-15 Fixed 4.60100000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AQ8 6950000.00000000 PA USD 7685449.00000000 0.002965910954 Long DBT CORP US N 2 2048-05-01 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31371NBF1 21565.98210000 PA USD 25172.25000000 0.000009714286 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292L7J7 15602.01620000 PA USD 16913.37000000 0.000006527081 Long ABS-MBS USGA US N 2 2036-06-15 Fixed 6.00000000 N N N N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613AK7 5860000.00000000 PA USD 5799759.20000000 0.002238199661 Long DBT CORP US N 2 2025-03-30 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31383FZ35 17819.11000000 PA USD 19340.15000000 0.000007463605 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 62854AAM6 13110000.00000000 PA USD 12987028.20000000 0.005011856719 Long DBT CORP NL N 2 2021-06-15 Fixed 3.15000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 701094AP9 6875000.00000000 PA USD 7158593.75000000 0.002762590920 Long DBT CORP US N 2 2049-06-14 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138X6WX9 4699035.36000000 PA USD 4993147.98000000 0.001926918296 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N Orlando Health Obligated Group N/A 686514AF7 3475000.00000000 PA USD 4336730.50000000 0.001673598575 Long DBT CORP US N 2 2048-10-01 Fixed 4.08900000 N N N N N N Freddie Mac Gold Pool N/A 31292HYS7 454542.89590000 PA USD 505724.43000000 0.000195165386 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N Los Angeles Department of Water & Power Power System Revenue N/A 544495UH5 1550000.00000000 PA USD 1563051.00000000 0.000603200942 Long DBT MUN US N 2 2040-07-01 Fixed 6.16600000 N N N N N N Fomento Economico Mexicano SAB de CV 549300A8MDWDJNMLV153 344419AC0 25100000.00000000 PA USD 23333713.00000000 0.009004771875 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BGS1 25640000.00000000 PA USD 24774650.00000000 0.009560847497 Long DBT CORP CA N 2 2032-12-15 Variable 3.80300000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FL2L7 4175000.00000000 PA USD 4926625.25000000 0.001901246342 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 3.71800000 N N N N N N Uruguay Government International Bond N/A 760942BB7 27244328.00000000 PA USD 28913043.09000000 0.011157905184 Long DBT NUSS UY N 2 2027-10-27 Fixed 4.37500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 42529000.00000000 PA USD 51725896.25000000 0.019961670728 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31419ADA2 58368.00000000 PA USD 61933.70000000 0.000023900989 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4A5 9326598.46000000 PA USD 9858774.17000000 0.003804624337 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FPF7 35233248.35000000 PA USD 38625857.83000000 0.014906201951 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210AST5 11701.02000000 PA USD 12742.29000000 0.000004917409 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FT0 341956000.00000000 PA USD 520894735.70000000 0.201019797667 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BF5 4624000.00000000 PA USD 5532939.68000000 0.002135230668 Long DBT CORP US N 2 2042-12-03 Fixed 4.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXE28 8451.35000000 PA USD 8854.48000000 0.000003417054 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31415PGF9 20062.58000000 PA USD 23816.89000000 0.000009191235 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QBZ0 7340000.00000000 PA USD 7465954.40000000 0.002881205241 Long DBT CORP CA N 2 2021-06-11 Fixed 3.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHT9 31700000.00000000 PA USD 33172782.00000000 0.012801791741 Long DBT CORP US N 2 2027-04-23 Variable 3.55900000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AU8 9200000.00000000 PA USD 9543528.00000000 0.003682966895 Long DBT CORP US N 2 2029-05-03 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128K0R88 129917.81470000 PA USD 148718.22000000 0.000057392222 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RW3 53681000.00000000 PA USD 55231307.28000000 0.021314452716 Long DBT CORP US N 2 2026-04-22 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31374TVR7 881.38000000 PA USD 1025.78000000 0.000000395861 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EJ26 28437.05320000 PA USD 34306.46000000 0.000013239292 Long ABS-MBS USGA US N 2 2036-07-20 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286C9 526278000.00000000 PA USD 547823821.30000000 0.211412068826 Long DBT UST US N 2 2022-02-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297ETW6 4705.66270000 PA USD 5119.24000000 0.000001975578 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Lloyds Bank PLC H7FNTJ4851HG0EXQ1Z70 53944VAH2 1100000.00000000 PA USD 1137840.00000000 0.000439106696 Long DBT CORP GB N 2 2025-05-14 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202V2E0 42473.98350000 PA USD 46324.25000000 0.000017877107 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RAR3 3181000.00000000 PA USD 2465275.00000000 0.000951380476 Long DBT CORP US N 2 2037-01-15 Fixed 6.65000000 N N N N N N Fannie Mae Pool N/A 31400DW73 84436.79120000 PA USD 100306.69000000 0.000038709607 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418AAM0 2862632.86000000 PA USD 3021194.09000000 0.001165916610 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KM72 23291.89000000 PA USD 24808.42000000 0.000009573879 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 77825000.00000000 PA USD 88577302.00000000 0.034183089414 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N Ginnie Mae II Pool N/A 36202EFM6 252608.96000000 PA USD 274113.56000000 0.000105783853 Long ABS-MBS USGA US N 2 2035-10-20 Fixed 5.00000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAC3 4000000.00000000 PA USD 3750520.00000000 0.001447372606 Long DBT CORP US N 2 2026-12-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31416M5Z3 1802291.77000000 PA USD 2012997.70000000 0.000776841005 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EJ8 11050000.00000000 PA USD 13041320.50000000 0.005032808797 Long DBT CORP US N 2 2038-09-15 Fixed 4.10000000 N N N N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964CAC0 8373000.00000000 PA USD 8630972.13000000 0.003330800164 Long DBT CORP US N 2 2023-09-21 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371E2W4 1435.37000000 PA USD 1673.40000000 0.000000645786 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 8.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MWF3 1024803.59000000 PA USD 1074065.90000000 0.000414495473 Long ABS-MBS USGA US N 2 2042-12-20 Floating 3.12500000 N N N N N N Fannie Mae Pool N/A 31419A4G9 4665658.30000000 PA USD 5175148.19000000 0.001997154455 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36206F5P3 5989.64000000 PA USD 6458.63000000 0.000002492466 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9A69 1774189.41000000 PA USD 1943287.40000000 0.000749938928 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140F1U91 3035567.91000000 PA USD 3222619.60000000 0.001243649235 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128F3G49 8881.25000000 PA USD 10173.29000000 0.000003925999 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 7.00000000 N N N N N N Kohl's Corp 549300JF6LPRTRJ0FH50 500255AS3 1108000.00000000 PA USD 1036489.68000000 0.000399994339 Long DBT CORP US N 2 2023-02-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 312971N83 503.08980000 PA USD 505.11000000 0.000000194928 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KZH6 2714.38000000 PA USD 3304.08000000 0.000001275085 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 7.50000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846UAK7 5775000.00000000 PA USD 5528985.00000000 0.002133704508 Long DBT CORP US N 2 2026-09-22 Fixed 3.05000000 N N N N N N Ovintiv Inc N/A 292505AD6 8160000.00000000 PA USD 3835200.00000000 0.001480051678 Long DBT CORP US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31385GZH0 1937.95400000 PA USD 2254.40000000 0.000000870001 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.00000000 N N N N N N Methanex Corp 549300TSJHRXT9QXRD13 59151KAK4 2314000.00000000 PA USD 1793350.00000000 0.000692076209 Long DBT CORP CA N 2 2024-12-01 Fixed 4.25000000 N N N N N N Activision Blizzard Inc 549300TPQQDBP9GNOF40 00507VAN9 4220000.00000000 PA USD 5207058.00000000 0.002009468850 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBF6 5572244.98000000 PA USD 6280700.21000000 0.002423800815 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3132DVKW4 46496879.98000000 PA USD 50294745.14000000 0.019409371604 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NDR6 39041881.14000000 PA USD 41550322.00000000 0.016034789275 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N Marvell Technology Group Ltd 8DF36O58U3QIHUCGZB18 57385LAA6 6500000.00000000 PA USD 6581250.00000000 0.002539786741 Long DBT CORP BM N 2 2023-06-22 Fixed 4.20000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GVR2 14020000.00000000 PA USD 14739506.40000000 0.005688159989 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31371E4W2 419.07000000 PA USD 484.42000000 0.000000186943 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138AXSN2 138630.12000000 PA USD 146339.34000000 0.000056474182 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AA2 12722000.00000000 PA USD 12733195.36000000 0.004913899449 Long DBT CORP JP N 2 2021-03-01 Fixed 2.95000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAH0 1155000.00000000 PA USD 1681472.10000000 0.000648901127 Long DBT CORP US N 2 2036-05-15 Fixed 6.70000000 N N N N N N Ginnie Mae I Pool N/A 36210PYH1 5070.95000000 PA USD 5530.94000000 0.000002134458 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389BC6 6465000.00000000 PA USD 6824777.25000000 0.002633766955 Long DBT CORP US N 2 2029-05-02 Fixed 3.75000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024WS7 4000000.00000000 PA USD 4066400.00000000 0.001569274652 Long DBT MUN US N 2 2031-04-01 Fixed 2.57400000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865AZ8 16330000.00000000 PA USD 13986481.70000000 0.005397558333 Long DBT CORP US N 2 2049-05-15 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292L5D3 5257175.88000000 PA USD 5520455.25000000 0.002130412771 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290V2U7 62729.88320000 PA USD 68296.53000000 0.000026356485 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AG5 15932000.00000000 PA USD 16880272.64000000 0.006514308473 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591ER9 9637000.00000000 PA USD 10570536.19000000 0.004079302209 Long DBT USGA US N 2 2024-09-15 Fixed 2.87500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBA9 11089000.00000000 PA USD 13025361.18000000 0.005026649895 Long DBT CORP US N 2 2041-08-15 Fixed 5.55000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AL3 2700000.00000000 PA USD 2706291.00000000 0.001044391566 Long DBT CORP US N 2 2026-01-15 Fixed 3.95000000 N N N N N N Fannie Mae-Aces N/A 3136B1K86 7275000.00000000 PA USD 7974273.00000000 0.003077371751 Long ABS-MBS USGSE US N 2 2028-03-25 Variable 3.05200000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAH7 5600000.00000000 PA USD 5402376.00000000 0.002084844510 Long DBT CORP US N 2 2022-04-05 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128P7YQ0 11784985.03000000 PA USD 12583182.07000000 0.004856007443 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAE6 21752000.00000000 PA USD 22021942.32000000 0.008498543152 Long DBT CORP US N 2 2023-04-25 Variable 2.77600000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DB0 8250000.00000000 PA USD 8121960.00000000 0.003134366012 Long DBT CORP US N 2 2022-06-15 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128F92B5 1653.17000000 PA USD 1832.41000000 0.000000707149 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NJA7 76972487.41000000 PA USD 81917200.00000000 0.031612872699 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BY4 14940000.00000000 PA USD 15313500.00000000 0.005909671303 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200BB6 6448000.00000000 PA USD 8843883.36000000 0.003412965272 Long DBT CORP US N 2 2032-11-29 Fixed 5.87500000 N N N N N N Fannie Mae Pool N/A 31416BQA9 1119771.53000000 PA USD 1283605.30000000 0.000495359349 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCZ5 35000000.00000000 PA USD 44590000.00000000 0.017207839057 Long DBT CORP US N 2 2055-03-15 Fixed 4.67200000 N N N N N N Fannie Mae Pool N/A 3138EPAH7 7992222.82000000 PA USD 8818219.05000000 0.003403061094 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138ENVZ9 14269471.03000000 PA USD 15570133.31000000 0.006008709309 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N Baltimore Gas & Electric Co 88V8C2WYSOD1SPSSLH72 059165EK2 2050000.00000000 PA USD 2305819.50000000 0.000889844603 Long DBT CORP US N 2 2048-09-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31371EXP5 1148.83000000 PA USD 1291.38000000 0.000000498359 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EFB0 153716.09670000 PA USD 180193.69000000 0.000069539000 Long ABS-MBS USGA US N 2 2035-09-20 Fixed 6.50000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AQ8 4400000.00000000 PA USD 2821500.00000000 0.001088852161 Long DBT CORP US N 2 2029-10-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31387CP96 22143.82690000 PA USD 25572.13000000 0.000009868605 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140E2AE1 5821326.66000000 PA USD 6308455.27000000 0.002434511840 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SSD4 8379.47900000 PA USD 9237.62000000 0.000003564913 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Suzano Austria GmbH 254900287ZNSGVP1R341 86964WAH5 8550000.00000000 PA USD 7485696.00000000 0.002888823772 Long DBT CORP AT N 2 2030-01-15 Fixed 5.00000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AY9 3100000.00000000 PA USD 3162496.00000000 0.001220446786 Long DBT CORP US N 2 2026-09-15 Fixed 3.25000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AE7 6095000.00000000 PA USD 9068750.50000000 0.003499744316 Long DBT CORP US N 2 2035-11-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31387FE34 2713.98400000 PA USD 2841.81000000 0.000001096690 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36204GFA5 1455.37000000 PA USD 1544.18000000 0.000000595918 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371FPP1 6655.64000000 PA USD 7674.95000000 0.000002961859 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36208T4W7 1703.48000000 PA USD 1877.23000000 0.000000724446 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31362TRL9 42.35000000 PA USD 43.26000000 0.000000016694 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 31410R3B3 3154.21880000 PA USD 3220.24000000 0.000001242730 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31387PQ96 46816.50190000 PA USD 57015.01000000 0.000022002805 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.00000000 N N N N N N Colombia Government International Bond N/A 195325DL6 38335000.00000000 PA USD 37451378.25000000 0.014452955582 Long DBT NUSS CO N 2 2027-04-25 Fixed 3.87500000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89233P5T9 17136000.00000000 PA USD 17334606.24000000 0.006689641496 Long DBT CORP US N 2 2022-01-12 Fixed 3.30000000 N N N N N N Freddie Mac Gold Pool N/A 31292GRJ7 9960.00000000 PA USD 11237.17000000 0.000004336564 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 7.50000000 N N N N N N Citizens Bank NA/Providence RI DRMSV1Q0EKMEXLAU1P80 17401QAQ4 7991000.00000000 PA USD 8360104.29000000 0.003226268874 Long DBT CORP US N 2 2023-03-29 Fixed 3.70000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C29 549300NYO16WLNMVJJ46 94989KAV5 8500000.00000000 PA USD 8934095.00000000 0.003447779073 Long ABS-MBS CORP US N 2 2048-06-15 Fixed 3.63700000 N N N N N N Citigroup Commercial Mortgage Trust 2016-P4 N/A 29429EAD3 3825000.00000000 PA USD 3809241.00000000 0.001470033775 Long ABS-MBS CORP US N 2 2049-07-10 Fixed 2.90200000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAJ4 5797000.00000000 PA USD 7550708.44000000 0.002913912886 Long DBT CORP US N 2 2038-05-15 Fixed 6.25000000 N N N N N N Freddie Mac Gold Pool N/A 31295WLS5 30.08000000 PA USD 30.55000000 0.000000011789 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 9.50000000 N N N N N N Fannie Mae Pool N/A 31380GFB0 4082.08000000 PA USD 4698.51000000 0.000001813213 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K2F61 148987.79350000 PA USD 171243.59000000 0.000066085044 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWB6 36623000.00000000 PA USD 37175641.07000000 0.014346545153 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128PD3X6 2958.94730000 PA USD 3166.46000000 0.000001221976 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAE5 2612000.00000000 PA USD 3044912.88000000 0.001175069988 Long DBT CORP US N 2 2040-04-16 Fixed 6.75000000 N N N N N N University of Texas System/The TEHUYFNKZR6XVWLGEU86 91514AGU3 3200000.00000000 PA USD 3422688.00000000 0.001320858135 Long DBT MUN US N 2 2047-08-15 Fixed 3.35400000 N N N N N N Fannie Mae Pool N/A 31409JU65 176589.42510000 PA USD 206523.10000000 0.000079699848 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31411X5U5 15528.33080000 PA USD 17708.04000000 0.000006833754 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410FSD8 1284410.72000000 PA USD 1477149.39000000 0.000570050436 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RAX0 8073000.00000000 PA USD 8276035.95000000 0.003193825850 Long DBT CORP US N 2 2021-05-15 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 31371E3T0 4743.39000000 PA USD 5134.44000000 0.000001981444 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 9.50000000 N N N N N N Fannie Mae Pool N/A 31379YKZ5 8465.30000000 PA USD 9747.54000000 0.000003761697 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31387V3S6 2246.58000000 PA USD 2547.76000000 0.000000983212 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJGB2 103344.10940000 PA USD 121030.42000000 0.000046707153 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCY5 8135000.00000000 PA USD 7982468.75000000 0.003080534593 Long DBT CORP US N 2 2022-06-27 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 31384WNM8 23791.59000000 PA USD 28589.88000000 0.000011033192 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAX6 10889000.00000000 PA USD 10876368.76000000 0.004197326825 Long DBT CORP US N 2 2031-06-01 Fixed 3.05000000 N N N N N N Ginnie Mae I Pool N/A 36207BR51 15360.48000000 PA USD 16450.00000000 0.000006348260 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31409AJ67 29270.76200000 PA USD 34251.47000000 0.000013218070 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N STORE Capital Corp 5493004EA6C9IHDZ7N66 862121AA8 4800000.00000000 PA USD 4656480.00000000 0.001796993909 Long DBT CORP US N 2 2028-03-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371KW56 172824.78000000 PA USD 195584.08000000 0.000075478344 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HYA6 460338.40160000 PA USD 511979.16000000 0.000197579165 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHR3 27035000.00000000 PA USD 28213996.35000000 0.010888134298 Long DBT CORP US N 2 2025-03-15 Variable 3.45800000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13648TAA5 4050000.00000000 PA USD 3757549.50000000 0.001450085378 Long DBT CORP CA N 2 2030-03-05 Fixed 2.05000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BK4 6630000.00000000 PA USD 7080773.70000000 0.002732559188 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138AA5P2 1021860.73000000 PA USD 1041582.64000000 0.000401959776 Long ABS-MBS USGSE US N 2 2041-04-01 Floating 3.45100000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCR8 5825000.00000000 PA USD 5751663.25000000 0.002219638832 Long DBT CORP US N 2 2022-01-15 Fixed 2.75000000 N N N N N N Mexico Government International Bond N/A 91086QAV0 34244000.00000000 PA USD 39761735.72000000 0.015344551444 Long DBT NUSS MX N 2 2040-01-11 Fixed 6.05000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XAW6 17585000.00000000 PA USD 16304284.45000000 0.006292027422 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AJ9 17730000.00000000 PA USD 19900506.60000000 0.007679854558 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 3140J7W27 9635395.24000000 PA USD 10027555.83000000 0.003869759292 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36204FD76 1885.11000000 PA USD 2027.00000000 0.000000782244 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FBS7 13822.10000000 PA USD 15558.71000000 0.000006004300 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31410DV49 130440.47310000 PA USD 153750.19000000 0.000059334122 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36292K6M3 166214.30690000 PA USD 185245.85000000 0.000071488691 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132D53H3 12698736.42000000 PA USD 13291513.44000000 0.005129361383 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.00000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAE4 4361000.00000000 PA USD 5598302.92000000 0.002160455161 Long DBT CORP US N 2 2038-04-15 Fixed 6.05000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FT6 6425000.00000000 PA USD 6933153.25000000 0.002675590609 Long DBT CORP US N 2 2045-05-15 Fixed 4.20000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAM2 3150000.00000000 PA USD 3136896.00000000 0.001210567425 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31374TC64 7127.33000000 PA USD 8166.00000000 0.000003151361 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132DV3N3 114822473.83000000 PA USD 123659211.40000000 0.047721637313 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N BGC Partners Inc TF1LXM1YNB81WKUH5G19 05541TAH4 2625000.00000000 PA USD 2650305.00000000 0.001022785868 Long DBT CORP US N 2 2021-05-27 Fixed 5.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128P8BS9 14729041.11000000 PA USD 15565503.35000000 0.006006922549 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410EC97 5894.51930000 PA USD 5997.91000000 0.000002314668 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K4A54 76444.17040000 PA USD 87892.45000000 0.000033918796 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407PH43 645.15040000 PA USD 649.63000000 0.000000250700 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AQ8 12950000.00000000 PA USD 13660566.50000000 0.005271783578 Long DBT CORP US N 2 2027-03-02 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 3138MLXP4 4891917.63000000 PA USD 5092045.98000000 0.001965084272 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31402NRE0 25447.89160000 PA USD 28643.38000000 0.000011053838 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YG2 10621000.00000000 PA USD 9509937.19000000 0.003670003781 Long DBT CORP US N 2 2024-01-09 Fixed 3.81000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAX5 6000000.00000000 PA USD 5670660.00000000 0.002188378664 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 31293VJF0 10174.08000000 PA USD 11682.59000000 0.000004508457 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202F4R4 21625601.29000000 PA USD 23936945.56000000 0.009237566869 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418DAQ5 9622453.90000000 PA USD 10164005.61000000 0.003922416970 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LB60 6803.06470000 PA USD 7124.65000000 0.000002749491 Long ABS-MBS USGA US N 2 2021-04-15 Fixed 5.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XAL0 13292000.00000000 PA USD 12021949.40000000 0.004639420731 Long DBT CORP US N 2 2023-05-15 Fixed 4.25000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CC2 22391000.00000000 PA USD 22508104.93000000 0.008686159388 Long DBT CORP US N 2 2021-08-04 Fixed 1.55000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAS0 8131000.00000000 PA USD 10108947.06000000 0.003901169187 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 31297RAU1 39200.77870000 PA USD 47060.53000000 0.000018161247 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31407BRZ4 3732.94880000 PA USD 3758.82000000 0.000001450575 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36181GFU8 311594.83000000 PA USD 337151.84000000 0.000130111114 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EVX7 1063.02000000 PA USD 1160.71000000 0.000000447932 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4J6 40309284.88370000 PA USD 43030161.61000000 0.016605877901 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138AFKH2 356758.93000000 PA USD 378435.60000000 0.000146043034 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418AMX3 4229322.08000000 PA USD 4563480.82000000 0.001761104361 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140GUMS3 5724781.33000000 PA USD 6267719.59000000 0.002418791432 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CV3 6215000.00000000 PA USD 8000569.50000000 0.003087519899 Long DBT CORP US N 2 2040-07-08 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31383XLP2 2643.91000000 PA USD 3214.28000000 0.000001240430 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31385HUU4 19679.12000000 PA USD 23097.19000000 0.000008913494 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31403C6W6 8701.78040000 PA USD 9028.97000000 0.000003484392 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202DWX5 962870.04990000 PA USD 1122995.34000000 0.000433377956 Long ABS-MBS USGA US N 2 2033-03-20 Fixed 6.00000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAH1 22765000.00000000 PA USD 29294002.00000000 0.011304921995 Long DBT CORP US N 2 2044-05-06 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMYY3 9954802.51000000 PA USD 10559656.31000000 0.004075103527 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371GST8 13369.36600000 PA USD 14764.46000000 0.000005697789 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31412XEK6 174654.92730000 PA USD 189374.84000000 0.000073082120 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 4.50000000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AB1 26843000.00000000 PA USD 26685700.02000000 0.010298345617 Long DBT CORP US N 2 2022-08-21 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31371KL74 24990.90000000 PA USD 28618.58000000 0.000011044268 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297A5A8 632323.87000000 PA USD 697642.93000000 0.000269229137 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36211EQQ4 9574.77000000 PA USD 10526.60000000 0.000004062346 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 7.00000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCJ5 7105000.00000000 PA USD 7314668.55000000 0.002822822138 Long DBT CORP GB N 2 2023-09-26 Fixed 3.99400000 N N N N N N Citizens Bank NA/Providence RI DRMSV1Q0EKMEXLAU1P80 17401QAL5 9175000.00000000 PA USD 9163623.00000000 0.003536356801 Long DBT CORP US N 2 2022-05-26 Fixed 2.65000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QAC9 620000.00000000 PA USD 768304.00000000 0.000296498129 Long DBT CORP US N 2 2033-07-15 Fixed 5.75000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HHF0 18925000.00000000 PA USD 26968125.00000000 0.010407336952 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N Ginnie Mae II Pool N/A 36179TAK1 56555385.15100000 PA USD 60327063.79000000 0.023280968928 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31405FYD8 15915.54900000 PA USD 18013.70000000 0.000006951712 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAT8 3115000.00000000 PA USD 3087868.35000000 0.001191647041 Long DBT CORP US N 2 2021-04-15 Fixed 2.45000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780097BG5 37850000.00000000 PA USD 40034702.00000000 0.015449892548 Long DBT CORP GB N 2 2029-05-18 Variable 4.89200000 N N N N N N Freddie Mac Gold Pool N/A 3128MMLZ4 649930.83000000 PA USD 684351.17000000 0.000264099681 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJWV0 38889.26820000 PA USD 42861.42000000 0.000016540758 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KXD5 340482.17000000 PA USD 387826.22000000 0.000149666992 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31307QN45 806519.32000000 PA USD 845329.03000000 0.000326223052 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290T3M9 5852.66000000 PA USD 6392.86000000 0.000002467084 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207UEJ3 3401.59000000 PA USD 3724.43000000 0.000001437304 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 8.50000000 N N N N N N Indonesia Government International Bond N/A 455780CE4 33775000.00000000 PA USD 33985080.50000000 0.013115267898 Long DBT NUSS ID N 2 2048-01-11 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31383CNX9 1381.33000000 PA USD 1504.05000000 0.000000580431 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BC5 5801000.00000000 PA USD 6489288.65000000 0.002504297705 Long DBT CORP US N 2 2047-01-30 Fixed 4.35000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAC5 5217000.00000000 PA USD 7118753.01000000 0.002747215879 Long DBT CORP US N 2 2033-03-15 Fixed 7.05000000 N N N N N N Southern Natural Gas Co LLC / Southern Natural Issuing Corp N/A 84345PAB8 6418000.00000000 PA USD 6502781.78000000 0.002509504873 Long DBT CORP US N 2 2021-06-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 3138EREA4 12127625.38000000 PA USD 13421764.28000000 0.005179626813 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBA8 9005000.00000000 PA USD 9758358.30000000 0.003765872596 Long DBT CORP US N 2 2027-06-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31402D3L2 11690.18410000 PA USD 13405.37000000 0.000005173300 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31412EJ72 1633.27000000 PA USD 1716.73000000 0.000000662507 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 3.46000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QCA4 8365000.00000000 PA USD 8550452.05000000 0.003299726457 Long DBT CORP CA N 2 2024-06-12 Fixed 2.65000000 N N N N N N Morgan Stanley Capital I Trust 2015-UBS8 N/A 61691ABL6 4100000.00000000 PA USD 4294914.00000000 0.001657461064 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.80900000 N N N N N N Freddie Mac Gold Pool N/A 3128P7A29 73093.30000000 PA USD 79648.31000000 0.000030737279 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 5.50000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_18-3 N/A 02007JAD9 2375000.00000000 PA USD 2376876.25000000 0.000917266292 Long ABS-CBDO CORP US N 2 2023-07-17 Fixed 3.12000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAU5 10830000.00000000 PA USD 10687477.20000000 0.004124431208 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBL6 1847000.00000000 PA USD 1757789.90000000 0.000678353121 Long DBT CORP US N 2 2027-02-15 Fixed 3.95000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHS2 2375000.00000000 PA USD 2619316.25000000 0.001010826922 Long DBT CORP US N 2 2028-04-26 Fixed 3.90000000 N N N N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121KAA2 1900000.00000000 PA USD 1871785.00000000 0.000722345257 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMUM3 4642785.73000000 PA USD 4870096.52000000 0.001879431197 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31409TZ76 20365.01080000 PA USD 23632.37000000 0.000009120027 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Benchmark 2018-B6 Mortgage Trust N/A 08162CAD2 4025000.00000000 PA USD 4522409.50000000 0.001745254425 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.26100000 N N N N N N Freddie Mac Gold Pool N/A 3132XYQM2 579691.08000000 PA USD 618820.23000000 0.000238810471 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N COMM 2015-CCRE22 Mortgage Trust N/A 12592XBF2 2850000.00000000 PA USD 2913469.50000000 0.001124344343 Long ABS-MBS CORP US N 2 2048-03-10 Variable 3.60300000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BM1 9260000.00000000 PA USD 12307836.40000000 0.004749748103 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36176XCL1 2630115.78000000 PA USD 2828005.69000000 0.001091362789 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294NR68 2472640.72000000 PA USD 2593602.30000000 0.001000903587 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-UBS1 N/A 92938JAE2 2350000.00000000 PA USD 2492057.50000000 0.000961716178 Long ABS-MBS CORP US N 2 2046-03-15 Variable 4.07900000 N N N N N N Ginnie Mae I Pool N/A 36291ACR8 97867.32900000 PA USD 107740.19000000 0.000041578287 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N TJX COMPANIES INC V167QI9I69W364E2DY52 872540AT6 4170000.00000000 PA USD 4311279.60000000 0.001663776754 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Biogen Inc W8J5WZB5IY3K0NDQT671 09062XAD5 20975000.00000000 PA USD 27867385.00000000 0.010754372640 Long DBT CORP US N 2 2045-09-15 Fixed 5.20000000 N N N N N N Ginnie Mae I Pool N/A 36206VJZ1 144.80000000 PA USD 161.78000000 0.000000062432 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 6.50000000 N N N N N N National Australia Bank Ltd/New York F8SB4JFBSYQFRQEH3Z21 63254AAU2 6254000.00000000 PA USD 6283331.26000000 0.002424816171 Long DBT CORP AU N 2 2022-01-10 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 312945DN5 16793081.08000000 PA USD 18300260.11000000 0.007062299409 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Mayo Clinic 5493001OHMD58DCY4635 578454AD2 1975000.00000000 PA USD 2598250.75000000 0.001002697482 Long DBT CORP US N 2 2052-11-15 Fixed 4.12800000 N N N N N N FLIR Systems Inc VOBD35NEPH6WISIRTJ85 302445AD3 1590000.00000000 PA USD 1590524.70000000 0.000613803387 Long DBT CORP US N 2 2021-06-15 Fixed 3.12500000 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 714295AB8 2167000.00000000 PA USD 2217751.14000000 0.000855857920 Long DBT CORP IE N 2 2021-12-15 Fixed 3.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0224C6 23000000.00000000 PA USD 23848240.00000000 0.009203334284 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CJ7 24667000.00000000 PA USD 24984957.63000000 0.009642007843 Long DBT CORP US N 2 2026-08-19 Fixed 2.60000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ET1 14025000.00000000 PA USD 14155432.50000000 0.005462758561 Long DBT CORP US N 2 2021-06-08 Fixed 3.20000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BVZ82 28950000.00000000 PA USD 32437317.00000000 0.012517966593 Long ABS-MBS USGSE US N 2 2027-01-25 Variable 3.43000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017DB2 3895000.00000000 PA USD 4109380.80000000 0.001585861480 Long DBT CORP US N 2 2023-08-16 Fixed 3.65000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 884903BH7 3795000.00000000 PA USD 4535138.85000000 0.001750166840 Long DBT CORP CA N 2 2040-04-15 Fixed 5.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMLL5 2810216.26000000 PA USD 3010275.56000000 0.001161703013 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.50000000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AC2 1260000.00000000 PA USD 1488425.40000000 0.000574401989 Long DBT CORP US N 2 2055-07-01 Fixed 4.20000000 N N N N N N Freddie Mac Gold Pool N/A 31283HA96 16253.70440000 PA USD 18079.00000000 0.000006976912 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31374TW39 39908.33710000 PA USD 47216.75000000 0.000018221534 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423BU1 7597000.00000000 PA USD 9942345.84000000 0.003836875691 Long DBT CORP US N 2 2037-07-01 Fixed 6.75000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CD4 12593000.00000000 PA USD 12824711.20000000 0.004949216557 Long DBT CORP US N 2 2022-03-03 Fixed 2.25000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CG6 10889000.00000000 PA USD 10869290.91000000 0.004194595394 Long DBT CORP US N 2 2042-11-15 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 36241KA73 1776247.42000000 PA USD 2022399.79000000 0.000780469389 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31414MLG9 21540.65000000 PA USD 24345.24000000 0.000009395132 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407ES53 5178.92140000 PA USD 5370.33000000 0.000002072477 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M76A9 15167278.57000000 PA USD 16596642.90000000 0.006404852207 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417G4Y9 612051.90000000 PA USD 652508.53000000 0.000251811208 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CC0 11250000.00000000 PA USD 11882025.00000000 0.004585422154 Long DBT CORP US N 2 2029-05-01 Fixed 3.70000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SL3 264107900.00000000 PA USD 306695298.90000000 0.118357554233 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31404YYD8 26857.86070000 PA USD 29388.41000000 0.000011341355 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.50000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BW1 13575000.00000000 PA USD 13518392.25000000 0.005216916756 Long DBT CORP NL N 2 2021-09-12 Fixed 1.75000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CD0 19991000.00000000 PA USD 24031580.92000000 0.009274087839 Long DBT CORP US N 2 2048-06-15 Fixed 4.56300000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AX4 6615000.00000000 PA USD 6267315.60000000 0.002418635527 Long DBT CORP US N 2 2029-10-01 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 312931RS9 1832732.89000000 PA USD 2048775.44000000 0.000790648083 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHF9 30145000.00000000 PA USD 31200376.45000000 0.012040615754 Long DBT CORP US N 2 2024-03-05 Variable 3.55000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAC6 32242000.00000000 PA USD 33570370.40000000 0.012955226081 Long DBT CORP US N 2 2022-12-14 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31407HK47 1341077.01590000 PA USD 1532368.24000000 0.000591360081 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Hexcel Corp S6Q7LW43WUBUHXY2QP69 428291AN8 1000000.00000000 PA USD 1051610.00000000 0.000405829460 Long DBT CORP US N 2 2027-02-15 Fixed 3.95000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034AK7 1200000.00000000 PA USD 1249524.00000000 0.000482206949 Long DBT CORP US N 2 2027-03-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJTA0 127987.19510000 PA USD 144185.25000000 0.000055642892 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31390CVM5 12730.19250000 PA USD 15051.16000000 0.000005808431 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N FS KKR Capital Corp 549300TYRSI1T21B1360 302635AC1 4999000.00000000 PA USD 4580333.75000000 0.001767608118 Long DBT CORP US N 2 2022-05-15 Fixed 4.75000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CJ0 9198000.00000000 PA USD 9460234.98000000 0.003650823076 Long DBT CORP US N 2 2024-06-15 Fixed 3.65000000 N N N N N N Ginnie Mae I Pool N/A 36207YCH1 31302.81650000 PA USD 33206.03000000 0.000012814622 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31408JD81 8298.39070000 PA USD 9329.55000000 0.000003600390 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EN9 7150000.00000000 PA USD 7476683.50000000 0.002885345735 Long DBT CORP US N 2 2023-09-15 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2X7 15324703.10000000 PA USD 16424097.30000000 0.006338264700 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KTKK5 28881.33760000 PA USD 33102.06000000 0.000012774499 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31404EZY5 5268.94190000 PA USD 6247.17000000 0.000002410861 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N United Airlines 2019-2 Class AA Pass Through Trust N/A 90932JAA0 6200000.00000000 PA USD 6009660.00000000 0.002319203006 Long DBT CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMCX9 1805.55700000 PA USD 1885.45000000 0.000000727618 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407ECW1 97379.70620000 PA USD 109652.47000000 0.000042316260 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31413EZ73 4234.09110000 PA USD 5026.25000000 0.000001939692 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 7.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2019-GC43 N/A 17328HBD2 16100000.00000000 PA USD 16695056.00000000 0.006442831054 Long ABS-MBS CORP US N 2 2052-11-10 Fixed 3.03800000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467X1 22714000.00000000 PA USD 24762121.38000000 0.009556012546 Long DBT CORP US N 2 2025-11-24 Fixed 5.00000000 N N N N N N Columbia Property Trust Operating Partnership LP 549300WBDIMT4TVGZ316 19828JAA6 3125000.00000000 PA USD 3336468.75000000 0.001287585047 Long DBT CORP US N 2 2025-04-01 Fixed 4.15000000 N N N N N N Ginnie Mae I Pool N/A 36201PZB4 25183.40000000 PA USD 25986.75000000 0.000010028612 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXV37 135575.32000000 PA USD 141981.25000000 0.000054792341 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GRS7 2042.40000000 PA USD 2270.54000000 0.000000876229 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FDC7 4192005.81800000 PA USD 4553901.68000000 0.001757407651 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31412YME9 282535.73120000 PA USD 331058.42000000 0.000127759587 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371MGF8 601016.03100000 PA USD 686222.07000000 0.000264821685 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295PYT3 446377.86000000 PA USD 502701.82000000 0.000193998923 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418DCV2 11546043.37000000 PA USD 12325978.60000000 0.004756749405 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 3.50000000 N N N N N N American Airlines 2016-2 Class A Pass Through Trust N/A 023764AA1 5725150.00000000 PA USD 4995250.63000000 0.001927729735 Long DBT CORP US N 2 2028-06-15 Fixed 3.65000000 N N N N N N Ginnie Mae I Pool N/A 36201UAH7 20608.50830000 PA USD 23482.78000000 0.000009062298 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 7.00000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AL1 1330000.00000000 PA USD 1333910.20000000 0.000514772640 Long DBT CORP US N 2 2022-08-15 Fixed 2.70000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XT2 1092453900.00000000 PA USD 1165855878.00000000 0.449918374372 Long DBT UST US N 2 2024-05-31 Fixed 2.00000000 N N N N N N COMM 2014-CCRE16 Mortgage Trust N/A 12591VAC5 1823809.34000000 PA USD 1877885.29000000 0.000724699435 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 3.65300000 N N N N N N Fannie Mae Pool N/A 31371MNV5 8556.74180000 PA USD 8674.05000000 0.000003347424 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.00000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483AT9 3405000.00000000 PA USD 4453535.70000000 0.001718675164 Long DBT CORP US N 2 2032-10-01 Fixed 5.93500000 N N N N N N Fannie Mae Pool N/A 31383JG38 5105.37000000 PA USD 5315.05000000 0.000002051144 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KQ27 21802.79000000 PA USD 24918.84000000 0.000009616492 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 5.50000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BD0 3932000.00000000 PA USD 4264765.16000000 0.001645826250 Long DBT CORP US N 2 2045-03-01 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 31335AXD5 3915659.38000000 PA USD 4350336.73000000 0.001678849389 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402LE81 24886.66150000 PA USD 27733.20000000 0.000010702588 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3132DV4A0 172131638.06000000 PA USD 181846747.70000000 0.070176935806 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBE9 17910000.00000000 PA USD 14753362.50000000 0.005693507231 Long DBT CORP US Y 2 2027-12-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31293SF87 9709.52000000 PA USD 11181.58000000 0.000004315111 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FU35 138142.09820000 PA USD 156204.18000000 0.000060281148 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BM9 478000.00000000 PA USD 503706.84000000 0.000194386773 Long DBT CORP US N 2 2042-10-01 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 3129343B6 4321107.80000000 PA USD 4744230.68000000 0.001830857994 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202WXG9 142941.31810000 PA USD 165723.31000000 0.000063954699 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297BV41 39259.57720000 PA USD 44499.95000000 0.000017173087 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RTA7 29813688.95740000 PA USD 32097417.53000000 0.012386795134 Long ABS-MBS USGA US N 2 2045-11-20 Fixed 4.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06368BQ68 5000000.00000000 PA USD 5018750.00000000 0.001936798436 Long DBT CORP CA N 2 2028-10-05 Variable 4.33800000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457BV1 7251000.00000000 PA USD 6525900.00000000 0.002518426483 Long DBT CORP US N 2 2044-06-24 Fixed 5.75000000 N N N N N N Ginnie Mae I Pool N/A 36209T4M8 788.08060000 PA USD 891.74000000 0.000000344133 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159SH0 8167000.00000000 PA USD 8162508.15000000 0.003150014051 Long DBT CORP CA N 2 2022-11-15 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36201H2Q5 6281.02000000 PA USD 7321.60000000 0.000002825497 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418CWU4 26180951.03000000 PA USD 28124363.02000000 0.010853543674 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HX33 801838.35000000 PA USD 879688.84000000 0.000339482932 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8D99 13690945.20000000 PA USD 14744326.52000000 0.005690020133 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 3.50000000 N N N N N N State of California N/A 13063DGD4 11590000.00000000 PA USD 13338931.00000000 0.005147660413 Long DBT MUN US N 2 2033-04-01 Fixed 4.50000000 N N N N N N Willis Towers Watson PLC 549300WHC56FF48KL350 97063PAB0 9351000.00000000 PA USD 9374377.50000000 0.003617689600 Long DBT CORP IE N 2 2021-03-15 Fixed 5.75000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516AT3 8641000.00000000 PA USD 10845232.69000000 0.004185311026 Long DBT CORP US N 2 2037-03-15 Fixed 5.70000000 N N N N N N Brookfield Finance Inc N/A 11271LAC6 6400000.00000000 PA USD 6607296.00000000 0.002549838218 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBE3 3950000.00000000 PA USD 3594500.00000000 0.001387162536 Long DBT CORP US N 2 2022-01-15 Fixed 3.50000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAM3 8281000.00000000 PA USD 8073560.95000000 0.003115688213 Long DBT CORP US N 2 2025-04-01 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31410PNT6 44892.90120000 PA USD 53321.09000000 0.000020577275 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GLDC5 13634592.64000000 PA USD 15007187.08000000 0.005791461313 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36206KP47 6264.00000000 PA USD 6976.47000000 0.000002692307 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 7.00000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAM1 17500000.00000000 PA USD 17054100.00000000 0.006581390627 Long DBT CORP US N 2 2023-01-15 Fixed 2.65000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAP0 13669000.00000000 PA USD 13977099.26000000 0.005393937532 Long DBT CORP US N 2 2022-10-15 Fixed 2.50000000 N N N N N N PSEG Power LLC N/A 69362BAJ1 1638000.00000000 PA USD 2204895.42000000 0.000850896737 Long DBT CORP US N 2 2031-04-15 Fixed 8.62500000 N N N N N N Fannie Mae Pool N/A 3138EHG71 2917249.92000000 PA USD 3076444.25000000 0.001187238338 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31376JR68 1589.18000000 PA USD 1857.91000000 0.000000716990 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQ41 415.24000000 PA USD 491.56000000 0.000000189699 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36203GSD6 4785.11000000 PA USD 5166.63000000 0.000001993867 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EQ28 1341102.79520000 PA USD 1565402.24000000 0.000604108315 Long ABS-MBS USGA US N 2 2038-01-20 Fixed 6.00000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HNX7 5560000.00000000 PA USD 5649015.60000000 0.002180025819 Long DBT CORP US N 2 2021-11-16 Fixed 3.45000000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_18-1 N/A 92868LAD3 2900000.00000000 PA USD 2875930.00000000 0.001109857380 Long ABS-CBDO CORP US N 2 2022-11-21 Fixed 3.02000000 N N N N N N Fannie Mae Pool N/A 31418MJ52 12746.93000000 PA USD 13066.88000000 0.000005042672 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 312945HX9 4430030.09000000 PA USD 4878216.23000000 0.001882564695 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FA6 7825000.00000000 PA USD 9420204.50000000 0.003635374813 Long DBT CORP US N 2 2040-06-15 Fixed 5.70000000 N N N N N N Fannie Mae Pool N/A 31418CQA5 74311513.25000000 PA USD 78814047.84000000 0.030415327443 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31409FMT2 674.09400000 PA USD 685.66000000 0.000000264604 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 6.00000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAE6 5739000.00000000 PA USD 6136999.65000000 0.002368344971 Long DBT CORP US N 2 2045-03-15 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36201MZP0 2273.65000000 PA USD 2324.22000000 0.000000896945 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31417ES44 10495983.63000000 PA USD 11306063.65000000 0.004363151461 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BEG9 16302.39870000 PA USD 18969.80000000 0.000007320683 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WAEQ6 11290809.98000000 PA USD 12319289.86000000 0.004754168136 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AH4 9375000.00000000 PA USD 9718593.75000000 0.003750526959 Long DBT CORP US N 2 2025-11-01 Fixed 3.37500000 N N N N N N WRKCo Inc 549300JEB576INN13W07 92940PAE4 3250000.00000000 PA USD 3342105.00000000 0.001289760146 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128FCK44 8983.48000000 PA USD 9906.98000000 0.000003823227 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YSC0 9170.77000000 PA USD 10424.60000000 0.000004022983 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N ITC Holdings Corp 549300HTO5U9D3SLE207 465685AJ4 3740000.00000000 PA USD 3732108.60000000 0.001440267417 Long DBT CORP US N 2 2024-06-15 Fixed 3.65000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_16-B N/A 44891EAD1 3308513.04000000 PA USD 3299877.82000000 0.001273464149 Long ABS-CBDO CORP US N 2 2022-11-15 Fixed 1.45000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBS4 6050000.00000000 PA USD 6154725.50000000 0.002375185598 Long DBT CORP US N 2 2027-05-15 Fixed 3.00000000 N N N N N N South Carolina Public Service Authority EMBXY64GWKA9MZGFUD26 837151AA7 8650000.00000000 PA USD 13163743.00000000 0.005080053172 Long DBT MUN US N 2 2050-01-01 Fixed 6.45400000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687EH5 4200000.00000000 PA USD 6086010.00000000 0.002348667427 Long DBT CORP US N 2 2037-11-15 Fixed 6.65000000 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133AM9 2200000.00000000 PA USD 2228072.00000000 0.000859840869 Long DBT CORP LU N 2 2022-02-03 Fixed 3.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28 N/A 61766LBS7 11975000.00000000 PA USD 12474237.75000000 0.004813964466 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.54400000 N N N N N N Freddie Mac Gold Pool N/A 3128MC4Y8 432642.83000000 PA USD 456092.07000000 0.000176011637 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.00000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAR1 5050000.00000000 PA USD 5164736.00000000 0.001993136260 Long DBT CORP US N 2 2025-06-01 Fixed 3.30000000 N N N N N N Freddie Mac Gold Pool N/A 31292H4H4 1342809.11150000 PA USD 1508552.04000000 0.000582169112 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31389S4B7 9578.83990000 PA USD 10434.42000000 0.000004026773 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YFD3 16605.45590000 PA USD 17957.14000000 0.000006929885 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust 2015-GC30 549300L45M7638EL0H21 36250GAM7 770273.73000000 PA USD 770104.27000000 0.000297192875 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 2.72600000 N N N N N N Freddie Mac Gold Pool N/A 3132QQ4P4 61588.91000000 PA USD 66527.11000000 0.000025673644 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAU6 20140000.00000000 PA USD 22709259.80000000 0.008763787570 Long DBT CORP KY N 2 2037-12-06 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371KKL4 244304.53180000 PA USD 289122.20000000 0.000111575875 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285M8 866900000.00000000 PA USD 1046105568.00000000 0.403705231030 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAR2 10175000.00000000 PA USD 9812770.00000000 0.003786870752 Long DBT CORP BM N 2 2023-09-25 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 31293NMX5 5065.10000000 PA USD 5308.53000000 0.000002048628 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5R93 581019.14000000 PA USD 656662.02000000 0.000253414091 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WQA36 2668108.87000000 PA USD 2867870.18000000 0.001106746994 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KTWN6 92620.65280000 PA USD 107105.60000000 0.000041333391 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312945AM0 2542669.56000000 PA USD 2795639.75000000 0.001078872367 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BD1 4350000.00000000 PA USD 4410987.00000000 0.001702255088 Long DBT CORP US N 2 2022-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206UC31 292.29000000 PA USD 314.74000000 0.000000121462 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36208HQL3 1441.70000000 PA USD 1502.70000000 0.000000579910 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31416B7D4 2258390.87000000 PA USD 2598075.44000000 0.001002629828 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179M2N9 11751496.82000000 PA USD 12337896.51000000 0.004761348675 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 2.50000000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AE2 3601000.00000000 PA USD 3321922.50000000 0.001281971467 Long DBT CORP US N 2 2023-07-15 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36223MTE6 508.96000000 PA USD 557.75000000 0.000000215242 Long ABS-MBS USGA US N 2 2021-08-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PBYN8 416.17140000 PA USD 418.63000000 0.000000161554 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBF4 10980000.00000000 PA USD 10948158.00000000 0.004225031191 Long DBT CORP US N 2 2022-06-15 Fixed 2.61600000 N N N N N N GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-1 N/A 36258NAD4 1580000.00000000 PA USD 1405773.40000000 0.000542505548 Long ABS-CBDO CORP US N 2 2025-03-17 Fixed 1.90000000 N N N N N N Fannie Mae Pool N/A 3138YKHV8 7775383.33000000 PA USD 8092152.45000000 0.003122862906 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EHR3 1167242.09740000 PA USD 1259851.09000000 0.000486192303 Long ABS-MBS USGA US N 2 2036-04-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417YLK1 936634.92000000 PA USD 998134.37000000 0.000385192545 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WPJG0 12379060.09000000 PA USD 12907274.58000000 0.004981078799 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31405JLE2 32994.87280000 PA USD 38094.56000000 0.000014701167 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Corp II 5493005BBCF84ICNQ550 36192CAE5 4077000.00000000 PA USD 4156379.19000000 0.001603998747 Long ABS-MBS CORP US N 2 2046-02-10 Fixed 2.94300000 N N N N N N Fannie Mae Pool N/A 3138AEJQ7 1628453.38000000 PA USD 1837432.80000000 0.000709088313 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550AU2 10415000.00000000 PA USD 10480926.95000000 0.004044720882 Long DBT CORP US N 2 2022-11-15 Fixed 2.25000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2012-C6 N/A 46634SAC9 6622611.28000000 PA USD 6762149.70000000 0.002609598199 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.50740000 N N N N N N Fannie Mae Pool N/A 31407MJA4 247197.38710000 PA USD 282452.68000000 0.000109002024 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296JMY9 244058.55000000 PA USD 266614.44000000 0.000102889849 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RD71 49606616.49620000 PA USD 53392097.40000000 0.020604678605 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 3.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 N/A 46641BAD5 9173500.00000000 PA USD 9709140.67000000 0.003746878897 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.16640000 N N N N N N Ginnie Mae II Pool N/A 36202EH36 866381.93130000 PA USD 935215.98000000 0.000360911551 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 5.00000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BC6 15790000.00000000 PA USD 16187592.20000000 0.006246994422 Long DBT CORP US N 2 2027-06-02 Fixed 3.55000000 N N N N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAL7 1627000.00000000 PA USD 1705502.75000000 0.000658174856 Long DBT CORP US N 2 2022-06-23 Fixed 3.60000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FF5 6125000.00000000 PA USD 7038972.50000000 0.002716427582 Long DBT CORP US N 2 2037-01-15 Fixed 5.55000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBW5 14911000.00000000 PA USD 13525618.99000000 0.005219705645 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31371EVY8 3102.25000000 PA USD 3469.62000000 0.000001338969 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36207YGD6 4205.26000000 PA USD 4533.86000000 0.000001749673 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.00000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DF7 29000000.00000000 PA USD 28275000.00000000 0.010911676370 Long DBT CORP AU N 2 2031-11-23 Variable 4.32200000 N N N N N N Ginnie Mae I Pool N/A 36294VCX6 63717.22580000 PA USD 71189.34000000 0.000027472857 Long ABS-MBS USGA US N 2 2036-10-15 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FJ2 50571000.00000000 PA USD 75129289.02000000 0.028993332899 Long DBT UST US N 2 2029-08-15 Fixed 6.12500000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BF6 20408698.00000000 PA USD 21296884.54000000 0.008218734281 Long DBT CORP US N 2 2022-05-13 Fixed 2.70000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RN85 5420000.00000000 PA USD 5440541.80000000 0.002099573170 Long DBT CORP US N 2 2020-11-13 Fixed 2.05000000 N N N N N N Fannie Mae Pool N/A 31410FSE6 42746.70000000 PA USD 43656.35000000 0.000016847531 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 6.00000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TFT7 4870000.00000000 PA USD 5040498.70000000 0.001945191531 Long DBT CORP US N 2 2029-01-08 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 31335HTT0 11422.58000000 PA USD 12432.56000000 0.000004797880 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 6.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2020-GC46 N/A 17328RBB4 2655000.00000000 PA USD 2531569.05000000 0.000976964179 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.91800000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YQ7 263429000.00000000 PA USD 281787367.00000000 0.108745271582 Long DBT UST US N 2 2026-10-31 Fixed 1.62500000 N N N N N N Ginnie Mae I Pool N/A 36291LRS6 153251.74850000 PA USD 166670.47000000 0.000064320220 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXS72 2589275.23000000 PA USD 2711204.20000000 0.001046287632 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.00000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABE2 1375000.00000000 PA USD 1505762.50000000 0.000581092593 Long DBT CORP US N 2 2045-06-01 Fixed 4.50000000 N N N N N N Northwestern University OBWWNZE695DUK77DTI34 668444AC6 6125000.00000000 PA USD 7658148.75000000 0.002955375446 Long DBT CORP US N 2 2044-12-01 Fixed 4.64300000 N N N N N N Ginnie Mae I Pool N/A 36241KWJ3 1112704.48000000 PA USD 1286286.38000000 0.000496394012 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417Y6B8 81510.63000000 PA USD 82420.29000000 0.000031807021 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213HH51 6932.41000000 PA USD 7138.03000000 0.000002754655 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KWZJ5 100870.34350000 PA USD 119841.03000000 0.000046248153 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C04P0 1657112.29000000 PA USD 1762272.64000000 0.000680083067 Long ABS-MBS USGA US N 2 2040-07-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAFS3 13037300.19000000 PA USD 14398785.45000000 0.005556671510 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418U2F0 838395.02000000 PA USD 885537.97000000 0.000341740185 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Colombia Government International Bond N/A 195325BD6 6362000.00000000 PA USD 7223732.90000000 0.002787728933 Long DBT NUSS CO N 2 2024-05-21 Fixed 8.12500000 N N N N N N Los Angeles County Metropolitan Transportation Authority 54930051IHTXE1N9RB42 5447122H4 8110000.00000000 PA USD 10858965.60000000 0.004190610728 Long DBT MUN US N 2 2039-06-01 Fixed 5.73500000 N N N N N N Fannie Mae Pool N/A 3138WA5S2 1693016.45000000 PA USD 1787825.37000000 0.000689944185 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128FTXZ4 6818.20000000 PA USD 7737.63000000 0.000002986048 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31407JAB8 11923.65310000 PA USD 12177.63000000 0.000004699499 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138YT5N0 35254.65000000 PA USD 37594.85000000 0.000014508323 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A2J64 1924847.20000000 PA USD 2160948.96000000 0.000833937248 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBJ7 6356000.00000000 PA USD 6914501.72000000 0.002668392750 Long DBT CORP US N 2 2039-07-15 Fixed 4.00000000 N N N N N N Province of Saskatchewan Canada 549300FKDIB7OJMBSP83 803854FA1 3374000.00000000 PA USD 3966069.52000000 0.001530555864 Long DBT NUSS CA N 2 2022-07-15 Fixed 8.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y20 321986000.00000000 PA USD 331697097.80000000 0.128006061334 Long DBT UST US N 2 2021-07-15 Fixed 2.62500000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC19 N/A 17322AAE2 941331.78000000 PA USD 948504.73000000 0.000366039846 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.55200000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BE8 4750000.00000000 PA USD 4903805.00000000 0.001892439722 Long DBT CORP US N 2 2044-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GFG6 1414.53000000 PA USD 1530.11000000 0.000000590488 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HRE6 726497.10490000 PA USD 860296.08000000 0.000331999024 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31406XDC3 76727.23310000 PA USD 83800.72000000 0.000032339746 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128FM2E0 1359.80000000 PA USD 1425.63000000 0.000000550168 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.00000000 N N N N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 948741AK9 1175000.00000000 PA USD 1248296.50000000 0.000481733242 Long DBT CORP US N 2 2024-01-15 Fixed 4.45000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFS2 4685000.00000000 PA USD 4660684.85000000 0.001798616613 Long DBT CORP US N 2 2022-12-09 Variable 2.02800000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AW7 3250000.00000000 PA USD 3160332.50000000 0.001219611864 Long DBT CORP US N 2 2024-10-01 Fixed 2.52900000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAD5 6117000.00000000 PA USD 5749123.62000000 0.002218658757 Long DBT CORP US N 2 2033-11-15 Fixed 5.45000000 N N N N N N Ginnie Mae II Pool N/A 36179N5X2 15758413.60000000 PA USD 17234819.37000000 0.006651132494 Long ABS-MBS USGA US N 2 2044-03-20 Fixed 4.50000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAJ7 22377000.00000000 PA USD 23456690.25000000 0.009052230335 Long DBT CORP US N 2 2025-11-20 Fixed 3.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAF0 7000000.00000000 PA USD 7502040.00000000 0.002895131126 Long DBT CORP GB N 2 2025-05-08 Fixed 4.45000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AZ9 4240000.00000000 PA USD 4154309.60000000 0.001603200067 Long DBT CORP US N 2 2046-11-15 Fixed 3.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828WJ5 672918000.00000000 PA USD 731381115.80000000 0.282249126051 Long DBT UST US N 2 2024-05-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31383NYF2 182.62000000 PA USD 186.91000000 0.000000072130 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418CWZ3 6714666.36000000 PA USD 7093239.25000000 0.002737369800 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAB8 8075000.00000000 PA USD 8614571.50000000 0.003324470955 Long DBT CORP NO N 2 2028-09-10 Fixed 3.62500000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AR4 5860000.00000000 PA USD 6066096.20000000 0.002340982442 Long DBT CORP US N 2 2027-01-15 Fixed 2.45000000 N N N N N N Ginnie Mae I Pool N/A 36213TUP6 6800.68000000 PA USD 7485.24000000 0.000002888647 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PYU36 5342185.62000000 PA USD 5594016.25000000 0.002158800881 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209Y2M9 7346.71000000 PA USD 7972.14000000 0.000003076548 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Interstate Power & Light Co EF9UQIIO4KY2BWOK3P26 461070AP9 5600000.00000000 PA USD 6039992.00000000 0.002330908505 Long DBT CORP US N 2 2028-09-26 Fixed 4.10000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AQ9 9408000.00000000 PA USD 9384103.68000000 0.003621443055 Long DBT CORP US N 2 2022-10-01 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 3138EJG28 1449998.01000000 PA USD 1530255.40000000 0.000590544710 Long ABS-MBS USGSE US N 2 2042-06-01 Floating 4.49600000 N N N N N N Fannie Mae-Aces N/A 3136AQ5E6 6390168.44940000 PA USD 6525448.32000000 0.002518252174 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.15200000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBK4 10275000.00000000 PA USD 12240402.00000000 0.004723724324 Long DBT CORP US N 2 2049-07-15 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31404YHA3 95846.27280000 PA USD 104874.03000000 0.000040472200 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.50000000 N N N N N N AutoNation Inc N/A 05329WAN2 5163000.00000000 PA USD 5006664.36000000 0.001932134436 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410BRB2 7552.60050000 PA USD 7719.29000000 0.000002978970 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DMR9 541624.26430000 PA USD 626664.69000000 0.000241837746 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJSQ4 10613438.61000000 PA USD 11101019.98000000 0.004284022543 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 2.50000000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAL4 3576000.00000000 PA USD 3568347.36000000 0.001377069905 Long DBT CORP US N 2 2022-09-01 Fixed 2.70000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAZ7 6710000.00000000 PA USD 7124745.10000000 0.002749528302 Long DBT CORP US N 2 2049-08-15 Fixed 3.20000000 N N N N N N Ginnie Mae II Pool N/A 36179UKW1 7047479.03000000 PA USD 7484422.73000000 0.002888332401 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31416TMF3 1284891.49000000 PA USD 1434684.14000000 0.000553662565 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAV9 18760000.00000000 PA USD 19855021.20000000 0.007662301172 Long DBT CORP US N 2 2026-05-03 Fixed 3.35000000 N N N N N N Ginnie Mae I Pool N/A 36207V3M6 23699.14000000 PA USD 26209.59000000 0.000010114608 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Emera US Finance LP N/A 29103DAJ5 8408000.00000000 PA USD 8069409.84000000 0.003114086248 Long DBT CORP US N 2 2026-06-15 Fixed 3.55000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BH6 3900000.00000000 PA USD 3855930.00000000 0.001488051645 Long DBT CORP US N 2 2025-03-12 Fixed 1.37500000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QEE0 2200000.00000000 PA USD 2283622.00000000 0.000881278310 Long DBT CORP N/A N 2 2025-02-13 Fixed 1.50000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-A N/A 89232HAC9 7900000.00000000 PA USD 7627371.00000000 0.002943497927 Long ABS-CBDO CORP US N 2 2024-05-15 Fixed 1.66000000 N N N N N N Ginnie Mae I Pool N/A 36213F7K3 32585.76850000 PA USD 34640.95000000 0.000013368376 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31416BY77 33019.68000000 PA USD 33867.30000000 0.000013069814 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 5.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CM0 18895000.00000000 PA USD 19412156.15000000 0.007491394007 Long DBT CORP US N 2 2022-02-09 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31402RQH5 2153.90420000 PA USD 2166.98000000 0.000000836264 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132WDHP2 206199.16000000 PA USD 225423.11000000 0.000086993599 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C23 N/A 46643ABE2 4175000.00000000 PA USD 4432138.25000000 0.001710417620 Long ABS-MBS CORP US N 2 2047-09-15 Fixed 3.93420000 N N N N N N Michigan State University N/A 594712UF6 2600000.00000000 PA USD 2904018.00000000 0.001120696890 Long DBT MUN US N 2 2048-08-15 Fixed 4.49600000 N N N N N N Fannie Mae Pool N/A 31402KSS4 35369.86500000 PA USD 39745.47000000 0.000015338274 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AK7 10600000.00000000 PA USD 10944924.00000000 0.004223783150 Long DBT CORP US N 2 2027-03-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31412QSY6 1093744.06000000 PA USD 1245829.17000000 0.000480781068 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AU3 911000.00000000 PA USD 1043532.28000000 0.000402712166 Long DBT CORP US N 2 2049-08-15 Fixed 4.45000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GG2 2600000.00000000 PA USD 2715232.00000000 0.001047842010 Long DBT CORP US N 2 2047-04-01 Fixed 4.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C32 N/A 46590JAW7 5875000.00000000 PA USD 6192602.50000000 0.002389802807 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.59820000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AV1 51785000.00000000 PA USD 52054799.85000000 0.020088598744 Long DBT CORP GB N 2 2021-03-08 Fixed 3.40000000 N N N N N N Entergy Texas Inc LWXX58X12AJXISQ28573 29365TAH7 400000.00000000 PA USD 422984.00000000 0.000163234819 Long DBT CORP US N 2 2039-03-30 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179N2L1 10261404.65060000 PA USD 11222179.97000000 0.004330779699 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17308CC53 10000000.00000000 PA USD 9913400.00000000 0.003825705129 Long DBT CORP US N 2 2030-11-05 Variable 2.97600000 N N N N N N Ginnie Mae I Pool N/A 36213GT43 6949.44000000 PA USD 8113.54000000 0.000003131116 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAW2 7425000.00000000 PA USD 7085751.75000000 0.002734480280 Long DBT CORP US N 2 2029-12-01 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36290UB62 227944.38150000 PA USD 245176.98000000 0.000094616865 Long ABS-MBS USGA US N 2 2037-06-15 Fixed 5.50000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAA9 7285000.00000000 PA USD 7435143.85000000 0.002869315064 Long DBT CORP US N 2 2046-10-01 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJV31 8817464.31000000 PA USD 9527799.23000000 0.003676896966 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282R0 508973900.00000000 PA USD 570605549.60000000 0.220203822898 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N Ginnie Mae I Pool N/A 36206JJ47 3378.25000000 PA USD 3924.92000000 0.000001514675 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 6.50000000 N N N N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_17-C N/A 981464GH7 8600000.00000000 PA USD 8505830.00000000 0.003282506250 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 2.31000000 N N N N N N Ginnie Mae I Pool N/A 36200NYP0 1495680.14000000 PA USD 1628122.62000000 0.000628312895 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.50000000 N N N N N N Fannie Mae-Aces N/A 3136AGMB5 8834701.50130000 PA USD 9115733.36000000 0.003517875589 Long ABS-MBS USGSE US N 2 2023-03-25 Variable 2.40550000 N N N N N N Fannie Mae Pool N/A 3138ABYR4 5015907.27000000 PA USD 5450134.36000000 0.002103275059 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31410LK35 12307753.39000000 PA USD 13540128.74000000 0.005225305139 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WDD2 22170.63070000 PA USD 24517.61000000 0.000009461652 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.00000000 N N N N N N Connecticut Light & Power Co/The 549300O45IUXEDS1VZ32 207597EF8 8110000.00000000 PA USD 8377711.10000000 0.003233063563 Long DBT CORP US N 2 2023-01-15 Fixed 2.50000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAC7 14814000.00000000 PA USD 13110390.00000000 0.005059463581 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N Ginnie Mae I Pool N/A 36291Y2B2 164128.23340000 PA USD 178691.33000000 0.000068959220 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210RNU0 23809.29000000 PA USD 25953.79000000 0.000010015892 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 7.50000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BD9 950000.00000000 PA USD 877771.50000000 0.000338743007 Long DBT CORP US N 2 2022-11-16 Fixed 2.75000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AJ5 22950000.00000000 PA USD 21458250.00000000 0.008281007231 Long DBT CORP US N 2 2024-05-15 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 3138WDMF5 44357.13000000 PA USD 48027.68000000 0.000018534482 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAU9 4895000.00000000 PA USD 5093002.75000000 0.001965453501 Long DBT CORP US N 2 2024-03-07 Fixed 2.90000000 N N N N N N Ginnie Mae II Pool N/A 36225FAP4 1135284.81000000 PA USD 1171477.69000000 0.000452087901 Long ABS-MBS USGA US N 2 2041-01-20 Floating 4.00000000 N N N N N N Fannie Mae Pool N/A 31415ALP4 167045.06000000 PA USD 189305.48000000 0.000073055353 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416CHP4 1097715.21000000 PA USD 1256400.92000000 0.000484860839 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291F3A4 141458.04910000 PA USD 155991.45000000 0.000060199052 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXG0 873851.26000000 PA USD 940456.20000000 0.000362933817 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31409XXX2 2409.13940000 PA USD 2447.32000000 0.000000944451 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.00000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAN8 14920000.00000000 PA USD 15872642.00000000 0.006125451198 Long DBT CORP US N 2 2027-05-17 Fixed 3.10000000 N N N N N N Ginnie Mae I Pool N/A 36212SK21 11601.71000000 PA USD 12506.41000000 0.000004826380 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GUF2 801.26000000 PA USD 931.06000000 0.000000359307 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3140JM6T4 59415564.57000000 PA USD 63575842.40000000 0.024534713253 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312944FC0 409176.31000000 PA USD 449721.59000000 0.000173553189 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N TELUS Corp L2TEUTQ8OSHMJWVLCE40 87971MBK8 12590000.00000000 PA USD 13263942.70000000 0.005118721490 Long DBT CORP CA N 2 2049-06-15 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 31298RGB6 3688.35000000 PA USD 4319.91000000 0.000001667107 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31411WBC0 12693.30940000 PA USD 14474.31000000 0.000005585817 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 18700000.00000000 PA USD 13487375.00000000 0.005204946811 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BJ1 6000000.00000000 PA USD 6098520.00000000 0.002353495192 Long DBT CORP US Y 2 2026-03-30 Variable 2.90100000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AF9 1500000.00000000 PA USD 1455000.00000000 0.000561502709 Long DBT CORP US N 2 2026-03-15 Fixed 4.85000000 N N N N N N Wisconsin Electric Power Co AENKIFMULUAWOUU8Q584 976656BW7 775000.00000000 PA USD 1015761.50000000 0.000391995075 Long DBT CORP US N 2 2033-05-15 Fixed 5.62500000 N N N N N N Ginnie Mae I Pool N/A 36291FBB3 15903.54970000 PA USD 16657.86000000 0.000006428476 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAT2 20557000.00000000 PA USD 20288525.58000000 0.007829595938 Long DBT CORP US N 2 2046-09-01 Fixed 3.75000000 N N N N N N Ginnie Mae II Pool N/A 36179SYT8 75590341.01830000 PA USD 81195364.80000000 0.031334307461 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 4.00000000 N N N N N N Healthcare Trust of America Holdings LP 549300IYGAS4GE6VDL07 42225UAB0 1500000.00000000 PA USD 1436265.00000000 0.000554272638 Long DBT CORP US N 2 2023-04-15 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31287RGQ6 11565.68110000 PA USD 12965.36000000 0.000005003494 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 740189AG0 20928000.00000000 PA USD 21034523.52000000 0.008117485880 Long DBT CORP US N 2 2023-01-15 Fixed 2.50000000 N N N N N N Burlington Resources LLC 0FJ5X7MVCTSE8OEPQE56 20825VAB8 8000000.00000000 PA USD 9019920.00000000 0.003480900015 Long DBT CORP US N 2 2036-10-15 Fixed 5.95000000 N N N N N N Freddie Mac Gold Pool N/A 3132XWEZ0 110624485.00000000 PA USD 119440150.20000000 0.046093448793 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N BANK 2017-BNK5 N/A 06541WBA9 4450000.00000000 PA USD 4525961.50000000 0.001746625186 Long ABS-MBS CORP US N 2 2060-06-15 Fixed 3.62400000 N N N N N N Ginnie Mae I Pool N/A 36241K4M7 212242.83000000 PA USD 225414.62000000 0.000086990322 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.00000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KC4 44840000.00000000 PA USD 52703142.40000000 0.020338802248 Long DBT CORP US N 2 2049-05-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3140J6DN4 14067913.29000000 PA USD 15557001.91000000 0.006003641737 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31411AJT3 563571.26430000 PA USD 664309.63000000 0.000256365400 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Mercy Health/OH RV2KCMRGYKSCKT5REH48 58942HAC5 2580000.00000000 PA USD 2921643.60000000 0.001127498830 Long DBT CORP US N 2 2028-07-01 Fixed 4.30200000 N N N N N N Fannie Mae Pool N/A 31391C3P8 15738.54170000 PA USD 17898.97000000 0.000006907436 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6YJ1 8516301.14000000 PA USD 9539449.56000000 0.003681392974 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EC3 14330000.00000000 PA USD 16266556.20000000 0.006277467618 Long DBT CORP US N 2 2036-12-15 Fixed 4.00000000 N N N N N N Evergy Metro Inc 1128SIJQ26096WL7IO82 485134BN9 2500000.00000000 PA USD 2488300.00000000 0.000960266111 Long DBT CORP US N 2 2023-03-15 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMXB4 25321105.72000000 PA USD 26604632.57000000 0.010267060674 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAQ5 2430000.00000000 PA USD 1737498.60000000 0.000670522455 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N N Husky Energy Inc N/A 448055AP8 16950000.00000000 PA USD 11983989.00000000 0.004624771338 Long DBT CORP CA N 2 2029-04-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31410GSY0 560911.75000000 PA USD 658229.94000000 0.000254019171 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBG3 3145000.00000000 PA USD 3192112.10000000 0.001231876009 Long DBT CORP US N 2 2049-05-15 Fixed 5.30000000 N N N N N N Fannie Mae-Aces N/A 3136B35Z9 17675000.00000000 PA USD 20361246.50000000 0.007857659851 Long ABS-MBS USGSE US N 2 2031-02-25 Fixed 3.61000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJJH4 1563773.26000000 PA USD 1767626.74000000 0.000682149281 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Mead Johnson Nutrition Co E4BJRFT3MF4GJDY1SC50 582839AF3 6850000.00000000 PA USD 8910206.00000000 0.003438560009 Long DBT CORP US N 2 2039-11-01 Fixed 5.90000000 N N N N N N Fannie Mae Pool N/A 31406RD93 16791.39000000 PA USD 18556.67000000 0.000007161251 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N UBS Commercial Mortgage Trust 2017-C1 N/A 90276EAE7 10100000.00000000 PA USD 10708929.00000000 0.004132709726 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.46000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BM5 1625000.00000000 PA USD 2314455.00000000 0.000893177150 Long DBT CORP US N 2 2055-11-03 Fixed 4.75000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUB3 13900000.00000000 PA USD 14445992.00000000 0.005574889108 Long DBT CORP US N 2 2028-01-06 Fixed 3.05000000 N N N N N N Fannie Mae Pool N/A 31410GRN5 138184.09000000 PA USD 155260.88000000 0.000059917116 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207K7L8 674.47000000 PA USD 840.78000000 0.000000324467 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FSD9 1813910.71000000 PA USD 2020605.84000000 0.000779777082 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.00000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865AY6 11995000.00000000 PA USD 11990202.00000000 0.004627169012 Long DBT CORP US N 2 2022-08-10 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 3138X3GC0 20701640.17000000 PA USD 21311924.52000000 0.008224538397 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AKZ2 30802.20000000 PA USD 33888.58000000 0.000013078027 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WKZA6 12206528.02000000 PA USD 13858803.65000000 0.005348285775 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAB9 11800000.00000000 PA USD 11493082.00000000 0.004435324183 Long DBT CORP US N 2 2029-10-01 Fixed 3.34700000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBQ8 16730000.00000000 PA USD 17987761.40000000 0.006941702246 Long DBT CORP US N 2 2046-03-01 Fixed 3.80000000 N N N N N N Benchmark 2020-B16 Mortgage Trust N/A 08161NAF4 5275000.00000000 PA USD 5329068.75000000 0.002056554325 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.73200000 N N N N N N Fannie Mae Pool N/A 3140Q83N3 6005763.72000000 PA USD 6646158.31000000 0.002564835670 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3132D53R1 6312689.47000000 PA USD 6549415.33000000 0.002527501343 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 2.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DP2 31295000.00000000 PA USD 31982238.20000000 0.012342345989 Long DBT CORP US N 2 2029-09-11 Fixed 2.20000000 N N N N N N Uruguay Government International Bond N/A 760942BA9 38255952.00000000 PA USD 42464106.72000000 0.016387430234 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N Fannie Mae Pool N/A 31417YVK0 4331987.37000000 PA USD 4557727.23000000 0.001758883979 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31386FVS1 8437.83000000 PA USD 10258.71000000 0.000003958964 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AWFD7 143041.17000000 PA USD 158519.66000000 0.000061174720 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KMK95 37604.65000000 PA USD 42312.75000000 0.000016329019 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938LAZ7 6305000.00000000 PA USD 6171018.75000000 0.002381473367 Long DBT CORP LU N 2 2025-06-01 Fixed 6.12500000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C17 N/A 92938GAF5 1150000.00000000 PA USD 1208880.00000000 0.000466521921 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.25500000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058FH1 66505000.00000000 PA USD 67136132.45000000 0.025908673742 Long DBT CORP N/A N 2 2021-05-24 Fixed 1.37500000 N N N N N N Fannie Mae Pool N/A 31418ABT4 10893446.08000000 PA USD 11580168.92000000 0.004468932115 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410VDW7 188619.35800000 PA USD 222353.93000000 0.000085809164 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00772BAP6 6989000.00000000 PA USD 5944424.06000000 0.002294027641 Long DBT CORP IE N 2 2022-07-01 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 31409EN64 58390.52240000 PA USD 67637.25000000 0.000026102061 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARHF1 3988511.70000000 PA USD 4481212.55000000 0.001729356006 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31408C4X1 299.46030000 PA USD 305.82000000 0.000000118019 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCBA2 4075.06000000 PA USD 4239.73000000 0.000001636164 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AY4 6480000.00000000 PA USD 6607526.40000000 0.002549927133 Long DBT NUSS JP N 2 2021-11-04 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MC24 7178131.76000000 PA USD 7945474.05000000 0.003066257875 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 4.00000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748148PD9 11172000.00000000 PA USD 13822110.12000000 0.005334125283 Long DBT NUSS CA N 2 2024-02-09 Fixed 7.12500000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAP3 4730000.00000000 PA USD 4956330.50000000 0.001912709969 Long DBT CORP US N 2 2025-12-01 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 312933W42 1046680.73000000 PA USD 1170063.45000000 0.000451542129 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Colombia Government International Bond N/A 195325DP7 22625000.00000000 PA USD 22883377.50000000 0.008830981769 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BC6 10800000.00000000 PA USD 11297232.00000000 0.004359743217 Long DBT CORP US N 2 2024-12-03 Variable 3.77600000 N N N N N N Fannie Mae Pool N/A 31416VSM7 128499.70000000 PA USD 149514.54000000 0.000057699532 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298PZ60 2389.19000000 PA USD 2812.91000000 0.000001085537 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7XM3 143156.53000000 PA USD 166707.21000000 0.000064334398 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QT43 11745609.66070000 PA USD 12617721.18000000 0.004869336518 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 3.50000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAU0 23000000.00000000 PA USD 22446850.00000000 0.008662520344 Long DBT CORP US N 2 2029-07-01 Fixed 3.60000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B4WB8 19075000.00000000 PA USD 20169714.25000000 0.007783745159 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.06000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224AA5 3540000.00000000 PA USD 3455181.60000000 0.001333397822 Long DBT CORP CA N 2 2024-12-01 Fixed 3.60000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWG5 1850000.00000000 PA USD 1850000.00000000 0.000713938153 Long DBT CORP US N 2 2020-12-27 Fixed 2.60000000 N N N N N N Freddie Mac Gold Pool N/A 31294L7H0 519810.94000000 PA USD 547230.97000000 0.000211183280 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CFV1 10530361.46000000 PA USD 11408698.91000000 0.004402759692 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292LF67 3291828.19000000 PA USD 3625191.63000000 0.001399006820 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371LTV1 354968.21450000 PA USD 420868.06000000 0.000162418251 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_17-B N/A 34531HAD1 2571519.76000000 PA USD 2550870.46000000 0.000984412835 Long ABS-CBDO CORP US N 2 2021-11-15 Fixed 1.69000000 N N N N N N Fannie Mae Pool N/A 3138EGWV2 1788611.79000000 PA USD 1943577.12000000 0.000750050735 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208DKA2 6192.82000000 PA USD 6891.62000000 0.000002659562 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129285R1 512864.83000000 PA USD 580039.87000000 0.000223844645 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HWZ4 302761.72600000 PA USD 356087.15000000 0.000137418487 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BDCW4 10850000.00000000 PA USD 11734058.00000000 0.004528319837 Long ABS-MBS USGSE US N 2 2024-07-25 Fixed 3.30300000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAU7 4385000.00000000 PA USD 4165662.30000000 0.001607581216 Long DBT CORP US N 2 2026-09-16 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31417ALQ0 2658000.80000000 PA USD 2895493.17000000 0.001117407052 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REK0 12400636.00000000 PA USD 11800817.24000000 0.004554083063 Long DBT CORP US N 2 2025-02-23 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6AW8 880789.98000000 PA USD 1004276.74000000 0.000387562962 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AH0 10895000.00000000 PA USD 11252464.95000000 0.004342467052 Long DBT CORP US N 2 2023-03-18 Fixed 2.80000000 N N N N N N Coca-Cola Femsa SAB de CV 5493008KEVFYPMGTXO33 191241AF5 12525000.00000000 PA USD 14498313.75000000 0.005595080727 Long DBT CORP MX N 2 2043-11-26 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 31287NPA0 51598.96600000 PA USD 60680.90000000 0.000023417518 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBD0 4752000.00000000 PA USD 5952782.88000000 0.002297253414 Long DBT CORP US N 2 2038-06-15 Fixed 7.00000000 N N N N N N Altera Corp N/A 021441AF7 7296000.00000000 PA USD 7861512.96000000 0.003033856240 Long DBT CORP US N 2 2023-11-15 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31418C3E2 8146127.67000000 PA USD 8757087.25000000 0.003379469567 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CG3 2566000.00000000 PA USD 2700432.74000000 0.001042130791 Long DBT CORP US N 2 2024-02-09 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCYR0 2016422.17000000 PA USD 2125712.25000000 0.000820338961 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 983919AJ0 8225000.00000000 PA USD 8295406.00000000 0.003201300995 Long DBT CORP US N 2 2024-06-01 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31371JPV0 4345.93000000 PA USD 5081.44000000 0.000001960991 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31403DED7 334770.27000000 PA USD 385092.94000000 0.000148612185 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAE6 2750000.00000000 PA USD 2852575.00000000 0.001100844393 Long DBT CORP US N 2 2029-02-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31371MA80 409818.59790000 PA USD 439382.91000000 0.000169563363 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 5.00000000 N N N N N N Nomura International PLC N/A N/A 5825000.00000000 PA USD 5825873.75000000 0.002248277592 Long DBT MUN US N 2 2049-11-01 Fixed 3.30400000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAP5 11075000.00000000 PA USD 11531511.50000000 0.004450154608 Long DBT CORP US N 2 2023-08-14 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31386EHL5 11163.79000000 PA USD 13572.94000000 0.000005237967 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36204DUG2 1687459.44000000 PA USD 1811420.21000000 0.000699049729 Long ABS-MBS USGA US N 2 2041-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UUL4 19341474.28000000 PA USD 20454576.12000000 0.007893676920 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.50000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 50065TAC7 6975000.00000000 PA USD 7330585.50000000 0.002828964689 Long DBT NUSS KR N 2 2021-11-16 Fixed 4.62500000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141CY2 6919000.00000000 PA USD 8902192.97000000 0.003435467680 Long DBT CORP US N 2 2038-04-01 Fixed 6.30000000 N N N N N N Freddie Mac Gold Pool N/A 31287QFF3 9388.28290000 PA USD 10564.54000000 0.000004076988 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418DJR4 223522779.68000000 PA USD 234656449.30000000 0.090556860583 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297LXB1 17840.76070000 PA USD 20423.75000000 0.000007881780 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KEF8 40230.86000000 PA USD 43654.10000000 0.000016846663 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BDDC7 18629722.31000000 PA USD 18906746.28000000 0.007296350013 Long ABS-MBS USGSE US N 2 2021-06-25 Fixed 3.13000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FC7 9150000.00000000 PA USD 10186969.50000000 0.003931279023 Long DBT CORP US N 2 2049-03-01 Fixed 4.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128287F1 372818000.00000000 PA USD 380158786.40000000 0.146708033478 Long DBT UST US N 2 2021-07-31 Fixed 1.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EY0 50779000.00000000 PA USD 69971938.63000000 0.027003046838 Long DBT UST US N 2 2026-11-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138ETYB6 10480769.24000000 PA USD 11492163.47000000 0.004434969711 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCJE6 15965.69000000 PA USD 16491.12000000 0.000006364129 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KMCN3 99046.33700000 PA USD 113648.74000000 0.000043858471 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31373UBY2 1182.69000000 PA USD 1379.55000000 0.000000532385 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 8.50000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BQ0 6186000.00000000 PA USD 6203320.80000000 0.002393939133 Long DBT CORP US N 2 2021-03-15 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 31418CS54 22339085.09000000 PA USD 23844292.64000000 0.009201810948 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8W75 518362.48000000 PA USD 600414.08000000 0.000231707307 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DQ3 7303000.00000000 PA USD 8821950.97000000 0.003404501288 Long DBT CORP US N 2 2044-04-22 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31418BGP5 503633.89000000 PA USD 547963.74000000 0.000211466065 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.50000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAG6 9540000.00000000 PA USD 9620708.40000000 0.003712751777 Long DBT CORP US N 2 2021-02-01 Fixed 4.10000000 N N N N N N Baxalta Inc 5493000JW8DCO3T45R55 07177MAB9 8830000.00000000 PA USD 9274325.60000000 0.003579078320 Long DBT CORP US N 2 2025-06-23 Fixed 4.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 N/A 61764RBF4 10125000.00000000 PA USD 10509750.00000000 0.004055844057 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.24900000 N N N N N N Ginnie Mae I Pool N/A 36213EMD5 74814.25000000 PA USD 81781.70000000 0.000031560581 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140H1WJ5 39021386.82000000 PA USD 41571044.23000000 0.016042786243 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N PPL Electric Utilities Corp N/A 69351UAP8 5595000.00000000 PA USD 5658223.50000000 0.002183579263 Long DBT CORP US N 2 2021-09-15 Fixed 3.00000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAS3 7022000.00000000 PA USD 7130700.56000000 0.002751826589 Long DBT CORP CA N 2 2025-02-01 Fixed 2.90000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137AWQH1 10000000.00000000 PA USD 10216100.00000000 0.003942520847 Long ABS-MBS USGSE US N 2 2022-08-25 Fixed 2.30700000 N N N N N N Ginnie Mae I Pool N/A 36206ACJ0 14538.29000000 PA USD 15548.56000000 0.000006000383 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 8.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAK9 14375000.00000000 PA USD 14178781.25000000 0.005471769136 Long DBT CORP GB N 2 2023-03-17 Variable 2.85800000 N N N N N N Fannie Mae Pool N/A 31407FDJ6 12946.89450000 PA USD 13439.39000000 0.000005186428 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 4.50000000 N N N N N N CNOOC Nexen Finance 2014 ULC N/A 12591DAC5 37190000.00000000 PA USD 39630779.70000000 0.015294013877 Long DBT CORP CA N 2 2024-04-30 Fixed 4.25000000 N N N N N N PNM Resources Inc 5493003JOBJGLZSDDQ28 69349HAC1 3000000.00000000 PA USD 3009030.00000000 0.001161222335 Long DBT CORP US N 2 2021-03-09 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31417AJM2 4090382.60000000 PA USD 4456226.42000000 0.001719713546 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WFJL1 6483123.75000000 PA USD 7065956.58000000 0.002726841076 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N CD 2017-CD6 Mortgage Trust N/A 125039AF4 6575000.00000000 PA USD 6938926.25000000 0.002677818482 Long ABS-MBS CORP US N 2 2050-11-13 Fixed 3.45600000 N N N N N N Ginnie Mae I Pool N/A 36209BR34 5117.50000000 PA USD 5526.29000000 0.000002132664 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371FJV5 11394.69000000 PA USD 13371.21000000 0.000005160117 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293SWM7 22992.71000000 PA USD 25771.38000000 0.000009945498 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Colombia Government International Bond N/A EJ5266394 20485000.00000000 PA USD 19874956.70000000 0.007669994531 Long DBT NUSS CO N 2 2023-03-15 Fixed 2.62500000 N N N N N N Ginnie Mae I Pool N/A 36200FNY0 6195.28000000 PA USD 6605.72000000 0.000002549230 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WRC9 1850000.00000000 PA USD 1826579.00000000 0.000704899696 Long DBT CORP CA N 2 2022-11-01 Fixed 2.05000000 N N N N N N Ginnie Mae I Pool N/A 36207LDQ8 12522.89000000 PA USD 15246.87000000 0.000005883957 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31407A4R9 75106.90000000 PA USD 88952.86000000 0.000034328021 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418CMG6 52397144.08000000 PA USD 56133584.42000000 0.021662652757 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QAZ5 14981000.00000000 PA USD 9526268.09000000 0.003676306080 Long DBT CORP MX N 2 2041-06-02 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2012-LC5 N/A 94988HAC5 8416406.90000000 PA USD 8549217.80000000 0.003299250145 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.91800000 N N N N N N Ginnie Mae I Pool N/A 36201TQA8 9023.84730000 PA USD 10137.66000000 0.000003912249 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209BJJ8 16607.97000000 PA USD 17768.70000000 0.000006857163 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208RJ21 23775.08930000 PA USD 24271.75000000 0.000009366772 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751YAB2 2730000.00000000 PA USD 2776846.80000000 0.001071619933 Long DBT CORP US N 2 2022-01-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31413TJW3 142882.79510000 PA USD 167461.49000000 0.000064625484 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138YT6E9 1575427.86000000 PA USD 1679705.43000000 0.000648219347 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RAD4 13108.26210000 PA USD 14617.68000000 0.000005641145 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBK5 42615000.00000000 PA USD 44809672.50000000 0.017292613424 Long DBT CORP GB N 2 2028-05-30 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128LXMR8 161976.96000000 PA USD 188246.38000000 0.000072646634 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QBN8 164664.33000000 PA USD 179533.52000000 0.000069284232 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31416BS90 1431939.54000000 PA USD 1594822.66000000 0.000615462024 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 4.50000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BK0 3343000.00000000 PA USD 3941229.85000000 0.001520969924 Long DBT CORP US N 2 2048-11-15 Fixed 5.35000000 N N N N N N Ginnie Mae I Pool N/A 36291FVQ8 105184.63980000 PA USD 116052.32000000 0.000044786042 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Essential Utilities Inc 549300ILTEOF3E3QY357 03836WAC7 5020000.00000000 PA USD 5422403.20000000 0.002092573257 Long DBT CORP US N 2 2049-05-01 Fixed 4.27600000 N N N N N N Freddie Mac Gold Pool N/A 3128KFAR1 14623.33810000 PA USD 17195.14000000 0.000006635819 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FXC5 13022698.21000000 PA USD 14689733.81000000 0.005668952123 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31419A6X0 183.86000000 PA USD 190.81000000 0.000000073635 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2X23 7351863.21000000 PA USD 7839438.78000000 0.003025337538 Long ABS-MBS USGA US N 2 2046-05-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283G6U6 1526.53000000 PA USD 1733.33000000 0.000000668913 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 8.50000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAZ5 12000000.00000000 PA USD 8794080.00000000 0.003393745532 Long DBT CORP US N 2 2024-10-01 Fixed 4.35000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054AW9 5400000.00000000 PA USD 5929740.00000000 0.002288360878 Long DBT CORP US N 2 2028-05-15 Fixed 3.90000000 N N N N N N JD.com Inc 549300HVTWB0GJZ16V92 47215PAF3 3400000.00000000 PA USD 3473440.00000000 0.001340443967 Long DBT CORP KY N 2 2050-01-14 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31371JRA4 17943.26000000 PA USD 20750.12000000 0.000008007731 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAR2 27059000.00000000 PA USD 27017329.14000000 0.010426325445 Long DBT CORP LU N 2 2022-03-15 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31402CV74 3869219.33150000 PA USD 4345288.08000000 0.001676901052 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294ME49 2665.08000000 PA USD 2791.27000000 0.000001077186 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7RX3 6182941.73000000 PA USD 6668117.17000000 0.002573309869 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 4.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDQ2 10100000.00000000 PA USD 10768418.00000000 0.004155667276 Long DBT CORP US N 2 2027-03-01 Fixed 4.25000000 N N N N N N Ginnie Mae II Pool N/A 36202FMA1 23719762.90000000 PA USD 26002552.88000000 0.010034710586 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.00000000 N N N N N N Piedmont Natural Gas Co Inc VXB4M3BDPKF3I2AZ3G89 720186AL9 5750000.00000000 PA USD 5928480.00000000 0.002287874628 Long DBT CORP US N 2 2029-06-01 Fixed 3.50000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DP4 8300000.00000000 PA USD 8863902.00000000 0.003420690716 Long DBT CORP US N 2 2024-07-15 Fixed 2.45000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AJ9 3050000.00000000 PA USD 2849218.50000000 0.001099549078 Long DBT CORP US N 2 2050-03-01 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31371FAH5 981.07000000 PA USD 1061.08000000 0.000000409484 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36206UPD5 8866.71000000 PA USD 9621.18000000 0.000003712933 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1PZ6 20964.40400000 PA USD 21874.26000000 0.000008441550 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KYE39 43191.70000000 PA USD 49965.89000000 0.000019282462 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KBC9 125000.00000000 PA USD 125972.50000000 0.000048614364 Long DBT CORP US N 2 2024-01-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31378GN82 1299.25000000 PA USD 1360.73000000 0.000000525122 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208R3M4 8058.11810000 PA USD 8230.16000000 0.000003176121 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31386SVN4 2664.26000000 PA USD 3155.84000000 0.000001217878 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HRR7 779874.82000000 PA USD 924011.28000000 0.000356587517 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212NTN7 3967.83000000 PA USD 4499.60000000 0.000001736451 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31402RRR2 158064.17000000 PA USD 185945.11000000 0.000071758545 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31407LAE7 80253.09290000 PA USD 90820.02000000 0.000035048582 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TFX8 29200000.00000000 PA USD 29419000.00000000 0.011353160288 Long DBT CORP US N 2 2022-04-12 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 36212RAV0 27699.51000000 PA USD 29778.36000000 0.000011491841 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296M2R9 9737.69000000 PA USD 11109.63000000 0.000004287345 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293HJW4 5060.55030000 PA USD 5616.91000000 0.000002167635 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FL5 23375000.00000000 PA USD 22787586.25000000 0.008794014727 Long DBT CORP US N 2 2029-09-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3138ELZC0 2179609.04000000 PA USD 2366990.03000000 0.000913451076 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.00000000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BA9 6960000.00000000 PA USD 6895968.00000000 0.002661240356 Long DBT CORP US N 2 2022-12-01 Fixed 3.15000000 N N N N N N Ginnie Mae I Pool N/A 36201VVE9 92278.55940000 PA USD 100553.18000000 0.000038804730 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBE1 9235000.00000000 PA USD 6187450.00000000 0.002387814392 Long DBT CORP US N 2 2044-06-15 Fixed 4.70000000 N N N N N N Ginnie Mae I Pool N/A 36291TVW5 179338.07400000 PA USD 194874.13000000 0.000075204365 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200AM3 6765000.00000000 PA USD 8311005.45000000 0.003207321017 Long DBT CORP US N 2 2025-10-30 Fixed 7.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HHV5 10755000.00000000 PA USD 14707462.50000000 0.005675793847 Long DBT CORP US N 2 2040-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3622AADG6 16170102.32000000 PA USD 17337098.60000000 0.006690603328 Long ABS-MBS USGA US N 2 2043-10-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CXA7 15718288.34000000 PA USD 16562831.97000000 0.006391804146 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31374F3T4 3672.40000000 PA USD 4123.00000000 0.000001591117 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 7.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EU8 9100000.00000000 PA USD 9408490.00000000 0.003630854041 Long DBT CORP US N 2 2023-06-08 Fixed 3.50000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156AU3 3800000.00000000 PA USD 3831768.00000000 0.001478727226 Long DBT CORP US N 2 2029-12-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31416BXA1 712523.32000000 PA USD 780519.42000000 0.000301212212 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Fortune Brands Home & Security Inc 54930032LHW54PQUJD44 34964CAA4 8825000.00000000 PA USD 9087367.25000000 0.003506928753 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HZ0 53050000.00000000 PA USD 54923195.50000000 0.021195548524 Long DBT CORP DE N 2 2022-02-15 Fixed 2.50000000 N N N N N N Valmont Industries Inc 5493009ZGZJJ8F77JN08 920253AE1 4600000.00000000 PA USD 4280668.00000000 0.001651963355 Long DBT CORP US N 2 2054-10-01 Fixed 5.25000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572QAG0 6650000.00000000 PA USD 6707389.50000000 0.002588465553 Long DBT CORP US N 2 2025-03-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GLZ6 2325.82000000 PA USD 2703.49000000 0.000001043310 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool N/A 36179M6H8 1492820.83000000 PA USD 1572776.31000000 0.000606954061 Long ABS-MBS USGA US N 2 2043-03-20 Floating 4.00000000 N N N N N N Fannie Mae Pool N/A 31418BE93 11136745.90000000 PA USD 11786575.02000000 0.004548586812 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBD4 4450000.00000000 PA USD 4476255.00000000 0.001727442826 Long DBT CORP US N 2 2021-09-03 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 3620ASP78 967948.27000000 PA USD 1038540.74000000 0.000400785869 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AL9 5405000.00000000 PA USD 5445969.90000000 0.002101667942 Long DBT CORP US N 2 2022-11-09 Variable 2.85400000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGH7 29449000.00000000 PA USD 30410509.85000000 0.011735796348 Long DBT CORP US N 2 2025-02-19 Fixed 3.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 N/A 61690GAJ0 1600000.00000000 PA USD 1665024.00000000 0.000642553599 Long ABS-MBS CORP US N 2 2047-02-15 Variable 4.74410000 N N N N N N Ginnie Mae I Pool N/A 36295ACD5 183203.22000000 PA USD 217202.07000000 0.000083820997 Long ABS-MBS USGA US N 2 2037-10-15 Fixed 6.50000000 N N N N N N CHASE ISSUANCE TRUST CHAIT_14-A2 N/A 161571GK4 11150000.00000000 PA USD 11272873.00000000 0.004350342774 Long ABS-CBDO CORP US N 2 2023-03-15 Fixed 2.77000000 N N N N N N AmerisourceBergen Corp AI8GXW8LG5WK7E9UD086 03073EAQ8 11165000.00000000 PA USD 10862316.85000000 0.004191904017 Long DBT CORP US N 2 2047-12-15 Fixed 4.30000000 N N N N N N Fannie Mae-Aces N/A 3136AVYL7 10730000.00000000 PA USD 11301265.20000000 0.004361299679 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.48270000 N N N N N N Fannie Mae Pool N/A 3138MD5E8 955116.74000000 PA USD 1030389.49000000 0.000397640199 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296CEW6 373218.59000000 PA USD 408581.05000000 0.000157676540 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407DAJ4 56893.56850000 PA USD 67030.30000000 0.000025867831 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132JBKT9 3799711.91000000 PA USD 4069909.42000000 0.001570628981 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AJ9 18067000.00000000 PA USD 18568720.59000000 0.007165901669 Long DBT CORP US N 2 2021-10-01 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36212M6W4 22822.69620000 PA USD 26799.09000000 0.000010342104 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 96145DAB1 4500000.00000000 PA USD 4506705.00000000 0.001739193862 Long DBT CORP US N 2 2024-09-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31409FKM9 22381.01000000 PA USD 23327.50000000 0.000009002374 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36203UHS4 3397.09000000 PA USD 3650.65000000 0.000001408831 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31407YD55 29954.38640000 PA USD 35666.09000000 0.000013763990 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 45131000.00000000 PA USD 48542452.29000000 0.018733139862 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 31283HXG5 29589.18000000 PA USD 32535.67000000 0.000012555922 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UUN8 5371.86000000 PA USD 6079.07000000 0.000002345989 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TXU4 17001200.20000000 PA USD 18013281.65000000 0.006951550830 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 3.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ESP5 21130000.00000000 PA USD 21510973.90000000 0.008301354044 Long DBT CORP US N 2 2024-06-12 Fixed 3.35000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQ58 1919.97000000 PA USD 2225.73000000 0.000000858937 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36203CZQ8 319.43000000 PA USD 320.46000000 0.000000123669 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140X4GY6 11070973.90000000 PA USD 11671906.36000000 0.004504334741 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.50000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 24820RAG3 975000.00000000 PA USD 1169834.25000000 0.000451453677 Long DBT CORP NO Y 2 2028-12-01 Fixed 6.50000000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-C N/A 98162RAE8 1705000.00000000 PA USD 1694804.10000000 0.000654046113 Long ABS-CBDO CORP US N 2 2025-12-15 Fixed 2.03000000 N N N N N N Ginnie Mae I Pool N/A 36290NAD4 44484.83120000 PA USD 47422.16000000 0.000018300805 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31406GBL2 5335.11990000 PA USD 6314.27000000 0.000002436755 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAC7 6538000.00000000 PA USD 6439341.58000000 0.002485022506 Long DBT CORP US N 2 2021-08-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36290QW35 46661.75560000 PA USD 52409.08000000 0.000020225319 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K66P0 1006859.13790000 PA USD 1112418.25000000 0.000429296124 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Chevron Corp N/A 166764AB6 23582000.00000000 PA USD 23894225.68000000 0.009221080733 Long DBT CORP US N 2 2022-12-05 Fixed 2.35500000 N N N N N N Freddie Mac Gold Pool N/A 31288E7E1 22162.95330000 PA USD 26059.20000000 0.000010056571 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292H4K7 751542.98600000 PA USD 883904.74000000 0.000341109901 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402VMC1 13646.59060000 PA USD 15718.01000000 0.000006065776 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31373DBE4 1007.20000000 PA USD 1032.88000000 0.000000398601 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31410KMZ4 1034394.30000000 PA USD 1196980.40000000 0.000461929716 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TNR2 125472159.45000000 PA USD 133296603.30000000 0.051440827462 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828R36 1024824500.00000000 PA USD 1092401428.00000000 0.421571382811 Long DBT UST US N 2 2026-05-15 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 31407JMM1 54098.95660000 PA USD 63735.60000000 0.000024596365 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296Q3D9 2788722.55000000 PA USD 3133185.56000000 0.001209135520 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31295VYU8 80.97000000 PA USD 84.84000000 0.000000032740 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 31401JNP9 23361.09820000 PA USD 26911.28000000 0.000010385399 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213RMT1 6804.13000000 PA USD 7545.24000000 0.000002911802 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 7.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BZ2 34533000.00000000 PA USD 36226843.65000000 0.013980392354 Long DBT CORP US N 2 2026-08-04 Fixed 2.45000000 N N N N N N Cintas Corp No 2 549300QVUQTTKMTE0G41 17252MAN0 11705000.00000000 PA USD 12023493.05000000 0.004640016445 Long DBT CORP US N 2 2027-04-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31419ALQ8 300391.21000000 PA USD 316122.70000000 0.000121995706 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138A4EX9 5475475.29000000 PA USD 5762006.91000000 0.002223630579 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31376H2B8 7684.12000000 PA USD 8913.12000000 0.000003439684 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 8.00000000 N N N N N N Bell Canada Inc 549300O5ZKB2MUUSKB97 0778FPAB5 7575000.00000000 PA USD 8756851.50000000 0.003379378588 Long DBT CORP CA N 2 2049-07-29 Fixed 4.30000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AF8 8275000.00000000 PA USD 9530069.25000000 0.003677772995 Long DBT CORP US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Leland Stanford Junior University/The JIUV0DC2REIJXQ26CR37 85440KAA2 28459000.00000000 PA USD 29783481.86000000 0.011493818399 Long DBT CORP US N 2 2048-05-01 Fixed 3.64700000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AX1 9285000.00000000 PA USD 8856125.85000000 0.003417689802 Long DBT CORP US N 2 2028-06-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31410FD28 19275.49960000 PA USD 22148.32000000 0.000008547313 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287QER8 103633.15570000 PA USD 121320.23000000 0.000046818995 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132J4AD1 4592768.95000000 PA USD 4984669.92000000 0.001923646506 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138XTUG8 6903925.81000000 PA USD 7361518.01000000 0.002840901931 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.50000000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 035242AL0 32250000.00000000 PA USD 33226207.50000000 0.012822409310 Long DBT CORP US N 2 2023-02-01 Fixed 3.30000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAR6 280000.00000000 PA USD 277975.60000000 0.000107274262 Long DBT CORP US N 2 2021-09-01 Fixed 1.80000000 N N N N N N Fannie Mae Pool N/A 31418DKQ4 168977387.32000000 PA USD 175040296.00000000 0.067550240910 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AW2 8147000.00000000 PA USD 6558335.00000000 0.002530943556 Long DBT CORP US N 2 2047-09-15 Variable 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213NPS9 16775.95700000 PA USD 17683.20000000 0.000006824168 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132QU3A9 22997086.90000000 PA USD 24850192.16000000 0.009590000162 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29364NAT5 11959000.00000000 PA USD 12072371.32000000 0.004658879181 Long DBT CORP US N 2 2028-06-01 Fixed 2.85000000 N N N N N N Latam Airlines 2015-1 Pass Through Trust A N/A 51817TAB8 2280206.79500000 PA USD 1824165.44000000 0.000703968273 Long DBT CORP CL N 2 2027-11-15 Fixed 4.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128L5H53 44860.82410000 PA USD 51278.61000000 0.000019789057 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N CNOOC Nexen Finance 2014 ULC N/A 12591DAD3 6385000.00000000 PA USD 7959094.05000000 0.003071514004 Long DBT CORP CA N 2 2044-04-30 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 36206MXV4 3169.52000000 PA USD 3451.13000000 0.000001331834 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 7.50000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAN5 5740000.00000000 PA USD 6123546.80000000 0.002363153348 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419MAK6 6310000.00000000 PA USD 6794544.90000000 0.002622099912 Long DBT CORP US N 2 2046-11-01 Fixed 4.37500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BA2 4262000.00000000 PA USD 4026439.26000000 0.001553853302 Long DBT CORP US N 2 2040-02-15 Fixed 5.87500000 N N N N N N Fannie Mae Pool N/A 31410FDB8 33781.14850000 PA USD 39370.58000000 0.000015193599 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138MRK67 3179771.27000000 PA USD 3297677.19000000 0.001272614899 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 2.50000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAC2 4425000.00000000 PA USD 4486374.75000000 0.001731348164 Long DBT CORP US N 2 2022-03-15 Fixed 2.75000000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAE6 21075000.00000000 PA USD 19757812.50000000 0.007624787118 Long DBT CORP US N 2 2025-07-17 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210XUH8 19932.72000000 PA USD 21129.48000000 0.000008154130 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167ER0 19000000.00000000 PA USD 20472120.00000000 0.007900447323 Long DBT CORP N/A N 2 2030-01-24 Fixed 1.87500000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96949LAB1 8525000.00000000 PA USD 7523312.50000000 0.002903340450 Long DBT CORP US N 2 2025-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371FQA3 3745.94000000 PA USD 3912.18000000 0.000001509759 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140HJZU8 15062935.20000000 PA USD 16072603.75000000 0.006202618940 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N President & Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AG8 100000.00000000 PA USD 142027.00000000 0.000054809996 Long DBT CORP US Y 2 2039-01-15 Fixed 6.50000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAA4 17740000.00000000 PA USD 18207626.40000000 0.007026550901 Long DBT CORP NL N 2 2023-12-01 Fixed 4.62500000 N N N N N N Benchmark 2018-B1 Mortgage Trust N/A 08162PAZ4 2600000.00000000 PA USD 2684526.00000000 0.001035992181 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.87800000 N N N N N N Fannie Mae Pool N/A 31408E6T4 51761.52290000 PA USD 59230.71000000 0.000022857872 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457BW9 26513000.00000000 PA USD 24126830.00000000 0.009310845651 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N Fannie Mae-Aces N/A 31397U3N7 5350788.99000000 PA USD 5467382.68000000 0.002109931402 Long ABS-MBS USGSE US N 2 2021-04-25 Fixed 3.76400000 N N N N N N Fannie Mae Pool N/A 31410YX33 3896.30500000 PA USD 4593.47000000 0.000001772677 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36204PVQ2 1905.07000000 PA USD 1934.69000000 0.000000746621 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 6.50000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAJ4 60000.00000000 PA USD 62803.20000000 0.000024236540 Long DBT CORP US N 2 2042-12-01 Fixed 4.30000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058JA2 15000000.00000000 PA USD 15026400.00000000 0.005798875820 Long DBT CORP N/A N 2 2025-03-11 Fixed 0.75000000 N N N N N N Fannie Mae Pool N/A 31417D2G7 10569550.07000000 PA USD 11198015.52000000 0.004321454335 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N GS Mortgage Securities Trust 2014-GC24 N/A 36253GAE2 7125000.00000000 PA USD 7472913.75000000 0.002883890941 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.93100000 N N N N N N Ginnie Mae I Pool N/A 3620ASPV5 154361.74000000 PA USD 173471.72000000 0.000066944907 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138WHC59 909152.84000000 PA USD 965238.48000000 0.000372497609 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYM6 17249088.99000000 PA USD 18457215.18000000 0.007122870335 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140J5EQ8 29932000.55000000 PA USD 32672275.20000000 0.012608639903 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GWA0 40745.46220000 PA USD 45402.67000000 0.000017521458 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283H4T9 115207.84350000 PA USD 136947.56000000 0.000052849777 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138EHQG0 9181448.77000000 PA USD 10013563.47000000 0.003864359465 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GD5K4 889900.25000000 PA USD 966894.42000000 0.000373136657 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KXC4 9633.06640000 PA USD 11509.01000000 0.000004441470 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5J5 20282296.98000000 PA USD 21998179.30000000 0.008489372705 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GSY3 3974.40000000 PA USD 4471.00000000 0.000001725414 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 31390L6Q4 5951.33000000 PA USD 6988.77000000 0.000002697053 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297L4J6 52783.67790000 PA USD 59626.55000000 0.000023010631 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.00000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAF8 1600000.00000000 PA USD 1605936.00000000 0.000619750801 Long DBT CORP US N 2 2022-06-26 Fixed 2.00000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAH5 3661000.00000000 PA USD 3667479.97000000 0.001415326420 Long DBT CORP US N 2 2023-05-15 Fixed 3.12500000 N N N N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 49456BAJ0 9821000.00000000 PA USD 9791438.79000000 0.003778638771 Long DBT CORP US N 2 2046-02-15 Fixed 5.05000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002AS0 2906000.00000000 PA USD 3899648.58000000 0.001504923192 Long DBT CORP US N 2 2035-05-09 Fixed 5.55000000 N N N N N N Ginnie Mae I Pool N/A 36200MNU3 31537.49410000 PA USD 35929.09000000 0.000013865485 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31406VYQ3 190.00130000 PA USD 190.77000000 0.000000073620 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417YVG9 5904464.51000000 PA USD 6457830.92000000 0.002492157773 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AN5 3000000.00000000 PA USD 3006540.00000000 0.001160261413 Long DBT CORP US N 2 2021-06-07 Fixed 3.25000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDS8 12650000.00000000 PA USD 15405423.00000000 0.005945145539 Long DBT CORP US N 2 2047-03-01 Fixed 5.45000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AGLD5 45140000.00000000 PA USD 45956131.20000000 0.017735046185 Long DBT USGSE US N 2 2021-07-07 Fixed 1.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128KCK30 181760.50630000 PA USD 215171.72000000 0.000083037459 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402E2V9 8102.98440000 PA USD 9102.81000000 0.000003512888 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GSFD6 105137.12000000 PA USD 114258.82000000 0.000044093908 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780097AY7 10000000.00000000 PA USD 10237600.00000000 0.003950817966 Long DBT CORP GB N 2 2023-06-10 Fixed 6.10000000 N N N N N N Fannie Mae Pool N/A 31371JQ98 29136.99000000 PA USD 34194.59000000 0.000013196120 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AJ3 9525000.00000000 PA USD 9536334.75000000 0.003680190930 Long DBT CORP JP N 2 2026-09-13 Fixed 2.75700000 N N N N N N Freddie Mac Gold Pool N/A 31292HKY9 1941.59000000 PA USD 2219.32000000 0.000000856463 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140H1XB1 7430403.64000000 PA USD 7850370.05000000 0.003029556052 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMTJ2 13226062.92000000 PA USD 13873875.48000000 0.005354102183 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KBF2 11397000.00000000 PA USD 11530800.78000000 0.004449880332 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1JV2 7908.74400000 PA USD 7965.29000000 0.000003073905 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31368HME0 587370.58000000 PA USD 657784.57000000 0.000253847297 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371M7K7 401389.29820000 PA USD 472631.88000000 0.000182394557 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HCX1 14710.74000000 PA USD 16490.30000000 0.000006363813 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAC7 10371000.00000000 PA USD 10672277.55000000 0.004118565473 Long DBT CORP US N 2 2026-05-04 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31417FMS4 46273304.15000000 PA USD 49742413.76000000 0.019196220011 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HAW4 2053.00000000 PA USD 2463.93000000 0.000000950861 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KRAA2 54139.14000000 PA USD 61703.46000000 0.000023812137 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167AW3 2240000.00000000 PA USD 3096374.40000000 0.001194929633 Long DBT CORP N/A N 2 2028-06-16 Fixed 5.82000000 N N N N N N Ginnie Mae I Pool N/A 36224JMM1 4039.21000000 PA USD 4698.97000000 0.000001813391 Long ABS-MBS USGA US N 2 2023-02-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GDB9 394.53000000 PA USD 426.88000000 0.000000164738 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 8.00000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABK8 4380000.00000000 PA USD 4623878.40000000 0.001784412543 Long DBT CORP US N 2 2028-12-01 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31407TM80 81554.14030000 PA USD 95052.98000000 0.000036682134 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.50000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FK5 4070000.00000000 PA USD 4090960.50000000 0.001578752856 Long DBT CORP US N 2 2022-01-15 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 312926VH8 59368.23850000 PA USD 65307.44000000 0.000025202958 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-B N/A 89238TAE3 1175000.00000000 PA USD 1198253.25000000 0.000462420925 Long ABS-CBDO CORP US N 2 2023-11-15 Fixed 3.11000000 N N N N N N Fannie Mae Pool N/A 31385C6J7 3540.70000000 PA USD 3683.43000000 0.000001421481 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.00000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BC7 7933000.00000000 PA USD 8258887.64000000 0.003187208102 Long DBT CORP US N 2 2027-11-03 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 31297LYR5 27640.83480000 PA USD 29422.01000000 0.000011354321 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BK1 8354000.00000000 PA USD 8463103.24000000 0.003266017458 Long DBT CORP US N 2 2023-04-01 Fixed 2.50000000 N N N N N N Tech Data Corp 549300EK847TAWPJWF34 878237AH9 5000000.00000000 PA USD 5016350.00000000 0.001935872246 Long DBT CORP US N 2 2027-02-15 Fixed 4.95000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557CAS2 200000.00000000 PA USD 199920.00000000 0.000077151630 Long DBT CORP FI Y 2 2021-05-27 Fixed 2.25000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCS8 18062000.00000000 PA USD 19963567.36000000 0.007704190494 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 3132HNDM8 3162474.72000000 PA USD 3399470.58000000 0.001311898242 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N State of Kansas Department of Transportation 5493001635XK841MIO47 485424NF8 1900000.00000000 PA USD 2311084.00000000 0.000891876239 Long DBT MUN US N 2 2035-09-01 Fixed 4.59600000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200KB6 33250000.00000000 PA USD 37568510.00000000 0.014498158190 Long DBT CORP US N 2 2039-05-15 Fixed 4.15000000 N N N N N N Allergan Finance LLC 2549006TBOV0H6GV7T12 942683AF0 22592000.00000000 PA USD 22583415.04000000 0.008715222502 Long DBT CORP US N 2 2022-10-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31407TPT1 167116.64030000 PA USD 191213.19000000 0.000073791563 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170AQ7 5390000.00000000 PA USD 5597622.80000000 0.002160192694 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31385JK80 933630.09000000 PA USD 1104773.82000000 0.000426346043 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31401JQG6 63085.43220000 PA USD 70880.90000000 0.000027353826 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2T5 10850000.00000000 PA USD 11039007.00000000 0.004260090957 Long DBT CORP US N 2 2022-02-26 Fixed 2.95000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AJ6 4945000.00000000 PA USD 6071025.95000000 0.002342884894 Long DBT CORP US N 2 2033-04-15 Fixed 6.37500000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAG1 11830000.00000000 PA USD 11995738.30000000 0.004629305540 Long DBT CORP US N 2 2024-10-15 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36212F2S2 161930.05860000 PA USD 181245.08000000 0.000069944744 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31413CA58 44621.26220000 PA USD 52165.38000000 0.000020131273 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371MF93 1139067.97080000 PA USD 1221023.91000000 0.000471208408 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUK0 14037.83000000 PA USD 15710.58000000 0.000006062909 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31402KK60 146571.32790000 PA USD 164533.64000000 0.000063495590 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31384VRK0 6515.51000000 PA USD 7583.40000000 0.000002926528 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138WFRN8 432407.75000000 PA USD 461080.71000000 0.000177936816 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Rio Tinto Alcan Inc 2138007ZSQ7B17SKOX77 013716AW5 9224000.00000000 PA USD 11665869.52000000 0.004502005049 Long DBT CORP CA N 2 2035-06-01 Fixed 5.75000000 N N N N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903AJ8 6075000.00000000 PA USD 6912499.50000000 0.002667620069 Long DBT CORP US N 2 2049-03-01 Fixed 4.20000000 N N N N N N Ginnie Mae I Pool N/A 36223K4M9 291.05000000 PA USD 310.85000000 0.000000119960 Long ABS-MBS USGA US N 2 2021-07-15 Fixed 8.50000000 N N N N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 948741AJ2 5250000.00000000 PA USD 5429445.00000000 0.002095290776 Long DBT CORP US N 2 2023-04-15 Fixed 3.50000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAZ5 2125000.00000000 PA USD 1920468.75000000 0.000741132925 Long DBT CORP US N 2 2022-10-01 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 31371EZT5 642.83000000 PA USD 760.25000000 0.000000293389 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 8.00000000 N N N N N N Republic of Italy Government International Bond N/A 465410BZ0 30400000.00000000 PA USD 28577216.00000000 0.011028305307 Long DBT NUSS IT N 2 2049-10-17 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFZ7 24183000.00000000 PA USD 24394843.08000000 0.009414275253 Long DBT CORP US N 2 2022-10-21 Fixed 2.50300000 N N N N N N Ginnie Mae I Pool N/A 36224SUS9 885.91000000 PA USD 916.26000000 0.000000353596 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCGS8 529646.36000000 PA USD 558120.15000000 0.000215385550 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FLN4 21494578.35000000 PA USD 23564076.35000000 0.009093671975 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMYN7 25710932.51000000 PA USD 27038645.06000000 0.010434551525 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.50000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AM8 10390000.00000000 PA USD 8505981.30000000 0.003282564638 Long DBT CORP US N 2 2047-10-03 Fixed 4.20000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBB4 4000000.00000000 PA USD 4291240.00000000 0.001656043222 Long DBT CORP US N 2 2035-03-01 Fixed 3.90000000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAS9 6120000.00000000 PA USD 6583651.20000000 0.002540713394 Long DBT CORP US N 2 2028-05-15 Fixed 3.80000000 N N N N N N CSAIL 2015-C3 Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAU8 4443000.00000000 PA USD 4587841.80000000 0.001770505568 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.44810000 N N N N N N Fannie Mae-Aces N/A 3136B26W7 2530000.00000000 PA USD 2922757.20000000 0.001127928582 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 3.63960000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAT9 33690000.00000000 PA USD 35861320.50000000 0.013839332396 Long DBT CORP KY N 2 2027-12-06 Fixed 3.40000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BK5 9000000.00000000 PA USD 9306630.00000000 0.003591544992 Long DBT CORP US N 2 2060-02-15 Fixed 3.10000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AY9 10827000.00000000 PA USD 12697364.25000000 0.004900071775 Long DBT CORP US N 2 2044-08-15 Fixed 5.15000000 N N N N N N Ginnie Mae I Pool N/A 36212M7L7 44295.36800000 PA USD 49578.03000000 0.000019132782 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AE6 20088000.00000000 PA USD 19528147.44000000 0.007536156497 Long DBT CORP CA N 2 2038-06-15 Fixed 6.50000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QC48 5400000.00000000 PA USD 5656770.00000000 0.002183018339 Long DBT CORP CA N 2 2023-07-19 Fixed 3.50000000 N N N N N N Nomura Holdings Inc 549300B3CEAHYG7K8164 65535HAQ2 23250000.00000000 PA USD 21912660.00000000 0.008456369737 Long DBT CORP JP N 2 2030-01-16 Fixed 3.10300000 N N N N N N Freddie Mac Gold Pool N/A 3128MCGX7 13089.48000000 PA USD 13540.81000000 0.000005225568 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJX70 9536409.12000000 PA USD 10203957.76000000 0.003937835005 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.00000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AL8 3925000.00000000 PA USD 3850660.50000000 0.001486018079 Long DBT CORP US N 2 2044-11-15 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292JBN9 37957.78000000 PA USD 41907.67000000 0.000016172694 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BN2 6248000.00000000 PA USD 6833812.48000000 0.002637253763 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N SL Green Realty Corp 549300VQZPJU97H3GT17 75625AAD6 375000.00000000 PA USD 395475.00000000 0.000152618751 Long DBT CORP US N 2 2022-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36203FTC9 573.03000000 PA USD 601.55000000 0.000000232145 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31410NQJ0 84216.55380000 PA USD 98161.97000000 0.000037881932 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2CH3 4722547.67000000 PA USD 5050528.61000000 0.001949062199 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31412QZY8 2091821.49000000 PA USD 2206641.57000000 0.000851570598 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201PQC2 11252.26000000 PA USD 11524.90000000 0.000004447603 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138AKZD4 474438.57000000 PA USD 530057.00000000 0.000204555630 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167DX8 71276000.00000000 PA USD 73155548.12000000 0.028231641584 Long DBT CORP N/A N 2 2022-02-16 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31403GJF0 6350.18580000 PA USD 7124.53000000 0.000002749445 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FHF8 6910.47000000 PA USD 7320.68000000 0.000002825142 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418CZH0 79143661.58000000 PA USD 84449452.65000000 0.032590100689 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407CQX8 693457.05880000 PA USD 792260.82000000 0.000305743365 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AW9 10635000.00000000 PA USD 11371473.75000000 0.004388394037 Long DBT CORP US N 2 2043-03-04 Fixed 4.12500000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAZ3 6725000.00000000 PA USD 6619686.50000000 0.002554619867 Long DBT CORP US N 2 2025-03-15 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31412XMX9 93.13460000 PA USD 106.11000000 0.000000040949 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKYS2 8568.77410000 PA USD 9772.52000000 0.000003771337 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31419A4N4 33037014.08000000 PA USD 36183128.93000000 0.013963522297 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 3.50000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411BG9 2500000.00000000 PA USD 1153125.00000000 0.000445005369 Long DBT CORP US N 2 2049-07-01 Fixed 5.35000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2016-C2 N/A 46590LAX0 2050000.00000000 PA USD 2038581.50000000 0.000786714114 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.48360000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BD3 11766000.00000000 PA USD 14621255.22000000 0.005642525378 Long DBT CORP US N 2 2044-02-15 Fixed 4.87500000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BE1 16955000.00000000 PA USD 19136769.40000000 0.007385118814 Long DBT CORP NL N 2 2035-05-11 Fixed 4.12500000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BV9 17859000.00000000 PA USD 19155741.99000000 0.007392440574 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N Fannie Mae Pool N/A 3138EQQU9 8314924.95000000 PA USD 8654922.23000000 0.003340042807 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAA5 11500000.00000000 PA USD 10813795.00000000 0.004173178828 Long DBT CORP US Y 2 2040-02-15 Fixed 3.11200000 N N N N N N Fannie Mae Pool N/A 31407E4X8 1929.32470000 PA USD 1937.25000000 0.000000747609 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138EKDL6 1167442.35000000 PA USD 1210497.62000000 0.000467146181 Long ABS-MBS USGSE US N 2 2039-08-01 Floating 3.86400000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023AS4 2905000.00000000 PA USD 2913366.40000000 0.001124304555 Long DBT CORP US N 2 2038-02-15 Fixed 6.62500000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FS2 2565000.00000000 PA USD 2896372.35000000 0.001117746338 Long DBT CORP US N 2 2048-07-15 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 36200Q3M4 47743.48620000 PA USD 52841.06000000 0.000020392026 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KAL2 6057845.23000000 PA USD 6778607.66000000 0.002615949532 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MX21 15956428.16000000 PA USD 16752015.67000000 0.006464812503 Long ABS-MBS USGA US N 2 2043-01-20 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140HEAK8 12234873.28000000 PA USD 13055099.18000000 0.005038126162 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GMF1 9794.09000000 PA USD 11287.79000000 0.000004356099 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 9.00000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBH4 850000.00000000 PA USD 588625.00000000 0.000227157754 Long DBT CORP US N 2 2045-02-15 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 3140HNY48 7530105.14000000 PA USD 8089064.84000000 0.003121671358 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KHFE1 90185.81730000 PA USD 104446.00000000 0.000040307018 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NF60 6643669.56000000 PA USD 7028803.08000000 0.002712503076 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4J38 450314.08000000 PA USD 509197.15000000 0.000196505552 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 7.00000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375CV2 480000.00000000 PA USD 613305.60000000 0.000236682306 Long DBT CORP CA N 2 2049-01-20 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 31387X6A8 9422.56000000 PA USD 11208.51000000 0.000004325504 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448BW7 13962000.00000000 PA USD 14231326.98000000 0.005492047191 Long DBT CORP US N 2 2021-08-25 Fixed 3.00000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017BT5 36109000.00000000 PA USD 41848525.55000000 0.016149869757 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CA8 14475000.00000000 PA USD 14981625.00000000 0.005781596587 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AW7 800000.00000000 PA USD 808736.00000000 0.000312101343 Long DBT CORP US N 2 2022-05-05 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 3140X5FV0 3874999.99000000 PA USD 3930218.74000000 0.001516720599 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PKWN0 8356.01000000 PA USD 8910.18000000 0.000003438549 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31385HSH6 46121.05130000 PA USD 54135.97000000 0.000020891748 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31406W3S1 36289.73460000 PA USD 42758.38000000 0.000016500993 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31385CMG5 6716.16000000 PA USD 7812.91000000 0.000003015099 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.00000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CN7 3120000.00000000 PA USD 3137690.40000000 0.001210873994 Long DBT CORP US N 2 2045-08-15 Fixed 4.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CE2 12350000.00000000 PA USD 13356648.50000000 0.005154497818 Long DBT CORP US N 2 2027-03-03 Fixed 2.95000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAK3 8064000.00000000 PA USD 7915864.32000000 0.003054831110 Long DBT CORP US N 2 2023-01-15 Fixed 3.10000000 N N N N N N Children's Hospital Corp/The 549300NXFO6BISJLOS32 16876BAA0 2300000.00000000 PA USD 2837119.00000000 0.001094879729 Long DBT CORP US N 2 2047-01-01 Fixed 4.11500000 N N N N N N Fannie Mae Pool N/A 31417UB20 3336798.45000000 PA USD 3725301.89000000 0.001437640622 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201Q7B3 9836.41000000 PA USD 10882.22000000 0.000004199584 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBC9 4400000.00000000 PA USD 4436652.00000000 0.001712159532 Long DBT CORP US N 2 2023-05-15 Fixed 2.37500000 N N N N N N WFRBS Commercial Mortgage Trust 2012-C7 N/A 92936TAB8 4975000.00000000 PA USD 5080669.00000000 0.001960693753 Long ABS-MBS CORP US N 2 2045-06-15 Fixed 3.43100000 N N N N N N Fannie Mae Pool N/A 31419BBF1 11998152.58000000 PA USD 13071627.29000000 0.005044504566 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ELV9 312347.18590000 PA USD 356003.95000000 0.000137386379 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJSY7 6098635.48000000 PA USD 6556094.13000000 0.002530078776 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5K74 14520.37210000 PA USD 16922.91000000 0.000006530762 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138A9KY9 11753405.25000000 PA USD 12803689.54000000 0.004941104035 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210B4E2 2460508.73000000 PA USD 2825033.10000000 0.001090215629 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138ETQP4 12839728.37000000 PA USD 13577755.96000000 0.005239825954 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAC4 21118000.00000000 PA USD 22536284.88000000 0.008697034383 Long DBT CORP JP N 2 2026-03-09 Fixed 3.78400000 N N N N N N Ginnie Mae I Pool N/A 36202XEG8 244720.09000000 PA USD 283628.14000000 0.000109455648 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SGF2 95325.59230000 PA USD 108383.29000000 0.000041826468 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YUZ6 3510.44000000 PA USD 3566.29000000 0.000001376275 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292LGY5 8632158.41000000 PA USD 9390234.56000000 0.003623809038 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283G3V7 3598.75000000 PA USD 4002.67000000 0.000001544680 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Mexico Government International Bond N/A 91086QAN8 14865000.00000000 PA USD 20049317.40000000 0.007737282508 Long DBT NUSS MX N 2 2033-04-08 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132WPD20 636184.16000000 PA USD 696424.44000000 0.000268758907 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31384KVM5 1619.84810000 PA USD 1686.47000000 0.000000650829 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287VUZ1 43002.92280000 PA USD 49139.44000000 0.000018963524 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 49456BAG6 15627000.00000000 PA USD 15009577.23000000 0.005792383702 Long DBT CORP US N 2 2034-12-01 Fixed 5.30000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FEUA6 15975000.00000000 PA USD 17391663.00000000 0.006711660413 Long ABS-MBS USGSE US N 2 2025-01-25 Variable 3.59000000 N N N N N N Fannie Mae Pool N/A 31418DAK8 7030328.51000000 PA USD 7367503.07000000 0.002843211641 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXHY9 387618.23000000 PA USD 452594.67000000 0.000174661947 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31408F6R5 57391.49820000 PA USD 65671.37000000 0.000025343403 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GGQ2 485.26000000 PA USD 498.03000000 0.000000192196 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 7.50000000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 34959JAH1 7500000.00000000 PA USD 7652175.00000000 0.002953070101 Long DBT CORP US N 2 2046-06-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31408XM31 206191.00270000 PA USD 220764.58000000 0.000085195814 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 4.01800000 N N N N N N Fannie Mae Pool N/A 31390CVL7 29492.36490000 PA USD 33900.00000000 0.000013082434 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.00000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JQ4 4950000.00000000 PA USD 4861791.00000000 0.001876225993 Long DBT CORP US N 2 2049-11-15 Fixed 3.20000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GL9 6300000.00000000 PA USD 6492339.00000000 0.002505474873 Long DBT CORP US N 2 2023-03-01 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 312927G34 137531.08000000 PA USD 157987.45000000 0.000060969334 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.50000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAU9 7175000.00000000 PA USD 7300419.00000000 0.002817323059 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36296DAV0 60201.80910000 PA USD 67781.82000000 0.000026157852 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EPL7 16142.47000000 PA USD 18553.67000000 0.000007160093 Long ABS-MBS USGA US N 2 2037-09-20 Fixed 5.50000000 N N N N N N Valero Energy Partners LP 549300WH1375KZXLJ231 91914JAA0 6112000.00000000 PA USD 5826630.72000000 0.002248569716 Long DBT CORP US N 2 2026-12-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31371KEZ0 57931.98650000 PA USD 67696.42000000 0.000026124895 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31402RDD8 3160115.93000000 PA USD 3635586.97000000 0.001403018512 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31390REV1 34930.34340000 PA USD 40032.27000000 0.000015448954 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KJ9 23267000.00000000 PA USD 25076009.25000000 0.009677145803 Long DBT CORP US N 2 2026-03-09 Fixed 4.60000000 N N N N N N Ginnie Mae I Pool N/A 36181GFT1 18565478.12000000 PA USD 20087661.67000000 0.007752080041 Long ABS-MBS USGA US N 2 2043-07-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L0V82 4095.88000000 PA USD 4506.25000000 0.000001739018 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31375ETD3 1150.54000000 PA USD 1179.44000000 0.000000455160 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31371JW75 11400.07000000 PA USD 12711.08000000 0.000004905364 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.50000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170BB9 10942000.00000000 PA USD 11869881.60000000 0.004580735864 Long DBT CORP US N 2 2048-05-01 Fixed 4.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7TA4 2347365.44000000 PA USD 2622288.88000000 0.001011974097 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371KYA3 27568.56030000 PA USD 33434.87000000 0.000012902934 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36291QYR9 13548.96680000 PA USD 14207.72000000 0.000005482936 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Raytheon Co YR6K3WJN0KKLUPZSNL57 755111BX8 13681000.00000000 PA USD 14021246.47000000 0.005410974493 Long DBT CORP US N 2 2022-12-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZM5 79399639.97000000 PA USD 84967936.72000000 0.032790190180 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31380WUE2 958.95000000 PA USD 1051.82000000 0.000000405910 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AX3 3000000.00000000 PA USD 3239790.00000000 0.001250275507 Long DBT CORP US N 2 2025-05-21 Fixed 3.85000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785GQ3 24860000.00000000 PA USD 26896531.20000000 0.010379708008 Long DBT CORP N/A N 2 2024-10-15 Fixed 2.50000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 78009PEH0 42060000.00000000 PA USD 45531632.40000000 0.017571226785 Long DBT CORP GB N 2 2030-01-27 Variable 5.07600000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AK4 10550000.00000000 PA USD 10904374.50000000 0.004208134591 Long DBT CORP KY N 2 2023-09-29 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36297FWF5 803578.97000000 PA USD 902322.75000000 0.000348217642 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31403GRY0 13776.53660000 PA USD 15863.27000000 0.000006121834 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PS7M3 696359.63000000 PA USD 733064.75000000 0.000282898861 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EN8 7300000.00000000 PA USD 7540389.00000000 0.002909930485 Long DBT USGA US N 2 2022-08-15 Fixed 1.87500000 N N N N N N Fannie Mae Pool N/A 31371KWJ6 69068.64410000 PA USD 79690.71000000 0.000030753642 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAE2 9009000.00000000 PA USD 9853683.84000000 0.003802659915 Long DBT CORP NO N 2 2041-11-23 Fixed 4.25000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AR2 6288000.00000000 PA USD 5870288.16000000 0.002265417669 Long DBT CORP CA N 2 2021-11-15 Fixed 3.45000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BA1 25917000.00000000 PA USD 26789107.05000000 0.010338251684 Long DBT CORP JP N 2 2023-07-26 Fixed 3.76100000 N N N N N N Freddie Mac Gold Pool N/A 3128KXHK0 86133.57000000 PA USD 95883.89000000 0.000037002793 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BF3 3210000.00000000 PA USD 3018427.20000000 0.001164848833 Long DBT CORP US N 2 2030-03-01 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128PTK87 1475.47000000 PA USD 1553.97000000 0.000000599696 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3133KGXM5 18570258.71000000 PA USD 19507685.37000000 0.007528259929 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YFZ6 5314.22000000 PA USD 5715.18000000 0.000002205559 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMP31 2962373.61000000 PA USD 3075388.16000000 0.001186830780 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCNY7 1998.79000000 PA USD 2016.76000000 0.000000778292 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416BTA6 10978213.14000000 PA USD 12144209.16000000 0.004686602303 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AG7 7405000.00000000 PA USD 6812600.00000000 0.002629067601 Long DBT CORP US N 2 2028-09-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31407HK54 1357661.87580000 PA USD 1551739.64000000 0.000598835747 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C13 N/A 92937UAD0 3436000.00000000 PA USD 3491525.76000000 0.001347423488 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.00100000 N N N N N N Ginnie Mae I Pool N/A 36209F6K0 3079.20000000 PA USD 3522.14000000 0.000001359237 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AV1 2340000.00000000 PA USD 2199834.00000000 0.000848943472 Long DBT CORP GB N 2 2026-02-05 Variable 2.43800000 N N N N N N Fannie Mae Pool N/A 31383LZX6 14037.30140000 PA USD 14764.71000000 0.000005697886 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138EJBQ0 681760.93000000 PA USD 709024.55000000 0.000273621447 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 4.16700000 N N N N N N Freddie Mac Gold Pool N/A 3128PDYV6 11565.51710000 PA USD 12066.07000000 0.000004656447 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31404SBB0 131839.78330000 PA USD 156468.77000000 0.000060383256 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 45905U6L3 4915000.00000000 PA USD 5550804.40000000 0.002142124888 Long DBT CORP N/A N 2 2025-11-20 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31403MYR4 50494.35550000 PA USD 59489.92000000 0.000022957904 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AR6 1120000.00000000 PA USD 604800.00000000 0.000233399889 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BQ1 26385000.00000000 PA USD 27572325.00000000 0.010640505293 Long DBT CORP US N 2 2025-04-15 Fixed 5.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284M9 208493700.00000000 PA USD 234067537.20000000 0.090329592034 Long DBT UST US N 2 2025-04-30 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31384FW60 7761.13000000 PA USD 9435.52000000 0.000003641285 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31365CXT9 13.44000000 PA USD 13.78000000 0.000000005317 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 9.50000000 N N N N N N Fannie Mae Pool N/A 31406D5G7 239502.18270000 PA USD 273521.07000000 0.000105555204 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PD4D9 13797.30330000 PA USD 13919.27000000 0.000005371620 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31407N3P6 11563.02450000 PA USD 13643.21000000 0.000005265085 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31382WR95 4024.32000000 PA USD 4734.29000000 0.000001827021 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBR4 13105000.00000000 PA USD 13057035.70000000 0.005038873489 Long DBT CORP US N 2 2049-09-15 Fixed 3.10000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAC9 26150000.00000000 PA USD 28591364.00000000 0.011033765197 Long DBT CORP US Y 2 2029-01-25 Fixed 4.70900000 N N N N N N Fannie Mae Pool N/A 3138YXEJ0 13236963.88000000 PA USD 14078305.30000000 0.005432994209 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.00000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RAV4 457000.00000000 PA USD 473392.59000000 0.000182688125 Long DBT CORP US N 2 2022-06-15 Fixed 3.00000000 N N N N N N Dartmouth-Hitchcock Health N/A 23745QAA2 4600000.00000000 PA USD 5102642.00000000 0.001969173408 Long DBT CORP US N 2 2048-08-01 Fixed 4.17800000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBM7 5950000.00000000 PA USD 5912931.50000000 0.002281874268 Long DBT CORP US N 2 2027-03-15 Fixed 3.30000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YP9 505672000.00000000 PA USD 515471923.40000000 0.198927066532 Long DBT UST US N 2 2021-10-31 Fixed 1.50000000 N N N N N N Fannie Mae Pool N/A 31385JEK0 77850.44740000 PA USD 92474.65000000 0.000035687124 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GST4 15895.54500000 PA USD 18458.70000000 0.000007123443 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 7.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BV9 17533000.00000000 PA USD 22308287.88000000 0.008609047488 Long DBT CORP US Y 2 2047-11-15 Fixed 4.35000000 N N N N N N Ginnie Mae II Pool N/A 36202DAB7 54123.92350000 PA USD 65242.06000000 0.000025177727 Long ABS-MBS USGA US N 2 2029-01-20 Fixed 7.00000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBS8 18600000.00000000 PA USD 20529192.00000000 0.007922472122 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31379WV46 3491.22000000 PA USD 3623.01000000 0.000001398164 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154CQ0 8264000.00000000 PA USD 8532001.52000000 0.003292606167 Long DBT NUSS KR N 2 2022-11-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAH9 31236000.00000000 PA USD 32363307.24000000 0.012489405300 Long DBT CORP US N 2 2025-03-01 Variable 3.22000000 N N N N N N Fannie Mae Pool N/A 31405VZG5 13717.42410000 PA USD 16159.26000000 0.000006236060 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N COMM 2013-CCRE12 Mortgage Trust 549300MGZ5FI5VFL1177 12591KAG0 1150000.00000000 PA USD 1204728.50000000 0.000464919805 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31417CJK2 2494706.38000000 PA USD 2711396.58000000 0.001046361874 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31406BRP7 10669.34690000 PA USD 12318.83000000 0.000004753990 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285D8 390104000.00000000 PA USD 424359032.20000000 0.163765461512 Long DBT UST US N 2 2023-09-30 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128P76Y4 16042141.05000000 PA USD 17101243.20000000 0.006599583778 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DA2 7100000.00000000 PA USD 7078274.00000000 0.002731594523 Long DBT CORP US N 2 2022-01-30 Fixed 2.35000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C32 N/A 46590JAX5 5875000.00000000 PA USD 6008597.50000000 0.002318792974 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.35820000 N N N N N N Ginnie Mae I Pool N/A 36212KBS1 22285.69000000 PA USD 27128.82000000 0.000010469351 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9EA6 8666250.56000000 PA USD 9589206.24000000 0.003700594699 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138ELNV1 695693.95000000 PA USD 758508.16000000 0.000292717791 Long ABS-MBS USGSE US N 2 2042-07-01 Floating 4.40200000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EQ7 14400000.00000000 PA USD 15003648.00000000 0.005790095538 Long DBT CORP US N 2 2037-09-15 Fixed 3.60000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCR5 16650000.00000000 PA USD 15307677.00000000 0.005907424134 Long DBT CORP US N 2 2024-01-17 Fixed 5.10000000 N N N N N N American Airlines 2013-1 Class A Pass Through Trust N/A 023772AB2 684539.02670000 PA USD 630843.79000000 0.000243450513 Long DBT CORP US N 2 2025-07-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138W9KA7 15021836.77000000 PA USD 15661917.23000000 0.006044129872 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Partners Healthcare System Inc 5493007Z86EDN0QFYU66 70213HAC2 3125000.00000000 PA USD 3652343.75000000 0.001409485163 Long DBT CORP US N 2 2055-07-01 Fixed 4.11700000 N N N N N N Ginnie Mae II Pool N/A 36179Q6T3 741442.58000000 PA USD 845125.91000000 0.000326144665 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36206MF69 2946.12000000 PA USD 3385.62000000 0.000001306553 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBV1 605726.76030000 PA USD 713758.13000000 0.000275448195 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCW0 86984000.00000000 PA USD 60005042.56000000 0.023156696905 Long DBT CORP MX Y 2 2050-01-23 Fixed 7.69000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GF4 14155000.00000000 PA USD 14538175.85000000 0.005610464010 Long DBT CORP N/A N 2 2021-12-13 Fixed 2.12500000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YBB2 2500000.00000000 PA USD 2599400.00000000 0.001003140992 Long DBT CORP US N 2 2028-09-15 Fixed 4.00000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AD1 7520000.00000000 PA USD 7842457.60000000 0.003026502538 Long DBT CORP US N 2 2023-10-01 Fixed 3.85000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBP5 2450000.00000000 PA USD 2701370.00000000 0.001042492491 Long DBT CORP US N 2 2050-04-15 Fixed 3.70000000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466LAF1 18600000.00000000 PA USD 20525844.00000000 0.007921180086 Long DBT CORP US N 2 2028-04-11 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31335BXK7 14482490.98000000 PA USD 15731316.18000000 0.006070911796 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HF83 22700.75760000 PA USD 25699.53000000 0.000009917770 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HGA6 8867.78000000 PA USD 10864.63000000 0.000004192796 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 36204REW4 7345.19000000 PA USD 8790.06000000 0.000003392194 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 8.00000000 N N N N N N Celgene Corp 4SIHMF0MOSTTL8CD0X64 151020AY0 275000.00000000 PA USD 295726.75000000 0.000114124653 Long DBT CORP US N 2 2027-11-15 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31418CHF4 24802917.65000000 PA USD 26333257.67000000 0.010162333703 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CR6 6214000.00000000 PA USD 6250538.32000000 0.002412160965 Long DBT CORP US N 2 2024-02-01 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36208CWV5 1276.79000000 PA USD 1388.25000000 0.000000535743 Long ABS-MBS USGA US N 2 2027-05-15 Fixed 7.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AHSR5 50200000.00000000 PA USD 51193960.00000000 0.019756389872 Long DBT USGSE US N 2 2021-12-20 Fixed 1.62500000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189TAA2 1131000.00000000 PA USD 1377478.83000000 0.000531586320 Long DBT CORP US N 2 2025-12-15 Fixed 7.00000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769JB1 55655000.00000000 PA USD 57214453.10000000 0.022079773508 Long DBT CORP DE N 2 2022-08-22 Fixed 1.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828S92 165261000.00000000 PA USD 170089926.40000000 0.065639831326 Long DBT UST US N 2 2023-07-31 Fixed 1.25000000 N N N N N N Ginnie Mae I Pool N/A 36225BKS6 4497.14000000 PA USD 5413.66000000 0.000002089199 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292SBS8 5474027.55000000 PA USD 5990502.05000000 0.002311809714 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKGX1 53199.55700000 PA USD 60379.37000000 0.000023301154 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A2L53 1298627.68000000 PA USD 1415789.87000000 0.000546371029 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292SBU3 3563332.27000000 PA USD 3895684.27000000 0.001503393315 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138WGDB7 1081284.69000000 PA USD 1153071.18000000 0.000444984599 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PR5M7 108417.66000000 PA USD 114421.83000000 0.000044156816 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417CJQ9 3218164.71000000 PA USD 3534220.67000000 0.001363899988 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BXE3 84976.83310000 PA USD 98679.35000000 0.000038081596 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AQ7C1 2558595.58000000 PA USD 2835205.35000000 0.001094141228 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 5.00000000 N N N N N N Pinnacle West Capital Corp TWSEY0NEDUDCKS27AH81 723484AG6 3400000.00000000 PA USD 3404590.00000000 0.001313873890 Long DBT CORP US N 2 2020-11-30 Fixed 2.25000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CW6 68525000.00000000 PA USD 70459460.75000000 0.027191187725 Long DBT CORP N/A N 2 2022-01-18 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 3138EKY33 10170160.86000000 PA USD 11289895.57000000 0.004356911997 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Ralph Lauren Corp HO1QNWM0IXBZ0QSMMO20 751212AC5 4700000.00000000 PA USD 4883441.00000000 0.001884580999 Long DBT CORP US N 2 2025-09-15 Fixed 3.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 42895000.00000000 PA USD 51262527.65000000 0.019782850986 Long DBT CORP GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAT7 5225000.00000000 PA USD 5225104.50000000 0.002016433220 Long DBT CORP US N 2 2022-03-15 Fixed 2.60000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PCN4 5550000.00000000 PA USD 5634027.00000000 0.002174241530 Long DBT CORP US N 2 2021-08-16 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31371JSC9 1105.63000000 PA USD 1289.96000000 0.000000497811 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31402NBZ0 43242.64500000 PA USD 49865.26000000 0.000019243627 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31416QWM3 57362.26000000 PA USD 64104.62000000 0.000024738775 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418UEE0 5963002.24000000 PA USD 6615473.95000000 0.002552994192 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 4.50000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZM3 6450000.00000000 PA USD 5805000.00000000 0.002240222151 Long DBT CORP US N 2 2021-04-19 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQ22 91114565.25000000 PA USD 94615186.85000000 0.036513184744 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8AW4 7664317.06000000 PA USD 8691182.26000000 0.003354036007 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407KYT0 28601.78750000 PA USD 32698.71000000 0.000012618841 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36205XC36 280476.79700000 PA USD 325162.36000000 0.000125484224 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GM69 1119.16000000 PA USD 1157.78000000 0.000000446801 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 8.50000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABB7 1000000.00000000 PA USD 1027500.00000000 0.000396525109 Long DBT CORP US N 2 2024-04-01 Fixed 5.12500000 N N N N N N ORIX Corp 35380016EMHNBOVYE123 686330AJ0 9650000.00000000 PA USD 9985434.00000000 0.003853503951 Long DBT CORP JP N 2 2027-07-18 Fixed 3.70000000 N N N N N N DBJPM 16-C1 Mortgage Trust N/A 23312LAS7 4275000.00000000 PA USD 4470966.00000000 0.001725401734 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.27600000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAW4 7844000.00000000 PA USD 6824280.00000000 0.002633575060 Long DBT CORP US N 2 2022-07-01 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 31292GTT3 12413.97290000 PA USD 13757.04000000 0.000005309013 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 7.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GD9 7400000.00000000 PA USD 7225730.00000000 0.002788499639 Long DBT CORP US N 2 2022-02-01 Fixed 2.40000000 N N N N N N Ginnie Mae I Pool N/A 36210FRY4 13913.23130000 PA USD 15592.84000000 0.000006017472 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291RAT9 68002.55920000 PA USD 74040.51000000 0.000028573159 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAH8 17584000.00000000 PA USD 13451760.00000000 0.005191202536 Long DBT CORP US Y 2 2029-11-15 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36224S5A6 6987.55000000 PA USD 7556.13000000 0.000002916005 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 7.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAW5 21675000.00000000 PA USD 22120638.00000000 0.008536631050 Long DBT CORP GB N 2 2028-05-09 Fixed 4.83600000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135BN5 17230000.00000000 PA USD 20498875.60000000 0.007910772643 Long DBT CORP US N 2 2025-12-03 Fixed 5.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYE4 6917622.97000000 PA USD 7448204.65000000 0.002874355391 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212KXB4 4681.04000000 PA USD 5054.31000000 0.000001950521 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31371NNA9 549776.21130000 PA USD 669402.02000000 0.000258330617 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36292DBU5 89543.43290000 PA USD 101489.42000000 0.000039166037 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418RGB1 1509686.87000000 PA USD 1656352.95000000 0.000639207333 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N UBS Commercial Mortgage Trust 2019-C16 N/A 90276YAE3 5250000.00000000 PA USD 5624115.00000000 0.002170416366 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.60480000 N N N N N N Freddie Mac Gold Pool N/A 3128MJBS8 6461.50260000 PA USD 7561.77000000 0.000002918181 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BZM3 41599.41000000 PA USD 46132.91000000 0.000017803267 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780097BM2 4750000.00000000 PA USD 4370000.00000000 0.001686437691 Long DBT CORP GB N 2 2029-11-01 Variable 3.75400000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BF5 32208000.00000000 PA USD 31876579.68000000 0.012301571043 Long DBT CORP GB N 2 2022-01-05 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 36210BHA6 2180.51000000 PA USD 2252.64000000 0.000000869321 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31410KXZ2 2299707.67000000 PA USD 2631026.55000000 0.001015346073 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KE0 6800000.00000000 PA USD 6898804.00000000 0.002662334804 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36209RNE9 445.25000000 PA USD 466.57000000 0.000000180055 Long ABS-MBS USGA US N 2 2030-04-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36200ECZ2 138156.81600000 PA USD 158896.92000000 0.000061320310 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294ML58 2648536.78000000 PA USD 2773494.75000000 0.001070326335 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402QSZ5 2988582.52000000 PA USD 3438782.59000000 0.001327069238 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138ADUP8 25533.62000000 PA USD 29067.98000000 0.000011217697 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.50000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AF2 8074000.00000000 PA USD 8576848.72000000 0.003309913262 Long DBT CORP US N 2 2028-05-01 Fixed 4.12500000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AS2 7739000.00000000 PA USD 6926405.00000000 0.002672986375 Long DBT CORP US N 2 2026-06-15 Fixed 3.12500000 N N N N N N Province of New Brunswick Canada 549300POZA55ZTGSOU44 642869AK7 1675000.00000000 PA USD 1754880.75000000 0.000677230444 Long DBT NUSS CA N 2 2022-12-12 Fixed 2.50000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AS8 11097000.00000000 PA USD 12366718.74000000 0.004772471535 Long DBT CORP US N 2 2048-11-15 Fixed 4.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 31349UB49 134287.51570000 PA USD 140531.89000000 0.000054233015 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 4.39700000 N N N N N N Freddie Mac Gold Pool N/A 31292GMD5 3875.02000000 PA USD 4358.08000000 0.000001681837 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31419EDE6 4059068.90000000 PA USD 4439606.61000000 0.001713299753 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4.00000000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 96332HCD9 2763000.00000000 PA USD 2824255.71000000 0.001089915624 Long DBT CORP US N 2 2021-06-15 Fixed 4.85000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BZ6 27550000.00000000 PA USD 33340183.50000000 0.012866394075 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 3138WKQM0 804713.37000000 PA USD 871536.77000000 0.000336336947 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36204FAE4 1586.72000000 PA USD 1594.62000000 0.000000615383 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384JAD1 2188.66000000 PA USD 2603.39000000 0.000001004680 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 6.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDJ2 68790000.00000000 PA USD 71717014.50000000 0.027676493456 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3138EKZS7 2826620.69000000 PA USD 3186619.10000000 0.001229756192 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DYY1 1388874.69000000 PA USD 1481332.08000000 0.000571664589 Long ABS-MBS USGA US N 2 2033-08-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202F4Q6 11388891.68000000 PA USD 12368450.25000000 0.004773139746 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 3.50000000 N N N N N N Fannie Mae-Aces N/A 3136ALHX2 12488534.99670000 PA USD 12712329.54000000 0.004905847068 Long ABS-MBS USGSE US N 2 2021-10-25 Variable 2.61400000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBB0 26366000.00000000 PA USD 24929580.32000000 0.009620637047 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Freddie Mac Gold Pool N/A 3128LXCT5 1768127.80000000 PA USD 1990947.27000000 0.000768331468 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200RHM7 26549.00470000 PA USD 30092.50000000 0.000011613072 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKPC7 89624.60670000 PA USD 104593.71000000 0.000040364021 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 428236BR3 10304000.00000000 PA USD 11176027.52000000 0.004312968891 Long DBT CORP US N 2 2041-09-15 Fixed 6.00000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AQ4 7295000.00000000 PA USD 7718182.95000000 0.002978543395 Long DBT CORP US N 2 2028-03-07 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAD63 12330940.96000000 PA USD 13752451.83000000 0.005307243277 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407CW52 228027.43150000 PA USD 257290.19000000 0.000099291504 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31404JQ73 48935.79490000 PA USD 58644.66000000 0.000022631708 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EGCG7 1920311.23000000 PA USD 2126379.83000000 0.000820596588 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31387CDD0 9677.20050000 PA USD 10585.79000000 0.000004085188 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.00000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAG8 6938000.00000000 PA USD 6006226.60000000 0.002317878014 Long DBT CORP US N 2 2027-11-15 Fixed 4.05000000 N N N N N N Fannie Mae Pool N/A 31414SLV3 3382.11000000 PA USD 3591.60000000 0.000001386043 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 6.00000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBC2 12767000.00000000 PA USD 12656054.77000000 0.004884129930 Long DBT CORP US N 2 2024-11-15 Fixed 3.90000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBX3 500000.00000000 PA USD 537815.00000000 0.000207549539 Long DBT CORP US N 2 2028-09-01 Fixed 3.65000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058FF5 10215000.00000000 PA USD 10569971.25000000 0.004079084191 Long DBT CORP N/A N 2 2023-04-19 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31402CV25 398682.28660000 PA USD 447660.41000000 0.000172757754 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3132A9Q34 24351871.08000000 PA USD 25539268.31000000 0.009855923272 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAA8 7442000.00000000 PA USD 7446986.14000000 0.002873885152 Long DBT CORP GB N 2 2022-11-30 Fixed 3.12500000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764BG1 14900000.00000000 PA USD 15635911.00000000 0.006034093743 Long DBT CORP US N 2 2024-03-07 Fixed 3.25000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DW0 2000000.00000000 PA USD 1973900.00000000 0.000761752713 Long DBT CORP AU N 2 2028-01-25 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31371J3B8 2518.69000000 PA USD 2962.46000000 0.000001143250 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N State of Wisconsin 549300VTAT608CNZ5827 977100EL6 17970000.00000000 PA USD 19527459.90000000 0.007535891167 Long DBT MUN US N 2 2036-05-01 Fixed 3.95400000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582PWH9 400000.00000000 PA USD 471952.00000000 0.000182132183 Long DBT MUN US N 2 2031-08-01 Fixed 4.50000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AZ9 23282000.00000000 PA USD 24757845.98000000 0.009554362615 Long DBT CORP US N 2 2024-08-22 Fixed 2.80000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AC6 3825000.00000000 PA USD 3322662.75000000 0.001282257139 Long DBT CORP US N 2 2036-01-15 Fixed 6.25000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-UBS1 N/A 92938JAB8 27405.08000000 PA USD 27481.54000000 0.000010605470 Long ABS-MBS CORP US N 2 2046-03-15 Fixed 2.92700000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BU1 24400000.00000000 PA USD 26478880.00000000 0.010218531183 Long DBT NUSS JP N 2 2023-10-31 Fixed 3.37500000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 035242AN6 9210000.00000000 PA USD 10208548.20000000 0.003939606513 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 31409WEG2 3408.88380000 PA USD 3492.98000000 0.000001347984 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UKU4 11334.85000000 PA USD 12546.55000000 0.000004841870 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Fannie Mae-Aces N/A 3136AHAE0 3683371.19150000 PA USD 3796966.36000000 0.001465296838 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 2.62330000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BL6 15467000.00000000 PA USD 15671319.07000000 0.006047758160 Long DBT CORP US N 2 2023-09-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31356JPP2 356.06000000 PA USD 368.41000000 0.000000142174 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36201FX77 2877.38000000 PA USD 3203.13000000 0.000001236127 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335HYR8 190360.87000000 PA USD 201141.01000000 0.000077622833 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.50000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CY9 2040000.00000000 PA USD 877200.00000000 0.000338522458 Long DBT CORP US N 2 2049-08-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31388CFE5 3551.59000000 PA USD 4178.45000000 0.000001612516 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DV7 5500000.00000000 PA USD 6668365.00000000 0.002573405510 Long DBT CORP US N 2 2047-05-02 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200N6J5 176641.41740000 PA USD 202784.35000000 0.000078257018 Long ABS-MBS USGA US N 2 2034-11-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371HYB8 28814.22000000 PA USD 34489.18000000 0.000013309806 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418BZD1 16893249.28000000 PA USD 18416682.50000000 0.007107228267 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.00000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AH0 19694000.00000000 PA USD 20022102.04000000 0.007726779760 Long DBT CORP US N 2 2027-07-15 Fixed 3.90000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAN0 2200000.00000000 PA USD 2185436.00000000 0.000843387103 Long DBT CORP US N 2 2024-12-01 Fixed 2.00000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BF3 20876000.00000000 PA USD 19078993.92000000 0.007362822533 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31371LVH9 14513.89540000 PA USD 17349.18000000 0.000006695265 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31385NQH5 2078.46000000 PA USD 2257.58000000 0.000000871228 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 6.50000000 N N N N N N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAD2 2346000.00000000 PA USD 2442279.84000000 0.000942506356 Long DBT CORP GB N 2 2026-01-15 Fixed 3.75000000 N N N N N N University of California N/A 91412GDZ5 13025000.00000000 PA USD 17516931.75000000 0.006760003192 Long DBT MUN US N 2 2045-05-15 Fixed 5.94600000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBJ8 2369065.18000000 PA USD 2659465.19000000 0.001026320900 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 13557000.00000000 PA USD 16483685.16000000 0.006361260401 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MBCN5 111111.44000000 PA USD 113602.56000000 0.000043840649 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 5.50000000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 026609AC1 2400000.00000000 PA USD 2731776.00000000 0.001054226547 Long DBT CORP US N 2 2023-03-01 Fixed 7.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9EE8 1971732.61000000 PA USD 2197180.52000000 0.000847919461 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FQJZ7 13375000.00000000 PA USD 14698055.00000000 0.005672163375 Long ABS-MBS USGSE US N 2 2034-10-25 Fixed 2.85900000 N N N N N N Ginnie Mae I Pool N/A 36201CJ54 116440.10000000 PA USD 134055.16000000 0.000051733563 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FSF4 5012895.45000000 PA USD 5614092.00000000 0.002166548364 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 5.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFM6 50103000.00000000 PA USD 52728397.20000000 0.020348548391 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N Bestfoods N/A 126149AD5 250000.00000000 PA USD 325222.50000000 0.000125507433 Long DBT CORP US N 2 2026-12-15 Fixed 7.25000000 N N N N N N Fannie Mae Pool N/A 31371JYF5 33610.89950000 PA USD 39553.31000000 0.000015264117 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BQ4 30502000.00000000 PA USD 33868505.74000000 0.013070280240 Long DBT CORP NL N 2 2046-05-10 Fixed 4.00000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAC1 9506000.00000000 PA USD 9455047.84000000 0.003648821294 Long DBT CORP GB N 2 2022-09-07 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3132WLT71 5601511.43000000 PA USD 6062907.93000000 0.002339752049 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Fairfax Financial Holdings Ltd GLS7OQD0WOEDI8YAP031 303901BB7 5575000.00000000 PA USD 5975062.00000000 0.002305851205 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85000000 N N N N N N Fannie Mae Pool N/A 31401MBK6 22838.98050000 PA USD 26351.62000000 0.000010169419 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CV0 8110000.00000000 PA USD 8513472.50000000 0.003285455586 Long DBT CORP US N 2 2028-03-14 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36225AU24 19800.46610000 PA USD 22533.72000000 0.000008696044 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36241LGW0 1203352.21000000 PA USD 1393361.52000000 0.000537715648 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BZ1 2000000.00000000 PA USD 2004920.00000000 0.000773723720 Long DBT CORP US N 2 2022-02-18 Fixed 2.62500000 N N N N N N Ginnie Mae I Pool N/A 36206FSD5 563.02000000 PA USD 610.99000000 0.000000235788 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 7.50000000 N N N N N N PENDING N/A 14042WAD2 2125000.00000000 PA USD 2149458.75000000 0.000829503032 Long ABS-CBDO CORP US N 2 2024-10-15 Fixed 2.56000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 N/A 61690QAC3 1750000.00000000 PA USD 1796270.00000000 0.000693203073 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.39800000 N N N N N N Praxair Inc ZU69GUVJQGZ6Z1UOOO79 74005PBA1 20465000.00000000 PA USD 20538264.70000000 0.007925973390 Long DBT CORP US N 2 2022-02-15 Fixed 2.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAF7 381656.35510000 PA USD 432367.04000000 0.000166855851 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 313615KS4 259.52000000 PA USD 281.93000000 0.000000108800 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31371K4Y4 10374.62190000 PA USD 11882.05000000 0.000004585431 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 6.00000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DN4 3625000.00000000 PA USD 3785950.00000000 0.001461045487 Long DBT CORP US N 2 2029-03-15 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36210D4R9 9529.79000000 PA USD 9681.60000000 0.000003736250 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L8KE4 1646588.50000000 PA USD 1795752.95000000 0.000693003537 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7M94 3527392.23000000 PA USD 3942248.83000000 0.001521363161 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31419LEN9 300480.67000000 PA USD 321012.51000000 0.000123882745 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 3.74100000 N N N N N N City of Hope 549300QIQJNNQEIXBL15 17858PAB7 9600000.00000000 PA USD 12908640.00000000 0.004981605731 Long DBT CORP US N 2 2048-08-15 Fixed 4.37800000 N N N N N N Freddie Mac Pool N/A 3132DV4F9 4624596.82000000 PA USD 4988506.34000000 0.001925127029 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWU0 12359435.37000000 PA USD 13053788.45000000 0.005037620335 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N Fox Corp 549300DDU6FDRBIELS05 35137LAA3 3775000.00000000 PA USD 3863410.50000000 0.001490938463 Long DBT CORP US Y 2 2022-01-25 Fixed 3.66600000 N N N N N N Fannie Mae Pool N/A 31406PSM2 45867.45800000 PA USD 54381.38000000 0.000020986455 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAS3 830000.00000000 PA USD 747000.00000000 0.000288276648 Long DBT CORP US N 2 2021-06-01 Fixed 3.37500000 N N N N N N University of Southern California 0GMCSQ6M60R4T46U5511 914886AA4 3325000.00000000 PA USD 5364255.75000000 0.002070133429 Long DBT CORP US N 2 2111-10-01 Fixed 5.25000000 N N N N N N Time Warner Entertainment Co LP N/A 88731EAJ9 7443000.00000000 PA USD 9833691.60000000 0.003794944660 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BL7 13300000.00000000 PA USD 13277656.00000000 0.005124013624 Long DBT CORP JP N 2 2022-07-18 Fixed 2.62300000 N N N N N N Freddie Mac Pool N/A 3132A5HL2 2306913.14000000 PA USD 2437115.32000000 0.000940513303 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAJ5 4573000.00000000 PA USD 4485289.86000000 0.001730929491 Long DBT CORP US N 2 2042-08-15 Fixed 5.75000000 N N N N N N Ginnie Mae I Pool N/A 36208HSK3 11924.22000000 PA USD 14248.61000000 0.000005498716 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36200A4P1 59394.27230000 PA USD 64829.44000000 0.000025018492 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371MDK0 3464.08220000 PA USD 3484.76000000 0.000001344812 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31405QFM5 82085.13700000 PA USD 98014.58000000 0.000037825053 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K1SZ5 32567.92800000 PA USD 35195.83000000 0.000013582511 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417AEL9 3263583.11000000 PA USD 3555314.80000000 0.001372040477 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQE9 442.61000000 PA USD 491.01000000 0.000000189486 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2P4 23621115.43000000 PA USD 25364826.17000000 0.009788603867 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GLL9 756.39000000 PA USD 824.08000000 0.000000318022 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31385KQD0 958.94000000 PA USD 990.48000000 0.000000382238 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JUX1 1948.14000000 PA USD 2019.01000000 0.000000779161 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KDM7 234280.13000000 PA USD 255770.65000000 0.000098705094 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8DM0 4216886.88000000 PA USD 4465092.84000000 0.001723135208 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 3.00000000 N N N N N N Ameren Corp XRZQ5S7HYJFPHJ78L959 023608AG7 4140000.00000000 PA USD 4140331.20000000 0.001597805627 Long DBT CORP US N 2 2026-02-15 Fixed 3.65000000 N N N N N N Ginnie Mae I Pool N/A 36206FU67 952.19000000 PA USD 1017.94000000 0.000000392835 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36200QSG0 33247.46000000 PA USD 34753.57000000 0.000013411837 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXL9 10132476.14000000 PA USD 10949660.34000000 0.004225610963 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AM5 8158000.00000000 PA USD 8476814.64000000 0.003271308859 Long DBT CORP US N 2 2023-11-20 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31371G7E4 40919.26290000 PA USD 45081.98000000 0.000017397700 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160AV6 8466000.00000000 PA USD 10767397.44000000 0.004155273429 Long DBT CORP US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M83X0 18162240.61000000 PA USD 19970291.66000000 0.007706785486 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31409YQT7 29250.46650000 PA USD 34624.36000000 0.000013361973 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Comm 2013-CCRE13 Mortgage Trust N/A 12630BBA5 5850000.00000000 PA USD 6141739.50000000 0.002370174138 Long ABS-MBS CORP US N 2 2046-11-10 Variable 4.19400000 N N N N N N Freddie Mac Gold Pool N/A 31293FUE5 2370.56000000 PA USD 2623.40000000 0.000001012402 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.50000000 N N N N N N American Airlines 2015-1 Class B Pass Through Trust N/A 023770AB6 1554344.00400000 PA USD 1414453.04000000 0.000545855130 Long DBT CORP US N 2 2023-05-01 Fixed 3.70000000 N N N N N N Spirit Realty LP 549300GTBVIBJRX5BW73 84861TAC2 644000.00000000 PA USD 663397.28000000 0.000256013312 Long DBT CORP US N 2 2026-09-15 Fixed 4.45000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0426C2 -20000000.00000000 PA USD -21487600.00000000 -0.00829233376 Short ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138EK3Q6 24137572.06000000 PA USD 25727755.31000000 0.009928662765 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WFW51 5694550.48000000 PA USD 6073807.54000000 0.002343958345 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BK9 4685000.00000000 PA USD 5854422.85000000 0.002259295047 Long DBT CORP US N 2 2035-11-03 Fixed 4.20000000 N N N N N N Ginnie Mae II Pool N/A 36202FTL0 15319442.11680000 PA USD 17279105.15000000 0.006668222930 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212QYQ7 4048.83000000 PA USD 4929.86000000 0.000001902494 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UF95 907511.29000000 PA USD 956761.93000000 0.000369226402 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402RC98 112343.26470000 PA USD 131812.35000000 0.000050868035 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4X5 144315764.23000000 PA USD 156524877.90000000 0.060404909339 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287S3A3 50697.64620000 PA USD 57055.13000000 0.000022018288 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAT0 8316000.00000000 PA USD 8998577.28000000 0.003472663592 Long DBT CORP US N 2 2041-02-01 Fixed 5.95000000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAF3 4400000.00000000 PA USD 4100052.00000000 0.001582261380 Long DBT CORP US N 2 2030-02-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140GTBY5 66614.64000000 PA USD 69903.40000000 0.000026976596 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXF2 11862582.50000000 PA USD 12817757.64000000 0.004946533091 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312935SZ3 9709.24000000 PA USD 11596.52000000 0.000004475242 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31387WKV8 12632.96000000 PA USD 13194.50000000 0.000005091922 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTY2 173.80000000 PA USD 206.52000000 0.000000079698 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31376KHQ2 66160.97000000 PA USD 75554.50000000 0.000029157427 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HTJ4 669802.50000000 PA USD 736555.02000000 0.000284245800 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36205W3V6 1420.89000000 PA USD 1515.42000000 0.000000584819 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 8.00000000 N N N N N N COMM 2014-CCRE15 Mortgage Trust N/A 12591RBD1 1320000.00000000 PA USD 1394157.60000000 0.000538022866 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.69630000 N N N N N N Ginnie Mae I Pool N/A 36200NY70 62852.85260000 PA USD 70447.36000000 0.000027186517 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Bunge Ltd Finance Corp 549300QHC068L40NNM71 120568BA7 7000000.00000000 PA USD 7212660.00000000 0.002783455762 Long DBT CORP US N 2 2024-03-15 Fixed 4.35000000 N N N N N N Coca-Cola Femsa SAB de CV 5493008KEVFYPMGTXO33 191241AH1 2000000.00000000 PA USD 1960080.00000000 0.000756419403 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3138EGCR3 1274566.40000000 PA USD 1423499.48000000 0.000549346264 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAD2 24275000.00000000 PA USD 26505387.00000000 0.010228760566 Long DBT CORP US N 2 2028-11-15 Fixed 4.72500000 N N N N N N Ginnie Mae I Pool N/A 36294SQS9 117280.90430000 PA USD 136029.43000000 0.000052495459 Long ABS-MBS USGA US N 2 2037-01-15 Fixed 6.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BH0 8555000.00000000 PA USD 8860327.95000000 0.003419311445 Long DBT CORP US Y 2 2022-08-15 Fixed 3.55000000 N N N N N N Ginnie Mae II Pool N/A 36202ENA3 1087460.11000000 PA USD 1250187.64000000 0.000482463056 Long ABS-MBS USGA US N 2 2037-05-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128F8EF5 3269.45000000 PA USD 3759.38000000 0.000001450791 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287PVB6 13607.96840000 PA USD 15254.80000000 0.000005887018 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N New York State Urban Development Corp 54930039Y2EMGXN6LM88 650035TD0 5775000.00000000 PA USD 6314385.00000000 0.002436800198 Long DBT MUN US N 2 2039-03-15 Fixed 5.77000000 N N N N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194AL9 5550000.00000000 PA USD 5100394.50000000 0.001968306070 Long DBT CORP US N 2 2027-05-01 Fixed 3.85000000 N N N N N N Ginnie Mae I Pool N/A 36210KNG6 23211.66000000 PA USD 24523.12000000 0.000009463778 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 42250PAA1 12100000.00000000 PA USD 11682550.00000000 0.004508442255 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BR8 6910000.00000000 PA USD 8189317.40000000 0.003160360076 Long DBT CORP US N 2 2046-01-15 Fixed 4.65000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BU3 20195000.00000000 PA USD 21101755.50000000 0.008143431542 Long DBT CORP US N 2 2023-02-23 Fixed 2.85000000 N N N N N N Freddie Mac Gold Pool N/A 31296MCX5 17794.08050000 PA USD 20297.00000000 0.000007832866 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YAY4 5875000.00000000 PA USD 5857316.25000000 0.002260411647 Long DBT CORP US N 2 2023-03-15 Fixed 3.20000000 N N N N N N Ginnie Mae II Pool N/A 36202DM57 143943.37000000 PA USD 170364.18000000 0.000065745669 Long ABS-MBS USGA US N 2 2031-05-20 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31411EZB6 113353.64330000 PA USD 124354.61000000 0.000047990000 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBE1 14350000.00000000 PA USD 14663547.50000000 0.005658846499 Long DBT CORP US N 2 2029-08-16 Fixed 2.44000000 N N N N N N Ginnie Mae I Pool N/A 36290SP54 114887.90920000 PA USD 133110.28000000 0.000051368922 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CN6 30140000.00000000 PA USD 30875416.00000000 0.011915209449 Long DBT CORP N/A N 2 2022-04-14 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31418AEB0 35576440.84000000 PA USD 38929876.15000000 0.015023526425 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371JTA2 2437.15000000 PA USD 2828.48000000 0.000001091545 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31376KQV1 574.71330000 PA USD 577.02000000 0.000000222679 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31376ZTT0 1082.32000000 PA USD 1121.63000000 0.000000432851 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31419FSN7 4585962.64000000 PA USD 5013282.64000000 0.001934688513 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312946TV8 4459184.71000000 PA USD 4910052.88000000 0.001894850857 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WGHE7 17885910.11000000 PA USD 19502438.67000000 0.007526235161 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417CVE2 5307521.93000000 PA USD 5716572.65000000 0.002206096930 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CXP4 139606629.59000000 PA USD 149969629.70000000 0.057875157018 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371FF23 3305.95000000 PA USD 3736.58000000 0.000001441992 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 6.50000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAJ6 5525000.00000000 PA USD 5671799.25000000 0.002188818314 Long DBT CORP US N 2 2021-03-15 Fixed 5.20000000 N N N N N N Fannie Mae Pool N/A 31412SFR1 69569.63700000 PA USD 82571.51000000 0.000031865379 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGQ6 51778000.00000000 PA USD 52414869.40000000 0.020227554089 Long DBT CORP US N 2 2023-07-21 Variable 2.81600000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2Z2 5071608.97000000 PA USD 5361299.27000000 0.002068992486 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31384LBV5 3979.02000000 PA USD 4147.37000000 0.000001600521 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572QAF2 8954000.00000000 PA USD 12163829.92000000 0.004694174200 Long DBT CORP US N 2 2043-09-15 Fixed 5.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7E28 2305722.04000000 PA USD 2512430.02000000 0.000969578188 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138EH7L0 1243941.34000000 PA USD 1417483.60000000 0.000547024661 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31385JJD1 156032.21000000 PA USD 174300.46000000 0.000067264728 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EADB2 200749000.00000000 PA USD 207542346.20000000 0.080093188856 Long DBT USGSE US N 2 2022-01-13 Fixed 2.37500000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BD8 6265000.00000000 PA USD 6024486.65000000 0.002324924796 Long DBT CORP US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Commonwealth of Massachusetts Transportation Fund Revenue N/A 57604TAD8 4275000.00000000 PA USD 5729483.25000000 0.002211079292 Long DBT MUN US N 2 2040-06-01 Fixed 5.73100000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066GAD6 12350000.00000000 PA USD 12450158.50000000 0.004804671982 Long DBT CORP US N 2 2021-09-16 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 31410PDX8 4201.73850000 PA USD 4917.97000000 0.000001897906 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335BYU4 27257505.55000000 PA USD 28808457.62000000 0.011117544342 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KKC1 8421.36680000 PA USD 8588.78000000 0.000003314517 Long ABS-MBS USGA US N 2 2021-05-15 Fixed 5.50000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QEL0 7175000.00000000 PA USD 7288293.25000000 0.002812643580 Long DBT CORP US N 2 2022-11-15 Fixed 2.25000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200AS0 1520000.00000000 PA USD 1916796.00000000 0.000739715565 Long DBT CORP US N 2 2028-01-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407QTB2 5422.86120000 PA USD 5630.01000000 0.000002172691 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31403FQZ0 484192.21490000 PA USD 543602.60000000 0.000209783046 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291F4H8 7782.92600000 PA USD 9010.68000000 0.000003477334 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31413FTQ5 25591.56710000 PA USD 26544.85000000 0.000010243989 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 4.50000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 023551AF1 7493000.00000000 PA USD 6045951.84000000 0.002333208482 Long DBT CORP US N 2 2029-10-01 Fixed 7.87500000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DH7 10340000.00000000 PA USD 10568514.00000000 0.004078521820 Long DBT CORP US N 2 2026-04-01 Fixed 3.90000000 N N N N N N Steelcase Inc GIE4CCPBJDI8SMV1OX95 858155AE4 4730000.00000000 PA USD 5351711.20000000 0.002065292330 Long DBT CORP US N 2 2029-01-18 Fixed 5.12500000 N N N N N N Fannie Mae Pool N/A 3140EVJR9 2642230.64000000 PA USD 2792282.92000000 0.001077576925 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GT30 7201.90000000 PA USD 7966.38000000 0.000003074325 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418DC75 6732757.12000000 PA USD 7188497.45000000 0.002774131132 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AQ6 12375000.00000000 PA USD 11663685.00000000 0.004501162016 Long DBT CORP US N 2 2022-02-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31283HR56 16836.86650000 PA USD 19526.22000000 0.000007535412 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAC5 7450000.00000000 PA USD 8848737.50000000 0.003414838545 Long DBT CORP US N 2 2041-03-01 Fixed 5.05000000 N N N N N N Ginnie Mae I Pool N/A 36211EKS6 903.58000000 PA USD 954.00000000 0.000000368160 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 7.50000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAJ4 25290000.00000000 PA USD 26705987.10000000 0.010306174655 Long DBT CORP US N 2 2045-04-23 Fixed 5.87500000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAG4 13775000.00000000 PA USD 12430146.75000000 0.004796949198 Long DBT CORP US N 2 2045-03-15 Fixed 4.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AQ2 26523000.00000000 PA USD 28616990.85000000 0.011043654919 Long DBT CORP GB N 2 2044-03-14 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 31371KVF5 565064.28040000 PA USD 644828.75000000 0.000248847484 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418C4C5 8434175.73000000 PA USD 8887428.33000000 0.003429769821 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GHR0 820.27000000 PA USD 893.68000000 0.000000344882 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 7.00000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CW6 3000000.00000000 PA USD 3150030.00000000 0.001215636000 Long DBT NUSS KR N 2 2024-02-19 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31391K5X1 20989.68000000 PA USD 24826.17000000 0.000009580729 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 49456BAH4 21396000.00000000 PA USD 21870777.24000000 0.008440206656 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QBZ7 10182000.00000000 PA USD 10518820.56000000 0.004059344500 Long DBT CORP US N 2 2024-05-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31385HXF4 27147.81200000 PA USD 32476.93000000 0.000012533253 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.50000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABH1 6845000.00000000 PA USD 6935285.55000000 0.002676413491 Long DBT CORP US N 2 2023-08-15 Fixed 5.75000000 N N N N N N Ginnie Mae I Pool N/A 36200HVR2 116460.56950000 PA USD 126792.95000000 0.000048930986 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WHY22 693549.14000000 PA USD 727311.11000000 0.000280678459 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866BB3 10348000.00000000 PA USD 9380462.00000000 0.003620037685 Long DBT CORP US N 2 2049-11-15 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31404RXX0 170440.41530000 PA USD 192699.93000000 0.000074365314 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138ER5G1 11336352.58000000 PA USD 12490960.09000000 0.004820417827 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N Allegion plc N/A 01748TAB7 4475000.00000000 PA USD 4336543.50000000 0.001673526409 Long DBT CORP IE N 2 2029-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31387SW93 9843.15520000 PA USD 10598.42000000 0.000004090062 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1S83 2545.71530000 PA USD 2608.34000000 0.000001006591 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292G5T9 49035.11000000 PA USD 57122.96000000 0.000022044465 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QVN6 1792607.47000000 PA USD 1954910.15000000 0.000754424293 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36223GQD4 15.39000000 PA USD 16.58000000 0.000000006398 Long ABS-MBS USGA US N 2 2021-10-15 Fixed 9.00000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAD8 11920000.00000000 PA USD 15052099.20000000 0.005808793463 Long DBT CORP NL N 2 2045-08-04 Fixed 5.25000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEM2 26562000.00000000 PA USD 27003991.68000000 0.010421178352 Long DBT CORP US N 2 2022-01-15 Fixed 2.62500000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAC7 20428000.00000000 PA USD 25536429.96000000 0.009854827917 Long DBT CORP ES N 2 2036-06-20 Fixed 7.04500000 N N N N N N Fannie Mae Pool N/A 31383ECA7 597.80000000 PA USD 708.23000000 0.000000273314 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GPM1 4474.06000000 PA USD 5051.80000000 0.000001949552 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2J8 13177050.56000000 PA USD 14149780.43000000 0.005460577356 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FK9 9021000.00000000 PA USD 9348101.46000000 0.003607549347 Long DBT CORP US N 2 2023-12-01 Fixed 3.55000000 N N N N N N WR Berkley Corp SQOAGCLKBDWNVYV1OV80 084423AT9 4088000.00000000 PA USD 4135134.64000000 0.001595800210 Long DBT CORP US N 2 2044-08-01 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36213CYE4 527.27050000 PA USD 530.59000000 0.000000204761 Long ABS-MBS USGA US N 2 2020-11-15 Fixed 4.50000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170AV6 17791000.00000000 PA USD 17532852.59000000 0.006766147243 Long DBT CORP US N 2 2023-05-15 Fixed 3.00000000 N N N N N N WestRock MWV LLC 4DL8C98Z5G5IXZLH3578 961548AY0 5758000.00000000 PA USD 7412906.78000000 0.002860733501 Long DBT CORP US N 2 2031-02-15 Fixed 7.95000000 N N N N N N Fannie Mae Pool N/A 31371MHJ9 893531.86470000 PA USD 1021449.89000000 0.000394190296 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M43K7 131798.00000000 PA USD 149101.76000000 0.000057540235 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31408AK66 2792.28670000 PA USD 2878.29000000 0.000001110768 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 5.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CE7 10175000.00000000 PA USD 10045777.50000000 0.003876791263 Long DBT CORP GB N 2 2025-11-07 Variable 2.63300000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAJ2 3993000.00000000 PA USD 3592342.38000000 0.001386329883 Long DBT CORP US N 2 2041-10-01 Fixed 5.75000000 N N N N N N Ginnie Mae II Pool N/A 36179SYR2 13141849.07470000 PA USD 13918532.36000000 0.005371335832 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296K6Y4 72952.81000000 PA USD 84021.21000000 0.000032424836 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAY5 1625000.00000000 PA USD 1630411.25000000 0.000629196106 Long DBT CORP US N 2 2026-10-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31402EX52 22656.17840000 PA USD 25456.94000000 0.000009824151 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225ABK5 1516.10000000 PA USD 1769.77000000 0.000000682976 Long ABS-MBS USGA US N 2 2025-01-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36207AHL9 1687.39000000 PA USD 1857.65000000 0.000000716890 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 7.00000000 N N N N N N Rohm & Haas Co N/A 775371AU1 8065000.00000000 PA USD 10093831.40000000 0.003895335864 Long DBT CORP US N 2 2029-07-15 Fixed 7.85000000 N N N N N N Ginnie Mae I Pool N/A 36225B7J1 29332.96090000 PA USD 35030.01000000 0.000013518519 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418MXH0 157190.15000000 PA USD 180635.06000000 0.000069709330 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31387EQ83 10970.62000000 PA USD 12224.01000000 0.000004717398 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EJT74 7650000.00000000 PA USD 7968928.50000000 0.003075309241 Long DBT USGSE US N 2 2021-11-15 Fixed 3.05000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VEU4 49965000.00000000 PA USD 56287071.45000000 0.021721885322 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N Fannie Mae Pool N/A 3138WA7G6 20508.72000000 PA USD 22305.90000000 0.000008608125 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31376KPG5 115452.14690000 PA USD 134947.40000000 0.000052077890 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KHLS3 1510.47870000 PA USD 1828.84000000 0.000000705772 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 7.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BR5 1854000.00000000 PA USD 1635728.58000000 0.000631248130 Long DBT CORP US N 2 2026-06-15 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31418BHX7 12233296.13000000 PA USD 13045219.99000000 0.005034313659 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312945CZ9 2967326.43000000 PA USD 3294058.74000000 0.001271218493 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XR6 882325200.00000000 PA USD 908794956.00000000 0.350715347374 Long DBT UST US N 2 2022-05-31 Fixed 1.75000000 N N N N N N Freddie Mac Non Gold Pool N/A 31349UDW5 744392.04900000 PA USD 789866.96000000 0.000304819545 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.00600000 N N N N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 4042Q1AD9 8759000.00000000 PA USD 10661805.16000000 0.004114524047 Long DBT CORP US N 2 2039-01-15 Fixed 7.00000000 N N N N N N COMM 2015-CCRE22 Mortgage Trust N/A 12592XAZ9 815740.09000000 PA USD 815691.15000000 0.000314785423 Long ABS-MBS CORP US N 2 2048-03-10 Fixed 2.85600000 N N N N N N Fannie Mae Pool N/A 31371LE39 108888.16000000 PA USD 114531.83000000 0.000044199266 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 4.50000000 N N N N N N AHS Hospital Corp 549300D7W3C9Z4RGJG34 001306AB5 4650000.00000000 PA USD 5974413.00000000 0.002305600748 Long DBT CORP US N 2 2045-07-01 Fixed 5.02400000 N N N N N N Ginnie Mae I Pool N/A 36241KKR8 489286.57000000 PA USD 532255.72000000 0.000205404143 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36211AYW0 2250.76000000 PA USD 2725.47000000 0.000001051792 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31410XPL4 29061.57930000 PA USD 34322.31000000 0.000013245408 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PCHT2 7538.16370000 PA USD 7675.89000000 0.000002962222 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31405U4Z9 43059.86000000 PA USD 47547.56000000 0.000018349198 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EB0 7400000.00000000 PA USD 7555400.00000000 0.002915723418 Long DBT CORP US N 2 2035-02-01 Fixed 3.37500000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512AD1 5040000.00000000 PA USD 5570863.20000000 0.002149865829 Long DBT CORP US N 2 2026-03-01 Fixed 4.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285R7 254123000.00000000 PA USD 264247260.30000000 0.101976324887 Long DBT UST US N 2 2021-12-15 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31376CXY5 9705.83000000 PA USD 10502.39000000 0.000004053003 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L7HJ9 82480.18000000 PA USD 96278.29000000 0.000037154997 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBJ3 14035000.00000000 PA USD 13874860.65000000 0.005354482373 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N Ginnie Mae I Pool N/A 36210MFP1 14392.79000000 PA USD 15172.30000000 0.000005855180 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31407FXD7 339212.55410000 PA USD 388130.40000000 0.000149784378 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31416PM61 4141174.56000000 PA USD 4623621.40000000 0.001784313364 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31384NVA5 28466.54260000 PA USD 33859.81000000 0.000013066924 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31387E6X0 14641.68000000 PA USD 16226.06000000 0.000006261839 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31415BMA4 9461.48000000 PA USD 10962.45000000 0.000004230546 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WHHP0 19083123.53000000 PA USD 19934612.50000000 0.007693016451 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6ZZ4 233326.19000000 PA USD 264225.58000000 0.000101967958 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAV7 11050000.00000000 PA USD 12841757.50000000 0.004955794937 Long DBT CORP US N 2 2039-03-07 Fixed 3.90000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865AU4 5615000.00000000 PA USD 5635663.20000000 0.002174872960 Long DBT CORP US N 2 2023-01-14 Fixed 3.25000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAM4 1459000.00000000 PA USD 1221912.50000000 0.000471551326 Long DBT CORP US N 2 2045-12-15 Fixed 5.85000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAE3 1745000.00000000 PA USD 1734268.25000000 0.000669275822 Long DBT CORP US N 2 2022-12-01 Fixed 3.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBE7 10500000.00000000 PA USD 9781695.00000000 0.003774878521 Long DBT CORP US N 2 2029-08-01 Fixed 3.15000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAV9 500000.00000000 PA USD 441505.00000000 0.000170382305 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y2RF5 6488363.42000000 PA USD 6926327.95000000 0.002672956641 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31402QYY1 3704097.92300000 PA USD 4264305.69000000 0.001645648934 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BE8 11859000.00000000 PA USD 12352452.99000000 0.004766966203 Long DBT CORP US N 2 2023-11-15 Fixed 3.60000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CU7 13845000.00000000 PA USD 11076000.00000000 0.004274367019 Long DBT CORP US N 2 2021-08-13 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31402QL41 27983.16260000 PA USD 32203.86000000 0.000012427872 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SYS0 120325467.92570000 PA USD 129213910.20000000 0.049865265098 Long ABS-MBS USGA US N 2 2047-03-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36203LG48 1032.44000000 PA USD 1109.08000000 0.000000428007 Long ABS-MBS USGA US N 2 2023-04-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36200WS85 5185.32000000 PA USD 5626.02000000 0.000002171151 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407XF89 34416.50480000 PA USD 40793.19000000 0.000015742602 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106BAB7 5000000.00000000 PA USD 4395000.00000000 0.001696085504 Long DBT CORP CA N 2 2050-04-01 Fixed 3.05000000 N N N N N N Fannie Mae Pool N/A 31418AAJ7 12897572.07000000 PA USD 14254654.60000000 0.005501049611 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BCN6 3289.20000000 PA USD 3876.45000000 0.000001495970 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138AS5S7 75647.93000000 PA USD 79859.25000000 0.000030818684 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.00000000 N N N N N N RenaissanceRe Finance Inc 54930048ETFU7B0OJ457 75972YAA9 3300000.00000000 PA USD 3538920.00000000 0.001365713518 Long DBT CORP US N 2 2025-04-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31406T2W0 19818.29000000 PA USD 22643.39000000 0.000008738367 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AK9 15742000.00000000 PA USD 20015953.00000000 0.007724406768 Long DBT CORP US N 2 2045-05-20 Fixed 4.80000000 N N N N N N El Paso Electric Co OZ8GM8L4AHPKSWZMW205 283677AW2 2875000.00000000 PA USD 3212381.25000000 0.001239698128 Long DBT CORP US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213RJB4 27410.88730000 PA USD 28565.98000000 0.000011023969 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BS2 9606000.00000000 PA USD 10722889.62000000 0.004138097304 Long DBT CORP US N 2 2036-08-08 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31417EHN4 17128280.62000000 PA USD 18449898.75000000 0.007120046833 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AB4 9716000.00000000 PA USD 9068914.40000000 0.003499807567 Long DBT CORP US N 2 2025-02-15 Fixed 3.60500000 N N N N N N Ginnie Mae II Pool N/A 36179TCZ6 10675547.44000000 PA USD 11377891.71000000 0.004390870808 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QZ4 324938000.00000000 PA USD 438360858.30000000 0.169168941441 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EKFP6 19900000.00000000 PA USD 20276906.00000000 0.007825111797 Long DBT USGSE US N 2 2021-04-05 Fixed 2.23000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BK1 10000000.00000000 PA USD 9466600.00000000 0.003653279417 Long DBT CORP US N 2 2049-08-15 Fixed 3.80000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LT70 274504.45000000 PA USD 293157.03000000 0.000113132966 Long ABS-MBS USGSE US N 2 2042-02-01 Floating 3.92700000 N N N N N N Hackensack Meridian Health Inc N/A 404530AB3 6225000.00000000 PA USD 7262520.75000000 0.002802697650 Long DBT CORP US N 2 2048-07-01 Fixed 4.21100000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBE8 3475000.00000000 PA USD 3714080.00000000 0.001433309954 Long DBT CORP US N 2 2048-04-15 Fixed 4.35000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661CZ8 14594000.00000000 PA USD 15151490.80000000 0.005847149925 Long DBT CORP US N 2 2023-09-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31419HCV2 511357.04000000 PA USD 578702.76000000 0.000223328637 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WFKK1 4798139.96000000 PA USD 5116928.38000000 0.001974686701 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410CRK0 2230.97110000 PA USD 2277.42000000 0.000000878884 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8C44 564430.77000000 PA USD 640408.80000000 0.000247141770 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132FCAZ8 142138.78000000 PA USD 155599.32000000 0.000060047724 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9J94 175658.91000000 PA USD 193293.31000000 0.000074594307 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.00000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CQ3 5050000.00000000 PA USD 4800580.50000000 0.001852604095 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292GM86 7484.45000000 PA USD 8252.35000000 0.000003184685 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FJD1 32839.26000000 PA USD 35505.15000000 0.000013701881 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138ECU50 8206.71000000 PA USD 8980.19000000 0.000003465567 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BQ2 19168000.00000000 PA USD 19788659.84000000 0.007636691493 Long DBT CORP US Y 2 2022-02-15 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31410LC59 4387898.55000000 PA USD 4834191.71000000 0.001865575082 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Brighthouse Financial Inc 5493003T8SZSHOGGAW52 10922NAF0 11100000.00000000 PA USD 8869566.00000000 0.003422876524 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N Ginnie Mae I Pool N/A 36212DN62 9217.77000000 PA USD 10208.22000000 0.000003939479 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31415XHZ7 25333.12820000 PA USD 30867.15000000 0.000011912019 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 7.00000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBC6 2242000.00000000 PA USD 2541015.54000000 0.000980609698 Long DBT CORP US N 2 2044-02-15 Fixed 4.80000000 N N N N N N Ginnie Mae I Pool N/A 36210YX67 8485.66000000 PA USD 8760.77000000 0.000003380890 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138ERS76 10958169.54000000 PA USD 11528323.10000000 0.004448924164 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.50000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BM0 8811000.00000000 PA USD 8863073.01000000 0.003420370798 Long DBT CORP US N 2 2022-08-01 Fixed 2.50000000 N N N N N N CRH America Inc 549300RN11MJ182CNF63 12626PAL7 2975000.00000000 PA USD 3078530.00000000 0.001188043255 Long DBT CORP US N 2 2021-01-15 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 31371MAA5 723024.80000000 PA USD 775111.51000000 0.000299125232 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 5.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990GWW8 11425000.00000000 PA USD 11335770.75000000 0.004374615803 Long DBT MUN US N 2 2043-07-01 Fixed 3.14200000 N N N N N N Morgan Stanley Capital I Trust 2018-H4 N/A 61691RAE6 10000000.00000000 PA USD 11327500.00000000 0.004371424017 Long ABS-MBS CORP US N 2 2051-12-15 Fixed 4.31000000 N N N N N N Louisville Gas & Electric Co KO3GRIB3RPH1XDX50U72 546676AY3 11555000.00000000 PA USD 13048368.20000000 0.005035528592 Long DBT CORP US N 2 2049-04-01 Fixed 4.25000000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167BX6 11971000.00000000 PA USD 12682197.11000000 0.004894218586 Long DBT CORP AT N 2 2023-11-07 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31414AQQ8 172255.15590000 PA USD 201695.28000000 0.000077836732 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBC3 1887000.00000000 PA USD 1799726.25000000 0.000694536884 Long DBT CORP US Y 2 2025-01-15 Fixed 5.25000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAL9 4500000.00000000 PA USD 4587480.00000000 0.001770365945 Long DBT CORP US N 2 2023-10-15 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 312946C79 5193679.10000000 PA USD 5717565.51000000 0.002206480087 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Praxair Inc ZU69GUVJQGZ6Z1UOOO79 74005PBN3 9425000.00000000 PA USD 9576459.75000000 0.003695675669 Long DBT CORP US N 2 2025-02-05 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 3617JEMM6 5073273.01000000 PA USD 5507240.78000000 0.002125313141 Long ABS-MBS USGA US N 2 2049-01-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138WEBG3 6857410.77000000 PA USD 7265426.71000000 0.002803819096 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31419BC29 3419696.63000000 PA USD 3620603.81000000 0.001397236323 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201TGD3 11131.18770000 PA USD 12639.13000000 0.000004877598 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132WPRQ2 356747.76000000 PA USD 390745.82000000 0.000150793702 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAH3 18163000.00000000 PA USD 13322742.13000000 0.005141412926 Long DBT CORP US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FM5 3970000.00000000 PA USD 4094459.50000000 0.001580103164 Long DBT CORP US N 2 2045-03-01 Fixed 3.75000000 N N N N N N Lennox International Inc S7DWAC87RDMPBF77GJ92 526107AD9 1075000.00000000 PA USD 1094500.50000000 0.000422381440 Long DBT CORP US N 2 2023-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292NLC2 103081.79300000 PA USD 114069.28000000 0.000044020762 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AM1 4188000.00000000 PA USD 5396949.96000000 0.002082750534 Long DBT CORP GB N 2 2042-01-14 Fixed 6.10000000 N N N N N N Fannie Mae Pool N/A 31371NDQ5 664883.14000000 PA USD 757075.84000000 0.000292165041 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YA73 37193.65000000 PA USD 45011.38000000 0.000017370454 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31408JEG2 2352.28420000 PA USD 2394.41000000 0.000000924032 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31412QHU6 1144331.54000000 PA USD 1277634.72000000 0.000493055228 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Georgetown University/The 549300GCL3B0KVXSX752 37310PAC5 3900000.00000000 PA USD 4359420.00000000 0.001682354737 Long DBT CORP US N 2 2049-04-01 Fixed 4.31500000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAM0 18978000.00000000 PA USD 20652808.50000000 0.007970177276 Long DBT CORP US N 2 2023-07-25 Fixed 3.80000000 N N N N N N Ginnie Mae I Pool N/A 36225BM21 2297.16030000 PA USD 2723.81000000 0.000001051152 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 7.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAL4 9300000.00000000 PA USD 9214068.00000000 0.003555824158 Long DBT CORP US N 2 2023-05-10 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJ5G3 7594.02240000 PA USD 9076.68000000 0.000003502804 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208FK66 12540.37000000 PA USD 14749.61000000 0.000005692059 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCE7 8915000.00000000 PA USD 9049081.60000000 0.003492153841 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAW5 19440000.00000000 PA USD 24478459.20000000 0.009446543760 Long DBT CORP US N 2 2049-03-07 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312971NF7 424.67600000 PA USD 425.54000000 0.000000164221 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.00000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AJ9 1175000.00000000 PA USD 470000.00000000 0.000181378882 Long DBT CORP US N 2 2044-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31387NHH3 438.42000000 PA USD 517.12000000 0.000000199563 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371JNP5 11720.01000000 PA USD 14464.02000000 0.000005581846 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBC2 14000000.00000000 PA USD 14549360.00000000 0.005614780113 Long DBT CORP US N 2 2023-11-14 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31368HMJ9 2807125.29000000 PA USD 3304547.89000000 0.001275266388 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Southwest Gas Corp OQQR1IQTGBKH0UR88X59 845011AB1 3475000.00000000 PA USD 3449875.75000000 0.001331350228 Long DBT CORP US N 2 2049-06-01 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 31292HZN7 934158.15000000 PA USD 1076262.29000000 0.000415343087 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31419BCH6 2261980.11000000 PA USD 2389216.49000000 0.000922028545 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PDYK0 605.48400000 PA USD 610.26000000 0.000000235506 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416WWW8 12421573.74000000 PA USD 13785835.18000000 0.005320126330 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418CV27 82881472.79000000 PA USD 88295290.59000000 0.034074257681 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133AT4 1100000.00000000 PA USD 1088967.00000000 0.000420245994 Long DBT CORP LU N 2 2026-02-15 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128K7NM6 279864.70960000 PA USD 305324.00000000 0.000117828352 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMFJ7 147146.37860000 PA USD 152701.15000000 0.000058929284 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.00000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAB8 15311000.00000000 PA USD 14945526.43000000 0.005767665697 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CS9 500000.00000000 PA USD 551615.00000000 0.000212875132 Long DBT CORP US N 2 2049-01-15 Fixed 4.30000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081EV5 3396000.00000000 PA USD 4429402.80000000 0.001709361975 Long DBT CORP US N 2 2037-02-01 Fixed 5.65000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AM2 5850000.00000000 PA USD 6036439.50000000 0.002329537550 Long DBT CORP US N 2 2025-12-01 Fixed 4.15000000 N N N N N N Ginnie Mae I Pool N/A 36292GHU2 26454.79870000 PA USD 29085.46000000 0.000011224443 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140JAD47 4904773.25000000 PA USD 5171543.87000000 0.001995763502 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129445Y3 13644.63000000 PA USD 15006.91000000 0.000005791354 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F4D41 16150000.00000000 PA USD 18601247.00000000 0.007178454017 Long ABS-MBS USGSE US N 2 2028-01-25 Fixed 3.60000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAM0 11272000.00000000 PA USD 9931533.76000000 0.003832703174 Long DBT CORP US N 2 2042-08-01 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 3132XUSH9 34993845.96000000 PA USD 37781455.73000000 0.014580336612 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294MF97 686370.88000000 PA USD 722288.67000000 0.000278740237 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C39 N/A 95000XAF4 9675000.00000000 PA USD 9755592.75000000 0.003764805336 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.41800000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAF3 14166000.00000000 PA USD 14919064.56000000 0.005757453730 Long DBT CORP US N 2 2023-10-15 Fixed 4.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBT2 20510000.00000000 PA USD 16933876.40000000 0.006534994835 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CU0 12450000.00000000 PA USD 13052704.50000000 0.005037202025 Long DBT CORP US N 2 2029-06-15 Fixed 3.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ERH4 7974000.00000000 PA USD 7962039.00000000 0.003072650497 Long DBT CORP US N 2 2021-10-15 Fixed 3.15000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 929089AB6 2440000.00000000 PA USD 2451272.80000000 0.000945976851 Long DBT CORP US N 2 2026-06-15 Fixed 3.65000000 N N N N N N Ginnie Mae I Pool N/A 3620ADAL6 115818.21000000 PA USD 122972.30000000 0.000047456549 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 4.50000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAN2 16550000.00000000 PA USD 17126436.50000000 0.006609306188 Long DBT CORP US N 2 2045-03-06 Fixed 3.56700000 N N N N N N Fannie Mae Pool N/A 31412LA83 233712.96720000 PA USD 275073.15000000 0.000106154171 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AR1 35860000.00000000 PA USD 36581861.80000000 0.014117398302 Long DBT CORP US N 2 2021-05-06 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31418ADV7 7205120.43000000 PA USD 7760058.81000000 0.002994703814 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31356GR76 3037.30000000 PA USD 3350.05000000 0.000001292826 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 7.50000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780097BJ9 21820000.00000000 PA USD 22176975.20000000 0.008558372281 Long DBT CORP GB N 2 2024-06-25 Variable 4.51900000 N N N N N N Fannie Mae Pool N/A 31412NAQ9 273407.58950000 PA USD 291168.15000000 0.000112365433 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C28 N/A 46644FAH4 1725000.00000000 PA USD 1722309.00000000 0.000664660598 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.53230000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBA5 12300000.00000000 PA USD 13676493.00000000 0.005277929814 Long DBT CORP US N 2 2033-03-15 Fixed 4.00000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 92939UAA4 5725000.00000000 PA USD 5758949.25000000 0.002222450590 Long DBT CORP US N 2 2021-06-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31405FX80 214037.63910000 PA USD 244086.38000000 0.000094195988 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAN4 5450000.00000000 PA USD 5014000.00000000 0.001934965351 Long DBT CORP US N 2 2044-03-04 Fixed 5.40000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 N/A 61763MAC4 952150.56000000 PA USD 974697.49000000 0.000376147960 Long ABS-MBS CORP US N 2 2047-06-15 Fixed 3.47700000 N N N N N N Ginnie Mae I Pool N/A 36209FDB2 2889.70000000 PA USD 3134.60000000 0.000001209681 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138X3EJ7 11954827.78000000 PA USD 12849766.19000000 0.004958885591 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Piedmont Operating Partnership LP 549300WKGDPAS39FBD10 720198AC4 4507000.00000000 PA USD 4535484.24000000 0.001750300131 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N Goldman Sachs Capital I 5299005MCIJK7R2NP351 38143VAA7 13025000.00000000 PA USD 15369500.00000000 0.005931282404 Long DBT CORP US N 2 2034-02-15 Fixed 6.34500000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BM4 17619000.00000000 PA USD 18135236.70000000 0.006998614810 Long DBT CORP US N 2 2027-03-01 Fixed 2.95000000 N N N N N N BANK 2020-BNK25 N/A 06539WBB1 11830000.00000000 PA USD 11817105.30000000 0.004560368830 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.64900000 N N N N N N Ginnie Mae I Pool N/A 36210EX46 13954.38000000 PA USD 14724.52000000 0.000005682376 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAN7 8500000.00000000 PA USD 8541905.00000000 0.003296428044 Long DBT CORP US N 2 2027-06-01 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 312972JE3 68.63510000 PA USD 68.77000000 0.000000026539 Long ABS-MBS USGSE US N 2 2020-05-01 Fixed 5.00000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAQ0 4908000.00000000 PA USD 5728372.20000000 0.002210650524 Long DBT CORP US N 2 2043-03-13 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31402CVV1 5195787.83000000 PA USD 6097308.98000000 0.002353027845 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Kohl's Corp 549300JF6LPRTRJ0FH50 500255AV6 6306000.00000000 PA USD 4298926.32000000 0.001659009469 Long DBT CORP US N 2 2045-07-17 Fixed 5.55000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610AN5 1800000.00000000 PA USD 1813536.00000000 0.000699866239 Long DBT CORP US N 2 2021-07-28 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 312943UG6 9280854.15000000 PA USD 10281608.65000000 0.003967801455 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664BT7 23475000.00000000 PA USD 24272680.50000000 0.009367131185 Long DBT CORP US N 2 2022-05-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31416XRB8 1652627.57000000 PA USD 1849158.04000000 0.000713613230 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213NJJ6 11566.42000000 PA USD 12925.94000000 0.000004988282 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2H5 50000000.00000000 PA USD 49312500.00000000 0.019030310911 Long DBT CORP US N 2 2025-10-30 Variable 2.40600000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459056JQ1 1050000.00000000 PA USD 1501101.00000000 0.000579293662 Long DBT CORP N/A N 2 2026-03-01 Fixed 8.87500000 N N N N N N Ginnie Mae I Pool N/A 36203YPJ7 3117.87000000 PA USD 3323.31000000 0.000001282506 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 8.00000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BQ2 6275000.00000000 PA USD 6257932.00000000 0.002415014278 Long DBT CORP US N 2 2026-05-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7Q63 3906225.67000000 PA USD 4239895.47000000 0.001636228725 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138AVU86 1208734.21000000 PA USD 1317060.97000000 0.000508270311 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N BANK 2020-BNK26 N/A 06540JBP6 3310000.00000000 PA USD 3030172.60000000 0.001169381529 Long ABS-MBS CORP US N 2 2063-03-15 Fixed 2.68700000 N N N N N N ABB Finance USA Inc 5493002Y01YAFV45F528 00037BAF9 10871000.00000000 PA USD 11636209.69000000 0.004490558950 Long DBT CORP US N 2 2028-04-03 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128KNG64 18813.38240000 PA USD 21428.25000000 0.000008269429 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BH2 34135000.00000000 PA USD 46696338.65000000 0.018020701504 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N Ginnie Mae II Pool N/A 36202FM29 1075607.68000000 PA USD 1131689.86000000 0.000436733280 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJDL1 477683.57480000 PA USD 552503.15000000 0.000213217880 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AN4 5710000.00000000 PA USD 5931262.50000000 0.002288948430 Long DBT CORP US N 2 2022-08-02 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJCE8 2579669.92860000 PA USD 2951993.69000000 0.001139211310 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EGS96 8357818.42000000 PA USD 9339527.77000000 0.003604240653 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31387N3D7 22911.05440000 PA USD 24126.49000000 0.000009310714 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AF0 3150000.00000000 PA USD 3017637.00000000 0.001164543884 Long DBT CORP US N 2 2040-10-15 Fixed 5.90000000 N N N N N N Fannie Mae Pool N/A 31413AD91 116392.58690000 PA USD 136278.26000000 0.000052591486 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31368HK85 36709.99000000 PA USD 40919.52000000 0.000015791354 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HND2 54931.23770000 PA USD 63921.28000000 0.000024668021 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 8.00000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AK9 7685000.00000000 PA USD 7612376.75000000 0.002937711459 Long DBT CORP US N 2 2021-08-01 Fixed 2.87500000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAF2 8080000.00000000 PA USD 7868061.60000000 0.003036383442 Long DBT CORP US N 2 2022-11-08 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418C4F8 31860573.68000000 PA USD 33996506.54000000 0.013119677350 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076AU6 5887000.00000000 PA USD 7605179.82000000 0.002934934073 Long DBT CORP US N 2 2040-09-15 Fixed 5.40000000 N N N N N N Fannie Mae Pool N/A 3138WHNT5 27453107.42000000 PA USD 29708929.26000000 0.011465047617 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201FW37 1464.67000000 PA USD 1773.77000000 0.000000684520 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31417YSK4 46102.24000000 PA USD 46358.11000000 0.000017890174 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31382F4G1 7100.53000000 PA USD 7522.44000000 0.000002903003 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417Y5D5 6493038.38000000 PA USD 7054231.69000000 0.002722316295 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HAY1 5064000.00000000 PA USD 5177788.08000000 0.001998173221 Long DBT CORP US N 2 2021-07-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31411HRN2 2865.74700000 PA USD 2948.48000000 0.000001137855 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXD23 798470.01710000 PA USD 899045.30000000 0.000346952833 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296Q3K3 996647.07000000 PA USD 1099321.65000000 0.000424241983 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KJM8 10595.39000000 PA USD 11142.96000000 0.000004300207 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N COMM 2019-GC44 Mortgage Trust N/A 12655TBM0 6400000.00000000 PA USD 6583680.00000000 0.002540724508 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31418ND31 843499.26000000 PA USD 889259.09000000 0.000343176212 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.50000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBK6 5725000.00000000 PA USD 5924344.50000000 0.002286278687 Long DBT CORP US N 2 2049-08-26 Fixed 3.25000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B N/A 65479HAD9 1850000.00000000 PA USD 1867075.50000000 0.000720527802 Long ABS-CBDO CORP US N 2 2025-12-15 Fixed 2.54000000 N N N N N N Fannie Mae Pool N/A 31417EFF3 11296389.60000000 PA USD 11968185.89000000 0.004618672720 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 25152R5F6 150000.00000000 PA USD 144703.50000000 0.000055842891 Long DBT CORP DE N 2 2021-05-12 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 362195SW0 4401.07000000 PA USD 4828.19000000 0.000001863258 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAU3 5624000.00000000 PA USD 5375250.48000000 0.002074376433 Long DBT CORP US N 2 2026-09-15 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 31412AWL4 13069.53830000 PA USD 14527.97000000 0.000005606525 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140J8CQ4 4584079.83000000 PA USD 4848397.87000000 0.001871057417 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.50000000 N N N N N N Memorial Health Services 549300FTIZOMIONZZ882 58601VAC6 7300000.00000000 PA USD 7469287.00000000 0.002882491333 Long DBT CORP US N 2 2049-11-01 Fixed 3.44700000 N N N N N N Ginnie Mae I Pool N/A 36201YQT6 13910.50780000 PA USD 15205.30000000 0.000005867915 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402GPP2 39947.60490000 PA USD 45628.55000000 0.000017608628 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138LYST5 1354631.39000000 PA USD 1461593.08000000 0.000564047061 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BAM0 6689.92000000 PA USD 7261.51000000 0.000002802307 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 N/A 61761DAD4 2480667.05000000 PA USD 2511675.39000000 0.000969286967 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 2.85800000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BHP0 42245000.00000000 PA USD 43259724.90000000 0.016694469247 Long DBT NUSS CA N 2 2023-02-24 Fixed 1.37500000 N N N N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466LAE4 13250000.00000000 PA USD 13760522.50000000 0.005310357850 Long DBT CORP US N 2 2023-04-11 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31379T4J0 10204.12000000 PA USD 11537.39000000 0.000004452423 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36204DP45 6622.79000000 PA USD 7094.80000000 0.000002737972 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36291BSV0 35125.63450000 PA USD 40437.33000000 0.000015605271 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GEJ0 17008.35000000 PA USD 18267.82000000 0.000007049780 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CYZ7 131253.70570000 PA USD 142793.53000000 0.000055105810 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KXCR0 162141.87000000 PA USD 191102.03000000 0.000073748665 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N New York State Thruway Authority N/A 650009S53 2675000.00000000 PA USD 2642766.25000000 0.001019876570 Long DBT MUN US N 2 2035-01-01 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJR36 5777289.19000000 PA USD 6224798.01000000 0.002402227457 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36203CS78 703.21000000 PA USD 739.49000000 0.000000285378 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXJ84 122100.64000000 PA USD 139689.24000000 0.000053907825 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAW7 6974000.00000000 PA USD 7065638.36000000 0.002726718271 Long DBT CORP US N 2 2021-08-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31407G5X2 134945.93070000 PA USD 153465.91000000 0.000059224415 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAE4 6500000.00000000 PA USD 6858800.00000000 0.002646896760 Long DBT CORP US N 2 2047-09-15 Fixed 3.60000000 N N N N N N Ginnie Mae II Pool N/A 36179RF95 42546466.71000000 PA USD 45794889.44000000 0.017672820972 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418A6J2 8904376.60000000 PA USD 9424748.37000000 0.003637128349 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138X3EQ1 8539980.23000000 PA USD 9104558.32000000 0.003513563002 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Ascension Health N/A 04351LAB6 5285000.00000000 PA USD 6116066.25000000 0.002360266510 Long DBT CORP US N 2 2046-11-15 Fixed 3.94500000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AJ4 8000000.00000000 PA USD 8466400.00000000 0.003267289719 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36201CPC2 15896.44000000 PA USD 17902.09000000 0.000006908640 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 7.00000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BX9 19685000.00000000 PA USD 19977715.95000000 0.007709650612 Long DBT CORP NL N 2 2026-09-12 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31417DAT0 10785011.90000000 PA USD 11637674.94000000 0.004491124408 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AM0 8567000.00000000 PA USD 8516797.38000000 0.003286738699 Long DBT CORP US N 2 2022-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31386CWL2 21680.90600000 PA USD 22787.72000000 0.000008794066 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31384WZR4 1547.08000000 PA USD 1594.90000000 0.000000615491 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AS9 18332000.00000000 PA USD 19781511.24000000 0.007633932759 Long DBT CORP US N 2 2024-05-06 Fixed 3.45000000 N N N N N N Freddie Mac Pool N/A 3132DV3Z6 171325991.10000000 PA USD 179594183.40000000 0.069307643051 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JMC1 13961.78810000 PA USD 15566.70000000 0.000006007384 Long ABS-MBS USGA US N 2 2036-03-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KMF26 95604.54640000 PA USD 112886.98000000 0.000043564498 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14 N/A 61690GAF8 4475000.00000000 PA USD 4696736.25000000 0.001812529300 Long ABS-MBS CORP US N 2 2047-02-15 Fixed 4.06400000 N N N N N N Freddie Mac Gold Pool N/A 31292GHD1 862.27000000 PA USD 930.79000000 0.000000359203 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138W9K58 12812805.75000000 PA USD 13974286.59000000 0.005392852087 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31384VTK8 1298.85000000 PA USD 1505.39000000 0.000000580948 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8.00000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024ND0 18010000.00000000 PA USD 27479297.80000000 0.010604604933 Long DBT MUN US N 2 2049-04-01 Fixed 6.26300000 N N N N N N Fannie Mae Pool N/A 31371J5A8 137098.87850000 PA USD 162711.69000000 0.000062792477 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36203M3J7 4168.77000000 PA USD 4322.85000000 0.000001668241 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YM6 539436000.00000000 PA USD 566914869.80000000 0.218779543373 Long DBT UST US N 2 2024-10-31 Fixed 1.50000000 N N N N N N Fannie Mae Pool N/A 31408XUK4 29184.41110000 PA USD 33782.12000000 0.000013036942 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.50000000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AJ2 6535000.00000000 PA USD 5772888.30000000 0.002227829844 Long DBT CORP US N 2 2030-01-15 Fixed 3.60000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAW5 16000000.00000000 PA USD 20462400.00000000 0.007896696253 Long DBT CORP MX N 2 2040-03-30 Fixed 6.12500000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330MAA5 3629000.00000000 PA USD 3618983.96000000 0.001396611202 Long DBT CORP US N 2 2026-10-30 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 3138XPYM9 2873.90000000 PA USD 3066.11000000 0.000001183250 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 3.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TGJ8 3150000.00000000 PA USD 3161812.50000000 0.001220183014 Long DBT CORP US N 2 2021-10-07 Fixed 1.80000000 N N N N N N Fannie Mae Pool N/A 3138WFGH3 98963.83000000 PA USD 105616.18000000 0.000040758605 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WBX42 944276.97000000 PA USD 1016957.97000000 0.000392456808 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EL3 1640000.00000000 PA USD 1627076.80000000 0.000627909300 Long DBT CORP AU N 2 2030-01-16 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 36213T5V1 15220.74000000 PA USD 15880.25000000 0.000006128387 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YBA4 5964000.00000000 PA USD 6031691.40000000 0.002327705199 Long DBT CORP US N 2 2027-12-15 Fixed 3.37500000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAC4 2013000.00000000 PA USD 2018193.54000000 0.000778846145 Long DBT CORP US N 2 2022-05-01 Fixed 3.50000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCZ9 4500000.00000000 PA USD 4504455.00000000 0.001738325559 Long DBT CORP GB N 2 2022-03-17 Fixed 3.06200000 N N N N N N Ginnie Mae I Pool N/A 36292CFL3 45070.11890000 PA USD 49089.47000000 0.000018944240 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Chicago Transit Authority 549300CB8XLRGIPN3E12 167725AC4 7135000.00000000 PA USD 9575669.45000000 0.003695370683 Long DBT MUN US N 2 2040-12-01 Fixed 6.89900000 N N N N N N Fannie Mae Pool N/A 31419CB36 1111740.10000000 PA USD 1259990.64000000 0.000486246157 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780097BK6 4050000.00000000 PA USD 4016547.00000000 0.001550035755 Long DBT CORP GB N 2 2025-03-22 Variable 4.26900000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBE2 11076000.00000000 PA USD 11208912.00000000 0.004325659423 Long DBT CORP US N 2 2027-05-15 Fixed 3.49000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHM4 73225000.00000000 PA USD 79066158.25000000 0.030512620006 Long DBT CORP US N 2 2029-07-23 Variable 4.27100000 N N N N N N Freddie Mac Gold Pool N/A 31283HWN1 723484.21150000 PA USD 839364.68000000 0.000323921334 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFP4 7000000.00000000 PA USD 7380660.00000000 0.002848289065 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N Fidelity National Financial Inc 549300CAZYIH39SYQ287 31620RAF2 4300000.00000000 PA USD 4538994.00000000 0.001751654591 Long DBT CORP US N 2 2022-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B3N95 5956781.00000000 PA USD 6048813.27000000 0.002334312743 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 2.77900000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CF4 4645000.00000000 PA USD 4718994.85000000 0.001821119172 Long DBT CORP US N 2 2026-05-20 Fixed 3.12500000 N N N N N N GS Mortgage Securities Trust 2012-GC6 N/A 36192BAY3 12627311.82000000 PA USD 12832253.09000000 0.004952127067 Long ABS-MBS CORP US N 2 2045-01-10 Fixed 3.48200000 N N N N N N Fannie Mae Pool N/A 31409X4C0 2610.91390000 PA USD 2671.12000000 0.000001030818 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MAY6 16429437.26000000 PA USD 18184758.34000000 0.007017725831 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138A6MY3 2060673.03000000 PA USD 2257529.12000000 0.000871208741 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31416NBW1 277793.47000000 PA USD 293002.66000000 0.000113073393 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCMQ5 713054.23000000 PA USD 751644.72000000 0.000290069104 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31411UPJ4 24906.24810000 PA USD 28384.41000000 0.000010953899 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BK5 5825000.00000000 PA USD 5600213.25000000 0.002161192381 Long DBT CORP US N 2 2028-01-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31371MMY0 409080.25110000 PA USD 467063.29000000 0.000180245569 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212YJV6 2639.18000000 PA USD 2863.51000000 0.000001105064 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCVK8 971869.12000000 PA USD 1025176.14000000 0.000395628302 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBP4 17800000.00000000 PA USD 17794126.00000000 0.006866975922 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N BANK 2017-BNK8 N/A 06650AAE7 8000000.00000000 PA USD 8488800.00000000 0.003275934159 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.48800000 N N N N N N Fannie Mae Pool N/A 31386GJJ3 29408.13760000 PA USD 35665.90000000 0.000013763917 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HM9 65700000.00000000 PA USD 66837924.00000000 0.025793591369 Long DBT CORP DE N 2 2021-09-15 Fixed 1.75000000 N N N N N N Ginnie Mae I Pool N/A 36290RT60 165167.94200000 PA USD 189272.55000000 0.000073042645 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAD6 2075000.00000000 PA USD 2046697.00000000 0.000789845987 Long DBT CORP US N 2 2028-04-15 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36210PNB6 16113.01000000 PA USD 17851.76000000 0.000006889217 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HYV1 73588.34550000 PA USD 83945.91000000 0.000032395777 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N District of Columbia 549300HWFOZXPKGOX654 25477GCY9 1175000.00000000 PA USD 1462005.50000000 0.000564206219 Long DBT MUN US N 2 2034-12-01 Fixed 5.59100000 N N N N N N Ginnie Mae I Pool N/A 36213UKQ2 101977.91040000 PA USD 112934.42000000 0.000043582806 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.00000000 N N N N N N Rio Tinto Finance USA PLC 2138006TSNBEUA761G16 76720AAD8 7893000.00000000 PA USD 9767350.71000000 0.003769342880 Long DBT CORP GB N 2 2042-03-22 Fixed 4.75000000 N N N N N N UBS-Barclays Commercial Mortgage Trust 2013-C6 549300G1IXWLFE766Q13 90349GBH7 1150000.00000000 PA USD 1171574.00000000 0.000452125069 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.46880000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAT1 4494000.00000000 PA USD 5115475.26000000 0.001974125924 Long DBT CORP US N 2 2041-12-01 Fixed 4.55000000 N N N N N N Fannie Mae Pool N/A 31386XZ90 17372.77870000 PA USD 19951.94000000 0.000007699703 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418C4Y7 17270960.43000000 PA USD 18634848.18000000 0.007191421133 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31411URL7 14116.72800000 PA USD 16093.63000000 0.000006210733 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371GGL8 5887.85000000 PA USD 6778.74000000 0.000002616000 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31378GHC0 1428.57000000 PA USD 1630.31000000 0.000000629157 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VUJ8 441039.71370000 PA USD 501113.73000000 0.000193386060 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830AW9 5260000.00000000 PA USD 6594514.60000000 0.002544905716 Long DBT CORP US N 2 2040-06-01 Fixed 5.72000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EB5 1000000.00000000 PA USD 1029840.00000000 0.000397428144 Long DBT CORP N/A N 2 2022-08-10 Fixed 1.87500000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAC5 5875000.00000000 PA USD 6723937.50000000 0.002594851633 Long DBT CORP US N 2 2035-06-15 Fixed 5.62500000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2012-C8 N/A 46638UAC0 4845926.97000000 PA USD 4892980.92000000 0.001888262574 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.82910000 N N N N N N Fannie Mae Pool N/A 31411BCA9 48564.15180000 PA USD 56587.44000000 0.000021837801 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290RRV7 94056.61970000 PA USD 96100.47000000 0.000037086374 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.50000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AT2 5529000.00000000 PA USD 5619067.41000000 0.002168468437 Long DBT CORP US N 2 2023-01-25 Fixed 2.65000000 N N N N N N RenaissanceRe Finance Inc 54930048ETFU7B0OJ457 75973QAA5 4200000.00000000 PA USD 4438560.00000000 0.001712895853 Long DBT CORP US N 2 2027-07-01 Fixed 3.45000000 N N N N N N Ginnie Mae II Pool N/A 36179RQZ5 65562254.05000000 PA USD 70896399.04000000 0.027359807680 Long ABS-MBS USGA US N 2 2045-10-20 Fixed 3.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBB5 9850000.00000000 PA USD 10308616.00000000 0.003978223929 Long DBT CORP JP N 2 2023-07-19 Fixed 3.74800000 N N N N N N Fannie Mae Pool N/A 3140Q7CW5 2079423.23750000 PA USD 2276614.94000000 0.000878574197 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAW1 6030000.00000000 PA USD 5959991.70000000 0.002300035388 Long DBT CORP US N 2 2046-09-19 Fixed 3.12500000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAX5 9810000.00000000 PA USD 9854341.20000000 0.003802913599 Long DBT CORP US N 2 2022-08-02 Variable 3.50200000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAA4 6425000.00000000 PA USD 6947738.00000000 0.002681219047 Long DBT CORP US N 2 2043-04-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LC5X0 18631.00000000 PA USD 21940.05000000 0.000008466939 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874AZ0 7263000.00000000 PA USD 8593799.49000000 0.003316454777 Long DBT CORP US N 2 2036-05-01 Fixed 6.25000000 N N N N N N Freddie Mac Pool N/A 3132D53K6 129104234.50000000 PA USD 135014626.40000000 0.052103834078 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31403DA66 1991598.04000000 PA USD 2337140.30000000 0.000901931691 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAA9 17200000.00000000 PA USD 16988440.00000000 0.006556051611 Long DBT CORP US Y 2 2021-04-15 Fixed 3.12500000 N N N N N N National Oilwell Varco Inc 549300EHF3IW1AR6U008 637071AK7 8588000.00000000 PA USD 5410440.00000000 0.002087956509 Long DBT CORP US N 2 2042-12-01 Fixed 3.95000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WCX0 6355000.00000000 PA USD 8545441.40000000 0.003297792785 Long DBT MUN US N 2 2040-11-01 Fixed 5.64700000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CY8 5800000.00000000 PA USD 6349202.00000000 0.002450236514 Long DBT CORP US N 2 2049-03-01 Fixed 4.25000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 22424000.00000000 PA USD 23545200.00000000 0.009086387355 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAY0 4700000.00000000 PA USD 3859875.00000000 0.001489574070 Long DBT CORP US N 2 2027-12-01 Fixed 3.62500000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AK9 15950000.00000000 PA USD 16246670.00000000 0.006269793285 Long DBT CORP NL N 2 2023-10-02 Fixed 4.10000000 N N N N N N Freddie Mac Gold Pool N/A 31287TTH8 27445.90920000 PA USD 32314.81000000 0.000012470689 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296YSX2 11252.79730000 PA USD 12036.89000000 0.000004645186 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31409YCX3 8041.76170000 PA USD 9480.67000000 0.000003658709 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CSJ4 119789.06030000 PA USD 130456.28000000 0.000050344711 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410SR74 21170.50300000 PA USD 25010.41000000 0.000009651830 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402RNP0 2.55260000 PA USD 2.56000000 0.000000000987 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PUR38 211716.16000000 PA USD 224552.51000000 0.000086657623 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LG4 4933000.00000000 PA USD 4981935.36000000 0.001922591205 Long DBT CORP US N 2 2022-04-25 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7PQ3 268564.11000000 PA USD 307744.93000000 0.000118762620 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31403MTD1 19730.71260000 PA USD 21950.81000000 0.000008471092 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.50000000 N N N N N N Texas Eastern Transmission LP 549300SIOULUXXIDGA69 882384AC4 165000.00000000 PA USD 163135.50000000 0.000062956031 Long DBT CORP US Y 2 2022-10-15 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31380UE87 3925.00000000 PA USD 4334.26000000 0.000001672645 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334BT0 5250000.00000000 PA USD 5328330.00000000 0.002056269232 Long DBT CORP US N 2 2024-02-15 Fixed 3.65000000 N N N N N N Coca-Cola Consolidated Inc 57VG5X0E00X0QJU7CQ58 191098AK8 8300000.00000000 PA USD 8542775.00000000 0.003296763788 Long DBT CORP US N 2 2025-11-25 Fixed 3.80000000 N N N N N N State of Connecticut 5493007GRO6CU0IKP741 20772GF45 6410000.00000000 PA USD 7868723.70000000 0.003036638955 Long DBT MUN US N 2 2032-03-15 Fixed 5.85000000 N N N N N N Fannie Mae Pool N/A 3138EGFA7 17240496.30000000 PA USD 19148502.03000000 0.007389646582 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138ECGD9 2625414.02000000 PA USD 2748519.68000000 0.001060688143 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402J2K2 57382.62360000 PA USD 64417.73000000 0.000024859608 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BF9 4180000.00000000 PA USD 4156424.80000000 0.001604016349 Long DBT CORP US N 2 2021-08-23 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 3138A6GT1 334459.37000000 PA USD 363383.42000000 0.000140234209 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAF6 5490000.00000000 PA USD 5703780.60000000 0.002201160318 Long DBT CORP US N 2 2046-12-01 Fixed 4.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 N/A 46641BAC7 2300000.00000000 PA USD 2416035.00000000 0.000932378143 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 3.88120000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AD0 8000000.00000000 PA USD 6480000.00000000 0.002500713099 Long DBT CORP US N 2 2024-12-15 Fixed 4.95000000 N N N N N N Ginnie Mae II Pool N/A 36202EXV6 111782.48000000 PA USD 135022.06000000 0.000052106702 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 6.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130A8QS5 61790000.00000000 PA USD 62330662.50000000 0.024054182746 Long DBT USGSE US N 2 2021-07-14 Fixed 1.12500000 N N N N N N Ginnie Mae II Pool N/A 36179R6H7 1539036.82000000 PA USD 1620636.55000000 0.000625423927 Long ABS-MBS USGA US N 2 2031-04-20 Fixed 3.00000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506AK7 2500000.00000000 PA USD 2814000.00000000 0.001085957818 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BX9 13105000.00000000 PA USD 13354126.05000000 0.005153524373 Long DBT CORP US N 2 2027-08-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31411VQW2 34261.71260000 PA USD 36543.54000000 0.000014102609 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295QHT0 601021.94000000 PA USD 662296.13000000 0.000255588365 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 92940PAD6 15285000.00000000 PA USD 16752818.55000000 0.006465122345 Long DBT CORP US N 2 2029-03-15 Fixed 4.90000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBW1 491000.00000000 PA USD 570335.78000000 0.000220099715 Long DBT CORP US N 2 2042-03-15 Fixed 4.37500000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AZ8 7390000.00000000 PA USD 7805465.80000000 0.003012226940 Long DBT CORP US N 2 2029-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CQB3 11503726.10000000 PA USD 12324056.81000000 0.004756007762 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JU6 8578000.00000000 PA USD 10293600.00000000 0.003972429067 Long DBT CORP US N 2 2045-07-30 Fixed 4.65000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C50 N/A 95001XBB1 7650000.00000000 PA USD 8001135.00000000 0.003087738133 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.72900000 N N N N N N Fannie Mae Pool N/A 3140FBNG1 1036197.97000000 PA USD 1100193.56000000 0.000424578464 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132ACS68 86679045.56000000 PA USD 94375278.02000000 0.036420600924 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DH7 15075000.00000000 PA USD 15438759.75000000 0.005958010608 Long DBT CORP US N 2 2025-09-15 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128PT6U4 1706.62000000 PA USD 1797.51000000 0.000000693681 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132QTK47 25837.66000000 PA USD 27752.49000000 0.000010710033 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C17 N/A 46640UAE2 1259741.68000000 PA USD 1299650.30000000 0.000501551316 Long ABS-MBS CORP US N 2 2047-01-15 Fixed 3.70500000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q3C1 1500000.00000000 PA USD 1492680.00000000 0.000576043893 Long DBT CORP US N 2 2022-11-18 Fixed 1.95000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAC4 25685000.00000000 PA USD 27907523.05000000 0.010769862416 Long DBT CORP US N 2 2025-11-15 Fixed 4.49300000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 264399ED4 4390000.00000000 PA USD 5783210.40000000 0.002231813272 Long DBT CORP US N 2 2032-10-15 Fixed 6.45000000 N N N N N N Fannie Mae Pool N/A 31376MW40 32826.58000000 PA USD 35132.98000000 0.000013558256 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.00000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AD0 2500000.00000000 PA USD 2257450.00000000 0.000871178207 Long DBT CORP US N 2 2026-10-01 Fixed 3.55000000 N N N N N N Ginnie Mae II Pool N/A 36179UGC0 230441.49000000 PA USD 249443.70000000 0.000096263445 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296GQW4 54030.53000000 PA USD 60890.25000000 0.000023498309 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XWYX3 249451.07000000 PA USD 263767.07000000 0.000101791013 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179M2Q2 19214468.02350000 PA USD 20449381.88000000 0.007891672397 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HR0 47704000.00000000 PA USD 51273213.28000000 0.019786974705 Long DBT CORP N/A N 2 2023-08-15 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128FU3E1 8009.44830000 PA USD 8369.31000000 0.000003229821 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138A2WW5 3168527.48000000 PA USD 3465323.45000000 0.001337311688 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GPP6 353.21000000 PA USD 395.72000000 0.000000152713 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 9.50000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L6T3 5565000.00000000 PA USD 5336000.25000000 0.002059229278 Long DBT CORP US N 2 2026-08-09 Fixed 2.40000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_17-7 N/A 02582JHL7 13300000.00000000 PA USD 13317955.00000000 0.005139565512 Long ABS-CBDO CORP US N 2 2025-05-15 Fixed 2.35000000 N N N N N N Fannie Mae Pool N/A 3140QART9 31288.49000000 PA USD 33321.62000000 0.000012859230 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Avista Corp Q0IK63NITJD6RJ47SW96 05379BAQ0 4195000.00000000 PA USD 4597090.75000000 0.001774074854 Long DBT CORP US N 2 2048-06-01 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31406VJL1 1015.54020000 PA USD 1017.80000000 0.000000392781 Long ABS-MBS USGSE US N 2 2020-05-01 Fixed 5.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AN9 6369000.00000000 PA USD 5617712.76000000 0.002167945661 Long DBT CORP GB N 2 2045-12-01 Fixed 5.30000000 N N N N N N Fannie Mae Pool N/A 31371H2D9 12488.31000000 PA USD 13834.42000000 0.000005338875 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31386MRQ5 5150.78000000 PA USD 5334.30000000 0.000002058573 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209PR41 4332.35000000 PA USD 4884.64000000 0.000001885043 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GH82 3773.72000000 PA USD 4082.75000000 0.000001575584 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 7.00000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AE3 14504000.00000000 PA USD 17646146.56000000 0.006809868804 Long DBT CORP US N 2 2045-11-01 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36225A3G3 25161.95840000 PA USD 29739.93000000 0.000011477011 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 8.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FAS7 1413000.00000000 PA USD 1479849.03000000 0.000571092261 Long DBT CORP US N 2 2024-01-23 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 31335H2L6 459999.12690000 PA USD 497291.26000000 0.000191910920 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.00000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBM1 35057000.00000000 PA USD 42510819.34000000 0.016405457219 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 312944E31 8040978.57000000 PA USD 8842985.77000000 0.003412618881 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6U30 637664.03000000 PA USD 722970.72000000 0.000279003449 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N COMM 2014-UBS6 Mortgage Trust N/A 12592PBB8 919629.40000000 PA USD 919721.36000000 0.000354931983 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 2.93500000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBY0 16495000.00000000 PA USD 16557351.10000000 0.006389689009 Long DBT CORP US N 2 2021-04-30 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31413GDD9 59063.98400000 PA USD 68865.06000000 0.000026575888 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416515BE3 5520000.00000000 PA USD 5457679.20000000 0.002106186707 Long DBT CORP US N 2 2029-08-19 Fixed 2.80000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBA3 800000.00000000 PA USD 882608.00000000 0.000340609473 Long DBT CORP US N 2 2042-09-01 Fixed 3.65000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBP0 7590000.00000000 PA USD 7512126.60000000 0.002899023671 Long DBT CORP US N 2 2028-02-15 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128M73U8 9399106.79000000 PA USD 10640070.86000000 0.004106136508 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.00000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AL5 4850000.00000000 PA USD 4706003.50000000 0.001816105647 Long DBT CORP US N 2 2021-12-01 Fixed 3.65000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058FT5 6650000.00000000 PA USD 7061768.00000000 0.002725224651 Long DBT CORP N/A N 2 2026-10-27 Fixed 1.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128M4SD6 84260.45000000 PA USD 94414.68000000 0.000036435806 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDL68 2416081.99000000 PA USD 2540993.43000000 0.000980601165 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAC3 4650000.00000000 PA USD 4452607.50000000 0.001718316960 Long DBT CORP US N 2 2027-09-15 Fixed 3.09400000 N N N N N N Fannie Mae Pool N/A 31417CVJ1 2830085.00000000 PA USD 3053378.71000000 0.001178337058 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410RN21 23767.17600000 PA USD 28074.26000000 0.000010834208 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAT4 3000000.00000000 PA USD 2993400.00000000 0.001155190523 Long DBT CORP US N 2 2021-11-01 Fixed 3.60000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAJ6 5000000.00000000 PA USD 5170850.00000000 0.001995495729 Long DBT CORP US N 2 2030-04-01 Fixed 4.20000000 N N N N N N Ginnie Mae I Pool N/A 36241KDZ8 1030662.82000000 PA USD 1178841.21000000 0.000454929576 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371JJK1 12677.85000000 PA USD 14653.82000000 0.000005655092 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.00000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966H4K3 7150000.00000000 PA USD 8608242.50000000 0.003322028515 Long DBT MUN US N 2 2037-10-01 Fixed 5.51700000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366KB5 7270000.00000000 PA USD 6610320.20000000 0.002551005295 Long DBT MUN US N 2 2050-05-15 Fixed 3.00600000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAR1 7165000.00000000 PA USD 7517947.90000000 0.002901270184 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_18-1 N/A 02007MAF7 1825000.00000000 PA USD 1834362.25000000 0.000707903349 Long ABS-CBDO CORP US N 2 2023-02-15 Fixed 2.53000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962GXZ2 12652000.00000000 PA USD 15077514.92000000 0.005818601707 Long DBT CORP US N 2 2032-03-15 Fixed 6.75000000 N N N N N N National Australia Bank Ltd/New York F8SB4JFBSYQFRQEH3Z21 63254AAW8 8774000.00000000 PA USD 8869461.12000000 0.003422836050 Long DBT CORP AU N 2 2022-05-22 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KWC0 17006.32000000 PA USD 20192.62000000 0.000007792584 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJG38 521347.90250000 PA USD 614867.29000000 0.000237284982 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211SEK9 234.41320000 PA USD 234.85000000 0.000000090631 Long ABS-MBS USGA US N 2 2020-06-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296WJC2 41385.81980000 PA USD 44973.14000000 0.000017355697 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617JGHX3 578705.74000000 PA USD 628208.23000000 0.000242433418 Long ABS-MBS USGA US N 2 2049-02-15 Fixed 4.50000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 25553000.00000000 PA USD 23157406.25000000 0.008936732894 Long DBT CORP CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128M8FH2 1577548.00000000 PA USD 1727651.69000000 0.000666722409 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FBJ4 8260289.17000000 PA USD 8972986.92000000 0.003462787952 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 5.00000000 N N N N N N Hexcel Corp S6Q7LW43WUBUHXY2QP69 428291AM0 1400000.00000000 PA USD 1514352.00000000 0.000584407389 Long DBT CORP US N 2 2025-08-15 Fixed 4.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128FBF67 5983.88000000 PA USD 6651.62000000 0.000002566943 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31406UDS4 361521.74570000 PA USD 389669.83000000 0.000150378464 Long ABS-MBS USGSE US N 2 2034-11-01 Floating 4.28200000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAF7 11950000.00000000 PA USD 11676225.50000000 0.004506001552 Long DBT CORP US N 2 2021-07-15 Fixed 2.10000000 N N N N N N Colombia Government International Bond N/A 195325CX1 24763000.00000000 PA USD 24867995.12000000 0.009596870547 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31412LRY8 12394.61200000 PA USD 14382.58000000 0.000005550417 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBH2 3300000.00000000 PA USD 3383226.00000000 0.001305629255 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N Fifth Third Bank/Cincinnati OH QFROUN1UWUYU0DVIWD51 31677QBM0 9450000.00000000 PA USD 10265629.50000000 0.003961634901 Long DBT CORP US N 2 2025-07-28 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31418BXT8 7349621.36000000 PA USD 7648824.45000000 0.002951777082 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418AEH7 1686900.87000000 PA USD 1766067.13000000 0.000681547408 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140EVS81 27959398.03000000 PA USD 30647134.96000000 0.011827112939 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200K7K7 8710.50100000 PA USD 9878.40000000 0.000003812198 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31416CCM6 1651614.76000000 PA USD 1844771.11000000 0.000711920259 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C14 N/A 46640LAH5 1260000.00000000 PA USD 1292344.20000000 0.000498731800 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.40930000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AH2 4000000.00000000 PA USD 4092800.00000000 0.001579462742 Long DBT CORP US N 2 2023-11-30 Fixed 4.25000000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 260003AF5 2350000.00000000 PA USD 2808179.50000000 0.001083711614 Long DBT CORP US N 2 2035-10-15 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 31405VVQ7 12537.28190000 PA USD 14680.28000000 0.000005665303 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31295WCE6 13.31000000 PA USD 13.42000000 0.000000005178 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 10.00000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAF2 1900000.00000000 PA USD 1867681.00000000 0.000720761472 Long DBT CORP CA N 2 2023-10-01 Fixed 4.00000000 N N N N N N American Homes 4 Rent LP 549300N4PXZ37U8QKI55 02666TAA5 1745000.00000000 PA USD 1673210.70000000 0.000645712949 Long DBT CORP US N 2 2028-02-15 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 3620AMU83 260106.09000000 PA USD 275694.25000000 0.000106393861 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31406N5Z3 250277.36180000 PA USD 286324.81000000 0.000110496327 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BB9 3329000.00000000 PA USD 3551377.20000000 0.001370520908 Long DBT CORP JP N 2 2038-07-26 Fixed 4.28600000 N N N N N N Freddie Mac Gold Pool N/A 3128M7GC4 763536.16960000 PA USD 883182.29000000 0.000340831099 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Stifel Financial Corp 549300E5F07FE5GHJX84 860630AD4 10125000.00000000 PA USD 9893745.00000000 0.003818120018 Long DBT CORP US N 2 2024-07-18 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36291T4R6 18744.39770000 PA USD 20414.90000000 0.000007878365 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 260003AK4 4109000.00000000 PA USD 5009405.17000000 0.001933192149 Long DBT CORP US N 2 2041-03-01 Fixed 5.37500000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2017-C5 N/A 46590TAE5 14250000.00000000 PA USD 15339840.00000000 0.005919836238 Long ABS-MBS CORP US N 2 2050-03-15 Fixed 3.69390000 N N N N N N Ginnie Mae I Pool N/A 36295TTX2 174198.98420000 PA USD 190324.58000000 0.000073448637 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209NWW8 5395.91000000 PA USD 6134.18000000 0.000002367256 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HT1 20932000.00000000 PA USD 21935270.76000000 0.008465095513 Long DBT CORP US N 2 2024-06-16 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31297PK67 38797.27730000 PA USD 43190.68000000 0.000016667823 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31412QX95 181956.81000000 PA USD 191933.50000000 0.000074069539 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 4.00000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AR8 950000.00000000 PA USD 956507.50000000 0.000369128215 Long DBT CORP US N 2 2023-12-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 3138AXCL3 2050917.79000000 PA USD 2164887.29000000 0.000835457099 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A 12591UAF0 2533000.00000000 PA USD 2682750.96000000 0.001035307170 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.96100000 N N N N N N Ginnie Mae I Pool N/A 36200Q7M0 14454.97380000 PA USD 17058.60000000 0.000006583127 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05567LT31 21000.00000000 PA USD 21386.40000000 0.000008253279 Long DBT CORP FR N 2 2021-01-15 Fixed 5.00000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBN4 9993000.00000000 PA USD 9667428.06000000 0.003730781479 Long DBT CORP US N 2 2027-03-09 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36225BPC6 80320.64000000 PA USD 95649.83000000 0.000036912466 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31411NVG9 2619.74390000 PA USD 2681.02000000 0.000001034639 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297FM34 197830.70040000 PA USD 223404.28000000 0.000086214507 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31413AZT3 289258.79000000 PA USD 309911.87000000 0.000119598869 Long ABS-MBS USGSE US N 2 2037-07-01 Floating 4.53100000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94980VAG3 7549000.00000000 PA USD 9625503.43000000 0.003714602239 Long DBT CORP US N 2 2036-08-26 Fixed 5.95000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JR2 2300000.00000000 PA USD 2202066.00000000 0.000849804828 Long DBT CORP US N 2 2030-03-01 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 31390ES60 17745.80040000 PA USD 19263.60000000 0.000007434064 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36212DJC4 7662.08000000 PA USD 8076.22000000 0.000003116714 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TEC5 16385000.00000000 PA USD 16264734.10000000 0.006276764447 Long DBT CORP US N 2 2022-09-08 Fixed 2.15000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBK0 18200000.00000000 PA USD 17086342.00000000 0.006593833218 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N Ginnie Mae II Pool N/A 21H030658 -24550000.00000000 PA USD -25927009.50000000 -0.01000555745 Short ABS-MBS USGA US N 2 2050-05-01 Fixed 3.00000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_18-A N/A 65478DAE7 5300000.00000000 PA USD 5364130.00000000 0.002070084900 Long ABS-CBDO CORP US N 2 2024-06-17 Fixed 2.89000000 N N N N N N Fannie Mae Pool N/A 31419AT49 1419570.52000000 PA USD 1593780.21000000 0.000615059729 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31389UX95 32307.96000000 PA USD 38027.44000000 0.000014675265 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457BU3 14125000.00000000 PA USD 13047968.75000000 0.005035374440 Long DBT CORP US N 2 2023-01-15 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31292GX76 230269.37550000 PA USD 264505.83000000 0.000102076110 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418BXB7 5755987.46000000 PA USD 6081488.55000000 0.002346922543 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.50000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABF9 5575000.00000000 PA USD 5562344.75000000 0.002146578453 Long DBT CORP US N 2 2026-11-01 Fixed 2.85000000 N N N N N N Ginnie Mae I Pool N/A 36205B4F6 9283.84000000 PA USD 9996.00000000 0.000003857581 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138WHVG4 7874.67000000 PA USD 8594.49000000 0.000003316721 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 4.50000000 N N N N N N United Airlines 2019-1 Class AA Pass Through Trust N/A 90931CAA6 8288352.71000000 PA USD 7542815.38000000 0.002910866855 Long DBT CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N Ginnie Mae I Pool N/A 36241LJS6 1064797.21000000 PA USD 1217350.71000000 0.000469790874 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417Y7H4 17494754.82000000 PA USD 18597099.32000000 0.007176853376 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31405ADK6 7721.88730000 PA USD 9036.08000000 0.000003487136 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BA3 14203000.00000000 PA USD 15682242.45000000 0.006051973629 Long DBT CORP US N 2 2035-08-15 Fixed 5.70000000 N N N N N N Ginnie Mae I Pool N/A 36208WEM1 1317.78000000 PA USD 1327.51000000 0.000000512302 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M74V5 2792807.13000000 PA USD 3096971.75000000 0.001195160157 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31376CH80 2359.87000000 PA USD 2628.66000000 0.000001014432 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 21H032647 99365000.00000000 PA USD 104721767.20000000 0.040413440588 Long ABS-MBS USGA US N 2 2050-04-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMT29 7065784.65000000 PA USD 7354775.24000000 0.002838299812 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SB97 11836616.49180000 PA USD 12612861.80000000 0.004867461222 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 4.00000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAV2 8075000.00000000 PA USD 6742625.00000000 0.002602063373 Long DBT CORP US N 2 2077-12-01 Variable 4.80000000 N N N N N N Fannie Mae Pool N/A 31406JDG5 4425.07700000 PA USD 5297.79000000 0.000002044483 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C20 549300UVB571ELWL8972 92890FBB1 1675000.00000000 PA USD 1737276.50000000 0.000670436743 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 4.17600000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748AK8 2789000.00000000 PA USD 3450495.02000000 0.001331589212 Long DBT CORP US N 2 2033-08-01 Fixed 5.87500000 N N N N N N Fannie Mae Pool N/A 31417C7D1 5663373.77000000 PA USD 5928929.37000000 0.002288048046 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Entergy Texas Inc LWXX58X12AJXISQ28573 29365TAJ3 3870000.00000000 PA USD 3919419.90000000 0.001512553192 Long DBT CORP US N 2 2049-09-30 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 31411UHA2 129267.20870000 PA USD 151346.05000000 0.000058406334 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292ESW1 55095.20950000 PA USD 59058.21000000 0.000022791302 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128LUQY5 70541.24640000 PA USD 75163.81000000 0.000029006654 Long ABS-MBS USGSE US N 2 2037-06-01 Floating 4.59000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_17-4 N/A 14314RAD4 3200000.00000000 PA USD 3189088.00000000 0.001230708971 Long ABS-CBDO CORP US N 2 2023-05-15 Fixed 2.33000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAK7 11196000.00000000 PA USD 12621698.64000000 0.004870871469 Long DBT CORP US N 2 2042-09-01 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31417AKN8 3833515.04000000 PA USD 4046581.81000000 0.001561626564 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138M5LM9 3699742.36000000 PA USD 3991763.02000000 0.001540471307 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Ovintiv Inc N/A 012873AK1 4600000.00000000 PA USD 2300000.00000000 0.000887598785 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBM3 9600000.00000000 PA USD 6768000.00000000 0.002611855903 Long DBT CORP US N 2 2029-12-15 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 3138LU5C5 1476538.72000000 PA USD 1555710.73000000 0.000600368240 Long ABS-MBS USGSE US N 2 2042-09-01 Floating 3.97500000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BS2 18757000.00000000 PA USD 18751935.61000000 0.007236606638 Long DBT CORP US N 2 2021-03-01 Fixed 1.65000000 N N N N N N Freddie Mac Gold Pool N/A 312932LN4 718483.43000000 PA USD 787112.97000000 0.000303756746 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RYA4 3638.81000000 PA USD 3947.45000000 0.000001523370 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Indiana Michigan Power Co JHR9V15J0ZRG02MIRD06 454889AR7 9005000.00000000 PA USD 8770059.55000000 0.003384475740 Long DBT CORP US N 2 2047-07-01 Fixed 3.75000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AB5 5175000.00000000 PA USD 5378222.25000000 0.002075523276 Long DBT CORP US Y 2 2023-06-15 Fixed 3.85000000 N N N N N N Fannie Mae-Aces N/A 3136ALYF2 10418006.00000000 PA USD 11008915.30000000 0.004248478194 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.02100000 N N N N N N Vornado Realty LP 549300BMOJ05INE4YK86 929043AJ6 5225000.00000000 PA USD 4996615.25000000 0.001928256359 Long DBT CORP US N 2 2025-01-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EEQV4 2032025.81000000 PA USD 2127348.14000000 0.000820970271 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31374TW21 13345.43000000 PA USD 15781.64000000 0.000006090332 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225B6N3 838467.90310000 PA USD 958804.82000000 0.000370014779 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31383RRP9 2311.09000000 PA USD 2737.58000000 0.000001056466 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31375XUT4 357.72000000 PA USD 369.35000000 0.000000142536 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 7.50000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825CAF1 13476000.00000000 PA USD 15520039.68000000 0.005989377550 Long DBT CORP US N 2 2032-10-15 Fixed 5.90000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AW2 4775000.00000000 PA USD 4982091.75000000 0.001922651558 Long DBT CORP US N 2 2028-10-15 Fixed 4.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJS68 8431666.00000000 PA USD 9063788.00000000 0.003497829225 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31413QRR1 19536.09050000 PA USD 23631.05000000 0.000009119517 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371LF38 255588.81830000 PA USD 271233.41000000 0.000104672367 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 5.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C24 N/A 46643GAB6 656928.12000000 PA USD 657000.38000000 0.000253544669 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 2.94030000 N N N N N N Ginnie Mae I Pool N/A 36211JH91 22367.90850000 PA USD 24931.94000000 0.000009621547 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BJ1 8362000.00000000 PA USD 9476320.12000000 0.003657030533 Long DBT CORP US N 2 2036-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDB93 711256.04000000 PA USD 758234.50000000 0.000292612183 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC17 N/A 17321RAH9 1150000.00000000 PA USD 1220656.00000000 0.000471066427 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 4.54400000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EN9 52000000.00000000 PA USD 53411800.00000000 0.020612282085 Long DBT CORP N/A N 2 2022-07-19 Fixed 1.87500000 N N N N N N Fannie Mae Pool N/A 31384V4R0 16394.41120000 PA USD 19217.53000000 0.000007416285 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KYZ5 2349611.95000000 PA USD 2685277.51000000 0.001036282198 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AR0 7725000.00000000 PA USD 8217391.50000000 0.003171194223 Long DBT CORP US N 2 2028-11-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MB3D7 2852.31000000 PA USD 2868.63000000 0.000001107040 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.00000000 N N N N N N ABB Finance USA Inc 5493002Y01YAFV45F528 00037BAC6 9108000.00000000 PA USD 9949123.80000000 0.003839491390 Long DBT CORP US N 2 2042-05-08 Fixed 4.37500000 N N N N N N COMM 2015-CCRE23 Mortgage Trust N/A 12593ABA2 5219000.00000000 PA USD 5490388.00000000 0.002118809443 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.49700000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCS5 24366000.00000000 PA USD 25019008.80000000 0.009655148616 Long DBT CORP GB N 2 2024-11-04 Fixed 3.53500000 N N N N N N Fannie Mae Pool N/A 31388TT78 5527.84000000 PA USD 6287.64000000 0.000002426478 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330NAQ8 18150000.00000000 PA USD 18332589.00000000 0.007074775533 Long DBT CORP US N 2 2022-01-15 Fixed 2.62500000 N N N N N N Cigna Holding Co 45RS2W538ZOGNWLVIX82 125509BN8 8571000.00000000 PA USD 8631682.68000000 0.003331074374 Long DBT CORP US N 2 2020-12-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3140E2SN2 30790526.20000000 PA USD 32832245.99000000 0.012670374633 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210AZJ9 10870.02000000 PA USD 11807.89000000 0.000004556812 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202D3H2 604575.18000000 PA USD 698248.06000000 0.000269462665 Long ABS-MBS USGA US N 2 2034-01-20 Fixed 5.50000000 N N N N N N Bay Area Toll Authority 5493001FUZGUQMIP5D78 072024PY2 10230000.00000000 PA USD 16334036.40000000 0.006303509072 Long DBT MUN US N 2 2050-10-01 Fixed 6.90700000 N N N N N N Barclays Commercial Mortgage Trust 2019-C4 N/A 07335CAF1 15870000.00000000 PA USD 16472742.60000000 0.006357037530 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 2.91900000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAU2 28167000.00000000 PA USD 32167840.68000000 0.012413972309 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N COMM 2015-CCRE22 Mortgage Trust N/A 12592XBD7 7950000.00000000 PA USD 8244229.50000000 0.003181551343 Long ABS-MBS CORP US N 2 2048-03-10 Fixed 3.30900000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BQ7 2800000.00000000 PA USD 2941064.00000000 0.001134993405 Long DBT CORP US N 2 2079-11-15 Fixed 5.45000000 N N N N N N Fannie Mae Pool N/A 31383JQF0 2320.14000000 PA USD 2415.40000000 0.000000932133 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust 2015-GC34 54930070360RBP384M53 36250VAD4 5600000.00000000 PA USD 5924968.00000000 0.002286519304 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.50600000 N N N N N N Ginnie Mae I Pool N/A 36206WY90 4217.00000000 PA USD 4995.29000000 0.000001927744 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293FJ73 424.65000000 PA USD 488.91000000 0.000000188676 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBE0 12075000.00000000 PA USD 13193265.75000000 0.005091446370 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 31388X6U3 10167.87750000 PA USD 12080.66000000 0.000004662077 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283K5B0 2736.33540000 PA USD 2741.89000000 0.000001058129 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371MKF3 442631.85000000 PA USD 485567.14000000 0.000187386436 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 5.50000000 N N N N N N Fannie Mae-Aces N/A 3136ANSB4 5700000.00000000 PA USD 6032880.00000000 0.002328163895 Long ABS-MBS USGSE US N 2 2025-01-25 Variable 2.90000000 N N N N N N Ginnie Mae I Pool N/A 36241KP51 236122.64000000 PA USD 277217.42000000 0.000106981671 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31413LTB5 10429.18000000 PA USD 12316.03000000 0.000004752910 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 313615SA5 63205.40000000 PA USD 68333.25000000 0.000026370656 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PECF3 919.24850000 PA USD 960.28000000 0.000000370584 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUA5 1150000.00000000 PA USD 1132255.50000000 0.000436951567 Long DBT CORP US N 2 2023-01-06 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4M9 52921999.40000000 PA USD 56915493.47000000 0.021964401245 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212UHC8 10304.53000000 PA USD 11460.80000000 0.000004422866 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36296P2U4 21241.85000000 PA USD 23882.00000000 0.000009216362 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.00000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AN0 13998000.00000000 PA USD 18780696.66000000 0.007247705887 Long DBT CORP US N 2 2041-05-15 Fixed 5.70000000 N N N N N N National Australia Bank Ltd/New York F8SB4JFBSYQFRQEH3Z21 63254AAR9 9684000.00000000 PA USD 9595875.60000000 0.003703168489 Long DBT CORP AU N 2 2021-07-12 Fixed 1.87500000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BY9 26265000.00000000 PA USD 29124207.90000000 0.011239396327 Long DBT CORP US N 2 2027-02-06 Fixed 3.30000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAX2 6931000.00000000 PA USD 7157574.39000000 0.002762197536 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N Ginnie Mae I Pool N/A 36208MBT1 10967.14000000 PA USD 12079.32000000 0.000004661560 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GTZ4 1823.82000000 PA USD 2008.65000000 0.000000775163 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844AW8 2302000.00000000 PA USD 2620136.40000000 0.001011143428 Long DBT CORP US N 2 2025-05-17 Fixed 5.59000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AQ7 4050000.00000000 PA USD 4054779.00000000 0.001564789962 Long DBT CORP US N 2 2024-07-15 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 31335ASZ2 9415947.71000000 PA USD 10290406.77000000 0.003971196760 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N COMM 2014-CCRE20 Mortgage Trust N/A 12592LBJ0 2375000.00000000 PA USD 2500756.25000000 0.000965073134 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.59000000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 743263AS4 17265000.00000000 PA USD 17116693.65000000 0.006605546300 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36959CAA6 100000.00000000 PA USD 127333.00000000 0.000049139398 Long DBT CORP US N 2 2035-08-21 Fixed 7.50000000 N N N N N N BANK 2017-BNK7 N/A 06541XAJ9 4100000.00000000 PA USD 4398357.00000000 0.001697381013 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.74800000 N N N N N N Freddie Mac Gold Pool N/A 31296NV53 583950.46280000 PA USD 656196.81000000 0.000253234561 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N President & Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AL7 2500000.00000000 PA USD 2821350.00000000 0.001088794275 Long DBT CORP US N 2 2037-10-01 Fixed 3.61900000 N N N N N N Ginnie Mae I Pool N/A 3620A6B63 781422.08000000 PA USD 862002.32000000 0.000332657483 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 4.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAH7 10411000.00000000 PA USD 11182975.65000000 0.004315650261 Long DBT CORP US N 2 2029-03-15 Fixed 3.45000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AQ1 15302000.00000000 PA USD 15993191.34000000 0.006171972697 Long DBT CORP US N 2 2023-10-01 Fixed 3.80000000 N N N N N N Ginnie Mae II Pool N/A 36179RLR8 980727.86000000 PA USD 1079153.71000000 0.000416458922 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.50000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBB4 7750000.00000000 PA USD 7451935.00000000 0.002875794979 Long DBT CORP GB N 2 2029-10-24 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 31292GJ80 2570.78000000 PA USD 2742.87000000 0.000001058507 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 6.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDW1 14753000.00000000 PA USD 15173165.44000000 0.005855514440 Long DBT CORP US N 2 2022-03-16 Fixed 3.12500000 N N N N N N Ginnie Mae I Pool N/A 3620AFPL5 241619.47000000 PA USD 266586.01000000 0.000102878877 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 N/A 61762TAE6 1680000.00000000 PA USD 1778666.40000000 0.000686409624 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.15330000 N N N N N N Freddie Mac Gold Pool N/A 3128MDJR5 1136997.88000000 PA USD 1199487.28000000 0.000462897153 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 4.00000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RBE1 2650000.00000000 PA USD 2731408.00000000 0.001054084531 Long DBT CORP US N 2 2023-02-28 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31380HHM2 11880.24000000 PA USD 13662.04000000 0.000005272352 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312972JP8 826.37570000 PA USD 870.24000000 0.000000335836 Long ABS-MBS USGSE US N 2 2020-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31406PA82 123659.21780000 PA USD 141343.72000000 0.000054546310 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 21H0426C8 -78550000.00000000 PA USD -83017924.00000000 -0.03203765586 Short ABS-MBS USGA US N 2 2049-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207MK62 5001.14000000 PA USD 5397.13000000 0.000002082820 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 8.00000000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAQ3 4050000.00000000 PA USD 4129015.50000000 0.001593438757 Long DBT CORP US N 2 2049-09-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31287UTP7 64449.81590000 PA USD 76398.81000000 0.000029483256 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295E4W4 50561.83730000 PA USD 56868.92000000 0.000021946427 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FA1 33585000.00000000 PA USD 47360223.60000000 0.018276903015 Long DBT UST US N 2 2027-08-15 Fixed 6.37500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BN9 17504000.00000000 PA USD 17934073.28000000 0.006920983329 Long DBT CORP US N 2 2022-05-15 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36201SF87 18962.23000000 PA USD 20094.84000000 0.000007754850 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31406NT53 127491.72890000 PA USD 150205.66000000 0.000057966244 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust 2016-GS2 N/A 36252TAR6 4425000.00000000 PA USD 4549917.75000000 0.001755870203 Long ABS-MBS CORP US N 2 2049-05-10 Fixed 3.05000000 N N N N N N Fannie Mae Pool N/A 31404GXB2 2061.07400000 PA USD 2467.91000000 0.000000952397 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F4X72 10950000.00000000 PA USD 12663456.00000000 0.004886986157 Long ABS-MBS USGSE US N 2 2028-02-25 Variable 3.65000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764BF3 6000000.00000000 PA USD 6155880.00000000 0.002375631134 Long DBT CORP US N 2 2022-03-07 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138EKD51 6135658.93000000 PA USD 6620007.85000000 0.002554743880 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N LYB International Finance BV 549300J6QSW38QNOJK61 50247VAC3 14705000.00000000 PA USD 15862577.60000000 0.006121567220 Long DBT CORP NL N 2 2044-03-15 Fixed 4.87500000 N N N N N N BANK 2018-BNK10 549300GL0Y86051URC66 065404AZ8 1802000.00000000 PA USD 1905470.84000000 0.000735345044 Long ABS-MBS CORP US N 2 2061-02-15 Fixed 3.64100000 N N N N N N Ginnie Mae II Pool N/A 36225FJ26 1298487.25000000 PA USD 1364502.34000000 0.000526578530 Long ABS-MBS USGA US N 2 2041-11-20 Floating 3.12500000 N N N N N N Ginnie Mae I Pool N/A 36220FTF1 45.62000000 PA USD 48.31000000 0.000000018643 Long ABS-MBS USGA US N 2 2020-05-15 Fixed 9.50000000 N N N N N N Ginnie Mae I Pool N/A 36206FWK4 4847.07000000 PA USD 5790.07000000 0.000002234460 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31402QYV7 4399096.00560000 PA USD 5060324.13000000 0.001952842413 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LP4 41831000.00000000 PA USD 43364942.77000000 0.016735074140 Long DBT CORP US N 2 2028-07-24 Variable 3.66800000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CL7 8210000.00000000 PA USD 3468725.00000000 0.001338624389 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAF9 13115000.00000000 PA USD 11983831.25000000 0.004624710460 Long DBT CORP US N 2 2041-03-01 Fixed 6.50000000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CE8 3345000.00000000 PA USD 4098461.25000000 0.001581647489 Long DBT CORP US N 2 2041-02-01 Fixed 5.45000000 N N N N N N Fannie Mae Pool N/A 31374TNX3 1800.83000000 PA USD 2071.22000000 0.000000799309 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31401XA72 32147.46460000 PA USD 35478.91000000 0.000013691755 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N COMM 2014-UBS6 Mortgage Trust N/A 12592PBF9 10725000.00000000 PA USD 11275407.00000000 0.004351320676 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.64400000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_15-A2 N/A 14041NEV9 12000000.00000000 PA USD 11985600.00000000 0.004625393043 Long ABS-CBDO CORP US N 2 2023-03-15 Fixed 2.08000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BC3 2154000.00000000 PA USD 2243972.58000000 0.000865977102 Long DBT CORP US N 2 2023-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138ELBK8 4295.90000000 PA USD 4473.88000000 0.000001726526 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 5.50000000 N N N N N N Mexico Government International Bond N/A 91087BAD2 24988000.00000000 PA USD 24724376.60000000 0.009541446363 Long DBT NUSS MX N 2 2048-02-10 Fixed 4.60000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPJ6 16050000.00000000 PA USD 16090125.00000000 0.006209380610 Long DBT CORP US N 2 2022-01-21 Fixed 1.80000000 N N N N N N Fannie Mae Pool N/A 31418DC91 168105211.50000000 PA USD 175952362.80000000 0.067902218903 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.00000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AT8 5923000.00000000 PA USD 4992911.31000000 0.001926826962 Long DBT CORP CA N 2 2024-04-15 Fixed 3.80000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAR3 7965000.00000000 PA USD 9352343.70000000 0.003609186481 Long DBT CORP KY N 2 2034-11-28 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HXB5 113509.78000000 PA USD 127522.56000000 0.000049212551 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KLRS8 2917.34650000 PA USD 3439.81000000 0.000001327465 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Fannie Mae-Aces N/A 3136ANRH2 3538271.59000000 PA USD 3635680.21000000 0.001403054494 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 2.34400000 N N N N N N Freddie Mac Gold Pool N/A 3128MDX40 158905.53000000 PA USD 163364.42000000 0.000063044374 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 2.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEM7 1575000.00000000 PA USD 1659640.50000000 0.000640476039 Long DBT CORP US N 2 2022-01-24 Fixed 5.70000000 N N N N N N Fannie Mae Pool N/A 31385XD95 777050.32010000 PA USD 911767.53000000 0.000351862500 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418BXZ4 50201022.39000000 PA USD 53532362.24000000 0.020658808562 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AG1 3875000.00000000 PA USD 4015701.25000000 0.001549709370 Long DBT CORP US N 2 2024-06-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128PP3G6 37466.04000000 PA USD 40018.23000000 0.000015443535 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CX6 39940000.00000000 PA USD 41285179.20000000 0.015932467350 Long DBT CORP US N 2 2024-01-25 Fixed 3.65000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC21 N/A 17322MAZ9 2450000.00000000 PA USD 2489102.00000000 0.000960575613 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.32800000 N N N N N N Ginnie Mae II Pool N/A 36179SGK7 65893991.01750000 PA USD 70080236.27000000 0.027044840252 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.00000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BV0 7000.00000000 PA USD 6720.00000000 0.000002593332 Long DBT CORP DE N 2 2021-01-13 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128KJXA5 17084.25690000 PA USD 20745.24000000 0.000008005847 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PB5F7 2782.47130000 PA USD 2827.46000000 0.000001091152 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 6.00000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAK0 7173000.00000000 PA USD 8458042.95000000 0.003264064629 Long DBT CORP US N 2 2048-02-26 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128L16X3 13904.48680000 PA USD 16739.47000000 0.000006459970 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31419DL58 3479501.03000000 PA USD 3860680.37000000 0.001489884872 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAW4 4785000.00000000 PA USD 5024393.55000000 0.001938976352 Long DBT CORP US N 2 2024-02-01 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128K2LR8 71275.93030000 PA USD 81604.53000000 0.000031492209 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Potomac Electric Power Co 549300BXF2DWUNN57U06 737679DG2 3537000.00000000 PA USD 3677171.31000000 0.001419066429 Long DBT CORP US N 2 2024-03-15 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 31287RCS6 9740.68000000 PA USD 10955.25000000 0.000004227768 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2A7 23319645.22000000 PA USD 25181718.89000000 0.009717940476 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128HD5P0 14700.65000000 PA USD 15176.07000000 0.000005856635 Long ABS-MBS USGSE US N 2 2033-05-01 Floating 4.03100000 N N N N N N Ginnie Mae I Pool N/A 36224JE57 1431.39000000 PA USD 1539.16000000 0.000000593981 Long ABS-MBS USGA US N 2 2022-08-15 Fixed 8.00000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AD1 969000.00000000 PA USD 957827.43000000 0.000369637592 Long DBT CORP US N 2 2023-06-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 31292GVA1 22735.15390000 PA USD 25261.48000000 0.000009748721 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129414H7 1487610.12000000 PA USD 1635314.93000000 0.000631088497 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31410XHY5 66258.83180000 PA USD 78241.08000000 0.000030194211 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31374TRX9 8759.86000000 PA USD 10277.51000000 0.000003966219 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31416CE28 345848.67000000 PA USD 369262.62000000 0.000142503066 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PSQT7 104081.21000000 PA USD 109982.61000000 0.000042443665 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBQ8 13821000.00000000 PA USD 11294935.83000000 0.004358857096 Long DBT CORP US N 2 2026-10-06 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BEVG6 3984127.21000000 PA USD 4107196.90000000 0.001585018686 Long ABS-MBS USGSE US N 2 2024-04-25 Fixed 2.76800000 N N N N N N Fannie Mae Pool N/A 31417TP44 34828.62000000 PA USD 38897.30000000 0.000015010954 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KEFC2 8909.18020000 PA USD 10506.60000000 0.000004054628 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140Q8K87 31618968.62000000 PA USD 34775174.07000000 0.013420174895 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312940QW2 413094.36000000 PA USD 455101.93000000 0.000175629530 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DW9 2475000.00000000 PA USD 2770911.00000000 0.001069329233 Long DBT CORP US N 2 2025-06-15 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36290YXL7 265192.88380000 PA USD 303858.01000000 0.000117262608 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31419JZ43 9801643.94000000 PA USD 10734466.39000000 0.004142564925 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371JFY5 2769.29000000 PA USD 3232.95000000 0.000001247635 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.50000000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PAC7 43808000.00000000 PA USD 59540328.96000000 0.022977358111 Long DBT CORP NL N 2 2030-06-15 Fixed 8.75000000 N N N N N N Ford Holdings LLC N/A 345277AE7 4325000.00000000 PA USD 3687754.50000000 0.001423150614 Long DBT CORP US N 2 2030-03-01 Fixed 9.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMRS4 1301711.57000000 PA USD 1351710.31000000 0.000521641925 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 2.50000000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BN3 43650000.00000000 PA USD 46347570.00000000 0.017886107317 Long DBT CORP DE N 2 2025-01-13 Fixed 2.00000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPC1 15850000.00000000 PA USD 16108672.00000000 0.006216538129 Long DBT CORP US N 2 2022-05-23 Fixed 2.65000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_19-A N/A 34532FAE2 1600000.00000000 PA USD 1609632.00000000 0.000621177133 Long ABS-CBDO CORP US N 2 2022-06-15 Fixed 2.98000000 N N N N N N Fannie Mae Pool N/A 31379HRL6 140.89000000 PA USD 159.07000000 0.000000061387 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAJ5 33634000.00000000 PA USD 37585995.00000000 0.014504905871 Long DBT CORP US N 2 2038-07-24 Variable 3.88200000 N N N N N N Ginnie Mae I Pool N/A 36206VKY2 1214.77000000 PA USD 1415.41000000 0.000000546224 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMXF5 40911520.77000000 PA USD 43485673.66000000 0.016781665702 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31413SHC1 35763.79540000 PA USD 41912.31000000 0.000016174484 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291F3D8 228873.71590000 PA USD 264909.88000000 0.000102232038 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Los Angeles Department of Water & Power Power System Revenue N/A 544495UG7 3925000.00000000 PA USD 5430747.75000000 0.002095793524 Long DBT MUN US N 2 2039-07-01 Fixed 5.71600000 N N N N N N Fannie Mae-Aces N/A 3136AVY52 16000000.00000000 PA USD 16859040.00000000 0.006506114532 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.58440000 N N N N N N Freddie Mac Gold Pool N/A 31298YD73 6235.10000000 PA USD 6828.37000000 0.000002635153 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCKF1 74309.10000000 PA USD 79596.94000000 0.000030717455 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 4.50000000 N N N N N N Healthcare Trust of America Holdings LP 549300IYGAS4GE6VDL07 42225UAF1 5627000.00000000 PA USD 5339741.65000000 0.002060673131 Long DBT CORP US N 2 2027-07-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31417CS30 19043589.74000000 PA USD 20908147.61000000 0.008068715834 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CF3 12000000.00000000 PA USD 12704880.00000000 0.004902972197 Long DBT NUSS JP N 2 2029-10-17 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31402C4D1 242745.08240000 PA USD 271219.08000000 0.000104666837 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKG3 4705000.00000000 PA USD 4758307.65000000 0.001836290473 Long DBT CORP US N 2 2023-03-01 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 3138WDJE2 13028485.02000000 PA USD 13888755.89000000 0.005359844720 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HX7 50865000.00000000 PA USD 54267359.85000000 0.020942453339 Long DBT CORP N/A N 2 2024-06-24 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 3138AXSC6 988312.24000000 PA USD 1082943.14000000 0.000417921311 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd 549300PXR5FKNXF0OH19 225433AK7 12900000.00000000 PA USD 12881166.00000000 0.004971003171 Long DBT CORP GG N 2 2020-12-10 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31386FBJ3 47186.26300000 PA USD 55604.29000000 0.000021458391 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_17-4 N/A 43813FAC7 2378043.71000000 PA USD 2348532.19000000 0.000906327964 Long ABS-CBDO CORP US N 2 2021-11-22 Fixed 2.05000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AU1 10252000.00000000 PA USD 8629005.88000000 0.003330041363 Long DBT CORP US N 2 2044-05-15 Fixed 5.10000000 N N N N N N Fannie Mae Pool N/A 31418DGJ5 42782578.74000000 PA USD 44993154.58000000 0.017363421455 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 3.00000000 N N N N N N International Lease Finance Corp N/A 459745GF6 13998000.00000000 PA USD 13817425.80000000 0.005332317545 Long DBT CORP US N 2 2020-12-15 Fixed 8.25000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FA6 9028000.00000000 PA USD 10834502.80000000 0.004181170227 Long DBT CORP US N 2 2035-07-15 Fixed 5.35000000 N N N N N N Fannie Mae Pool N/A 31418BZP4 26144541.88000000 PA USD 27628244.63000000 0.010662085378 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FMC7 1033843.86000000 PA USD 1137993.29000000 0.000439165852 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292LE43 177120.44000000 PA USD 194975.95000000 0.000075243659 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AV4 12378000.00000000 PA USD 12409068.78000000 0.004788814945 Long DBT CORP NL N 2 2023-01-06 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31371HVG0 21799.64000000 PA USD 25645.53000000 0.000009896930 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 6.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAA3 3100000.00000000 PA USD 2584687.00000000 0.000997463061 Long DBT CORP IE N 2 2022-05-26 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31401YXZ3 63509.67780000 PA USD 71362.65000000 0.000027539739 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EH6 27635000.00000000 PA USD 28705303.55000000 0.011077735895 Long DBT NUSS CA N 2 2024-11-13 Fixed 1.87500000 N N N N N N Freddie Mac Gold Pool N/A 31287MVJ6 14396.33050000 PA USD 16943.62000000 0.000006538755 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GPU4 3756.82000000 PA USD 4192.69000000 0.000001618011 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 8.00000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BU1 11100000.00000000 PA USD 11323443.00000000 0.004369858370 Long DBT CORP US N 2 2027-11-15 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMUB7 52841511.37000000 PA USD 55002729.19000000 0.021226241570 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 2.50000000 N N N N N N American Airlines 2016-3 Class A Pass Through Trust N/A 023771S25 2005204.40000000 PA USD 1714088.83000000 0.000661488331 Long DBT CORP US N 2 2028-10-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31389ABQ5 3765.86080000 PA USD 3897.85000000 0.000001504229 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GPR1 1617.22000000 PA USD 1789.55000000 0.000000690609 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXHW3 92977.89000000 PA USD 101659.24000000 0.000039231573 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GCP9 10.72000000 PA USD 11.54000000 0.000000004453 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 36211R4H9 2915.80000000 PA USD 3235.93000000 0.000001248785 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138E0YJ2 914339.95000000 PA USD 986517.95000000 0.000380709623 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407UD95 27935.68450000 PA USD 31968.48000000 0.000012337036 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BZZ4 40140.63000000 PA USD 47912.26000000 0.000018489940 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 6.50000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AJ8 23986000.00000000 PA USD 21467470.00000000 0.008284565345 Long DBT CORP CO N 2 2045-05-28 Fixed 5.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MADT3 3981288.05000000 PA USD 4345456.47000000 0.001676966036 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209QTY1 4134.09000000 PA USD 4261.34000000 0.000001644504 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31410LR46 4328901.26000000 PA USD 4502446.91000000 0.001737550612 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36206JF41 8395.77000000 PA USD 10044.45000000 0.000003876278 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XX28 30779.28890000 PA USD 34998.51000000 0.000013506363 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402NDS4 169684.16370000 PA USD 188605.64000000 0.000072785276 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Progress Energy Inc 549300FBMTW0JYWMNB26 743263AE5 2960000.00000000 PA USD 4000676.80000000 0.001543911246 Long DBT CORP US N 2 2031-03-01 Fixed 7.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128PS6W2 9176023.78000000 PA USD 9658223.83000000 0.003727229451 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292SA67 43499746.50000000 PA USD 46761357.49000000 0.018045793088 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8AK0 3647186.00000000 PA USD 3974520.94000000 0.001533817373 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208CKY2 19492.84000000 PA USD 21524.77000000 0.000008306678 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 7.50000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610AS4 3950000.00000000 PA USD 3644981.00000000 0.001406643785 Long DBT CORP US N 2 2030-02-06 Fixed 2.50000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748148RZ8 9000000.00000000 PA USD 9261360.00000000 0.003574074732 Long DBT NUSS CA N 2 2025-02-11 Fixed 1.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAK4 46005000.00000000 PA USD 48196678.20000000 0.018599701313 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N Ginnie Mae I Pool N/A 36209YRB6 32442.97170000 PA USD 38670.08000000 0.000014923267 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207K5Z9 367.29000000 PA USD 393.76000000 0.000000151956 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCSD8 50875451.64000000 PA USD 56039309.98000000 0.021626271070 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.50000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FN8 3675000.00000000 PA USD 3541266.75000000 0.001366619158 Long DBT CORP US N 2 2057-11-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M86U3 3985878.80000000 PA USD 4458364.87000000 0.001720538801 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GKC9 2390.81000000 PA USD 2648.90000000 0.000001022243 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298EW76 4475.65000000 PA USD 5125.02000000 0.000001977809 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PUC83 882282.72000000 PA USD 928681.97000000 0.000358389994 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3129432Y8 135794.37000000 PA USD 149322.21000000 0.000057625309 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAC2 5525000.00000000 PA USD 5499861.25000000 0.002122465288 Long DBT CORP CA N 2 2024-03-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31371JNM2 27401.31000000 PA USD 30110.20000000 0.000011619903 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31407Y4L0 841.29920000 PA USD 876.76000000 0.000000338352 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208ETW3 479.71000000 PA USD 500.62000000 0.000000193195 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292K3N5 1750842.92000000 PA USD 1936379.74000000 0.000747273176 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SZ95 53333.41100000 PA USD 58896.09000000 0.000022728738 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31383S4K3 1537.55000000 PA USD 1604.42000000 0.000000619165 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36223XEU2 455.50000000 PA USD 485.04000000 0.000000187183 Long ABS-MBS USGA US N 2 2022-03-15 Fixed 8.00000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AV2 7640000.00000000 PA USD 7625178.40000000 0.002942651776 Long DBT CORP US N 2 2021-12-01 Fixed 3.50000000 N N N N N N BANK 2018-BNK10 549300GL0Y86051URC66 065404BC8 2100000.00000000 PA USD 2149518.00000000 0.000829525898 Long ABS-MBS CORP US N 2 2061-02-15 Variable 3.89800000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCZ2 7150000.00000000 PA USD 7050043.00000000 0.002720699827 Long DBT CORP US N 2 2024-06-27 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31403KJW4 201758.84340000 PA USD 220621.28000000 0.000085140513 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 N/A 46645UAT4 5800000.00000000 PA USD 6184540.00000000 0.002386691387 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.64830000 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 595017AP9 5000000.00000000 PA USD 4993400.00000000 0.001927015553 Long DBT CORP US N 2 2023-06-01 Fixed 4.33300000 N N N N N N Fannie Mae Pool N/A 31418U5M2 2725195.32000000 PA USD 2878514.81000000 0.001110854890 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DAY7 11950000.00000000 PA USD 12060298.50000000 0.004654220129 Long DBT CORP US Y 2 2024-07-15 Fixed 4.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCT7 18950000.00000000 PA USD 20239547.50000000 0.007810694684 Long DBT CORP US N 2 2026-02-17 Fixed 4.12500000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BJ4 12490000.00000000 PA USD 12280792.50000000 0.004739311523 Long DBT CORP US N 2 2029-08-15 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36210ARS8 16200.62000000 PA USD 17929.06000000 0.000006919048 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FREH0 25885000.00000000 PA USD 27625248.55000000 0.010660929154 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 2.25300000 N N N N N N Freddie Mac Gold Pool N/A 3128LXHG8 101469.60000000 PA USD 116072.09000000 0.000044793672 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EVQ9 187155.73000000 PA USD 225996.16000000 0.000087214746 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 6.50000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AT1 11400000.00000000 PA USD 11199588.00000000 0.004322061175 Long DBT CORP US N 2 2047-03-15 Fixed 4.65000000 N N N N N N Fannie Mae Pool N/A 31406JT52 1292.28930000 PA USD 1312.16000000 0.000000506378 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCF0 17291000.00000000 PA USD 16430772.75000000 0.006340840840 Long DBT CORP US N 2 2051-03-13 Fixed 3.70000000 N N N N N N Tunisia Government AID Bonds N/A 066716AJ0 3860000.00000000 PA USD 3864284.60000000 0.001491275789 Long DBT NUSS TN N 2 2021-08-05 Fixed 1.41600000 N N N N N N Fannie Mae Pool N/A 31416YVF2 4838349.46000000 PA USD 5255899.02000000 0.002028317211 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31409DXY4 52267.20140000 PA USD 57655.95000000 0.000022250152 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K2DY2 62188.37000000 PA USD 73617.35000000 0.000028409856 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAW2 16800000.00000000 PA USD 19768728.00000000 0.007628999547 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N Ginnie Mae II Pool N/A 21H0426C8 78550000.00000000 PA USD 83017924.00000000 0.032037655866 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418UCL6 7198221.43000000 PA USD 8146155.21000000 0.003143703247 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312971SL9 2564.56750000 PA USD 2575.01000000 0.000000993728 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C26 N/A 46643TBJ0 17150000.00000000 PA USD 17918320.00000000 0.006914903941 Long ABS-MBS CORP US N 2 2048-01-15 Fixed 3.49430000 N N N N N N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAB6 14599000.00000000 PA USD 14940032.64000000 0.005765545574 Long DBT CORP GB N 2 2024-01-30 Fixed 4.00000000 N N N N N N American Airlines 2016-1 Class AA Pass Through Trust N/A 02376UAA3 2978402.71300000 PA USD 2562736.83000000 0.000988992216 Long DBT CORP US N 2 2028-01-15 Fixed 3.57500000 N N N N N N Ginnie Mae I Pool N/A 36291GY67 94110.28350000 PA USD 106780.35000000 0.000041207873 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HHH0 153.74000000 PA USD 178.92000000 0.000000069047 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8.00000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366DF4 2575000.00000000 PA USD 3438655.00000000 0.001327020000 Long DBT MUN US N 2 2049-05-15 Fixed 6.58300000 N N N N N N Fannie Mae Pool N/A 31406XT69 22710.47260000 PA USD 26715.24000000 0.000010309745 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAS6 9606000.00000000 PA USD 10014447.12000000 0.003864700477 Long DBT CORP US N 2 2025-03-15 Fixed 3.15000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2016-C2 N/A 46590LAT9 4400000.00000000 PA USD 4569972.00000000 0.001763609389 Long ABS-MBS CORP US N 2 2049-06-15 Fixed 3.14390000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAP3 3575000.00000000 PA USD 3911586.25000000 0.001509530088 Long DBT CORP US N 2 2044-03-15 Fixed 4.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282F6 227780500.00000000 PA USD 230379475.50000000 0.088906322866 Long DBT UST US N 2 2021-08-31 Fixed 1.12500000 N N N N N N Mount Sinai Hospitals Group Inc 549300IJEDK5LH7YPT15 623115AD4 3125000.00000000 PA USD 3297812.50000000 0.001272667116 Long DBT CORP US N 2 2048-07-01 Fixed 3.98100000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAD3 6684000.00000000 PA USD 7359017.16000000 0.002839936822 Long DBT CORP US N 2 2044-12-01 Fixed 4.15000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167AU7 475000.00000000 PA USD 641772.50000000 0.000247668039 Long DBT CORP N/A N 2 2027-08-15 Fixed 6.22000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAW3 5750000.00000000 PA USD 5783235.00000000 0.002231822765 Long DBT CORP US N 2 2047-02-01 Fixed 4.40000000 N N N N N N Ginnie Mae I Pool N/A 36290XLN8 420061.38000000 PA USD 474245.10000000 0.000183017119 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1SY6 78051.60000000 PA USD 80548.47000000 0.000031084662 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371FFB3 7438.15000000 PA USD 8627.06000000 0.000003329290 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 8.00000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAQ3 2500000.00000000 PA USD 2418475.00000000 0.000933319770 Long DBT CORP US N 2 2030-01-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 3140FT5N7 15049965.13000000 PA USD 16123178.14000000 0.006222136230 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N COMM 2013-CCRE9 Mortgage Trust 549300C72XVZH4MIKU63 12625UBF9 4060000.00000000 PA USD 4226703.60000000 0.001631137817 Long ABS-MBS CORP US N 2 2045-07-10 Variable 4.22140000 N N N N N N Freddie Mac Gold Pool N/A 31298SVG6 5437.76000000 PA USD 6268.60000000 0.000002419131 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31383U5A9 11754.01000000 PA USD 13272.51000000 0.000005122027 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 8.00000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAS8 4560000.00000000 PA USD 4200033.60000000 0.001620845530 Long DBT CORP US N 2 2025-12-01 Fixed 5.95000000 N N N N N N WRKCo Inc 549300JEB576INN13W07 92940PAF1 3000000.00000000 PA USD 3123090.00000000 0.001205239517 Long DBT CORP US N 2 2032-06-01 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31410PTH6 66071.86550000 PA USD 77017.33000000 0.000029721951 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YFK7 86793.64400000 PA USD 96150.87000000 0.000037105824 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HS97 322363.93440000 PA USD 374016.31000000 0.000144337574 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AG3 3000000.00000000 PA USD 2638980.00000000 0.001018415409 Long DBT CORP US N 2 2024-12-15 Fixed 2.45000000 N N N N N N Ginnie Mae I Pool N/A 36206W5W1 1514.88000000 PA USD 1691.55000000 0.000000652790 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138ANCY7 3735775.11000000 PA USD 4092989.93000000 0.001579536039 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.00000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAH5 8397000.00000000 PA USD 6549660.00000000 0.002527595765 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31371HLT3 22171.09350000 PA USD 25522.25000000 0.000009849355 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.00000000 N N N N N N Baker Hughes a GE Co LLC 549300XU3XH6F05YEQ93 057224AZ0 14238000.00000000 PA USD 12474196.56000000 0.004813948570 Long DBT CORP US N 2 2040-09-15 Fixed 5.12500000 N N N N N N Freddie Mac Gold Pool N/A 31292GR99 10584.09000000 PA USD 11721.88000000 0.000004523620 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 7.00000000 N N N N N N Fannie Mae-Aces N/A 3136AV7G8 12125000.00000000 PA USD 13259293.75000000 0.005116927402 Long ABS-MBS USGSE US N 2 2027-02-25 Variable 2.96100000 N N N N N N Fannie Mae Pool N/A 31407LGN1 82252.88330000 PA USD 91616.55000000 0.000035355973 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SLS4 41892320.76000000 PA USD 44650930.08000000 0.017231352738 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.50000000 N N N N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAL6 1000000.00000000 PA USD 998690.00000000 0.000385406969 Long DBT CORP NL N 2 2023-01-10 Fixed 2.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC18 5493007CD1Q2V06I4172 94989AAV7 1864532.14460000 PA USD 1906223.08000000 0.000735635343 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.24400000 N N N N N N Ginnie Mae I Pool N/A 36292CQW7 68511.77690000 PA USD 74591.51000000 0.000028785797 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAT5 6250000.00000000 PA USD 7376625.00000000 0.002846731908 Long DBT CORP US N 2 2049-02-01 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 3140Q9SE4 40403108.19000000 PA USD 43101227.75000000 0.016633303214 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291YPE1 119541.48050000 PA USD 130154.37000000 0.000050228200 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KCSE8 75441.35790000 PA USD 89256.18000000 0.000034445076 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31405NM28 62625.25980000 PA USD 72850.71000000 0.000028114000 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31307JTL7 261197.15000000 PA USD 270814.43000000 0.000104510677 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31411JX76 5647.61000000 PA USD 5894.98000000 0.000002274946 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31385FEL6 1093.11070000 PA USD 1280.45000000 0.000000494141 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31410KXL3 3758260.81000000 PA USD 4405696.40000000 0.001700213379 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N JD.com Inc 549300HVTWB0GJZ16V92 47215PAB2 5000000.00000000 PA USD 5035600.00000000 0.001943301062 Long DBT CORP KY N 2 2021-04-29 Fixed 3.12500000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JX0 31600000.00000000 PA USD 32446564.00000000 0.012521535126 Long DBT CORP US N 2 2022-05-13 Fixed 2.85000000 N N N N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424AR9 7262000.00000000 PA USD 7622994.02000000 0.002941808796 Long DBT CORP US N 2 2043-05-15 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31410NYC6 1313.98000000 PA USD 1341.52000000 0.000000517709 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDY7 38602000.00000000 PA USD 43292143.00000000 0.016706979798 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AT6 16875000.00000000 PA USD 17902181.25000000 0.006908675795 Long DBT CORP GB N 2 2028-08-16 Fixed 4.55000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BT1 4012000.00000000 PA USD 3778983.04000000 0.001458356850 Long DBT CORP US N 2 2022-03-01 Fixed 2.12500000 N N N N N N Ginnie Mae I Pool N/A 36208FL24 6720.33000000 PA USD 7996.59000000 0.000003085984 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138ETYN0 1702581.30000000 PA USD 1851608.24000000 0.000714558793 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.50000000 N N N N N N WOLS_20-A N/A 98162HAD2 1575000.00000000 PA USD 1536774.75000000 0.000593060609 Long ABS-CBDO CORP US N 2 2025-06-16 Fixed 1.79000000 N N N N N N Ginnie Mae I Pool N/A 36206EN68 127.50000000 PA USD 136.18000000 0.000000052553 Long ABS-MBS USGA US N 2 2025-01-15 Fixed 9.50000000 N N N N N N Freddie Mac Pool N/A 3132DVKY0 10265059.56000000 PA USD 10951792.04000000 0.004226433613 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.50000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353REW4 31086000.00000000 PA USD 31602649.32000000 0.012195857889 Long DBT CORP US N 2 2021-04-29 Fixed 2.15000000 N N N N N N Fannie Mae Pool N/A 3140E73U2 13898084.26000000 PA USD 14819249.28000000 0.005718933764 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31403BEM1 24598.86530000 PA USD 28954.83000000 0.000011174031 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371HQX9 50382.43910000 PA USD 58676.90000000 0.000022644150 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31416WQS4 662224.52000000 PA USD 696772.77000000 0.000268893332 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC22 549300XO83D3BDYP0P62 94989TAZ7 3425000.00000000 PA USD 3677045.75000000 0.001419017974 Long ABS-MBS CORP US N 2 2058-09-15 Fixed 3.83900000 N N N N N N Fannie Mae Pool N/A 31402RQF9 6440.52000000 PA USD 7626.99000000 0.000002943350 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FK9 16880000.00000000 PA USD 16716601.60000000 0.006451145770 Long DBT CORP US N 2 2050-02-05 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31372UYE2 4956.75000000 PA USD 5116.90000000 0.000001974675 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291ASC4 46448.14010000 PA USD 53231.43000000 0.000020542675 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCA7 6100000.00000000 PA USD 6035523.00000000 0.002329183862 Long DBT CORP US N 2 2022-11-16 Fixed 2.60000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CR4 9770000.00000000 PA USD 4738450.00000000 0.001828627158 Long DBT CORP US N 2 2026-08-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 3138WQAZ5 24359236.03000000 PA USD 26184229.99000000 0.010104822056 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GSQ0 27982.45000000 PA USD 32120.21000000 0.000012395591 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31409YDG9 34488.59630000 PA USD 37781.91000000 0.000014580511 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HVU5 1273792.40780000 PA USD 1467103.14000000 0.000566173462 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Brookfield Finance Inc N/A 11271LAB8 9750000.00000000 PA USD 9350055.00000000 0.003608303243 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CB2 11000000.00000000 PA USD 11186780.00000000 0.004317118408 Long DBT NUSS JP N 2 2022-10-17 Fixed 1.62500000 N N N N N N Kemper Corp 549300FNI1JKTRY2PV09 488401AB6 2352620.00000000 PA USD 2383580.48000000 0.000919853538 Long DBT CORP US N 2 2025-02-15 Fixed 4.35000000 N N N N N N Ginnie Mae II Pool N/A 36179SKZ9 6089049.35000000 PA USD 6422911.93000000 0.002478682098 Long ABS-MBS USGA US N 2 2031-09-20 Fixed 2.50000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAM6 15000000.00000000 PA USD 16021650.00000000 0.006182955250 Long DBT CORP US N 2 2029-06-01 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3132L87D3 19770026.23000000 PA USD 20984894.34000000 0.008098333358 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Bemis Co Inc PTVU09TE3QPJPL7K4E13 081437AP0 3803000.00000000 PA USD 3896553.80000000 0.001503728878 Long DBT CORP US Y 2 2026-09-15 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 31298TTR3 8580.50000000 PA USD 10150.22000000 0.000003917096 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EBV0 1137234.05000000 PA USD 1308876.79000000 0.000505111934 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138XDSQ4 4582192.03000000 PA USD 4899325.54000000 0.001890711042 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KH4E3 74885.27660000 PA USD 83903.71000000 0.000032379491 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36223MTX4 611.63000000 PA USD 651.43000000 0.000000251394 Long ABS-MBS USGA US N 2 2021-08-15 Fixed 9.50000000 N N N N N N UBS Commercial Mortgage Trust 2018-C10 N/A 90276FAW4 10475000.00000000 PA USD 11834759.75000000 0.004567181903 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 4.31340000 N N N N N N Fannie Mae Pool N/A 31417YF28 1430092.01000000 PA USD 1577448.69000000 0.000608757191 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 5.00000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAW7 20960000.00000000 PA USD 25267280.00000000 0.009750959579 Long DBT CORP US N 2 2045-11-03 Fixed 4.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128K2E96 2716.52220000 PA USD 2895.00000000 0.000001117216 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31416WX80 110991.52000000 PA USD 116784.17000000 0.000045068472 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAZ6 8940000.00000000 PA USD 9221878.20000000 0.003558838212 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Ginnie Mae II Pool N/A 36179TE27 54601756.14000000 PA USD 58762955.98000000 0.022677360149 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31376JHN2 1216.77000000 PA USD 1261.16000000 0.000000486697 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138E0RK7 10252872.80000000 PA USD 11232637.32000000 0.004334815321 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGFB8 964144.39000000 PA USD 1018435.36000000 0.000393026951 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRAZ2 674711.38000000 PA USD 710390.12000000 0.000274148438 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SSP5 28770.92100000 PA USD 33121.37000000 0.000012781951 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G6S8 11432000.00000000 PA USD 11347174.56000000 0.004379016676 Long DBT CORP US N 2 2023-01-09 Fixed 3.10000000 N N N N N N Wisconsin Public Service Corp 549300BJRHJVYNUMQZ30 976843BJ0 5000000.00000000 PA USD 5413950.00000000 0.002089311062 Long DBT CORP US N 2 2044-11-01 Fixed 4.75200000 N N N N N N Ginnie Mae I Pool N/A 36200RWP3 12089.63000000 PA USD 14098.32000000 0.000005440718 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PBTF1 1697.87930000 PA USD 1707.83000000 0.000000659072 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KYF9 820635.32000000 PA USD 929271.02000000 0.000358617316 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209XS76 13530.68890000 PA USD 15045.86000000 0.000005806385 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EJP51 2095172.57000000 PA USD 2285854.23000000 0.000882139755 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KKQ7 9025.78000000 PA USD 10182.52000000 0.000003929561 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CV3 7459000.00000000 PA USD 7581998.91000000 0.002925988270 Long DBT CORP US N 2 2049-05-15 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 3138WQR79 2248621.33000000 PA USD 2449872.94000000 0.000945436628 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31387HY79 30469.60000000 PA USD 31906.85000000 0.000012313252 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FRL2 101097.68000000 PA USD 117665.57000000 0.000045408616 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MJ61 520403.79000000 PA USD 575093.02000000 0.000221935593 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AU2 7176000.00000000 PA USD 7449979.68000000 0.002875040397 Long DBT CORP US N 2 2042-08-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31283NBF8 713231.20710000 PA USD 819795.08000000 0.000316369181 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CA1 3925000.00000000 PA USD 3693111.00000000 0.001425217755 Long DBT CORP US N 2 2028-11-01 Fixed 3.45000000 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 62854AAP9 13000000.00000000 PA USD 13104520.00000000 0.005057198275 Long DBT CORP NL N 2 2046-06-15 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 3138W9ZS2 3012629.55000000 PA USD 3101502.12000000 0.001196908484 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31407EHX4 253650.65700000 PA USD 289823.78000000 0.000111846623 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C46 N/A 95001QAU5 6100000.00000000 PA USD 6831390.00000000 0.002636318897 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.15200000 N N N N N N Freddie Mac Gold Pool N/A 31292HQ56 53269.09940000 PA USD 63502.09000000 0.000024506251 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EP4 15600000.00000000 PA USD 17221152.00000000 0.006645858084 Long DBT CORP US N 2 2028-09-15 Fixed 3.60000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 45905URL0 1770000.00000000 PA USD 1888855.50000000 0.000728932977 Long DBT CORP N/A N 2 2025-03-03 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31388D4Q8 1082.83990000 PA USD 1259.61000000 0.000000486099 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293XXK9 24540.44000000 PA USD 28549.61000000 0.000011017651 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 8.00000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAL0 175000.00000000 PA USD 158429.25000000 0.000061139830 Long DBT CORP US N 2 2025-11-05 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31402RFW4 1012584.91000000 PA USD 1135259.57000000 0.000438110876 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C40 N/A 95000YAY1 8025000.00000000 PA USD 8606491.50000000 0.003321352782 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.58100000 N N N N N N Fannie Mae Pool N/A 31418DHM7 46205339.90000000 PA USD 48857526.41000000 0.018854730908 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SEK9 9515850.34320000 PA USD 10423567.31000000 0.004022585079 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FUF1 6809354.32000000 PA USD 7680270.74000000 0.002963912599 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 4.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769GQ1 10690000.00000000 PA USD 11391798.50000000 0.004396237613 Long DBT CORP DE N 2 2025-05-02 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31402EAQ1 85290.13730000 PA USD 95681.89000000 0.000036924838 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31288JUH7 24375.11400000 PA USD 27976.78000000 0.000010796589 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407NQM8 1595979.55580000 PA USD 1743017.15000000 0.000672652132 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CH1 12625000.00000000 PA USD 16447092.50000000 0.006347138836 Long DBT CORP US N 2 2047-02-09 Fixed 4.25000000 N N N N N N Fannie Mae-Aces N/A 3136B2GX4 5662914.00000000 PA USD 6316414.28000000 0.002437583322 Long ABS-MBS USGSE US N 2 2028-06-25 Variable 3.32510000 N N N N N N Fannie Mae Pool N/A 31388WVN3 31123.14000000 PA USD 34378.93000000 0.000013267259 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31384WP38 559.36900000 PA USD 610.30000000 0.000000235522 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31405NCS2 97458.16560000 PA USD 111286.50000000 0.000042946853 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402DJX9 16743.90270000 PA USD 19652.32000000 0.000007584076 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 7.00000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd 549300PXR5FKNXF0OH19 225433AM3 36795000.00000000 PA USD 36729872.85000000 0.014174517618 Long DBT CORP GG N 2 2021-04-16 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31402UFX5 218606.44560000 PA USD 259236.64000000 0.000100042663 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 7.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-LC24 5493007OD9MH69ES1S63 95000HBF8 9053000.00000000 PA USD 9197666.94000000 0.003549494783 Long ABS-MBS CORP US N 2 2049-10-15 Fixed 2.94200000 N N N N N N Fannie Mae Pool N/A 31371LGM5 30883.54120000 PA USD 35103.16000000 0.000013546748 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 7.00000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2W3 5560000.00000000 PA USD 5664138.80000000 0.002185862051 Long DBT CORP US N 2 2021-06-15 Fixed 3.35000000 N N N N N N Ginnie Mae I Pool N/A 36212GWL2 16468.45000000 PA USD 17379.48000000 0.000006706958 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31407KPW3 1767.32820000 PA USD 1843.15000000 0.000000711294 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3617BC6J3 329103.66000000 PA USD 365782.26000000 0.000141159952 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 4.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBJ7 19444000.00000000 PA USD 16041300.00000000 0.006190538431 Long DBT CORP US N 2 2045-12-15 Fixed 6.12500000 N N N N N N Freddie Mac Gold Pool N/A 31292GQD1 6034.53000000 PA USD 6859.03000000 0.000002646985 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HYT5 472332.77830000 PA USD 530741.45000000 0.000204819767 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31383QGC2 39382.63000000 PA USD 44193.61000000 0.000017054867 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138WGX25 551438.95000000 PA USD 601123.60000000 0.000231981120 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AQLT8 304741.71000000 PA USD 338805.74000000 0.000130749375 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NM32 33763.78210000 PA USD 37808.01000000 0.000014590584 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BUX60 12850000.00000000 PA USD 14387759.50000000 0.005552416458 Long ABS-MBS USGSE US N 2 2026-12-25 Fixed 3.41300000 N N N N N N Freddie Mac Gold Pool N/A 3128KGEU8 10472.18770000 PA USD 12566.63000000 0.000004849619 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31413JUF9 2130.13190000 PA USD 2523.25000000 0.000000973753 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3132DV5E1 15803860.80000000 PA USD 16705313.02000000 0.006446789366 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747AZ0 6035000.00000000 PA USD 5967589.05000000 0.002302967300 Long DBT CORP US N 2 2029-06-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31388EGC4 25091.81000000 PA USD 26406.87000000 0.000010190741 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMT37 3522909.08000000 PA USD 3695602.08000000 0.001426179094 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31409AHN2 6661.94030000 PA USD 7854.49000000 0.000003031145 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31409VGZ0 4675.13030000 PA USD 4780.09000000 0.000001844696 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402QY39 2745937.63000000 PA USD 3159009.03000000 0.001219101120 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5AU4 133055.94410000 PA USD 145132.10000000 0.000056008293 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 5.00000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HCA1 7400000.00000000 PA USD 7525800.00000000 0.002904300407 Long DBT CORP US N 2 2024-01-29 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31370EDP8 2283.97000000 PA USD 2388.55000000 0.000000921771 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MYJ6 867063.00760000 PA USD 1004752.61000000 0.000387746606 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WGUJ1 6574374.64000000 PA USD 6948062.09000000 0.002681344117 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846UAJ0 7106000.00000000 PA USD 7329412.64000000 0.002828512067 Long DBT CORP US N 2 2023-07-15 Fixed 3.87500000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CT5 5525000.00000000 PA USD 5453893.25000000 0.002104725662 Long DBT CORP US N 2 2027-02-21 Fixed 2.20000000 N N N N N N AXIS Specialty Finance PLC N/A 05464HAC4 15014000.00000000 PA USD 16367361.96000000 0.006316369823 Long DBT CORP GB N 2 2027-12-06 Fixed 4.00000000 N N N N N N National Australia Bank Ltd/New York F8SB4JFBSYQFRQEH3Z21 63254AAE8 1050000.00000000 PA USD 1087443.00000000 0.000419657863 Long DBT CORP AU N 2 2023-01-20 Fixed 3.00000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017BK4 8512000.00000000 PA USD 11340537.60000000 0.004376455390 Long DBT CORP US N 2 2036-06-01 Fixed 6.05000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YT1 66686000.00000000 PA USD 68071735.08000000 0.026269734506 Long DBT UST US N 2 2021-11-30 Fixed 1.50000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298CF3 6204000.00000000 PA USD 7491578.16000000 0.002891093771 Long DBT CORP US N 2 2024-01-15 Fixed 8.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Y79 293610200.00000000 PA USD 331136519.70000000 0.127789727229 Long DBT UST US N 2 2025-07-31 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 36241KCW6 687813.53000000 PA USD 748733.17000000 0.000288945500 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AL0 4252000.00000000 PA USD 4467236.24000000 0.001723962373 Long DBT CORP US N 2 2046-09-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31371FUJ9 1109.11000000 PA USD 1296.87000000 0.000000500478 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SC3 558043900.00000000 PA USD 784224673.10000000 0.302642116166 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 3138MLTX2 3239196.50000000 PA USD 3489813.13000000 0.001346762562 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31405GS50 6974.54430000 PA USD 8376.50000000 0.000003232596 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5GX2 12347.11060000 PA USD 14507.24000000 0.000005598525 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBB0 19953000.00000000 PA USD 20284219.80000000 0.007827934284 Long DBT CORP US N 2 2022-05-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UCY3 13390850.72000000 PA USD 14217066.21000000 0.005486543781 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GNJ1 548.21000000 PA USD 611.64000000 0.000000236039 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 9.50000000 N N N N N N Fannie Mae Pool N/A 31410GE41 4216.56000000 PA USD 4474.49000000 0.000001726761 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.50000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866AX6 9075000.00000000 PA USD 9276737.25000000 0.003580009006 Long DBT CORP US N 2 2026-08-15 Fixed 2.30000000 N N N N N N Ginnie Mae II Pool N/A 36179NQ35 3559795.96000000 PA USD 3766192.93000000 0.001453420986 Long ABS-MBS USGA US N 2 2043-10-20 Fixed 3.00000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BL9 19505000.00000000 PA USD 20266475.20000000 0.007821086420 Long DBT CORP US N 2 2024-11-15 Fixed 2.80000000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AJ5 2425000.00000000 PA USD 2478059.00000000 0.000956313981 Long DBT CORP US N 2 2026-12-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31419AMZ7 2261775.85000000 PA USD 2389136.45000000 0.000921997656 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5A34 193523.61570000 PA USD 210973.64000000 0.000081417368 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138LY5E3 1883236.24000000 PA USD 2031861.24000000 0.000784120681 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31417WNC1 1436803.34000000 PA USD 1522106.35000000 0.000587399890 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138X9KV0 5454193.79000000 PA USD 5815152.34000000 0.002244140066 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC16 549300PX4QZK7CUM8D08 94988XAV8 947369.02250000 PA USD 962991.14000000 0.000371630333 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.47700000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VBJ2 13925000.00000000 PA USD 14036400.00000000 0.005416822429 Long DBT CORP US N 2 2022-11-01 Fixed 2.45000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HG1 8895000.00000000 PA USD 8814589.20000000 0.003401660289 Long DBT CORP US N 2 2066-11-01 Fixed 4.25000000 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAH6 25921000.00000000 PA USD 28415896.25000000 0.010966049996 Long DBT CORP KY N 2 2036-11-21 Fixed 6.87500000 N N N N N N Colombia Government International Bond N/A 195325DR3 7450000.00000000 PA USD 6095962.50000000 0.002352508221 Long DBT NUSS CO N 2 2030-01-30 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CXM7 49701.55450000 PA USD 54374.49000000 0.000020983796 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31409TXU7 64780.59000000 PA USD 74443.91000000 0.000028728836 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31385UTV5 18268.40000000 PA USD 19550.11000000 0.000007544632 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36206AQ89 6889.39000000 PA USD 7714.39000000 0.000002977079 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 8.00000000 N N N N N N SSM Health Care Corp 5493000QP6H63JFPC580 784710AA3 5200000.00000000 PA USD 5318352.00000000 0.002052418597 Long DBT CORP US N 2 2027-06-01 Fixed 3.82300000 N N N N N N Fannie Mae Pool N/A 3138WJKW7 44278197.51000000 PA USD 46251676.77000000 0.017849100919 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AL3 4040000.00000000 PA USD 4075430.80000000 0.001572759751 Long DBT CORP US N 2 2021-11-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 3138WGAQ7 9624202.75000000 PA USD 10577865.00000000 0.004082130488 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31375CXV2 4058.08000000 PA USD 4155.51000000 0.000001603663 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36213TW66 10361.71000000 PA USD 12093.05000000 0.000004666859 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31377ZXS6 3429.15000000 PA USD 3673.68000000 0.000001417719 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 7.50000000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AR4 22075000.00000000 PA USD 22601709.50000000 0.008722282563 Long DBT CORP US N 2 2023-01-30 Fixed 2.60000000 N N N N N N Ginnie Mae I Pool N/A 36184HK37 27635079.44000000 PA USD 29231557.98000000 0.011280824066 Long ABS-MBS USGA US N 2 2045-03-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138XEWV6 21299.16000000 PA USD 23157.30000000 0.000008936691 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2012-C8 N/A 92936YAC5 3100000.00000000 PA USD 3147492.00000000 0.001214656554 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.00100000 N N N N N N Ginnie Mae I Pool N/A 36212MXS3 4662.31000000 PA USD 5085.55000000 0.000001962577 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 8.00000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TDP7 12650000.00000000 PA USD 12678842.00000000 0.004892923807 Long DBT CORP US N 2 2022-01-11 Fixed 2.60000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAR0 24695000.00000000 PA USD 24148005.75000000 0.009319017638 Long DBT CORP US N 2 2028-03-20 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36207EXY5 248.40000000 PA USD 264.43000000 0.000000102046 Long ABS-MBS USGA US N 2 2026-10-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9SD5 3780052.20000000 PA USD 4001071.85000000 0.001544063701 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31403CXQ9 377799.44420000 PA USD 431945.66000000 0.000166693236 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31375DNB5 4807.11000000 PA USD 5101.64000000 0.000001968786 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 7.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EK5 12800000.00000000 PA USD 13620096.00000000 0.005256165506 Long DBT CORP US N 2 2023-06-26 Fixed 3.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Q37 755963000.00000000 PA USD 763643584.10000000 0.294699616343 Long DBT UST US N 2 2021-03-31 Fixed 1.25000000 N N N N N N Ginnie Mae II Pool N/A 36202FTN6 907046.45000000 PA USD 1035692.85000000 0.000399686832 Long ABS-MBS USGA US N 2 2041-05-20 Fixed 5.50000000 N N N N N N University of Nebraska Facilities Corp N/A 914639KY4 2250000.00000000 PA USD 2096010.00000000 0.000808876491 Long DBT MUN US N 2 2049-10-01 Fixed 3.03700000 N N N N N N Ginnie Mae II Pool N/A 36241LRE8 10101495.32000000 PA USD 10856986.15000000 0.004189846833 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.50000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AH3 12481000.00000000 PA USD 12095087.48000000 0.004667645632 Long DBT CORP US N 2 2041-09-15 Fixed 5.15000000 N N N N N N Fannie Mae Pool N/A 3138WJN53 18355956.65000000 PA USD 19078630.66000000 0.007362682346 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAE2 22409000.00000000 PA USD 23320149.94000000 0.008999537720 Long DBT CORP NL N 2 2025-05-21 Fixed 3.37500000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAP1 18844000.00000000 PA USD 18490109.68000000 0.007135564735 Long DBT CORP US N 2 2027-07-13 Fixed 4.40000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AN6 5367000.00000000 PA USD 6307513.08000000 0.002434148238 Long DBT CORP US N 2 2040-11-15 Fixed 4.87500000 N N N N N N COMM 2015-CCRE23 Mortgage Trust N/A 12593AAY1 3475000.00000000 PA USD 3568790.25000000 0.001377240822 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.25700000 N N N N N N Fannie Mae Pool N/A 3138EQPE6 8323746.80000000 PA USD 8962011.70000000 0.003458552477 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.00000000 N N N N N N Albemarle Wodgina Pty Ltd 25490061SXKXCH8MR021 01273PAA0 2200000.00000000 PA USD 2092288.00000000 0.000807440124 Long DBT CORP AU Y 2 2029-11-15 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31418DG48 5075671.77000000 PA USD 5490404.91000000 0.002118815968 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31389JFY5 3021.48000000 PA USD 3153.25000000 0.000001216878 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.50000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457BR8 1000000.00000000 PA USD 1125130.00000000 0.000434201748 Long DBT CORP US N 2 2047-05-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31407BF95 12363.31490000 PA USD 14686.38000000 0.000005667657 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NL5 10596000.00000000 PA USD 10713191.76000000 0.004134354779 Long DBT CORP US N 2 2024-02-07 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 3138WFSP2 1971025.32000000 PA USD 2051167.21000000 0.000791571097 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31374KXK9 4981.84000000 PA USD 5499.10000000 0.000002122171 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KHG3 3847.91000000 PA USD 4042.69000000 0.000001560124 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LEG7 663041.13000000 PA USD 763014.47000000 0.000294456833 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GHQ1 750.40000000 PA USD 839.55000000 0.000000323992 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 8.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284G2 445073900.00000000 PA USD 455016850.90000000 0.175596697440 Long DBT UST US N 2 2021-04-15 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128KER47 21961.70320000 PA USD 26154.85000000 0.000010093483 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213ECX2 52813.82430000 PA USD 58779.67000000 0.000022683810 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140Q8CV5 7798701.46000000 PA USD 8538330.31000000 0.003295048526 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BJ0 2004000.00000000 PA USD 2058308.40000000 0.000794326971 Long DBT CORP US N 2 2045-04-15 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31406P3U1 120394.96840000 PA USD 137760.74000000 0.000053163593 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0V34 90320000.00000000 PA USD 97068710.40000000 0.037460030188 Long DBT USGSE US N 2 2024-02-05 Fixed 2.50000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 29366WAA4 3550000.00000000 PA USD 3537823.50000000 0.001365290365 Long DBT CORP US N 2 2049-06-01 Fixed 3.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJX88 33267912.12000000 PA USD 35811909.36000000 0.013820264019 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201YC87 63176.46290000 PA USD 68905.30000000 0.000026591417 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMFD0 126057.79030000 PA USD 128844.93000000 0.000049722871 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.50000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAN3 5700000.00000000 PA USD 6108120.00000000 0.002357199953 Long DBT CORP US N 2 2028-08-20 Fixed 3.90000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DD5 6775000.00000000 PA USD 8234944.75000000 0.003177968241 Long DBT CORP US N 2 2049-04-15 Fixed 4.35000000 N N N N N N State of Texas 549300X9CH74QB747L76 882722VN8 2850000.00000000 PA USD 3558139.50000000 0.001373130564 Long DBT MUN US N 2 2040-04-01 Fixed 4.68100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SD1 561717000.00000000 PA USD 774731320.70000000 0.298978512663 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31412PFF3 677862.83000000 PA USD 757166.00000000 0.000292199835 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KMU1 17151.48000000 PA USD 18092.07000000 0.000006981956 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBH0 14220000.00000000 PA USD 14908105.80000000 0.005753224607 Long DBT CORP US N 2 2024-04-10 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31390YBA5 19166.52910000 PA USD 22544.82000000 0.000008700328 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1PT0 5440.33480000 PA USD 5535.76000000 0.000002136319 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138ERNX4 12050857.17000000 PA USD 13119406.68000000 0.005062943231 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210XUA3 2048.51000000 PA USD 2233.00000000 0.000000861742 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJD64 109565.21320000 PA USD 127549.25000000 0.000049222851 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CU2 25500000.00000000 PA USD 25775400.00000000 0.009947049447 Long DBT CORP US N 2 2026-06-01 Fixed 2.87500000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAV7 19575000.00000000 PA USD 19237331.25000000 0.007423926890 Long DBT CORP US N 2 2022-08-15 Fixed 2.76400000 N N N N N N Freddie Mac Gold Pool N/A 3128M4NE9 13102.14000000 PA USD 15466.42000000 0.000005968685 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAE7 3505000.00000000 PA USD 3470721.10000000 0.001339394709 Long DBT CORP US N 2 2023-05-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138ER3T5 13116988.76000000 PA USD 13932078.44000000 0.005376563434 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410DKL3 551.98010000 PA USD 587.45000000 0.000000226704 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140E2HJ3 22630876.16000000 PA USD 23981713.16000000 0.009254843247 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAJ4 13115000.00000000 PA USD 13061490.80000000 0.005040592768 Long DBT CORP US N 2 2022-08-15 Fixed 3.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128L3VW3 8239.68150000 PA USD 9386.89000000 0.000003622518 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GSK3 1730.57000000 PA USD 1920.28000000 0.000000741060 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31390M5Q3 13687.02000000 PA USD 15967.00000000 0.000006161865 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298NYW9 29894.42000000 PA USD 34391.14000000 0.000013271971 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297VFB9 151700.07110000 PA USD 169637.09000000 0.000065465076 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K1FH9 867910.86780000 PA USD 979871.37000000 0.000378144625 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179N2H0 1568634.92000000 PA USD 1659678.49000000 0.000640490700 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6RN0 446866.88000000 PA USD 491356.95000000 0.000189620796 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31388PS51 20944.85000000 PA USD 21797.93000000 0.000008412093 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RV82 11497.31000000 PA USD 13991.65000000 0.000005399552 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 7.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AX1 21384000.00000000 PA USD 26965437.84000000 0.010406299943 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N Ginnie Mae II Pool N/A 36179SJV0 8026203.60330000 PA USD 8790217.92000000 0.003392255107 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31416RR47 192661.50000000 PA USD 213578.76000000 0.000082422716 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CKG8 8857095.96000000 PA USD 9392950.27000000 0.003624857064 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31374SY47 4407.21000000 PA USD 4987.90000000 0.000001924893 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HSR6 503240.62500000 PA USD 553167.13000000 0.000213474118 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 5.50000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WXQ2 5400000.00000000 PA USD 6447816.00000000 0.002488292890 Long DBT MUN US N 2 2065-10-15 Fixed 4.81000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BPVZ9 328113.80000000 PA USD 335174.81000000 0.000129348153 Long ABS-MBS USGSE US N 2 2025-04-25 Fixed 2.26300000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058DX8 72238000.00000000 PA USD 78264093.96000000 0.030203093358 Long DBT CORP N/A N 2 2024-11-25 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36206PNH9 1938.19000000 PA USD 2185.08000000 0.000000843249 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31417YRW9 1522337.11000000 PA USD 1722615.78000000 0.000664778988 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Advocate Health & Hospitals Corp 549300AEHU3PPOUCIL87 007589AC8 4915000.00000000 PA USD 5522100.80000000 0.002131047809 Long DBT CORP US N 2 2049-10-15 Fixed 3.38700000 N N N N N N Ginnie Mae I Pool N/A 36209N3M2 15342.13000000 PA USD 15790.73000000 0.000006093840 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WA5G8 12239773.52000000 PA USD 12947844.42000000 0.004996735208 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FG7F6 13200000.00000000 PA USD 14494128.00000000 0.005593465393 Long ABS-MBS USGSE US N 2 2025-05-25 Fixed 3.70000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406GAA9 5190000.00000000 PA USD 5093673.60000000 0.001965712391 Long DBT CORP US N 2 2028-10-30 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138ADBK0 83618.56000000 PA USD 90881.67000000 0.000035072373 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31404PQM6 55026.82540000 PA USD 62184.71000000 0.000023997857 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661CW5 8893000.00000000 PA USD 8830037.56000000 0.003407622005 Long DBT CORP US N 2 2022-04-15 Fixed 3.12000000 N N N N N N Fannie Mae Pool N/A 31385WQ85 5552.05000000 PA USD 6439.49000000 0.000002485079 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBD2 8403000.00000000 PA USD 9775714.08000000 0.003772570409 Long DBT CORP US N 2 2048-12-15 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31414DPM2 139121.36000000 PA USD 145939.70000000 0.000056319956 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.50000000 N N N N N N WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT_18-A N/A 981464GL8 10625000.00000000 PA USD 10584943.75000000 0.004084862267 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 3.07000000 N N N N N N Ginnie Mae II Pool N/A 36202D3G4 589106.85000000 PA USD 630750.81000000 0.000243414631 Long ABS-MBS USGA US N 2 2034-01-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206PAE0 9006.70000000 PA USD 10841.18000000 0.000004183747 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 7.00000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 675000.00000000 PA USD 702337.50000000 0.000271040831 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 269246BQ6 6250000.00000000 PA USD 6197250.00000000 0.002391596335 Long DBT CORP US N 2 2027-08-24 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 3138WHF49 36334925.35000000 PA USD 38879823.52000000 0.015004210489 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418AES3 4619024.82000000 PA USD 4974874.49000000 0.001919866327 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC21 N/A 17322MAW6 3025000.00000000 PA USD 3162607.25000000 0.001220489718 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.85500000 N N N N N N RWJ Barnabas Health Inc 549300HV60S88R85TC91 78349AAC7 1750000.00000000 PA USD 1796725.00000000 0.000693378664 Long DBT CORP US N 2 2049-07-01 Fixed 3.47700000 N N N N N N Freddie Mac Gold Pool N/A 3128PYYV0 1198209.21000000 PA USD 1254776.67000000 0.000484234020 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Z60 280580000.00000000 PA USD 286365559.60000000 0.110512053404 Long DBT UST US N 2 2022-01-31 Fixed 1.37500000 N N N N N N Fannie Mae Pool N/A 3138XYT61 496472.41000000 PA USD 525108.94000000 0.000202646111 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBZU4 4108.53790000 PA USD 4366.14000000 0.000001684948 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AD5 15726000.00000000 PA USD 16954829.64000000 0.006543080953 Long DBT CORP US N 2 2047-12-01 Fixed 4.37500000 N N N N N N Washington Gas Light Co DL22T1SB4DUBS063O841 93884PDY3 6000000.00000000 PA USD 5807160.00000000 0.002241055722 Long DBT CORP US N 2 2049-09-15 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 31287RJG5 1503.71000000 PA USD 1679.00000000 0.000000647947 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202XJV0 178672.36450000 PA USD 207006.23000000 0.000079886294 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292LHH1 2376362.22000000 PA USD 2581228.41000000 0.000996128348 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138EGMC5 284429.07000000 PA USD 299796.77000000 0.000115695325 Long ABS-MBS USGSE US N 2 2036-07-01 Floating 4.01600000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAM1 29816000.00000000 PA USD 33420754.40000000 0.012897487394 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRCH0 1520099.00000000 PA USD 1600421.03000000 0.000617622505 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 4.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCZ3 43943000.00000000 PA USD 30559280.49000000 0.011793208800 Long DBT CORP MX Y 2 2031-01-28 Fixed 5.95000000 N N N N N N Ginnie Mae I Pool N/A 36207JK77 1744.42000000 PA USD 1887.58000000 0.000000728440 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJW71 22822532.24000000 PA USD 24661343.66000000 0.009517121162 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429AY5 2814000.00000000 PA USD 2787435.84000000 0.001075706376 Long DBT CORP US N 2 2022-08-02 Fixed 2.50000000 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 59447TXW8 4490000.00000000 PA USD 4669555.10000000 0.001802039754 Long DBT MUN US N 2 2034-12-01 Fixed 3.08400000 N N N N N N Fannie Mae Pool N/A 3138ERDK3 13574143.98000000 PA USD 14812784.62000000 0.005716438971 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFG4 32560000.00000000 PA USD 35007209.60000000 0.013509720310 Long DBT NUSS CA N 2 2029-10-02 Fixed 2.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828WE6 275962000.00000000 PA USD 299462923.90000000 0.115566490205 Long DBT UST US N 2 2023-11-15 Fixed 2.75000000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AJ3 4275000.00000000 PA USD 4296417.75000000 0.001658041380 Long DBT CORP US N 2 2021-03-14 Fixed 3.15000000 N N N N N N Ginnie Mae I Pool N/A 36176DKR3 1403104.72000000 PA USD 1576795.05000000 0.000608504943 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371FNR9 1697.50000000 PA USD 1885.74000000 0.000000727730 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NGF2 351105.64280000 PA USD 387890.98000000 0.000149691983 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371NGL3 55072.26000000 PA USD 62508.67000000 0.000024122878 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828W71 962029000.00000000 PA USD 1029217105.00000000 0.397187761794 Long DBT UST US N 2 2024-03-31 Fixed 2.12500000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AP3 16094000.00000000 PA USD 17112750.20000000 0.006604024473 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31368PVM4 72.61000000 PA USD 74.45000000 0.000000028731 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 7.50000000 N N N N N N GS Mortgage Securities Trust 2019-GC39 N/A 36260JAD9 5275000.00000000 PA USD 5617875.00000000 0.002168008271 Long ABS-MBS CORP US N 2 2052-05-10 Fixed 3.56700000 N N N N N N Fannie Mae Pool N/A 31386ARE8 3254.22000000 PA USD 3397.86000000 0.000001311276 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.50000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST DCENT_19-A3 N/A 254683CM5 15740000.00000000 PA USD 15806422.80000000 0.006099896380 Long ABS-CBDO CORP US N 2 2024-10-15 Fixed 1.89000000 N N N N N N Fannie Mae Pool N/A 31371LFX2 920655.49520000 PA USD 1033932.95000000 0.000399007665 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417ESV4 2109680.85000000 PA USD 2272738.08000000 0.000877078069 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Embraer SA 549300EM51WYXFHUY333 29082AAA5 1350000.00000000 PA USD 1174500.00000000 0.000453254249 Long DBT CORP BR N 2 2022-06-15 Fixed 5.15000000 N N N N N N Fannie Mae Pool N/A 3140J6GM3 84312244.60000000 PA USD 90886070.31000000 0.035074072000 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7S20 12573345.55000000 PA USD 13335416.02000000 0.005146303939 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LUR5 5959691.43000000 PA USD 6858532.09000000 0.002646793370 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 6.00000000 N N N N N N NXP BV / NXP Funding LLC N/A 62947QAX6 7941000.00000000 PA USD 8367828.75000000 0.003229249840 Long DBT CORP NL Y 2 2026-03-01 Fixed 5.35000000 N N N N N N Freddie Mac Gold Pool N/A 31298XBL6 22842.97470000 PA USD 25721.65000000 0.000009926306 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XW20 8520000.00000000 PA USD 8872813.20000000 0.003424129659 Long DBT CORP CA N 2 2023-10-05 Fixed 3.70000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785GJ9 48490000.00000000 PA USD 53288570.40000000 0.020564726240 Long DBT CORP N/A N 2 2024-01-29 Fixed 3.25000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BT5 15266000.00000000 PA USD 15551321.54000000 0.006001449611 Long DBT CORP US N 2 2026-02-25 Fixed 2.75000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FL7 3910000.00000000 PA USD 4122430.30000000 0.001590897446 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31373T3D0 1717.42000000 PA USD 2003.30000000 0.000000773098 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36209DH98 7523.87160000 PA USD 7927.30000000 0.000003059244 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31419KVB8 485044.60000000 PA USD 507589.47000000 0.000195885129 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.00000000 N N N N N N University of Texas System/The TEHUYFNKZR6XVWLGEU86 9151375R0 1710000.00000000 PA USD 1985446.80000000 0.000766208768 Long DBT MUN US N 2 2046-08-15 Fixed 4.79400000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BN9 5750000.00000000 PA USD 6122255.00000000 0.002362654826 Long DBT CORP US N 2 2044-03-01 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 3138AVD44 1944143.49000000 PA USD 2066566.21000000 0.000797513764 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213WBX3 14333.02090000 PA USD 17146.74000000 0.000006617141 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 7.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DE7 1100000.00000000 PA USD 1093587.00000000 0.000422028909 Long DBT CORP US N 2 2024-08-15 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 31296NJP3 47802.74570000 PA USD 51243.59000000 0.000019775542 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae-Aces N/A 3136A6JA3 4193411.70000000 PA USD 4286337.70000000 0.001654151363 Long ABS-MBS USGSE US N 2 2022-02-25 Fixed 2.71500000 N N N N N N Celulosa Arauco y Constitucion SA 549300QEKV8G0AMNQD28 151191AZ6 1775000.00000000 PA USD 1668500.00000000 0.000643895031 Long DBT CORP CL N 2 2024-08-01 Fixed 4.50000000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAS5 12900000.00000000 PA USD 12107940.00000000 0.004672605580 Long DBT CORP US N 2 2023-01-18 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 3620ARYG0 9268196.56000000 PA USD 9934394.53000000 0.003833807181 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 3.50000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AL9 5550000.00000000 PA USD 5947158.00000000 0.002295082702 Long DBT CORP US N 2 2043-01-15 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 31292HNH3 112936.84620000 PA USD 132809.21000000 0.000051252736 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297RJ40 51057.75680000 PA USD 57672.80000000 0.000022256655 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AX9 18828000.00000000 PA USD 14907445.56000000 0.005752969812 Long DBT CORP CA N 2 2027-06-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31410LMN9 14409801.96000000 PA USD 15521374.08000000 0.005989892512 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 3.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38145GAG5 23550000.00000000 PA USD 23521504.50000000 0.009077242965 Long DBT CORP US N 2 2021-11-15 Fixed 2.35000000 N N N N N N Celulosa Arauco y Constitucion SA 549300QEKV8G0AMNQD28 151191BD4 11600000.00000000 PA USD 9235920.00000000 0.003564257118 Long DBT CORP CL N 2 2047-11-02 Fixed 5.50000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BF4 3185000.00000000 PA USD 2673903.05000000 0.001031892651 Long DBT CORP US N 2 2030-02-10 Fixed 2.62500000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CF8 5385000.00000000 PA USD 7137763.65000000 0.002754552323 Long DBT CORP US N 2 2039-11-15 Fixed 7.30000000 N N N N N N Ginnie Mae I Pool N/A 36200QTJ3 20464.51810000 PA USD 23195.92000000 0.000008951595 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WBH24 1938811.73000000 PA USD 2100663.73000000 0.000810672423 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 5.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AW3 31165000.00000000 PA USD 32856947.85000000 0.012679907390 Long DBT CORP US N 2 2024-04-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31373TV49 2832.69000000 PA USD 3075.42000000 0.000001186843 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 9.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FE69 2478175.57000000 PA USD 2711644.49000000 0.001046457545 Long ABS-MBS USGA US N 2 2040-03-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201DA44 29248.51000000 PA USD 33168.40000000 0.000012800100 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AV8 18202000.00000000 PA USD 16745840.00000000 0.006462429235 Long DBT CORP US N 2 2026-06-30 Fixed 5.87500000 N N N N N N Freddie Mac Gold Pool N/A 312943UH4 1352077.09000000 PA USD 1497520.02000000 0.000577911717 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418AE95 17792696.34000000 PA USD 19468234.55000000 0.007513035363 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31387FJS4 17217.18000000 PA USD 19879.30000000 0.000007671670 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335HX40 17775.34000000 PA USD 19217.81000000 0.000007416393 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ET33 432194.83000000 PA USD 496993.80000000 0.000191796127 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410FUB9 146497.13000000 PA USD 160204.87000000 0.000061825064 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AS3 4250000.00000000 PA USD 4654982.50000000 0.001796416005 Long DBT CORP US N 2 2032-05-08 Variable 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36290VL51 100658.46420000 PA USD 110503.87000000 0.000042644826 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 6.00000000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAE9 951000.00000000 PA USD 1038482.49000000 0.000400763389 Long DBT CORP US N 2 2043-09-25 Fixed 5.95000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AP4 21230000.00000000 PA USD 20805400.00000000 0.008029064246 Long DBT CORP GB N 2 2023-11-07 Variable 2.90700000 N N N N N N Freddie Mac Gold Pool N/A 3132Y14L9 3509735.93000000 PA USD 3741343.40000000 0.001443831242 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJM3 10197000.00000000 PA USD 13523771.25000000 0.005218992579 Long DBT CORP US N 2 2043-08-16 Fixed 5.62500000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAF0 16400000.00000000 PA USD 13448000.00000000 0.005189751505 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5DJ6 55797.79250000 PA USD 64599.89000000 0.000024929906 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAE0 9216000.00000000 PA USD 10436567.04000000 0.004027601837 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36206XP23 4354.07000000 PA USD 4650.58000000 0.000001794717 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 8.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AM8 23674000.00000000 PA USD 24476548.60000000 0.009445806436 Long DBT CORP US N 2 2021-12-05 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31384HYR8 13403.43000000 PA USD 14401.72000000 0.000005557803 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HW9 12300000.00000000 PA USD 12840093.00000000 0.004955152586 Long DBT CORP N/A N 2 2022-05-20 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 3132HQEQ1 11613632.75000000 PA USD 12513224.74000000 0.004829010034 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BD3 4905000.00000000 PA USD 5367198.15000000 0.002071268938 Long DBT CORP US N 2 2048-03-01 Fixed 4.20000000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAK1 11626000.00000000 PA USD 11827827.36000000 0.004564506607 Long DBT CORP US N 2 2022-05-18 Fixed 2.30000000 N N N N N N Ginnie Mae II Pool N/A 36179MEK2 4590468.75000000 PA USD 4774546.55000000 0.001842557268 Long ABS-MBS USGA US N 2 2027-06-20 Fixed 2.50000000 N N N N N N Comerica Bank 70WY0ID1N53Q4254VH70 200339DX4 150000.00000000 PA USD 150699.00000000 0.000058156630 Long DBT CORP US N 2 2025-07-27 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293AEG9 21319.63000000 PA USD 24514.16000000 0.000009460321 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6L97 1579370.09000000 PA USD 1827726.04000000 0.000705342353 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36206FZD7 3909.53000000 PA USD 4441.77000000 0.000001714134 Long ABS-MBS USGA US N 2 2026-05-15 Fixed 8.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EH7 209734000.00000000 PA USD 223301692.50000000 0.086174917826 Long DBT UST US N 2 2021-02-15 Fixed 7.87500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGK9 35225000.00000000 PA USD 35695958.25000000 0.013775517034 Long DBT CORP US N 2 2023-04-24 Variable 2.88100000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C28 N/A 46644FAB7 2047430.34000000 PA USD 2044666.31000000 0.000789062318 Long ABS-MBS CORP US N 2 2020-04-15 Fixed 2.77330000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QCB2 14787000.00000000 PA USD 14596247.70000000 0.005632874664 Long DBT CORP GB N 2 2022-11-06 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31404BBS0 470873.91930000 PA USD 507324.27000000 0.000195782785 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138AW5C3 1003934.93000000 PA USD 1055557.26000000 0.000407352757 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCE9 7170000.00000000 PA USD 8500106.70000000 0.003280297557 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BK7 2100000.00000000 PA USD 1981497.00000000 0.000764684491 Long DBT CORP US N 2 2029-08-15 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31416LC87 48729.22000000 PA USD 55140.04000000 0.000021279231 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.00000000 N N N N N N Health & Educational Facilities Authority of the State of Missouri 549300IWTBCMX5JB3277 60636APP2 5750000.00000000 PA USD 6717265.00000000 0.002592276632 Long DBT MUN US N 2 2057-08-15 Fixed 3.65200000 N N N N N N Fannie Mae Pool N/A 31403CZ38 120346.94000000 PA USD 141250.00000000 0.000054510142 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402Q6T3 3505378.37000000 PA USD 3959710.46000000 0.001528101823 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAH2 1500000.00000000 PA USD 1520235.00000000 0.000586677712 Long DBT CORP JP N 2 2022-02-28 Fixed 2.95300000 N N N N N N Eagle Materials Inc 529900KRXRGXL61SG039 26969PAA6 5080000.00000000 PA USD 4650536.80000000 0.001794700354 Long DBT CORP US N 2 2026-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GLD7 1341.62000000 PA USD 1535.39000000 0.000000592526 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 31371HKW7 34371.09930000 PA USD 38396.30000000 0.000014817612 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36197DC30 606899.77000000 PA USD 653175.88000000 0.000252068746 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJGC0 129647.84920000 PA USD 148300.29000000 0.000057230937 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418BVG8 27715308.10000000 PA USD 30041731.06000000 0.011593479997 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBM0 8610000.00000000 PA USD 8918926.80000000 0.003441925475 Long DBT CORP US N 2 2041-08-01 Fixed 4.90000000 N N N N N N Ginnie Mae I Pool N/A 36224YQB8 2920.00000000 PA USD 3099.05000000 0.000001195962 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BSG4 43202.20000000 PA USD 50579.84000000 0.000019519393 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31411B6W8 34016.58000000 PA USD 39839.20000000 0.000015374445 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVV2 3206895.30000000 PA USD 3363936.96000000 0.001298185373 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410LTW2 21269755.98000000 PA USD 23249119.47000000 0.008972126173 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209GR58 21981.27000000 PA USD 22866.24000000 0.000008824368 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866AT5 7400000.00000000 PA USD 7363518.00000000 0.002841673752 Long DBT CORP US N 2 2023-05-01 Fixed 2.62500000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UCR3 1000000.00000000 PA USD 1422710.00000000 0.000549041594 Long DBT MUN US N 2 2043-02-15 Fixed 6.05300000 N N N N N N Fannie Mae Pool N/A 31402J6W2 347312.20120000 PA USD 390083.70000000 0.000150538181 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDE25 339140.22000000 PA USD 357728.50000000 0.000138051905 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HMK26 11719741.70000000 PA USD 12628021.68000000 0.004873311609 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140X44J2 23080874.34000000 PA USD 24256383.27000000 0.009360841880 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371H4G0 31897.83820000 PA USD 36061.46000000 0.000013916568 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 6.50000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152GS4 8700000.00000000 PA USD 9761574.00000000 0.003767113575 Long DBT MUN US N 2 2035-07-01 Fixed 7.35000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAL2 22907000.00000000 PA USD 24682292.50000000 0.009525205582 Long DBT CORP US N 2 2038-07-22 Variable 3.97100000 N N N N N N Freddie Mac Gold Pool N/A 312929JJ2 88613.18000000 PA USD 103259.17000000 0.000039849006 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31387CM32 1845.78000000 PA USD 2092.97000000 0.000000807703 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBW0 27347000.00000000 PA USD 27300236.63000000 0.010535502986 Long DBT CORP US N 2 2027-01-15 Fixed 2.35000000 N N N N N N Ginnie Mae I Pool N/A 36206W3P8 9139.42000000 PA USD 10465.09000000 0.000004038609 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 7.50000000 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 23291KAJ4 10500000.00000000 PA USD 10221015.00000000 0.003944417607 Long DBT CORP LU N 2 2039-11-15 Fixed 3.25000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780099CE5 5792000.00000000 PA USD 5974216.32000000 0.002305524847 Long DBT CORP GB N 2 2022-12-15 Fixed 6.12500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BU8 4250000.00000000 PA USD 3911530.00000000 0.001509508381 Long DBT CORP US N 2 2027-03-01 Fixed 2.80000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAE3 15985000.00000000 PA USD 12648131.25000000 0.004881072144 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N Sompo International Holdings Ltd N/A 614810AB5 3250000.00000000 PA USD 3300602.50000000 0.001273743812 Long DBT CORP BM N 2 2022-10-15 Fixed 4.70000000 N N N N N N Ginnie Mae I Pool N/A 36209FE54 6894.86000000 PA USD 7073.99000000 0.000002729941 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBG0 5475000.00000000 PA USD 6459131.25000000 0.002492659587 Long DBT CORP US N 2 2047-11-15 Fixed 3.90000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AF0 18230000.00000000 PA USD 18641633.40000000 0.007194039634 Long DBT CORP US N 2 2026-11-01 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 36207SQT3 1456.64000000 PA USD 1522.29000000 0.000000587470 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31409ADN6 39039.47000000 PA USD 45930.33000000 0.000017725089 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31411A7D1 37457.91000000 PA USD 44155.38000000 0.000017040113 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMT60 9000257.04000000 PA USD 9441179.63000000 0.003643469378 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQX7 19422.10000000 PA USD 21932.99000000 0.000008464215 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GBB1 82.38000000 PA USD 83.72000000 0.000000032308 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 10.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GNU7 6422.43000000 PA USD 7192.99000000 0.000002775864 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138WD2N0 564568.03000000 PA USD 601902.91000000 0.000232281865 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201V5Z1 9786.44000000 PA USD 10637.47000000 0.000004105132 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AFD6 98524.63610000 PA USD 113428.46000000 0.000043773462 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6NG9 206688.96000000 PA USD 236927.55000000 0.000091433306 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAW0 28749000.00000000 PA USD 29511423.48000000 0.011388827665 Long DBT CORP US N 2 2029-08-15 Fixed 3.80000000 N N N N N N American University/The 549300ZMGVN6I2E7LS27 030360AD3 4750000.00000000 PA USD 5647987.50000000 0.002179629062 Long DBT CORP US N 2 2049-04-01 Fixed 3.67200000 N N N N N N Ginnie Mae II Pool N/A 36202EQL6 98569.30450000 PA USD 113374.41000000 0.000043752603 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 5.50000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 8600000.00000000 PA USD 7879664.00000000 0.003040860954 Long DBT CORP US N 2 2028-04-15 Fixed 4.95000000 N N N N N N BANK 2018-BNK14 N/A 06035RAP1 3425000.00000000 PA USD 3533504.00000000 0.001363623416 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 4.12800000 N N N N N N COMM 2013-CCRE12 Mortgage Trust 549300MGZ5FI5VFL1177 12591KAD7 2165876.45000000 PA USD 2243349.85000000 0.000865736783 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 3.76500000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAQ9 5625000.00000000 PA USD 6062512.50000000 0.002339599447 Long DBT CORP US N 2 2025-10-01 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8BW0 20839950.30000000 PA USD 22025535.07000000 0.008499929639 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 3.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BA1 28900000.00000000 PA USD 35470415.00000000 0.013688477071 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BFE98 14025000.00000000 PA USD 15162006.75000000 0.005851208162 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 3.17100000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYJ3 352639.14000000 PA USD 382743.94000000 0.000147705676 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 4.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032641 -267550000.00000000 PA USD -282808376.50000000 -0.10913929192 Short ABS-MBS USGSE US N 2 2050-04-15 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BMLC8 1948781.99190000 PA USD 1950009.72000000 0.000752533155 Long ABS-MBS USGSE US N 2 2020-09-25 Variable 2.56600000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAS7 20846000.00000000 PA USD 22852219.04000000 0.008818957330 Long DBT CORP CA N 2 2045-01-15 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 31406QQZ3 384811.16720000 PA USD 439458.20000000 0.000169592419 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769EQ3 17575000.00000000 PA USD 18020350.50000000 0.006954278788 Long DBT CORP DE N 2 2021-08-25 Fixed 2.37500000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHP8 15739000.00000000 PA USD 15994916.14000000 0.006172638319 Long DBT CORP US N 2 2022-01-24 Fixed 2.62500000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC17 N/A 17321RAD8 3150000.00000000 PA USD 3252627.00000000 0.001255229466 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 4.13100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284L1 234972600.00000000 PA USD 252339424.90000000 0.097380942175 Long DBT UST US N 2 2023-04-30 Fixed 2.75000000 N N N N N N Freddie Mac Pool N/A 3132A9PM3 318512.15000000 PA USD 337447.70000000 0.000130225290 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828J27 339129000.00000000 PA USD 364882456.30000000 0.140812706504 Long DBT UST US N 2 2025-02-15 Fixed 2.00000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AS7 25362000.00000000 PA USD 25211349.72000000 0.009729375384 Long DBT CORP US N 2 2024-07-01 Fixed 2.75000000 N N N N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469UQ6 750000.00000000 PA USD 770955.00000000 0.000297521183 Long DBT NUSS CA N 2 2022-05-04 Fixed 2.12500000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBH5 5255000.00000000 PA USD 5303030.70000000 0.002046505916 Long DBT CORP US N 2 2022-11-17 Fixed 2.65000000 N N N N N N Fannie Mae Pool N/A 31413MR66 216161.58330000 PA USD 247221.84000000 0.000095406002 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LW9 15440000.00000000 PA USD 16625946.40000000 0.006416160794 Long DBT CORP US N 2 2029-04-23 Variable 4.07500000 N N N N N N Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc N/A 03522AAG5 47534000.00000000 PA USD 49997211.88000000 0.019294549795 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31418BFW1 5785770.03000000 PA USD 6169424.44000000 0.002380858103 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CG7 19566000.00000000 PA USD 21174912.18000000 0.008171663620 Long DBT CORP US N 2 2028-04-17 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31391CD36 9907.43950000 PA USD 11378.69000000 0.000004391178 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Tanger Properties LP PQPGJDNFN35EXH363L31 875484AK3 3300000.00000000 PA USD 3188427.00000000 0.001230453883 Long DBT CORP US N 2 2027-07-15 Fixed 3.87500000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CH1 11167000.00000000 PA USD 15514089.76000000 0.005987081402 Long DBT CORP US N 2 2038-03-01 Fixed 8.25000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FR9 18875000.00000000 PA USD 19175867.50000000 0.007400207260 Long DBT CORP US N 2 2021-06-01 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 3138WGVT8 6315778.01000000 PA USD 6704387.83000000 0.002587307171 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292JCD0 12220.28000000 PA USD 14581.24000000 0.000005627083 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 14042TCS4 10775000.00000000 PA USD 10517800.75000000 0.004058950942 Long DBT CORP US N 2 2023-01-27 Variable 2.01400000 N N N N N N Fannie Mae Pool N/A 31418DLV2 31648218.38000000 PA USD 33559770.77000000 0.012951135551 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335H5Y5 328278.01330000 PA USD 354556.67000000 0.000136827856 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31374TGK9 2624.90000000 PA USD 2969.05000000 0.000001145793 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XAZ9 11384000.00000000 PA USD 9954738.80000000 0.003841658289 Long DBT CORP US N 2 2025-07-13 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31417YUB1 184640.48000000 PA USD 186158.22000000 0.000071840786 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 3.50000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154CC1 12975000.00000000 PA USD 13431979.50000000 0.005183568994 Long DBT NUSS KR N 2 2026-05-26 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 3132XYW29 127201.34000000 PA USD 135787.43000000 0.000052402068 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FZ1 3147000.00000000 PA USD 3470857.77000000 0.001339447452 Long DBT CORP US N 2 2043-10-01 Fixed 4.65000000 N N N N N N Freddie Mac Gold Pool N/A 31292HHY3 548.30000000 PA USD 628.60000000 0.000000242584 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36201C6C3 42673.29750000 PA USD 46547.61000000 0.000017963305 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 15135UAM1 5074000.00000000 PA USD 2486462.96000000 0.000959557175 Long DBT CORP CA N 2 2027-04-15 Fixed 4.25000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAX9 5442000.00000000 PA USD 5481236.82000000 0.002115277888 Long DBT CORP US N 2 2023-03-15 Fixed 2.25000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BG6 2408000.00000000 PA USD 2460422.16000000 0.000949507704 Long DBT CORP US N 2 2023-08-01 Fixed 3.25000000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EJ5P0 6000000.00000000 PA USD 6228720.00000000 0.002403741002 Long DBT USGSE US N 2 2022-01-18 Fixed 2.60000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DT7 1600000.00000000 PA USD 2187200.00000000 0.000844067853 Long DBT CORP US N 2 2040-09-15 Fixed 5.60000000 N N N N N N Fannie Mae Pool N/A 31416B3Y2 1117373.91000000 PA USD 1248028.44000000 0.000481629794 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UGD8 41935241.43000000 PA USD 44424517.36000000 0.017143977235 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETW9 8650000.00000000 PA USD 8828449.50000000 0.003407009152 Long DBT CORP US N 2 2027-09-08 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128M56M7 809533.70000000 PA USD 915250.71000000 0.000353206703 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBM2 7500000.00000000 PA USD 6722550.00000000 0.002594316179 Long DBT CORP US N 2 2030-04-15 Fixed 2.25000000 N N N N N N Ginnie Mae II Pool N/A 36179UCD2 20038740.91000000 PA USD 21167122.41000000 0.008168657451 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418MAK8 415775.17000000 PA USD 491009.69000000 0.000189486784 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384QVJ9 1072.03000000 PA USD 1117.03000000 0.000000431075 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31416XH60 1523018.39000000 PA USD 1602459.03000000 0.000618408994 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAP3 2575000.00000000 PA USD 2564030.50000000 0.000989491459 Long DBT CORP US N 2 2021-06-01 Fixed 1.85000000 N N N N N N Ginnie Mae I Pool N/A 36200MRS4 432857.30710000 PA USD 478359.27000000 0.000184604829 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31403DGU7 1960362.72060000 PA USD 2151615.71000000 0.000830335430 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.00000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BV5 4350000.00000000 PA USD 4384234.50000000 0.001691930963 Long DBT CORP US N 2 2047-06-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31384BZR0 12871.36000000 PA USD 13988.47000000 0.000005398325 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36207LJQ2 25720.84040000 PA USD 31147.17000000 0.000012020082 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31380BCC2 7999.76000000 PA USD 9167.40000000 0.000003537814 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371FJ86 4111.49000000 PA USD 4609.93000000 0.000001779029 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 6.00000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAD5 14191000.00000000 PA USD 16819031.29000000 0.006490674670 Long DBT CORP US N 2 2047-05-01 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31410MF39 117904.40240000 PA USD 138892.57000000 0.000053600381 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210EXX2 15663.89000000 PA USD 16512.72000000 0.000006372465 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAK5 2100000.00000000 PA USD 2130345.00000000 0.000822126797 Long DBT CORP JP N 2 2027-02-28 Fixed 3.66300000 N N N N N N Ginnie Mae II Pool N/A 36179UKY7 48575022.22000000 PA USD 51458435.54000000 0.019858454293 Long ABS-MBS USGA US N 2 2049-01-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MY80 70325.42740000 PA USD 78713.14000000 0.000030376385 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410FU60 1.33110000 PA USD 1.33000000 0.000000000513 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 5.00000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_17-4 N/A 02007FAD7 3128000.00000000 PA USD 3059903.44000000 0.001180855033 Long ABS-CBDO CORP US N 2 2022-07-15 Fixed 1.96000000 N N N N N N Fannie Mae Pool N/A 3138EG6D1 1808581.86000000 PA USD 1907457.03000000 0.000736111540 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407CKJ5 43855.41970000 PA USD 49861.86000000 0.000019242315 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3132AEJ72 70373266.45000000 PA USD 74346541.07000000 0.028691260669 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA CREDIT CARD TRUST BACCT_18-A1 N/A 05522RCY2 26500000.00000000 PA USD 26508745.00000000 0.010230056460 Long ABS-CBDO CORP US N 2 2023-07-17 Fixed 2.70000000 N N N N N N Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 26442EAG5 1100000.00000000 PA USD 1272876.00000000 0.000491218778 Long DBT CORP US N 2 2049-02-01 Fixed 4.30000000 N N N N N N Bancolombia SA 54930052NWJRPNMP1W58 05968LAM4 4000000.00000000 PA USD 3560000.00000000 0.001373848554 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6VJ4 378298.59000000 PA USD 412231.97000000 0.000159085476 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138X3XN7 14176233.95000000 PA USD 15112999.49000000 0.005832295647 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138A4J89 1242545.20000000 PA USD 1361419.50000000 0.000525388823 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BQ0 11050000.00000000 PA USD 12119640.00000000 0.004677120757 Long DBT CORP US N 2 2046-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K2BZ1 456064.88460000 PA USD 521592.29000000 0.000201288992 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N BANK OF AMERICA CREDIT CARD TRUST BACCT_19-1 N/A 05522RDB1 10750000.00000000 PA USD 10806222.50000000 0.004170256506 Long ABS-CBDO CORP US N 2 2025-01-15 Fixed 1.74000000 N N N N N N Fannie Mae Pool N/A 31410CZC9 238509.08310000 PA USD 282099.00000000 0.000108865534 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Kinross Gold Corp 549300UEBMAQDN0K0R06 496902AJ6 515000.00000000 PA USD 521437.50000000 0.000201229257 Long DBT CORP CA N 2 2021-09-01 Fixed 5.12500000 N N N N N N United Parcel Service of America Inc 1T2XGWDXQ30WC74GIJ96 911308AB0 1563000.00000000 PA USD 2156221.02000000 0.000832112677 Long DBT CORP US N 2 2030-04-01 Variable 8.37500000 N N N N N N Freddie Mac Gold Pool N/A 31283HN27 53598.36000000 PA USD 60817.52000000 0.000023470242 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 7.00000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123BX8 10687000.00000000 PA USD 10784358.57000000 0.004161818941 Long DBT CORP US N 2 2022-06-26 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31389WQ65 13907.64000000 PA USD 14433.07000000 0.000005569902 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31401BYX7 634.04000000 PA USD 683.51000000 0.000000263775 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31402WLE6 219274.25000000 PA USD 239850.95000000 0.000092561483 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UH39 19435598.38000000 PA USD 20590655.99000000 0.007946191845 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MVT4 1671545.37000000 PA USD 1859677.80000000 0.000717672937 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138W92A7 675877.77000000 PA USD 722486.30000000 0.000278816505 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQ78 4784334.12000000 PA USD 5144307.42000000 0.001985252615 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N San Diego Gas & Electric Co KNIRVXKVNJJ4P8OTMS63 797440BU7 1075000.00000000 PA USD 1049630.00000000 0.000405065353 Long DBT CORP US N 2 2026-05-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418CWT7 12893495.52000000 PA USD 13757746.52000000 0.005309286564 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CS0 11140000.00000000 PA USD 11451697.20000000 0.004419353271 Long DBT CORP US N 2 2048-08-15 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31404P2Z3 17695.56620000 PA USD 21063.56000000 0.000008128691 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138YFCL6 40178.04000000 PA USD 42841.84000000 0.000016533202 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N American Airlines 2016-2 Class AA Pass Through Trust N/A 023765AA8 8886800.00000000 PA USD 8085032.90000000 0.003120115382 Long DBT CORP US N 2 2028-06-15 Fixed 3.20000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HW7 65535000.00000000 PA USD 67416509.85000000 0.026016874889 Long DBT CORP DE N 2 2021-12-15 Fixed 3.12500000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QAQ8 13588000.00000000 PA USD 17248607.20000000 0.006656453390 Long DBT CORP US N 2 2036-12-14 Fixed 5.70000000 N N N N N N Fannie Mae Pool N/A 31418BYN0 10940563.94000000 PA USD 11636493.21000000 0.004490668364 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012725AC1 5965000.00000000 PA USD 6140728.90000000 0.002369784135 Long DBT CORP US N 2 2024-12-01 Fixed 4.15000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2K8 3500000.00000000 PA USD 3413305.00000000 0.001317237118 Long DBT CORP US N 2 2026-02-11 Variable 2.16400000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AT9 9594000.00000000 PA USD 9906476.58000000 0.003823033294 Long DBT CORP NL N 2 2042-08-21 Fixed 3.62500000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MBB7 12085000.00000000 PA USD 9929036.00000000 0.003831739257 Long DBT CORP US N 2 2029-10-01 Fixed 4.95000000 N N N N N N Ginnie Mae II Pool N/A 36179QWE7 55284043.89460000 PA USD 59387778.47000000 0.022918486968 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 3.50000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEJ8 14125000.00000000 PA USD 12734817.50000000 0.004914525453 Long DBT CORP US N 2 2029-10-01 Fixed 2.55000000 N N N N N N Freddie Mac Gold Pool N/A 31298TNK4 20266.90160000 PA USD 23528.25000000 0.000009079846 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31412SA21 116130.89000000 PA USD 135608.36000000 0.000052332963 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31376UDR2 8059.45000000 PA USD 8300.02000000 0.000003203081 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31404YNJ7 129811.88030000 PA USD 142051.84000000 0.000054819582 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31389HR34 9529.33000000 PA USD 11256.52000000 0.000004344031 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N New York and Presbyterian Hospital/The 19EOSPKL8HML7MY3UE63 649322AA2 7346000.00000000 PA USD 8116301.56000000 0.003132182350 Long DBT CORP US N 2 2045-08-01 Fixed 4.02400000 N N N N N N Fannie Mae Pool N/A 3138AGE38 230569.57000000 PA USD 246414.31000000 0.000095094366 Long ABS-MBS USGSE US N 2 2041-06-01 Floating 4.64200000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBG0 10425000.00000000 PA USD 9196622.25000000 0.003549091624 Long DBT CORP US N 2 2026-03-01 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 3138A7HD3 710571.56000000 PA USD 773478.46000000 0.000298495018 Long ABS-MBS USGSE US N 2 2041-03-01 Floating 4.82500000 N N N N N N Fannie Mae Pool N/A 31418DFE7 118273881.73000000 PA USD 122712700.50000000 0.047356366910 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 2.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAN9 7990000.00000000 PA USD 7784657.00000000 0.003004196563 Long DBT CORP US N 2 2021-06-01 Fixed 4.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128K4H99 108106.15620000 PA USD 121763.21000000 0.000046989946 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298FVJ8 9811.12000000 PA USD 11201.75000000 0.000004322895 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31417ARK7 2825142.46000000 PA USD 2982559.40000000 0.001151007000 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138W1KE6 29270494.43000000 PA USD 31524907.91000000 0.012165856506 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31378RU64 463.38000000 PA USD 512.63000000 0.000000197830 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210A5V5 37210.78010000 PA USD 41081.07000000 0.000015853699 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust 2017-GS5 N/A 36252HAD3 8350000.00000000 PA USD 8874213.00000000 0.003424669860 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 3.67400000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 189754AA2 5554000.00000000 PA USD 5697626.44000000 0.002198785350 Long DBT CORP US N 2 2025-04-01 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 3620ARV81 1257973.89000000 PA USD 1334634.82000000 0.000515052280 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31390LDG8 41670.00620000 PA USD 45382.80000000 0.000017513790 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FWP7 8344.15000000 PA USD 9054.07000000 0.000003494078 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866BA5 7425000.00000000 PA USD 7458858.00000000 0.002878466652 Long DBT CORP US N 2 2021-05-15 Fixed 3.10000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AZ3 22678000.00000000 PA USD 23872903.82000000 0.009212852361 Long DBT CORP US N 2 2025-02-09 Fixed 2.50000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAG0 1215000.00000000 PA USD 1203372.45000000 0.000464396489 Long DBT CORP US N 2 2025-02-13 Fixed 3.75000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAZ7 8638000.00000000 PA USD 8518881.98000000 0.003287543172 Long DBT CORP US N 2 2025-01-15 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 36209RLF8 1885.32000000 PA USD 2051.66000000 0.000000791761 Long ABS-MBS USGA US N 2 2030-03-15 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282U3 306792600.00000000 PA USD 326639013.30000000 0.126054083222 Long DBT UST US N 2 2024-08-31 Fixed 1.87500000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_18-2 N/A 43814UAG4 3459944.86000000 PA USD 3441018.96000000 0.001327932282 Long ABS-CBDO CORP US N 2 2022-05-18 Fixed 3.01000000 N N N N N N Fannie Mae Pool N/A 31409DWF6 10189.80920000 PA USD 10623.69000000 0.000004099814 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 4.50000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBK7 7700000.00000000 PA USD 8452213.00000000 0.003261814778 Long DBT CORP US N 2 2030-03-19 Fixed 3.48200000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAD6 9572000.00000000 PA USD 10080943.24000000 0.003890362162 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HZ65 3054362.29000000 PA USD 3518319.92000000 0.001357763690 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202SYF9 76225.19020000 PA USD 84390.43000000 0.000032567323 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418SAM1 2079378.80000000 PA USD 2291828.93000000 0.000884445467 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297E4G8 29478.46560000 PA USD 31828.49000000 0.000012283012 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Synovus Bank/Columbus GA DX0JX77PRMOELF7VG772 87164DQS2 2250000.00000000 PA USD 2214427.50000000 0.000854575286 Long DBT CORP US N 2 2023-02-10 Variable 2.28900000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_18-A N/A 44891KAE5 4200000.00000000 PA USD 4251240.00000000 0.001640606721 Long ABS-CBDO CORP US N 2 2024-06-17 Fixed 2.94000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JG7 4567000.00000000 PA USD 4880615.89000000 0.001883490754 Long DBT CORP US N 2 2026-02-19 Fixed 3.45000000 N N N N N N MUFG Americas Holdings Corp 5493004K1ECE43Q0BX47 553794AC2 8365000.00000000 PA USD 7361200.00000000 0.002840779207 Long DBT CORP US N 2 2025-02-10 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212M5B1 7223.22000000 PA USD 7896.86000000 0.000003047497 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418CEE0 66801533.18000000 PA USD 71350049.57000000 0.027534877097 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.00000000 N N N N N N Macy's Retail Holdings Inc 549300JMONK27O4SQQ19 55616XAH0 6220000.00000000 PA USD 4478400.00000000 0.001728270608 Long DBT CORP US N 2 2023-02-15 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 3132XCR49 7499981.07000000 PA USD 8063379.65000000 0.003111759122 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054AV1 7097000.00000000 PA USD 7357317.96000000 0.002839281079 Long DBT CORP US N 2 2027-10-01 Fixed 3.10000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AK9 7490000.00000000 PA USD 7477866.20000000 0.002885802154 Long DBT CORP US N 2 2049-09-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31402N2D9 273648.91490000 PA USD 313273.28000000 0.000120896079 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410LTL6 6828606.08000000 PA USD 7045277.75000000 0.002718860857 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 2.00000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117AR1 4168000.00000000 PA USD 4290497.52000000 0.001655756689 Long DBT CORP US N 2 2021-08-15 Fixed 5.75000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAA2 1000000.00000000 PA USD 970280.00000000 0.000374443195 Long DBT CORP US N 2 2027-12-15 Fixed 3.87500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAV3 15764000.00000000 PA USD 22437216.48000000 0.008658802648 Long DBT CORP US N 2 2037-08-15 Fixed 6.95000000 N N N N N N Fannie Mae Pool N/A 3140X3AW8 15574064.95000000 PA USD 16476737.75000000 0.006358579309 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K7Y69 753592.22180000 PA USD 850813.15000000 0.000328339442 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296QS76 15224.88720000 PA USD 16645.06000000 0.000006423536 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417B6N2 3919462.76000000 PA USD 4212560.19000000 0.001625679698 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31403FK60 13010.57440000 PA USD 15000.93000000 0.000005789046 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BJ4 8115000.00000000 PA USD 8300833.50000000 0.003203395535 Long DBT CORP US N 2 2025-04-01 Fixed 4.45000000 N N N N N N Freddie Mac Gold Pool N/A 31293JE54 14154.76000000 PA USD 15305.97000000 0.000005906765 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DH8 13695000.00000000 PA USD 13936305.90000000 0.005378194864 Long DBT CORP N/A N 2 2021-07-23 Fixed 1.87500000 N N N N N N Fannie Mae Pool N/A 31407HXX9 1239.14830000 PA USD 1270.97000000 0.000000490483 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TGU3 9800000.00000000 PA USD 9106258.00000000 0.003514218929 Long DBT CORP US N 2 2030-02-13 Fixed 2.15000000 N N N N N N Fannie Mae Pool N/A 3140E0VP7 12374637.01000000 PA USD 13196065.41000000 0.005092526794 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31405G3C2 107001.53000000 PA USD 126610.63000000 0.000048860626 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207RGE9 2583.80000000 PA USD 2840.50000000 0.000001096184 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418AHQ4 7897019.57000000 PA USD 8641155.72000000 0.003334730139 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201CLT9 57456.62180000 PA USD 64289.36000000 0.000024810068 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N COMM 2013-LC13 Mortgage Trust N/A 12626GAF0 1680000.00000000 PA USD 1757817.60000000 0.000678363811 Long ABS-MBS CORP US N 2 2046-08-10 Fixed 4.20500000 N N N N N N Freddie Mac Gold Pool N/A 31292GQA7 2029.82000000 PA USD 2261.67000000 0.000000872806 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.00000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 89114QBC1 11941000.00000000 PA USD 11922610.86000000 0.004601084746 Long DBT CORP CA N 2 2020-12-14 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Z86 476185000.00000000 PA USD 491065781.30000000 0.189508430845 Long DBT UST US N 2 2023-02-15 Fixed 1.37500000 N N N N N N UBS Commercial Mortgage Trust 2018-C13 N/A 90353KBB4 1075000.00000000 PA USD 1153561.00000000 0.000445173627 Long ABS-MBS CORP US N 2 2051-10-15 Variable 4.58530000 N N N N N N Freddie Mac Gold Pool N/A 31283HN84 28865.40050000 PA USD 34227.73000000 0.000013208909 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7UJ0 5731577.98000000 PA USD 6078510.40000000 0.002345773237 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QAX1 9065000.00000000 PA USD 10437803.60000000 0.004028079041 Long DBT CORP US N 2 2041-06-15 Fixed 5.95000000 N N N N N N Freddie Mac Gold Pool N/A 312946PK6 3699270.27000000 PA USD 4177031.03000000 0.001611968551 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A8GZ0 991097.83000000 PA USD 1085321.50000000 0.000418839149 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207UFT0 914.61000000 PA USD 1000.65000000 0.000000386163 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 8.50000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AP7 660000.00000000 PA USD 665709.00000000 0.000256905434 Long DBT CORP US N 2 2023-07-15 Fixed 3.12500000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAR2 7120000.00000000 PA USD 7004300.00000000 0.002703047031 Long DBT CORP KY N 2 2027-06-01 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128PKMY7 49753.76000000 PA USD 52903.67000000 0.000020416188 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PPCL5 17734.07000000 PA USD 18130.25000000 0.000006996690 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213R2Y2 15350.77630000 PA USD 16209.65000000 0.000006255506 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418C5B6 4553667.86000000 PA USD 4798381.97000000 0.001851755655 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FWD4 2184004.26000000 PA USD 2345686.10000000 0.000905229622 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAR7 13095000.00000000 PA USD 14114183.85000000 0.005446840191 Long DBT CORP US N 2 2029-04-23 Variable 4.00500000 N N N N N N Ginnie Mae I Pool N/A 36225APE4 3210.28000000 PA USD 3752.30000000 0.000001448059 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31408EAT9 19160.37440000 PA USD 21813.32000000 0.000008418033 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BV1 20855000.00000000 PA USD 21897124.35000000 0.008450374336 Long DBT CORP US N 2 2024-05-22 Fixed 3.62500000 N N N N N N New York and Presbyterian Hospital/The 19EOSPKL8HML7MY3UE63 649322AD6 4675000.00000000 PA USD 4728341.75000000 0.001824726258 Long DBT CORP US N 2 2056-08-01 Fixed 4.06300000 N N N N N N Ginnie Mae I Pool N/A 36290S4L2 34544.40760000 PA USD 38158.10000000 0.000014725688 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ELU1 332763.68220000 PA USD 359215.07000000 0.000138625591 Long ABS-MBS USGA US N 2 2037-01-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31389YUR0 21433.71440000 PA USD 23964.82000000 0.000009248323 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAX0 4750000.00000000 PA USD 4815930.00000000 0.001858527659 Long DBT CORP FR N 2 2026-12-02 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31383HAY0 562.66000000 PA USD 627.08000000 0.000000241998 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EG9 192190000.00000000 PA USD 197955700.00000000 0.076393582107 Long DBT UST US N 2 2020-08-15 Fixed 8.75000000 N N N N N N Fannie Mae Pool N/A 31417YTT4 6149199.94000000 PA USD 6724396.10000000 0.002595028612 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AT2 10609000.00000000 PA USD 11071128.04000000 0.004272486869 Long DBT CORP US N 2 2027-05-19 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 31336WBE8 172.43000000 PA USD 173.28000000 0.000000066870 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YRU4 3819.19000000 PA USD 4650.93000000 0.000001794852 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GNP7 6659.58000000 PA USD 7490.16000000 0.000002890546 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9.00000000 N N N N N N Ginnie Mae II Pool N/A 36179R7H6 23949763.60790000 PA USD 25513922.67000000 0.009846142073 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Banc of America Commercial Mortgage Trust 2017-BNK3 N/A 06427DAS2 9108000.00000000 PA USD 9592090.20000000 0.003701707656 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.57400000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAM1 10110000.00000000 PA USD 11765310.30000000 0.004540380491 Long DBT CORP US N 2 2047-05-30 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371MN78 12033.03170000 PA USD 12540.83000000 0.000004839663 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31386L7D8 9963.63000000 PA USD 11868.97000000 0.000004580384 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FQ6 8150000.00000000 PA USD 8249593.00000000 0.003183621184 Long DBT CORP US N 2 2022-03-30 Fixed 2.45000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGP8 22795000.00000000 PA USD 22766050.35000000 0.008785703754 Long DBT CORP US N 2 2021-07-21 Variable 2.36900000 N N N N N N Kite Realty Group LP 549300X6R2GYI8Y3OD81 49803XAA1 10700000.00000000 PA USD 9997652.00000000 0.003858219030 Long DBT CORP US N 2 2026-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290WG55 57844.40730000 PA USD 67049.77000000 0.000025875345 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483BQ4 6725000.00000000 PA USD 8077397.50000000 0.003117168786 Long DBT CORP US N 2 2049-03-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GWZ5 325.87000000 PA USD 369.32000000 0.000000142525 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 7.50000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BE8 3712000.00000000 PA USD 3751013.12000000 0.001447562908 Long DBT CORP US N 2 2023-03-15 Fixed 3.65000000 N N N N N N VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_18-1 N/A 92868LAE1 1050000.00000000 PA USD 1091181.00000000 0.000421100404 Long ABS-CBDO CORP US N 2 2024-07-22 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31418AKW7 7771770.55000000 PA USD 8372450.70000000 0.003231033508 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RD2 388181000.00000000 PA USD 577966572.70000000 0.223044533837 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAR4 20307000.00000000 PA USD 22537317.81000000 0.008697433004 Long DBT CORP US N 2 2044-01-31 Fixed 5.37500000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C29 N/A 46644RBA2 2963000.00000000 PA USD 3020511.83000000 0.001165653317 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.30440000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAK7 17765000.00000000 PA USD 25304821.30000000 0.009765447237 Long DBT CORP US N 2 2035-11-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GNS0 1197.67000000 PA USD 1340.19000000 0.000000517196 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 7.50000000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAD7 25000.00000000 PA USD 24836.75000000 0.000009584812 Long DBT CORP GB N 2 2021-01-08 Fixed 3.12500000 N N N N N N Ginnie Mae II Pool N/A 36179RBX6 69188669.14360000 PA USD 74457386.30000000 0.028734037230 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31385JJC3 463529.93490000 PA USD 548448.62000000 0.000211653186 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312945ZR2 4117243.76000000 PA USD 4649356.34000000 0.001794244799 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213AKH6 2116.57570000 PA USD 2390.33000000 0.000000922458 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5E63 352443.29170000 PA USD 416157.99000000 0.000160600576 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YL22 25538.17000000 PA USD 28337.41000000 0.000010935761 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 7.50000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AS4 8155000.00000000 PA USD 8766951.20000000 0.003383276189 Long DBT CORP US N 2 2048-08-01 Fixed 3.65000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718FB0 10265000.00000000 PA USD 11710106.70000000 0.004519076731 Long DBT CORP US N 2 2047-10-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FBA5 68290.03840000 PA USD 79042.30000000 0.000030503412 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9TK7 1284587.94000000 PA USD 1473653.59000000 0.000568701363 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FX92 5671868.23000000 PA USD 6397356.90000000 0.002468820092 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 4.50000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AD6 10773000.00000000 PA USD 4012942.50000000 0.001548644733 Long DBT CORP US N 2 2044-04-01 Fixed 5.45000000 N N N N N N Freddie Mac Gold Pool N/A 3129722T8 6495.08630000 PA USD 6541.33000000 0.000002524381 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287NN38 37623.67870000 PA USD 44286.83000000 0.000017090841 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371HLV8 3918.13000000 PA USD 4600.16000000 0.000001775259 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418XE61 2846707.11000000 PA USD 3007090.59000000 0.001160473893 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179Q6R7 12515817.43170000 PA USD 13492301.51000000 0.005206848013 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.50000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAL0 6225000.00000000 PA USD 5611401.75000000 0.002165510163 Long DBT CORP US N 2 2050-03-01 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36207MZH2 1493.54000000 PA USD 1607.60000000 0.000000620392 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 8.00000000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011BE3 4200000.00000000 PA USD 4119150.00000000 0.001589631537 Long DBT CORP US N 2 2023-02-15 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31407ESR5 194.68220000 PA USD 195.73000000 0.000000075534 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371JNL4 7823.00000000 PA USD 9245.61000000 0.000003567996 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8.50000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAL4 11363000.00000000 PA USD 11715593.89000000 0.004521194306 Long DBT CORP US N 2 2037-06-15 Fixed 6.62500000 N N N N N N Ginnie Mae I Pool N/A 36206HPP7 2969.73000000 PA USD 3403.28000000 0.000001313368 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31402CVW9 13862747.56000000 PA USD 16109205.80000000 0.006216744129 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBQ1 43915000.00000000 PA USD 43955401.80000000 0.016962939670 Long DBT CORP US Y 2 2024-11-21 Fixed 2.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5GM6 109314.57000000 PA USD 128826.13000000 0.000049715615 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDBT1 17690.91160000 PA USD 20969.39000000 0.000008092350 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410F3Q6 36257.27000000 PA USD 38310.52000000 0.000014784509 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 4.38200000 N N N N N N Ginnie Mae II Pool N/A 36202FHZ2 1120338.90000000 PA USD 1282956.09000000 0.000495108811 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HRA5 1161647.16090000 PA USD 1388691.10000000 0.000535913275 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBC0 8328000.00000000 PA USD 9522401.76000000 0.003674814015 Long DBT CORP MX N 2 2046-01-31 Fixed 6.12500000 N N N N N N Fannie Mae Pool N/A 31375DQD8 3388.14000000 PA USD 3900.90000000 0.000001505406 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ASVC0 2914350.61000000 PA USD 3127885.08000000 0.001207089998 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138LQPH1 9717705.02000000 PA USD 10466454.19000000 0.004039135662 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N Johns Hopkins University 549300Z1XKWYKTIOM958 478115AB4 4225000.00000000 PA USD 4696383.25000000 0.001812393072 Long DBT CORP US N 2 2053-07-01 Fixed 4.08300000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DK6 20404000.00000000 PA USD 25071415.00000000 0.009675372825 Long DBT CORP US N 2 2044-05-15 Fixed 4.40000000 N N N N N N Brookfield Asset Management Inc C6J3FGIWG6MBDGTE8F80 112585AH7 6422000.00000000 PA USD 6468431.06000000 0.002496248500 Long DBT CORP CA N 2 2025-01-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKLM9 2378.65940000 PA USD 2888.26000000 0.000001114615 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6XE3 829378.47000000 PA USD 991065.80000000 0.000382464695 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N Cabot Corp K05C0SER542GQ6VLRO68 127055AL5 3735000.00000000 PA USD 3940275.60000000 0.001520601667 Long DBT CORP US N 2 2029-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31385JK49 146541.85760000 PA USD 171974.20000000 0.000066366996 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GSP3 18374.47000000 PA USD 20410.18000000 0.000007876543 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36292GRQ0 10014.80400000 PA USD 10711.13000000 0.000004133559 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.50000000 N N N N N N UBS Commercial Mortgage Trust 2018-C12 N/A 90353DBC8 4000000.00000000 PA USD 4290560.00000000 0.001655780801 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.58700000 N N N N N N Freddie Mac Gold Pool N/A 3128KGUS5 104033.04230000 PA USD 122683.05000000 0.000047344924 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31407HGM2 634.08290000 PA USD 678.75000000 0.000000261938 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MLD0 808763.19000000 PA USD 966706.55000000 0.000373064156 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 6.50000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HS5 2300000.00000000 PA USD 2421877.00000000 0.000934632644 Long DBT CORP US N 2 2050-04-15 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31375PRS7 4071.77000000 PA USD 4685.92000000 0.000001808355 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31404EGW0 148396.84000000 PA USD 172218.98000000 0.000066461459 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 00828EDC0 17560000.00000000 PA USD 18973931.20000000 0.007322277514 Long DBT CORP N/A N 2 2023-09-20 Fixed 3.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCB6 34501000.00000000 PA USD 26289762.00000000 0.010145548180 Long DBT CORP MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292LNJ0 3180542.61000000 PA USD 3455150.66000000 0.001333385881 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BFV5 2820.77000000 PA USD 3302.33000000 0.000001274410 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N Benchmark 2018-B1 Mortgage Trust N/A 08162PAX9 7960000.00000000 PA USD 8602849.60000000 0.003319947328 Long ABS-MBS CORP US N 2 2051-01-15 Variable 3.66600000 N N N N N N Fannie Mae Pool N/A 31408HBK0 8499.26970000 PA USD 8671.04000000 0.000003346262 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402X5S1 41063.31730000 PA USD 47041.32000000 0.000018153834 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418AF29 26484985.01000000 PA USD 28981194.85000000 0.011184205801 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 3.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BJ2 12575000.00000000 PA USD 12552993.75000000 0.004844357392 Long DBT CORP JP N 2 2024-07-18 Fixed 2.80100000 N N N N N N Ginnie Mae I Pool N/A 36241LWN2 248973.64000000 PA USD 280518.60000000 0.000108255638 Long ABS-MBS USGA US N 2 2041-04-15 Fixed 5.00000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442RAB7 14365000.00000000 PA USD 16087076.20000000 0.006208204040 Long DBT CORP US N 2 2044-03-30 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3138WCJ95 342233.94000000 PA USD 373298.51000000 0.000144060566 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209SHH7 4767.22000000 PA USD 5241.13000000 0.000002022617 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138WEWS4 2676685.62000000 PA USD 2815391.47000000 0.001086494803 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRUW7 1044238.66000000 PA USD 1103342.57000000 0.000425793706 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.00000000 N N N N N N BBCMS Mortgage Trust 2020-C6 N/A 05492TAG5 2000000.00000000 PA USD 1857300.00000000 0.000716755314 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.84000000 N N N N N N QVC Inc 549300WBLU5NKPX5X472 747262AS2 8288000.00000000 PA USD 7148400.00000000 0.002758657024 Long DBT CORP US N 2 2024-04-01 Fixed 4.85000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAD6 4200000.00000000 PA USD 4090800.00000000 0.001578690917 Long DBT CORP US Y 2 2023-02-15 Fixed 1.92300000 N N N N N N Ginnie Mae I Pool N/A 3622AAAE4 7637130.53000000 PA USD 8505166.79000000 0.003282250309 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLYJ7 5225000.00000000 PA USD 6046944.75000000 0.002333591658 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 3.47000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXJ4 19049792.59000000 PA USD 20120390.93000000 0.007764710672 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36292CRR7 94633.58360000 PA USD 103001.09000000 0.000039749409 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Dignity Health TFVG45LTYVO3XKPZWP18 254010AD3 4675000.00000000 PA USD 5190325.25000000 0.002003011472 Long DBT CORP US N 2 2024-11-01 Fixed 3.81200000 N N N N N N Freddie Mac Gold Pool N/A 31292WDZ1 22379.41000000 PA USD 25812.64000000 0.000009961420 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HAV7 1788.52000000 PA USD 1992.43000000 0.000000768903 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7.00000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAH7 8950000.00000000 PA USD 10370812.50000000 0.004002226337 Long DBT CORP US N 2 2048-09-21 Fixed 4.25000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WBG5 10900000.00000000 PA USD 10719714.00000000 0.004136871793 Long DBT CORP US N 2 2021-09-09 Fixed 1.70000000 N N N N N N Ginnie Mae I Pool N/A 36212GKS0 20417.19000000 PA USD 22152.04000000 0.000008548749 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDA4 2000000.00000000 PA USD 1973840.00000000 0.000761729559 Long DBT CORP US N 2 2021-08-15 Variable 2.71500000 N N N N N N Fannie Mae Pool N/A 31371FAX0 2058.18000000 PA USD 2394.69000000 0.000000924140 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 7.50000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAR0 16365000.00000000 PA USD 15134842.95000000 0.005840725311 Long DBT CORP US N 2 2028-01-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2N9 327068.17000000 PA USD 353328.47000000 0.000136353878 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDZJ5 1141.00000000 PA USD 1172.99000000 0.000000452671 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31386NVS4 4946.49000000 PA USD 5143.01000000 0.000001984751 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31409CFW0 16628.61090000 PA USD 16968.00000000 0.000006548163 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDJJ5 38555.45260000 PA USD 46141.62000000 0.000017806628 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371FDN9 749.45000000 PA USD 832.74000000 0.000000321364 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31402XLC8 27472.35370000 PA USD 31627.55000000 0.000012205467 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287RM30 10018.45250000 PA USD 11426.25000000 0.000004409532 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138EJ5G9 1680670.99000000 PA USD 1773242.35000000 0.000684316415 Long ABS-MBS USGSE US N 2 2042-05-01 Floating 4.60800000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AP9 26650000.00000000 PA USD 26593235.50000000 0.010262662402 Long DBT CORP JP N 2 2022-07-25 Fixed 2.66500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23 N/A 61690QAE9 5775000.00000000 PA USD 6109488.00000000 0.002357727881 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.71900000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3133XGAY0 19780000.00000000 PA USD 30497001.80000000 0.011769174674 Long DBT USGSE US N 2 2036-07-15 Fixed 5.50000000 N N N N N N Ohio Water Development Authority Water Pollution Control Loan Fund N/A 67766WQG0 2550000.00000000 PA USD 2850211.50000000 0.001099932289 Long DBT MUN US N 2 2034-12-01 Fixed 4.87900000 N N N N N N Brown & Brown Inc 549300PC8KTJ71XKFY89 115236AB7 3800000.00000000 PA USD 4164952.00000000 0.001607307102 Long DBT CORP US N 2 2029-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CVZ0 1736.50780000 PA USD 1746.21000000 0.000000673884 Long ABS-MBS USGA US N 2 2020-09-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283W8 667601000.00000000 PA USD 777127620.10000000 0.299903274592 Long DBT UST US N 2 2028-02-15 Fixed 2.75000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DBG9 11975000.00000000 PA USD 11280210.50000000 0.004353174407 Long DBT CORP US N 2 2024-09-06 Fixed 2.78900000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718CB3 5680000.00000000 PA USD 7487603.20000000 0.002889559784 Long DBT CORP US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AW5 7850000.00000000 PA USD 7869782.00000000 0.003037047366 Long DBT CORP US N 2 2021-05-21 Fixed 3.25000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAT6 18200000.00000000 PA USD 18388916.00000000 0.007096512827 Long DBT CORP FR N 2 2030-01-10 Fixed 2.82900000 N N N N N N Fannie Mae Pool N/A 31403HPN4 57521.95730000 PA USD 66324.54000000 0.000025595470 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L16A3 262093.51350000 PA USD 303590.78000000 0.000117159481 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WAF77 11328882.94000000 PA USD 12528724.93000000 0.004834991751 Long ABS-MBS USGSE US N 2 2043-11-01 Fixed 4.00000000 N N N N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469UL7 6575000.00000000 PA USD 7011054.00000000 0.002705653484 Long DBT NUSS CA N 2 2026-06-22 Fixed 2.12500000 N N N N N N Ginnie Mae I Pool N/A 36296FTA1 672421.56000000 PA USD 736913.51000000 0.000284384146 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AP5 6350000.00000000 PA USD 6849237.00000000 0.002643206278 Long DBT CORP US N 2 2044-10-15 Fixed 4.65000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 14916RAD6 13045000.00000000 PA USD 12795579.60000000 0.004937974308 Long DBT CORP US N 2 2042-11-01 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 3138LRBF8 324855.29000000 PA USD 340113.74000000 0.000131254148 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129396W6 131732.90000000 PA USD 143445.27000000 0.000055357324 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.00000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AJ4 2450000.00000000 PA USD 2500445.50000000 0.000964953212 Long DBT CORP US N 2 2022-12-15 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36241KE79 425815.54000000 PA USD 463644.99000000 0.000178926404 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140E16H1 4999133.62000000 PA USD 5418760.90000000 0.002091167648 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31413BPJ4 8876.73300000 PA USD 10498.42000000 0.000004051471 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N International Lease Finance Corp N/A 459745GQ2 5795000.00000000 PA USD 5485836.75000000 0.002117053058 Long DBT CORP US N 2 2021-04-15 Fixed 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36291GXC5 17992.11250000 PA USD 19264.69000000 0.000007434484 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AN6 6475000.00000000 PA USD 5779002.25000000 0.002230189294 Long DBT CORP US N 2 2030-04-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297N5B8 29737.87430000 PA USD 33270.44000000 0.000012839479 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31403FNJ9 471307.71350000 PA USD 523335.37000000 0.000201961668 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31405FGT3 18422.97600000 PA USD 21843.20000000 0.000008429564 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRY8 42931000.00000000 PA USD 45771314.96000000 0.017663723285 Long DBT CORP US N 2 2028-02-01 Variable 3.78200000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBH0 12380000.00000000 PA USD 12277741.20000000 0.004738133988 Long DBT CORP US N 2 2024-06-15 Fixed 3.07900000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BX6 18100000.00000000 PA USD 19092061.00000000 0.007367865283 Long DBT CORP US N 2 2047-06-06 Fixed 4.66900000 N N N N N N Fannie Mae Pool N/A 31411HWM8 313222.75240000 PA USD 365130.03000000 0.000140908248 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAP4 25307000.00000000 PA USD 25929552.20000000 0.010006538710 Long DBT CORP US N 2 2022-11-06 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31407RT20 321.57650000 PA USD 324.72000000 0.000000125313 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416WZS4 4088779.73000000 PA USD 4476886.70000000 0.001727686607 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138YWKG1 9926756.35000000 PA USD 10520574.91000000 0.004060021526 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31409U4W2 875.60080000 PA USD 1046.68000000 0.000000403926 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HJT3 846.87870000 PA USD 988.98000000 0.000000381659 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8.00000000 N N N N N N Benchmark 2019-B10 Mortgage Trust N/A 08162VAG3 2600000.00000000 PA USD 2680002.00000000 0.001034246312 Long ABS-MBS CORP US N 2 2062-03-15 Fixed 3.97900000 N N N N N N Ginnie Mae I Pool N/A 36210KJS5 14096.95000000 PA USD 15548.23000000 0.000006000256 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209RU27 1709.84000000 PA USD 1768.68000000 0.000000682555 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.00000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 892331AD1 3164000.00000000 PA USD 3354472.80000000 0.001294533035 Long DBT CORP JP N 2 2028-07-20 Fixed 3.66900000 N N N N N N Freddie Mac Gold Pool N/A 312942NM3 6178285.98000000 PA USD 6854190.47000000 0.002645117884 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138EGCH5 332161.47000000 PA USD 368672.66000000 0.000142275393 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Kansas Development Finance Authority 549300WTL7BL8KBDPR87 485429Z72 400000.00000000 PA USD 496720.00000000 0.000191690464 Long DBT MUN US N 2 2045-04-15 Fixed 4.92700000 N N N N N N Ginnie Mae I Pool N/A 36294SQ67 1099.68000000 PA USD 1122.49000000 0.000000433182 Long ABS-MBS USGA US N 2 2021-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FPG5 10922059.56000000 PA USD 11879378.08000000 0.004584400675 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241L6Q4 4045865.24000000 PA USD 4338098.09000000 0.001674126345 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C23 N/A 46643ABJ1 2462000.00000000 PA USD 2525051.82000000 0.000974449099 Long ABS-MBS CORP US N 2 2047-09-15 Variable 4.20160000 N N N N N N Fannie Mae Pool N/A 31407JJG8 5696.90560000 PA USD 6052.51000000 0.000002335739 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31387BWY5 2374.51000000 PA USD 2658.43000000 0.000001025921 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.00000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BF6 7250000.00000000 PA USD 6941947.50000000 0.002678984420 Long DBT CORP US N 2 2027-04-01 Fixed 4.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKP3 2450000.00000000 PA USD 2400681.50000000 0.000926453036 Long DBT CORP US N 2 2026-12-01 Fixed 2.90000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAZ3 7429000.00000000 PA USD 7497718.25000000 0.002893463308 Long DBT CORP US N 2 2026-06-01 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36296DEG9 81400.97690000 PA USD 94255.82000000 0.000036374500 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2012-C6 N/A 92936QAG3 7317610.13000000 PA USD 7448595.35000000 0.002874506167 Long ABS-MBS CORP US N 2 2045-04-15 Fixed 3.44000000 N N N N N N Freddie Mac Gold Pool N/A 31283HKM6 4057.12000000 PA USD 4540.93000000 0.000001752401 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GFV3 330.82000000 PA USD 355.70000000 0.000000137269 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 8.00000000 N N N N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05723KAD2 14480000.00000000 PA USD 13738334.40000000 0.005301795184 Long DBT CORP US N 2 2022-12-15 Fixed 2.77300000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AB4 4035000.00000000 PA USD 3755253.45000000 0.001449199304 Long DBT CORP US N 2 2034-11-18 Fixed 4.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAP0 23850000.00000000 PA USD 24747714.00000000 0.009550452558 Long DBT CORP GB N 2 2026-05-12 Fixed 5.20000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAU7 475000.00000000 PA USD 472591.75000000 0.000182379070 Long DBT CORP US N 2 2022-02-15 Fixed 4.05000000 N N N N N N Fannie Mae Pool N/A 31371LU98 182935.19870000 PA USD 191752.68000000 0.000073999759 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202F3N4 10661096.99000000 PA USD 11800555.04000000 0.004553981877 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.00000000 N N N N N N Cincinnati Financial Corp 254900Q4WEDMZBOZ0002 172062AF8 4256000.00000000 PA USD 5479514.88000000 0.002114613370 Long DBT CORP US N 2 2028-05-15 Fixed 6.92000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AP6 5484000.00000000 PA USD 4215879.84000000 0.001626960793 Long DBT CORP CA N 2 2039-02-01 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 31418C2E3 30057263.91000000 PA USD 32635275.44000000 0.012594361233 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 5.00000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DF2 15545000.00000000 PA USD 16705900.60000000 0.006447016121 Long DBT CORP N/A N 2 2024-01-16 Fixed 2.62500000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AH3 11080000.00000000 PA USD 6703400.00000000 0.002586925955 Long DBT CORP US N 2 2024-05-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 31292K4A2 10992145.10000000 PA USD 12193806.40000000 0.004705742499 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Columbia Pipeline Group Inc 549300SRP1TQM9JJBG80 198280AH2 5450000.00000000 PA USD 5703479.50000000 0.002201044119 Long DBT CORP US N 2 2045-06-01 Fixed 5.80000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DB0 12630000.00000000 PA USD 12068975.40000000 0.004657568653 Long DBT CORP US N 2 2055-01-15 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 31294MG54 1829934.37000000 PA USD 1926207.22000000 0.000743347473 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 3.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BD9 21885000.00000000 PA USD 22886238.75000000 0.008832085962 Long DBT CORP US N 2 2023-05-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31387JFB7 2928.22000000 PA USD 3367.57000000 0.000001299587 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P76D0 20839659.61000000 PA USD 22216327.52000000 0.008573558834 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418DFR8 123989967.25000000 PA USD 131137988.90000000 0.050607791149 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402CWK4 429726.22000000 PA USD 482522.38000000 0.000186211425 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WJRV2 21754649.11000000 PA USD 22724688.91000000 0.008769741856 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N County of Miami-Dade FL Aviation Revenue N/A 59333P3W6 6205000.00000000 PA USD 6623899.55000000 0.002556245736 Long DBT MUN US N 2 2041-10-01 Fixed 4.28000000 N N N N N N Fifth Third Bank/Cincinnati OH QFROUN1UWUYU0DVIWD51 31677AAB0 9932000.00000000 PA USD 10141465.88000000 0.003913718606 Long DBT CORP US N 2 2026-03-15 Fixed 3.85000000 N N N N N N Freddie Mac Gold Pool N/A 31292G5V4 34793.89040000 PA USD 39491.41000000 0.000015240229 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138W92G4 470210.65000000 PA USD 505429.43000000 0.000195051542 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.00000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JA9 3549000.00000000 PA USD 3748453.80000000 0.001446575234 Long DBT CORP US N 2 2042-10-01 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31371KQ87 45020.58000000 PA USD 52853.71000000 0.000020396908 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DNL1 29138.69000000 PA USD 34363.55000000 0.000013261324 Long ABS-MBS USGA US N 2 2031-06-20 Fixed 6.50000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AD8 1585000.00000000 PA USD 1633786.30000000 0.000630498580 Long DBT CORP US N 2 2026-12-15 Fixed 3.80000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BM3 15375000.00000000 PA USD 16279818.75000000 0.006282585802 Long DBT CORP US N 2 2026-04-01 Fixed 3.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HV1 33956000.00000000 PA USD 36605247.12000000 0.014126422989 Long DBT CORP N/A N 2 2024-03-15 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 3132Y2MJ2 619972.55000000 PA USD 661820.70000000 0.000255404891 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36295NM87 871473.09290000 PA USD 981208.98000000 0.000378660825 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AC2 3425000.00000000 PA USD 2968618.75000000 0.001145627128 Long DBT CORP US N 2 2023-02-01 Fixed 3.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828N30 863325000.00000000 PA USD 905679724.50000000 0.349513140550 Long DBT UST US N 2 2022-12-31 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31409AJV2 6103.81480000 PA USD 6190.37000000 0.000002388941 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31386LRG9 12152.88000000 PA USD 14316.70000000 0.000005524993 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AS2 8785000.00000000 PA USD 10373064.45000000 0.004003095393 Long DBT CORP US N 2 2047-04-15 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 3140JV6C1 117686.02000000 PA USD 126814.92000000 0.000048939464 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDBK0 83053.08860000 PA USD 92530.28000000 0.000035708593 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298HYM4 3471.08000000 PA USD 3902.33000000 0.000001505957 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 8.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGR4 48503000.00000000 PA USD 50324772.68000000 0.019420959607 Long DBT CORP US N 2 2028-07-21 Variable 3.59300000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142CY7 3615000.00000000 PA USD 4738650.45000000 0.001828704514 Long DBT CORP US N 2 2040-10-25 Fixed 5.00000000 N N N N N N Wachovia Corp N/A 929771AE3 3175000.00000000 PA USD 3691064.50000000 0.001424427985 Long DBT CORP US N 2 2025-10-01 Fixed 6.60500000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 891906AD1 9645000.00000000 PA USD 9900303.15000000 0.003820650890 Long DBT CORP US N 2 2021-04-01 Fixed 3.80000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_18-A N/A 34531JAD7 3947460.05000000 PA USD 3930722.82000000 0.001516915130 Long ABS-CBDO CORP US N 2 2021-06-15 Fixed 2.93000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AEQ3 10500000.00000000 PA USD 10859940.00000000 0.004190986761 Long DBT NUSS CA N 2 2022-10-03 Fixed 2.20000000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 15135UAF6 8462000.00000000 PA USD 4057529.00000000 0.001565851222 Long DBT CORP CA N 2 2039-11-15 Fixed 6.75000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DX3 12813000.00000000 PA USD 12801980.82000000 0.004940444619 Long DBT CORP US N 2 2021-04-15 Fixed 2.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828V23 110858000.00000000 PA USD 118635797.30000000 0.045783038942 Long DBT UST US N 2 2023-12-31 Fixed 2.25000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAH7 5900000.00000000 PA USD 7319304.00000000 0.002824611016 Long DBT CORP US N 2 2040-09-30 Fixed 5.25000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CBA1 6556000.00000000 PA USD 6537577.64000000 0.002522933031 Long DBT CORP US N 2 2030-02-01 Fixed 2.45000000 N N N N N N Ginnie Mae I Pool N/A 36203PC35 14500.53000000 PA USD 15971.61000000 0.000006163644 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312944SZ5 1296331.91000000 PA USD 1415283.33000000 0.000546175549 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WFT71 211826.97000000 PA USD 221884.51000000 0.000085628009 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N WPP Finance 2010 549300OJB3S151W7KN44 92936MAF4 6315000.00000000 PA USD 6370887.75000000 0.002458605316 Long DBT CORP GB N 2 2024-09-19 Fixed 3.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SA7 667611000.00000000 PA USD 917858307.20000000 0.354213008033 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CK7 17621000.00000000 PA USD 18116678.73000000 0.006991453057 Long DBT CORP US N 2 2044-06-15 Fixed 4.80000000 N N N N N N Ginnie Mae I Pool N/A 36213N5C6 15968.41240000 PA USD 17145.44000000 0.000006616639 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCQ3 11598000.00000000 PA USD 13474672.38000000 0.005200044711 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 31410WL22 1122050.96760000 PA USD 1248954.93000000 0.000481987338 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351AN9 4635000.00000000 PA USD 4813215.75000000 0.001857480196 Long DBT CORP US N 2 2029-05-15 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 3617AX3E2 3571997.95000000 PA USD 3967739.60000000 0.001531200369 Long ABS-MBS USGA US N 2 2047-08-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292K2X4 2127976.55000000 PA USD 2360904.86000000 0.000911102732 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QHXK1 32835.44000000 PA USD 33876.00000000 0.000013073172 Long ABS-MBS USGSE US N 2 2037-05-01 Floating 3.54800000 N N N N N N Fannie Mae Pool N/A 31409VLK7 4043.14900000 PA USD 4121.46000000 0.000001590522 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7HW9 160306.87000000 PA USD 180430.19000000 0.000069630268 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CN3 4345000.00000000 PA USD 1835762.50000000 0.000708443723 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Freddie Mac Gold Pool N/A 31297JBN4 74771.31440000 PA USD 85606.43000000 0.000033036592 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FEU99 1176994.09000000 PA USD 1220954.82000000 0.000471181745 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 3.45200000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137A7NU0 12941699.29520000 PA USD 13108129.55000000 0.005058591245 Long ABS-MBS USGSE US N 2 2020-11-25 Variable 4.08400000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748AX0 12023000.00000000 PA USD 12076382.12000000 0.004660426999 Long DBT CORP US N 2 2025-03-10 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQH9 406626.12000000 PA USD 422138.91000000 0.000162908688 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664CQ2 30580000.00000000 PA USD 37800549.60000000 0.014587705176 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BA7 16506000.00000000 PA USD 18710376.30000000 0.007220568380 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 31292HZK3 138118.63000000 PA USD 162471.71000000 0.000062699866 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0T45 22275000.00000000 PA USD 22892908.50000000 0.008834659902 Long DBT USGSE US N 2 2022-04-05 Fixed 1.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292LGN9 25591760.99000000 PA USD 28029632.14000000 0.010816985842 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31376KNN2 421353.73390000 PA USD 481674.73000000 0.000185884306 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200Q3R3 21427.62350000 PA USD 22682.64000000 0.000008753514 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CE1 9915000.00000000 PA USD 10528341.90000000 0.004063018904 Long DBT CORP US N 2 2021-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SGN1 1622770.11000000 PA USD 1777387.65000000 0.000685916138 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402LH39 161048.50620000 PA USD 185494.06000000 0.000071584479 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N NSTAR Electric Co 54930080R72Y2Z31UR68 67021CAG2 9075000.00000000 PA USD 9036703.50000000 0.003487376977 Long DBT CORP US N 2 2022-10-15 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 3620AR3S8 1905812.86000000 PA USD 2045813.87000000 0.000789505176 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KZW1 795748.43000000 PA USD 870994.40000000 0.000336127639 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAK4 3625000.00000000 PA USD 4092987.50000000 0.001579535101 Long DBT CORP US N 2 2024-11-01 Fixed 5.40000000 N N N N N N Ginnie Mae I Pool N/A 36290SQK0 15569.81860000 PA USD 17164.17000000 0.000006623868 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BLUR7 7525000.00000000 PA USD 7708158.50000000 0.002974674835 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 2.71600000 N N N N N N Ginnie Mae II Pool N/A 36202EJY6 852238.26190000 PA USD 991843.41000000 0.000382764785 Long ABS-MBS USGA US N 2 2036-07-20 Fixed 6.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397A29 14068000.00000000 PA USD 12658386.40000000 0.004885029735 Long DBT CORP US N 2 2023-01-09 Fixed 3.08700000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FL2 7750000.00000000 PA USD 7726440.00000000 0.002981729894 Long DBT CORP US N 2 2047-06-15 Fixed 3.87500000 N N N N N N Ginnie Mae II Pool N/A 36202FJR8 6473703.93000000 PA USD 7127030.13000000 0.002750410124 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.00000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAV0 785000.00000000 PA USD 1083300.00000000 0.000418059027 Long DBT CORP US N 2 2039-08-01 Fixed 10.75000000 N N N N N N Ginnie Mae I Pool N/A 36213N5P7 7920.04040000 PA USD 8267.41000000 0.000003190496 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233DAT4 5440000.00000000 PA USD 7587385.60000000 0.002928067061 Long DBT CORP US N 2 2032-05-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36213SX75 6903.20000000 PA USD 8228.68000000 0.000003175550 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMSA2 17675175.31000000 PA USD 18730029.77000000 0.007228152900 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138A7G28 8219077.35000000 PA USD 8647866.62000000 0.003337319959 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAJ7 5167000.00000000 PA USD 5452528.42000000 0.002104198957 Long DBT CORP US N 2 2042-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36212M5C9 14641.16000000 PA USD 17447.58000000 0.000006733239 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818CF3 100000.00000000 PA USD 129631.00000000 0.000050026225 Long DBT CORP US N 2 2029-02-01 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 31416Y3B2 1927167.48000000 PA USD 2139367.89000000 0.000825608843 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31406TGD7 25616.02390000 PA USD 29270.15000000 0.000011295717 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31416BQM3 3.11000000 PA USD 3.17000000 0.000000001223 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 5.00000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAY3 20402000.00000000 PA USD 20617445.12000000 0.007956530105 Long DBT CORP US N 2 2024-08-02 Variable 3.68900000 N N N N N N Fannie Mae Pool N/A 31371MGG6 323233.77600000 PA USD 369575.80000000 0.000142623926 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202F4P8 2290667.60000000 PA USD 2432505.74000000 0.000938734408 Long ABS-MBS USGA US N 2 2042-03-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31404EK39 148419.54420000 PA USD 171127.73000000 0.000066040332 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 948741AH6 1275000.00000000 PA USD 1313619.75000000 0.000506942301 Long DBT CORP US N 2 2022-10-15 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 31294ME98 404069.60000000 PA USD 428705.72000000 0.000165442902 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FGC4 2573336.90000000 PA USD 2851283.02000000 0.001100345802 Long ABS-MBS USGA US N 2 2040-05-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36201M4J8 7483.86010000 PA USD 7918.30000000 0.000003055771 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140J6GL5 75391032.53000000 PA USD 82045045.06000000 0.031662209708 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 71644EAG7 7830000.00000000 PA USD 7265613.60000000 0.002803891219 Long DBT CORP CA N 2 2035-05-15 Fixed 5.95000000 N N N N N N Ginnie Mae I Pool N/A 36201FBX4 83324.21560000 PA USD 95925.34000000 0.000037018789 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297N5E2 37049.56240000 PA USD 42221.68000000 0.000016293874 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AEJ5 244.21000000 PA USD 262.51000000 0.000000101305 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 9.50000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BL2 8550000.00000000 PA USD 8736903.00000000 0.003371680212 Long DBT CORP US N 2 2028-02-23 Fixed 4.60000000 N N N N N N Freddie Mac Gold Pool N/A 31283GQT7 384.37000000 PA USD 439.01000000 0.000000169419 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 8.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BS4 735000.00000000 PA USD 815078.25000000 0.000314548897 Long DBT CORP US N 2 2047-11-21 Fixed 3.81200000 N N N N N N Ginnie Mae I Pool N/A 36296XGA6 288644.96000000 PA USD 300537.13000000 0.000115981039 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 6.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BG7 12529000.00000000 PA USD 16058168.72000000 0.006197048282 Long DBT CORP US N 2 2035-09-01 Fixed 4.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUM0 8032938.43000000 PA USD 8768594.93000000 0.003383910525 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.50000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AM0 9100000.00000000 PA USD 9720893.00000000 0.003751414268 Long DBT CORP KY N 2 2024-05-14 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31375HJ96 1908.25000000 PA USD 2063.79000000 0.000000796442 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31409CE43 250669.88110000 PA USD 270964.11000000 0.000104568441 Long ABS-MBS USGSE US N 2 2036-02-01 Floating 4.04300000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAC7 6452000.00000000 PA USD 6664335.32000000 0.002571850406 Long DBT CORP US N 2 2027-05-01 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31419BVX0 943793.80000000 PA USD 993182.53000000 0.000383281568 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402CV66 1371412.21740000 PA USD 1582829.12000000 0.000610833567 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31405AXC2 464381.13020000 PA USD 520325.12000000 0.000200799975 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GVL7 19313.56000000 PA USD 21800.18000000 0.000008412962 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31388MWB0 43647.42300000 PA USD 51949.60000000 0.000020048000 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284U1 254388400.00000000 PA USD 273029982.00000000 0.105365687109 Long DBT UST US N 2 2023-06-30 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 31292HM84 106371.91830000 PA USD 116955.92000000 0.000045134753 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 5.50000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAM5 7325000.00000000 PA USD 6898392.00000000 0.002662175808 Long DBT CORP US N 2 2047-09-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RGB9 11758729.70560000 PA USD 12940717.22000000 0.004993984732 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NS85 87097.41980000 PA USD 97936.69000000 0.000037794994 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FGXW9 4393.13000000 PA USD 5027.89000000 0.000001940325 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 8.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAZ5 25150000.00000000 PA USD 25567490.00000000 0.009866814376 Long DBT CORP US N 2 2049-08-16 Fixed 3.09500000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AW7 7593000.00000000 PA USD 7861184.76000000 0.003033729584 Long DBT CORP US N 2 2026-03-01 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYN4 10952500.29000000 PA USD 11789928.46000000 0.004549880947 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N State of Mississippi 549300JRWW5RFQUB7P94 6055805X3 1375000.00000000 PA USD 1653203.75000000 0.000637992017 Long DBT MUN US N 2 2034-11-01 Fixed 5.24500000 N N N N N N Fannie Mae Pool N/A 31388KR95 8792.04000000 PA USD 10663.34000000 0.000004115116 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QX9 499324200.00000000 PA USD 636793145.50000000 0.245746444514 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128PQW98 806029.05000000 PA USD 848627.69000000 0.000327496046 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31377ZQZ8 340.58000000 PA USD 353.78000000 0.000000136528 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36208EGV9 8186.02000000 PA USD 8886.01000000 0.000003429222 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 7.00000000 N N N N N N Praxair Inc ZU69GUVJQGZ6Z1UOOO79 74005PBQ6 6800000.00000000 PA USD 7167268.00000000 0.002765938421 Long DBT CORP US N 2 2026-01-30 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 3140J7UL7 7109289.91000000 PA USD 7783534.97000000 0.003003763558 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298VUT2 30310.50760000 PA USD 34323.01000000 0.000013245679 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CX9 4250000.00000000 PA USD 4394585.00000000 0.001695925351 Long DBT CORP US N 2 2026-05-15 Fixed 3.62500000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBF1 8934000.00000000 PA USD 9033256.74000000 0.003486046830 Long DBT CORP US N 2 2024-04-24 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3138W9M64 5773366.01000000 PA USD 6019542.34000000 0.002323016725 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N Albemarle Corp HDBLS2Q6GV1LSKQPBS54 012725AD9 7410000.00000000 PA USD 7834815.30000000 0.003023553279 Long DBT CORP US N 2 2044-12-01 Fixed 5.45000000 N N N N N N Fannie Mae Pool N/A 31418AGW2 935610.80000000 PA USD 1033269.86000000 0.000398751770 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AD7 11931000.00000000 PA USD 12257193.54000000 0.004730204389 Long DBT CORP GB N 2 2022-05-08 Fixed 2.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128KEND1 45144.71040000 PA USD 53240.06000000 0.000020546005 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Best Buy Co Inc HL5XPTVRV0O8TUN5LL90 086516AL5 2911000.00000000 PA USD 2967618.95000000 0.001145241293 Long DBT CORP US N 2 2021-03-15 Fixed 5.50000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 26443TAA4 19745000.00000000 PA USD 20903044.25000000 0.008066746384 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_19-2 N/A 02008QAC4 15900000.00000000 PA USD 16142157.00000000 0.006229460410 Long ABS-CBDO CORP US N 2 2024-01-16 Fixed 2.23000000 N N N N N N Fannie Mae-Aces N/A 3136AX3J2 4000000.00000000 PA USD 4416320.00000000 0.001704313159 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.98000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167ES8 22350000.00000000 PA USD 22970212.50000000 0.008864492483 Long DBT CORP N/A N 2 2023-01-24 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 31368HK51 9436.09000000 PA USD 11205.73000000 0.000004324431 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371KR29 10761.83000000 PA USD 12627.72000000 0.000004873195 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LTS5 1713497.18000000 PA USD 1920933.15000000 0.000741312143 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G6F6 4979000.00000000 PA USD 4991148.76000000 0.001926146772 Long DBT CORP US N 2 2022-09-07 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31371HB64 19431.93000000 PA USD 22314.27000000 0.000008611356 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHT2 26480000.00000000 PA USD 27145177.60000000 0.010475663766 Long DBT CORP US N 2 2026-01-15 Fixed 3.87500000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AH2 500000.00000000 PA USD 513625.00000000 0.000198214315 Long DBT CORP US N 2 2026-01-15 Fixed 4.30000000 N N N N N N COMM 2012-CCRE5 Mortgage Trust N/A 12623SAE0 1500000.00000000 PA USD 1516095.00000000 0.000585080034 Long ABS-MBS CORP US N 2 2045-12-10 Fixed 2.77100000 N N N N N N Freddie Mac Gold Pool N/A 31294ERY7 303.72000000 PA USD 371.42000000 0.000000143335 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.50000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BW3 5815000.00000000 PA USD 5910656.75000000 0.002280996413 Long DBT CORP US N 2 2023-09-15 Fixed 4.62500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167CW1 16465000.00000000 PA USD 17455699.05000000 0.006736372726 Long DBT CORP N/A N 2 2025-01-22 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31410FYT6 879935.30000000 PA USD 1032894.45000000 0.000398606895 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DJ4 23965000.00000000 PA USD 25756623.40000000 0.009939803322 Long DBT CORP N/A N 2 2026-07-23 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31417WUE9 7302372.13000000 PA USD 8046191.76000000 0.003105126100 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31388UMV9 25503.71010000 PA USD 27008.43000000 0.000010422891 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NGR6 217424.37080000 PA USD 240575.72000000 0.000092841181 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31408BYV4 76626.35000000 PA USD 90329.44000000 0.000034859261 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LJC0 25997.92490000 PA USD 28319.02000000 0.000010928664 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371MX36 1896.37100000 PA USD 1936.76000000 0.000000747419 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GED3 4378.19000000 PA USD 4698.98000000 0.000001813395 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 6.50000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAJ7 3571000.00000000 PA USD 3660382.13000000 0.001412587274 Long DBT CORP CA N 2 2022-10-01 Fixed 3.15000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967ME8 16500000.00000000 PA USD 17657475.00000000 0.006814240591 Long DBT CORP US N 2 2030-03-20 Variable 3.98000000 N N N N N N Fannie Mae Pool N/A 31407TQY9 12106.82740000 PA USD 14146.71000000 0.000005459392 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCGD1 78631.99000000 PA USD 82961.47000000 0.000032015869 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAB40 4732119.54000000 PA USD 5182333.39000000 0.001999927313 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31411BAK9 7796.74300000 PA USD 8035.95000000 0.000003101173 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WCS38 69551.60000000 PA USD 73575.16000000 0.000028393575 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.00000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AF8 12870000.00000000 PA USD 13376305.80000000 0.005162083816 Long DBT CORP US N 2 2024-05-15 Fixed 3.37500000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154BC2 6100000.00000000 PA USD 6496134.00000000 0.002506939411 Long DBT NUSS KR N 2 2022-04-11 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31406QAE7 674.22680000 PA USD 677.02000000 0.000000261270 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CQ3 13950000.00000000 PA USD 13776462.00000000 0.005316509102 Long DBT CORP US N 2 2026-06-15 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31390AC73 46295.93910000 PA USD 54687.08000000 0.000021104428 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31406VW77 175.48160000 PA USD 175.91000000 0.000000067885 Long ABS-MBS USGSE US N 2 2020-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384WE63 3257.50390000 PA USD 3792.97000000 0.000001463754 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294MFE6 16603.87000000 PA USD 17393.38000000 0.000006712323 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31368HB85 1262.34000000 PA USD 1359.28000000 0.000000524563 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 8.00000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BE1 9153000.00000000 PA USD 9236749.95000000 0.003564577406 Long DBT CORP US N 2 2021-03-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CVE7 502052.62000000 PA USD 554592.43000000 0.000214024159 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XFN4 8950313.84000000 PA USD 9624361.98000000 0.003714161739 Long ABS-MBS USGA US N 2 2042-03-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4ZP1 224602.29000000 PA USD 254600.17000000 0.000098253392 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 8911457V0 13400000.00000000 PA USD 13596712.00000000 0.005247141327 Long DBT CORP CA Y 2 2021-03-15 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 3138A8KF2 1540927.46000000 PA USD 1621456.33000000 0.000625740290 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212CGS4 2.93470000 PA USD 3.14000000 0.000000001211 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5NP1 522175.40150000 PA USD 615106.96000000 0.000237377474 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31401DCB5 940024.63000000 PA USD 1072727.91000000 0.000413979125 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BP0 3791000.00000000 PA USD 3373990.00000000 0.001302064967 Long DBT CORP US N 2 2043-03-01 Fixed 5.00000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 893526DM2 15937000.00000000 PA USD 15105726.08000000 0.005829488747 Long DBT CORP CA N 2 2022-08-01 Fixed 2.50000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 413875AN5 6103000.00000000 PA USD 8112778.93000000 0.003130822923 Long DBT CORP US N 2 2040-12-15 Fixed 6.15000000 N N N N N N Ginnie Mae I Pool N/A 36207JVU4 11694.16000000 PA USD 12839.49000000 0.000004954919 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296LXF3 129352.03900000 PA USD 149141.61000000 0.000057555613 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36211SD20 103445.71830000 PA USD 113965.11000000 0.000043980562 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 5.50000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YBY4 200000.00000000 PA USD 260862.00000000 0.000100669910 Long DBT MUN US N 2 2039-11-15 Fixed 6.66800000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919BC9 4600000.00000000 PA USD 4765094.00000000 0.001838909411 Long DBT CORP US N 2 2030-06-01 Fixed 4.20000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200GS4 4685000.00000000 PA USD 6238030.65000000 0.002407334098 Long DBT CORP US N 2 2039-11-30 Fixed 5.60000000 N N N N N N Ginnie Mae II Pool N/A 36179S4K0 14178677.03000000 PA USD 14909587.83000000 0.005753796541 Long ABS-MBS USGA US N 2 2032-05-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31384VMC3 5254.36000000 PA USD 6095.48000000 0.000002352322 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.00000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAS8 11060000.00000000 PA USD 11800245.80000000 0.004553862537 Long DBT CORP JP N 2 2024-09-11 Variable 3.92200000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BR6 19373000.00000000 PA USD 20066940.86000000 0.007744083621 Long DBT CORP US N 2 2022-03-15 Fixed 3.15000000 N N N N N N Ginnie Mae I Pool N/A 36225ACS7 5.91000000 PA USD 6.11000000 0.000000002357 Long ABS-MBS USGA US N 2 2025-02-15 Fixed 10.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEU4 14540000.00000000 PA USD 15018656.80000000 0.005795887622 Long DBT CORP US N 2 2025-05-26 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUH1 6311117.95000000 PA USD 6888837.69000000 0.002658488680 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Pool N/A 3132DVKT1 70999320.05000000 PA USD 76956873.00000000 0.029698620430 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAQ7 8800000.00000000 PA USD 8908504.00000000 0.003437903186 Long DBT CORP US N 2 2023-03-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4YR8 191870.53510000 PA USD 225355.78000000 0.000086967615 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BE2 8225000.00000000 PA USD 7987873.25000000 0.003082620257 Long DBT CORP US N 2 2025-11-01 Variable 2.35400000 N N N N N N XLIT Ltd 635400XCGXK8NVDIVE95 98420EAD7 5529000.00000000 PA USD 6633141.30000000 0.002559812243 Long DBT CORP KY N 2 2045-03-31 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CBR4 7833889.15000000 PA USD 8277913.99000000 0.003194550609 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918CA0 35800000.00000000 PA USD 46179136.00000000 0.017821106528 Long DBT CORP US N 2 2047-02-06 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36207V6J0 10516.65000000 PA USD 12043.14000000 0.000004647598 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.50000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AC3 12810000.00000000 PA USD 12713925.00000000 0.004906462776 Long DBT CORP CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAE0 18778000.00000000 PA USD 16722560.12000000 0.006453445238 Long DBT CORP US N 2 2023-10-02 Fixed 4.87500000 N N N N N N Huntington Bancshares Inc/OH 549300XTVCVV9I7B5T19 446150AS3 5000000.00000000 PA USD 4552400.00000000 0.001756828134 Long DBT CORP US N 2 2030-02-04 Fixed 2.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128KEE74 19288.22030000 PA USD 22745.06000000 0.000008777603 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410CG63 5583.04570000 PA USD 5697.05000000 0.000002198562 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417A6V6 6162944.89000000 PA USD 6451863.75000000 0.002489854968 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295PRJ3 3378.85000000 PA USD 3766.78000000 0.000001453647 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 6.00000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAB9 6285000.00000000 PA USD 5968298.85000000 0.002303241221 Long DBT CORP US N 2 2022-08-15 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36291AEF2 211443.40630000 PA USD 247441.65000000 0.000095490829 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AR4 11770000.00000000 PA USD 11370526.20000000 0.004388028366 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N Dell International LLC / EMC Corp N/A 24703DBA8 12530000.00000000 PA USD 12178032.30000000 0.004699655076 Long DBT CORP US Y 2 2029-10-01 Fixed 5.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMKU6 623015.83000000 PA USD 665013.33000000 0.000256636966 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.50000000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAU4 500000.00000000 PA USD 500670.00000000 0.000193214819 Long DBT CORP US N 2 2050-03-15 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBUF2 13275.78000000 PA USD 13977.01000000 0.000005393903 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31386X2C9 5642.41000000 PA USD 6290.50000000 0.000002427582 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WHBR2 13471819.09000000 PA USD 14592405.00000000 0.005631391718 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AC3U6 1472362.94000000 PA USD 1689668.99000000 0.000652064409 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Hudson Pacific Properties LP 5493007NTUGLGZ8T3526 44409MAB2 2360000.00000000 PA USD 2464099.60000000 0.000950926874 Long DBT CORP US N 2 2029-04-01 Fixed 4.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8GM7 33949696.57000000 PA USD 36648697.45000000 0.014143191015 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138AUNY9 1186309.16000000 PA USD 1292199.12000000 0.000498675812 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296BAM4 62411.36000000 PA USD 67500.38000000 0.000026049241 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6QV3 673267.60000000 PA USD 734124.26000000 0.000283307739 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 N/A 61764PBS0 3733121.70000000 PA USD 3829510.90000000 0.001477856183 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.32600000 N N N N N N Ginnie Mae II Pool N/A 36179SUV7 23607130.93790000 PA USD 25061802.35000000 0.009671663183 Long ABS-MBS USGA US N 2 2047-01-20 Fixed 3.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GXA7 35355000.00000000 PA USD 38471896.80000000 0.014846786462 Long DBT CORP US N 2 2039-04-23 Variable 4.41100000 N N N N N N Fannie Mae Pool N/A 31407G4P0 20029.51930000 PA USD 22004.23000000 0.000008491707 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KN0 13389000.00000000 PA USD 14161277.52000000 0.005465014227 Long DBT CORP US N 2 2026-05-01 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31410VEA4 186684.87000000 PA USD 220073.46000000 0.000084929102 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128287B0 323405000.00000000 PA USD 350137657.30000000 0.135122504034 Long DBT UST US N 2 2026-06-30 Fixed 1.87500000 N N N N N N PENDING N/A 58770FAD4 1600000.00000000 PA USD 1598400.00000000 0.000616842564 Long ABS-CBDO CORP US N 2 2025-09-15 Fixed 1.88000000 N N N N N N Fannie Mae Pool N/A 31408FUE7 54433.14080000 PA USD 62217.62000000 0.000024010558 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TEZ4 164693709.81040000 PA USD 174978832.00000000 0.067526521183 Long ABS-MBS USGA US N 2 2047-08-20 Fixed 3.50000000 N N N N N N Continental Airlines 2012-1 Class A Pass Through Trust N/A 210795PZ7 5366498.12000000 PA USD 5257558.21000000 0.002028957513 Long DBT CORP US N 2 2024-04-11 Fixed 4.15000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBU3 13200000.00000000 PA USD 12666324.00000000 0.004888092954 Long DBT CORP JP N 2 2029-09-27 Fixed 2.72400000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WBF7 11105000.00000000 PA USD 10980068.75000000 0.004237345949 Long DBT CORP US N 2 2021-07-12 Fixed 1.65000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718DB2 2000000.00000000 PA USD 2699620.00000000 0.001041817144 Long DBT CORP US N 2 2034-08-15 Fixed 5.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMW33 14953946.09000000 PA USD 15660520.04000000 0.006043590679 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36208FKF6 15014.53000000 PA USD 17555.14000000 0.000006774748 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371GRT9 4782.05000000 PA USD 5628.90000000 0.000002172262 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 7.00000000 N N N N N N CSAIL 2017-CX10 Commercial Mortgage Trust N/A 12595JAJ3 8000000.00000000 PA USD 8170560.00000000 0.003153121361 Long ABS-MBS CORP US N 2 2050-11-15 Variable 3.45780000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285V8 553972000.00000000 PA USD 575787417.40000000 0.222203570534 Long DBT UST US N 2 2022-01-15 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EB99 2426309.94000000 PA USD 2671998.08000000 0.001031157499 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31411UQM6 58931.46000000 PA USD 64135.70000000 0.000024750769 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 4.67400000 N N N N N N Freddie Mac Pool N/A 3132AEG67 2999701.78000000 PA USD 3167625.09000000 0.001222426166 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810PX0 5613100.00000000 PA USD 8788879.72000000 0.003391738679 Long DBT UST US N 2 2038-05-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418NYJ3 126908.69000000 PA USD 133807.45000000 0.000051637969 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.50000000 N N N N N N British Telecommunications PLC 549300OWFMSO9NYV4H90 111021AL5 8000000.00000000 PA USD 8925440.00000000 0.003444439000 Long DBT CORP GB N 2 2028-12-04 Fixed 5.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128L1JT8 74408.52400000 PA USD 88244.04000000 0.000034054479 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAT7 8929000.00000000 PA USD 6841846.25000000 0.002640354095 Long DBT CORP US N 2 2049-04-01 Fixed 5.95000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBK8 1985000.00000000 PA USD 2006775.45000000 0.000774439761 Long DBT CORP US N 2 2021-04-15 Fixed 2.85000000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAF5 825000.00000000 PA USD 943684.50000000 0.000364179659 Long DBT CORP CA N 2 2036-12-01 Fixed 5.87500000 N N N N N N Fannie Mae Pool N/A 31410C6X5 5646.33500000 PA USD 5726.68000000 0.000002209997 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200AE39 677552.17000000 PA USD 765200.32000000 0.000295300380 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138ENG29 10790222.62000000 PA USD 12311104.50000000 0.004751009303 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418DKT8 162488566.25000000 PA USD 170755984.50000000 0.065896871483 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FM5 131653000.00000000 PA USD 201121022.00000000 0.077615119482 Long DBT UST US N 2 2030-05-15 Fixed 6.25000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BL9 13860000.00000000 PA USD 14060554.20000000 0.005426143838 Long DBT CORP US N 2 2026-11-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296XWG6 192907.97840000 PA USD 211998.15000000 0.000081812739 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410PNF6 82170.97430000 PA USD 95534.44000000 0.000036867936 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296UDA5 872646.81000000 PA USD 980645.58000000 0.000378443402 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 4.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAB0 5820000.00000000 PA USD 7975495.20000000 0.003077843413 Long DBT CORP US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUZ7 14310.80230000 PA USD 15944.52000000 0.000006153189 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.00000000 N N N N N N Crane Co 549300X1RO9ID7AUCA83 224399AR6 6450000.00000000 PA USD 6989284.50000000 0.002697252361 Long DBT CORP US N 2 2023-12-15 Fixed 4.45000000 N N N N N N Fannie Mae-Aces N/A 3136AS4R4 5625000.00000000 PA USD 5760787.50000000 0.002223159994 Long ABS-MBS USGSE US N 2 2026-09-25 Fixed 2.49940000 N N N N N N Ginnie Mae I Pool N/A 36296SC60 9831.47000000 PA USD 11016.36000000 0.000004251351 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138ER6D7 8579222.54000000 PA USD 8981159.12000000 0.003465941706 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GGS7 22773000.00000000 PA USD 24181965.51000000 0.009332123135 Long DBT CORP US N 2 2022-01-24 Fixed 5.75000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHL7 34000.00000000 PA USD 33906.16000000 0.000013084811 Long DBT CORP US N 2 2021-01-29 Fixed 2.35000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 14042RHC8 15200000.00000000 PA USD 15046328.00000000 0.005806566284 Long DBT CORP US N 2 2022-08-08 Fixed 2.65000000 N N N N N N Fannie Mae Pool N/A 31410BGL2 112848.83520000 PA USD 126540.78000000 0.000048833670 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJW55 33747265.90000000 PA USD 36251987.98000000 0.013990095866 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201PSP1 17693.89620000 PA USD 20372.93000000 0.000007862168 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAB5 6865000.00000000 PA USD 6873581.25000000 0.002652601029 Long DBT CORP FR N 2 2022-02-17 Fixed 2.87500000 N N N N N N Ginnie Mae II Pool N/A 36179ME48 4671508.72000000 PA USD 5170799.57000000 0.001995476268 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 4.00000000 N N N N N N Oklahoma Gas & Electric Co 549300VJ8YXGPO8EV472 678858BR1 2975000.00000000 PA USD 3284519.00000000 0.001267536988 Long DBT CORP US N 2 2047-04-01 Fixed 4.15000000 N N N N N N Ginnie Mae I Pool N/A 36211APC4 9671.91000000 PA USD 11251.53000000 0.000004342106 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBC7 855000.00000000 PA USD 785172.15000000 0.000303007759 Long DBT CORP US N 2 2030-03-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31409VGY3 840.38700000 PA USD 871.99000000 0.000000336511 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PQZX2 49435.90000000 PA USD 52066.88000000 0.000020093260 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SB89 160399420.40000000 PA USD 170849442.60000000 0.065932938133 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCBS3 69529.12000000 PA USD 73903.89000000 0.000028520436 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312933R63 1319874.66000000 PA USD 1473719.25000000 0.000568726702 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3129354U0 3600460.67000000 PA USD 4022902.72000000 0.001552488507 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 549300PFVBG5704L7K74 61762DAY7 2150000.00000000 PA USD 2188614.00000000 0.000844613533 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.45600000 N N N N N N Ginnie Mae I Pool N/A 36296DEH7 396176.81350000 PA USD 458756.90000000 0.000177040029 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208FLT5 15050.30000000 PA USD 16757.61000000 0.000006466971 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TSF3 26848968.25000000 PA USD 28419632.89000000 0.010967492012 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312944G88 1426561.54000000 PA USD 1569260.49000000 0.000605597262 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936UAC3 1800000.00000000 PA USD 1815138.00000000 0.000700484471 Long DBT CORP US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140J8LG6 10517274.39000000 PA USD 11235709.40000000 0.004336000875 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407FGE4 125628.01800000 PA USD 141444.59000000 0.000054585237 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GPV2 3792.22000000 PA USD 4278.16000000 0.000001650995 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36200Q2M5 5633.24660000 PA USD 6387.54000000 0.000002465031 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FFC8 5737.10000000 PA USD 6092.00000000 0.000002350979 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209WPN6 4530.18000000 PA USD 4766.79000000 0.000001839563 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.00000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBT4 26791000.00000000 PA USD 26899235.64000000 0.010380751685 Long DBT CORP US N 2 2048-10-06 Fixed 4.43900000 N N N N N N Fannie Mae Pool N/A 31371NNW1 61730.41540000 PA USD 73111.03000000 0.000028214461 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGEF0 88364.39000000 PA USD 93284.52000000 0.000035999663 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 3.88000000 N N N N N N Freddie Mac Gold Pool N/A 3128KX2Z3 196740.72250000 PA USD 227937.90000000 0.000087964088 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Panama Government International Bond N/A 698299BM5 12900000.00000000 PA USD 14006691.00000000 0.005405357355 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AM1 38590000.00000000 PA USD 39371447.50000000 0.015193934336 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N Vale SA 254900SMTWBX7RU2SR20 91912EAA3 8278000.00000000 PA USD 8071050.00000000 0.003114719206 Long DBT CORP BR N 2 2042-09-11 Fixed 5.62500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HT6 38500000.00000000 PA USD 42011200.00000000 0.016212647863 Long DBT CORP N/A N 2 2023-12-14 Fixed 3.12500000 N N N N N N Benchmark 2020-IG1 Mortgage Trust N/A 08162LAC4 7900000.00000000 PA USD 8051996.00000000 0.003107366029 Long ABS-MBS CORP US N 2 2043-09-15 Fixed 2.68660000 N N N N N N Freddie Mac Gold Pool N/A 3128MMT86 10219498.66000000 PA USD 10637476.16000000 0.004105135181 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FWA0 1776290.80630000 PA USD 1941627.95000000 0.000749298525 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 5.00000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAB4 5950000.00000000 PA USD 5384095.50000000 0.002077789837 Long DBT CORP US N 2 2046-10-01 Fixed 3.95000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBF5 3120000.00000000 PA USD 3130514.40000000 0.001208104686 Long DBT CORP US N 2 2029-06-01 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31413JQY3 49195.79240000 PA USD 57686.99000000 0.000022262131 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AU8 7578000.00000000 PA USD 7480774.26000000 0.002886924411 Long DBT CORP US N 2 2028-01-15 Fixed 3.65000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FM3 16950000.00000000 PA USD 16651171.50000000 0.006425895476 Long DBT CORP US N 2 2049-09-01 Fixed 2.75000000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AB0 13643000.00000000 PA USD 16044031.57000000 0.006191592578 Long DBT CORP US N 2 2045-06-15 Fixed 4.60000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FL6P4 9000000.00000000 PA USD 10469520.00000000 0.004040318797 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.56300000 N N N N N N Fannie Mae Pool N/A 3138ELWZ2 546996.14000000 PA USD 550562.55000000 0.000212468978 Long ABS-MBS USGSE US N 2 2043-09-01 Floating 2.48100000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AV9 10600000.00000000 PA USD 10818784.00000000 0.004175104146 Long DBT CORP US N 2 2024-03-01 Fixed 3.45000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAD2 11946000.00000000 PA USD 12652605.90000000 0.004882798968 Long DBT CORP US N 2 2024-02-15 Fixed 5.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BG8 13800000.00000000 PA USD 14005758.00000000 0.005404997298 Long DBT CORP JP N 2 2022-03-07 Fixed 3.21800000 N N N N N N Freddie Mac Gold Pool N/A 31298V5Y9 16278.25540000 PA USD 18601.81000000 0.000007178671 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518CZ7 5050000.00000000 PA USD 5073735.00000000 0.001958017835 Long DBT CORP US N 2 2046-08-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31376UYV0 3951.30000000 PA USD 4272.34000000 0.000001648749 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 7.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GV9 4465000.00000000 PA USD 4547513.20000000 0.001754942257 Long DBT CORP US N 2 2021-06-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292GYJ9 11780.37200000 PA USD 12943.92000000 0.000004995220 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 5.50000000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351AM1 4689000.00000000 PA USD 4890580.11000000 0.001887336071 Long DBT CORP US N 2 2026-09-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31407N4L4 5630.08000000 PA USD 6435.18000000 0.000002483416 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AM1 8825000.00000000 PA USD 8896041.25000000 0.003433093655 Long DBT CORP US N 2 2047-12-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31401YFM2 151021.08300000 PA USD 169691.82000000 0.000065486197 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAU1 8835000.00000000 PA USD 9171083.40000000 0.003539235863 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132DVKN4 109449394.28000000 PA USD 122188209.30000000 0.047153959192 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N TELUS Corp L2TEUTQ8OSHMJWVLCE40 87971MBD4 9635000.00000000 PA USD 9876356.75000000 0.003811409675 Long DBT CORP CA N 2 2027-02-16 Fixed 2.80000000 N N N N N N Ginnie Mae I Pool N/A 3620AKNY8 412219.75000000 PA USD 438552.35000000 0.000169242840 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PDLX6 705.85410000 PA USD 708.73000000 0.000000273507 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418CPF5 89323738.16000000 PA USD 95693413.93000000 0.036929286068 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31373URR0 472.90000000 PA USD 545.64000000 0.000000210569 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31403VS83 104923.77660000 PA USD 123432.33000000 0.000047634080 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298HXA1 36427.62000000 PA USD 41276.14000000 0.000015928979 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KXE5 33759.91000000 PA USD 40084.83000000 0.000015469237 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31414D5N2 12.86000000 PA USD 15.24000000 0.000000005881 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200RW24 82426.08370000 PA USD 90063.68000000 0.000034756701 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AU4 4380000.00000000 PA USD 4039980.60000000 0.001559079075 Long DBT CORP US N 2 2046-12-15 Fixed 4.95000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C28 549300S7ENI2U7O0XH56 94989JBB1 1619000.00000000 PA USD 1655508.45000000 0.000638881430 Long ABS-MBS CORP US N 2 2048-05-15 Variable 3.87200000 N N N N N N Fannie Mae Pool N/A 31402CPR7 283936.65000000 PA USD 336930.59000000 0.000130025731 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140J6GQ4 131763810.23000000 PA USD 141864823.90000000 0.054747411025 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2017-JP6 N/A 48128KAR2 1965257.46000000 PA USD 1992378.01000000 0.000768883609 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.05000000 N N N N N N Fannie Mae Pool N/A 3138EGGS7 7329190.43000000 PA USD 8144196.41000000 0.003142947321 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N State of Washington 549300X3TODFMUKLQ364 93974CRE2 4410000.00000000 PA USD 6052239.90000000 0.002335635123 Long DBT MUN US N 2 2040-08-01 Fixed 5.14000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483BL5 13567000.00000000 PA USD 13659255.60000000 0.005271277685 Long DBT CORP US N 2 2026-08-11 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PDVV9 2121.01000000 PA USD 2214.67000000 0.000000854668 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.00000000 N N N N N N COMM 2013-CCRE12 Mortgage Trust 549300MGZ5FI5VFL1177 12591KAC9 1253804.04000000 PA USD 1274266.12000000 0.000491755243 Long ABS-MBS CORP US N 2 2046-10-10 Fixed 3.62300000 N N N N N N Fannie Mae Pool N/A 31413HWP9 11840.40240000 PA USD 13877.78000000 0.000005355608 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBNC7 36531.61000000 PA USD 37631.21000000 0.000014522354 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 5.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DJ6 13400000.00000000 PA USD 13442076.00000000 0.005187465360 Long DBT CORP US N 2 2020-11-13 Fixed 2.00000000 N N N N N N State of California N/A 13063DGB8 5450000.00000000 PA USD 5876626.00000000 0.002267863521 Long DBT MUN US N 2 2025-04-01 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 31297QPG8 6993.02480000 PA USD 8354.64000000 0.000003224160 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJD72 148966.75920000 PA USD 178553.05000000 0.000068905856 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 7.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BK8 21452000.00000000 PA USD 26006903.16000000 0.010036389413 Long DBT CORP US N 2 2047-03-01 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128K9A38 18815.43470000 PA USD 21272.73000000 0.000008209412 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210XT72 3367.59000000 PA USD 3390.46000000 0.000001308420 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31419JSV1 6789698.05000000 PA USD 7532083.63000000 0.002906725339 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31384WL81 1449.68800000 PA USD 1687.12000000 0.000000651080 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36292HRY1 5687.33080000 PA USD 6516.83000000 0.000002514926 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAC8 11900000.00000000 PA USD 11914875.00000000 0.004598099380 Long DBT CORP US N 2 2020-12-01 Fixed 2.75000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FJ2 2300000.00000000 PA USD 2239027.00000000 0.000864068541 Long DBT CORP US N 2 2027-02-05 Fixed 2.15000000 N N N N N N Ginnie Mae II Pool N/A 36179VHS2 134262966.00000000 PA USD 142126747.90000000 0.054848490775 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.00000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FS7 1350000.00000000 PA USD 1461874.50000000 0.000564155665 Long DBT CORP US N 2 2028-12-01 Fixed 4.00000000 N N N N N N Morgan Stanley Capital I Trust 2012-C4 5493005SNWQW3UUOQX45 61760VAP8 7000000.00000000 PA USD 7124110.00000000 0.002749283209 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.24400000 N N N N N N Benchmark 2020-B17 Mortgage Trust N/A 08162MAX6 5530000.00000000 PA USD 5398551.90000000 0.002083368742 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.28900000 N N N N N N Fannie Mae Pool N/A 31418AB31 57160.80000000 PA USD 57798.71000000 0.000022305245 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 3.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BQ6 23472000.00000000 PA USD 24245637.12000000 0.009356694806 Long DBT CORP US N 2 2023-08-08 Fixed 2.00000000 N N N N N N Ginnie Mae II Pool N/A 36179REB1 6521019.82000000 PA USD 7499303.21000000 0.002894074964 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 5.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EJ3 2900000.00000000 PA USD 3093720.00000000 0.001193905266 Long DBT CORP US N 2 2046-03-01 Fixed 4.05000000 N N N N N N Fannie Mae-Aces N/A 3136AKQL0 93308.09000000 PA USD 93407.00000000 0.000036046930 Long ABS-MBS USGSE US N 2 2024-06-25 Fixed 2.34600000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFB5 12414000.00000000 PA USD 12664017.96000000 0.004887203024 Long DBT CORP US N 2 2027-03-01 Fixed 3.50000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABH5 4001000.00000000 PA USD 4079299.57000000 0.001574252757 Long DBT CORP US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BKRH5 2126998.74000000 PA USD 2193531.26000000 0.000846511165 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.82700000 N N N N N N VMware Inc 549300BUDHS3LRWBE814 928563AC9 23749000.00000000 PA USD 23509135.10000000 0.009072469459 Long DBT CORP US N 2 2027-08-21 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31407F7D6 244163.03660000 PA USD 279124.74000000 0.000107717730 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416PDQ7 125036.62000000 PA USD 131892.38000000 0.000050898920 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 41091000.00000000 PA USD 43963671.81000000 0.016966131170 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31417CMN2 4562793.58000000 PA USD 4749639.98000000 0.001832945511 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140JM5C2 53994262.42000000 PA USD 57474732.58000000 0.022180218616 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132ADWF1 1082376.43000000 PA USD 1173490.88000000 0.000452864817 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312946B47 588038.32000000 PA USD 641667.41000000 0.000247627484 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31419BCT0 14993710.23000000 PA USD 16267425.91000000 0.006277803250 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31411VPQ6 17918.16700000 PA USD 21291.08000000 0.000008216494 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KU65 1499.10000000 PA USD 1580.68000000 0.000000610004 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36201NQ86 48678.26280000 PA USD 55028.34000000 0.000021236125 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Delhaize America LLC 9VB3APGHFWSQ4ECW4316 246688AF2 3805000.00000000 PA USD 5576493.85000000 0.002152038768 Long DBT CORP US N 2 2031-04-15 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BR26 5188.16000000 PA USD 5664.43000000 0.000002185974 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_18-A1 N/A 14041NFR7 6775000.00000000 PA USD 6740108.75000000 0.002601092321 Long ABS-CBDO CORP US N 2 2024-02-15 Fixed 3.01000000 N N N N N N Ginnie Mae I Pool N/A 36212XTC9 14156.28000000 PA USD 14481.59000000 0.000005588626 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAT7 6025000.00000000 PA USD 7248436.50000000 0.002797262361 Long DBT CORP US N 2 2049-03-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SE9 368844000.00000000 PA USD 543469503.40000000 0.209731683053 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CB5 20468000.00000000 PA USD 22882405.28000000 0.008830606578 Long DBT CORP US N 2 2042-08-15 Fixed 3.80300000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AM3 5075000.00000000 PA USD 5225930.50000000 0.002016751984 Long DBT CORP US N 2 2028-04-15 Fixed 3.25000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AG2 7300000.00000000 PA USD 7276494.00000000 0.002808090102 Long DBT CORP US N 2 2022-07-15 Fixed 2.85000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y3EC4 454490.69000000 PA USD 485168.81000000 0.000187232715 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDJ7 1050000.00000000 PA USD 1118911.50000000 0.000431801951 Long DBT CORP US N 2 2025-04-01 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 3138Y9QH4 13265866.48000000 PA USD 14144730.13000000 0.005458628382 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_17-B N/A 65478GAD2 3172348.00000000 PA USD 3161022.72000000 0.001219878228 Long ABS-CBDO CORP US N 2 2021-10-15 Fixed 1.75000000 N N N N N N Ginnie Mae I Pool N/A 36210SQE1 2876.21000000 PA USD 3149.39000000 0.000001215389 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKYR4 25930.42650000 PA USD 28733.25000000 0.000011088520 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCPK5 373358.58000000 PA USD 393329.53000000 0.000151790788 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128287C8 264747000.00000000 PA USD 273308918.00000000 0.105473332003 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 3140H1VX5 10390456.24000000 PA USD 11230628.53000000 0.004334040104 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31410G4H3 252606.94000000 PA USD 289164.22000000 0.000111592091 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213EZ90 25002.63430000 PA USD 26365.53000000 0.000010174787 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208VUC7 1508.69000000 PA USD 1641.36000000 0.000000633421 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PQG21 49933.91000000 PA USD 52687.77000000 0.000020332869 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138E2TV7 841567.69000000 PA USD 898811.12000000 0.000346862460 Long ABS-MBS USGSE US N 2 2042-01-01 Floating 3.85800000 N N N N N N PUBLIC SERVICE NEW HAMPSHIRE FUNDING LLC PSNH_18-1 N/A 69363PAA8 1664947.48000000 PA USD 1709434.88000000 0.000659692314 Long ABS-CBDO CORP US N 2 2026-02-01 Fixed 3.09400000 N N N N N N GS Mortgage Securities Trust 2014-GC18 N/A 36252RAZ2 1975000.00000000 PA USD 2048983.50000000 0.000790728376 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 4.38300000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AX1 5300000.00000000 PA USD 4697125.00000000 0.001812679323 Long DBT CORP US N 2 2024-09-01 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128FLMQ3 2764.20000000 PA USD 3224.47000000 0.000001244363 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31390RZZ9 8376.06000000 PA USD 8892.86000000 0.000003431865 Long ABS-MBS USGSE US N 2 2032-11-01 Floating 4.02500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GRD8 29884000.00000000 PA USD 30894975.72000000 0.011922757790 Long DBT CORP US N 2 2023-01-22 Fixed 3.62500000 N N N N N N Brandywine Operating Partnership LP IXBXSCONLDQ1ZI73YU71 105340AM5 5780000.00000000 PA USD 5947793.40000000 0.002295327911 Long DBT CORP US N 2 2023-02-15 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36206W7A7 693.42000000 PA USD 743.99000000 0.000000287115 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 8.50000000 N N N N N N Fannie Mae-Aces N/A 3136B8TG4 7180000.00000000 PA USD 7426345.80000000 0.002865919787 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 2.21000000 N N N N N N Chevron Corp N/A 166764BT6 15570000.00000000 PA USD 16084744.20000000 0.006207304092 Long DBT CORP US N 2 2024-03-03 Fixed 2.89500000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AX0 7050000.00000000 PA USD 6937905.00000000 0.002677424369 Long DBT CORP US N 2 2029-07-01 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4Z48 1060866.94380000 PA USD 1209695.97000000 0.000466836814 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBE8 8650000.00000000 PA USD 8442313.50000000 0.003257994437 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3140JLME1 16459191.83000000 PA USD 17562616.05000000 0.006777633335 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAR4 100000.00000000 PA USD 93118.00000000 0.000035935401 Long DBT CORP US N 2 2022-01-19 Fixed 3.62500000 N N N N N N Allied World Assurance Co Holdings Ltd 549300E2X3MLXVVR4T40 01959EAC2 10461000.00000000 PA USD 10831319.40000000 0.004179941713 Long DBT CORP BM N 2 2025-10-29 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31418CT95 1126516.24000000 PA USD 1183416.58000000 0.000456695269 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828T34 627836000.00000000 PA USD 635583496.20000000 0.245279625710 Long DBT UST US N 2 2021-09-30 Fixed 1.12500000 N N N N N N Ginnie Mae II Pool N/A 36202FJ72 1949518.99000000 PA USD 2061694.31000000 0.000795633636 Long ABS-MBS USGA US N 2 2025-09-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31413QRS9 43419.17480000 PA USD 51417.86000000 0.000019842795 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L0VT6 58895.84770000 PA USD 64735.37000000 0.000024982189 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31417YN78 19396.62000000 PA USD 19396.62000000 0.000007485398 Long ABS-MBS USGSE US N 2 2020-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371KBS9 19801.79950000 PA USD 23508.30000000 0.000009072147 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AE8 4650000.00000000 PA USD 4763134.50000000 0.001838153215 Long DBT CORP US N 2 2026-07-15 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 3140J8PS6 13837904.19000000 PA USD 15257119.64000000 0.005887913416 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BWZ7 90552.70000000 PA USD 100431.09000000 0.000038757614 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBS4 9750000.00000000 PA USD 9522435.00000000 0.003674826842 Long DBT CORP US N 2 2048-10-17 Fixed 4.95000000 N N N N N N Freddie Mac Gold Pool N/A 3132GEBT6 280047.34000000 PA USD 316053.03000000 0.000121968819 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CN9 3937000.00000000 PA USD 4485345.36000000 0.001730950909 Long DBT CORP US N 2 2040-07-15 Fixed 5.40000000 N N N N N N BANK 2017-BNK7 N/A 06541XAE0 5925000.00000000 PA USD 6299163.75000000 0.002430926127 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.17500000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AJ0 9697000.00000000 PA USD 7903055.00000000 0.003049887833 Long DBT CORP CA N 2 2037-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ES91 744973.55000000 PA USD 850521.40000000 0.000328226852 Long ABS-MBS USGA US N 2 2038-05-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7JM6 215382.97000000 PA USD 235094.82000000 0.000090726033 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138AJNH1 6656278.39000000 PA USD 7229583.65000000 0.002789986811 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294UAT0 2191139.48000000 PA USD 2274687.63000000 0.000877830424 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BE7 7775000.00000000 PA USD 7855782.25000000 0.003031644687 Long DBT CORP US N 2 2021-05-11 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJC5 26738000.00000000 PA USD 27538268.34000000 0.010627362402 Long DBT CORP US N 2 2021-08-15 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31410CVL3 336412.59490000 PA USD 396828.93000000 0.000153141250 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FAWS3 3000000.00000000 PA USD 3363090.00000000 0.001297858521 Long ABS-MBS USGSE US N 2 2027-07-25 Fixed 3.19400000 N N N N N N Freddie Mac Gold Pool N/A 31307U3X4 486933.64000000 PA USD 509834.13000000 0.000196751371 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31412PMS7 1441754.61000000 PA USD 1520762.76000000 0.000586881381 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.00000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375CP5 14735000.00000000 PA USD 16554625.15000000 0.006388637031 Long DBT CORP CA N 2 2048-02-03 Fixed 3.65000000 N N N N N N President & Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AH6 6100000.00000000 PA USD 7732543.00000000 0.002984085118 Long DBT CORP US N 2 2040-10-15 Fixed 4.87500000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAF2 21175000.00000000 PA USD 21175000.00000000 0.008171697511 Long DBT CORP KY N 2 2025-08-08 Fixed 5.12500000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BF9 16065000.00000000 PA USD 15664338.90000000 0.006045064425 Long DBT CORP US N 2 2042-10-09 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31406XHA3 4858.70920000 PA USD 4945.19000000 0.000001908410 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.00000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RAZ5 4284000.00000000 PA USD 3914505.00000000 0.001510656470 Long DBT CORP US N 2 2022-06-01 Fixed 3.65000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAN9 7693000.00000000 PA USD 7414128.75000000 0.002861205074 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282Y5 482058000.00000000 PA USD 519417495.00000000 0.200449711993 Long DBT UST US N 2 2024-09-30 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31410KAG9 434605.23000000 PA USD 488031.25000000 0.000188337367 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140FQT31 13869357.07000000 PA USD 14751725.57000000 0.005692875519 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312941NJ2 15660653.58000000 PA USD 17133694.66000000 0.006612107202 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CR9 31239000.00000000 PA USD 33854953.86000000 0.013065050399 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_18-2 N/A 36255KAD3 1357662.97000000 PA USD 1350209.40000000 0.000521062705 Long ABS-CBDO CORP US N 2 2021-06-21 Fixed 3.06000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MES9 2735000.00000000 PA USD 2739211.90000000 0.001057096154 Long DBT CORP US N 2 2024-06-10 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31410FSK2 520984.20000000 PA USD 581168.29000000 0.000224280116 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.00000000 N N N N N N Hungary Government International Bond N/A 445545AF3 16965000.00000000 PA USD 26086571.55000000 0.010067134442 Long DBT NUSS HU N 2 2041-03-29 Fixed 7.62500000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAC3 44670000.00000000 PA USD 45646486.20000000 0.017615550304 Long DBT CORP IE N 2 2023-09-23 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31412TB51 47581.74760000 PA USD 51301.21000000 0.000019797778 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WFWW2 16637.10000000 PA USD 17630.00000000 0.000006803637 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AD0 25894000.00000000 PA USD 36981292.92000000 0.014271543770 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FR0 11380000.00000000 PA USD 12904920.00000000 0.004980170137 Long DBT CORP US N 2 2044-02-15 Fixed 4.45000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BR3 6695000.00000000 PA USD 7022653.30000000 0.002710129799 Long DBT CORP US N 2 2047-08-15 Fixed 3.70000000 N N N N N N Alleghany Corp 549300DCJE6AYX159479 017175AD2 8027000.00000000 PA USD 8172047.89000000 0.003153695556 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FGR31 6500000.00000000 PA USD 7638865.00000000 0.002947933606 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 3.85400000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622BE3 9998000.00000000 PA USD 10655868.40000000 0.004112232977 Long DBT CORP JP N 2 2023-07-19 Fixed 3.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283J7 1110580000.00000000 PA USD 1198560148.00000000 0.462539361469 Long DBT UST US N 2 2024-11-30 Fixed 2.12500000 N N N N N N Ginnie Mae I Pool N/A 36292NCH1 10630.94310000 PA USD 11500.77000000 0.000004438291 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140EY3T6 465109.58000000 PA USD 493620.80000000 0.000190494444 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9WN8 2284400.16000000 PA USD 2591994.64000000 0.001000283171 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AS8 3910000.00000000 PA USD 3334995.40000000 0.001287016463 Long DBT CORP US N 2 2049-10-15 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292JBA7 13618.57000000 PA USD 16327.30000000 0.000006300909 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297LZF0 56881.47580000 PA USD 65132.13000000 0.000025135304 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023AD7 1285000.00000000 PA USD 1343390.40000000 0.000518431168 Long DBT CORP US N 2 2021-08-15 Fixed 8.75000000 N N N N N N Fannie Mae Pool N/A 31365DJE6 3747.37000000 PA USD 4015.31000000 0.000001549558 Long ABS-MBS USGSE US N 2 2022-11-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 312946PD2 5103883.29000000 PA USD 5546849.32000000 0.002140598573 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31412LUM0 16726.99670000 PA USD 19168.47000000 0.000007397352 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AH4 6100000.00000000 PA USD 6108906.00000000 0.002357503280 Long DBT CORP US N 2 2021-01-15 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 36205BTG7 7705.01000000 PA USD 8610.35000000 0.000003322841 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RYQ0 283427.45400000 PA USD 311948.76000000 0.000120384930 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BM1 9065000.00000000 PA USD 9266333.65000000 0.003575994126 Long DBT CORP US N 2 2021-11-15 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128KGPU6 31840.39320000 PA USD 35844.32000000 0.000013832771 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31403MWP0 15444.20750000 PA USD 18735.06000000 0.000007230094 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31406JTQ6 366.82900000 PA USD 377.58000000 0.000000145712 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36241KYY8 647226.17890000 PA USD 689470.63000000 0.000266075345 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286T2 810847700.00000000 PA USD 932223492.20000000 0.359756712709 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N Assured Guaranty US Holdings Inc 5493007YCE0652G9TZ64 04621WAC4 5548000.00000000 PA USD 5627669.28000000 0.002171788007 Long DBT CORP US N 2 2024-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31368HLX9 1354341.28000000 PA USD 1588669.41000000 0.000613087408 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Benchmark 2018-B5 Mortgage Trust N/A 08160BAH7 1750000.00000000 PA USD 1855682.50000000 0.000716131101 Long ABS-MBS CORP US N 2 2051-07-15 Fixed 4.41890000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QW1 183799000.00000000 PA USD 244395692.30000000 0.094315356347 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 925524AX8 8847000.00000000 PA USD 10011619.08000000 0.003863609101 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N Ginnie Mae I Pool N/A 36206AM59 3101.20000000 PA USD 3671.23000000 0.000001416773 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LAZW3 8642.28000000 PA USD 9777.79000000 0.000003773371 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780082AC7 57900000.00000000 PA USD 58221345.00000000 0.022468345693 Long DBT CORP CA N 2 2020-10-14 Fixed 2.10000000 N N N N N N Fannie Mae Pool N/A 3138EMZZ7 1998097.70000000 PA USD 2109631.51000000 0.000814133202 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418WDB3 4224380.90000000 PA USD 4445147.05000000 0.001715437879 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292LBA2 2027790.50000000 PA USD 2166308.87000000 0.000836005704 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust 2014-GC26 549300V3F4KBEWHAZP46 36250HAF0 3177617.03200000 PA USD 3248636.77000000 0.001253689587 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.36500000 N N N N N N Freddie Mac Gold Pool N/A 31292GRZ1 3164.87000000 PA USD 3506.52000000 0.000001353209 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMFC2 2828.25780000 PA USD 2934.20000000 0.000001132344 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36225FJD2 1291854.07000000 PA USD 1354870.71000000 0.000522861563 Long ABS-MBS USGA US N 2 2041-10-20 Floating 3.12500000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BC7 19543000.00000000 PA USD 22832477.76000000 0.008811338923 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293RXH9 41462.91000000 PA USD 46685.58000000 0.000018016549 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36295QBH2 853725.07000000 PA USD 964478.82000000 0.000372204447 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293SGD5 5963.90150000 PA USD 6780.66000000 0.000002616741 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.00000000 N N N N N N Illinois State Toll Highway Authority 549300ISBFGI8MJJKM98 452252FH7 4980000.00000000 PA USD 6573998.40000000 0.002536988258 Long DBT MUN US N 2 2034-01-01 Fixed 6.18400000 N N N N N N Ginnie Mae I Pool N/A 36206PPY0 2084.45000000 PA USD 2337.65000000 0.000000902128 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31376KBG0 57471.39330000 PA USD 65938.08000000 0.000025446330 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813BQ1 5366000.00000000 PA USD 5276495.12000000 0.002036265503 Long DBT CORP US N 2 2026-08-15 Fixed 2.60000000 N N N N N N PPL Electric Utilities Corp N/A 69351UAT0 4405000.00000000 PA USD 4962981.35000000 0.001915276616 Long DBT CORP US N 2 2045-10-01 Fixed 4.15000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170BD5 5735000.00000000 PA USD 5558534.05000000 0.002145107856 Long DBT CORP US N 2 2029-11-15 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 3620ARGW5 286743.72000000 PA USD 303268.76000000 0.000117035209 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GY34 158928.60310000 PA USD 183305.07000000 0.000070739720 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31416CEM4 448411.90000000 PA USD 531659.57000000 0.000205174081 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AM4 11514000.00000000 PA USD 10837552.50000000 0.004182347145 Long DBT CORP US N 2 2043-06-15 Variable 5.62500000 N N N N N N GE Capital International Funding Co Unlimited Co 549300G6UZOB126GBY72 36164Q6M5 38130000.00000000 PA USD 38083100.10000000 0.014696744950 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37300000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C23 N/A 92939HAY1 1675000.00000000 PA USD 1784193.25000000 0.000688542504 Long ABS-MBS CORP US N 2 2057-10-15 Fixed 3.91700000 N N N N N N Ginnie Mae I Pool N/A 36206VQA8 1519.70000000 PA USD 1694.62000000 0.000000653975 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 7.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAG7 8800000.00000000 PA USD 6776000.00000000 0.002614943203 Long DBT CORP US N 2 2030-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201NJL5 4175.48000000 PA USD 4471.52000000 0.000001725615 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31386PSW4 1715.19000000 PA USD 1851.44000000 0.000000714493 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GT4 12150000.00000000 PA USD 11950375.50000000 0.004611799468 Long DBT CORP US N 2 2050-02-01 Fixed 3.65000000 N N N N N N National Grid USA MOM4570XTJ5YYX7JKH83 49337WAJ9 2800000.00000000 PA USD 2905616.00000000 0.001121313579 Long DBT CORP US N 2 2035-04-01 Fixed 5.80300000 N N N N N N American Airlines 2013-2 Class A Pass Through Trust N/A 02377UAB0 4694565.51850000 PA USD 4411342.38000000 0.001702392233 Long DBT CORP US N 2 2023-01-15 Fixed 4.95000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBC5 11560000.00000000 PA USD 7210550.00000000 0.002782641487 Long DBT CORP US N 2 2043-01-31 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 31292GP67 5134.48000000 PA USD 5689.93000000 0.000002195815 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XPK0 247927.77000000 PA USD 278482.39000000 0.000107469839 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212VXF1 15543.85000000 PA USD 16925.85000000 0.000006531897 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5V98 364668.55000000 PA USD 428646.00000000 0.000165419856 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31413JHF4 475363.36000000 PA USD 557021.28000000 0.000214961483 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31408AAV2 85764.68560000 PA USD 99312.08000000 0.000038325774 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284V9 1040238000.00000000 PA USD 1228614699.00000000 0.474137788842 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-SG1 549300ZJL46M82UL2Z22 94989QAV2 10375000.00000000 PA USD 10908793.75000000 0.004209840035 Long ABS-MBS CORP US N 2 2048-09-15 Fixed 3.78900000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAE0 16625000.00000000 PA USD 17984925.00000000 0.006940607644 Long DBT CORP US N 2 2028-11-06 Fixed 4.23400000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769JE5 35600000.00000000 PA USD 36393168.00000000 0.014044579003 Long DBT CORP DE N 2 2023-02-15 Fixed 1.62500000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610AR6 26925000.00000000 PA USD 26290108.50000000 0.010145681899 Long DBT CORP US N 2 2026-07-27 Fixed 2.85000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAN7 4350000.00000000 PA USD 6021879.00000000 0.002323918471 Long DBT CORP US N 2 2037-06-15 Fixed 6.37500000 N N N N N N Fannie Mae Pool N/A 3140J8ER0 13925103.45000000 PA USD 15355907.83000000 0.005926037015 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BM5 20100000.00000000 PA USD 20333562.00000000 0.007846976056 Long DBT CORP JP N 2 2029-07-18 Fixed 3.19500000 N N N N N N Freddie Mac Gold Pool N/A 3128KYKV0 152592.93000000 PA USD 176478.30000000 0.000068105184 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140JKXM3 9406673.99000000 PA USD 10106060.20000000 0.003900055111 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BFXT3 6450000.00000000 PA USD 6839838.00000000 0.002639579086 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.67000000 N N N N N N Fannie Mae Pool N/A 3138LWCK5 3069258.71000000 PA USD 3310962.83000000 0.001277741993 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CXH8 150160.99000000 PA USD 169728.47000000 0.000065500340 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTF3 19560.84000000 PA USD 21936.50000000 0.000008465569 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HCY9 6657.49000000 PA USD 7504.19000000 0.000002895960 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 8.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCR1 17612000.00000000 PA USD 21823381.44000000 0.008421916024 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N Regional Transportation District Sales Tax Revenue N/A 759136QP2 3200000.00000000 PA USD 4800160.00000000 0.001852441819 Long DBT MUN US N 2 2050-11-01 Fixed 5.84400000 N N N N N N Fannie Mae Pool N/A 31410LEG3 1536211.65000000 PA USD 1622055.16000000 0.000625971386 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N TCI Communications Inc N/A 872287AF4 5443000.00000000 PA USD 6884796.27000000 0.002656929045 Long DBT CORP US N 2 2026-02-15 Fixed 7.87500000 N N N N N N United Airlines 2014-2 Class A Pass Through Trust N/A 90932QAA4 1100085.02500000 PA USD 1082483.66000000 0.000417743992 Long DBT CORP US N 2 2026-09-03 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCAH8 112999.19000000 PA USD 121296.72000000 0.000046809922 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AL3 3860000.00000000 PA USD 3969855.60000000 0.001532016960 Long DBT CORP GB N 2 2022-01-14 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128K1PK1 509685.87610000 PA USD 582999.09000000 0.000224986645 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209CTV8 10240.54000000 PA USD 11185.84000000 0.000004316755 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31386L7B2 3611.64000000 PA USD 4380.27000000 0.000001690401 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31410KHX5 26.60000000 PA USD 26.76000000 0.000000010327 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417YWU7 44355.04000000 PA USD 44768.87000000 0.000017276867 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 3.00000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AC5 2350000.00000000 PA USD 2296326.00000000 0.000886180942 Long DBT CORP US N 2 2021-11-15 Fixed 3.10000000 N N N N N N Ginnie Mae II Pool N/A 36179MSW1 18037833.42000000 PA USD 19356759.80000000 0.007470015862 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 3.00000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AG9 14295000.00000000 PA USD 14406786.90000000 0.005559759370 Long DBT CORP US N 2 2027-09-15 Fixed 3.10300000 N N N N N N Fannie Mae Pool N/A 31371LNG0 78535.25650000 PA USD 93175.80000000 0.000035957707 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36203NCS5 5510.90000000 PA USD 6310.64000000 0.000002435354 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.50000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAF9 2033000.00000000 PA USD 2173825.91000000 0.000838906624 Long DBT CORP US N 2 2042-09-15 Fixed 4.62500000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAS8 19660000.00000000 PA USD 19460844.20000000 0.007510183335 Long DBT CORP US N 2 2037-09-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291EAC5 55346.29920000 PA USD 60359.57000000 0.000023293513 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138W9AY6 36490922.53000000 PA USD 38903702.33000000 0.015013425621 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CYR5 51046.15810000 PA USD 56477.47000000 0.000021795362 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292LGX7 1978571.24000000 PA USD 2136876.72000000 0.000824647469 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AL9 13350000.00000000 PA USD 14206536.00000000 0.005482480041 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31376PTA3 16801.69000000 PA USD 18313.17000000 0.000007067281 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 7.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BZ0 8290000.00000000 PA USD 8897159.60000000 0.003433525240 Long DBT CORP US N 2 2028-08-01 Fixed 3.80000000 N N N N N N Benchmark 2018-B4 Mortgage Trust N/A 08161HAH3 3250000.00000000 PA USD 3420462.50000000 0.001319999286 Long ABS-MBS CORP US N 2 2051-07-15 Variable 4.31100000 N N N N N N Fannie Mae Pool N/A 31419E5A3 3595308.45000000 PA USD 3930822.63000000 0.001516953648 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31411W2A4 959763.96000000 PA USD 1103718.96000000 0.000425938960 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200K7M3 47792.13880000 PA USD 52904.94000000 0.000020416678 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FP3 1000000.00000000 PA USD 1063770.00000000 0.000410522156 Long DBT CORP US N 2 2028-05-15 Fixed 3.80000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795HZ6 5440000.00000000 PA USD 5457680.00000000 0.002106187016 Long DBT CORP US N 2 2021-09-01 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31413HR34 46375.59650000 PA USD 54971.31000000 0.000021214116 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BZT8 400163.94000000 PA USD 460452.64000000 0.000177694436 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335ALZ9 53094374.34000000 PA USD 58430358.96000000 0.022549006796 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EXU8 2910676.26000000 PA USD 3347365.02000000 0.001291790054 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 6.00000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AM0 37909000.00000000 PA USD 39955327.82000000 0.015419261059 Long DBT NUSS JP N 2 2025-02-10 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31388LEW6 19633.72000000 PA USD 21152.19000000 0.000008162894 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.50000000 N N N N N N Freddie Mac Pool N/A 3132DV3T0 43614814.81000000 PA USD 45724899.55000000 0.017645810997 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YYB5 5542.43000000 PA USD 5970.03000000 0.000002303909 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAG5 5548000.00000000 PA USD 6315343.88000000 0.002437170241 Long DBT CORP US N 2 2045-06-15 Fixed 4.37500000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724PAA7 3900000.00000000 PA USD 3945318.00000000 0.001522547593 Long DBT CORP US N 2 2023-02-01 Fixed 1.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128L0HM7 31813.81720000 PA USD 36523.22000000 0.000014094767 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NJB5 7480996.52000000 PA USD 8280565.43000000 0.003195573833 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 4.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DM9 5150000.00000000 PA USD 5241052.00000000 0.002022587560 Long DBT CORP US N 2 2024-09-11 Fixed 1.80000000 N N N N N N Fannie Mae Pool N/A 3138WCSE4 2177220.65000000 PA USD 2345454.49000000 0.000905140241 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31390QZY4 124154.06270000 PA USD 147507.44000000 0.000056924967 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287QGT2 74428.95000000 PA USD 84060.06000000 0.000032439829 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31405NNB7 15469.83290000 PA USD 16497.34000000 0.000006366529 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JY8 38250000.00000000 PA USD 40231350.00000000 0.015525781472 Long DBT CORP US N 2 2024-05-15 Fixed 3.00000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AE3 8705000.00000000 PA USD 8727807.10000000 0.003368169991 Long DBT CORP US N 2 2022-07-15 Fixed 2.60000000 N N N N N N Freddie Mac Gold Pool N/A 31292G2R6 29976.97000000 PA USD 34586.23000000 0.000013347259 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761JZN2 15204000.00000000 PA USD 15796347.84000000 0.006096008327 Long DBT CORP US N 2 2027-04-23 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31371LF20 472971.52450000 PA USD 496312.67000000 0.000191533270 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 5.00000000 N N N N N N Ingersoll-Rand Luxembourg Finance SA 549300GHBOWCVY92IS29 456873AC2 3245000.00000000 PA USD 3435059.65000000 0.001325632509 Long DBT CORP LU N 2 2044-11-01 Fixed 4.65000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RAZ5 2415000.00000000 PA USD 2432677.80000000 0.000938800808 Long DBT CORP US N 2 2021-08-15 Fixed 3.87500000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEH3 11152000.00000000 PA USD 13348944.00000000 0.005151524555 Long DBT CORP US N 2 2039-02-01 Fixed 5.70000000 N N N N N N Ginnie Mae II Pool N/A 36202EGD5 770910.58000000 PA USD 888852.19000000 0.000343019184 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 5.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAP3 19610000.00000000 PA USD 20492450.00000000 0.007908292924 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N Freddie Mac Gold Pool N/A 31283GNZ6 26.70000000 PA USD 29.98000000 0.000000011569 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5H37 48766.97250000 PA USD 56800.84000000 0.000021920155 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMCB7 5872.89500000 PA USD 5906.96000000 0.000002279569 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3132DV4P7 225236302.27000000 PA USD 236029625.90000000 0.091086786619 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Commonwealth of Massachusetts 5493001N1YCXNI1O7K10 57582PWK2 4520000.00000000 PA USD 4586489.20000000 0.001769983583 Long DBT MUN US N 2 2021-12-01 Fixed 4.20000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DS9 8750000.00000000 PA USD 8826562.50000000 0.003406280935 Long DBT CORP AU N 2 2023-01-11 Fixed 2.75000000 N N N N N N Ovintiv Inc N/A 292505AE4 2158000.00000000 PA USD 992680.00000000 0.000383087635 Long DBT CORP US N 2 2037-08-15 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 31407PZA9 19178.74130000 PA USD 21905.77000000 0.000008453710 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBA4 13347000.00000000 PA USD 13524381.63000000 0.005219228132 Long DBT CORP US N 2 2023-01-15 Fixed 3.30000000 N N N N N N Ginnie Mae II Pool N/A 36179SQU4 41867718.02000000 PA USD 43855178.59000000 0.016924262279 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31406S4U4 48737.27920000 PA USD 55768.61000000 0.000021521804 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179S5K9 11060650.30000000 PA USD 11880355.09000000 0.004584777715 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207NE26 3195.68000000 PA USD 3776.69000000 0.000001457471 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 7.50000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38143U8H7 32209000.00000000 PA USD 33540842.15000000 0.012943830759 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N PartnerRe Finance B LLC 549300O0FAGHK2F79881 70213BAB7 7500000.00000000 PA USD 7809000.00000000 0.003013590832 Long DBT CORP US N 2 2029-07-02 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31287NF29 1919.58400000 PA USD 2228.45000000 0.000000859986 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC21 N/A 17322MAX4 519092.05000000 PA USD 533543.57000000 0.000205901141 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.47700000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058DY6 61735000.00000000 PA USD 62980812.30000000 0.024305083691 Long DBT CORP N/A N 2 2022-02-10 Fixed 1.62500000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JN1 1500000.00000000 PA USD 1607085.00000000 0.000620194214 Long DBT CORP US N 2 2028-08-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31382DWF7 1208.61000000 PA USD 1257.55000000 0.000000485304 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138WJKV9 24959418.93000000 PA USD 26071860.23000000 0.010061457160 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31417ARY7 6616878.39000000 PA USD 7208691.99000000 0.002781924457 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EM6 17667000.00000000 PA USD 19070113.14000000 0.007359395329 Long DBT CORP US N 2 2051-10-01 Fixed 3.79900000 N N N N N N Humana Inc 529900YLDW34GJAO4J06 444859BJ0 7770000.00000000 PA USD 7649487.30000000 0.002952032884 Long DBT CORP US N 2 2022-12-15 Fixed 2.90000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BF8 8139000.00000000 PA USD 8539927.14000000 0.003295664763 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N Ginnie Mae I Pool N/A 36212FX25 7781.15000000 PA USD 9699.36000000 0.000003743104 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31417EHJ3 10867906.79000000 PA USD 11706474.48000000 0.004517675012 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36184BZ67 19579025.40000000 PA USD 21030222.76000000 0.008115826162 Long ABS-MBS USGA US N 2 2045-02-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJSS0 24241641.62000000 PA USD 26059764.74000000 0.010056789359 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BT0 3275000.00000000 PA USD 3704581.75000000 0.001429644461 Long DBT CORP US N 2 2033-12-15 Fixed 6.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128FPPQ1 2824.03000000 PA USD 3248.99000000 0.000001253825 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KH6Y7 69511.25380000 PA USD 74500.08000000 0.000028750513 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 17325FAY4 30550000.00000000 PA USD 30739104.50000000 0.011862605136 Long DBT CORP US N 2 2022-05-20 Variable 2.84400000 N N N N N N Freddie Mac Gold Pool N/A 3132L8QH3 13427970.36000000 PA USD 14707655.94000000 0.005675868498 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297BNY4 186844.65190000 PA USD 211106.43000000 0.000081468613 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418CP99 482488.24000000 PA USD 509835.67000000 0.000196751965 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 N/A 46590RAE9 14325000.00000000 PA USD 14595312.75000000 0.005632513855 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.87040000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109BP5 4140000.00000000 PA USD 4273515.00000000 0.001649202922 Long DBT CORP CA N 2 2049-11-15 Fixed 3.70000000 N N N N N N Ginnie Mae II Pool N/A 36179RLQ0 28108500.54000000 PA USD 30260206.26000000 0.011677792311 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31403HJY7 345572.29420000 PA USD 387884.17000000 0.000149689355 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BV36 25767.47000000 PA USD 27043.73000000 0.000010436513 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179S5L7 73007969.20790000 PA USD 77562936.41000000 0.029932507885 Long ABS-MBS USGA US N 2 2047-05-20 Fixed 3.50000000 N N N N N N Flowers Foods Inc 7YNCQQNDK8FBM9BBTK25 343498AB7 4275000.00000000 PA USD 4409876.25000000 0.001701826435 Long DBT CORP US N 2 2026-10-01 Fixed 3.50000000 N N N N N N Uruguay Government International Bond N/A 917288BC5 3900000.00000000 PA USD 3831750.00000000 0.001478720280 Long DBT NUSS UY N 2 2022-11-18 Fixed 8.00000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AN0 29030000.00000000 PA USD 30782541.10000000 0.011879367863 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N Ginnie Mae I Pool N/A 36292AWJ3 83236.24000000 PA USD 92980.71000000 0.000035882419 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296QV22 2014021.77000000 PA USD 2263518.79000000 0.000873520229 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 4.50000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 891906AC3 8098000.00000000 PA USD 8940192.00000000 0.003450131982 Long DBT CORP US N 2 2026-04-01 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31411HQC7 77228.05080000 PA USD 91048.01000000 0.000035136566 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTV2 3109684.76000000 PA USD 3398978.73000000 0.001311708431 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31389GLG3 10869.70290000 PA USD 12363.96000000 0.000004771406 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31413KKK6 585900.67710000 PA USD 685591.68000000 0.000264578409 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31391GCM6 36577.92170000 PA USD 42008.28000000 0.000016211520 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296QKC3 32716.48850000 PA USD 38950.62000000 0.000015031531 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36206KHS3 18018.64000000 PA USD 20610.80000000 0.000007953965 Long ABS-MBS USGA US N 2 2025-10-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36213R2R7 36147.13760000 PA USD 40352.50000000 0.000015572534 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Municipal Electric Authority of Georgia JA0WNILDDF2KUPS83B16 626207YF5 12991000.00000000 PA USD 17008336.84000000 0.006563730051 Long DBT MUN US N 2 2057-04-01 Fixed 6.63700000 N N N N N N Ginnie Mae I Pool N/A 36207SMF7 3898.54000000 PA USD 4246.60000000 0.000001638816 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36209AED8 6573.86000000 PA USD 6674.57000000 0.000002575800 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31400DU42 10973.34910000 PA USD 12617.82000000 0.000004869374 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213ADC5 13613.23710000 PA USD 14424.31000000 0.000005566521 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 21H030641 394965000.00000000 PA USD 417612293.10000000 0.161161810456 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Pool N/A 3132A5ET8 18274427.56000000 PA USD 19297247.27000000 0.007447049232 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BEK0 25611.42810000 PA USD 29809.65000000 0.000011503917 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285K2 390246000.00000000 PA USD 425126187.50000000 0.164061516343 Long DBT UST US N 2 2023-10-31 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292GNA0 13419.39000000 PA USD 15273.82000000 0.000005894358 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 9.00000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q3B3 8905000.00000000 PA USD 8939551.40000000 0.003449884766 Long DBT CORP US N 2 2024-11-08 Fixed 2.15000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160BH6 11900000.00000000 PA USD 12784170.00000000 0.004933571200 Long DBT CORP US N 2 2023-12-05 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31402SQX8 10173.17050000 PA USD 11430.57000000 0.000004411200 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332CA2 6910000.00000000 PA USD 8857445.30000000 0.003418198994 Long DBT CORP US N 2 2039-10-01 Fixed 5.75700000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CN9 850000.00000000 PA USD 811758.50000000 0.000313267764 Long DBT CORP US N 2 2047-06-15 Fixed 3.80000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_16-B 549300WXJR6JCWQXRV39 65478VAE7 1772898.25000000 PA USD 1761392.14000000 0.000679743271 Long ABS-CBDO CORP US N 2 2022-10-17 Fixed 1.54000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AP7 6629000.00000000 PA USD 6662012.42000000 0.002570953970 Long DBT CORP US N 2 2027-03-01 Fixed 3.87500000 N N N N N N CD 2017-CD6 Mortgage Trust N/A 125039AH0 3825000.00000000 PA USD 3997622.25000000 0.001542732457 Long ABS-MBS CORP US N 2 2050-11-13 Variable 3.70900000 N N N N N N Fannie Mae Pool N/A 31387NSG3 7162.86000000 PA USD 8147.47000000 0.000003144210 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138A2BP3 1477088.72000000 PA USD 1621474.14000000 0.000625747163 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208UDP9 4792.35000000 PA USD 5167.02000000 0.000001994017 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M42B8 77682.01000000 PA USD 86526.88000000 0.000033391805 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371GVN7 19595.41080000 PA USD 22454.38000000 0.000008665426 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211LAT9 1474.90000000 PA USD 1581.86000000 0.000000610459 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 36291EA76 39631.04450000 PA USD 44355.07000000 0.000017117176 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FX6 2900000.00000000 PA USD 2991640.00000000 0.001154511317 Long DBT CORP US N 2 2030-04-01 Fixed 3.35000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YBC0 1390000.00000000 PA USD 1328339.60000000 0.000512622876 Long DBT CORP US N 2 2029-11-15 Fixed 2.87500000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AQ2 3470000.00000000 PA USD 3583885.40000000 0.001383066229 Long DBT CORP US N 2 2049-04-15 Fixed 4.85000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HL0 11050000.00000000 PA USD 11412219.00000000 0.004404118139 Long DBT CORP US N 2 2068-03-01 Fixed 4.65000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BS8 9990000.00000000 PA USD 9665824.50000000 0.003730162645 Long DBT CORP US Y 2 2022-11-30 Fixed 3.05000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769FK5 50085000.00000000 PA USD 52256685.60000000 0.020166508981 Long DBT CORP DE N 2 2023-01-17 Fixed 2.12500000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AT1 5600000.00000000 PA USD 6623456.00000000 0.002556074565 Long DBT CORP US N 2 2028-08-03 Fixed 3.65000000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 15135UAP4 15426000.00000000 PA USD 6869352.06000000 0.002650968932 Long DBT CORP CA N 2 2037-06-15 Fixed 5.25000000 N N N N N N Ginnie Mae II Pool N/A 36241L6V3 264790.30000000 PA USD 283828.72000000 0.000109533055 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417SBL3 449924.89000000 PA USD 502426.63000000 0.000193892724 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHZ5 36325000.00000000 PA USD 35334054.00000000 0.013635853655 Long DBT CORP US N 2 2031-02-13 Variable 2.49600000 N N N N N N Freddie Mac Gold Pool N/A 3128M7MS2 734660.02000000 PA USD 852183.58000000 0.000328868308 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418CXN9 112441749.28000000 PA USD 119979844.20000000 0.046301723462 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210KWR2 6465.97000000 PA USD 6580.09000000 0.000002539339 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JL5 7128000.00000000 PA USD 7645492.80000000 0.002950491357 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3138AVE76 24610.52000000 PA USD 25976.40000000 0.000010024617 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138EHLB6 533158.22000000 PA USD 561703.51000000 0.000216768414 Long ABS-MBS USGSE US N 2 2039-12-01 Floating 3.98800000 N N N N N N Freddie Mac Gold Pool N/A 3128ME5D9 6184499.20000000 PA USD 6472202.10000000 0.002497703792 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMUF8 7797286.39000000 PA USD 8203602.98000000 0.003165873060 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044BZ3 4820000.00000000 PA USD 6639598.20000000 0.002562304042 Long DBT CORP US N 2 2031-04-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31410AEF9 2199.12550000 PA USD 2246.47000000 0.000000866940 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Tunisia Government AID Bonds N/A 066717AA7 3275000.00000000 PA USD 3331428.25000000 0.001285639855 Long DBT NUSS TN N 2 2021-07-24 Fixed 2.45200000 N N N N N N Fannie Mae Pool N/A 31402J6A0 46763.13300000 PA USD 51163.54000000 0.000019744650 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140J9ME8 8443951.18000000 PA USD 9288937.37000000 0.003584717185 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109AW1 5269000.00000000 PA USD 5377646.78000000 0.002075301195 Long DBT CORP CA N 2 2023-03-15 Fixed 3.00000000 N N N N N N International Finance Corp QKL54NQY28TCDAI75F60 45950KCR9 20015000.00000000 PA USD 20659683.15000000 0.007972830289 Long DBT CORP N/A N 2 2024-10-16 Fixed 1.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128L3Q90 102917.08000000 PA USD 119243.85000000 0.000046017694 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N UBS-Barclays Commercial Mortgage Trust 2013-C5 N/A 90270YBF5 4636000.00000000 PA USD 4693764.56000000 0.001811382487 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.18470000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFB5 54220000.00000000 PA USD 58940935.40000000 0.022746044635 Long DBT NUSS CA N 2 2023-10-17 Fixed 3.40000000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAL3 5406000.00000000 PA USD 5358210.96000000 0.002067800669 Long DBT CORP US N 2 2024-08-15 Fixed 3.87500000 N N N N N N Barclays Commercial Mortgage Trust 2019-C4 N/A 07335CAG9 1325000.00000000 PA USD 1276107.50000000 0.000492465855 Long ABS-MBS CORP US N 2 2052-08-15 Fixed 3.17100000 N N N N N N Fannie Mae Pool N/A 3138E6VF0 7834650.42000000 PA USD 8651256.03000000 0.003338627975 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36294V4L1 59401.17090000 PA USD 65694.13000000 0.000025352186 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 6.00000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BT2 1271000.00000000 PA USD 1286531.62000000 0.000496488653 Long DBT CORP US N 2 2021-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206G5V8 2142.18000000 PA USD 2306.44000000 0.000000890084 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36205P2Z3 1933.54000000 PA USD 2088.55000000 0.000000805997 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297DPQ5 820.10290000 PA USD 917.55000000 0.000000354094 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BT2 29527000.00000000 PA USD 36228743.19000000 0.013981125411 Long DBT CORP US N 2 2035-03-15 Fixed 4.37500000 N N N N N N Fannie Mae-Aces N/A 3136AKQT3 12063978.94870000 PA USD 12990733.81000000 0.005013286760 Long ABS-MBS USGSE US N 2 2024-06-25 Variable 3.26590000 N N N N N N Fannie Mae Pool N/A 3140EU6X2 19517205.18000000 PA USD 20468278.59000000 0.007898964874 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCCD5 698697.84000000 PA USD 736113.11000000 0.000284075261 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 4.50000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AY3 26200000.00000000 PA USD 26075812.00000000 0.010062982197 Long DBT CORP US N 2 2026-10-01 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 3140J9SN2 30510263.85000000 PA USD 32136460.91000000 0.012401862463 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 3.00000000 N N N N N N CyrusOne LP / CyrusOne Finance Corp N/A 23283PAQ7 6000000.00000000 PA USD 5878800.00000000 0.002268702495 Long DBT CORP US N 2 2024-11-15 Fixed 2.90000000 N N N N N N Ginnie Mae I Pool N/A 36201CLU6 25745.88000000 PA USD 27118.14000000 0.000010465229 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Philippine Government International Bond N/A 718286CA3 9237000.00000000 PA USD 10033691.25000000 0.003872127028 Long DBT NUSS PH N 2 2041-03-01 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31297VFX1 20836.68000000 PA USD 23843.62000000 0.000009201551 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BPW21 14200000.00000000 PA USD 15130810.00000000 0.005839168945 Long ABS-MBS USGSE US N 2 2026-03-25 Fixed 2.67300000 N N N N N N Fannie Mae Pool N/A 31418CKS2 645194.73000000 PA USD 693732.73000000 0.000267720142 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36206DST5 1330.79000000 PA USD 1450.40000000 0.000000559727 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 7.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B5KW2 19775000.00000000 PA USD 21167357.75000000 0.008168748271 Long ABS-MBS USGSE US N 2 2023-08-25 Variable 3.45800000 N N N N N N Fannie Mae Pool N/A 31386WXG8 5189.83000000 PA USD 5903.17000000 0.000002278107 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418ABW7 5830910.14000000 PA USD 6444788.36000000 0.002487124486 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.00000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AF2 5650000.00000000 PA USD 5821477.50000000 0.002246581024 Long DBT CORP US N 2 2021-06-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31410UX80 23393.19380000 PA USD 28471.15000000 0.000010987373 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KF7C8 14943.62890000 PA USD 17623.17000000 0.000006801001 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31416QXP5 424768.66000000 PA USD 447978.02000000 0.000172880324 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WHGB2 239914.19000000 PA USD 255794.11000000 0.000098714148 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291KAF4 35683.32770000 PA USD 38827.74000000 0.000014984110 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31416BTX6 3965.40000000 PA USD 4190.95000000 0.000001617340 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YME3 68331.74720000 PA USD 77292.77000000 0.000029828247 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Unum Group 549300E32YFDO6TZ8R31 91529YAK2 3145000.00000000 PA USD 3120060.15000000 0.001204070260 Long DBT CORP US N 2 2024-03-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GDB50 169380.30000000 PA USD 191167.69000000 0.000073774004 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138E06C8 1649744.52000000 PA USD 1797396.65000000 0.000693637862 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AU4 14795000.00000000 PA USD 14934220.95000000 0.005763302771 Long DBT CORP US Y 2 2025-04-15 Fixed 3.25000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CC7 1800000.00000000 PA USD 1700046.00000000 0.000656069028 Long DBT CORP US N 2 2024-03-01 Fixed 2.80000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RGL0 34547000.00000000 PA USD 36271240.77000000 0.013997525759 Long DBT CORP US N 2 2028-02-15 Fixed 4.10000000 N N N N N N Chile Government International Bond N/A 168863CE6 16007000.00000000 PA USD 17044253.60000000 0.006577590778 Long DBT NUSS CL N 2 2047-06-21 Fixed 3.86000000 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409VAQ7 9300000.00000000 PA USD 9262800.00000000 0.003574630446 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31296YED1 276054.06800000 PA USD 312440.75000000 0.000120574795 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283H4Z5 4244365.62670000 PA USD 4832846.92000000 0.001865056111 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BX5 2050000.00000000 PA USD 2136284.50000000 0.000824418924 Long DBT CORP US N 2 2047-11-01 Fixed 3.94200000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713AY2 4175000.00000000 PA USD 4352813.25000000 0.001679805109 Long DBT CORP US N 2 2023-09-15 Fixed 4.85000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 646136XS5 12050000.00000000 PA USD 14194779.50000000 0.005477943061 Long DBT MUN US N 2 2028-12-15 Fixed 5.75400000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RQ25 4680000.00000000 PA USD 4402897.20000000 0.001699133133 Long DBT CORP US N 2 2024-08-15 Fixed 2.15000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 06423AAJ2 1100000.00000000 PA USD 1594274.00000000 0.000615250289 Long DBT CORP US N 2 2030-09-01 Fixed 8.75000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BJ4 6214000.00000000 PA USD 6085743.04000000 0.002348564404 Long DBT CORP US N 2 2022-03-01 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31411GZN5 5364.30230000 PA USD 5521.80000000 0.000002130931 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290YXB9 144742.25490000 PA USD 165899.23000000 0.000064022589 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC22 549300XO83D3BDYP0P62 94989TBB9 2925000.00000000 PA USD 3059754.75000000 0.001180797651 Long ABS-MBS CORP US N 2 2058-09-15 Variable 4.20700000 N N N N N N Ginnie Mae I Pool N/A 3620AC4M3 189658.68000000 PA USD 205489.49000000 0.000079300965 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417BPX9 8403017.76000000 PA USD 9067360.34000000 0.003499207836 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Dignity Health TFVG45LTYVO3XKPZWP18 254010AE1 2075000.00000000 PA USD 2489128.50000000 0.000960585840 Long DBT CORP US N 2 2064-11-01 Fixed 5.26700000 N N N N N N Fannie Mae Pool N/A 313615NM4 605.07000000 PA USD 653.86000000 0.000000252332 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMRD7 12019001.42000000 PA USD 12480410.88000000 0.004816346754 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36205BCS9 4426.34000000 PA USD 4797.53000000 0.000001851426 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31413FL34 3522.66640000 PA USD 4172.60000000 0.000001610258 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QEG1 6400000.00000000 PA USD 6764672.00000000 0.002610571586 Long DBT CORP US N 2 2024-03-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31410NNP9 69120.61940000 PA USD 80904.99000000 0.000031222248 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138ASR53 8279558.21000000 PA USD 9071497.95000000 0.003500804591 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312940M48 7426485.53000000 PA USD 8036125.73000000 0.003101241493 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31403SH33 419141.54240000 PA USD 456797.22000000 0.000176283764 Long ABS-MBS USGSE US N 2 2033-11-01 Floating 3.93500000 N N N N N N Fannie Mae Pool N/A 31415LRN9 157059.17000000 PA USD 176418.28000000 0.000068082022 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N STORE Capital Corp 5493004EA6C9IHDZ7N66 862121AB6 3850000.00000000 PA USD 4033183.00000000 0.001556455796 Long DBT CORP US N 2 2029-03-15 Fixed 4.62500000 N N N N N N American Financial Group Inc/OH 549300AFOM7IVKIU1G39 025932AK0 4210000.00000000 PA USD 4757805.20000000 0.001836096572 Long DBT CORP US N 2 2026-08-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200JM80 664.11880000 PA USD 671.34000000 0.000000259078 Long ABS-MBS USGA US N 2 2021-04-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296MH51 205642.82050000 PA USD 237698.42000000 0.000091730795 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GPN9 1192.60000000 PA USD 1416.92000000 0.000000546807 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31402QYX3 1929934.93000000 PA USD 2179938.70000000 0.000841265626 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213R2J5 348764.56390000 PA USD 397528.83000000 0.000153411350 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Fannie Mae-Aces N/A 3136B56M2 14145000.00000000 PA USD 14618433.15000000 0.005641436306 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.46900000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEF7 11981000.00000000 PA USD 15210598.36000000 0.005869960272 Long DBT CORP US N 2 2038-03-01 Fixed 6.30000000 N N N N N N Philippine Government International Bond N/A 718286BG1 39440000.00000000 PA USD 52652400.00000000 0.020319220121 Long DBT NUSS PH N 2 2034-10-23 Fixed 6.37500000 N N N N N N CD 2017-CD3 Mortgage Trust N/A 12515GAE7 1285000.00000000 PA USD 1347656.60000000 0.000520077548 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.45300000 N N N N N N Freddie Mac Gold Pool N/A 31292G6K7 41097.15290000 PA USD 46268.41000000 0.000017855558 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WAJ3 2560000.00000000 PA USD 3388467.20000000 0.001307651900 Long DBT MUN US N 2 2029-12-01 Fixed 6.04000000 N N N N N N Ginnie Mae I Pool N/A 36195ELB2 335843.62000000 PA USD 368490.98000000 0.000142205280 Long ABS-MBS USGA US N 2 2046-08-15 Fixed 4.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C19 N/A 46641WAU1 2800000.00000000 PA USD 2839032.00000000 0.001095617980 Long ABS-MBS CORP US N 2 2047-04-15 Fixed 3.66940000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAJ3 5545000.00000000 PA USD 6003516.05000000 0.002316831979 Long DBT CORP US N 2 2028-02-26 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FQ74 29742592.67000000 PA USD 33545777.99000000 0.012945735562 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N Benchmark 2018-B2 Mortgage Trust N/A 08161CAB7 6050000.00000000 PA USD 6244568.00000000 0.002409856943 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.66230000 N N N N N N Freddie Mac Gold Pool N/A 31292GWD4 11716.13760000 PA USD 13417.44000000 0.000005177958 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BE3 34278000.00000000 PA USD 43297570.14000000 0.016709074199 Long DBT CORP US N 2 2055-02-12 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36206YT35 1574.17000000 PA USD 1745.28000000 0.000000673525 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 8.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BS7 23250000.00000000 PA USD 23719882.50000000 0.009153799518 Long DBT CORP GB N 2 2024-05-18 Variable 3.95000000 N N N N N N Ginnie Mae II Pool N/A 36202FVP8 1924028.63000000 PA USD 2043222.20000000 0.000788505018 Long ABS-MBS USGA US N 2 2026-07-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138X6PZ2 3867207.30000000 PA USD 4122636.34000000 0.001590976959 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CL0 4271000.00000000 PA USD 5801043.04000000 0.002238695111 Long DBT CORP US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GY27 14376.89000000 PA USD 16358.89000000 0.000006313100 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 8.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828J76 215000000.00000000 PA USD 221114600.00000000 0.085330891458 Long DBT UST US N 2 2022-03-31 Fixed 1.75000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J6A0 43250000.00000000 PA USD 43087812.50000000 0.016628126101 Long DBT CORP US N 2 2022-09-09 Variable 2.08200000 N N N N N N Fannie Mae Pool N/A 3138EQWS7 2382478.98000000 PA USD 2479469.70000000 0.000956858388 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7T48 742815.28000000 PA USD 844476.98000000 0.000325894235 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PUP63 208435.72000000 PA USD 218799.14000000 0.000084437326 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K2GL7 8145.99190000 PA USD 9643.88000000 0.000003721693 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAT2 25631000.00000000 PA USD 30110529.87000000 0.011620030319 Long DBT CORP US N 2 2045-02-10 Fixed 3.70000000 N N N N N N Mexico Government International Bond N/A 91086QBE7 13295000.00000000 PA USD 14590996.60000000 0.005630848198 Long DBT NUSS MX N 2 2045-01-21 Fixed 5.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128L4R71 375073.72000000 PA USD 429613.19000000 0.000165793106 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BM0 13170000.00000000 PA USD 13957961.10000000 0.005386551876 Long DBT CORP US N 2 2024-11-10 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31389TP30 54526.93770000 PA USD 61842.27000000 0.000023865705 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCU4 7555000.00000000 PA USD 7609396.00000000 0.002936561150 Long DBT CORP US N 2 2021-03-15 Fixed 2.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZD5 232831700.00000000 PA USD 234286898.10000000 0.090414246150 Long DBT UST US N 2 2023-03-15 Fixed 0.50000000 N N N N N N Ginnie Mae I Pool N/A 36208HSM9 1057.54000000 PA USD 1155.13000000 0.000000445779 Long ABS-MBS USGA US N 2 2027-10-15 Fixed 7.00000000 N N N N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867229AD8 2865000.00000000 PA USD 2886945.90000000 0.001114108553 Long DBT CORP CA N 2 2034-12-01 Fixed 5.95000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CQ1 15795000.00000000 PA USD 16183872.90000000 0.006245559098 Long DBT CORP US N 2 2022-05-11 Fixed 2.30000000 N N N N N N Fannie Mae Pool N/A 31387ADX0 8515.31000000 PA USD 10079.23000000 0.000003889701 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.00000000 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664AS9 6715000.00000000 PA USD 5434248.05000000 0.002097144333 Long DBT CORP US N 2 2027-03-15 Fixed 4.00000000 N N N N N N University of Virginia N/A 915217WX7 3425000.00000000 PA USD 4071400.25000000 0.001571204311 Long DBT MUN US N 2 2117-09-01 Fixed 4.17900000 N N N N N N Fannie Mae Pool N/A 31406Q4R5 83.85260000 PA USD 84.02000000 0.000000032424 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297AEB6 36566.25460000 PA USD 38869.20000000 0.000015000110 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLYV0 13215000.00000000 PA USD 15134743.05000000 0.005840686759 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 3.29800000 N N N N N N Fannie Mae Pool N/A 31380KSU5 13723.34000000 PA USD 15155.37000000 0.000005848646 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.00000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAJ8 3575000.00000000 PA USD 3836368.25000000 0.001480502521 Long DBT CORP US N 2 2048-09-15 Fixed 4.25000000 N N N N N N Ginnie Mae II Pool N/A 36179QWF4 28480563.18530000 PA USD 30825937.56000000 0.011896115100 Long ABS-MBS USGA US N 2 2044-12-20 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 21H030633 3140000.00000000 PA USD 3324694.80000000 0.001283041332 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371EWX9 2720.80000000 PA USD 2991.55000000 0.000001154476 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371EYH2 1909.99000000 PA USD 2136.86000000 0.000000824641 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 8.50000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XAU0 5870000.00000000 PA USD 5411729.10000000 0.002088453989 Long DBT CORP US N 2 2043-04-15 Fixed 4.10000000 N N N N N N Ginnie Mae I Pool N/A 36207KLH1 13082.88220000 PA USD 14223.84000000 0.000005489157 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36208YLU1 202.25150000 PA USD 222.66000000 0.000000085927 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 7.00000000 N N N N N N Allegion US Holding Co Inc 5493002B66JX7J7SXI33 01748NAE4 5119000.00000000 PA USD 5046975.67000000 0.001947691075 Long DBT CORP US N 2 2027-10-01 Fixed 3.55000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAB1 20185000.00000000 PA USD 19675328.75000000 0.007592955607 Long DBT CORP US N 2 2022-06-29 Fixed 2.87500000 N N N N N N Cummins Inc ZUNI8PYC725B6H8JU438 231021AJ5 1750000.00000000 PA USD 2214572.50000000 0.000854631243 Long DBT CORP US N 2 2028-03-01 Fixed 7.12500000 N N N N N N Freddie Mac Gold Pool N/A 31297RNL7 19904.89030000 PA USD 21620.29000000 0.000008343540 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764BH9 9625000.00000000 PA USD 9323063.75000000 0.003597886982 Long DBT CORP US N 2 2029-09-06 Fixed 2.12500000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167BY4 6635000.00000000 PA USD 6818855.85000000 0.002631481812 Long DBT CORP AT N 2 2022-01-31 Fixed 2.62500000 N N N N N N Ginnie Mae II Pool N/A 36202FY59 30632903.49000000 PA USD 32906477.59000000 0.012699021536 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 3.50000000 N N N N N N Burlington Resources LLC 0FJ5X7MVCTSE8OEPQE56 12201PAB2 3425000.00000000 PA USD 3927207.75000000 0.001515558620 Long DBT CORP CA N 2 2031-08-15 Fixed 7.20000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHG8 4380000.00000000 PA USD 4614154.80000000 0.001780660084 Long DBT CORP US N 2 2024-01-30 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3140H3XH4 6765161.27000000 PA USD 7177227.24000000 0.002769781817 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2019-COR5 N/A 46591EAT4 11975000.00000000 PA USD 12433642.50000000 0.004798298251 Long ABS-MBS CORP US N 2 2052-06-13 Fixed 3.38610000 N N N N N N Fannie Mae Pool N/A 31410FSL0 1025346.48200000 PA USD 1180471.15000000 0.000455558590 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31412XED2 16673.99650000 PA USD 19013.52000000 0.000007337555 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209JM65 18011.41610000 PA USD 19231.87000000 0.000007421819 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7VL7 941114.13000000 PA USD 1099268.36000000 0.000424221417 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HAQ3 2275000.00000000 PA USD 2348391.50000000 0.000906273670 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.14800000 N N N N N N Fannie Mae Pool N/A 31371H6T0 16456.81000000 PA USD 19019.46000000 0.000007339847 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 8.00000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 00828ECW7 46810000.00000000 PA USD 48667888.90000000 0.018781547420 Long DBT CORP N/A N 2 2022-11-16 Fixed 2.12500000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAE8 6700000.00000000 PA USD 6649080.00000000 0.002565963187 Long DBT CORP US N 2 2028-01-15 Fixed 3.30000000 N N N N N N American Airlines 2015-1 Class A Pass Through Trust N/A 023770AA8 2274221.39920000 PA USD 1963630.98000000 0.000757789770 Long DBT CORP US N 2 2027-05-01 Fixed 3.37500000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BT5 19655000.00000000 PA USD 19662272.35000000 0.007587916979 Long DBT CORP US N 2 2022-06-06 Fixed 2.89400000 N N N N N N Ginnie Mae I Pool N/A 36207ND68 2521.39000000 PA USD 2700.71000000 0.000001042237 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36297F6J6 7484174.18000000 PA USD 8256391.27000000 0.003186244722 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31413JPG3 280315.85000000 PA USD 328451.69000000 0.000126753617 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PXD5 8819.20410000 PA USD 9207.34000000 0.000003553227 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 01N0426C3 -2725000.00000000 PA USD -2961748.00000000 -0.00114297562 Short ABS-MBS USGA US N 2 2049-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GGN0 368.58000000 PA USD 396.67000000 0.000000153079 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AY53 10613.43000000 PA USD 12572.03000000 0.000004851703 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138ENLU1 6108337.93000000 PA USD 6345646.86000000 0.002448864541 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TG33 10484237.36000000 PA USD 11255248.18000000 0.004343541135 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.00000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 00828EEA3 30730000.00000000 PA USD 31498557.30000000 0.012155687476 Long DBT CORP N/A N 2 2022-09-16 Fixed 1.62500000 N N N N N N Dallas/Fort Worth International Airport N/A 2350364X5 4500000.00000000 PA USD 4194810.00000000 0.001618829678 Long DBT MUN US N 2 2045-11-01 Fixed 3.14400000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBU2 46880000.00000000 PA USD 47764156.80000000 0.018432785892 Long DBT CORP US Y 2 2026-11-21 Fixed 2.95000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 941063AQ2 9560000.00000000 PA USD 9690589.60000000 0.003739719807 Long DBT CORP US N 2 2021-03-01 Fixed 4.60000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BV6 5685000.00000000 PA USD 5074658.40000000 0.001958374187 Long DBT CORP US N 2 2047-03-01 Fixed 3.65000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459056HV2 49995000.00000000 PA USD 51851814.30000000 0.020010264080 Long DBT CORP N/A N 2 2024-08-28 Fixed 1.50000000 N N N N N N County of Clark Department of Aviation 549300LDD8NZB2EOVG83 18085PMT8 3745000.00000000 PA USD 4969839.70000000 0.001917923339 Long DBT MUN US N 2 2045-07-01 Fixed 6.82000000 N N N N N N Fannie Mae Pool N/A 31417YWQ6 718605.22000000 PA USD 726502.69000000 0.000280366480 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296DNS3 428.51700000 PA USD 463.96000000 0.000000179047 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36223WXZ2 772.11000000 PA USD 822.78000000 0.000000317521 Long ABS-MBS USGA US N 2 2022-03-15 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36179VBF6 171824456.36000000 PA USD 185037757.10000000 0.071408386270 Long ABS-MBS USGA US N 2 2049-12-20 Fixed 3.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076AW2 35273000.00000000 PA USD 35888513.85000000 0.013849826650 Long DBT CORP US N 2 2021-04-01 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 31296XVP7 207346.76540000 PA USD 235013.04000000 0.000090694473 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828ZE3 195000.00000000 PA USD 196095.90000000 0.000075675862 Long DBT UST US N 2 2027-03-31 Fixed 0.62500000 N N N N N N Freddie Mac Gold Pool N/A 31292GZ58 193248.67520000 PA USD 222846.64000000 0.000085999307 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UFP1 19727.06000000 PA USD 21736.46000000 0.000008388371 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.50000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBH3 9450000.00000000 PA USD 9572850.00000000 0.003694282622 Long DBT CORP US N 2 2025-02-14 Fixed 2.00000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CC4 10000000.00000000 PA USD 9880200.00000000 0.003812892833 Long DBT CORP NL N 2 2024-11-07 Fixed 2.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AS8 35100000.00000000 PA USD 36297612.00000000 0.014007702746 Long DBT CORP GB N 2 2023-08-16 Fixed 4.05000000 N N N N N N Industrial & Commercial Bank of China Ltd/New York NY 5493002ERZU2K9PZDL40 45580KAF5 10750000.00000000 PA USD 10921355.00000000 0.004214687578 Long DBT CORP CN N 2 2021-05-26 Fixed 2.63500000 N N N N N N Freddie Mac Gold Pool N/A 3132GDCP5 3521828.95000000 PA USD 3828650.69000000 0.001477524218 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAU3 3433000.00000000 PA USD 3341991.17000000 0.001289716218 Long DBT CORP US N 2 2025-02-01 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31409CFV2 6332.53370000 PA USD 6460.45000000 0.000002493168 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.50000000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UDV3 1550000.00000000 PA USD 2406499.00000000 0.000928698082 Long DBT MUN US N 2 2050-02-15 Fixed 7.49900000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 45685EAJ5 9954000.00000000 PA USD 11673453.96000000 0.004504931980 Long DBT CORP US N 2 2043-07-15 Fixed 5.70000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887CE7 3450000.00000000 PA USD 3935622.00000000 0.001518805785 Long DBT CORP US N 2 2026-12-01 Fixed 6.70000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BR2 18395000.00000000 PA USD 19791180.50000000 0.007637664247 Long DBT CORP US N 2 2028-09-15 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 3138WDDL2 7220828.05000000 PA USD 7916627.04000000 0.003055125453 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402RUN7 2367737.22990000 PA USD 2726117.94000000 0.001052043031 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202SEL8 108855.91230000 PA USD 118728.05000000 0.000045818640 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402E3J5 20654.86700000 PA USD 22582.59000000 0.000008714904 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Cleco Corporate Holdings LLC 5493002H80P81B3HXL31 18551QAA5 500000.00000000 PA USD 483555.00000000 0.000186609926 Long DBT CORP US Y 2 2029-09-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31418A2H0 197669.24000000 PA USD 205880.42000000 0.000079451830 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410LBD3 6844784.99000000 PA USD 7591140.35000000 0.002929516066 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae-Aces N/A 3136A0FK8 7971080.14000000 PA USD 8161748.38000000 0.003149720846 Long ABS-MBS USGSE US N 2 2021-06-25 Fixed 3.72600000 N N N N N N Credit Suisse Group Funding Guernsey Ltd 549300PXR5FKNXF0OH19 225433AF8 20458000.00000000 PA USD 24503364.92000000 0.009456155189 Long DBT CORP GG N 2 2045-05-15 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31373PY51 1153.00000000 PA USD 1192.96000000 0.000000460378 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 8.50000000 N N N N N N Baltimore Gas & Electric Co 88V8C2WYSOD1SPSSLH72 059165EH9 4162000.00000000 PA USD 4152677.12000000 0.001602570072 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AQ3 65370000.00000000 PA USD 71970408.90000000 0.027774281526 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36223RUY9 148.35000000 PA USD 157.84000000 0.000000060912 Long ABS-MBS USGA US N 2 2022-01-15 Fixed 8.00000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAF6 2901000.00000000 PA USD 2915853.12000000 0.001125264211 Long DBT CORP US N 2 2022-05-15 Fixed 3.30000000 N N N N N N Ginnie Mae II Pool N/A 36179Q6N6 14362264.30900000 PA USD 15362739.64000000 0.005928673496 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295HBP4 25708.17000000 PA USD 27868.43000000 0.000010754775 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138A5FK3 5405122.90000000 PA USD 5687000.06000000 0.002194684497 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 3.50000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587CW5 6400000.00000000 PA USD 6552768.00000000 0.002528795181 Long DBT CORP US N 2 2036-07-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31287UTG7 9797.46100000 PA USD 11535.53000000 0.000004451705 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N State of California N/A 13063DGE2 17500000.00000000 PA USD 19268725.00000000 0.007436042131 Long DBT MUN US N 2 2038-04-01 Fixed 4.60000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550AT3 6549000.00000000 PA USD 6574868.55000000 0.002537324059 Long DBT CORP US N 2 2035-03-15 Fixed 5.80000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAF7 22030000.00000000 PA USD 24781547.00000000 0.009563509136 Long DBT CORP US N 2 2028-05-25 Fixed 4.59700000 N N N N N N Uruguay Government International Bond N/A 760942AS1 5506000.00000000 PA USD 7419335.00000000 0.002863214231 Long DBT NUSS UY N 2 2036-03-21 Fixed 7.62500000 N N N N N N Fannie Mae Pool N/A 3138WH6K3 4803245.33000000 PA USD 4981589.83000000 0.001922457861 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418CZ98 90948996.18000000 PA USD 97046216.88000000 0.037451349657 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31412N3P9 170576.52000000 PA USD 189094.31000000 0.000072973860 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138A8E77 4249034.74000000 PA USD 4655879.82000000 0.001796762292 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296RLW6 116894.18320000 PA USD 134157.12000000 0.000051772911 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138AFEK2 1095122.81000000 PA USD 1235867.99000000 0.000476936924 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WTUQ7 1127545.57000000 PA USD 1211863.43000000 0.000467673264 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402V4E7 266098.88130000 PA USD 298767.84000000 0.000115298248 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295QPR5 31205.17000000 PA USD 32407.19000000 0.000012506340 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.50000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAD4 65567000.00000000 PA USD 71401151.66000000 0.027554598033 Long DBT CORP US N 2 2025-12-14 Fixed 3.15000000 N N N N N N Ginnie Mae I Pool N/A 36203MCS7 5049.34000000 PA USD 5272.37000000 0.000002034673 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.00000000 N N N N N N CSAIL 2015-C4 Commercial Mortgage Trust 54930025J96YEH8FQE77 12635RAY4 3550000.00000000 PA USD 3693384.50000000 0.001425323302 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.61670000 N N N N N N Fannie Mae Pool N/A 31413DTS6 27551.54890000 PA USD 32528.19000000 0.000012553035 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GE7K0 5106471.16000000 PA USD 5550683.09000000 0.002142078072 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAJ1 13306000.00000000 PA USD 13302008.20000000 0.005133411443 Long DBT CORP NL N 2 2022-01-10 Fixed 2.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDQ6 38563000.00000000 PA USD 40577531.12000000 0.015659377099 Long DBT CORP US N 2 2024-04-29 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292GPC4 4095.32000000 PA USD 4558.62000000 0.000001759228 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3140Q8M44 3190920.10000000 PA USD 3335341.14000000 0.001287149888 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KCXN2 39979.04030000 PA USD 44527.46000000 0.000017183704 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31405DXK8 72136.84320000 PA USD 85580.27000000 0.000033026497 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31402HT76 29767.30980000 PA USD 34294.62000000 0.000013234723 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FDB9 6016252.03000000 PA USD 6703007.20000000 0.002586774368 Long ABS-MBS USGA US N 2 2039-12-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31412RLR6 2780805.61000000 PA USD 2910140.88000000 0.001123059786 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.00000000 N N N N N N IBM Credit LLC 549300ZNLJL43AQTG067 44932HAM5 10645000.00000000 PA USD 10934224.65000000 0.004219654137 Long DBT CORP US N 2 2021-11-30 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31385P2R4 11167.38000000 PA USD 12989.90000000 0.000005012964 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31374QA21 664.96000000 PA USD 688.93000000 0.000000265866 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 6.50000000 N N N N N N National Oilwell Varco Inc 549300EHF3IW1AR6U008 637071AM3 7150000.00000000 PA USD 5630625.00000000 0.002172928656 Long DBT CORP US N 2 2029-12-01 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31386QFL0 6986.66000000 PA USD 8380.36000000 0.000003234085 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140HN4K5 2675131.13000000 PA USD 2816378.05000000 0.001086875537 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410X7L4 6802.43430000 PA USD 6953.04000000 0.000002683265 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3622A2BC5 1647423.24000000 PA USD 1742446.61000000 0.000672431954 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 3.00000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2018-C8 N/A 46591ABA2 13125000.00000000 PA USD 14632012.50000000 0.005646676747 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.21060000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AT2 2000000.00000000 PA USD 2018300.00000000 0.000778887229 Long DBT CORP US N 2 2026-10-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31400GRW7 5735.40000000 PA USD 6775.06000000 0.000002614580 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36203N4J4 774.70000000 PA USD 824.75000000 0.000000318281 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FX84 21835536.23000000 PA USD 24321293.67000000 0.009385891615 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BGJ8 6652.82000000 PA USD 7632.85000000 0.000002945612 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AC5 5018000.00000000 PA USD 5408500.76000000 0.002087208132 Long DBT CORP CA N 2 2032-01-15 Fixed 7.20000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBE8 14982000.00000000 PA USD 15241188.60000000 0.005881765428 Long DBT CORP US N 2 2027-11-15 Fixed 3.15000000 N N N N N N Ginnie Mae I Pool N/A 36241KPB8 53968.95000000 PA USD 57786.17000000 0.000022300406 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31411BHQ9 14008.48190000 PA USD 14318.77000000 0.000005525792 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HEF7 1974.09000000 PA USD 2304.39000000 0.000000889292 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DV2 17160000.00000000 PA USD 18015426.00000000 0.006952378362 Long DBT CORP US N 2 2026-06-03 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31410LC26 2332074.78000000 PA USD 2587087.16000000 0.000998389313 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335H3F8 42710.16380000 PA USD 45541.85000000 0.000017575169 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 5.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC27 N/A 17323CAJ6 4550000.00000000 PA USD 4720625.00000000 0.001821748267 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.57100000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AE1 10215000.00000000 PA USD 10414090.35000000 0.004018927801 Long DBT CORP US N 2 2024-12-01 Fixed 4.20000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AL8 6025000.00000000 PA USD 6158514.00000000 0.002376647628 Long DBT CORP US N 2 2021-02-08 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36204RQJ0 1958.97000000 PA USD 2244.76000000 0.000000866280 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 8.00000000 N N N N N N Panama Government International Bond N/A 698299BB9 17850000.00000000 PA USD 18921000.00000000 0.007301850702 Long DBT NUSS PA N 2 2053-04-29 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31405NSJ5 9285.62510000 PA USD 10865.48000000 0.000004193124 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31386CUT7 2525.44000000 PA USD 2800.54000000 0.000001080763 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC19 N/A 17322AAD4 1700000.00000000 PA USD 1804244.00000000 0.000696280340 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.02300000 N N N N N N Fannie Mae Pool N/A 31389X6Y4 66657.17740000 PA USD 78445.50000000 0.000030273100 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DT2 3925000.00000000 PA USD 3949256.50000000 0.001524067509 Long DBT CORP US N 2 2022-05-02 Fixed 2.25000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AQ5 1240000.00000000 PA USD 1221871.20000000 0.000471535388 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128M4AH6 2248793.61000000 PA USD 2543430.55000000 0.000981541681 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132ADXY9 22997700.23000000 PA USD 24767833.22000000 0.009558216816 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.50000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AK9 5000000.00000000 PA USD 5281300.00000000 0.002038119767 Long DBT CORP US N 2 2030-03-27 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 3138LTJQ2 4874161.36000000 PA USD 5250300.39000000 0.002026156629 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8MQ4 1908420.23000000 PA USD 2244321.27000000 0.000866111666 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 6.00000000 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 891160NR0 15000000.00000000 PA USD 15437700.00000000 0.005957601637 Long DBT CORP CA Y 2 2022-01-18 Fixed 2.50000000 N N N N N N Regions Bank/Birmingham AL EQTWLK1G7ODGC2MGLV11 759187CD7 5500000.00000000 PA USD 5529975.00000000 0.002134086561 Long DBT CORP US N 2 2021-08-13 Variable 3.37400000 N N N N N N Ginnie Mae I Pool N/A 36209JLX7 6943.88000000 PA USD 7996.85000000 0.000003086084 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31386QHU8 6041.18000000 PA USD 6250.39000000 0.000002412103 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WFR40 22530629.89000000 PA USD 24025762.49000000 0.009271842434 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAW0 18853000.00000000 PA USD 19125237.32000000 0.007380668440 Long DBT CORP US N 2 2023-11-28 Fixed 3.21600000 N N N N N N American Airlines 2015-2 Class AA Pass Through Trust N/A 02377BAB2 867285.15000000 PA USD 795968.29000000 0.000307174124 Long DBT CORP US N 2 2027-09-22 Fixed 3.60000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2E8 8885000.00000000 PA USD 8904547.00000000 0.003436376130 Long DBT CORP US N 2 2022-11-29 Fixed 2.55000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCG5 34540000.00000000 PA USD 38436802.80000000 0.014833243249 Long DBT CORP US N 2 2044-06-15 Fixed 4.80000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAN7 5975000.00000000 PA USD 6101550.50000000 0.002354664700 Long DBT CORP US N 2 2029-01-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31418CND2 64055762.15000000 PA USD 67938181.89000000 0.026218194659 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 3.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAE7 10675000.00000000 PA USD 10916148.25000000 0.004212678228 Long DBT CORP US N 2 2023-01-29 Fixed 2.95000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AP0 1655000.00000000 PA USD 1903978.20000000 0.000734769016 Long DBT CORP US N 2 2046-05-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128PQE23 1175849.58000000 PA USD 1259499.52000000 0.000486056627 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418DBF8 8778863.44000000 PA USD 9288739.83000000 0.003584640951 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410DF62 680.80180000 PA USD 695.00000000 0.000000268209 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371NTU9 556934.96000000 PA USD 604335.69000000 0.000233220706 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 5.00000000 N N N N N N American Airlines 2014-1 Class A Pass Through Trust N/A 02377AAA6 2651832.71450000 PA USD 2360794.07000000 0.000911059977 Long DBT CORP US N 2 2026-10-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31404GX97 25708.97540000 PA USD 27052.78000000 0.000010440006 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293RYG0 6822.80000000 PA USD 7710.04000000 0.000002975400 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828F96 278940000.00000000 PA USD 286217544.60000000 0.110454932563 Long DBT UST US N 2 2021-10-31 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36204NF28 16441.31000000 PA USD 18327.46000000 0.000007072796 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MEU3 4745000.00000000 PA USD 6783262.20000000 0.002617745777 Long DBT USGSE US N 2 2029-05-15 Fixed 6.25000000 N N N N N N Ginnie Mae II Pool N/A 36179RD89 12033958.04810000 PA USD 12956842.29000000 0.005000207598 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4.00000000 N N N N N N BHP Billiton Finance USA Ltd 5493003NUVITP3TMY274 055451AR9 12266000.00000000 PA USD 13959934.60000000 0.005387313475 Long DBT CORP AU N 2 2042-02-24 Fixed 4.12500000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAX5 12302000.00000000 PA USD 12404352.64000000 0.004786994928 Long DBT CORP US N 2 2022-05-15 Fixed 3.12500000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AN3 5125000.00000000 PA USD 4785468.75000000 0.001846772282 Long DBT CORP US N 2 2021-03-01 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31417YTE7 36702.20000000 PA USD 36955.08000000 0.000014261427 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 3.50000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CR2 12130000.00000000 PA USD 13605493.20000000 0.005250530102 Long DBT CORP US N 2 2048-11-30 Fixed 5.55000000 N N N N N N Fannie Mae Pool N/A 31404QD30 16267.06370000 PA USD 19198.23000000 0.000007408837 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EMX4 281763.58000000 PA USD 302974.74000000 0.000116921743 Long ABS-MBS USGA US N 2 2037-04-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCLT0 1344.70000000 PA USD 1352.34000000 0.000000521884 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 5.00000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAU3 9200000.00000000 PA USD 9453184.00000000 0.003648102015 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46100000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20 N/A 61764RBD9 2786013.65000000 PA USD 2847333.81000000 0.001098821752 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.06900000 N N N N N N Fannie Mae Pool N/A 31418DLU4 12021546.72000000 PA USD 12849590.86000000 0.004958817929 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36204REY0 12995.64000000 PA USD 14236.07000000 0.000005493877 Long ABS-MBS USGA US N 2 2024-12-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 31288HPE4 129991.30020000 PA USD 141564.43000000 0.000054631485 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EGH6 2012.72000000 PA USD 2031.98000000 0.000000784166 Long ABS-MBS USGA US N 2 2020-12-20 Fixed 4.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVA4 4073000.00000000 PA USD 4014959.75000000 0.001549423216 Long DBT CORP US N 2 2022-06-13 Fixed 1.95000000 N N N N N N Fannie Mae Pool N/A 31402RDG1 5805762.30000000 PA USD 6801508.59000000 0.002624787287 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAW1 6159000.00000000 PA USD 7133908.11000000 0.002753064422 Long DBT CORP US N 2 2045-04-01 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 312945UY2 3299147.44000000 PA USD 3629557.06000000 0.001400691494 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CV8 2000000.00000000 PA USD 2049620.00000000 0.000790974009 Long DBT NUSS KR N 2 2022-03-19 Fixed 3.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBU5 9916000.00000000 PA USD 11917445.44000000 0.004599091345 Long DBT CORP US N 2 2041-11-15 Fixed 4.62500000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAB3 13925000.00000000 PA USD 14815782.25000000 0.005717595794 Long DBT CORP US N 2 2028-02-07 Variable 3.44200000 N N N N N N Fannie Mae Pool N/A 31389PP79 30151.57990000 PA USD 35479.36000000 0.000013691929 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418C4B7 10520070.24000000 PA USD 11075635.15000000 0.004274226219 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FMF1 4757.94000000 PA USD 4837.45000000 0.000001866832 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225B3E6 233763.96000000 PA USD 259199.82000000 0.000100028454 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCN9 31027000.00000000 PA USD 41396223.40000000 0.015975320696 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N Ginnie Mae I Pool N/A 36176XUX5 5412108.82000000 PA USD 5835227.49000000 0.002251887318 Long ABS-MBS USGA US N 2 2042-06-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31411DB73 67508.86400000 PA USD 70065.42000000 0.000027039122 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UL24 23069.26000000 PA USD 27603.52000000 0.000010652543 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36292KSV9 5097.19630000 PA USD 6015.15000000 0.000002321321 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BY5 11672000.00000000 PA USD 12175763.52000000 0.004698779525 Long DBT CORP US N 2 2025-05-01 Fixed 3.12500000 N N N N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419MAJ9 3461000.00000000 PA USD 3797928.35000000 0.001465668082 Long DBT CORP US N 2 2026-11-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138EGAF1 9043712.80000000 PA USD 10032823.67000000 0.003871792218 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138EHLC4 1069012.24000000 PA USD 1135964.48000000 0.000438382909 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 4.33000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EX2 32360000.00000000 PA USD 44601140.80000000 0.017212138431 Long DBT UST US N 2 2026-08-15 Fixed 6.75000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAV3 1133000.00000000 PA USD 1130167.50000000 0.000436145782 Long DBT CORP KY N 2 2022-03-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31297FDH3 8153.26310000 PA USD 9641.56000000 0.000003720798 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31375JUY4 1106.84000000 PA USD 1276.54000000 0.000000492632 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 7.00000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABB8 7645000.00000000 PA USD 8144600.75000000 0.003143103361 Long DBT CORP US N 2 2044-07-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296NMS3 237291.90790000 PA USD 265453.71000000 0.000102441908 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31403RUU0 60041.22490000 PA USD 65670.69000000 0.000025343141 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371KQ79 221403.38720000 PA USD 261966.70000000 0.000101096228 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418V4Y5 236430.87000000 PA USD 268292.29000000 0.000103537352 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAH7 6113000.00000000 PA USD 7034901.53000000 0.002714856544 Long DBT CORP US N 2 2046-11-21 Fixed 3.80000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137ATRW4 20750000.00000000 PA USD 21161472.50000000 0.008166477080 Long ABS-MBS USGSE US N 2 2022-05-25 Fixed 2.37300000 N N N N N N Fannie Mae Pool N/A 31376KTT3 158314.36000000 PA USD 181064.13000000 0.000069874913 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAE7 3522000.00000000 PA USD 3459801.48000000 0.001335180691 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FQ41 952617.60000000 PA USD 1010879.69000000 0.000390111123 Long ABS-MBS USGA US N 2 2026-03-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140J56N4 21008884.63000000 PA USD 23377006.11000000 0.009021479228 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297QN62 39036.68700000 PA USD 44687.64000000 0.000017245519 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506AL5 5100000.00000000 PA USD 5205366.00000000 0.002008815886 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBE8 11000000.00000000 PA USD 11146850.00000000 0.004301708921 Long DBT CORP US N 2 2021-11-14 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36213DGJ1 216.83000000 PA USD 232.92000000 0.000000089886 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.00000000 N N N N N N Cleveland Electric Illuminating Co/The N/A 186108CJ3 5515000.00000000 PA USD 6257484.45000000 0.002414841563 Long DBT CORP US N 2 2024-08-15 Fixed 5.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAM9 13830000.00000000 PA USD 13792105.80000000 0.005322546240 Long DBT CORP US N 2 2028-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31389SU28 39339.80680000 PA USD 45435.51000000 0.000017534131 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297UMT4 177195.82470000 PA USD 200165.72000000 0.000077246456 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S4JU2 603366.45940000 PA USD 651768.52000000 0.000251525628 Long ABS-MBS USGSE US N 2 2037-06-01 Floating 4.24500000 N N N N N N Fannie Mae Pool N/A 31410D2U3 10414.23250000 PA USD 10700.21000000 0.000004129344 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HUA1 35529.59370000 PA USD 41781.74000000 0.000016124096 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WEK6 2315000.00000000 PA USD 2872289.95000000 0.001108452639 Long DBT MUN US N 2 2051-10-01 Fixed 4.92600000 N N N N N N Fannie Mae Pool N/A 31410RJH3 40844.88830000 PA USD 48150.00000000 0.000018581687 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Darden Restaurants Inc CY1NFSCCB5GUXC7WZC70 237194AM7 5270000.00000000 PA USD 4103327.40000000 0.001583525398 Long DBT CORP US N 2 2048-02-15 Fixed 4.55000000 N N N N N N Fannie Mae Pool N/A 3138XQDM0 17434331.09000000 PA USD 19135050.09000000 0.007384455310 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132ADYF9 7626401.02000000 PA USD 8129133.38000000 0.003137134309 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 3.50000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBR8 4095000.00000000 PA USD 4463590.95000000 0.001722555610 Long DBT CORP US N 2 2046-05-13 Fixed 4.60000000 N N N N N N Fannie Mae Pool N/A 3138WDKR1 18409421.07000000 PA USD 19933168.85000000 0.007692459329 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BY8 3700000.00000000 PA USD 4142409.00000000 0.001598607476 Long DBT CORP US N 2 2028-11-01 Fixed 3.95000000 N N N N N N Korea International Bond N/A 50064FAM6 46175000.00000000 PA USD 49237326.00000000 0.019001300323 Long DBT NUSS KR N 2 2027-01-19 Fixed 2.75000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AR2 12845000.00000000 PA USD 15054468.45000000 0.005809707786 Long DBT CORP US N 2 2049-01-15 Fixed 4.45000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BD9 9200000.00000000 PA USD 9525312.00000000 0.003675937113 Long DBT NUSS JP N 2 2022-06-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GXX0 5605.93000000 PA USD 6252.63000000 0.000002412968 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31403DHA0 9955.13750000 PA USD 10156.73000000 0.000003919609 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138AFLJ7 694666.61000000 PA USD 749253.51000000 0.000289146306 Long ABS-MBS USGSE US N 2 2041-05-01 Floating 4.69300000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAH0 5170000.00000000 PA USD 5118300.00000000 0.001975216027 Long DBT CORP BM N 2 2024-05-01 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128KHXZ4 248992.97250000 PA USD 285286.19000000 0.000110095511 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ENW5 2337460.17850000 PA USD 2687658.46000000 0.001037201036 Long ABS-MBS USGA US N 2 2037-07-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138A2NX3 788950.40000000 PA USD 836823.91000000 0.000322940819 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418DGM8 64241141.25000000 PA USD 67862414.38000000 0.026188955028 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MEH79 2847749.54000000 PA USD 2960748.24000000 0.001142589800 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418BUC8 2393762.97000000 PA USD 2491404.56000000 0.000961464200 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 2.50000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746AG3 17380000.00000000 PA USD 17880544.00000000 0.006900325710 Long DBT CORP US N 2 2025-05-15 Fixed 4.00000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AJ7 11809000.00000000 PA USD 12057579.45000000 0.004653170814 Long DBT CORP US N 2 2022-11-21 Fixed 3.85000000 N N N N N N Ginnie Mae I Pool N/A 36200WCZ2 59481.65890000 PA USD 65803.37000000 0.000025394344 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31375KGX9 149.89000000 PA USD 169.95000000 0.000000065585 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 7.00000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAB1 19445000.00000000 PA USD 19833900.00000000 0.007654150237 Long DBT CORP KY N 2 2023-08-08 Fixed 4.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBST5 9144.35000000 PA USD 9494.03000000 0.000003663864 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36181AWN8 648869.58000000 PA USD 680229.45000000 0.000262509058 Long ABS-MBS USGA US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBZM2 182869.56840000 PA USD 194436.07000000 0.000075035312 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31398AFD9 7765000.00000000 PA USD 12278406.25000000 0.004738390639 Long DBT USGSE US N 2 2037-07-15 Fixed 5.62500000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AL0 2950000.00000000 PA USD 3057173.50000000 0.001179801515 Long DBT CORP US N 2 2028-10-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31410FSS5 2185744.04000000 PA USD 2570631.71000000 0.000992038949 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156AQ2 18907000.00000000 PA USD 20587643.23000000 0.007945029183 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDAY1 188785.66840000 PA USD 222414.06000000 0.000085832369 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PDRQ5 2324.08190000 PA USD 2338.35000000 0.000000902398 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294FHJ8 2263.08000000 PA USD 2637.82000000 0.000001017967 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293ATX6 9553.27000000 PA USD 10598.78000000 0.000004090201 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GR81 37823.15570000 PA USD 43538.23000000 0.000016801947 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAC6 5236000.00000000 PA USD 6245657.88000000 0.002410277542 Long DBT CORP NO N 2 2040-08-17 Fixed 5.10000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAJ9 21821000.00000000 PA USD 21921158.39000000 0.008459649372 Long DBT CORP US N 2 2022-05-06 Fixed 3.24500000 N N N N N N AutoNation Inc N/A 05329WAP7 6865000.00000000 PA USD 6740812.15000000 0.002601363772 Long DBT CORP US N 2 2027-11-15 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 31335GGU3 976.95000000 PA USD 1005.93000000 0.000000388200 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31407X7K1 52783.02140000 PA USD 60329.94000000 0.000023282078 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDQ4 10850000.00000000 PA USD 11077524.50000000 0.004274955343 Long DBT CORP US N 2 2022-03-15 Fixed 2.94600000 N N N N N N Ginnie Mae II Pool N/A 36179TXW0 34897268.43000000 PA USD 36962139.80000000 0.014264152341 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371JFU3 5882.39000000 PA USD 6947.81000000 0.000002681246 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208HP26 4920.36000000 PA USD 5384.65000000 0.000002078003 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 8.50000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CK5 5519000.00000000 PA USD 7523004.09000000 0.002903221431 Long DBT CORP US N 2 2038-04-15 Fixed 6.90000000 N N N N N N Fannie Mae Pool N/A 31384SNE5 7546.56000000 PA USD 9146.05000000 0.000003529575 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJY7 58422000.00000000 PA USD 61927904.22000000 0.023898753285 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844AF5 2000000.00000000 PA USD 2762640.00000000 0.001066137351 Long DBT CORP US N 2 2037-05-01 Fixed 7.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128PQA35 45584.31000000 PA USD 48106.49000000 0.000018564896 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.00000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBL2 9430000.00000000 PA USD 7213950.00000000 0.002783953589 Long DBT CORP US N 2 2047-04-15 Fixed 5.30000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAD5 10549000.00000000 PA USD 10615669.68000000 0.004096719787 Long DBT CORP US N 2 2023-08-16 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 31418CGR9 29075592.95000000 PA USD 31431006.73000000 0.012129618866 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMXL2 870908.90000000 PA USD 928789.51000000 0.000358431496 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCCA1 57354.02000000 PA USD 59017.29000000 0.000022775510 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211CGQ9 19095.37000000 PA USD 21250.47000000 0.000008200822 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138EPZP2 2976395.03000000 PA USD 3246502.88000000 0.001252866092 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297TCU5 56556.07560000 PA USD 63887.44000000 0.000024654962 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBXH5 13597.98060000 PA USD 14273.39000000 0.000005508279 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 5.50000000 N N N N N N COMM 2013-LC6 Mortgage Trust N/A 20048EAY7 4209249.28000000 PA USD 4310271.26000000 0.001663387623 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 2.94100000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154BY4 6480000.00000000 PA USD 6905606.40000000 0.002664959935 Long DBT NUSS KR N 2 2025-11-10 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36179UZT2 37372397.50000000 PA USD 39405829.65000000 0.015207202838 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WGQR8 22592841.72000000 PA USD 23875437.34000000 0.009213830078 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BM7 21850000.00000000 PA USD 21884960.00000000 0.008445679961 Long DBT CORP US N 2 2021-11-01 Fixed 1.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128L4EU4 101114.35000000 PA USD 115225.87000000 0.000044467105 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371FQB1 1199.49000000 PA USD 1241.35000000 0.000000479052 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 6.50000000 N N N N N N Arrow Electronics Inc 549300YNNLBXT8N8R512 042735BF6 6300000.00000000 PA USD 6053355.00000000 0.002336065454 Long DBT CORP US N 2 2028-01-12 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31391CLH6 122780.49310000 PA USD 144845.38000000 0.000055897644 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MWK5 1937911.63000000 PA USD 2140597.81000000 0.000826083485 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31388EVV5 12120.87000000 PA USD 12648.01000000 0.000004881025 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36176MZY2 5327542.07000000 PA USD 5717464.87000000 0.002206441249 Long ABS-MBS USGA US N 2 2041-08-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31402NE53 128444.37160000 PA USD 144262.30000000 0.000055672627 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296QCP3 42090.12220000 PA USD 48450.78000000 0.000018697762 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828UN8 70831000.00000000 PA USD 74195472.50000000 0.028632961417 Long DBT UST US N 2 2023-02-15 Fixed 2.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5G61 8143.75000000 PA USD 9550.75000000 0.000003685753 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UD64 7290.42000000 PA USD 8511.49000000 0.000003284690 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AG9 20346000.00000000 PA USD 20251798.02000000 0.007815422313 Long DBT CORP JP N 2 2021-09-13 Fixed 2.19000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAR8 12505000.00000000 PA USD 11548242.45000000 0.004456611291 Long DBT CORP US N 2 2030-03-15 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXTB6 125722.77610000 PA USD 148111.49000000 0.000057158077 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Emera US Finance LP N/A 29103DAF3 8220000.00000000 PA USD 8249098.80000000 0.003183430466 Long DBT CORP US N 2 2021-06-15 Fixed 2.70000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397XW8 15171000.00000000 PA USD 14488153.29000000 0.005591159678 Long DBT CORP US N 2 2021-03-18 Fixed 3.33600000 N N N N N N Ginnie Mae I Pool N/A 36211G2Q5 30844.05000000 PA USD 31677.46000000 0.000012224728 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371JYH1 37212.28000000 PA USD 43575.21000000 0.000016816218 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 7.50000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AU7 1277000.00000000 PA USD 1475816.13000000 0.000569535914 Long DBT CORP US N 2 2044-03-15 Fixed 5.20000000 N N N N N N Ginnie Mae II Pool N/A 36202EQB8 473685.80810000 PA USD 555301.87000000 0.000214297941 Long ABS-MBS USGA US N 2 2037-11-20 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HCE2 1832.42000000 PA USD 2147.05000000 0.000000828573 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31419AGU5 4616152.53000000 PA USD 5223545.88000000 0.002015831729 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31388YZT2 60727.65690000 PA USD 71219.57000000 0.000027484523 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HMS9 25464000.00000000 PA USD 25674078.00000000 0.009907948019 Long DBT CORP US N 2 2025-01-27 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 3138WJY77 6052085.29000000 PA USD 6555739.83000000 0.002529942047 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.50000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_17-A4 N/A 14041NFN6 15200000.00000000 PA USD 15168688.00000000 0.005853786540 Long ABS-CBDO CORP US N 2 2023-07-17 Fixed 1.99000000 N N N N N N Fannie Mae Pool N/A 31418CG81 18104297.88000000 PA USD 19429351.44000000 0.007498029885 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FX76 28122716.82000000 PA USD 30210266.09000000 0.011658519775 Long ABS-MBS USGA US N 2 2041-10-20 Fixed 3.50000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EAR7 5137000.00000000 PA USD 7322382.54000000 0.002825799064 Long DBT CORP US N 2 2037-10-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371NGU3 209242.41410000 PA USD 245070.99000000 0.000094575962 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 7.00000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DF0 4685000.00000000 PA USD 4643912.55000000 0.001792143973 Long DBT CORP US N 2 2050-08-15 Fixed 3.10000000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAJ0 12035000.00000000 PA USD 12418555.45000000 0.004792475970 Long DBT CORP US N 2 2022-06-01 Fixed 3.37500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HQW3 60462000.00000000 PA USD 63421614.90000000 0.024475194931 Long DBT CORP US N 2 2026-04-01 Fixed 3.30000000 N N N N N N Panama Government International Bond N/A 698299AV6 10524000.00000000 PA USD 12549870.00000000 0.004843151898 Long DBT NUSS PA N 2 2026-01-29 Fixed 7.12500000 N N N N N N Fannie Mae Pool N/A 31406JTL7 1279.52230000 PA USD 1308.89000000 0.000000505117 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207K7J3 19587.79000000 PA USD 21478.01000000 0.000008288632 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31410AAE6 233175.20340000 PA USD 275083.78000000 0.000106158273 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LR56 39470.71000000 PA USD 41511.74000000 0.000016019899 Long ABS-MBS USGSE US N 2 2041-06-01 Floating 4.44200000 N N N N N N Fannie Mae Pool N/A 31384VVL3 3268.14000000 PA USD 3798.23000000 0.000001465784 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KFF9 8860.65770000 PA USD 9283.75000000 0.000003582715 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAE0 18525000.00000000 PA USD 16255687.50000000 0.006273273251 Long DBT CORP US N 2 2023-07-15 Fixed 4.50000000 N N N N N N New York and Presbyterian Hospital/The 19EOSPKL8HML7MY3UE63 649322AF1 6600000.00000000 PA USD 6488790.00000000 0.002504105270 Long DBT CORP US N 2 2119-08-01 Fixed 3.95400000 N N N N N N Ginnie Mae I Pool N/A 36208FLU2 51198.40640000 PA USD 60578.47000000 0.000023377989 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418C2X1 39386971.77000000 PA USD 41466997.75000000 0.016002633404 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138XTDK8 185192.87000000 PA USD 198248.97000000 0.000076506758 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CC1 13065000.00000000 PA USD 13624312.65000000 0.005257792764 Long DBT CORP US N 2 2024-02-22 Fixed 3.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828C57 553069000.00000000 PA USD 564218871.00000000 0.217739123694 Long DBT UST US N 2 2021-03-31 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31371FMX7 177.64000000 PA USD 210.85000000 0.000000081369 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 8.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAT1 6425000.00000000 PA USD 7086710.75000000 0.002734850370 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3138WE4D8 2673039.91000000 PA USD 2850556.49000000 0.001100065425 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312941VL8 415072.85000000 PA USD 449017.51000000 0.000173281476 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CD8 37465000.00000000 PA USD 46833872.55000000 0.018073777557 Long DBT CORP US Y 2 2049-10-26 Fixed 4.25000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAS7 4800000.00000000 PA USD 4817376.00000000 0.001859085689 Long DBT CORP US N 2 2029-10-22 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWW6 19155857.64000000 PA USD 20697904.18000000 0.007987580263 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GY35 13671.92000000 PA USD 15319.25000000 0.000005911890 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 8.00000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661AK3 1214000.00000000 PA USD 1487817.70000000 0.000574167470 Long DBT CORP US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31412RLX3 1932527.16000000 PA USD 2033018.57000000 0.000784567310 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFL8 22068000.00000000 PA USD 24102448.92000000 0.009301436687 Long DBT CORP US N 2 2026-10-22 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36210DC66 10897.42000000 PA USD 11136.95000000 0.000004297888 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AK6 9781000.00000000 PA USD 12260972.55000000 0.004731662756 Long DBT CORP US N 2 2041-10-01 Fixed 4.80000000 N N N N N N Freddie Mac Gold Pool N/A 31335GH32 4678.77000000 PA USD 5262.54000000 0.000002030880 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1LE7 3272.63620000 PA USD 3418.53000000 0.000001319253 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 4.00000000 N N N N N N Barclays Commercial Mortgage Trust 2019-C5 N/A 05492JAX0 5375000.00000000 PA USD 5349737.50000000 0.002064530654 Long ABS-MBS CORP US N 2 2052-11-15 Variable 3.36600000 N N N N N N Fannie Mae Pool N/A 31418CCH5 44703042.31000000 PA USD 46880974.53000000 0.018091954801 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31407CDG9 14377.77330000 PA USD 16455.07000000 0.000006350217 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138MKE69 6135318.75000000 PA USD 6621481.41000000 0.002555312546 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QPF2 4694116.98000000 PA USD 4966094.12000000 0.001916477873 Long ABS-MBS USGA US N 2 2044-09-20 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TZ73 11572105.94000000 PA USD 12195495.29000000 0.004706394262 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293PGF6 7399.01000000 PA USD 8163.11000000 0.000003150246 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBS7 66145000.00000000 PA USD 70976230.80000000 0.027390615755 Long DBT CORP US Y 2 2049-11-21 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31419B4N2 701655.94000000 PA USD 741046.90000000 0.000285979273 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138W9HJ2 423920.98000000 PA USD 455765.92000000 0.000175885772 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7AX4 3325960.96000000 PA USD 3766551.01000000 0.001453559174 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WCAD5 4724977.88000000 PA USD 5193459.44000000 0.002004220995 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896BK5 1280000.00000000 PA USD 1321228.80000000 0.000509878729 Long DBT CORP US N 2 2022-03-15 Fixed 5.05000000 N N N N N N Fannie Mae Pool N/A 31400Y4F0 21120.70520000 PA USD 25031.20000000 0.000009659853 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A94J7 910416.08000000 PA USD 996277.42000000 0.000384475925 Long ABS-MBS USGA US N 2 2040-01-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31387EM87 49727.80540000 PA USD 54789.10000000 0.000021143799 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213JDT9 7629.92000000 PA USD 8907.93000000 0.000003437681 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31386FRT4 26682.51000000 PA USD 31403.98000000 0.000012119188 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293SD97 1707.70000000 PA USD 1881.68000000 0.000000726163 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31419JS41 1784824.30000000 PA USD 1963503.06000000 0.000757740404 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36202SVU9 70994.84160000 PA USD 77409.94000000 0.000029873464 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRXH7 149618.70000000 PA USD 158142.48000000 0.000061029162 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 4.00000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BM7 20625000.00000000 PA USD 21037293.75000000 0.008118554946 Long DBT CORP US N 2 2027-11-15 Fixed 3.05000000 N N N N N N Ginnie Mae I Pool N/A 36200SP95 35111.54000000 PA USD 39381.10000000 0.000015197659 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LCD86 257650.67000000 PA USD 291088.57000000 0.000112334722 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWW9 15592500.00000000 PA USD 16784702.55000000 0.006477426779 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Panama Government International Bond N/A 698299BH6 31728000.00000000 PA USD 34583520.00000000 0.013346213191 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RWY6 40300.46000000 PA USD 44509.04000000 0.000017176595 Long ABS-MBS USGA US N 2 2028-02-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418CEG5 32952348.63000000 PA USD 34824371.56000000 0.013439160822 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_19-A N/A 34532FAD4 3450000.00000000 PA USD 3429472.50000000 0.001323476358 Long ABS-CBDO CORP US N 2 2022-05-15 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31371E3S2 660.41000000 PA USD 770.94000000 0.000000297515 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 3138WJM96 184095599.58000000 PA USD 193073942.00000000 0.074509650598 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDAY9 1452969.98000000 PA USD 1521535.63000000 0.000587179642 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213ER57 59896.87000000 PA USD 67672.68000000 0.000026115734 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140QB7C6 585713.39000000 PA USD 618437.20000000 0.000238662655 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5L32 1719718.24720000 PA USD 2023042.15000000 0.000780717284 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31386SCP0 1250.94000000 PA USD 1386.35000000 0.000000535009 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWV1 27730888.70000000 PA USD 29136012.83000000 0.011243951997 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N ALLY MASTER OWNER TRUST AMOT_18-1 N/A 02005AGP7 23500000.00000000 PA USD 22899575.00000000 0.008837232587 Long ABS-CBDO CORP US N 2 2023-01-17 Fixed 2.70000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BJ2 27056000.00000000 PA USD 26449945.60000000 0.010207365036 Long DBT CORP US N 2 2028-02-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36225BND6 18570.58140000 PA USD 21564.72000000 0.000008322095 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAJ2 23128000.00000000 PA USD 24018196.72000000 0.009268922709 Long DBT CORP GB N 2 2024-03-13 Fixed 4.00000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BN1 7551000.00000000 PA USD 7631720.19000000 0.002945176334 Long DBT CORP US N 2 2023-04-15 Fixed 3.00000000 N N N N N N Chile Government International Bond N/A 168863CF3 15039000.00000000 PA USD 15515435.52000000 0.005987600747 Long DBT NUSS CL N 2 2028-02-06 Fixed 3.24000000 N N N N N N Freddie Mac Gold Pool N/A 31292H7J7 439451.61000000 PA USD 497845.94000000 0.000192124978 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M82X1 833940.04000000 PA USD 971148.19000000 0.000374778240 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3133KHAY2 58836254.38000000 PA USD 61787480.90000000 0.023844562169 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213E3Y0 24416.81000000 PA USD 27012.81000000 0.000010424581 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.50000000 N N N N N N COMM 2014-UBS4 Mortgage Trust 5493004GWEVMOU8S3L34 12591QAT9 2144000.00000000 PA USD 2214580.48000000 0.000854634323 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.96800000 N N N N N N Ginnie Mae I Pool N/A 36207UF52 1163.31000000 PA USD 1245.85000000 0.000000480789 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132FCBQ7 6061287.87000000 PA USD 6466484.96000000 0.002495497476 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211BE91 27776.58000000 PA USD 28659.88000000 0.000011060206 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XG0 227735000.00000000 PA USD 236844400.00000000 0.091401218141 Long DBT UST US N 2 2022-06-30 Fixed 2.12500000 N N N N N N Ginnie Mae II Pool N/A 36179NM96 45526924.96000000 PA USD 48167486.61000000 0.018588435913 Long ABS-MBS USGA US N 2 2043-09-20 Fixed 3.00000000 N N N N N N Fannie Mae-Aces N/A 3136AWWF0 1455000.00000000 PA USD 1622936.10000000 0.000626311352 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 3.17520000 N N N N N N Fannie Mae Pool N/A 31404M3F3 27853.21450000 PA USD 30476.71000000 0.000011761343 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 4.50000000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAY1 6300000.00000000 PA USD 5667606.00000000 0.002187200087 Long DBT CORP CA N 2 2025-01-15 Fixed 2.50000000 N N N N N N Texas Eastern Transmission LP 549300SIOULUXXIDGA69 882389CC1 5860000.00000000 PA USD 7241846.60000000 0.002794719236 Long DBT CORP US N 2 2032-07-15 Fixed 7.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCE0 5350000.00000000 PA USD 5548057.00000000 0.002141064631 Long DBT CORP US N 2 2024-03-11 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAD55 56238036.04000000 PA USD 61680190.79000000 0.023803157572 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K4UA1 19701.67330000 PA USD 22190.39000000 0.000008563549 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05574LFY9 21210000.00000000 PA USD 21658591.50000000 0.008358321523 Long DBT CORP FR N 2 2023-03-03 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31371LK57 26123.80650000 PA USD 30744.32000000 0.000011864617 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.50000000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BHC9 8990000.00000000 PA USD 9544593.10000000 0.003683377930 Long DBT NUSS CA N 2 2023-03-15 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36213TCN1 75558.01030000 PA USD 82133.07000000 0.000031696179 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160AN4 12233000.00000000 PA USD 18300078.68000000 0.007062229393 Long DBT CORP US N 2 2037-08-15 Fixed 5.95000000 N N N N N N Louisville Gas & Electric Co KO3GRIB3RPH1XDX50U72 546676AW7 4250000.00000000 PA USD 4465220.00000000 0.001723184281 Long DBT CORP US N 2 2025-10-01 Fixed 3.30000000 N N N N N N Janus Capital Group Inc 8T2ZO87FU1KVPZIG9I59 47102XAJ4 3950000.00000000 PA USD 4043378.00000000 0.001560390174 Long DBT CORP US N 2 2025-08-01 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUW8 3787223.21000000 PA USD 4121672.89000000 0.001590605152 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138WEMY2 114878.83000000 PA USD 120839.89000000 0.000046633625 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.00000000 N N N N N N Baidu Inc 254900AL64IANZYI1E02 056752AJ7 8950000.00000000 PA USD 9305046.50000000 0.003590933899 Long DBT CORP KY N 2 2027-07-06 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 31294C5W9 1198.54000000 PA USD 1396.62000000 0.000000538973 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31410TB61 4341.43490000 PA USD 4434.86000000 0.000001711467 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AJ0 15350000.00000000 PA USD 14104654.50000000 0.005443162695 Long DBT CORP US N 2 2030-02-15 Fixed 2.80000000 N N N N N N Ginnie Mae I Pool N/A 36291FF86 37625.20290000 PA USD 41290.27000000 0.000015934431 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAL6 8167000.00000000 PA USD 8560486.06000000 0.003303598707 Long DBT CORP NO N 2 2043-05-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31401W5P0 79048.46300000 PA USD 91011.66000000 0.000035122538 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UMM1 29619505.09000000 PA USD 31377718.91000000 0.012109054429 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 4.50000000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747AV9 13415000.00000000 PA USD 14613227.80000000 0.005639427497 Long DBT CORP US N 2 2044-12-01 Fixed 4.50000000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-1 N/A 36259KAE7 530000.00000000 PA USD 520550.10000000 0.000200886798 Long ABS-CBDO CORP US N 2 2023-12-20 Fixed 1.70000000 N N N N N N Ginnie Mae II Pool N/A 36225FJF7 458823.01000000 PA USD 484852.04000000 0.000187110470 Long ABS-MBS USGA US N 2 2041-10-20 Floating 3.12500000 N N N N N N Whirlpool Corp WHENKOULSSK7WUM60H03 96332HCE7 4380000.00000000 PA USD 4603029.60000000 0.001776366730 Long DBT CORP US N 2 2022-06-01 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 3138E42Q3 4624729.08000000 PA USD 5038966.06000000 0.001944600066 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283G3T2 51124.98640000 PA USD 56747.71000000 0.000021899651 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FDL41 3682.60000000 PA USD 4042.06000000 0.000001559881 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138EJRB6 2306151.62000000 PA USD 2498945.90000000 0.000964374497 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156AT6 4250000.00000000 PA USD 4275925.00000000 0.001650132972 Long DBT CORP US N 2 2027-12-15 Fixed 3.40000000 N N N N N N CGMS Commercial Mortgage Trust 2017-B1 N/A 17326CBB9 2675000.00000000 PA USD 2729730.50000000 0.001053437163 Long ABS-MBS CORP US N 2 2050-08-15 Variable 3.71100000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B4GY6 17660000.00000000 PA USD 18784588.80000000 0.007249207912 Long ABS-MBS USGSE US N 2 2023-05-25 Variable 3.31000000 N N N N N N Cleveland Clinic Foundation/The 5493005LGDPOFHUC6Z36 18600TAA0 4285000.00000000 PA USD 5894231.75000000 0.002274657800 Long DBT CORP US N 2 2114-01-01 Fixed 4.85800000 N N N N N N Northwestern University OBWWNZE695DUK77DTI34 668444AQ5 4294000.00000000 PA USD 4555676.36000000 0.001758092523 Long DBT CORP US N 2 2057-12-01 Fixed 3.66200000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CU0 33320000.00000000 PA USD 35860650.00000000 0.013839073642 Long DBT CORP N/A N 2 2026-06-02 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36208UXV4 3516.68000000 PA USD 3987.11000000 0.000001538675 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAU4 7000000.00000000 PA USD 7260120.00000000 0.002801771170 Long DBT CORP US N 2 2029-03-15 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128K0MG5 36927.41000000 PA USD 42276.71000000 0.000016315111 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAF9 11395000.00000000 PA USD 9087512.50000000 0.003506984806 Long DBT CORP US N 2 2025-02-01 Fixed 2.30000000 N N N N N N First Horizon National Corp TF3RXI1ZB1TQ30H9JV10 320517AB1 5513000.00000000 PA USD 5461508.58000000 0.002107664513 Long DBT CORP US N 2 2020-12-15 Fixed 3.50000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PCX2 9482000.00000000 PA USD 9694870.90000000 0.003741372014 Long DBT CORP US N 2 2042-12-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31383D7J6 15242.10000000 PA USD 18094.35000000 0.000006982836 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Benchmark 2020-B17 Mortgage Trust N/A 08162MBB3 1655000.00000000 PA USD 1526538.90000000 0.000589110466 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.58250000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BN3 39260000.00000000 PA USD 44516914.00000000 0.017179634255 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283P3 361825000.00000000 PA USD 393144572.00000000 0.151719410662 Long DBT UST US N 2 2024-12-31 Fixed 2.25000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCA7 18280000.00000000 PA USD 18892014.40000000 0.007290664796 Long DBT CORP US N 2 2028-02-15 Fixed 3.15000000 N N N N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115AC8 5300000.00000000 PA USD 5205819.00000000 0.002008990704 Long DBT CORP US N 2 2021-05-15 Fixed 2.00000000 N N N N N N Morgan Stanley Capital I Trust 2016-BNK2 N/A 61690YBU5 5850000.00000000 PA USD 5936872.50000000 0.002291113399 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 3.04900000 N N N N N N Fannie Mae Pool N/A 31400GVS1 125015.15580000 PA USD 143937.45000000 0.000055547263 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36212WLL9 2849.62160000 PA USD 3450.52000000 0.000001331598 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Comm 2013-CCRE13 Mortgage Trust N/A 12630BAY4 443098.52000000 PA USD 455983.82000000 0.000175969862 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 3.70600000 N N N N N N Ginnie Mae I Pool N/A 36201AYZ5 10533.01000000 PA USD 11049.65000000 0.000004264198 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KHTZ9 20142.07700000 PA USD 23039.72000000 0.000008891316 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KGRQ3 59254.01040000 PA USD 66667.87000000 0.000025727965 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBB7 14938000.00000000 PA USD 12902697.50000000 0.004979312446 Long DBT CORP US N 2 2023-01-31 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31407KJX8 213764.33000000 PA USD 244103.90000000 0.000094202750 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293XWZ7 110.39000000 PA USD 116.37000000 0.000000044908 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31413E4L6 181187.91940000 PA USD 211719.90000000 0.000081705359 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31307QMD6 92619.45000000 PA USD 96911.44000000 0.000037399337 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312944VP3 8467048.06000000 PA USD 9310874.07000000 0.003593182832 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MVP5 444007.48000000 PA USD 507855.76000000 0.000195987893 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAT9 753000.00000000 PA USD 561037.71000000 0.000216511473 Long DBT CORP US N 2 2025-03-15 Fixed 4.50000000 N N N N N N McKesson Corp 549300WZWOM80UCFSF54 581557BE4 12080000.00000000 PA USD 12463298.40000000 0.004809742834 Long DBT CORP US N 2 2024-03-15 Fixed 3.79600000 N N N N N N Freddie Mac Gold Pool N/A 31297TZ97 168144.29050000 PA USD 192506.72000000 0.000074290752 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K0SX2 47962.61310000 PA USD 54854.36000000 0.000021168984 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293T4V6 11112.00000000 PA USD 12704.57000000 0.000004902852 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292VVC4 5525.58000000 PA USD 6094.88000000 0.000002352090 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YUB2 7523.83000000 PA USD 8314.58000000 0.000003208700 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LF67 5373.61500000 PA USD 5508.12000000 0.000002125652 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GE68 2829.60000000 PA USD 3135.59000000 0.000001210063 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 7.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WDJ7 6150000.00000000 PA USD 5817715.50000000 0.002245129221 Long DBT CORP US N 2 2027-01-08 Fixed 2.35000000 N N N N N N Fannie Mae Pool N/A 3138A5FX5 1090003.64000000 PA USD 1194109.89000000 0.000460821951 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2016-BNK1 549300DNBJ7A0SEFVK31 95000GAY0 7850000.00000000 PA USD 7786258.00000000 0.003004814409 Long ABS-MBS CORP US N 2 2049-08-15 Fixed 2.65200000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285Z9 778645000.00000000 PA USD 841785323.10000000 0.324855491391 Long DBT UST US N 2 2024-01-31 Fixed 2.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-LC20 549300W6NRTMFPYUPG47 94989EAF4 1536000.00000000 PA USD 1562449.92000000 0.000602968978 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 2.97800000 N N N N N N Fannie Mae-Aces N/A 3136AMLX5 9561584.45000000 PA USD 10081447.80000000 0.003890556878 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.62000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4UX9 2753201.44330000 PA USD 3242280.15000000 0.001251236488 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAM9 1200000.00000000 PA USD 1205880.00000000 0.000465364183 Long DBT CORP US N 2 2023-01-27 Fixed 1.85000000 N N N N N N Fannie Mae Pool N/A 3138M5EK1 2196524.00000000 PA USD 2369851.71000000 0.000914555434 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31408DZD9 252013.45630000 PA USD 297920.23000000 0.000114971145 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293FHB6 6739.17000000 PA USD 7316.31000000 0.000002823455 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31410LEA6 1966229.69000000 PA USD 2077164.37000000 0.000801603726 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GBE4 900.81000000 PA USD 983.68000000 0.000000379614 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 7.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS1 5493002S7XBI8CVRR075 94989HAF7 430434.98000000 PA USD 430245.59000000 0.000166037157 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.63200000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400ES8 5535000.00000000 PA USD 6911941.95000000 0.002667404903 Long DBT CORP US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BG1 5190000.00000000 PA USD 5149881.30000000 0.001987403646 Long DBT CORP US N 2 2025-03-15 Fixed 3.55000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAN4 3755000.00000000 PA USD 3332562.50000000 0.001286077576 Long DBT CORP US N 2 2024-09-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31380AF72 707.51000000 PA USD 820.07000000 0.000000316475 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K2DA4 19273.70060000 PA USD 22067.04000000 0.000008515946 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FYD2 4250233.59000000 PA USD 4460747.66000000 0.001721458349 Long ABS-MBS USGA US N 2 2026-10-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209ADK3 8398.02000000 PA USD 9162.24000000 0.000003535823 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BEL8 23135.11000000 PA USD 26925.80000000 0.000010391003 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M72H8 1715806.77000000 PA USD 1910224.84000000 0.000737179672 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31410LDE9 928.61000000 PA USD 984.61000000 0.000000379973 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WET66 13274653.09000000 PA USD 14117593.56000000 0.005448156040 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410EMB1 1654.33730000 PA USD 1690.87000000 0.000000652527 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.00000000 N N N N N N CC Holdings GS V LLC / Crown Castle GS III Corp N/A 14987BAE3 12162000.00000000 PA USD 12214783.08000000 0.004713837662 Long DBT CORP US N 2 2023-04-15 Fixed 3.84900000 N N N N N N Ginnie Mae I Pool N/A 36210JHF8 5625.26000000 PA USD 6812.08000000 0.000002628866 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BSP72 10475000.00000000 PA USD 11195470.50000000 0.004320472180 Long ABS-MBS USGSE US N 2 2026-08-25 Fixed 2.65300000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AN1 10015000.00000000 PA USD 10431023.10000000 0.004025462361 Long DBT CORP US N 2 2026-03-15 Fixed 3.50000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AQ3 5653000.00000000 PA USD 5967759.04000000 0.002303032901 Long DBT CORP US N 2 2025-03-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31410MLR9 704179.60000000 PA USD 828410.97000000 0.000319694161 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LWT8 765518.71000000 PA USD 818056.26000000 0.000315698148 Long ABS-MBS USGSE US N 2 2042-03-01 Floating 4.15600000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AJ7E3 20970000.00000000 PA USD 21497395.50000000 0.008296113970 Long DBT USGSE US N 2 2023-02-17 Fixed 1.37500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJJ0 31599000.00000000 PA USD 32782066.56000000 0.012651009763 Long DBT CORP US N 2 2023-05-01 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36241LXP6 1954954.60000000 PA USD 2186929.51000000 0.000843963468 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 5.00000000 N N N N N N Providence St Joseph Health Obligated Group N/A 743820AA0 8645000.00000000 PA USD 8407867.65000000 0.003244701353 Long DBT CORP US N 2 2029-10-01 Fixed 2.53200000 N N N N N N Freddie Mac Gold Pool N/A 31283HRL1 359482.11000000 PA USD 428517.05000000 0.000165370092 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 15053000.00000000 PA USD 15060978.09000000 0.005812219937 Long DBT CORP NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JQ5 11060000.00000000 PA USD 11311504.40000000 0.004365251114 Long DBT CORP US N 2 2022-01-27 Fixed 2.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FC2 5650000.00000000 PA USD 6500777.00000000 0.002508731203 Long DBT CORP US N 2 2036-02-01 Fixed 5.62500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LV1 26150000.00000000 PA USD 26444449.00000000 0.010205243829 Long DBT CORP US N 2 2023-01-24 Variable 3.14200000 N N N N N N WFRBS Commercial Mortgage Trust 2013-UBS1 N/A 92938JAK8 575000.00000000 PA USD 603744.25000000 0.000232992462 Long ABS-MBS CORP US N 2 2046-03-15 Variable 4.73830000 N N N N N N Fannie Mae Pool N/A 31385WZ93 25723.91410000 PA USD 30761.17000000 0.000011871120 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 7.50000000 N N N N N N AEP TRANSMISSION COMPANY LLC 549300X123Z1I0LA3Y84 00115AAM1 5450000.00000000 PA USD 5639278.50000000 0.002176268150 Long DBT CORP US N 2 2050-04-01 Fixed 3.65000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DD9 16465000.00000000 PA USD 20226923.20000000 0.007805822809 Long DBT CORP US N 2 2047-09-12 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1H36 49.69000000 PA USD 50.02000000 0.000000019303 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132M75T1 3626676.91000000 PA USD 3927691.09000000 0.001515745147 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298T4Q2 1233.79000000 PA USD 1288.09000000 0.000000497090 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 589331AS6 9972000.00000000 PA USD 11192273.64000000 0.004319238472 Long DBT CORP US N 2 2042-09-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 3138Y3Z87 10576804.30000000 PA USD 11597465.91000000 0.004475607240 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31416BLC0 1386886.20000000 PA USD 1591077.46000000 0.000614016704 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31411FFC3 191668.23660000 PA USD 225942.35000000 0.000087193980 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FBZ57 7469.52000000 PA USD 8091.73000000 0.000003122699 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202F2L9 10114946.00000000 PA USD 10865677.29000000 0.004193200853 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 3.50000000 N N N N N N Delta Air Lines 2007-1 Class A Pass Through Trust N/A 247367BH7 3330527.94240000 PA USD 3427479.61000000 0.001322707277 Long DBT CORP US N 2 2022-08-10 Fixed 6.82100000 N N N N N N Freddie Mac Gold Pool N/A 3128M1Q77 10601.04080000 PA USD 10784.76000000 0.000004161973 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KF45 1090617.25960000 PA USD 1244372.48000000 0.000480218913 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 07330NAT2 5250000.00000000 PA USD 5178390.00000000 0.001998405510 Long DBT CORP US N 2 2024-12-06 Fixed 2.15000000 N N N N N N Ginnie Mae I Pool N/A 36201LKY9 119621.35600000 PA USD 134523.78000000 0.000051914410 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAD1 19665000.00000000 PA USD 22921720.65000000 0.008845778871 Long DBT CORP CA N 2 2037-10-15 Fixed 6.20000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FK7 8000000.00000000 PA USD 8058640.00000000 0.003109930032 Long DBT CORP US N 2 2024-08-30 Fixed 1.75000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBP8 8000000.00000000 PA USD 8492320.00000000 0.003277292572 Long DBT CORP US N 2 2049-06-01 Fixed 3.80000000 N N N N N N Ginnie Mae I Pool N/A 36202T5H5 5685.40340000 PA USD 6540.72000000 0.000002524145 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214CX9 23225000.00000000 PA USD 23981438.25000000 0.009254737155 Long DBT CORP AU N 2 2026-05-13 Fixed 2.85000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMPH0 2132179.27000000 PA USD 2232860.78000000 0.000861688919 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31416BK72 20218875.10000000 PA USD 23082878.76000000 0.008907971802 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31413TZV7 3429.41670000 PA USD 4052.82000000 0.000001564033 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200NMR9 124638.52760000 PA USD 139258.63000000 0.000053741648 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31411EWL7 21280.25110000 PA USD 22090.39000000 0.000008524957 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36211NYP7 10729.32000000 PA USD 11561.92000000 0.000004461889 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.50000000 N N N N N N Entergy Gulf States Louisiana LLC 8F4SD5Y4YNDDSMHFUP83 29365PAP7 4146000.00000000 PA USD 4778555.22000000 0.001844104264 Long DBT CORP US N 2 2024-10-01 Fixed 5.59000000 N N N N N N Freddie Mac Gold Pool N/A 31292GJB3 779.71000000 PA USD 797.76000000 0.000000307865 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 7.50000000 N N N N N N COMM 2014-CCRE19 Mortgage Trust N/A 12592GBD4 8400000.00000000 PA USD 8743896.00000000 0.003374378899 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.79600000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CA8 5000000.00000000 PA USD 5096300.00000000 0.001966725951 Long DBT CORP US N 2 2027-04-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418CQC1 7215581.03000000 PA USD 7812598.20000000 0.003014979422 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31406MCZ7 8358.92990000 PA USD 9508.28000000 0.000003669364 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179R7J2 39153299.83470000 PA USD 41567100.77000000 0.016041264412 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209FDH9 5512.39000000 PA USD 5647.44000000 0.000002179417 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Iberdrola International BV 549300ZMLFJKWC63XN87 29266MAF6 3450000.00000000 PA USD 4857703.50000000 0.001874648576 Long DBT CORP NL N 2 2036-07-15 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 3138ERJE1 9653208.52000000 PA USD 10186837.89000000 0.003931228233 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 3.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BE3 1900000.00000000 PA USD 1846914.00000000 0.000712747227 Long DBT CORP JP N 2 2039-03-07 Fixed 4.15300000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DK1 49915000.00000000 PA USD 52401765.30000000 0.020222497053 Long DBT CORP N/A N 2 2025-03-14 Fixed 1.75000000 N N N N N N Freddie Mac Gold Pool N/A 31335GDR3 2751.59000000 PA USD 3038.06000000 0.000001172425 Long ABS-MBS USGSE US N 2 2024-02-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CWP1 180508.78660000 PA USD 207845.04000000 0.000080210002 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417DSZ7 21658130.83000000 PA USD 23366957.35000000 0.009017601286 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.50000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QCY8 12300000.00000000 PA USD 12483639.00000000 0.004817592526 Long DBT CORP N/A N 2 2021-11-02 Fixed 1.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132QUBW2 234021.81000000 PA USD 253660.92000000 0.000097890923 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128FBVN2 699.59000000 PA USD 725.71000000 0.000000280060 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FB7 2198000.00000000 PA USD 2895513.32000000 0.001117414828 Long DBT CORP US N 2 2046-11-15 Fixed 4.75000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677052AA0 8050000.00000000 PA USD 8904829.50000000 0.003436485150 Long DBT CORP US N 2 2040-11-01 Fixed 5.37500000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AN0 23913000.00000000 PA USD 33775199.46000000 0.013034272178 Long DBT CORP US N 2 2037-04-01 Fixed 5.95000000 N N N N N N American Express Credit Corp 9ET6B8VCXWW51H8Z3M54 0258M0EL9 24617000.00000000 PA USD 25991120.94000000 0.010030298857 Long DBT CORP US N 2 2027-05-03 Fixed 3.30000000 N N N N N N Freddie Mac Gold Pool N/A 312945NY0 611119.79000000 PA USD 672775.67000000 0.000259632551 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417ECJ8 3751100.10000000 PA USD 4040797.56000000 0.001559394350 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211APD2 14609.00000000 PA USD 15272.54000000 0.000005893864 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31384JDX4 1895.43000000 PA USD 1939.08000000 0.000000748315 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3140X4Z74 5649818.89000000 PA USD 5957790.52000000 0.002299185925 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31401Y6N0 2736.55000000 PA USD 2929.83000000 0.000001130658 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 4.26800000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PDK9 9875000.00000000 PA USD 10277406.25000000 0.003966179696 Long DBT CORP US N 2 2026-02-13 Fixed 3.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0N82 133695000.00000000 PA USD 135177677.60000000 0.052166757576 Long DBT USGSE US N 2 2021-08-17 Fixed 1.25000000 N N N N N N Xilinx Inc 6EY4K7ZMF9UX1CU6KC79 983919AH4 10700000.00000000 PA USD 10621569.00000000 0.004098996409 Long DBT CORP US N 2 2021-03-15 Fixed 3.00000000 N N N N N N DIGNITY HEALTH TFVG45LTYVO3XKPZWP18 254010AB7 6025000.00000000 PA USD 6505493.75000000 0.002510551456 Long DBT MUN US N 2 2042-11-01 Fixed 4.50000000 N N N N N N COMM 2014-CCRE17 Mortgage Trust N/A 12631DBB8 2225000.00000000 PA USD 2365998.25000000 0.000913068335 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.97700000 N N N N N N TD Ameritrade Holding Corp ZI85ER3E6RXD4HPHW309 87236YAD0 6325000.00000000 PA USD 6568639.00000000 0.002534919998 Long DBT CORP US N 2 2025-04-01 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 3138EEPX1 13973636.27000000 PA USD 15076715.12000000 0.005818293054 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117AV2 1360000.00000000 PA USD 1350330.40000000 0.000521109401 Long DBT CORP US N 2 2029-05-01 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 31283GMQ7 573.04000000 PA USD 661.19000000 0.000000255161 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 10.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FNAE0 15850000.00000000 PA USD 17523760.00000000 0.006762638299 Long ABS-MBS USGSE US N 2 2029-06-25 Fixed 2.78500000 N N N N N N Freddie Mac Pool N/A 31329QH87 13971826.01000000 PA USD 15057856.05000000 0.005811015103 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 5.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C31 N/A 46644YAU4 2960000.00000000 PA USD 3148048.80000000 0.001214871430 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.80140000 N N N N N N Fannie Mae Pool N/A 31418AWX2 9322362.20000000 PA USD 9985461.82000000 0.003853514687 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5DW7 202498.04270000 PA USD 238955.79000000 0.000092216029 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31403MUW7 19836.96900000 PA USD 23343.95000000 0.000009008722 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.50000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CC7 9415000.00000000 PA USD 6920025.00000000 0.002670524253 Long DBT CORP US N 2 2022-02-15 Fixed 3.12500000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BQ8 13449000.00000000 PA USD 13283846.28000000 0.005126402530 Long DBT CORP US N 2 2023-09-01 Fixed 3.50000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BQ2 13385000.00000000 PA USD 14110734.70000000 0.005445509120 Long DBT CORP US N 2 2048-10-01 Fixed 5.40000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JJ0 11792000.00000000 PA USD 12462846.88000000 0.004809568587 Long DBT CORP US N 2 2046-06-15 Fixed 3.65000000 N N N N N N Ginnie Mae I Pool N/A 36211BGC2 3635.34000000 PA USD 4024.87000000 0.000001553247 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFE9 13935000.00000000 PA USD 14395969.80000000 0.005555584915 Long DBT CORP US N 2 2023-04-01 Fixed 3.35000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AGWK7 19950000.00000000 PA USD 20729247.00000000 0.007999675850 Long DBT USGSE US N 2 2024-08-15 Fixed 1.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC29 N/A 17323VBD6 4365000.00000000 PA USD 4324230.90000000 0.001668774823 Long ABS-MBS CORP US N 2 2048-04-10 Variable 3.75800000 N N N N N N Georgetown University/The 549300GCL3B0KVXSX752 37310PAB7 3412000.00000000 PA USD 4719137.20000000 0.001821174106 Long DBT CORP US N 2 2118-10-01 Fixed 5.21500000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RBL5 5525000.00000000 PA USD 5845284.25000000 0.002255768347 Long DBT CORP US N 2 2026-09-20 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31373TU57 710.94000000 PA USD 782.70000000 0.000000302053 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FCN4 7562688.35000000 PA USD 8426347.36000000 0.003251832904 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31307DJU1 2832415.25000000 PA USD 2941264.97000000 0.001135070962 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJX47 44514621.33000000 PA USD 47919099.57000000 0.018492580246 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAN9 23700000.00000000 PA USD 23991984.00000000 0.009258806892 Long DBT CORP US N 2 2022-10-15 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128PY4Z4 2366744.90000000 PA USD 2456965.22000000 0.000948173628 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 2.50000000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AB9 618000.00000000 PA USD 610874.46000000 0.000235744099 Long DBT CORP US N 2 2041-08-15 Fixed 5.40000000 N N N N N N Ginnie Mae I Pool N/A 36200CC86 5087.83890000 PA USD 5930.74000000 0.000002288746 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865AL4 5141000.00000000 PA USD 5287210.04000000 0.002040400525 Long DBT CORP US N 2 2021-12-08 Fixed 4.35000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AF5 4225000.00000000 PA USD 3936855.00000000 0.001519281615 Long DBT CORP US N 2 2028-03-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31371S2E3 7659.76000000 PA USD 7936.66000000 0.000003062856 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31407NFE8 28861.80970000 PA USD 29118.97000000 0.000011237374 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31406MFY7 60.19340000 PA USD 60.32000000 0.000000023278 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298MQR1 5335.11000000 PA USD 5863.87000000 0.000002262940 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.00000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAB0 2500000.00000000 PA USD 2546275.00000000 0.000982639389 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBB0 19000000.00000000 PA USD 19023750.00000000 0.007341503213 Long DBT CORP GB N 2 2024-05-16 Variable 4.33800000 N N N N N N Fannie Mae Pool N/A 313615F43 322.28000000 PA USD 364.90000000 0.000000140819 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 8.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172AV1 6340000.00000000 PA USD 6276219.60000000 0.002422071692 Long DBT CORP US N 2 2023-03-06 Fixed 2.62500000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216BS8 13890000.00000000 PA USD 14570748.90000000 0.005623034358 Long DBT CORP US N 2 2025-10-27 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31335ACR7 11965261.77000000 PA USD 13144318.66000000 0.005072557076 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YE4 478543500.00000000 PA USD 497010493.70000000 0.191802569761 Long DBT UST US N 2 2024-08-31 Fixed 1.25000000 N N N N N N Ginnie Mae II Pool N/A 36202FXB7 8466011.18000000 PA USD 9429697.23000000 0.003639038176 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCW0 4871000.00000000 PA USD 5184643.69000000 0.002000818887 Long DBT CORP US N 2 2027-01-15 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36207LGR3 48.88000000 PA USD 50.66000000 0.000000019550 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.00000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JC6 23085000.00000000 PA USD 23879124.00000000 0.009215252806 Long DBT CORP US N 2 2022-11-09 Fixed 2.87500000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2F9 16400000.00000000 PA USD 16892000.00000000 0.006518834208 Long DBT CORP US N 2 2027-06-17 Variable 3.19600000 N N N N N N Ginnie Mae I Pool N/A 36292GWK7 56608.01690000 PA USD 61542.54000000 0.000023750036 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBP3 600000.00000000 PA USD 596592.00000000 0.000230232319 Long DBT CORP US N 2 2022-09-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31416B2X5 1006570.26000000 PA USD 1151073.49000000 0.000444213665 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31412BJS2 11203.77920000 PA USD 13238.95000000 0.000005109076 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7QF3 1704239.26000000 PA USD 1859648.84000000 0.000717661761 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 4.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_17-A N/A 34531EAE6 3975000.00000000 PA USD 3968679.75000000 0.001531563184 Long ABS-CBDO CORP US N 2 2022-04-15 Fixed 1.92000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAU7 17235000.00000000 PA USD 15998044.05000000 0.006173845419 Long DBT CORP US N 2 2023-02-10 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36241LQK5 1208896.85000000 PA USD 1288357.64000000 0.000497193337 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.00000000 N N N N N N QVC Inc 549300WBLU5NKPX5X472 747262AW3 434000.00000000 PA USD 333095.00000000 0.000128545529 Long DBT CORP US N 2 2034-08-15 Fixed 5.45000000 N N N N N N Fannie Mae Pool N/A 3138WJU22 3344996.67000000 PA USD 3650595.57000000 0.001408810518 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22 N/A 61690FAK9 5725000.00000000 PA USD 5840530.50000000 0.002253933816 Long ABS-MBS CORP US N 2 2048-04-15 Fixed 3.04000000 N N N N N N Fannie Mae Pool N/A 31402RAD1 4.70000000 PA USD 4.88000000 0.000000001883 Long ABS-MBS USGSE US N 2 2020-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJSP6 21899068.30000000 PA USD 23541279.43000000 0.009084874358 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138LY2K2 24547883.85000000 PA USD 25698197.69000000 0.009917256109 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375CD2 9219000.00000000 PA USD 9076382.07000000 0.003502689434 Long DBT CORP CA N 2 2024-11-21 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31371ML21 1362864.91000000 PA USD 1461072.96000000 0.000563846341 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31407JV33 621.41600000 PA USD 625.50000000 0.000000241388 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EQJM5 11616216.28000000 PA USD 12746241.80000000 0.004918934233 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371FJ94 2714.21000000 PA USD 3175.00000000 0.000001225272 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 7.50000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAC6 12450000.00000000 PA USD 12026077.50000000 0.004641013817 Long DBT CORP US N 2 2049-08-15 Fixed 4.15000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BX6 6932000.00000000 PA USD 6932000.00000000 0.002675145556 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N Ginnie Mae I Pool N/A 36203CXW7 16608.47000000 PA USD 18096.09000000 0.000006983507 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N American Airlines 2017-2 Class AA Pass Through Trust N/A 02376AAA7 1837633.28000000 PA USD 1657563.59000000 0.000639674534 Long DBT CORP US N 2 2029-10-15 Fixed 3.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJHA1 31158.63230000 PA USD 36055.21000000 0.000013914156 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31412WZK5 16578.49000000 PA USD 18932.47000000 0.000007306277 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.50000000 N N N N N N Providence St Joseph Health Obligated Group N/A 743756AE8 3775000.00000000 PA USD 4182435.75000000 0.001614054300 Long DBT CORP US N 2 2048-10-01 Fixed 3.93000000 N N N N N N GS Mortgage Securities Trust 2014-GC22 N/A 36253BAU7 1950000.00000000 PA USD 2014096.50000000 0.000777265046 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.86200000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBF8 24815000.00000000 PA USD 20410337.50000000 0.007876604683 Long DBT CORP US N 2 2024-11-01 Fixed 3.60000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBL8 2760000.00000000 PA USD 2740100.40000000 0.001057439037 Long DBT CORP US N 2 2022-03-09 Fixed 3.05000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUV6 9734.46570000 PA USD 11019.03000000 0.000004252381 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202DYK1 2235124.19000000 PA USD 2535301.37000000 0.000978404528 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.00000000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WBL3 29764000.00000000 PA USD 33064232.32000000 0.012759901061 Long DBT CORP GB N 2 2038-05-30 Fixed 5.00000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DC8 14363000.00000000 PA USD 13952649.09000000 0.005384501905 Long DBT CORP US N 2 2027-06-15 Fixed 3.37500000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DC1 22348000.00000000 PA USD 22498178.56000000 0.008682328678 Long DBT CORP US N 2 2021-03-09 Fixed 3.35000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CP8 10400000.00000000 PA USD 7410000.00000000 0.002859611738 Long DBT CORP US N 2 2022-08-15 Fixed 2.70000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAE3 3261000.00000000 PA USD 2941715.49000000 0.001135244824 Long DBT CORP US N 2 2043-11-15 Fixed 5.62500000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAA4 4650000.00000000 PA USD 4802334.00000000 0.001853280793 Long DBT CORP US N 2 2021-05-01 Fixed 5.80000000 N N N N N N Fannie Mae Pool N/A 31411JDN3 322742.56810000 PA USD 352567.21000000 0.000136060098 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209R2T9 12679.97000000 PA USD 15806.72000000 0.000006100011 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6M47 68478.07000000 PA USD 80465.16000000 0.000031052512 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AS8 6950000.00000000 PA USD 6510621.00000000 0.002512530126 Long DBT CORP US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GNV4 26516.58250000 PA USD 29881.80000000 0.000011531760 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36291RT77 21639.48840000 PA USD 24184.94000000 0.000009333271 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2H2 122035628.12000000 PA USD 131832648.40000000 0.050875868944 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747AY3 9100000.00000000 PA USD 9054773.00000000 0.003494350224 Long DBT CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAS3 4975000.00000000 PA USD 6611974.00000000 0.002551643517 Long DBT CORP US N 2 2042-06-01 Fixed 5.30000000 N N N N N N Fannie Mae Pool N/A 31410F2J3 66513.92300000 PA USD 73947.52000000 0.000028537273 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 4.50000000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AE5 23000000.00000000 PA USD 23288190.00000000 0.008987203980 Long DBT CORP GB N 2 2021-05-14 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31371H2E7 14798.53000000 PA USD 17351.42000000 0.000006696130 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36210YU60 2015.40000000 PA USD 2055.85000000 0.000000793378 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31372J6V0 5002.18000000 PA USD 5379.14000000 0.000002075877 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31417TVA3 1086616.07000000 PA USD 1151389.25000000 0.000444335521 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FJKE8 11640000.00000000 PA USD 13802595.60000000 0.005326594385 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.92000000 N N N N N N Ginnie Mae I Pool N/A 36204QHN3 2221.89000000 PA USD 2379.16000000 0.000000918147 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 8.50000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AN5 6055000.00000000 PA USD 3685981.25000000 0.001422466295 Long DBT CORP US N 2 2047-08-15 Fixed 4.95000000 N N N N N N Indonesia Government International Bond N/A 455780CK0 5400000.00000000 PA USD 5305500.00000000 0.002047458849 Long DBT NUSS ID N 2 2029-09-18 Fixed 3.40000000 N N N N N N Ginnie Mae II Pool N/A 36179M2P4 7008901.77350000 PA USD 7415277.90000000 0.002861648546 Long ABS-MBS USGA US N 2 2043-02-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402EQ35 313413.18000000 PA USD 342917.90000000 0.000132336309 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GNG6 14666.80000000 PA USD 16431.22000000 0.000006341013 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.00000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WDF1 41248000.00000000 PA USD 41185715.52000000 0.015894083071 Long DBT CORP NL N 2 2022-11-09 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31386SU88 3485.23000000 PA USD 4101.04000000 0.000001582642 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EJG5 630220.03390000 PA USD 680278.41000000 0.000262527952 Long ABS-MBS USGA US N 2 2036-06-20 Fixed 5.00000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AG1 5000000.00000000 PA USD 4955900.00000000 0.001912543834 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31418BLB0 2161845.16000000 PA USD 2351460.60000000 0.000907458074 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296SX92 302492.89700000 PA USD 348556.52000000 0.000134512323 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CTD6 13222415.87000000 PA USD 13873487.63000000 0.005353952507 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CZD9 2836738.71000000 PA USD 2989185.05000000 0.001153563921 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.00000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 867914BM4 15619000.00000000 PA USD 15676790.30000000 0.006049869576 Long DBT CORP US N 2 2022-01-27 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128PULM2 856262.38000000 PA USD 901387.41000000 0.000347856682 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211EF45 109415.89380000 PA USD 120436.26000000 0.000046477860 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31409JDS6 207.52770000 PA USD 213.44000000 0.000000082369 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201YE44 80359.02250000 PA USD 89425.13000000 0.000034510276 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N CFCRE Commercial Mortgage Trust 2016-C6 N/A 12532AAZ2 14200000.00000000 PA USD 14745138.00000000 0.005690333294 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.21700000 N N N N N N Rockwell Automation Inc VH3R4HHBHH12O0EXZJ88 773903AH2 9050000.00000000 PA USD 9564311.50000000 0.003690987508 Long DBT CORP US N 2 2029-03-01 Fixed 3.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DV7 2538000.00000000 PA USD 2668351.68000000 0.001029750308 Long DBT CORP US N 2 2024-03-15 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31292GSS6 2411.17000000 PA USD 2672.13000000 0.000001031208 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292K7C5 1125144.56000000 PA USD 1248629.18000000 0.000481861627 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418ATR9 29426776.59000000 PA USD 31521668.82000000 0.012164606501 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.00000000 N N N N N N Energy Transfer Partners LP / Regency Energy Finance Corp N/A 75886AAJ7 6700000.00000000 PA USD 6030000.00000000 0.002327052467 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284F4 335621000.00000000 PA USD 372119783.80000000 0.143605681764 Long DBT UST US N 2 2025-03-31 Fixed 2.62500000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AN5 3180000.00000000 PA USD 3085045.20000000 0.001190557552 Long DBT CORP US N 2 2023-06-15 Fixed 3.95000000 N N N N N N Ginnie Mae II Pool N/A 36179UV90 52771310.70000000 PA USD 55995637.78000000 0.021609417422 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 N/A 46641BAJ2 1600000.00000000 PA USD 1664848.00000000 0.000642485679 Long ABS-MBS CORP US N 2 2046-12-15 Variable 4.96230000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAD9 16058000.00000000 PA USD 11039875.00000000 0.004260425929 Long DBT CORP US N 2 2041-02-15 Fixed 5.60000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 00828ECZ0 14122000.00000000 PA USD 14401191.94000000 0.005557600205 Long DBT CORP N/A N 2 2021-03-22 Fixed 2.62500000 N N N N N N Freddie Mac Gold Pool N/A 3132Y06A3 218740.61000000 PA USD 233175.30000000 0.000089985266 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36206VDJ3 1144.90000000 PA USD 1243.43000000 0.000000479855 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MEEH0 10715469.44000000 PA USD 11042505.57000000 0.004261441099 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 2.00000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAU8 1500000.00000000 PA USD 1678980.00000000 0.000647939394 Long DBT CORP US N 2 2048-03-15 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 31356KUF5 2825.26000000 PA USD 2919.06000000 0.000001126501 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31371LVC0 1294671.57280000 PA USD 1478411.36000000 0.000570537446 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140J5JJ9 29712795.77000000 PA USD 31572519.66000000 0.012184230476 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UCZ0 6400000.00000000 PA USD 6124032.00000000 0.002363340592 Long DBT CORP US N 2 2049-03-15 Fixed 4.60000000 N N N N N N Freddie Mac Gold Pool N/A 31293PT54 2884.19000000 PA USD 3201.65000000 0.000001235556 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K1EW7 55334.63510000 PA USD 63360.37000000 0.000024451559 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CNF7 7513513.80000000 PA USD 8025935.44000000 0.003097308933 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 3.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DQ0 40423000.00000000 PA USD 42815233.14000000 0.016522934314 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31412LE22 469246.30000000 PA USD 549984.82000000 0.000212246025 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140QANR7 8000001.92000000 PA USD 8654482.08000000 0.003339872948 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBG7 6433000.00000000 PA USD 7129565.24000000 0.002751388454 Long DBT CORP US N 2 2059-02-14 Fixed 6.20000000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAB5 7025000.00000000 PA USD 6287375.00000000 0.002426376700 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31412PPU9 1515877.07000000 PA USD 1693386.27000000 0.000653498954 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MF5 22225000.00000000 PA USD 22977094.00000000 0.008867148140 Long DBT CORP US N 2 2025-04-24 Variable 3.35200000 N N N N N N Ginnie Mae I Pool N/A 36296UKX7 9856.99000000 PA USD 11067.82000000 0.000004271210 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210VZK0 13107.63000000 PA USD 13361.92000000 0.000005156532 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31404XJ62 153971.11240000 PA USD 177756.57000000 0.000068598485 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31419CAG8 3330806.27000000 PA USD 3504574.43000000 0.001352459133 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AD6 3435000.00000000 PA USD 3664732.80000000 0.001414266252 Long DBT CORP JP N 2 2026-03-01 Fixed 3.85000000 N N N N N N Macy's Retail Holdings Inc 549300JMONK27O4SQQ19 55616XAM9 3460000.00000000 PA USD 2110600.00000000 0.000814506954 Long DBT CORP US N 2 2034-12-15 Fixed 4.50000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAM7 5943000.00000000 PA USD 6260831.64000000 0.002416133286 Long DBT CORP US N 2 2034-11-21 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31400FC70 16055.17260000 PA USD 18437.60000000 0.000007115300 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36211NPC6 1956.05000000 PA USD 2368.64000000 0.000000914087 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RQ3 536975000.00000000 PA USD 669291009.80000000 0.258287777068 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36296TQ71 460545.01000000 PA USD 518357.23000000 0.000200040542 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31382RFJ7 3735.28000000 PA USD 4132.41000000 0.000001594748 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3132AEE28 1400166.60000000 PA USD 1536654.84000000 0.000593014334 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 4.50000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAQ5 7702000.00000000 PA USD 8757405.06000000 0.003379592214 Long DBT CORP NO N 2 2043-11-08 Fixed 4.80000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAP7 20715000.00000000 PA USD 18982604.55000000 0.007325624669 Long DBT CORP US N 2 2030-02-15 Fixed 3.05000000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 28465000.00000000 PA USD 29059633.85000000 0.011214476393 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBW7 12789000.00000000 PA USD 15653352.33000000 0.006040824570 Long DBT CORP US N 2 2059-01-23 Fixed 5.80000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-2 N/A 43815MAD8 1720000.00000000 PA USD 1750788.00000000 0.000675651000 Long ABS-CBDO CORP US N 2 2025-03-21 Fixed 2.54000000 N N N N N N Fannie Mae Pool N/A 31403BNQ2 290018.26410000 PA USD 325873.22000000 0.000125758554 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LBD0 12800000.00000000 PA USD 12549760.00000000 0.004843109448 Long DBT CORP US N 2 2023-05-15 Fixed 2.40000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BA6 9705000.00000000 PA USD 9432386.55000000 0.003640076018 Long DBT CORP US N 2 2027-06-15 Fixed 3.25000000 N N N N N N Delta Air Lines 2020-1 Class AA Pass Through Trust N/A 247361ZV3 9325000.00000000 PA USD 8474093.75000000 0.003270258834 Long DBT CORP US N 2 2028-06-10 Fixed 2.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BY5 30743000.00000000 PA USD 33445924.56000000 0.012907200873 Long DBT CORP US N 2 2026-02-23 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 3620A9V32 1268460.32000000 PA USD 1455964.12000000 0.000561874775 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140H2YU6 10327259.27000000 PA USD 11063696.13000000 0.004269618802 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 53693000.00000000 PA USD 57450973.07000000 0.022171049524 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CH4 2110000.00000000 PA USD 2537823.60000000 0.000979377888 Long DBT CORP US N 2 2041-11-15 Fixed 6.00000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAT9 9315000.00000000 PA USD 9480248.10000000 0.003658546390 Long DBT CORP US N 2 2024-09-01 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36206FP22 9032.93000000 PA USD 10172.16000000 0.000003925563 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 8.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DF4 2550000.00000000 PA USD 2549031.00000000 0.000983702964 Long DBT CORP US N 2 2026-08-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36297AKJ1 54844.40000000 PA USD 62950.40000000 0.000024293347 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31416CDF0 83594.86000000 PA USD 86934.47000000 0.000033549099 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410PNJ8 29304.49990000 PA USD 34290.95000000 0.000013233306 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128Q3SC6 8167.98000000 PA USD 8353.72000000 0.000003223805 Long ABS-MBS USGSE US N 2 2036-06-01 Floating 4.77300000 N N N N N N Freddie Mac Gold Pool N/A 3128MAFA2 10201046.56000000 PA USD 11037532.38000000 0.004259521883 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31413ECY9 97642.30910000 PA USD 113987.63000000 0.000043989253 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297N7G5 20317.62070000 PA USD 23264.69000000 0.000008978135 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Cabot Corp K05C0SER542GQ6VLRO68 127055AH4 1765000.00000000 PA USD 1814172.90000000 0.000700112027 Long DBT CORP US N 2 2022-07-15 Fixed 3.70000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AM2 4375000.00000000 PA USD 4612562.50000000 0.001780045596 Long DBT CORP US N 2 2023-05-15 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36205NJP2 2745.58000000 PA USD 2978.65000000 0.000001149498 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371L2M0 707511.72970000 PA USD 808884.01000000 0.000312158462 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UCC4 39164167.57000000 PA USD 41400049.90000000 0.015976797391 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMNT6 625129.11000000 PA USD 657942.14000000 0.000253908106 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.50000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAS1 3441000.00000000 PA USD 2251136.61000000 0.000868741791 Long DBT CORP US N 2 2024-03-15 Fixed 4.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128KEPJ6 60894.10660000 PA USD 70900.23000000 0.000027361286 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RN0 381043300.00000000 PA USD 504646125.70000000 0.194749255712 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAT7 18198000.00000000 PA USD 18330481.44000000 0.007073962199 Long DBT CORP US N 2 2026-05-04 Fixed 3.11900000 N N N N N N Freddie Mac Gold Pool N/A 3128M8MA9 938002.12000000 PA USD 1062221.74000000 0.000409924663 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31375TW87 1902.78000000 PA USD 2136.94000000 0.000000824671 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36207XY30 645.65000000 PA USD 723.95000000 0.000000279381 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 7.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0BX5 7052000.00000000 PA USD 9022469.84000000 0.003481884030 Long DBT CORP N/A N 2 2042-08-07 Fixed 3.20000000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AP5 9348000.00000000 PA USD 9589178.40000000 0.003700583956 Long DBT CORP US N 2 2022-06-01 Fixed 3.55000000 N N N N N N Tennessee Gas Pipeline Co LLC N/A 880451AS8 1580000.00000000 PA USD 1695640.20000000 0.000654368774 Long DBT CORP US N 2 2027-03-15 Fixed 7.00000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAC7 4456000.00000000 PA USD 4382743.36000000 0.001691355514 Long DBT CORP GB N 2 2022-01-11 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402N3V8 87639.21420000 PA USD 100485.37000000 0.000038778561 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201Q5D1 4154.47000000 PA USD 4486.41000000 0.000001731361 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AJ0 8125000.00000000 PA USD 8037575.00000000 0.003101800785 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 72925PAC9 3605000.00000000 PA USD 3606658.30000000 0.001391854576 Long DBT CORP US N 2 2021-03-15 Fixed 4.70000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QCB0 2800000.00000000 PA USD 2794176.00000000 0.001078307488 Long DBT CORP US N 2 2030-01-15 Fixed 2.45000000 N N N N N N Freddie Mac Gold Pool N/A 312938G72 513504.97000000 PA USD 573518.30000000 0.000221327889 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZL5 6775000.00000000 PA USD 6453187.50000000 0.002490365819 Long DBT CORP US N 2 2020-12-04 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31416SSK8 894984.91000000 PA USD 999537.05000000 0.000385733857 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N FMS Wertmanagement HZFDOR6TCRSIQLKQTX32 30254WAP4 2000000.00000000 PA USD 2159800.00000000 0.000833493850 Long DBT CORP DE N 2 2024-01-30 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128K8GX8 501159.48500000 PA USD 565393.10000000 0.000218192273 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8DJ7 59321452.71000000 PA USD 62810147.34000000 0.024239221947 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31385NYJ2 1023.29000000 PA USD 1053.38000000 0.000000406512 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 7.00000000 N N N N N N Benchmark 2018-B2 Mortgage Trust N/A 08161CAE1 17575000.00000000 PA USD 19205257.00000000 0.007411549036 Long ABS-MBS CORP US N 2 2051-02-15 Variable 3.88190000 N N N N N N Fannie Mae Pool N/A 31417FBQ0 733783.48000000 PA USD 796067.02000000 0.000307212226 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312939WA5 1515090.78000000 PA USD 1671539.05000000 0.000645067839 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828S35 275345000.00000000 PA USD 284293712.50000000 0.109712501678 Long DBT UST US N 2 2023-06-30 Fixed 1.37500000 N N N N N N Fannie Mae Pool N/A 31404DDP0 316034.02720000 PA USD 363379.08000000 0.000140232534 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UWA6 9565913.28000000 PA USD 10110596.38000000 0.003901805680 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PBW5 4009000.00000000 PA USD 5807076.59000000 0.002241023533 Long DBT CORP US N 2 2032-03-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36212K6H1 2388.57000000 PA USD 2543.87000000 0.000000981711 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 6.50000000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 92340LAD1 5000000.00000000 PA USD 4893750.00000000 0.001888559371 Long DBT CORP US N 2 2025-11-01 Fixed 4.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XW5 295288900.00000000 PA USD 304885789.30000000 0.117659241832 Long DBT UST US N 2 2022-06-30 Fixed 1.75000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687CZ7 6785000.00000000 PA USD 7309548.35000000 0.002820846189 Long DBT CORP US N 2 2024-09-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31386NPH5 13275.45000000 PA USD 13890.24000000 0.000005360417 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GLH6 972.93000000 PA USD 1086.74000000 0.000000419386 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31404NM60 18283.32920000 PA USD 21757.16000000 0.000008396360 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WGUD4 16965329.62000000 PA USD 17927263.81000000 0.006918355469 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C54 N/A 95001YAE4 6405000.00000000 PA USD 6585236.70000000 0.002541325258 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 3.14600000 N N N N N N Fannie Mae Pool N/A 31418DB92 35399758.66000000 PA USD 37397721.04000000 0.014432248593 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371GKK5 10955.01000000 PA USD 12722.27000000 0.000004909683 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVA8 12954001.92000000 PA USD 13588488.93000000 0.005243967942 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 3.00000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5R4 14245000.00000000 PA USD 14919928.10000000 0.005757786981 Long DBT CORP US N 2 2023-08-14 Fixed 3.55000000 N N N N N N Ginnie Mae II Pool N/A 36179RNV7 8593641.45000000 PA USD 9192704.20000000 0.003547579600 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31411VQU6 16074.64800000 PA USD 18306.29000000 0.000007064626 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 5.50000000 N N N N N N University of Southern California 0GMCSQ6M60R4T46U5511 914886AB2 9125000.00000000 PA USD 9045338.75000000 0.003490709428 Long DBT CORP US N 2 2039-10-01 Fixed 3.02800000 N N N N N N Freddie Mac Gold Pool N/A 312946JS6 5141340.70000000 PA USD 5587454.83000000 0.002156268747 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AR8 6471000.00000000 PA USD 6747570.54000000 0.002603971919 Long DBT CORP US N 2 2025-05-15 Fixed 3.85000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BM3 7225000.00000000 PA USD 7323115.50000000 0.002826081922 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N Fannie Mae Pool N/A 3140FBM31 881045.98000000 PA USD 952683.83000000 0.000367652613 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291KX28 165865.53900000 PA USD 182880.03000000 0.000070575692 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140GUMA2 36429446.07000000 PA USD 38645084.98000000 0.014913621949 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132JMGV5 20917427.06000000 PA USD 22413441.44000000 0.008649627562 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3131YALV0 554702.68000000 PA USD 585932.44000000 0.000226118661 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418CEF7 254167245.80000000 PA USD 266555357.40000000 0.102867048444 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371HVH8 22455.81000000 PA USD 26349.87000000 0.000010168744 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.00000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BY3 22000000.00000000 PA USD 23359600.00000000 0.009014761992 Long DBT NUSS JP N 2 2024-05-23 Fixed 2.50000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RQ33 1735000.00000000 PA USD 1702139.10000000 0.000656876781 Long DBT CORP US N 2 2022-09-26 Fixed 2.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282P4 507257000.00000000 PA USD 525645066.30000000 0.202853009697 Long DBT UST US N 2 2022-07-31 Fixed 1.87500000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139X83 15940000.00000000 PA USD 22706530.00000000 0.008762734106 Long DBT MUN US N 2 2041-01-01 Fixed 7.10200000 N N N N N N Fannie Mae Pool N/A 31410F5E1 108935.30000000 PA USD 125400.87000000 0.000048393765 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Indiana Michigan Power Co JHR9V15J0ZRG02MIRD06 454889AM8 7350000.00000000 PA USD 9157732.50000000 0.003534083583 Long DBT CORP US N 2 2037-03-15 Fixed 6.05000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AN6 6375000.00000000 PA USD 5883806.25000000 0.002270634469 Long DBT CORP US N 2 2049-02-01 Fixed 4.85000000 N N N N N N Fannie Mae Pool N/A 31376ABH0 1250.79000000 PA USD 1300.05000000 0.000000501705 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31406JSV6 26838.72900000 PA USD 27181.46000000 0.000010489665 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 4.50000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AP8 4510000.00000000 PA USD 4199937.50000000 0.001620808444 Long DBT CORP US N 2 2025-10-01 Fixed 3.75000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGL7 18077000.00000000 PA USD 18885041.90000000 0.007287974021 Long DBT CORP US N 2 2028-04-24 Variable 3.70500000 N N N N N N Freddie Mac Gold Pool N/A 312928QY3 110991.99000000 PA USD 128191.31000000 0.000049470630 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.50000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RAD4 16891000.00000000 PA USD 24967431.65000000 0.009635244348 Long DBT CORP US N 2 2039-02-15 Fixed 5.90000000 N N N N N N Ginnie Mae I Pool N/A 36200MV83 3775199.98000000 PA USD 4171633.73000000 0.001609885665 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828U81 12380000.00000000 PA USD 12745581.40000000 0.004918679377 Long DBT UST US N 2 2021-12-31 Fixed 2.00000000 N N N N N N Dell International LLC / EMC Corp N/A 25272KAR4 23500000.00000000 PA USD 27783815.00000000 0.010722121931 Long DBT CORP US Y 2 2046-07-15 Fixed 8.35000000 N N N N N N Fannie Mae Pool N/A 31417Y4C8 9899880.81000000 PA USD 10943229.25000000 0.004223129125 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138MFSZ1 17239870.81000000 PA USD 18571133.63000000 0.007166832891 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312AJ5 13121000.00000000 PA USD 17994401.82000000 0.006944264867 Long DBT CORP US N 2 2038-01-15 Fixed 6.20000000 N N N N N N Ginnie Mae II Pool N/A 36202FSU1 1336537.80000000 PA USD 1526098.96000000 0.000588940688 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 312946ZG4 1176500.25000000 PA USD 1328457.02000000 0.000512668190 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31368HM42 4578626.34000000 PA USD 5215192.76000000 0.002012608155 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Covidien International Finance SA 549300938QUWMPITJ642 22303QAN0 18270000.00000000 PA USD 18828696.60000000 0.007266229664 Long DBT CORP LU N 2 2022-06-15 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 3138LSQY9 1088826.10000000 PA USD 1164031.32000000 0.000449214254 Long ABS-MBS USGSE US N 2 2042-10-01 Floating 3.96500000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HK5 70630000.00000000 PA USD 73429773.20000000 0.028337468474 Long DBT CORP N/A N 2 2022-06-15 Fixed 2.37500000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CU4 4000000.00000000 PA USD 3917120.00000000 0.001511665631 Long DBT CORP US N 2 2030-02-01 Fixed 2.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJSG6 18488186.95000000 PA USD 19874800.97000000 0.007669934433 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293R4Y4 18127.65950000 PA USD 20879.80000000 0.000008057776 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AX5 10039000.00000000 PA USD 10620057.32000000 0.004098413033 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KLAK3 17559.71930000 PA USD 20015.62000000 0.000007724278 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36206FPW6 148.03000000 PA USD 161.99000000 0.000000062513 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 8.50000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BN9 4968000.00000000 PA USD 5010724.80000000 0.001933701411 Long DBT CORP US N 2 2021-10-01 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36176XJ59 1996196.84000000 PA USD 2124911.61000000 0.000820029984 Long ABS-MBS USGA US N 2 2042-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291TX86 12303.85140000 PA USD 13941.25000000 0.000005380102 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36220WQ26 30.72000000 PA USD 33.61000000 0.000000012970 Long ABS-MBS USGA US N 2 2020-09-15 Fixed 9.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y2B39 22156972.88000000 PA USD 23652568.55000000 0.009127822222 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291XWJ4 63621.14930000 PA USD 72111.39000000 0.000027828687 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36206ARS4 132.21000000 PA USD 142.17000000 0.000000054865 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31417BF44 15010321.60000000 PA USD 16320872.78000000 0.006298429066 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MYH0 198962.86000000 PA USD 219782.33000000 0.000084816751 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BW2 4805000.00000000 PA USD 5354355.65000000 0.002066312856 Long DBT CORP US N 2 2047-05-04 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36209BC89 5305.34000000 PA USD 5380.78000000 0.000002076510 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAW3 17670000.00000000 PA USD 18423272.10000000 0.007109771276 Long DBT CORP ES N 2 2048-03-06 Fixed 4.89500000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BW5 2920000.00000000 PA USD 2795900.00000000 0.001078972801 Long DBT CORP US N 2 2044-09-01 Fixed 5.40000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AS1 13231000.00000000 PA USD 13262886.71000000 0.005118313970 Long DBT CORP NL N 2 2022-08-21 Fixed 2.37500000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BL5 12534000.00000000 PA USD 12546032.64000000 0.004841671013 Long DBT CORP US N 2 2021-04-01 Fixed 2.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-LC14 549300QGM7D5K3CV2643 96221TAG2 2800000.00000000 PA USD 2915444.00000000 0.001125106327 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.35100000 N N N N N N Freddie Mac Gold Pool N/A 3128L2BY3 75544.57180000 PA USD 87527.45000000 0.000033777938 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407R2S2 69654.82170000 PA USD 79602.23000000 0.000030719496 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YBA6 13450000.00000000 PA USD 13128410.50000000 0.005066417918 Long DBT CORP GB N 2 2024-10-24 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31371JUH5 28412.31000000 PA USD 33336.73000000 0.000012865061 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31402AT71 90416.32670000 PA USD 103669.55000000 0.000040007376 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Mexico Government International Bond N/A 91087BAH3 7950000.00000000 PA USD 7463142.00000000 0.002880119901 Long DBT NUSS MX N 2 2030-04-16 Fixed 3.25000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BX1 27700000.00000000 PA USD 29531524.00000000 0.011396584707 Long DBT CORP US N 2 2024-02-06 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31283H7G4 450350.67000000 PA USD 496619.70000000 0.000191651757 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138EN7B9 1399314.86000000 PA USD 1572172.22000000 0.000606720935 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418DHL9 308104065.97000000 PA USD 322905385.30000000 0.124613229449 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N CFCRE Commercial Mortgage Trust 2016-C4 N/A 12531YAU2 5900000.00000000 PA USD 6034343.00000000 0.002328728485 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.69100000 N N N N N N Ginnie Mae I Pool N/A 36208PYQ5 17791.51000000 PA USD 19688.44000000 0.000007598015 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC27 N/A 17323CAE7 11450000.00000000 PA USD 11909832.00000000 0.004596153224 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.13700000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 55279HAK6 11849000.00000000 PA USD 12081595.87000000 0.004662439051 Long DBT CORP US N 2 2025-02-06 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5LM0 172899.36000000 PA USD 205055.18000000 0.000079133360 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138W9TL4 11420831.84000000 PA USD 12831532.99000000 0.004951849171 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YJ3 174676200.00000000 PA USD 177869280.90000000 0.068641981589 Long DBT UST US N 2 2021-09-30 Fixed 1.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AFH8 12838.25000000 PA USD 13788.15000000 0.000005321019 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 6.50000000 N N N N N N Newfield Exploration Co T8W3X1PFLPW2YE0UIP44 651290AR9 10140000.00000000 PA USD 5298150.00000000 0.002044622393 Long DBT CORP US N 2 2026-01-01 Fixed 5.37500000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBK6 2375000.00000000 PA USD 2427630.00000000 0.000936852799 Long DBT CORP US N 2 2026-10-01 Fixed 3.25000000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BHA3 12540000.00000000 PA USD 13094393.40000000 0.005053290293 Long DBT NUSS CA N 2 2023-01-24 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138EPK94 20854373.73000000 PA USD 22665159.00000000 0.008746768519 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 4.50000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAC0 7750000.00000000 PA USD 8077050.00000000 0.003117034681 Long DBT CORP US N 2 2025-03-01 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36241LGZ3 1498791.05000000 PA USD 1636320.12000000 0.000631476413 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CDL5 25174986.40000000 PA USD 26401763.49000000 0.010188770957 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBE5 44900000.00000000 PA USD 44956125.00000000 0.017349131277 Long DBT CORP US N 2 2030-10-15 Variable 2.73900000 N N N N N N Freddie Mac Gold Pool N/A 3128K64H0 536315.36000000 PA USD 592735.74000000 0.000228744140 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Columbia Pipeline Group Inc 549300SRP1TQM9JJBG80 198280AF6 18975000.00000000 PA USD 18709350.00000000 0.007220172318 Long DBT CORP US N 2 2025-06-01 Fixed 4.50000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAR2 7880000.00000000 PA USD 8190472.00000000 0.003160805651 Long DBT CORP US N 2 2025-08-07 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371LDQ9 756640.57890000 PA USD 793973.23000000 0.000306404206 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.00000000 N N N N N N Israel Government AID Bond N/A 46513EGV8 4768000.00000000 PA USD 5542704.64000000 0.002138999089 Long DBT NUSS IL N 2 2023-12-04 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291NRY9 42710.43410000 PA USD 47255.68000000 0.000018236558 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.00000000 N N N N N N Georgia-Pacific LLC L2EVHWFHVAQK72TMH265 373298BN7 5750000.00000000 PA USD 7270357.50000000 0.002805721950 Long DBT CORP US N 2 2025-12-01 Fixed 7.37500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B6ZM6 19929025.34900000 PA USD 20001367.71000000 0.007718778122 Long ABS-MBS USGSE US N 2 2020-10-25 Variable 3.03400000 N N N N N N Fannie Mae Pool N/A 31418CMF8 92883425.96000000 PA USD 98508446.24000000 0.038015642268 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K6LH1 465931.66460000 PA USD 519210.95000000 0.000200370003 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CX0 500000.00000000 PA USD 532140.00000000 0.000205359485 Long DBT CORP US N 2 2048-08-15 Fixed 4.20000000 N N N N N N Duke Energy Florida Project Finance LLC N/A 26444GAC7 4000000.00000000 PA USD 4204480.00000000 0.001622561452 Long DBT CORP US N 2 2029-09-01 Fixed 2.53800000 N N N N N N Ginnie Mae I Pool N/A 36225BPH5 47457.81330000 PA USD 57066.60000000 0.000022022715 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154BA6 4095000.00000000 PA USD 4257243.90000000 0.001642923701 Long DBT NUSS KR N 2 2021-09-15 Fixed 4.37500000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92553PAJ1 10067000.00000000 PA USD 9845022.65000000 0.003799317454 Long DBT CORP US N 2 2021-12-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31401YYG4 51247.60050000 PA USD 56946.85000000 0.000021976502 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N BANK 2018-BNK11 N/A 06540TAD2 5550000.00000000 PA USD 6054939.00000000 0.002336676739 Long ABS-MBS CORP US N 2 2061-03-15 Variable 4.04600000 N N N N N N Freddie Mac Pool N/A 3132ADVT2 9852541.58000000 PA USD 10679563.92000000 0.004121377374 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31408BV96 4466.00500000 PA USD 4552.78000000 0.000001756974 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.50000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BE4 32498000.00000000 PA USD 32938347.90000000 0.012711320688 Long DBT CORP US N 2 2022-06-08 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31407HXS0 168.94550000 PA USD 169.64000000 0.000000065466 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBA3 29320000.00000000 PA USD 31661202.00000000 0.012218454101 Long DBT CORP US N 2 2027-01-29 Variable 3.96000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CT2 1010000.00000000 PA USD 932058.30000000 0.000359692962 Long DBT CORP US N 2 2044-10-01 Fixed 4.25000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200JZ5 53000000.00000000 PA USD 56836670.00000000 0.021933982281 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AY9 8642000.00000000 PA USD 8058665.00000000 0.003109939680 Long DBT CORP US N 2 2028-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UB58 5905.90000000 PA USD 7150.63000000 0.000002759517 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 7.00000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBD2 13950000.00000000 PA USD 15866032.50000000 0.006122900510 Long DBT CORP US N 2 2048-09-14 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PBD7 16200000.00000000 PA USD 17403174.00000000 0.006716102652 Long DBT CORP US N 2 2030-05-06 Variable 3.70200000 N N N N N N BlackRock Inc 549300LRIF3NWCU26A80 09247XAP6 6875000.00000000 PA USD 7214556.25000000 0.002784187549 Long DBT CORP US N 2 2029-04-30 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138A36V4 3208970.58000000 PA USD 3509843.66000000 0.001354492595 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31384WDH0 43911.22650000 PA USD 50224.34000000 0.000019382201 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 5.50000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAN9 4334000.00000000 PA USD 4350772.58000000 0.001679017589 Long DBT CORP US N 2 2022-11-01 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 3138EBJZ9 2552517.77000000 PA USD 2810551.79000000 0.001084627110 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36230UEJ4 7056763.33000000 PA USD 7574800.33000000 0.002923210248 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140F0H31 475359.30000000 PA USD 498509.30000000 0.000192380977 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138AFC24 9964850.28000000 PA USD 10826610.53000000 0.004178124501 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N COMM 2014-UBS3 Mortgage Trust N/A 12591YBC8 4475000.00000000 PA USD 4717813.50000000 0.001820663274 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.81900000 N N N N N N Fannie Mae Pool N/A 31412RMM6 11783309.75000000 PA USD 12881278.55000000 0.004971046605 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543CE1 10977000.00000000 PA USD 11410262.19000000 0.004403362982 Long DBT CORP US N 2 2041-11-15 Fixed 5.25000000 N N N N N N Ginnie Mae I Pool N/A 36241LB21 204779.02000000 PA USD 236073.35000000 0.000091103660 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 6.00000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432ND3 9327000.00000000 PA USD 9475765.65000000 0.003656816556 Long DBT CORP US N 2 2025-01-27 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31418CDG6 17927932.76000000 PA USD 18497503.18000000 0.007138417979 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3138WTUR5 21503077.30000000 PA USD 23107421.90000000 0.008917443307 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAM4 5965000.00000000 PA USD 6372409.50000000 0.002459192578 Long DBT CORP US N 2 2024-12-15 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31418BVK9 15861188.03000000 PA USD 16757979.60000000 0.006467114059 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 313615JJ6 663.72000000 PA USD 765.05000000 0.000000295242 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36203LQ21 572.93000000 PA USD 617.66000000 0.000000238362 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31403EEX1 273829.10920000 PA USD 299549.88000000 0.000115600047 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Fannie Mae-Aces N/A 3136AH2E9 16451103.82580000 PA USD 17428463.90000000 0.006725862341 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.22920000 N N N N N N Fannie Mae Pool N/A 31414JVC4 631490.56060000 PA USD 661498.99000000 0.000255280739 Long ABS-MBS USGSE US N 2 2037-12-01 Floating 3.78000000 N N N N N N Hashemite Kingdom of Jordan Government AID Bond N/A 418097AE1 3400000.00000000 PA USD 3548614.00000000 0.001369454554 Long DBT NUSS JO N 2 2022-06-30 Fixed 2.57800000 N N N N N N Ginnie Mae I Pool N/A 36210D2Q3 8915.49000000 PA USD 9859.46000000 0.000003804889 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111EH2 6475000.00000000 PA USD 8380204.00000000 0.003234025604 Long DBT CORP US N 2 2035-03-01 Fixed 5.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128M87E8 1660412.85000000 PA USD 1827267.74000000 0.000705165489 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAG0 16380000.00000000 PA USD 16804897.20000000 0.006485220148 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N COMM 2013-CCRE8 Mortgage Trust 549300NGGFIEJ2ER3D22 12625KAE5 3262000.00000000 PA USD 3406506.60000000 0.001314613530 Long ABS-MBS CORP US N 2 2046-06-10 Variable 3.61200000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAC9 11050000.00000000 PA USD 9282000.00000000 0.003582039967 Long DBT CORP US N 2 2025-03-31 Fixed 5.87500000 N N N N N N Fannie Mae Pool N/A 31418B2L9 13667366.04000000 PA USD 14443809.10000000 0.005574046700 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Edwards Lifesciences Corp YA13X31F3V31L8TMPR58 28176EAD0 5025000.00000000 PA USD 5431623.00000000 0.002096131294 Long DBT CORP US N 2 2028-06-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 3138MD2V3 587741.76000000 PA USD 611809.79000000 0.000236105054 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36200KR33 81586.51930000 PA USD 89945.87000000 0.000034711236 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJBU3 37638.69510000 PA USD 41129.68000000 0.000015872458 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N National Australia Bank Ltd/New York F8SB4JFBSYQFRQEH3Z21 63254ABB3 11030000.00000000 PA USD 11220267.50000000 0.004330041653 Long DBT CORP AU N 2 2021-11-04 Fixed 3.70000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 428236BF9 1389000.00000000 PA USD 1383902.37000000 0.000534065244 Long DBT CORP US N 2 2020-12-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3138WGHD9 12778415.20000000 PA USD 13928855.92000000 0.005375319823 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31374FYK9 2272.34000000 PA USD 2666.55000000 0.000001029055 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31403C6A4 99534.70920000 PA USD 117911.80000000 0.000045503639 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138YJR32 68950.56000000 PA USD 75156.11000000 0.000029003683 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GJXL8 5943290.96000000 PA USD 6545524.63000000 0.002525999874 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208YZ51 12871.90000000 PA USD 14844.26000000 0.000005728585 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAZ2 4772000.00000000 PA USD 3889180.00000000 0.001500883236 Long DBT CORP US N 2 2043-10-01 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 3138AJMA7 28324.81000000 PA USD 30051.21000000 0.000011597138 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAY6 4100000.00000000 PA USD 4023125.00000000 0.001552574288 Long DBT CORP US Y 2 2022-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WJXN3 75505465.23000000 PA USD 80499396.70000000 0.031065724661 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31416HQU2 3561080.32000000 PA USD 3976302.29000000 0.001534504818 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418ACQ9 2015413.13000000 PA USD 2109936.01000000 0.000814250712 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31383QH64 2570.93000000 PA USD 2998.37000000 0.000001157108 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAC4 5275000.00000000 PA USD 5673157.00000000 0.002189342287 Long DBT CORP US N 2 2038-05-25 Fixed 4.98500000 N N N N N N Fannie Mae Pool N/A 31402KB52 67207.28780000 PA USD 77035.01000000 0.000029728774 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31385XTY3 1217630.22190000 PA USD 1401723.74000000 0.000540942734 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31411UUQ2 321823.04730000 PA USD 346497.22000000 0.000133717613 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 4.78400000 N N N N N N Ginnie Mae I Pool N/A 36210EPX1 9898.98000000 PA USD 10950.65000000 0.000004225992 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DM1 2625000.00000000 PA USD 2745435.00000000 0.001059497726 Long DBT CORP US N 2 2022-05-15 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31388KGA4 49136.70680000 PA USD 54148.65000000 0.000020896641 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Keysight Technologies Inc 549300GLKVIO8YRCYN02 49338LAB9 12352000.00000000 PA USD 12859790.72000000 0.004962754183 Long DBT CORP US N 2 2024-10-30 Fixed 4.55000000 N N N N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469UU7 19500000.00000000 PA USD 20809035.00000000 0.008030467038 Long DBT NUSS CA N 2 2024-04-16 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31401V6Y2 25289.97470000 PA USD 28970.68000000 0.000011180147 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EHBH4 1127364.18000000 PA USD 1258950.13000000 0.000485844611 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31383S2A7 10892.19000000 PA USD 11841.55000000 0.000004569802 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.00000000 N N N N N N Ingersoll-Rand Luxembourg Finance SA 549300GHBOWCVY92IS29 456873AD0 8450000.00000000 PA USD 8545907.50000000 0.003297972658 Long DBT CORP LU N 2 2029-03-21 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 31287XEL6 143968.94000000 PA USD 167129.22000000 0.000064497257 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31417A4S5 6127341.58000000 PA USD 6610543.74000000 0.002551091562 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Sanofi 549300E9PC51EN656011 801060AD6 17345000.00000000 PA USD 18823140.90000000 0.007264085650 Long DBT CORP FR N 2 2028-06-19 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 31292SAH3 3300053.01000000 PA USD 3555378.11000000 0.001372064909 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AV5 6000000.00000000 PA USD 5658240.00000000 0.002183585630 Long DBT CORP US N 2 2025-03-11 Fixed 1.90000000 N N N N N N Ginnie Mae II Pool N/A 36202FV94 24547105.23000000 PA USD 27688398.29000000 0.010685299429 Long ABS-MBS USGA US N 2 2041-08-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402JQ42 84357.80230000 PA USD 96752.49000000 0.000037337996 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ESL4 6800000.00000000 PA USD 6840732.00000000 0.002639924092 Long DBT CORP US N 2 2021-03-04 Fixed 2.80000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BH1 4158000.00000000 PA USD 4466606.76000000 0.001723719449 Long DBT CORP US N 2 2026-01-15 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 31292HG57 13626.72330000 PA USD 15455.70000000 0.000005964548 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMXE8 7634848.90000000 PA USD 7995595.51000000 0.003085600374 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KHK7 1528265.15000000 PA USD 1695350.38000000 0.000654256929 Long ABS-MBS USGA US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GR65 8154.21000000 PA USD 9148.13000000 0.000003530377 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138LUS22 6953431.87000000 PA USD 7501779.51000000 0.002895030600 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103HAE7 3948000.00000000 PA USD 3981794.88000000 0.001536624477 Long DBT CORP US N 2 2026-03-15 Fixed 3.55000000 N N N N N N Ginnie Mae I Pool N/A 36202TRN8 64413.12390000 PA USD 70049.92000000 0.000027033140 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARZK0 1444986.13000000 PA USD 1531511.90000000 0.000591029609 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 3.50000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HN6 5175000.00000000 PA USD 5944367.25000000 0.002294005717 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BW3 12660000.00000000 PA USD 12852938.40000000 0.004960109787 Long DBT CORP DE N 2 2021-09-24 Fixed 1.75000000 N N N N N N Freddie Mac Gold Pool N/A 31297YT77 1197.31000000 PA USD 1393.03000000 0.000000537587 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31407YR68 1308925.65230000 PA USD 1495473.74000000 0.000577122032 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WEBU2 11391624.35000000 PA USD 12509940.11000000 0.004827742454 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJMN7 1464251.08000000 PA USD 1636066.30000000 0.000631378461 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31356CQW1 2499.33000000 PA USD 2773.28000000 0.000001070243 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36295QHH6 212329.64000000 PA USD 238535.36000000 0.000092053780 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C19 549300FCX3YXSYSLU895 92938VAN5 1063561.49000000 PA USD 1073590.87000000 0.000414312153 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 3.66000000 N N N N N N Freddie Mac Gold Pool N/A 31292HL85 30926.35040000 PA USD 35586.95000000 0.000013733449 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36206MA49 4145.93000000 PA USD 4635.32000000 0.000001788828 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3140E7FY1 1941080.09000000 PA USD 2056729.64000000 0.000793717708 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.00000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBH5 1100000.00000000 PA USD 1078429.00000000 0.000416179247 Long DBT CORP US N 2 2024-08-01 Fixed 2.50000000 N N N N N N BHP Billiton Finance USA Ltd 5493003NUVITP3TMY274 055451AV0 27240000.00000000 PA USD 35219685.60000000 0.013591717458 Long DBT CORP AU N 2 2043-09-30 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36212U4J7 3475.73000000 PA USD 3938.94000000 0.000001520086 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31288J5P7 9024.65070000 PA USD 10120.60000000 0.000003905666 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 6.00000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591CJ9 17306000.00000000 PA USD 22958831.84000000 0.008860100544 Long DBT USGA US N 2 2025-11-01 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 3138WJRW0 4348191.58000000 PA USD 4542207.89000000 0.001752894871 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2B8 42260000.00000000 PA USD 42788250.00000000 0.016512521183 Long DBT CORP US N 2 2022-07-22 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31416CBW5 1685685.27000000 PA USD 1977915.67000000 0.000763302411 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 7.00000000 N N N N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 00751YAC0 5876000.00000000 PA USD 6066499.92000000 0.002341138243 Long DBT CORP US N 2 2023-12-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31403DT82 1166123.90000000 PA USD 1381961.77000000 0.000533316342 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FK8 11015000.00000000 PA USD 11304914.80000000 0.004362708105 Long DBT CORP US N 2 2024-06-01 Fixed 3.25000000 N N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351WAB9 10115000.00000000 PA USD 10365042.80000000 0.003999999738 Long DBT CORP US N 2 2029-06-01 Fixed 3.80000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BV4 6990000.00000000 PA USD 7095059.70000000 0.002738072335 Long DBT CORP US N 2 2046-07-30 Fixed 3.20000000 N N N N N N Ginnie Mae II Pool N/A 36179MAG5 7493177.58000000 PA USD 7869934.55000000 0.003037106237 Long ABS-MBS USGA US N 2 2027-04-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UNP1 44188.11820000 PA USD 47266.26000000 0.000018240641 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NAX9 9897000.00000000 PA USD 13394401.86000000 0.005169067312 Long DBT CORP US N 2 2038-05-15 Fixed 6.40000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7QS5 1728649.27000000 PA USD 1886440.38000000 0.000728000952 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292DLA8 113775.44140000 PA USD 125361.19000000 0.000048378452 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31412SK20 107685.40880000 PA USD 112358.96000000 0.000043360728 Long ABS-MBS USGSE US N 2 2038-03-01 Floating 4.75200000 N N N N N N Fannie Mae Pool N/A 3138E06D6 8628859.93000000 PA USD 9455591.00000000 0.003649030906 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417YT72 604470.74000000 PA USD 636048.29000000 0.000245458995 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 032095AH4 1000000.00000000 PA USD 1096690.00000000 0.000423226396 Long DBT CORP US N 2 2029-06-01 Fixed 4.35000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMT94 38364385.88000000 PA USD 40245775.36000000 0.015531348399 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418DGL0 164141293.96000000 PA USD 172023358.90000000 0.066385967125 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Owl Rock Capital Corp 2549000BD79OOCPF2L94 69121KAB0 3715000.00000000 PA USD 2871137.75000000 0.001108007990 Long DBT CORP US N 2 2025-03-30 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407FCK4 4289.23030000 PA USD 4318.78000000 0.000001666671 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DF1 11430000.00000000 PA USD 12066879.60000000 0.004656759858 Long DBT CORP US N 2 2045-07-10 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31418BWU6 4919999.00000000 PA USD 5364324.11000000 0.002070159810 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Oklahoma Gas & Electric Co 549300VJ8YXGPO8EV472 678858BV2 3000000.00000000 PA USD 3007110.00000000 0.001160481383 Long DBT CORP US N 2 2030-04-01 Fixed 3.25000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAS9 2800000.00000000 PA USD 2834188.00000000 0.001093748619 Long DBT CORP US N 2 2021-04-01 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 31371FDP4 8057.43000000 PA USD 9447.74000000 0.000003646001 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138EQU75 3357984.06000000 PA USD 3615843.66000000 0.001395399321 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31416MY73 247977.18000000 PA USD 268222.04000000 0.000103510242 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 4.50000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DQ7 18150000.00000000 PA USD 18090831.00000000 0.006981478095 Long DBT CORP US N 2 2047-05-03 Fixed 4.05000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055BJ0 11955000.00000000 PA USD 12144008.55000000 0.004686524885 Long DBT CORP US N 2 2030-04-01 Fixed 3.60000000 N N N N N N Ginnie Mae II Pool N/A 36202EPB9 1132545.69600000 PA USD 1327796.57000000 0.000512413314 Long ABS-MBS USGA US N 2 2037-08-20 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7WT6 3888337.12000000 PA USD 4123737.05000000 0.001591401737 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418C4X9 15664377.61000000 PA USD 16827144.36000000 0.006493805605 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00772BAM3 17780000.00000000 PA USD 15998444.00000000 0.006173999765 Long DBT CORP IE N 2 2021-10-01 Fixed 5.00000000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AF1 4241000.00000000 PA USD 2184115.00000000 0.000842877313 Long DBT CORP US N 2 2026-07-01 Fixed 4.65000000 N N N N N N Puget Energy Inc SYBSJ96YIDMIUY7WDR33 745310AF9 2050000.00000000 PA USD 2067691.50000000 0.000797948027 Long DBT CORP US N 2 2022-07-15 Fixed 5.62500000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAG7 22067000.00000000 PA USD 22982559.83000000 0.008869257472 Long DBT CORP FR N 2 2024-04-15 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132DV3R4 2432037.41000000 PA USD 2628156.91000000 0.001014238643 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 5.00000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460DAD1 7700000.00000000 PA USD 7700616.00000000 0.002971764090 Long DBT CORP US N 2 2029-05-01 Fixed 3.38500000 N N N N N N Freddie Mac Gold Pool N/A 31292G7H3 8245.40000000 PA USD 9440.49000000 0.000003643203 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298FVA7 4311.30510000 PA USD 4938.94000000 0.000001905998 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31382RN25 13588.79000000 PA USD 15572.89000000 0.000006009773 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36176XP37 4178709.10000000 PA USD 4505693.09000000 0.001738803353 Long ABS-MBS USGA US N 2 2042-05-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138MDZA3 17102274.16000000 PA USD 18451985.64000000 0.007120852190 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31414F6A4 18549.00000000 PA USD 21998.74000000 0.000008489589 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 6.00000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUE7 16515000.00000000 PA USD 16565866.20000000 0.006392975093 Long DBT CORP US N 2 2025-03-13 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36201SUQ0 31617.43230000 PA USD 36400.52000000 0.000014047416 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C0W53 673730.90000000 PA USD 756896.24000000 0.000292095731 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N HP Inc WHKXQACZ14C5XRO8LW03 428236BX0 1875000.00000000 PA USD 1823250.00000000 0.000703614993 Long DBT CORP US N 2 2022-09-15 Fixed 4.05000000 N N N N N N Fannie Mae Pool N/A 31403DC72 926.49000000 PA USD 934.64000000 0.000000360689 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 4.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAN1 20995000.00000000 PA USD 21529112.80000000 0.008308354073 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAL4 8830000.00000000 PA USD 8232032.40000000 0.003176844329 Long DBT CORP US N 2 2026-09-01 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXK90 11626.14940000 PA USD 13695.37000000 0.000005285214 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AB1 11360000.00000000 PA USD 11601059.20000000 0.004476993936 Long DBT CORP US N 2 2022-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31385DHA2 749.00000000 PA USD 851.94000000 0.000000328774 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36211Q6E6 58969.87240000 PA USD 64146.25000000 0.000024754840 Long ABS-MBS USGA US N 2 2034-10-15 Fixed 5.50000000 N N N N N N Baltimore Gas & Electric Co 88V8C2WYSOD1SPSSLH72 059165EC0 683000.00000000 PA USD 867553.43000000 0.000334799726 Long DBT CORP US N 2 2036-10-01 Fixed 6.35000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HKC3 31512000.00000000 PA USD 32767753.20000000 0.012645486058 Long DBT CORP US N 2 2025-01-23 Fixed 3.12500000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748AU6 6068000.00000000 PA USD 6308717.56000000 0.002434613061 Long DBT CORP US N 2 2023-10-15 Fixed 4.05000000 N N N N N N Ginnie Mae I Pool N/A 36211DUU2 14216.53000000 PA USD 15561.41000000 0.000006005342 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Oregon School Boards Association N/A 686053CT4 1575000.00000000 PA USD 1824684.75000000 0.000704168681 Long DBT MUN US N 2 2028-06-30 Fixed 5.68000000 N N N N N N Fannie Mae Pool N/A 31417GWZ5 16133754.32000000 PA USD 17344915.26000000 0.006693619875 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJH29 11398.85000000 PA USD 12882.30000000 0.000004971440 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207EM43 211473.50620000 PA USD 241079.80000000 0.000093035712 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N JM Smucker Co/The 5493000WDH6A0LHDJD55 832696AM0 5800000.00000000 PA USD 6012976.00000000 0.002320482692 Long DBT CORP US N 2 2035-03-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31408D6R0 5063.85670000 PA USD 5134.95000000 0.000001981641 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EB81 402184.85000000 PA USD 428990.47000000 0.000165552791 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HX67 428240.53000000 PA USD 460307.18000000 0.000177638301 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRMT3 755992.47000000 PA USD 795742.55000000 0.000307087009 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WLC43 10603033.70000000 PA USD 11608519.39000000 0.004479872916 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31411FLB8 122310.14750000 PA USD 134184.02000000 0.000051783292 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31407G5S3 24536.81320000 PA USD 29123.97000000 0.000011239304 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418CXM1 18775970.25000000 PA USD 19996408.32000000 0.007716864232 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAQ3 4865000.00000000 PA USD 4761618.75000000 0.001837568268 Long DBT CORP US N 2 2023-03-15 Fixed 3.37500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B7YY9 6475000.00000000 PA USD 6984388.25000000 0.002695362837 Long ABS-MBS USGSE US N 2 2024-01-25 Fixed 3.49000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAR0 23900000.00000000 PA USD 23661000.00000000 0.009131076024 Long DBT CORP US N 2 2021-04-01 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 31283HAN5 1862.28000000 PA USD 2042.01000000 0.000000788037 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31417YPN1 3289746.09000000 PA USD 3561446.22000000 0.001374406668 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 4.50000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AL7 325000.00000000 PA USD 447859.75000000 0.000172834682 Long DBT CORP US N 2 2032-12-01 Fixed 6.25000000 N N N N N N Fannie Mae Pool N/A 31418CUA0 127629259.00000000 PA USD 134987085.80000000 0.052093205815 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 00507UAS0 33969000.00000000 PA USD 34624601.70000000 0.013362067133 Long DBT CORP LU N 2 2025-03-15 Fixed 3.80000000 N N N N N N Ginnie Mae I Pool N/A 36210ABK2 6723.48000000 PA USD 7393.14000000 0.000002853105 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 7.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBB3 6520000.00000000 PA USD 7293598.00000000 0.002814690749 Long DBT CORP US N 2 2048-09-01 Fixed 4.20000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687DV5 13290000.00000000 PA USD 17346108.00000000 0.006694080169 Long DBT CORP US N 2 2033-03-15 Fixed 6.55000000 N N N N N N Fannie Mae Pool N/A 31371FT85 6815.09000000 PA USD 7694.10000000 0.000002969249 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QL41 6210428.01610000 PA USD 6682172.13000000 0.002578733854 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 3.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDL3 16300000.00000000 PA USD 19376136.00000000 0.007477493380 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWQ9 6383288.34000000 PA USD 6857183.67000000 0.002646272998 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 3.50000000 N N N N N N Partners Healthcare System Inc 5493007Z86EDN0QFYU66 70213HAF5 12715000.00000000 PA USD 11987066.25000000 0.004625958887 Long DBT CORP US N 2 2060-07-01 Fixed 3.34200000 N N N N N N Ginnie Mae II Pool N/A 36179QBG5 3870702.44000000 PA USD 4189377.37000000 0.001616733158 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 4.00000000 N N N N N N California Institute of Technology 549300CITPNHOTVPHC04 13034VAA2 10860000.00000000 PA USD 11977059.60000000 0.004622097196 Long DBT CORP US N 2 2111-11-01 Fixed 4.70000000 N N N N N N Ginnie Mae I Pool N/A 36207H7H4 1925.74000000 PA USD 1968.78000000 0.000000759776 Long ABS-MBS USGA US N 2 2026-06-15 Fixed 6.50000000 N N N N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 49456BAM3 10749000.00000000 PA USD 10628073.75000000 0.004101506673 Long DBT CORP US N 2 2023-01-15 Fixed 3.15000000 N N N N N N Ginnie Mae I Pool N/A 36207D6M3 3377.24000000 PA USD 3892.00000000 0.000001501971 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31407A5B3 927.91490000 PA USD 961.50000000 0.000000371054 Long ABS-MBS USGSE US N 2 2020-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36294P6N8 27689.11910000 PA USD 30872.54000000 0.000011914099 Long ABS-MBS USGA US N 2 2036-07-15 Fixed 6.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC15 N/A 17321JAE4 853001.15000000 PA USD 879717.15000000 0.000339493858 Long ABS-MBS CORP US N 2 2046-09-10 Fixed 3.94200000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAG9 8900000.00000000 PA USD 8921182.00000000 0.003442795785 Long DBT CORP US N 2 2024-03-15 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36200AZ36 13769.01580000 PA USD 15101.72000000 0.000005827942 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 N/A 61764XBJ3 2500000.00000000 PA USD 2561550.00000000 0.000988534203 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.33800000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAR9 1650000.00000000 PA USD 1663992.00000000 0.000642155338 Long DBT CORP US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36201P3U7 23186.16000000 PA USD 24832.61000000 0.000009583214 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31405J4C5 38091.50330000 PA USD 43993.78000000 0.000016977750 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371K3A7 2447110.68530000 PA USD 2817334.06000000 0.001087244473 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407R3E2 26606.26900000 PA USD 31140.51000000 0.000012017512 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138A8EY8 271129.83000000 PA USD 289715.78000000 0.000111804945 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 4.90500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDN9 10154000.00000000 PA USD 10300014.52000000 0.003974904511 Long DBT CORP US N 2 2022-03-01 Fixed 3.20000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KY6 45897000.00000000 PA USD 47558930.37000000 0.018353586444 Long DBT CORP US N 2 2026-10-21 Fixed 3.20000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111EL3 4744000.00000000 PA USD 5645502.32000000 0.002178670000 Long DBT CORP US N 2 2036-03-15 Fixed 5.85000000 N N N N N N Fannie Mae Pool N/A 31408FTM1 23154.15010000 PA USD 27836.61000000 0.000010742496 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36294SG43 56154.81000000 PA USD 66630.49000000 0.000025713539 Long ABS-MBS USGA US N 2 2036-12-15 Fixed 6.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076AS1 33328000.00000000 PA USD 47252105.12000000 0.018235178740 Long DBT CORP US N 2 2036-12-16 Fixed 5.87500000 N N N N N N Fannie Mae Pool N/A 3138AFCT5 2972200.73000000 PA USD 3257413.11000000 0.001257076486 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418AFY9 339478.25000000 PA USD 355386.20000000 0.000137147982 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140J8X57 2455184.11000000 PA USD 2568441.75000000 0.000991193816 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402DC24 1779926.23000000 PA USD 2010907.26000000 0.000776034278 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31375TKL1 3776.64000000 PA USD 4355.71000000 0.000001680923 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.00000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350BL8 1445000.00000000 PA USD 1396924.85000000 0.000539090782 Long DBT CORP US N 2 2068-11-15 Fixed 5.85000000 N N N N N N Ginnie Mae II Pool N/A 36202EB73 37437.13000000 PA USD 39491.31000000 0.000015240190 Long ABS-MBS USGA US N 2 2034-05-20 Fixed 3.50000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAA1 3490000.00000000 PA USD 3579448.70000000 0.001381354051 Long DBT CORP US N 2 2022-04-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RWV1 46173.68110000 PA USD 53541.15000000 0.000020662199 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36201VUS9 78435.86320000 PA USD 87791.69000000 0.000033879911 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N BMW VEHICLE OWNER TRUST BMWOT_18-A N/A 09659QAE7 1850000.00000000 PA USD 1859472.00000000 0.000717593516 Long ABS-CBDO CORP US N 2 2024-06-25 Fixed 2.51000000 N N N N N N Freddie Mac Gold Pool N/A 31294UA29 3966665.63000000 PA USD 4119025.26000000 0.001589583398 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 2.50000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFG8 10515000.00000000 PA USD 10829713.95000000 0.004179322150 Long DBT CORP US N 2 2027-10-25 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 31387NU47 8634.17450000 PA USD 8942.67000000 0.000003451088 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AK2 13339000.00000000 PA USD 10237682.50000000 0.003950849804 Long DBT CORP US N 2 2022-11-01 Fixed 2.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286G0 510641000.00000000 PA USD 550455678.80000000 0.212427735574 Long DBT UST US N 2 2024-02-29 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 36224BA66 25.10000000 PA USD 26.84000000 0.000000010357 Long ABS-MBS USGA US N 2 2022-06-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9BP6 1284985.81000000 PA USD 1455156.48000000 0.000561563097 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CFJ8 30255700.05000000 PA USD 31455943.67000000 0.012139242343 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31408F2Y4 3796.21220000 PA USD 4105.95000000 0.000001584537 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAD1 8000000.00000000 PA USD 7932560.00000000 0.003061274182 Long DBT CORP ES N 2 2024-06-27 Fixed 2.70600000 N N N N N N Fannie Mae Pool N/A 31406UCV8 4669.41060000 PA USD 5551.18000000 0.000002142269 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ER5 7381000.00000000 PA USD 7580434.62000000 0.002925384591 Long DBT CORP US N 2 2067-09-15 Fixed 4.10000000 N N N N N N Chicago O'Hare International Airport N/A 167593H62 4375000.00000000 PA USD 4898906.25000000 0.001890549233 Long DBT MUN US N 2 2049-01-01 Fixed 4.47200000 N N N N N N Fannie Mae Pool N/A 31371K7E5 3812629.47290000 PA USD 4281697.28000000 0.001652360567 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WGED2 13699838.19000000 PA USD 14258106.60000000 0.005502381781 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XS3V0 19250705.73000000 PA USD 20473895.57000000 0.007901132537 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36205K2Y7 5666.45000000 PA USD 6151.10000000 0.000002373786 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810FG8 45278000.00000000 PA USD 62646188.02000000 0.024175947993 Long DBT UST US N 2 2029-02-15 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 31418BYU4 28389303.88000000 PA USD 30002100.23000000 0.011578185964 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140E8PC6 140456.63000000 PA USD 148445.80000000 0.000057287092 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EKSN7 8000000.00000000 PA USD 8327360.00000000 0.003213632443 Long DBT USGSE US N 2 2023-06-26 Fixed 1.77000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BY4 11575000.00000000 PA USD 11872014.50000000 0.004581558977 Long DBT CORP US N 2 2021-11-05 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 3132M8F68 367.72000000 PA USD 398.53000000 0.000000153797 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N UBS Commercial Mortgage Trust 2017-C2 N/A 90276CAE1 8050000.00000000 PA USD 8533322.00000000 0.003293115757 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.48700000 N N N N N N Freddie Mac Gold Pool N/A 31335AF45 86491093.31000000 PA USD 91139124.66000000 0.035171728841 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140JXRF7 82296732.35000000 PA USD 85293156.37000000 0.032915696513 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36213RJF5 25031.30000000 PA USD 30307.90000000 0.000011696197 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36296DD39 764371.74980000 PA USD 852259.21000000 0.000328897495 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31410EAG3 155872.26190000 PA USD 181697.18000000 0.000070119215 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7UU8 498497.26000000 PA USD 556741.68000000 0.000214853582 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138WKNL5 29955043.15000000 PA USD 32795679.89000000 0.012656263317 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBGT8 45050.57820000 PA USD 46343.08000000 0.000017884374 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4ZK2 1806958.83190000 PA USD 2001550.23000000 0.000772423283 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 893526DJ9 10260000.00000000 PA USD 11291437.80000000 0.004357507162 Long DBT CORP CA N 2 2040-06-01 Fixed 6.10000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FF5 5032000.00000000 PA USD 5656722.80000000 0.002183000124 Long DBT CORP US N 2 2054-12-01 Fixed 4.62500000 N N N N N N Physicians Realty LP 549300P6Q1UMT0X60U20 71951QAB8 5750000.00000000 PA USD 5310930.00000000 0.002049554354 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36291U7J8 22174.30460000 PA USD 24433.64000000 0.000009429247 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAB5 39918000.00000000 PA USD 39768307.50000000 0.015347087577 Long DBT CORP IE N 2 2021-09-23 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31379GFQ0 8335.42000000 PA USD 9158.29000000 0.000003534298 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.00000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AN4 52881000.00000000 PA USD 54382820.40000000 0.020987011010 Long DBT CORP JP N 2 2027-02-22 Fixed 3.67700000 N N N N N N Fannie Mae Pool N/A 31418ACN6 20953556.67000000 PA USD 22274049.81000000 0.008595834588 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140X5LN1 15665452.35000000 PA USD 16428829.84000000 0.006340091047 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31386QFM8 5117.36400000 PA USD 5719.47000000 0.000002207215 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.50000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713AT3 5319000.00000000 PA USD 6250729.23000000 0.002412234639 Long DBT CORP US N 2 2037-06-15 Fixed 7.25000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAP4 10278000.00000000 PA USD 8582130.00000000 0.003311951375 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N Fannie Mae Pool N/A 31408YMG0 38269.43270000 PA USD 43782.14000000 0.000016896075 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PSNZ6 170538.76000000 PA USD 178265.87000000 0.000068795030 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QJS1 16075644.72000000 PA USD 17269904.37000000 0.006664672234 Long ABS-MBS USGA US N 2 2044-07-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410FFD2 1487.61410000 PA USD 1581.72000000 0.000000610405 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31407HR73 2179.80730000 PA USD 2256.65000000 0.000000870869 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KAG3 172631.53000000 PA USD 194034.39000000 0.000074880299 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31376GQ32 3563.36000000 PA USD 3696.34000000 0.000001426463 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NQU8 28967.99850000 PA USD 31925.92000000 0.000012320612 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312933N83 380437.09000000 PA USD 425271.60000000 0.000164117632 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31415PKA5 221452.42000000 PA USD 235716.17000000 0.000090965820 Long ABS-MBS USGSE US N 2 2038-07-01 Floating 4.61300000 N N N N N N Fannie Mae Pool N/A 31410LDL3 2115944.77000000 PA USD 2235220.58000000 0.000862599596 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138A4Y41 1744173.63000000 PA USD 1835219.49000000 0.000708234169 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JRQ25 63274.12330000 PA USD 67540.70000000 0.000026064801 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 3.62500000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591CS9 10200000.00000000 PA USD 15699738.00000000 0.006058725381 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEU9 48108000.00000000 PA USD 49854801.48000000 0.019239591839 Long DBT CORP US N 2 2023-01-11 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31416WGT3 952788.86000000 PA USD 1030441.15000000 0.000397660136 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225AVG2 11301.31000000 PA USD 12656.34000000 0.000004884240 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 6.50000000 N N N N N N Corning Inc 549300X2937PB0CJ7I56 219350AW5 4600000.00000000 PA USD 5043072.00000000 0.001946184600 Long DBT CORP US N 2 2042-03-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31371KZA2 534069.30840000 PA USD 614788.54000000 0.000237254591 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Interstate Power & Light Co EF9UQIIO4KY2BWOK3P26 461070AR5 250000.00000000 PA USD 226040.00000000 0.000087231664 Long DBT CORP US N 2 2049-09-30 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31380YXT2 4136.58000000 PA USD 4716.07000000 0.000001819990 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N KLA Corp 549300H0BF5JCG96TJ81 482480AE0 17405000.00000000 PA USD 18569742.60000000 0.007166296075 Long DBT CORP US N 2 2024-11-01 Fixed 4.65000000 N N N N N N Kansas City Southern 5493008C12PZMWP3WY03 485170AS3 9025000.00000000 PA USD 9787251.50000000 0.003777022844 Long DBT CORP US N 2 2045-08-15 Fixed 4.95000000 N N N N N N Freddie Mac Gold Pool N/A 31335GC45 2364.23000000 PA USD 2536.39000000 0.000000978824 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.50000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AE6 16505000.00000000 PA USD 10645725.00000000 0.004108318512 Long DBT CORP US N 2 2037-10-01 Fixed 6.60000000 N N N N N N Fannie Mae Pool N/A 31371JUJ1 6219.90000000 PA USD 7645.13000000 0.000002950351 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36241L4A1 2383362.13000000 PA USD 2517879.09000000 0.000971681052 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 3.50000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AA4 5550000.00000000 PA USD 5560378.50000000 0.002145819653 Long DBT CORP US N 2 2020-12-15 Fixed 3.00000000 N N N N N N Southern Copper Corp 2549007U6NAP46Q9TU15 84265VAA3 5269000.00000000 PA USD 5833257.21000000 0.002251126962 Long DBT CORP US N 2 2035-07-27 Fixed 7.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032617 -48250000.00000000 PA USD -51001697.50000000 -0.01968219336 Short ABS-MBS USGSE US N 2 2050-01-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407X5H0 111367.68400000 PA USD 121664.74000000 0.000046951945 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36206VJG3 4433.88000000 PA USD 4965.50000000 0.000001916248 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVU4 58069443.45000000 PA USD 61097184.23000000 0.023578168044 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RNX3 41734722.13310000 PA USD 44931184.50000000 0.017339506426 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407EUZ4 106738.01900000 PA USD 122033.58000000 0.000047094285 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DF4 21063000.00000000 PA USD 22274543.76000000 0.008596025209 Long DBT CORP US N 2 2025-01-13 Fixed 2.75000000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AH6 7523000.00000000 PA USD 7499453.01000000 0.002894132774 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N Ginnie Mae I Pool N/A 36201LEW0 12597.20510000 PA USD 14949.36000000 0.000005769145 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201XWB0 35910.40760000 PA USD 40613.59000000 0.000015673292 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AB0 7330000.00000000 PA USD 7336670.30000000 0.002831312889 Long DBT MUN US N 2 2021-07-01 Fixed 2.63800000 N N N N N N Freddie Mac Gold Pool N/A 3128K0R96 11041.51420000 PA USD 12642.20000000 0.000004878783 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8H23 36178.97000000 PA USD 41859.07000000 0.000016153938 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2016-C1 N/A 46645LAZ0 4675000.00000000 PA USD 4787433.75000000 0.001847530600 Long ABS-MBS CORP US N 2 2049-03-15 Fixed 3.31580000 N N N N N N Fannie Mae Pool N/A 3140FG5M7 124022.41000000 PA USD 130048.66000000 0.000050187405 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371HLS5 5435.72130000 PA USD 5743.55000000 0.000002216507 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31409HQT4 6055.28090000 PA USD 6153.74000000 0.000002374805 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.00000000 N N N N N N Rio Tinto Alcan Inc 2138007ZSQ7B17SKOX77 013716AQ8 475000.00000000 PA USD 636509.50000000 0.000245636982 Long DBT CORP CA N 2 2031-03-15 Fixed 7.25000000 N N N N N N Fannie Mae Pool N/A 31382W5T5 5897.47000000 PA USD 7150.68000000 0.000002759536 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36296SC78 13603.79000000 PA USD 15262.91000000 0.000005890147 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WKRG2 530281.49000000 PA USD 568095.86000000 0.000219235302 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31368HKP7 153665.42430000 PA USD 180332.52000000 0.000069592576 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.00000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887CB6 11840000.00000000 PA USD 12511683.20000000 0.004828415134 Long DBT CORP US N 2 2025-11-01 Fixed 4.60000000 N N N N N N Ginnie Mae I Pool N/A 36225BNC8 54184.34750000 PA USD 61947.88000000 0.000023906462 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294MGE5 168615.14000000 PA USD 177974.97000000 0.000068682768 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31416WQV7 1792842.08000000 PA USD 1894263.16000000 0.000731019860 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Nationwide Financial Services Inc 5493001H7AZNDS6BKJ36 638612AJ0 849000.00000000 PA USD 907368.75000000 0.000350164956 Long DBT CORP US N 2 2037-05-15 Fixed 6.75000000 N N N N N N Fannie Mae Multifamily Remic Trust 2015-M12 N/A 3136AP6Z0 11600000.00000000 PA USD 12286372.00000000 0.004741464722 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 2.79570000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_17-B N/A 65478GAE0 3469000.00000000 PA USD 3413634.76000000 0.001317364376 Long ABS-CBDO CORP US N 2 2023-10-16 Fixed 1.95000000 N N N N N N Fannie Mae Pool N/A 31371LHD4 314467.01000000 PA USD 362030.15000000 0.000139711965 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31408AJ68 2542.45970000 PA USD 2713.57000000 0.000001047200 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GGF6 588.22000000 PA USD 657.08000000 0.000000253575 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0Q89 60000000.00000000 PA USD 60822000.00000000 0.023471971006 Long DBT USGSE US N 2 2021-10-07 Fixed 1.37500000 N N N N N N UBS Commercial Mortgage Trust N/A 90278MBA4 6475000.00000000 PA USD 6535606.00000000 0.002522172150 Long ABS-MBS CORP US N 2 2052-10-15 Fixed 2.92100000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109AX9 9038000.00000000 PA USD 10160248.46000000 0.003920967039 Long DBT CORP CA N 2 2043-03-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292FUB1 63914.80270000 PA USD 70359.33000000 0.000027152546 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31384FXM4 3748.68000000 PA USD 4465.35000000 0.000001723234 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36225ATF7 3205.28000000 PA USD 3389.01000000 0.000001307861 Long ABS-MBS USGA US N 2 2021-12-15 Fixed 9.50000000 N N N N N N Ohio Edison Co N/A 677347CE4 1870000.00000000 PA USD 2499610.30000000 0.000964630898 Long DBT CORP US N 2 2036-07-15 Fixed 6.87500000 N N N N N N FORD CREDIT AUTO LEASE TRUST FORDL_18-A N/A 34531JAE5 775000.00000000 PA USD 779673.25000000 0.000300885665 Long ABS-CBDO CORP US N 2 2021-08-15 Fixed 3.05000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AA8 7596000.00000000 PA USD 8213326.92000000 0.003169625650 Long DBT CORP US N 2 2024-12-01 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 31297LYJ3 14607.85850000 PA USD 16687.29000000 0.000006439834 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EPJD7 11065337.19000000 PA USD 12337961.62000000 0.004761373802 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31376FF69 86.59000000 PA USD 89.18000000 0.000000034415 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 7.50000000 N N N N N N Fannie Mae-Aces N/A 3136AUG21 12987605.00000000 PA USD 13686208.27000000 0.005281679058 Long ABS-MBS USGSE US N 2 2026-10-25 Variable 2.41680000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411BC8 14191000.00000000 PA USD 6261778.75000000 0.002416498787 Long DBT CORP US N 2 2044-01-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31386TMP7 11896.51000000 PA USD 12320.98000000 0.000004754820 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAH3 11729000.00000000 PA USD 11711289.21000000 0.004519533076 Long DBT CORP JP N 2 2021-10-19 Fixed 2.44200000 N N N N N N Ginnie Mae I Pool N/A 36290QZG3 202033.45480000 PA USD 229621.12000000 0.000088613663 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WFYA8 6856441.45000000 PA USD 7310886.39000000 0.002821362555 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418DMJ8 177271056.41000000 PA USD 185927202.10000000 0.071751634227 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJBP4 112758.91000000 PA USD 127222.50000000 0.000049096754 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31411AYF6 40200.32000000 PA USD 47527.23000000 0.000018341352 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEN0 7379000.00000000 PA USD 7391175.35000000 0.002852347070 Long DBT CORP US N 2 2042-02-15 Fixed 3.70000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-UBS1 N/A 92938JAD4 1750000.00000000 PA USD 1763702.50000000 0.000680634868 Long ABS-MBS CORP US N 2 2046-03-15 Fixed 3.59100000 N N N N N N Freddie Mac Gold Pool N/A 3128M6VG0 2479328.84580000 PA USD 2701774.23000000 0.001042648488 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PX6W1 6117.90000000 PA USD 6249.74000000 0.000002411852 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31403DBQ1 1025843.63590000 PA USD 1201898.92000000 0.000463827835 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QBH3 5282771.78000000 PA USD 5777292.05000000 0.002229529306 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208LVF1 4555.13000000 PA USD 4969.37000000 0.000001917742 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297FKA0 26403.18690000 PA USD 31220.98000000 0.000012048566 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Ingersoll-Rand Luxembourg Finance SA 549300GHBOWCVY92IS29 456873AE8 4325000.00000000 PA USD 4525636.75000000 0.001746499861 Long DBT CORP LU N 2 2026-03-21 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust 2013-GC16 N/A 36248GAD2 1525000.00000000 PA USD 1598367.75000000 0.000616830118 Long ABS-MBS CORP US N 2 2046-11-10 Fixed 4.27100000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAG9 7805000.00000000 PA USD 8273143.90000000 0.003192709772 Long DBT CORP US N 2 2028-09-01 Fixed 3.70000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AS2 9315000.00000000 PA USD 9153198.45000000 0.003532333837 Long DBT CORP US N 2 2023-01-30 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31384BXR2 20750.71000000 PA USD 24724.26000000 0.000009541401 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4YN7 155217.92000000 PA USD 182173.06000000 0.000070302863 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KEGC1 51780.03660000 PA USD 61010.35000000 0.000023544657 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31408AEG1 118088.42890000 PA USD 134971.53000000 0.000052087202 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 312930QW3 90256.19000000 PA USD 95168.83000000 0.000036726842 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31288HPS3 123374.11710000 PA USD 142175.10000000 0.000054867150 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31416NC42 929956.33000000 PA USD 1038389.24000000 0.000400727403 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290SLL3 42309.29000000 PA USD 43112.74000000 0.000016637745 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31413EYC3 7475.10760000 PA USD 7854.62000000 0.000003031196 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAW2 3625000.00000000 PA USD 3077625.00000000 0.001187694004 Long DBT CORP US N 2 2027-02-15 Fixed 4.95000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BB7 7540000.00000000 PA USD 7635004.00000000 0.002946443598 Long DBT CORP US N 2 2022-01-30 Fixed 2.75000000 N N N N N N DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1 N/A 26208QAF4 2615000.00000000 PA USD 2503653.30000000 0.000966191142 Long ABS-CBDO CORP US N 2 2026-03-16 Fixed 2.36000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AP4 7185000.00000000 PA USD 7425338.25000000 0.002865530961 Long DBT CORP US N 2 2028-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31400L2P8 20133.26170000 PA USD 24020.39000000 0.000009269769 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N People's United Financial Inc ROPY7PEPIPIDJNF0BO69 712704AA3 6850000.00000000 PA USD 7094613.50000000 0.002737900140 Long DBT CORP US N 2 2022-12-06 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31417MH71 5319687.10000000 PA USD 5940441.39000000 0.002292490678 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBB8 10907000.00000000 PA USD 10981276.67000000 0.004237812101 Long DBT CORP US N 2 2024-02-14 Fixed 3.80000000 N N N N N N Ginnie Mae I Pool N/A 36200MY72 4032.18000000 PA USD 4572.09000000 0.000001764426 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BHXJ1 9050000.00000000 PA USD 9727754.50000000 0.003754062207 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 3.02300000 N N N N N N Ginnie Mae I Pool N/A 36200NPV7 109794.48330000 PA USD 122368.15000000 0.000047223400 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Hackensack Meridian Health Inc N/A 404530AA5 3050000.00000000 PA USD 4396331.00000000 0.001696599154 Long DBT CORP US N 2 2057-07-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132L5UN1 2729109.77000000 PA USD 3019296.01000000 0.001165184117 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36204RLX4 7758.35000000 PA USD 8298.33000000 0.000003202429 Long ABS-MBS USGA US N 2 2025-06-15 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 3138Y9NP9 1122976.03000000 PA USD 1190163.69000000 0.000459299063 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36294R3R8 1250.74120000 PA USD 1383.01000000 0.000000533720 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MC4Z5 537762.91000000 PA USD 564086.40000000 0.000217688001 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418BE77 83331.56000000 PA USD 88833.94000000 0.000034282129 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 3.50000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748149AF8 25655000.00000000 PA USD 26360512.50000000 0.010172851683 Long DBT NUSS CA N 2 2021-08-25 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36211STW7 9349.87000000 PA USD 11653.21000000 0.000004497119 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KKY3 1266028.12000000 PA USD 1474517.63000000 0.000569034807 Long ABS-MBS USGA US N 2 2036-08-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31368JLS6 2406.99000000 PA USD 2484.74000000 0.000000958892 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 7.50000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BJ8 3350000.00000000 PA USD 3123875.00000000 0.001205542458 Long DBT CORP US N 2 2024-12-15 Fixed 2.80000000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724AJ5 1720000.00000000 PA USD 1690450.40000000 0.000652365965 Long DBT CORP US N 2 2025-03-15 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3129445T4 12153326.24000000 PA USD 13364891.33000000 0.005157678830 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CL4 5055000.00000000 PA USD 5102011.50000000 0.001968930091 Long DBT CORP US N 2 2045-04-15 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31407SNC2 6096.19610000 PA USD 6323.65000000 0.000002440375 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210A6N2 25012.50000000 PA USD 27099.54000000 0.000010458051 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBL2 27225000.00000000 PA USD 27227178.00000000 0.010507308746 Long DBT CORP US Y 2 2022-11-21 Fixed 2.30000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AS2 5025000.00000000 PA USD 4717017.75000000 0.001820356184 Long DBT CORP US N 2 2023-02-15 Fixed 2.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2A0 32130000.00000000 PA USD 33650391.60000000 0.012986107263 Long DBT CORP US N 2 2028-05-22 Variable 3.58400000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370CR9 14858000.00000000 PA USD 11440660.00000000 0.004415093877 Long DBT CORP US N 2 2026-12-08 Fixed 4.34600000 N N N N N N Fannie Mae Pool N/A 31371FQK1 3375.60000000 PA USD 3708.54000000 0.000001431171 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 7.00000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AA6 1530000.00000000 PA USD 1536640.20000000 0.000593008684 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AK9 4600000.00000000 PA USD 4214750.00000000 0.001626524773 Long DBT CORP US N 2 2022-09-15 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31417CB79 1213354.97000000 PA USD 1306941.04000000 0.000504364904 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31388SHH1 20331.26000000 PA USD 24389.58000000 0.000009412244 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAD7 6895000.00000000 PA USD 5365068.45000000 0.002070447060 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31390TU31 2093.18250000 PA USD 2544.79000000 0.000000982066 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QT68 16214244.69000000 PA USD 17760921.49000000 0.006854161886 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 4.50000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAR0 6264000.00000000 PA USD 6319311.12000000 0.002438701249 Long DBT CORP US N 2 2023-03-15 Fixed 2.85000000 N N N N N N Fannie Mae Pool N/A 31388REJ2 48598.28110000 PA USD 57583.62000000 0.000022222239 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C19 549300FCX3YXSYSLU895 92938VAR6 767453.41000000 PA USD 787975.11000000 0.000304089456 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 3.61800000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAL7 8776000.00000000 PA USD 8560900.24000000 0.003303758544 Long DBT CORP US N 2 2026-05-15 Fixed 3.10000000 N N N N N N Veolia Environnement SA 969500LENY69X51OOT31 92334NAC7 1690000.00000000 PA USD 2215775.90000000 0.000855095650 Long DBT CORP FR N 2 2038-06-01 Fixed 6.75000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 001192AK9 4706000.00000000 PA USD 4577102.66000000 0.001766361200 Long DBT CORP US N 2 2043-06-01 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 31297L3X6 58602.97360000 PA USD 67089.86000000 0.000025890816 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209Y4T2 3657.31000000 PA USD 4559.17000000 0.000001759440 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 8.00000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAD4 7519000.00000000 PA USD 7669680.76000000 0.002959825793 Long DBT CORP US N 2 2025-02-01 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31385XWK9 10479.89000000 PA USD 11563.51000000 0.000004462503 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LH65 735644.88000000 PA USD 783638.35000000 0.000302415846 Long ABS-MBS USGSE US N 2 2040-09-01 Floating 4.32300000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GS6 7850000.00000000 PA USD 10266151.50000000 0.003961836347 Long DBT CORP US N 2 2040-04-30 Fixed 6.22000000 N N N N N N Fannie Mae Pool N/A 3140FPC98 31995341.09000000 PA USD 33935858.53000000 0.013096272524 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132DVKR5 113032883.70000000 PA USD 120789200.20000000 0.046614064071 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06366RJJ5 12561000.00000000 PA USD 12545047.53000000 0.004841290847 Long DBT CORP CA N 2 2022-11-06 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 31387DUD9 606.34000000 PA USD 621.46000000 0.000000239829 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N BGC Partners Inc TF1LXM1YNB81WKUH5G19 05541TAM3 6335000.00000000 PA USD 5659815.70000000 0.002184193712 Long DBT CORP US N 2 2024-10-01 Fixed 3.75000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CE7 6700000.00000000 PA USD 7012555.00000000 0.002706232738 Long DBT CORP US N 2 2028-03-02 Fixed 3.12500000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AC8 5487000.00000000 PA USD 5371334.04000000 0.002072865029 Long DBT CORP US N 2 2046-05-15 Fixed 3.75000000 N N N N N N COMM 2014-CCRE18 Mortgage Trust N/A 12632QAU7 3483320.52000000 PA USD 3559640.07000000 0.001373709653 Long ABS-MBS CORP US N 2 2047-07-15 Fixed 3.45200000 N N N N N N Ginnie Mae I Pool N/A 36207KZM5 5333.29000000 PA USD 5852.59000000 0.000002258587 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36296GRG8 445194.37600000 PA USD 490817.90000000 0.000189412770 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KV54 1395055.23000000 PA USD 1612767.55000000 0.000622387181 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.00000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477BF9 25400000.00000000 PA USD 23076662.00000000 0.008905572677 Long DBT CORP US N 2 2034-11-01 Variable 3.03100000 N N N N N N Freddie Mac Gold Pool N/A 31283GS99 20640.89000000 PA USD 23436.70000000 0.000009044515 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 8.50000000 N N N N N N COMM 2014-CCRE15 Mortgage Trust N/A 12591RAY6 1140124.54000000 PA USD 1159119.01000000 0.000447318532 Long ABS-MBS CORP US N 2 2047-02-10 Fixed 3.59500000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAQ5 7474884.00000000 PA USD 7771337.90000000 0.002999056556 Long DBT CORP US N 2 2025-02-01 Fixed 3.60000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CE6 100000.00000000 PA USD 100147.00000000 0.000038647980 Long DBT NUSS KR N 2 2020-05-18 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31375BFN2 277.05000000 PA USD 285.34000000 0.000000110116 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31380HVY0 22905.02000000 PA USD 26450.03000000 0.000010207397 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292K4B0 2800299.62000000 PA USD 3170331.21000000 0.001223470491 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225A3F5 20818.94000000 PA USD 24493.48000000 0.000009452340 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDR0 5250000.00000000 PA USD 5388022.50000000 0.002079305315 Long DBT CORP US N 2 2024-08-15 Fixed 2.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128P8AU5 4864296.82000000 PA USD 5234032.02000000 0.002019878462 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 3.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BG2 13675000.00000000 PA USD 14072532.25000000 0.005430766317 Long DBT CORP US Y 2 2022-08-15 Fixed 3.25000000 N N N N N N Oesterreichische Kontrollbank AG 5299000OVRLMF858L016 676167BV0 12595000.00000000 PA USD 13463803.10000000 0.005195850120 Long DBT CORP AT N 2 2023-03-13 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31283HF75 1606.21000000 PA USD 1852.96000000 0.000000715080 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 8.00000000 N N N N N N Delta Air Lines 2019-1 Class AA Pass Through Trust N/A 24737BAA3 6000000.00000000 PA USD 5785800.00000000 0.002232812631 Long DBT CORP US N 2 2024-04-25 Fixed 3.20400000 N N N N N N Fannie Mae Pool N/A 31418C2W3 8774769.54000000 PA USD 9267385.10000000 0.003576399894 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335AZC5 8695835.71000000 PA USD 9347414.68000000 0.003607284310 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 5363000.00000000 PA USD 4578661.25000000 0.001766962679 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GK1 11070000.00000000 PA USD 11339775.90000000 0.004376161440 Long DBT CORP US N 2 2022-07-30 Fixed 4.05000000 N N N N N N Ginnie Mae I Pool N/A 36203WWY0 3613.03000000 PA USD 3742.67000000 0.000001444343 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJW97 19696381.91000000 PA USD 21158444.34000000 0.008165308475 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483AU6 1863000.00000000 PA USD 2363457.69000000 0.000912087901 Long DBT CORP US N 2 2035-09-15 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 3138A6TG5 29681.32000000 PA USD 31492.47000000 0.000012153338 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4.00000000 N N N N N N HYUNDAI AUTO RECEIVABLES TRUST HART_18-A N/A 44891KAD7 3420099.32000000 PA USD 3396295.43000000 0.001310672912 Long ABS-CBDO CORP US N 2 2022-07-15 Fixed 2.79000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VAM9 5726000.00000000 PA USD 7267668.24000000 0.002804684130 Long DBT CORP US N 2 2036-04-01 Fixed 6.12500000 N N N N N N Fannie Mae Pool N/A 31417BLK1 6820524.43000000 PA USD 7359141.24000000 0.002839984706 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N American Airlines 2016-3 Class AA Pass Through Trust N/A 023771R91 5231162.31000000 PA USD 4568530.98000000 0.001763053281 Long DBT CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212VVL0 7614.70000000 PA USD 9219.04000000 0.000003557742 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31384PA62 789.95000000 PA USD 836.98000000 0.000000323001 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N Pennsylvania Turnpike Commission 549300J8LLBYEYEXZJ24 709223A27 2195000.00000000 PA USD 3083140.90000000 0.001189822659 Long DBT MUN US N 2 2045-12-01 Fixed 5.51100000 N N N N N N Fannie Mae Pool N/A 31405DWQ6 28528.56850000 PA USD 33760.71000000 0.000013028680 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 00828EBP3 7670000.00000000 PA USD 7745242.70000000 0.002988986092 Long DBT CORP N/A N 2 2021-07-26 Fixed 1.25000000 N N N N N N Fannie Mae Pool N/A 3138A2NW5 260206.16000000 PA USD 274390.00000000 0.000105890535 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 4.00000000 N N N N N N Republic of Poland Government International Bond N/A 857524AB8 24990000.00000000 PA USD 26668828.20000000 0.010291834571 Long DBT NUSS PL N 2 2022-03-23 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410UC34 77943.63010000 PA USD 92582.22000000 0.000035728637 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Northern Trust Corp 549300GLF98S992BC502 665859AP9 8975000.00000000 PA USD 9287060.75000000 0.003583992973 Long DBT CORP US N 2 2025-10-30 Fixed 3.95000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AC7 19509000.00000000 PA USD 19880646.45000000 0.007672190277 Long DBT CORP US N 2 2024-12-01 Fixed 3.35000000 N N N N N N Ginnie Mae I Pool N/A 36204RHZ4 8610.66000000 PA USD 9860.41000000 0.000003805255 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 7.50000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CM0 7000000.00000000 PA USD 7033040.00000000 0.002714138156 Long DBT CORP US N 2 2029-09-06 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31371FLW0 3205.42000000 PA USD 3776.24000000 0.000001457298 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 7.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AG3 1400000.00000000 PA USD 1511020.00000000 0.000583121528 Long DBT NUSS JP N 2 2023-07-31 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36225B2X5 323075.91200000 PA USD 371912.07000000 0.000143525522 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KCS5 372372.53000000 PA USD 417537.59000000 0.000161132981 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HCU7 37381.05000000 PA USD 41589.41000000 0.000016049873 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31405NUP8 70469.68000000 PA USD 79760.40000000 0.000030780536 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.00000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBL4 8000000.00000000 PA USD 7950640.00000000 0.003068251480 Long DBT CORP US N 2 2023-02-14 Fixed 1.75000000 N N N N N N Beam Suntory Inc EWRDABCN7XBHM37LIA98 073730AE3 2300000.00000000 PA USD 2305313.00000000 0.000889649138 Long DBT CORP US N 2 2022-05-15 Fixed 3.25000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAU1 5350000.00000000 PA USD 4760644.00000000 0.001837192100 Long DBT CORP US N 2 2030-01-15 Fixed 3.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDF6 8910000.00000000 PA USD 9638838.00000000 0.003719748217 Long DBT CORP US N 2 2047-10-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3140HEAS1 960611.20000000 PA USD 1037056.64000000 0.000400213136 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201C5Z3 19620.99000000 PA USD 20872.81000000 0.000008055078 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31382RWQ2 11204.30000000 PA USD 12743.77000000 0.000004917980 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371E5R2 897.95000000 PA USD 988.71000000 0.000000381555 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31417FL71 8058568.60000000 PA USD 8402991.82000000 0.003242819709 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418CRH9 19419344.69000000 PA USD 20479058.33000000 0.007903124911 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3140K0E79 13399285.76000000 PA USD 13886349.80000000 0.005358916179 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 2.50000000 N N N N N N WW Grainger Inc 549300TWZSP6O1IH2V34 384802AD6 2950000.00000000 PA USD 3126882.00000000 0.001206702897 Long DBT CORP US N 2 2047-05-15 Fixed 4.20000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214CV3 41325000.00000000 PA USD 41103084.75000000 0.015862194823 Long DBT CORP AU N 2 2021-05-13 Fixed 2.10000000 N N N N N N Fannie Mae Pool N/A 31418CDX9 8163268.47000000 PA USD 8650942.13000000 0.003338506837 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 2.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBS8 14150000.00000000 PA USD 12664533.00000000 0.004887401785 Long DBT CORP JP N 2 2029-09-17 Fixed 3.20200000 N N N N N N Fannie Mae Pool N/A 31371KNJ6 41811.91040000 PA USD 48379.73000000 0.000018670343 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31367EDR9 2571.70000000 PA USD 2774.89000000 0.000001070864 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GN60 5368.23000000 PA USD 6072.27000000 0.000002343364 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138WHM66 23990458.43000000 PA USD 25158553.85000000 0.009709000797 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31406MCV6 125506.99900000 PA USD 143316.44000000 0.000055307607 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AH3 40300000.00000000 PA USD 43398667.00000000 0.016748088743 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31418AFC7 636163.98000000 PA USD 665974.62000000 0.000257007940 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Permanent University Fund - University of Texas System 549300GZUEUTLKVGLF98 9151158F9 5800000.00000000 PA USD 5865888.00000000 0.002263719592 Long DBT MUN US N 2 2047-07-01 Fixed 3.37600000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAD1 150000.00000000 PA USD 135400.50000000 0.000052252747 Long DBT CORP US N 2 2027-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297SUF0 18572.50800000 PA USD 21267.19000000 0.000008207274 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587CX3 7530000.00000000 PA USD 7699425.00000000 0.002971304468 Long DBT CORP US N 2 2046-07-01 Fixed 4.40000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CE2 13700000.00000000 PA USD 13733565.00000000 0.005299954613 Long DBT CORP US N 2 2023-10-17 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36292G6K6 49422.78520000 PA USD 52943.66000000 0.000020431621 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.50000000 N N N N N N Sumitomo Mitsui Banking Corp 5U0XI89JRFVHWIBS4F54 865622BJ2 9850000.00000000 PA USD 10229717.50000000 0.003947776011 Long DBT CORP JP N 2 2024-01-10 Fixed 3.95000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WAJ4 15818000.00000000 PA USD 20713038.28000000 0.007993420702 Long DBT CORP MX N 2 2035-03-01 Fixed 6.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJCR9 621555.74240000 PA USD 701525.10000000 0.000270727315 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QYT2 16643661.80810000 PA USD 18250274.48000000 0.007043009329 Long ABS-MBS USGA US N 2 2045-01-20 Fixed 4.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HC0 6160000.00000000 PA USD 6426543.20000000 0.002480083451 Long DBT CORP US N 2 2050-05-01 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31417MK44 522177.30000000 PA USD 549978.02000000 0.000212243401 Long ABS-MBS USGSE US N 2 2039-10-01 Floating 3.70900000 N N N N N N Ginnie Mae I Pool N/A 36224A2L4 474.58000000 PA USD 515.65000000 0.000000198995 Long ABS-MBS USGA US N 2 2022-05-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31410FSM8 254760.60000000 PA USD 293158.12000000 0.000113133387 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.50000000 N N N N N N Trustees of Boston College 549300Q2G2ZLXN1EX541 89838LAG9 4560000.00000000 PA USD 4776052.80000000 0.001843138549 Long DBT CORP US N 2 2052-07-01 Fixed 3.12900000 N N N N N N Freddie Mac Gold Pool N/A 3128M6U55 37368.84000000 PA USD 40968.21000000 0.000015810144 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 4.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BR1 6872000.00000000 PA USD 5035732.88000000 0.001943352342 Long DBT CORP MX N 2 2038-06-15 Fixed 6.62500000 N N N N N N Banc of America Commercial Mortgage Trust 2017-BNK3 N/A 06427DAV5 3542000.00000000 PA USD 3614150.54000000 0.001394745925 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.74800000 N N N N N N Ginnie Mae II Pool N/A 36202FLQ7 4210622.92000000 PA USD 4650843.55000000 0.001794818732 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FDET5 2475000.00000000 PA USD 2821376.25000000 0.001088804405 Long ABS-MBS USGSE US N 2 2032-11-25 Fixed 3.45900000 N N N N N N Freddie Mac Gold Pool N/A 31292GN36 119.98000000 PA USD 137.24000000 0.000000052962 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 8.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CM4 8703000.00000000 PA USD 10708345.26000000 0.004132484454 Long DBT CORP US N 2 2048-01-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407CTY3 370.53770000 PA USD 372.75000000 0.000000143848 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8B34 12779909.60000000 PA USD 13750927.13000000 0.005306654876 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MC40 1585605.48000000 PA USD 1687433.06000000 0.000651201536 Long ABS-MBS USGA US N 2 2042-05-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140FMNQ5 232823.37000000 PA USD 247123.38000000 0.000095368005 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335H2M4 67136.01000000 PA USD 70930.54000000 0.000027372983 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N Providence St Joseph Health Obligated Group N/A 743756AB4 2075000.00000000 PA USD 2186946.25000000 0.000843969928 Long DBT CORP US N 2 2026-10-01 Fixed 2.74600000 N N N N N N Freddie Mac Gold Pool N/A 31296YZX4 29243.13550000 PA USD 31300.97000000 0.000012079436 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C28 549300S7ENI2U7O0XH56 94989JAZ9 8500000.00000000 PA USD 8884795.00000000 0.003428753586 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.54000000 N N N N N N Freddie Mac Gold Pool N/A 31292HUQ5 785312.01250000 PA USD 923464.10000000 0.000356376353 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132MATW1 258862.66000000 PA USD 282685.79000000 0.000109091984 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212PXX5 16406.74010000 PA USD 17801.81000000 0.000006869941 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7D75 182448.44000000 PA USD 196329.12000000 0.000075765864 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31384VUY6 918.90000000 PA USD 1098.84000000 0.000000424056 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141DC9 3345000.00000000 PA USD 3384805.50000000 0.001306238804 Long DBT CORP US N 2 2022-05-15 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31380RQB4 808.41000000 PA USD 931.55000000 0.000000359496 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518DC7 6935000.00000000 PA USD 7384873.45000000 0.002849915088 Long DBT CORP US N 2 2028-11-15 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128K1KK6 766698.87510000 PA USD 865480.36000000 0.000333999702 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Brighthouse Financial Inc 5493003T8SZSHOGGAW52 10922NAC7 15485000.00000000 PA USD 13327629.80000000 0.005143299139 Long DBT CORP US N 2 2027-06-22 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3140J74X0 8850278.73000000 PA USD 9305891.08000000 0.003591259833 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36291PY34 108535.76460000 PA USD 125377.26000000 0.000048384653 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31411JH66 61304.18970000 PA USD 63817.05000000 0.000024627798 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.50000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AU8 3500000.00000000 PA USD 3440815.00000000 0.001327853571 Long DBT CORP US N 2 2029-09-17 Fixed 3.35000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDA7 40205000.00000000 PA USD 26607266.95000000 0.010268077314 Long DBT CORP MX Y 2 2060-01-28 Fixed 6.95000000 N N N N N N Freddie Mac Pool N/A 3132A5H32 54276326.71000000 PA USD 57364106.94000000 0.022137526797 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31388XZP2 15933.76000000 PA USD 18264.71000000 0.000007048580 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31407LHG5 4161.81520000 PA USD 4179.09000000 0.000001612763 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Texas Health Resources 54930008C10TUBW7Z611 882484AA6 2625000.00000000 PA USD 3046706.25000000 0.001175762072 Long DBT CORP US N 2 2055-11-15 Fixed 4.33000000 N N N N N N Fannie Mae Pool N/A 31411YGA5 34638.64000000 PA USD 41096.32000000 0.000015859584 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Landesbank Baden-Wuerttemberg B81CK4ESI35472RHJ606 514886AC4 1580000.00000000 PA USD 1776267.60000000 0.000685483897 Long DBT CORP DE N 2 2023-02-01 Fixed 7.62500000 N N N N N N Ginnie Mae I Pool N/A 36213RUM7 96270.33710000 PA USD 107747.69000000 0.000041581182 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36291CRS6 15639.66200000 PA USD 17759.46000000 0.000006853597 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWR7 1909244.77000000 PA USD 2073439.82000000 0.000800166376 Long ABS-MBS USGSE US N 2 2045-07-01 Fixed 4.00000000 N N N N N N Ohio Power Co 06ZODLC132CY1O2Y7D77 677415CR0 4780000.00000000 PA USD 4999784.40000000 0.001929479373 Long DBT CORP US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283G3Y1 19010.20000000 PA USD 21122.99000000 0.000008151626 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A56M6 432928.85000000 PA USD 455848.10000000 0.000175917486 Long ABS-MBS USGA US N 2 2024-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209EGM8 1618.04390000 PA USD 1641.20000000 0.000000633359 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Interstate Power & Light Co EF9UQIIO4KY2BWOK3P26 461070AG9 3345000.00000000 PA USD 4217844.30000000 0.001627718903 Long DBT CORP US N 2 2039-07-15 Fixed 6.25000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406HDA4 12836000.00000000 PA USD 13328388.96000000 0.005143592108 Long DBT CORP US N 2 2025-02-24 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C17 N/A 46640UAD4 5500000.00000000 PA USD 5836765.00000000 0.002252480662 Long ABS-MBS CORP US N 2 2047-01-15 Fixed 4.19890000 N N N N N N Freddie Mac Gold Pool N/A 31283GNT0 6460.52000000 PA USD 7235.65000000 0.000002792327 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 8.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285A4 524387000.00000000 PA USD 543149566.90000000 0.209608215553 Long DBT UST US N 2 2021-09-15 Fixed 2.75000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCT7 34866000.00000000 PA USD 25194520.26000000 0.009722880685 Long DBT CORP MX Y 2 2030-01-23 Fixed 6.84000000 N N N N N N Ginnie Mae I Pool N/A 36212PVF6 2718.07000000 PA USD 2969.17000000 0.000001145839 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132JMS75 2472502.31000000 PA USD 2657989.43000000 0.001025751386 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCR0 10350000.00000000 PA USD 11114244.00000000 0.004289125857 Long DBT CORP US N 2 2024-04-15 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36225BW38 76939.30960000 PA USD 85299.53000000 0.000032918156 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Rio Tinto Finance USA Ltd 213800RX94ZKEZXPKH58 767201AL0 13366000.00000000 PA USD 16961721.32000000 0.006545740538 Long DBT CORP AU N 2 2040-11-02 Fixed 5.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVG5 31548937.89000000 PA USD 33193268.53000000 0.012809697749 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAK7 17633000.00000000 PA USD 17277518.72000000 0.006667610707 Long DBT CORP US N 2 2023-03-15 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31387EMM6 33205.98050000 PA USD 36867.60000000 0.000014227668 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMB28 12070.27320000 PA USD 12118.80000000 0.000004676796 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C44 549300AGZIS1CJS4RM30 95001JAX5 10550000.00000000 PA USD 11561534.00000000 0.004461740666 Long ABS-MBS CORP US N 2 2051-05-15 Fixed 4.21200000 N N N N N N Freddie Mac Gold Pool N/A 3128MEAH4 2176666.61000000 PA USD 2264277.44000000 0.000873813002 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 2.50000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483BP6 7108000.00000000 PA USD 7273900.72000000 0.002807089322 Long DBT CORP US N 2 2022-03-15 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36200SSN1 20784.18150000 PA USD 21706.79000000 0.000008376921 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3132DVKM6 20948829.27000000 PA USD 22669356.62000000 0.008748388433 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36296TQN6 175147.75980000 PA USD 207989.72000000 0.000080265836 Long ABS-MBS USGA US N 2 2038-10-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36241K7H5 4456102.09000000 PA USD 4998721.64000000 0.001929069241 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MELS8 6797309.84000000 PA USD 7068794.40000000 0.002727936227 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.50000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CH5 8400000.00000000 PA USD 9180024.00000000 0.003542686152 Long DBT CORP US N 2 2038-04-17 Fixed 4.55000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFH2 4370000.00000000 PA USD 4832783.00000000 0.001865031443 Long DBT CORP US N 2 2048-09-01 Fixed 4.45000000 N N N N N N Ginnie Mae I Pool N/A 36201XAQ1 30132.34450000 PA USD 33517.71000000 0.000012934903 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L02S0 162096.91740000 PA USD 191371.62000000 0.000073852703 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAD3 36716000.00000000 PA USD 36018028.84000000 0.013899808106 Long DBT CORP US Y 2 2024-10-15 Fixed 3.62500000 N N N N N N Los Angeles Unified School District/CA N/A 544646XZ0 10200000.00000000 PA USD 13097922.00000000 0.005054652024 Long DBT MUN US N 2 2034-07-01 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 31374F6L8 328.55000000 PA USD 380.57000000 0.000000146866 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KU57 9588.73000000 PA USD 10856.94000000 0.000004189829 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAN5 25386000.00000000 PA USD 25949315.34000000 0.010014165553 Long DBT CORP GB N 2 2026-01-12 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31413MBA4 18741.52000000 PA USD 22537.05000000 0.000008697329 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WJTG3 100571708.97000000 PA USD 105477596.90000000 0.040705124728 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAG6 8075000.00000000 PA USD 7670038.75000000 0.002959963946 Long DBT CORP US N 2 2024-09-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31374W5X6 415.46000000 PA USD 426.73000000 0.000000164680 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMUS0 7970991.92000000 PA USD 8361650.23000000 0.003226865472 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31385JG85 34333.99580000 PA USD 41157.19000000 0.000015883074 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31288EAS6 50217.00480000 PA USD 56627.21000000 0.000021853149 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C20 549300UVB571ELWL8972 92890FAV8 918372.14000000 PA USD 943287.58000000 0.000364026482 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.63800000 N N N N N N Fannie Mae Pool N/A 31407BR27 2928.52040000 PA USD 2952.36000000 0.000001139352 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7CM3 118439.05210000 PA USD 129111.60000000 0.000049825782 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 5.50000000 N N N N N N BANK 2019-BNK17 N/A 065403BF3 1750000.00000000 PA USD 1794065.00000000 0.000692352136 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.97600000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 N/A 61763MAF7 4200000.00000000 PA USD 4401684.00000000 0.001698664944 Long ABS-MBS CORP US N 2 2047-06-15 Fixed 3.89200000 N N N N N N Freddie Mac Gold Pool N/A 31298H4H8 808.64000000 PA USD 882.65000000 0.000000340625 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371FPB2 711.71000000 PA USD 790.94000000 0.000000305233 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 31412PD99 367646.99280000 PA USD 436694.77000000 0.000168525977 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 6.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCM2 36917000.00000000 PA USD 37217135.21000000 0.014362558261 Long DBT CORP US N 2 2022-06-30 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMSJ3 629927.97000000 PA USD 654507.76000000 0.000252582735 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 2.50000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBG0 10980000.00000000 PA USD 10080189.00000000 0.003890071091 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 084659AU5 6900000.00000000 PA USD 7379343.00000000 0.002847780818 Long DBT CORP US Y 2 2030-07-15 Fixed 3.70000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAV3 10545000.00000000 PA USD 10508197.95000000 0.004055245102 Long DBT CORP US N 2 2026-09-19 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31371J5U4 25143.90000000 PA USD 29248.64000000 0.000011287416 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 8.00000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AT4 10405000.00000000 PA USD 10376386.25000000 0.004004377317 Long DBT CORP US N 2 2021-07-28 Fixed 1.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128PRS67 1600.32000000 PA USD 1602.93000000 0.000000618590 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138WDKT7 24139327.97000000 PA USD 26125029.09000000 0.010081975688 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VRT3 27991.24070000 PA USD 32226.32000000 0.000012436540 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCK0 12665000.00000000 PA USD 10994613.15000000 0.004242958815 Long DBT CORP US N 2 2025-04-09 Fixed 4.35000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBA6 8306000.00000000 PA USD 8411070.90000000 0.003245937527 Long DBT CORP US N 2 2022-06-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LWY8 103224.68000000 PA USD 114656.81000000 0.000044247497 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 5.50000000 N N N N N N National Australia Bank Ltd/New York F8SB4JFBSYQFRQEH3Z21 63254AAP3 6752000.00000000 PA USD 7135243.52000000 0.002753579774 Long DBT CORP AU N 2 2026-01-14 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36208XEZ0 14582.10000000 PA USD 17089.78000000 0.000006595159 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTN6 20048.13000000 PA USD 23103.47000000 0.000008915918 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 7.00000000 N N N N N N Los Angeles Department of Water & Power Power System Revenue N/A 544495WA8 5060000.00000000 PA USD 8135063.20000000 0.003139422701 Long DBT MUN US N 2 2050-07-01 Fixed 6.60300000 N N N N N N Fannie Mae Pool N/A 31410QPG0 2334.09390000 PA USD 2397.23000000 0.000000925121 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 5.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KR1 26337000.00000000 PA USD 28937778.75000000 0.011167450984 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039482AB0 4900000.00000000 PA USD 5178614.00000000 0.001998491954 Long DBT CORP US N 2 2030-03-27 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31371FMA7 2778.24000000 PA USD 3320.91000000 0.000001281580 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31406RHF5 73302.64380000 PA USD 81668.67000000 0.000031516961 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31406EYM0 102492.18190000 PA USD 120773.71000000 0.000046608086 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SQW0 32392672.14000000 PA USD 34389356.45000000 0.013271283047 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KMM4 36224.49000000 PA USD 42283.40000000 0.000016317693 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_20-1 N/A 14315XAC2 2360000.00000000 PA USD 2346878.40000000 0.000905689746 Long ABS-CBDO CORP US N 2 2024-12-16 Fixed 1.89000000 N N N N N N Ginnie Mae I Pool N/A 36200WBK6 17047.50000000 PA USD 20640.94000000 0.000007965597 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36205A3F9 2512.90000000 PA USD 2745.27000000 0.000001059434 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 6.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAV9 5890000.00000000 PA USD 5881341.70000000 0.002269683368 Long DBT CORP US N 2 2030-11-15 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 3138MBLQ7 6767207.52000000 PA USD 7044121.65000000 0.002718414704 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MEXW6 490238.58000000 PA USD 514059.27000000 0.000198381905 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Embraer Overseas Ltd N/A 29081YAD8 9130000.00000000 PA USD 7801767.60000000 0.003010799758 Long DBT CORP KY Y 2 2023-09-16 Fixed 5.69600000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAU3 3325000.00000000 PA USD 3354093.75000000 0.001294386755 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MQN3 4899928.99000000 PA USD 5258309.80000000 0.002029247561 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 3.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 413875AT2 2056000.00000000 PA USD 2280165.68000000 0.000879944472 Long DBT CORP US N 2 2045-04-27 Fixed 5.05400000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-A N/A 89238BAD4 5482393.34000000 PA USD 5484038.06000000 0.002116358921 Long ABS-CBDO CORP US N 2 2022-05-16 Fixed 2.35000000 N N N N N N COMM 2013-CCRE11 Mortgage Trust 549300BCCWSDWINK2593 12626LAD4 1909486.91000000 PA USD 1977770.16000000 0.000763246257 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 3.98300000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C18 549300O5GNH0TNJ6B119 96221QAJ2 862000.00000000 PA USD 901919.22000000 0.000348061914 Long ABS-MBS CORP US N 2 2046-12-15 Variable 4.69050000 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 714295AC6 10300000.00000000 PA USD 9911793.00000000 0.003825084967 Long DBT CORP IE N 2 2024-12-15 Fixed 3.90000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C18 549300O5GNH0TNJ6B119 96221QAC7 2300000.00000000 PA USD 2288983.00000000 0.000883347187 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 3.65100000 N N N N N N PerkinElmer Inc 549300IKL1SDPFI7N655 714046AG4 10115000.00000000 PA USD 9499603.40000000 0.003666015842 Long DBT CORP US N 2 2029-09-15 Fixed 3.30000000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AF8 6190000.00000000 PA USD 7032582.80000000 0.002713961717 Long DBT CORP US N 2 2116-07-01 Fixed 3.88500000 N N N N N N Freddie Mac Gold Pool N/A 3128M4CG6 212689.52180000 PA USD 249742.16000000 0.000096378625 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31419GWX8 8624577.95000000 PA USD 9568624.25000000 0.003692651852 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31400QRL9 551001.79730000 PA USD 634561.22000000 0.000244885116 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417BTY3 7410579.39000000 PA USD 7757987.35000000 0.002993904412 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140X5BL6 41886478.21000000 PA USD 44624178.43000000 0.017221028941 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296KNS8 92844.02860000 PA USD 106935.90000000 0.000041267902 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138A2CK3 4809380.74000000 PA USD 5080245.06000000 0.001960530149 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31410E2J6 48422.82710000 PA USD 55772.44000000 0.000021523282 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31390TY60 111984.14000000 PA USD 132813.19000000 0.000051254272 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213FXR9 41815.35000000 PA USD 47575.83000000 0.000018360108 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36206XC35 10943.92000000 PA USD 11283.62000000 0.000004354490 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KWU43 422631.14670000 PA USD 460900.40000000 0.000177867232 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138AB6K0 265230.54000000 PA USD 288194.20000000 0.000111217748 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NLH2 230404.28000000 PA USD 261591.80000000 0.000100951549 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Dollar Tree Inc 549300PMSTQITB1WHR43 256746AH1 13325000.00000000 PA USD 13586303.25000000 0.005243124461 Long DBT CORP US N 2 2028-05-15 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31387KUT8 8214.27000000 PA USD 9665.81000000 0.000003730157 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31416BSA7 117886.17000000 PA USD 138090.68000000 0.000053290921 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36183V2T0 5900043.64000000 PA USD 6242069.17000000 0.002408892614 Long ABS-MBS USGA US N 2 2045-01-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418AK23 2896198.79000000 PA USD 2965620.67000000 0.001144470132 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31402JYZ4 750852.61000000 PA USD 843199.97000000 0.000325401421 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9NW8 1469299.50000000 PA USD 1665348.13000000 0.000642678685 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCP5 12119000.00000000 PA USD 13067554.13000000 0.005042932683 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N Ginnie Mae II Pool N/A 36202FAT3 2532376.41000000 PA USD 2753731.43000000 0.001062699422 Long ABS-MBS USGA US N 2 2039-08-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312940CM9 1455434.70000000 PA USD 1629795.78000000 0.000628958588 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 14162VAB2 1288000.00000000 PA USD 1223162.08000000 0.000472033554 Long DBT CORP US N 2 2026-08-15 Fixed 5.12500000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HF4 76050000.00000000 PA USD 78365722.50000000 0.030242313084 Long DBT CORP DE N 2 2022-03-07 Fixed 2.12500000 N N N N N N Newfield Exploration Co T8W3X1PFLPW2YE0UIP44 651290AQ1 3300000.00000000 PA USD 1666500.00000000 0.000643123206 Long DBT CORP US N 2 2024-07-01 Fixed 5.62500000 N N N N N N Ginnie Mae I Pool N/A 36200H6U3 244927.94000000 PA USD 278497.76000000 0.000107475771 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208FAT7 4324.99000000 PA USD 4389.95000000 0.000001694136 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 6.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2012-C10 N/A 92890NAU3 10900000.00000000 PA USD 10992868.00000000 0.004242285340 Long ABS-MBS CORP US N 2 2045-12-15 Fixed 2.87500000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAM1 5559000.00000000 PA USD 5536652.82000000 0.002136663616 Long DBT CORP US N 2 2024-03-13 Fixed 3.80000000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 03524BAF3 11331000.00000000 PA USD 11648041.38000000 0.004495124947 Long DBT CORP US N 2 2044-02-01 Fixed 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36224JGE6 263.45000000 PA USD 282.14000000 0.000000108881 Long ABS-MBS USGA US N 2 2022-09-15 Fixed 8.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BPCQ0 11600000.00000000 PA USD 12336020.00000000 0.004760624507 Long ABS-MBS USGSE US N 2 2026-01-25 Fixed 2.85300000 N N N N N N Ginnie Mae II Pool N/A 36202FQ82 9251175.63000000 PA USD 10184711.76000000 0.003930407733 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 5.00000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2L2 6260000.00000000 PA USD 6421257.60000000 0.002478043671 Long DBT CORP US N 2 2023-05-15 Fixed 3.45000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CB9 3466000.00000000 PA USD 3143246.08000000 0.001213018000 Long DBT CORP US N 2 2048-11-01 Fixed 3.85000000 N N N N N N Ginnie Mae I Pool N/A 36225ARS1 33479.58940000 PA USD 39478.13000000 0.000015235104 Long ABS-MBS USGA US N 2 2027-01-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31390K6E3 103043.47380000 PA USD 114198.96000000 0.000044070807 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31410KXY5 2497683.53000000 PA USD 2842863.39000000 0.001097096561 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GTZM2 10110594.91000000 PA USD 10871619.39000000 0.004195493984 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202XH26 216486.67000000 PA USD 247803.63000000 0.000095630522 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Benchmark 2020-B16 Mortgage Trust N/A 08161NAH0 1295000.00000000 PA USD 1174953.50000000 0.000453429260 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.94400000 N N N N N N Ginnie Mae I Pool N/A 36211UAT9 3877.17000000 PA USD 4045.79000000 0.000001561320 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138E2NC5 3692011.47000000 PA USD 3897471.91000000 0.001504083188 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31406T3L3 5971.08460000 PA USD 7235.76000000 0.000002792370 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 7.00000000 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 756109AS3 7336000.00000000 PA USD 6998103.84000000 0.002700655855 Long DBT CORP US N 2 2027-01-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5CD0 1831853.90000000 PA USD 2174135.80000000 0.000839026215 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.50000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AJ5 7643000.00000000 PA USD 7882760.91000000 0.003042056090 Long DBT CORP US N 2 2022-11-29 Fixed 2.50000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2U7 7779000.00000000 PA USD 7995333.99000000 0.003085499450 Long DBT CORP US N 2 2023-03-07 Fixed 3.37500000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAL6 10075000.00000000 PA USD 10009109.50000000 0.003862640623 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N CSAIL 2019-C15 Commercial Mortgage Trust N/A 22945DAG8 13200000.00000000 PA USD 14108028.00000000 0.005444464571 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.05290000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BP8 31645000.00000000 PA USD 31982335.70000000 0.012342383615 Long DBT CORP US N 2 2021-08-08 Fixed 1.55000000 N N N N N N Ginnie Mae I Pool N/A 36225AXF2 6943.84000000 PA USD 7519.00000000 0.000002901676 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UH62 2852705.40000000 PA USD 3001245.77000000 0.001158218304 Long ABS-MBS USGA US N 2 2048-12-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QQ41 14262.91000000 PA USD 15477.40000000 0.000005972922 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407NFD0 15207.98060000 PA USD 15341.81000000 0.000005920596 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 4.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C12 N/A 46639NAQ4 1776000.00000000 PA USD 1844233.92000000 0.000711712950 Long ABS-MBS CORP US N 2 2045-07-15 Fixed 3.66370000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DA8 19100000.00000000 PA USD 19017488.00000000 0.007339086629 Long DBT CORP AU N 2 2021-08-19 Fixed 2.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148YAC2 78965000.00000000 PA USD 79453003.70000000 0.030661908507 Long DBT CORP US N 2 2022-10-31 Variable 2.87600000 N N N N N N Freddie Mac Gold Pool N/A 3128PQ3G4 294593.97000000 PA USD 310231.02000000 0.000119722033 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0W33 20300000.00000000 PA USD 20729954.00000000 0.007999948690 Long DBT USGSE US N 2 2022-09-06 Fixed 1.37500000 N N N N N N Ginnie Mae I Pool N/A 36213SYS8 11079.22000000 PA USD 12515.75000000 0.000004829984 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDSP9 1052849.08000000 PA USD 1102554.09000000 0.000425489422 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GNN2 116.02000000 PA USD 131.14000000 0.000000050608 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 8.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QBJ9 3583893.40000000 PA USD 3916120.32000000 0.001511279842 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 5.00000000 N N N N N N Kinder Morgan Inc/DE 549300WR7IX8XE0TBO16 49456BAP6 14394000.00000000 PA USD 14121665.52000000 0.005449727461 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 36212DMT3 12514.99000000 PA USD 13624.57000000 0.000005257892 Long ABS-MBS USGA US N 2 2031-02-15 Fixed 7.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397WF6 7990000.00000000 PA USD 7497416.50000000 0.002893346859 Long DBT CORP US N 2 2022-09-20 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31389GLJ7 5007.28000000 PA USD 6071.83000000 0.000002343195 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31388CY46 3641.10000000 PA USD 3773.45000000 0.000001456221 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N BP Capital Markets PLC 549300CRVT18MXX0AG93 05565QDA3 14921000.00000000 PA USD 15341175.36000000 0.005920351571 Long DBT CORP GB N 2 2025-03-17 Fixed 3.50600000 N N N N N N Fannie Mae Pool N/A 3138A6M23 4993451.51000000 PA USD 5470675.67000000 0.002111202208 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138A3CJ4 299613.99000000 PA USD 332176.04000000 0.000128190891 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36206TKZ4 4463.75000000 PA USD 4992.84000000 0.000001926799 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138A2BN8 2016882.82000000 PA USD 2205824.40000000 0.000851255242 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36176W7G0 5390786.53000000 PA USD 5795472.87000000 0.002236545512 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBHC4 139626.73070000 PA USD 145778.68000000 0.000056257817 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36295YXU2 9615.80670000 PA USD 10833.65000000 0.000004180841 Long ABS-MBS USGA US N 2 2038-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQ37 31542469.78000000 PA USD 33916671.48000000 0.013088868001 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 11070TAB4 10531000.00000000 PA USD 10838505.20000000 0.004182714803 Long DBT NUSS CA N 2 2022-10-23 Fixed 2.00000000 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865BD1 4375000.00000000 PA USD 4223187.50000000 0.001629780910 Long DBT CORP US N 2 2027-12-01 Fixed 3.25000000 N N N N N N CFCRE Commercial Mortgage Trust 2016-C4 N/A 12531YAN8 8250000.00000000 PA USD 8603430.00000000 0.003320171311 Long ABS-MBS CORP US N 2 2058-05-10 Fixed 3.28300000 N N N N N N Ginnie Mae II Pool N/A 36179RJE0 85570737.10600000 PA USD 92104918.59000000 0.035544440805 Long ABS-MBS USGA US N 2 2045-07-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PYL51 4487.84000000 PA USD 4584.46000000 0.000001769200 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 3.00000000 N N N N N N Hudson Pacific Properties LP 5493007NTUGLGZ8T3526 44409MAC0 3560000.00000000 PA USD 3321266.40000000 0.001281718270 Long DBT CORP US N 2 2030-01-15 Fixed 3.25000000 N N N N N N Exelon Generation Co LLC S2PEWKCZFFECR4533P43 30161MAL7 7020000.00000000 PA USD 6751134.00000000 0.002605347103 Long DBT CORP US N 2 2022-06-15 Fixed 4.25000000 N N N N N N Baylor Scott & White Holdings 549300JQDKSBWYRGGV95 072863AC7 7060000.00000000 PA USD 8307219.60000000 0.003205860011 Long DBT CORP US N 2 2045-11-15 Fixed 4.18500000 N N N N N N Freddie Mac Gold Pool N/A 3132JNPD3 16118514.31260000 PA USD 17267925.57000000 0.006663908590 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202DKA8 6299.08400000 PA USD 7503.66000000 0.000002895756 Long ABS-MBS USGA US N 2 2030-10-20 Fixed 8.50000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154CW7 13664000.00000000 PA USD 14544644.80000000 0.005612960459 Long DBT NUSS KR N 2 2023-11-27 Fixed 3.62500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBC6 4407000.00000000 PA USD 4391575.50000000 0.001694763947 Long DBT CORP US N 2 2045-02-15 Fixed 5.10000000 N N N N N N Ginnie Mae I Pool N/A 36201CLA0 308064.80730000 PA USD 340602.61000000 0.000131442809 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31409FMN5 6066.16890000 PA USD 6176.69000000 0.000002383661 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.00000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BE2 3725000.00000000 PA USD 4031940.00000000 0.001555976106 Long DBT CORP US N 2 2029-04-01 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 31408JHE4 235570.29150000 PA USD 276964.70000000 0.000106884144 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31409CX42 22658.89620000 PA USD 26736.36000000 0.000010317895 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BR3 4530000.00000000 PA USD 4791063.90000000 0.001848931520 Long DBT CORP US N 2 2025-08-15 Fixed 3.05000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967CC3 11370000.00000000 PA USD 13741554.60000000 0.005303037900 Long DBT CORP US N 2 2033-10-31 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418CMV3 22522257.53000000 PA USD 24769077.94000000 0.009558697169 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 4.00000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591ES7 14725000.00000000 PA USD 22777808.00000000 0.008790241178 Long DBT USGA US N 2 2065-09-15 Fixed 4.25000000 N N N N N N RPM International Inc 549300TJCKW4BRXPJ474 749685AU7 3941500.00000000 PA USD 4055685.26000000 0.001565139700 Long DBT CORP US N 2 2045-06-01 Fixed 5.25000000 N N N N N N Ginnie Mae I Pool N/A 36290YX60 143884.13570000 PA USD 166840.85000000 0.000064385972 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140F0PJ7 475409.00000000 PA USD 502369.44000000 0.000193870654 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N Aptiv PLC N/A 03835VAH9 4200000.00000000 PA USD 3822336.00000000 0.001475087300 Long DBT CORP JE N 2 2049-03-15 Fixed 5.40000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBN0 2600000.00000000 PA USD 2558504.00000000 0.000987358714 Long DBT CORP US N 2 2027-04-15 Fixed 2.12500000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AW6 2505000.00000000 PA USD 3081625.95000000 0.001189238021 Long DBT CORP US N 2 2035-04-01 Fixed 5.87500000 N N N N N N Ginnie Mae I Pool N/A 36208UCU9 1163.23000000 PA USD 1332.13000000 0.000000514085 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KEZB2 18984.94800000 PA USD 22324.21000000 0.000008615192 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201SRK7 14842.69040000 PA USD 16188.63000000 0.000006247394 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAY9 4310000.00000000 PA USD 4553558.10000000 0.001757275059 Long DBT CORP US N 2 2049-03-15 Fixed 4.65000000 N N N N N N Fannie Mae Pool N/A 31408AHV5 3063.69650000 PA USD 3123.25000000 0.000001205301 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAY6 9465000.00000000 PA USD 8792701.05000000 0.003393213378 Long DBT CORP US N 2 2049-10-15 Fixed 3.70000000 N N N N N N CNOOC Finance 2015 Australia Pty Ltd N/A 12634GAC7 4500000.00000000 PA USD 5183190.00000000 0.002000257890 Long DBT CORP AU N 2 2045-05-05 Fixed 4.20000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AM7 10124000.00000000 PA USD 10256421.92000000 0.003958081581 Long DBT CORP US N 2 2023-12-05 Fixed 3.12500000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FN9 6400000.00000000 PA USD 6289792.00000000 0.002427309451 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308AR0 16959000.00000000 PA USD 18713747.73000000 0.007221869457 Long DBT CORP US N 2 2042-09-01 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36200NBS9 64036.02190000 PA USD 74243.36000000 0.000028651441 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31382QBT1 2911.94000000 PA USD 3215.04000000 0.000001240724 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N COMM 2012-CCRE3 Mortgage Trust N/A 12624PAE5 4889399.98000000 PA USD 4826326.72000000 0.001862539884 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.82200000 N N N N N N Fannie Mae Pool N/A 31418NZW3 4956891.67000000 PA USD 5460957.98000000 0.002107452030 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140X4FT8 4981904.95000000 PA USD 5279573.77000000 0.002037453593 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312946SV9 2307878.83000000 PA USD 2538943.66000000 0.000979810134 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418BL38 8534508.92000000 PA USD 9239630.05000000 0.003565688873 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417VSE4 650111.16000000 PA USD 685457.70000000 0.000264526705 Long ABS-MBS USGSE US N 2 2040-01-01 Floating 3.85600000 N N N N N N Fannie Mae Pool N/A 31407GAL2 4941.20020000 PA USD 5872.81000000 0.000002266390 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PBK7 20221000.00000000 PA USD 29208021.24000000 0.011271740944 Long DBT CORP US N 2 2038-02-15 Fixed 6.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YW4 785890000.00000000 PA USD 814134886.60000000 0.314184841892 Long DBT UST US N 2 2022-12-15 Fixed 1.62500000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334BM5 17453000.00000000 PA USD 17901367.57000000 0.006908361786 Long DBT CORP US N 2 2021-12-15 Fixed 3.15000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAF4 17110000.00000000 PA USD 16697477.90000000 0.006443765695 Long DBT CORP US Y 2 2030-02-15 Fixed 2.56500000 N N N N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203RAG9 2000000.00000000 PA USD 2082760.00000000 0.000803763150 Long DBT CORP US N 2 2024-03-15 Fixed 4.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBY8 15000000.00000000 PA USD 13867950.00000000 0.005351815466 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31408APC8 160755.92940000 PA USD 183639.54000000 0.000070868796 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae-Aces N/A 3136AMST7 5577408.14000000 PA USD 5873066.55000000 0.002266489884 Long ABS-MBS USGSE US N 2 2024-10-25 Fixed 2.72300000 N N N N N N Freddie Mac Gold Pool N/A 31335H4W0 437955.03000000 PA USD 479906.74000000 0.000185202017 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371MXX0 896964.37770000 PA USD 1058929.24000000 0.000408654046 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GNH5 574.75000000 PA USD 645.57000000 0.000000249133 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 8.50000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L6E6 3400000.00000000 PA USD 3377594.00000000 0.001303455796 Long DBT CORP US N 2 2021-08-20 Fixed 2.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YV6 1100256000.00000000 PA USD 1158019440.00000000 0.446894194872 Long DBT UST US N 2 2024-11-30 Fixed 1.50000000 N N N N N N Freddie Mac Gold Pool N/A 312940P29 3435512.42000000 PA USD 3845678.25000000 0.001484095366 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 5.00000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200AR2 5550000.00000000 PA USD 6829053.00000000 0.002635417020 Long DBT CORP US N 2 2027-08-01 Fixed 6.22000000 N N N N N N Fannie Mae Pool N/A 31402DDT4 502114.67000000 PA USD 577728.12000000 0.000222952511 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GKS3 4692.86000000 PA USD 5291.29000000 0.000002041975 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 36203YLS1 8150.98000000 PA USD 9069.35000000 0.000003499975 Long ABS-MBS USGA US N 2 2023-08-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36290SNJ6 126284.07400000 PA USD 139214.30000000 0.000053724540 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769CH5 29675000.00000000 PA USD 23318911.75000000 0.008999059887 Long DBT CORP DE N 2 2037-06-29 None 0.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAS2 14955000.00000000 PA USD 15314518.20000000 0.005910064239 Long DBT CORP US N 2 2024-01-31 Fixed 4.00000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BZ1 8410000.00000000 PA USD 7623160.40000000 0.002941873004 Long DBT CORP DE N 2 2026-01-13 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 31371LDX4 1270173.07790000 PA USD 1388883.45000000 0.000535987505 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138X0ZQ4 11718284.33000000 PA USD 12492745.74000000 0.004821106931 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G4B7 23599000.00000000 PA USD 30346662.07000000 0.011711156690 Long DBT CORP US N 2 2039-01-10 Fixed 6.87500000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAD6 13010000.00000000 PA USD 13743633.90000000 0.005303840327 Long DBT CORP US N 2 2025-12-01 Fixed 3.75000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGDV6 131895.99000000 PA USD 141527.04000000 0.000054617055 Long ABS-MBS USGSE US N 2 2041-01-01 Floating 3.92800000 N N N N N N Ginnie Mae II Pool N/A 36202EVN6 331571.63000000 PA USD 378601.75000000 0.000146107153 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RH3 524979500.00000000 PA USD 717415985.50000000 0.276859807490 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C33 N/A 46645JAD4 4230000.00000000 PA USD 4502496.60000000 0.001737569788 Long ABS-MBS CORP US N 2 2048-12-15 Fixed 3.76970000 N N N N N N Fannie Mae Pool N/A 31385RK66 234.86000000 PA USD 240.82000000 0.000000092935 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36209GZE0 5928.92000000 PA USD 6919.23000000 0.000002670217 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAP6 100000.00000000 PA USD 95759.00000000 0.000036954596 Long DBT CORP US N 2 2049-11-15 Fixed 4.00000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AM4 9761000.00000000 PA USD 10049925.60000000 0.003878392067 Long DBT CORP US N 2 2022-04-15 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36201MM58 36940.77120000 PA USD 40447.19000000 0.000015609076 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QCA1 5440000.00000000 PA USD 5692579.20000000 0.002196837557 Long DBT CORP US N 2 2044-05-15 Fixed 4.60000000 N N N N N N Ginnie Mae I Pool N/A 36200FV88 2225.32000000 PA USD 2273.74000000 0.000000877464 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABL2 2730000.00000000 PA USD 2718916.20000000 0.001049263789 Long DBT CORP US N 2 2020-12-01 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 31411YKP7 22333.01670000 PA USD 25459.19000000 0.000009825020 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C4R85 598110.90000000 PA USD 635379.19000000 0.000245200781 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138MQVM2 18920878.64000000 PA USD 19695688.62000000 0.007600812736 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DM1 27165000.00000000 PA USD 42099502.05000000 0.016246724729 Long DBT USGA US N 2 2030-05-01 Fixed 7.12500000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAM7 12363000.00000000 PA USD 13409527.95000000 0.005174904660 Long DBT CORP US N 2 2027-05-18 Fixed 3.00000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AQ1 10125000.00000000 PA USD 10173093.75000000 0.003925924197 Long DBT CORP GB N 2 2022-06-12 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31418DET5 82380268.77000000 PA USD 87029811.14000000 0.033585893324 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TUG2 8143.06000000 PA USD 8525.87000000 0.000003290239 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 87166FAA1 5347000.00000000 PA USD 5118629.63000000 0.001975343235 Long DBT CORP US N 2 2022-06-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RT7 445310500.00000000 PA USD 529434106.60000000 0.204315247770 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N CHASE ISSUANCE TRUST CHAIT_16-A4 N/A 161571HE7 9850000.00000000 PA USD 9813949.00000000 0.003787325743 Long ABS-CBDO CORP US N 2 2022-07-15 Fixed 1.49000000 N N N N N N United Airlines 2016-1 Class AA Pass Through Trust N/A 90931LAA6 26446182.10650000 PA USD 24140603.95000000 0.009316161191 Long DBT CORP US N 2 2028-07-07 Fixed 3.10000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AF7 8221000.00000000 PA USD 8463848.34000000 0.003266305002 Long DBT CORP US N 2 2023-07-15 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMXN8 18258999.01000000 PA USD 19407307.46000000 0.007489522837 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 3.00000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BL5 8063000.00000000 PA USD 9961272.09000000 0.003844179567 Long DBT CORP US N 2 2040-03-15 Fixed 6.20000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WRP1 6300000.00000000 PA USD 7818804.00000000 0.003017374318 Long DBT MUN US N 2 2046-08-01 Fixed 4.96000000 N N N N N N Fannie Mae Pool N/A 31417EJB8 10024675.91000000 PA USD 10525408.47000000 0.004061886857 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123BV2 15566000.00000000 PA USD 15925574.60000000 0.006145878551 Long DBT CORP US N 2 2021-05-27 Fixed 3.90000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAN9 18050000.00000000 PA USD 12725250.00000000 0.004910833235 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DE4 9175000.00000000 PA USD 8868830.25000000 0.003422592589 Long DBT CORP US N 2 2027-12-01 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36204DMS5 1363.83000000 PA USD 1454.10000000 0.000000561155 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GZ75 14478.88000000 PA USD 16237.92000000 0.000006266416 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138ETJ98 15369908.51000000 PA USD 16730145.41000000 0.006456372496 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36203CFD9 2268.30000000 PA USD 2504.43000000 0.000000966490 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297H4D8 24262.45360000 PA USD 25672.10000000 0.000009907184 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAL3 3790000.00000000 PA USD 3768397.00000000 0.001454271564 Long DBT CORP US N 2 2021-05-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31403N6Y8 366000.25780000 PA USD 405495.35000000 0.000156485730 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AH2 4131000.00000000 PA USD 4395384.00000000 0.001696233695 Long DBT CORP US N 2 2045-06-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31417GAZ9 2958242.63000000 PA USD 3118017.31000000 0.001203281902 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MAX8 21838632.43000000 PA USD 23716754.82000000 0.009152592507 Long ABS-MBS USGA US N 2 2042-04-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXFW5 442268.27000000 PA USD 493093.74000000 0.000190291045 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31412S2R5 205418.73000000 PA USD 240019.46000000 0.000092626513 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 6.00000000 N N N N N N Nevada Power Co MJZFGXRJ52U8U4MKJ519 641423CD8 4095000.00000000 PA USD 3965311.35000000 0.001530263277 Long DBT CORP US N 2 2030-05-01 Fixed 2.40000000 N N N N N N Ginnie Mae I Pool N/A 36201YQN9 163014.51850000 PA USD 190912.82000000 0.000073675646 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMPV9 3829838.24000000 PA USD 3975793.38000000 0.001534308423 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3129412S5 213583.80000000 PA USD 241945.59000000 0.000093369831 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6EF1 971121.99000000 PA USD 1094503.04000000 0.000422382421 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.00000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 035240AM2 18485000.00000000 PA USD 19088165.55000000 0.007366361980 Long DBT CORP US N 2 2038-04-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31374LLB0 5039.64000000 PA USD 5698.42000000 0.000002199091 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MG46 8419478.06000000 PA USD 9035194.49000000 0.003486794631 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138E9XP0 962535.18000000 PA USD 1029286.99000000 0.000397214731 Long ABS-MBS USGSE US N 2 2042-03-01 Floating 4.84400000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAB9 27118000.00000000 PA USD 27254674.72000000 0.010517920075 Long DBT CORP US N 2 2021-05-03 Fixed 2.05000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAH8 8785000.00000000 PA USD 8471111.95000000 0.003269108120 Long DBT CORP US N 2 2027-03-01 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 31292GVR4 2406.14000000 PA USD 2518.65000000 0.000000971978 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A6DH7 1024094.14000000 PA USD 1078258.48000000 0.000416113442 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828QN3 396010000.00000000 PA USD 408634798.80000000 0.157697283049 Long DBT UST US N 2 2021-05-15 Fixed 3.12500000 N N N N N N Philippine Government International Bond N/A 718286CB1 17970000.00000000 PA USD 19934300.70000000 0.007692896124 Long DBT NUSS PH N 2 2042-02-02 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31414RWM3 138838.61000000 PA USD 161745.59000000 0.000062419647 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15189WAJ9 3200000.00000000 PA USD 3230016.00000000 0.001246503599 Long DBT CORP US N 2 2047-09-01 Fixed 4.10000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 28370TAE9 13815000.00000000 PA USD 13430252.25000000 0.005182902427 Long DBT CORP US N 2 2021-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KALC3 545056.92000000 PA USD 631224.97000000 0.000243597615 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L0DM1 23538.43160000 PA USD 27848.32000000 0.000010747015 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N BANK 2019-BNK23 N/A 06541RBB8 10705000.00000000 PA USD 10848982.25000000 0.004186758028 Long ABS-MBS CORP US N 2 2052-12-15 Fixed 2.92000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDR0 26496000.00000000 PA USD 30805574.40000000 0.011888256702 Long DBT CORP US N 2 2037-03-01 Fixed 5.25000000 N N N N N N Unilever Capital Corp MYF1DAS6G5WY7PRWCU78 904764AX5 24325000.00000000 PA USD 24947963.25000000 0.009627731249 Long DBT CORP US N 2 2024-05-05 Fixed 2.60000000 N N N N N N Ginnie Mae II Pool N/A 36202F2N5 3543613.67000000 PA USD 3921362.89000000 0.001513303016 Long ABS-MBS USGA US N 2 2042-01-20 Fixed 4.50000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XAY2 6376000.00000000 PA USD 6601774.16000000 0.002547707271 Long DBT CORP US N 2 2024-01-15 Fixed 4.00000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QDG6 6375000.00000000 PA USD 6484650.00000000 0.002502507592 Long DBT CORP N/A N 2 2021-07-15 Fixed 1.87500000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EU3 17074000.00000000 PA USD 19994678.44000000 0.007716196649 Long DBT CORP US N 2 2039-03-15 Fixed 3.90000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CW5 5325000.00000000 PA USD 5337673.50000000 0.002059875006 Long DBT CORP US N 2 2027-06-01 Fixed 3.30000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAX9 3300000.00000000 PA USD 3370455.00000000 0.001300700766 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N Freddie Mac Gold Pool N/A 31306YNH0 36019.93000000 PA USD 36797.96000000 0.000014200793 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 3.00000000 N N N N N N Kinross Gold Corp 549300UEBMAQDN0K0R06 496902AN7 4157000.00000000 PA USD 4032290.00000000 0.001556111176 Long DBT CORP CA N 2 2024-03-15 Fixed 5.95000000 N N N N N N Freddie Mac Gold Pool N/A 31292GT71 29144.15520000 PA USD 32375.08000000 0.000012493948 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418BXA9 16208838.72000000 PA USD 16984431.65000000 0.006554504739 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1TY5 10874.91960000 PA USD 11139.07000000 0.000004298706 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EGWU4 9529854.76000000 PA USD 10353329.51000000 0.003995479433 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJDT4 242471.02580000 PA USD 285478.11000000 0.000110169575 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HB0 24968000.00000000 PA USD 27867284.16000000 0.010754333725 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140HJQZ7 485255.62000000 PA USD 524129.45000000 0.000202268114 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296RGU6 128739.94850000 PA USD 147722.65000000 0.000057008019 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGR5 14741000.00000000 PA USD 14741000.00000000 0.005688736388 Long DBT CORP US N 2 2020-12-07 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 3138WHYA4 59485234.20000000 PA USD 62383354.81000000 0.024074517368 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582AY8 13487000.00000000 PA USD 15457990.18000000 0.005965431872 Long DBT CORP NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JC6 425000.00000000 PA USD 442089.25000000 0.000170607774 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31374FWF2 1363.54000000 PA USD 1589.52000000 0.000000613415 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 9.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FBX59 3381.19000000 PA USD 3745.48000000 0.000001445427 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31403DA41 2429416.07150000 PA USD 2845745.10000000 0.001098208649 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQY2 12695535.13000000 PA USD 13183043.68000000 0.005087501546 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KRDK7 22768.43310000 PA USD 27115.84000000 0.000010464342 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WHBP6 4248418.89000000 PA USD 4489559.15000000 0.001732577064 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N UBS Commercial Mortgage Trust 2017-C2 N/A 90276CAH4 2150000.00000000 PA USD 2274571.00000000 0.000877785415 Long ABS-MBS CORP US N 2 2050-08-15 Variable 3.74000000 N N N N N N Fannie Mae Pool N/A 313615HM1 12928.18000000 PA USD 14849.18000000 0.000005730484 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36295WU54 38366.73000000 PA USD 42596.66000000 0.000016438584 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GHE9 554.47000000 PA USD 601.10000000 0.000000231972 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AMR46 306142.35000000 PA USD 338394.45000000 0.000130590653 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CGT5 5266803.49000000 PA USD 5584181.07000000 0.002155005362 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 3.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBL0 4325000.00000000 PA USD 4882622.25000000 0.001884265033 Long DBT CORP US N 2 2054-08-15 Fixed 4.85000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BP2 9675000.00000000 PA USD 9976860.00000000 0.003850195137 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418CYM0 65271065.95000000 PA USD 69646838.21000000 0.026877586517 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 413875AR6 10280000.00000000 PA USD 10696442.80000000 0.004127891145 Long DBT CORP US N 2 2025-04-27 Fixed 3.83200000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCJ3 7760000.00000000 PA USD 7419103.20000000 0.002863124777 Long DBT CORP US N 2 2021-04-09 Fixed 3.55000000 N N N N N N Province of Alberta Canada LQPXMHHNJKIPJYE53543 013051EE3 25515000.00000000 PA USD 27671527.80000000 0.010678788895 Long DBT NUSS CA N 2 2023-11-01 Fixed 3.35000000 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 03938LBC7 5777000.00000000 PA USD 4874343.75000000 0.001881070257 Long DBT CORP LU N 2 2029-07-16 Fixed 4.25000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST DCENT_15-A4 N/A 254683BR5 11500000.00000000 PA USD 11295415.00000000 0.004359042014 Long ABS-CBDO CORP US N 2 2023-04-17 Fixed 2.19000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 969457BB5 450000.00000000 PA USD 495562.50000000 0.000191243770 Long DBT CORP US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRJ67 89.20000000 PA USD 89.20000000 0.000000034423 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.00000000 N N N N N N Finland Government International Bond N/A 317873AY3 1905000.00000000 PA USD 2498255.10000000 0.000964107909 Long DBT NUSS FI N 2 2026-02-15 Fixed 6.95000000 N N N N N N Uruguay Government International Bond N/A 760942BD3 31935874.00000000 PA USD 35528659.83000000 0.013710954480 Long DBT NUSS UY N 2 2055-04-20 Fixed 4.97500000 N N N N N N Freddie Mac Gold Pool N/A 31283HS89 509114.03580000 PA USD 590536.64000000 0.000227895480 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EUT4 3981097.93000000 PA USD 4545259.32000000 0.001754072456 Long ABS-MBS USGA US N 2 2038-07-20 Fixed 5.50000000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866BC1 1150000.00000000 PA USD 1144572.00000000 0.000441704659 Long DBT CORP US N 2 2024-11-15 Fixed 2.05000000 N N N N N N Puget Energy Inc SYBSJ96YIDMIUY7WDR33 745310AB8 16100000.00000000 PA USD 16433592.00000000 0.006341928824 Long DBT CORP US N 2 2020-12-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAR1 526188.16320000 PA USD 595955.45000000 0.000229986666 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31384JKL2 4179.32000000 PA USD 4332.70000000 0.000001672043 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AU0 10110000.00000000 PA USD 10090993.20000000 0.003894240567 Long DBT CORP US N 2 2047-12-15 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQM5 12445964.15000000 PA USD 13696908.01000000 0.005285808222 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138Y9B72 6803880.35000000 PA USD 7327098.75000000 0.002827619108 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FG7 6140000.00000000 PA USD 6729071.60000000 0.002596832946 Long DBT CORP US N 2 2042-06-01 Fixed 4.05000000 N N N N N N Fannie Mae Pool N/A 31410FFQ3 143639.14450000 PA USD 170196.59000000 0.000065680994 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N JobsOhio Beverage System N/A 47770VAZ3 4100000.00000000 PA USD 4908889.00000000 0.001894401701 Long DBT MUN US N 2 2035-01-01 Fixed 4.53200000 N N N N N N Freddie Mac Gold Pool N/A 3132WKMA3 1530475.23000000 PA USD 1671018.77000000 0.000644867056 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137F2LJ3 10060000.00000000 PA USD 11205934.60000000 0.004324510407 Long ABS-MBS USGSE US N 2 2027-06-25 Fixed 3.11700000 N N N N N N Fannie Mae Pool N/A 31418BLS3 9710112.84000000 PA USD 10353699.12000000 0.003995622070 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHR6 8250000.00000000 PA USD 8498407.50000000 0.003279641814 Long DBT CORP US N 2 2024-06-01 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 31283GX77 13874.55000000 PA USD 15540.47000000 0.000005997261 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31411HUN8 55176.09000000 PA USD 64662.52000000 0.000024954075 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBR2 18274000.00000000 PA USD 11597045.88000000 0.004475445145 Long DBT CORP MX N 2 2045-01-23 Fixed 6.37500000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CU9 3350000.00000000 PA USD 3509460.00000000 0.001354344535 Long DBT CORP US N 2 2025-06-01 Fixed 3.40000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109BN0 26586000.00000000 PA USD 30079134.54000000 0.011607914468 Long DBT CORP CA N 2 2049-05-01 Fixed 4.35000000 N N N N N N Interstate Power & Light Co EF9UQIIO4KY2BWOK3P26 461070AL8 12625000.00000000 PA USD 13087832.50000000 0.005050758360 Long DBT CORP US N 2 2024-12-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31418CJA3 15547531.02000000 PA USD 16576155.67000000 0.006396945928 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31412MJ66 114681.70000000 PA USD 130933.24000000 0.000050528775 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABA9 5945000.00000000 PA USD 5618025.00000000 0.002168066158 Long DBT CORP US N 2 2023-12-15 Fixed 4.75000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475AX3 1000000.00000000 PA USD 1012530.00000000 0.000390747999 Long DBT CORP US N 2 2026-07-23 Fixed 2.60000000 N N N N N N Ginnie Mae I Pool N/A 36213R2G1 65177.12580000 PA USD 70917.93000000 0.000027368116 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31403JBN5 17633.51860000 PA USD 20366.01000000 0.000007859498 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Fannie Mae-Aces N/A 3136B6XJ7 26055000.00000000 PA USD 27840549.15000000 0.010744016350 Long ABS-MBS USGSE US N 2 2029-08-25 Fixed 2.52200000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BC6 9375000.00000000 PA USD 9645375.00000000 0.003722270927 Long DBT CORP US N 2 2022-09-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4XV0 1777332.55000000 PA USD 2028220.81000000 0.000782715794 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31404XZK3 57562.98460000 PA USD 62991.17000000 0.000024309080 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69349LAK4 10277000.00000000 PA USD 10254287.83000000 0.003957258009 Long DBT CORP US N 2 2023-01-30 Fixed 2.95000000 N N N N N N PSEG Power LLC N/A 69362BBC5 8175000.00000000 PA USD 8717656.50000000 0.003364252747 Long DBT CORP US N 2 2023-06-01 Fixed 3.85000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FD4 680000.00000000 PA USD 839528.00000000 0.000323984362 Long DBT CORP US N 2 2041-02-01 Fixed 5.25000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 706451BG5 33774000.00000000 PA USD 22807582.20000000 0.008801731415 Long DBT CORP MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 31411YXF5 44814.62480000 PA USD 51063.13000000 0.000019705900 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208HPX8 2215.41000000 PA USD 2640.72000000 0.000001019086 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BHL5 27829.01000000 PA USD 33643.60000000 0.000012983486 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0U27 44150000.00000000 PA USD 45127481.00000000 0.017415259702 Long DBT USGSE US N 2 2021-04-13 Fixed 2.50000000 N N N N N N South Carolina Public Service Authority EMBXY64GWKA9MZGFUD26 837151RW1 2300000.00000000 PA USD 2352532.00000000 0.000907871541 Long DBT MUN US N 2 2023-12-01 Fixed 2.38800000 N N N N N N Ginnie Mae I Pool N/A 36204DPX1 5175.31000000 PA USD 5621.21000000 0.000002169295 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 7.50000000 N N N N N N United Utilities PLC 213800KYT12UFB2VE455 91311QAC9 960000.00000000 PA USD 1186809.60000000 0.000458004677 Long DBT CORP GB N 2 2028-08-15 Fixed 6.87500000 N N N N N N ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 37320000.00000000 PA USD 37410314.40000000 0.014437108528 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4BA0 60616.37660000 PA USD 71241.22000000 0.000027492878 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GK97 1345.76000000 PA USD 1437.00000000 0.000000554556 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 6.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FB8 600000.00000000 PA USD 814386.00000000 0.000314281749 Long DBT CORP US N 2 2039-04-01 Fixed 5.96000000 N N N N N N Freddie Mac Gold Pool N/A 31296M2Q1 82423.30570000 PA USD 97829.87000000 0.000037753771 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8DR9 52753032.88000000 PA USD 55858603.93000000 0.021556534344 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6M62 272119.76000000 PA USD 316260.31000000 0.000122048811 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138ERPJ3 37636050.81000000 PA USD 41498262.34000000 0.016014698800 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EHJ1 14979.91170000 PA USD 17539.53000000 0.000006768724 Long ABS-MBS USGA US N 2 2036-03-20 Fixed 7.00000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066GAE4 10790000.00000000 PA USD 11683304.10000000 0.004508733272 Long DBT CORP US N 2 2026-09-16 Fixed 3.20000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DD6 15508000.00000000 PA USD 15816764.28000000 0.006103887287 Long DBT CORP US N 2 2024-09-15 Fixed 3.12500000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAS6 7090000.00000000 PA USD 7177065.20000000 0.002769719283 Long DBT CORP US N 2 2048-03-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAFM6 3377466.18000000 PA USD 3684748.05000000 0.001421990388 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.50000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAD1 38915000.00000000 PA USD 38539081.10000000 0.014872713725 Long DBT CORP US N 2 2022-01-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211YRF3 584.62120000 PA USD 604.76000000 0.000000233384 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 7.75000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBT7 11045000.00000000 PA USD 11535398.00000000 0.004451654457 Long DBT CORP US N 2 2036-07-15 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 36201AT81 23469.47000000 PA USD 27401.08000000 0.000010574419 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 7.00000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAN0 6670000.00000000 PA USD 6557343.70000000 0.002530561001 Long DBT CORP US N 2 2028-01-15 Fixed 3.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HM1 11460000.00000000 PA USD 12691606.20000000 0.004897849672 Long DBT CORP N/A N 2 2027-05-24 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 3138W9GP9 11868601.86000000 PA USD 12756966.71000000 0.004923073110 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742AS4 6920000.00000000 PA USD 5951546.00000000 0.002296776086 Long DBT CORP CA N 2 2040-08-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207F7C9 5095.91000000 PA USD 5697.33000000 0.000002198670 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 8.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2012-C9 N/A 92930RBB7 5345572.20000000 PA USD 5423083.00000000 0.002092835601 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 2.87000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00772BAF8 12003000.00000000 PA USD 11039999.31000000 0.004260473902 Long DBT CORP IE N 2 2021-05-15 Fixed 4.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 14950000.00000000 PA USD 10352875.00000000 0.003995304031 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286H8 878400000.00000000 PA USD 914221152.00000000 0.352809384321 Long DBT UST US N 2 2022-03-15 Fixed 2.37500000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEZ3 11607000.00000000 PA USD 13109758.29000000 0.005059219796 Long DBT CORP US N 2 2035-12-09 Fixed 4.70000000 N N N N N N National Australia Bank Ltd/New York F8SB4JFBSYQFRQEH3Z21 63254ABA5 12000000.00000000 PA USD 12300000.00000000 0.004746723938 Long DBT CORP AU N 2 2023-06-20 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 3138EJGW2 3374129.77000000 PA USD 3716536.46000000 0.001434257933 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N CNOOC Finance 2013 Ltd 5493006KAH3PSSMCES09 12625GAD6 2300000.00000000 PA USD 2666321.00000000 0.001028966643 Long DBT CORP VG N 2 2043-05-09 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31388Q3F4 3077.24000000 PA USD 3500.27000000 0.000001350797 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Canada Government International Bond N/A 135087J70 19955000.00000000 PA USD 20772356.80000000 0.008016312461 Long DBT NUSS CA N 2 2022-01-25 Fixed 2.62500000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EBB2 100000.00000000 PA USD 106829.00000000 0.000041226648 Long DBT CORP US N 2 2025-11-03 Fixed 4.05000000 N N N N N N Freddie Mac Gold Pool N/A 3129413N5 13683821.08000000 PA USD 15185346.77000000 0.005860215367 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PTJ63 4953112.03000000 PA USD 5213299.00000000 0.002011877330 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N BBCMS MORTGAGE TRUST 2017-C1 N/A 07332VBD6 17475000.00000000 PA USD 18007987.50000000 0.006949507751 Long ABS-MBS CORP US N 2 2050-02-15 Fixed 3.67400000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAK4 15735000.00000000 PA USD 17175224.55000000 0.006628134107 Long DBT CORP CA N 2 2023-06-01 Fixed 3.50000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154CF4 13025000.00000000 PA USD 13069415.25000000 0.005043650912 Long DBT NUSS KR N 2 2021-10-21 Fixed 1.87500000 N N N N N N Freddie Mac Gold Pool N/A 3132GUKW3 3524362.24000000 PA USD 3827563.12000000 0.001477104511 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AL9 5475000.00000000 PA USD 5428736.25000000 0.002095017261 Long DBT CORP US N 2 2021-12-05 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31403MUH0 349091.08300000 PA USD 390486.30000000 0.000150693550 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058HJ5 13500000.00000000 PA USD 14354550.00000000 0.005539600496 Long DBT CORP N/A N 2 2029-10-23 Fixed 1.75000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123BS9 8510000.00000000 PA USD 10838506.20000000 0.004182715189 Long DBT CORP US N 2 2041-05-27 Fixed 5.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128PS5D5 1470773.87000000 PA USD 1547930.67000000 0.000597365818 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HUP7 764524.34920000 PA USD 880510.34000000 0.000339799960 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N PECO Energy Co YH65D4JBECK76IFEJ279 693304AX5 5300000.00000000 PA USD 5106550.00000000 0.001970681555 Long DBT CORP US N 2 2049-09-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMRE5 4456904.56000000 PA USD 4742948.69000000 0.001830363258 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXKV7 16269142.99000000 PA USD 17035256.93000000 0.006574118850 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Philippine Government International Bond N/A 718286BW6 1645000.00000000 PA USD 1963718.75000000 0.000757823642 Long DBT NUSS PH N 2 2037-01-13 Fixed 5.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAV2 3650000.00000000 PA USD 3628976.00000000 0.001400467256 Long DBT CORP US N 2 2025-01-15 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 36292AYU6 28624.50420000 PA USD 31085.93000000 0.000011996449 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMP64 3853062.81000000 PA USD 3999903.03000000 0.001543612639 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAZ2 3500000.00000000 PA USD 3695510.00000000 0.001426143559 Long DBT CORP GB N 2 2028-05-18 Fixed 3.87500000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAW1 2756000.00000000 PA USD 2671390.80000000 0.001030923143 Long DBT CORP US N 2 2022-06-01 Fixed 3.49700000 N N N N N N Ginnie Mae I Pool N/A 36225A7D6 32880.07400000 PA USD 35697.24000000 0.000013776011 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418XXL7 415006.53000000 PA USD 439620.57000000 0.000169655079 Long ABS-MBS USGSE US N 2 2040-08-01 Floating 4.16100000 N N N N N N Hungary Government International Bond N/A 445545AH9 23577000.00000000 PA USD 25286096.73000000 0.009758221191 Long DBT NUSS HU N 2 2023-02-21 Fixed 5.37500000 N N N N N N Western Midstream Operating LP L6D8A6MLSY454J2JXJ60 958254AK0 895000.00000000 PA USD 422887.50000000 0.000163197578 Long DBT CORP US N 2 2028-08-15 Fixed 4.75000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-B N/A 89238TAD5 6500000.00000000 PA USD 6496165.00000000 0.002506951375 Long ABS-CBDO CORP US N 2 2022-09-15 Fixed 2.96000000 N N N N N N Fannie Mae Pool N/A 3140FPA33 22209243.89000000 PA USD 23555790.35000000 0.009090474304 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EPKL7 1908493.54000000 PA USD 2015044.73000000 0.000777630980 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.50000000 N N N N N N Weingarten Realty Investors 549300JMKTJNB8GWHU88 948741AL7 600000.00000000 PA USD 629382.00000000 0.000242886390 Long DBT CORP US N 2 2025-06-01 Fixed 3.85000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBC2 4350000.00000000 PA USD 4371054.00000000 0.001686844443 Long DBT CORP US N 2 2021-10-05 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312940EU9 4063898.37000000 PA USD 4489022.78000000 0.001732370072 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844AV0 972000.00000000 PA USD 1170774.00000000 0.000451816339 Long DBT CORP US N 2 2105-03-15 Fixed 6.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBB7 5653000.00000000 PA USD 5675781.59000000 0.002190355149 Long DBT CORP US N 2 2022-08-16 Fixed 1.90200000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAD1 7452000.00000000 PA USD 10386746.64000000 0.004008375521 Long DBT CORP US N 2 2037-06-15 Fixed 6.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617482V92 35437000.00000000 PA USD 51295057.50000000 0.019795404662 Long DBT CORP US N 2 2042-07-24 Fixed 6.37500000 N N N N N N CSAIL 2015-C1 Commercial Mortgage Trust 549300UFJ8EKD81Y8R30 126281AZ7 5550000.00000000 PA USD 5856804.00000000 0.002260213963 Long ABS-MBS CORP US N 2 2050-04-15 Fixed 3.50500000 N N N N N N Ginnie Mae I Pool N/A 36207KPN4 11289.39000000 PA USD 12483.81000000 0.000004817658 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AP0 100000.00000000 PA USD 109873.00000000 0.000042401365 Long DBT CORP US N 2 2048-05-07 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 31418DJJ2 9920094.98000000 PA USD 10386736.25000000 0.004008371512 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BD5 15750000.00000000 PA USD 19499917.50000000 0.007525262210 Long DBT CORP US N 2 2048-05-15 Fixed 4.15000000 N N N N N N Ginnie Mae I Pool N/A 36203EMJ4 2021.57000000 PA USD 2240.59000000 0.000000864671 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31389NKV6 61311.80880000 PA USD 70806.56000000 0.000027325137 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HHG3 8220.01000000 PA USD 9517.79000000 0.000003673034 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool N/A 36202ED30 361754.44000000 PA USD 385706.20000000 0.000148848849 Long ABS-MBS USGA US N 2 2035-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MG61 3169776.98000000 PA USD 3508752.93000000 0.001354071668 Long ABS-MBS USGA US N 2 2042-07-20 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132AD3L0 22176908.64000000 PA USD 24130472.52000000 0.009312251345 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140X5RE5 3001729.05000000 PA USD 3172137.21000000 0.001224167449 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 4.00000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 683234C89 5600000.00000000 PA USD 5795048.00000000 0.002236381550 Long DBT NUSS CA N 2 2023-01-24 Fixed 1.75000000 N N N N N N Ginnie Mae I Pool N/A 36201MFW7 14266.74240000 PA USD 17273.17000000 0.000006665932 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MADL0 3559592.16000000 PA USD 4182271.62000000 0.001613990960 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 6.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAG5 17685000.00000000 PA USD 17789872.05000000 0.006865334269 Long DBT CORP US N 2 2021-03-11 Fixed 4.74200000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BT2 5350000.00000000 PA USD 5395475.00000000 0.002082181328 Long DBT CORP US N 2 2022-08-08 Fixed 2.15000000 N N N N N N COMM 2015-CCRE27 Mortgage Trust N/A 12635QBG4 5900000.00000000 PA USD 6167329.00000000 0.002380049447 Long ABS-MBS CORP US N 2 2048-10-10 Fixed 3.61200000 N N N N N N Freddie Mac Gold Pool N/A 3128M9A85 404408.08000000 PA USD 470690.56000000 0.000181645377 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31411EX28 37968.88540000 PA USD 39324.75000000 0.000015175913 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAL7 11697000.00000000 PA USD 11837597.94000000 0.004568277196 Long DBT CORP US N 2 2021-05-05 Fixed 4.75000000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AU2 11150000.00000000 PA USD 12357099.00000000 0.004768759157 Long DBT CORP US N 2 2029-03-15 Fixed 4.00000000 N N N N N N Raymond James Financial Inc RGUZHJ05YTITL6D76949 754730AF6 14495000.00000000 PA USD 15900145.30000000 0.006136065066 Long DBT CORP US N 2 2046-07-15 Fixed 4.95000000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 792860AK4 85000.00000000 PA USD 122376.20000000 0.000047226507 Long DBT CORP US N 2 2036-06-20 Fixed 6.75000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AT2 7250000.00000000 PA USD 7797882.50000000 0.003009300449 Long DBT CORP US N 2 2029-04-15 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128L3RQ1 76298.07960000 PA USD 88398.19000000 0.000034113967 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14913Q2N8 14401000.00000000 PA USD 14660650.03000000 0.005657728329 Long DBT CORP US N 2 2021-09-07 Fixed 3.15000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCP5 21315000.00000000 PA USD 15351489.30000000 0.005924331849 Long DBT CORP MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211SDE4 256.07660000 PA USD 256.08000000 0.000000098824 Long ABS-MBS USGA US N 2 2020-05-15 Fixed 4.50000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AY1 7984000.00000000 PA USD 3453080.00000000 0.001332586788 Long DBT CORP US N 2 2042-02-01 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRWU9 15235.60000000 PA USD 16096.72000000 0.000006211925 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31374VLM4 5195.63000000 PA USD 5653.73000000 0.000002181845 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 6.50000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109BB6 5000000.00000000 PA USD 6038050.00000000 0.002330159063 Long DBT CORP CA N 2 2044-03-15 Fixed 5.00000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-4 N/A 02582JHZ6 18000000.00000000 PA USD 18158040.00000000 0.007007414889 Long ABS-CBDO CORP US N 2 2023-12-15 Fixed 2.99000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2W9 58194067.61000000 PA USD 62823405.69000000 0.024244338510 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140J8PZ0 1953239.08000000 PA USD 2054455.93000000 0.000792840255 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.50000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBG9 23000000.00000000 PA USD 25026990.00000000 0.009658228661 Long DBT CORP MX N 2 2049-04-22 Fixed 4.37500000 N N N N N N Freddie Mac Non Gold Pool N/A 31349S2N2 1778.70000000 PA USD 1879.46000000 0.000000725307 Long ABS-MBS USGSE US N 2 2034-06-01 Floating 4.71300000 N N N N N N Fannie Mae Pool N/A 313615SS6 1666.06000000 PA USD 1812.22000000 0.000000699358 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140FPVK2 8791081.19000000 PA USD 9219646.40000000 0.003557976932 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QR29 5036785.38040000 PA USD 5517848.75000000 0.002129406890 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 4.50000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PCW4 6086000.00000000 PA USD 6192626.72000000 0.002389812153 Long DBT CORP US N 2 2022-12-01 Fixed 2.35000000 N N N N N N Fannie Mae Pool N/A 31376P2K0 6089.83000000 PA USD 6272.65000000 0.000002420694 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 8.00000000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 110709AD4 7775000.00000000 PA USD 8067340.00000000 0.003113287471 Long DBT NUSS CA N 2 2024-09-27 Fixed 1.75000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AFW94 57095000.00000000 PA USD 61385689.25000000 0.023689505742 Long DBT USGSE US N 2 2024-02-13 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31402RCV9 2837552.70000000 PA USD 3180016.94000000 0.001227208336 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36201VCC4 137566.18270000 PA USD 161175.29000000 0.000062199561 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.00000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334JS1 8442000.00000000 PA USD 8394809.22000000 0.003239661941 Long DBT CORP US N 2 2040-09-01 Fixed 4.75000000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAK8 24212000.00000000 PA USD 24585349.04000000 0.009487793887 Long DBT CORP NO N 2 2024-01-15 Fixed 2.65000000 N N N N N N Fannie Mae Pool N/A 31410MZT0 3768.76020000 PA USD 3862.26000000 0.000001490494 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209YTV0 60913.49390000 PA USD 68137.83000000 0.000026295241 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138A7FZ6 5128105.00000000 PA USD 5571224.55000000 0.002150005279 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BR8 8425000.00000000 PA USD 8678676.75000000 0.003349209974 Long DBT NUSS JP N 2 2021-07-20 Fixed 3.12500000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABL6 5450000.00000000 PA USD 5337076.00000000 0.002059644423 Long DBT CORP US N 2 2029-07-01 Fixed 3.00000000 N N N N N N Hyatt Hotels Corp T27JQIMTYSH41TCD5186 448579AD4 1347000.00000000 PA USD 1293120.00000000 0.000499031191 Long DBT CORP US N 2 2021-08-15 Fixed 5.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128K5NN8 411794.35000000 PA USD 486930.35000000 0.000187912516 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Harley-Davidson Inc ZDNAWZWXIKMWI51R2A08 412822AD0 7190000.00000000 PA USD 6745154.70000000 0.002603039616 Long DBT CORP US N 2 2025-07-28 Fixed 3.50000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAG1 6070000.00000000 PA USD 6379387.90000000 0.002461885630 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BG6 8800000.00000000 PA USD 8973536.00000000 0.003462999849 Long DBT CORP US N 2 2022-06-01 Fixed 2.62500000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C26 N/A 46643TBE1 2875000.00000000 PA USD 2900846.25000000 0.001119472872 Long ABS-MBS CORP US N 2 2048-01-15 Fixed 3.79960000 N N N N N N Freddie Mac Gold Pool N/A 3128PQWB3 378235.00000000 PA USD 398996.32000000 0.000153977673 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.00000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587CU9 7825000.00000000 PA USD 7892529.75000000 0.003045826008 Long DBT CORP US N 2 2023-07-01 Fixed 2.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285N6 275005000.00000000 PA USD 311786918.80000000 0.120322474075 Long DBT UST US N 2 2025-11-30 Fixed 2.87500000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 313379Q69 9900000.00000000 PA USD 10253034.00000000 0.003956774140 Long DBT USGSE US N 2 2022-06-10 Fixed 2.12500000 N N N N N N Ginnie Mae II Pool N/A 36202E7H6 7686160.21000000 PA USD 8349091.53000000 0.003222018912 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31367VAH6 2265.38000000 PA USD 2446.45000000 0.000000944115 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 7.50000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BR9 25000000.00000000 PA USD 24726000.00000000 0.009542072853 Long DBT CORP DE N 2 2023-02-27 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31418DJQ6 95106704.26000000 PA USD 98548615.89000000 0.038031144238 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 2.50000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAS9 4390000.00000000 PA USD 4358831.00000000 0.001682127435 Long DBT CORP US N 2 2021-03-15 Fixed 2.40000000 N N N N N N Office Properties Income Trust N/A 81618TAD2 4050000.00000000 PA USD 3870504.00000000 0.001493675934 Long DBT CORP US N 2 2022-02-01 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 3138ASS78 4844043.19000000 PA USD 5112451.62000000 0.001972959064 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXAF7 1302293.73000000 PA USD 1467580.85000000 0.000566357817 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.00000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAR6 12125000.00000000 PA USD 11717236.25000000 0.004521828113 Long DBT CORP US N 2 2047-09-01 Fixed 3.75000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FD0 22013000.00000000 PA USD 24076938.88000000 0.009291592044 Long DBT CORP US N 2 2044-03-15 Fixed 4.45000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AK1 10250000.00000000 PA USD 12834537.50000000 0.004953008649 Long DBT CORP US N 2 2041-06-15 Fixed 5.50000000 N N N N N N Indonesia Government International Bond N/A 455780CR5 1000000.00000000 PA USD 979930.00000000 0.000378167251 Long DBT NUSS ID N 2 2050-02-14 Fixed 3.50000000 N N N N N N JM Smucker Co/The 5493000WDH6A0LHDJD55 832696AB4 7425000.00000000 PA USD 7561768.50000000 0.002918181102 Long DBT CORP US N 2 2021-10-15 Fixed 3.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 N/A 61766EBC8 2200000.00000000 PA USD 2262546.00000000 0.000873144817 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.14000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323AFE9 37760000.00000000 PA USD 38948307.20000000 0.015030639198 Long DBT NUSS CA N 2 2022-04-25 Fixed 2.55000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BK5 7290000.00000000 PA USD 7600262.40000000 0.002933036379 Long DBT CORP US N 2 2041-11-15 Fixed 5.15000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AF5B9 77000000.00000000 PA USD 79970660.00000000 0.030861678551 Long DBT USGSE US N 2 2021-10-12 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7BS4 218067.65000000 PA USD 244741.68000000 0.000094448877 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36291N4T5 9646.17390000 PA USD 10039.06000000 0.000003874198 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K7Y28 32211.66860000 PA USD 35486.31000000 0.000013694611 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BD2 294000.00000000 PA USD 277830.00000000 0.000107218074 Long DBT CORP US N 2 2023-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31386MCS7 1583.61000000 PA USD 1899.65000000 0.000000733098 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.00000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CA0 6505000.00000000 PA USD 6570245.15000000 0.002535539832 Long DBT CORP US N 2 2022-10-12 Fixed 2.60000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AP8 16610000.00000000 PA USD 16676440.00000000 0.006435646906 Long DBT CORP NL N 2 2024-04-09 Fixed 3.55000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C16 N/A 92938EAT0 898576.30000000 PA USD 928903.25000000 0.000358475389 Long ABS-MBS CORP US N 2 2046-09-15 Fixed 3.96300000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C30 N/A 46644UBE7 2900000.00000000 PA USD 2985463.00000000 0.001152127535 Long ABS-MBS CORP US N 2 2048-07-15 Variable 4.22630000 N N N N N N Fannie Mae Pool N/A 31371NN92 308410.69530000 PA USD 362123.50000000 0.000139747990 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298QW38 36015.55000000 PA USD 40552.07000000 0.000015649551 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31402HHN4 797103.36920000 PA USD 917808.73000000 0.000354193875 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 857477AL7 9503000.00000000 PA USD 9740765.06000000 0.003759083145 Long DBT CORP US N 2 2023-05-15 Fixed 3.10000000 N N N N N N ALLY MASTER OWNER TRUST AMOT_18-2 N/A 02005AGU6 6275000.00000000 PA USD 6330220.00000000 0.002442911122 Long ABS-CBDO CORP US N 2 2023-05-15 Fixed 3.29000000 N N N N N N Freddie Mac Gold Pool N/A 3128PDQU7 2569.67120000 PA USD 2585.11000000 0.000000997626 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N E*TRADE Financial Corp 549300LYE2HSVYJFJD24 269246BS2 2910000.00000000 PA USD 2992003.80000000 0.001154651712 Long DBT CORP US N 2 2028-06-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312943UP6 1146414.35000000 PA USD 1272210.40000000 0.000490961915 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402RJP5 369498.23000000 PA USD 425336.80000000 0.000164142794 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAX7 15825000.00000000 PA USD 16032465.75000000 0.006187129184 Long DBT CORP US N 2 2023-05-14 Fixed 2.85000000 N N N N N N Ginnie Mae I Pool N/A 3620A9WQ0 245604.50000000 PA USD 275818.77000000 0.000106441915 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AL1 2000000.00000000 PA USD 1900240.00000000 0.000733326398 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAW2 12050000.00000000 PA USD 16233880.50000000 0.006264857657 Long DBT CORP KY N 2 2057-12-06 Fixed 4.40000000 N N N N N N Manulife Financial Corp 5493007GBX87QOZACS27 56501RAE6 10262000.00000000 PA USD 10280266.36000000 0.003967283449 Long DBT CORP CA N 2 2032-02-24 Variable 4.06100000 N N N N N N Freddie Mac Gold Pool N/A 31288GGU0 8119.24120000 PA USD 9017.55000000 0.000003479985 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287TDJ1 15908.34020000 PA USD 18026.38000000 0.000006956605 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 03746AAA8 1070000.00000000 PA USD 663646.10000000 0.000256109335 Long DBT CORP US N 2 2029-12-15 Fixed 7.75000000 N N N N N N Freddie Mac Gold Pool N/A 3132GUKK9 11503651.89000000 PA USD 12370682.13000000 0.004774001056 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBJ5 10127000.00000000 PA USD 10358908.30000000 0.003997632357 Long DBT CORP US N 2 2024-08-15 Fixed 3.50000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBY1 9415000.00000000 PA USD 8498638.05000000 0.003279730786 Long DBT CORP US N 2 2022-06-30 Fixed 3.15000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CH6 7500000.00000000 PA USD 6891975.00000000 0.002659699407 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LTX3 399795.74000000 PA USD 433642.45000000 0.000167348048 Long ABS-MBS USGSE US N 2 2036-10-01 Floating 4.06500000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAF6 13980000.00000000 PA USD 12791979.60000000 0.004936585023 Long DBT CORP US N 2 2025-03-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31403RPM4 42694.21000000 PA USD 47441.81000000 0.000018308388 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PST64 7753218.20000000 PA USD 8159952.03000000 0.003149027612 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXBA3 10845926.72000000 PA USD 11357312.16000000 0.004382928902 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QAY0 6590000.00000000 PA USD 6860651.30000000 0.002647611199 Long DBT CORP N/A N 2 2024-09-27 Fixed 1.62500000 N N N N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417EAJ8 15160000.00000000 PA USD 18809618.40000000 0.007258867148 Long DBT CORP US N 2 2043-08-01 Fixed 4.60000000 N N N N N N Ginnie Mae I Pool N/A 36213DGZ5 8364.47730000 PA USD 9942.52000000 0.000003836942 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36213UMG2 80280.92000000 PA USD 96012.77000000 0.000037052529 Long ABS-MBS USGA US N 2 2031-08-15 Fixed 7.00000000 N N N N N N Block Financial LLC N/A 093662AE4 2865000.00000000 PA USD 2871016.50000000 0.001107961199 Long DBT CORP US N 2 2022-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BXQY1 14200000.00000000 PA USD 15756320.00000000 0.006080561083 Long ABS-MBS USGSE US N 2 2027-03-25 Fixed 3.22400000 N N N N N N Ginnie Mae II Pool N/A 36202EC49 452935.34000000 PA USD 522166.51000000 0.000201510591 Long ABS-MBS USGA US N 2 2035-03-20 Fixed 5.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAV5 10320000.00000000 PA USD 9298423.20000000 0.003588377885 Long DBT CORP US N 2 2046-09-16 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBE9 4374374.99000000 PA USD 4916666.26000000 0.001897403043 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138A2PD5 2885383.29000000 PA USD 3035942.59000000 0.001171608241 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKN8 5458000.00000000 PA USD 5190394.26000000 0.002003038104 Long DBT CORP US N 2 2024-09-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36296TXF5 2472.55000000 PA USD 2858.89000000 0.000001103281 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31385JF86 116018.84650000 PA USD 137757.30000000 0.000053162266 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140GYH51 4831545.82000000 PA USD 5157288.64000000 0.001990262231 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BF1 6810000.00000000 PA USD 7416430.50000000 0.002862093348 Long DBT CORP US N 2 2042-06-09 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36212JXR2 2276.82000000 PA USD 2404.57000000 0.000000927953 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M42Q5 1620873.04000000 PA USD 1928385.07000000 0.000744187932 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BD6 9962000.00000000 PA USD 12008394.04000000 0.004634189548 Long DBT CORP US N 2 2029-10-16 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 31410LKR2 5642400.65000000 PA USD 5950306.45000000 0.002296297729 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 3.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TDK8 5803000.00000000 PA USD 5693613.45000000 0.002197236687 Long DBT CORP US N 2 2023-10-18 Fixed 2.25000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BN5 12365000.00000000 PA USD 13002663.05000000 0.005017890403 Long DBT CORP US N 2 2047-11-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31413NUX1 5590.52310000 PA USD 6540.13000000 0.000002523918 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N BANK 2019-BNK18 N/A 065402BF5 2575000.00000000 PA USD 2620423.00000000 0.001011254031 Long ABS-MBS CORP US N 2 2062-05-15 Variable 3.82600000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAA1 7030000.00000000 PA USD 7079702.10000000 0.002732145645 Long DBT CORP US N 2 2024-10-01 Fixed 2.76000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AK0 5918000.00000000 PA USD 5705307.08000000 0.002201749405 Long DBT CORP US N 2 2034-11-15 Fixed 4.65000000 N N N N N N Fannie Mae Pool N/A 31419GCY8 982093.65000000 PA USD 1033417.86000000 0.000398808885 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BW7 15800000.00000000 PA USD 20375522.00000000 0.007863168945 Long DBT CORP US Y 2 2048-02-20 Fixed 4.55000000 N N N N N N Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 26442EAE0 5700000.00000000 PA USD 6085548.00000000 0.002348489135 Long DBT CORP US N 2 2046-06-15 Fixed 3.70000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828W48 583624100.00000000 PA USD 623112106.60000000 0.240466760380 Long DBT UST US N 2 2024-02-29 Fixed 2.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWA7 1609340.90000000 PA USD 1693573.80000000 0.000653571325 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7A89 458608.45060000 PA USD 515824.44000000 0.000199063107 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31402WPD4 301195.12440000 PA USD 329338.80000000 0.000127095964 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAF9 30065000.00000000 PA USD 37684072.30000000 0.014542755128 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 36291YSW8 146892.12930000 PA USD 159924.40000000 0.000061716827 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EHF9 1801174.11550000 PA USD 2053068.32000000 0.000792304759 Long ABS-MBS USGA US N 2 2036-03-20 Fixed 5.50000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780097AZ4 8225000.00000000 PA USD 8491654.50000000 0.003277035747 Long DBT CORP GB N 2 2023-12-19 Fixed 6.00000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DK0 10672000.00000000 PA USD 10925780.16000000 0.004216395303 Long DBT CORP US N 2 2028-04-01 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31403BXE8 246327.80780000 PA USD 276781.31000000 0.000106813371 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Australia & New Zealand Banking Group Ltd/New York NY JHE42UYNWWTJB8YTTU19 05253JAL5 12350000.00000000 PA USD 13238706.00000000 0.005108982331 Long DBT CORP AU N 2 2025-11-16 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3140K4YG9 5162628.00000000 PA USD 5400676.78000000 0.002084188760 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 2.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EA7 21398000.00000000 PA USD 22833377.84000000 0.008811686275 Long DBT CORP US N 2 2026-12-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298STR5 21052.36230000 PA USD 24439.06000000 0.000009431339 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31406PQL6 274991.71110000 PA USD 314439.27000000 0.000121346049 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824AV2 2216000.00000000 PA USD 2928000.80000000 0.001129952153 Long DBT CORP US N 2 2039-04-01 Fixed 6.00000000 N N N N N N Federal Realty Investment Trust 549300LI6XZ51GOCJ427 313747AT4 5237000.00000000 PA USD 5352318.74000000 0.002065526787 Long DBT CORP US N 2 2023-06-01 Fixed 2.75000000 N N N N N N Peruvian Government International Bond N/A 715638AU6 14991000.00000000 PA USD 20919340.86000000 0.008073035449 Long DBT NUSS PE N 2 2037-03-14 Fixed 6.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBPY7 10613.25000000 PA USD 11089.25000000 0.000004279480 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418CGD0 77750651.58000000 PA USD 81540218.34000000 0.031467390758 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PAX0 2055000.00000000 PA USD 2845209.15000000 0.001098001819 Long DBT CORP US N 2 2037-06-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJEY2 54414.51520000 PA USD 61252.24000000 0.000023638006 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAR1 4600000.00000000 PA USD 4436240.00000000 0.001712000536 Long DBT CORP US N 2 2031-08-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GKZN9 20463904.56000000 PA USD 22298288.96000000 0.008605188779 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048CD8 13000000.00000000 PA USD 13412100.00000000 0.005175897246 Long DBT NUSS JP N 2 2024-10-17 Fixed 1.75000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAV8 1825000.00000000 PA USD 1692687.50000000 0.000653229290 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TXX8 14803896.06000000 PA USD 15761264.02000000 0.006082469042 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213TDR1 31681.73290000 PA USD 34450.08000000 0.000013294717 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418CGE8 1798804.89000000 PA USD 1909863.10000000 0.000737040072 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Aflac Inc 549300N0B7DOGLXWPP39 001055AP7 6097000.00000000 PA USD 6219732.61000000 0.002400272656 Long DBT CORP US N 2 2025-03-17 Fixed 3.25000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CD1 3590000.00000000 PA USD 4003316.70000000 0.001544930017 Long DBT CORP US N 2 2044-05-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31418CQG2 10596337.96000000 PA USD 10988508.43000000 0.004240602927 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31407PCE6 3678.99750000 PA USD 3829.69000000 0.000001477925 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 4.50000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CD9 8325000.00000000 PA USD 8367790.50000000 0.003229235079 Long DBT CORP US N 2 2022-11-02 Fixed 2.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C20 549300UVB571ELWL8972 92890FAU0 1675000.00000000 PA USD 1752167.25000000 0.000676183270 Long ABS-MBS CORP US N 2 2047-05-15 Fixed 3.99500000 N N N N N N Fannie Mae Pool N/A 31402QLF6 158914.93440000 PA USD 173792.55000000 0.000067068720 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400EV1 2913000.00000000 PA USD 3633122.73000000 0.001402067531 Long DBT CORP US N 2 2035-04-01 Fixed 5.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAF6 35000.00000000 PA USD 35919.10000000 0.000013861630 Long DBT CORP US N 2 2021-01-25 Fixed 5.75000000 N N N N N N United Airlines 2015-1 Class A Pass Through Trust N/A 90932LAB3 2940000.00000000 PA USD 2916803.40000000 0.001125630936 Long DBT CORP US N 2 2022-12-01 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128PCHE5 1119.51970000 PA USD 1191.24000000 0.000000459714 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EP9 1200000.00000000 PA USD 1192848.00000000 0.000460334972 Long DBT CORP US N 2 2027-04-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BXB9 146743.16000000 PA USD 162727.89000000 0.000062798729 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31287MBE9 32923.01140000 PA USD 38501.82000000 0.000014858334 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36290QH40 84999.17630000 PA USD 96611.76000000 0.000037283687 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N City of Houston TX 549300C64URYS0WQQY42 442331QM9 14080000.00000000 PA USD 17439065.60000000 0.006729953670 Long DBT MUN US N 2 2032-03-01 Fixed 6.29000000 N N N N N N Freddie Mac Gold Pool N/A 31283G3L9 103.70370000 PA USD 113.41000000 0.000000043766 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31403C4X6 764.41000000 PA USD 767.35000000 0.000000296129 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 6.00000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AE5 5042000.00000000 PA USD 5110268.68000000 0.001972116640 Long DBT CORP US N 2 2027-04-15 Fixed 3.87500000 N N N N N N Oklahoma Gas & Electric Co 549300VJ8YXGPO8EV472 678858BS9 3750000.00000000 PA USD 3844237.50000000 0.001483539363 Long DBT CORP US N 2 2047-08-15 Fixed 3.85000000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 16412XAD7 10914000.00000000 PA USD 9604320.00000000 0.003706427289 Long DBT CORP US N 2 2024-06-30 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36201SSE0 67806.20260000 PA USD 73952.83000000 0.000028539322 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JG6 6625000.00000000 PA USD 7508112.50000000 0.002897474580 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31384VZA3 10792.44000000 PA USD 12773.82000000 0.000004929577 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31404GYP0 11059.48270000 PA USD 13287.08000000 0.000005127650 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31400WRT9 17415.13940000 PA USD 18440.19000000 0.000007116300 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.50000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 6461366R7 5035000.00000000 PA USD 4879569.55000000 0.001883086958 Long DBT MUN US N 2 2039-06-15 Fixed 4.08100000 N N N N N N Freddie Mac Gold Pool N/A 31297EMY9 54071.37220000 PA USD 61129.85000000 0.000023590774 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAD4 5430000.00000000 PA USD 4588350.00000000 0.001770701689 Long DBT CORP US N 2 2023-01-15 Fixed 2.25000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F042616 6545000.00000000 PA USD 7031817.10000000 0.002713666224 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.50000000 N N N N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 054561AJ4 27451000.00000000 PA USD 26255234.44000000 0.010132223562 Long DBT CORP US N 2 2028-04-20 Fixed 4.35000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769AE6 5260000.00000000 PA USD 5434947.60000000 0.002097414298 Long DBT CORP US N 2 2027-06-15 Fixed 3.50000000 N N N N N N Hanover Insurance Group Inc/The JJYR6MFKFF6CF8DBZ078 410867AF2 5000000.00000000 PA USD 5140500.00000000 0.001983783284 Long DBT CORP US N 2 2026-04-15 Fixed 4.50000000 N N N N N N Province of Manitoba Canada 5493003QILFOB3JRKE30 563469UD5 1900000.00000000 PA USD 2061253.00000000 0.000795463329 Long DBT NUSS CA N 2 2024-05-14 Fixed 3.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7TX1 3513087.50000000 PA USD 3709293.44000000 0.001431462761 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WUMB6 18057081.14000000 PA USD 19408653.66000000 0.007490042352 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AE0 15090000.00000000 PA USD 15236674.80000000 0.005880023497 Long DBT CORP US N 2 2021-09-17 Fixed 3.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285C0 259032000.00000000 PA USD 294568600.10000000 0.113677709396 Long DBT UST US N 2 2025-09-30 Fixed 3.00000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BE7 30695000.00000000 PA USD 34229836.20000000 0.013209722186 Long DBT NUSS JP N 2 2027-06-01 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 3620AF4W4 5351013.49000000 PA USD 5929244.01000000 0.002288169469 Long ABS-MBS USGA US N 2 2040-02-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31379VAQ2 5203.28000000 PA USD 5985.07000000 0.000002309713 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31411AJ63 66925.07570000 PA USD 71637.94000000 0.000027645977 Long ABS-MBS USGSE US N 2 2036-11-01 Floating 3.51000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PCR5 12524000.00000000 PA USD 14068584.92000000 0.005429242993 Long DBT CORP US N 2 2041-12-01 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31371LCC1 506999.67660000 PA USD 554500.48000000 0.000213988674 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAS0 4337000.00000000 PA USD 4679579.63000000 0.001805908345 Long DBT CORP US N 2 2045-06-15 Fixed 5.10000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BZ1 15050000.00000000 PA USD 16159937.50000000 0.006236322127 Long DBT CORP US N 2 2049-06-15 Fixed 5.25000000 N N N N N N Ginnie Mae I Pool N/A 36210LX73 3225.66000000 PA USD 3499.68000000 0.000001350570 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AS3 4000000.00000000 PA USD 3767440.00000000 0.001453902246 Long DBT CORP US N 2 2047-11-01 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128M66H6 1718074.80000000 PA USD 1947111.35000000 0.000751414638 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CF5 41483000.00000000 PA USD 52606666.45000000 0.020301570971 Long DBT CORP US N 2 2051-06-15 Fixed 4.66300000 N N N N N N Freddie Mac Gold Pool N/A 3128PWNX2 19234.80000000 PA USD 20157.69000000 0.000007779104 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UQ47 56768733.65760000 PA USD 60081756.95000000 0.023186301949 Long ABS-MBS USGA US N 2 2049-04-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138Y9AR9 373263.01000000 PA USD 394815.22000000 0.000152364134 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 3.00000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_17-A6 N/A 14041NFQ9 12800000.00000000 PA USD 12837120.00000000 0.004954005268 Long ABS-CBDO CORP US N 2 2025-07-15 Fixed 2.29000000 N N N N N N Ginnie Mae I Pool N/A 36200B3E5 46124.71940000 PA USD 51601.57000000 0.000019913691 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N State of California N/A 13063DRE0 4035000.00000000 PA USD 4165330.50000000 0.001607453170 Long DBT MUN US N 2 2029-10-01 Fixed 2.50000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AU0 15390000.00000000 PA USD 13312350.00000000 0.005137402473 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N Ginnie Mae II Pool N/A 36202EKK4 332830.11220000 PA USD 379526.18000000 0.000146463902 Long ABS-MBS USGA US N 2 2036-09-20 Fixed 5.50000000 N N N N N N Stryker Corp 5493002F0SC4JTBU5137 863667AM3 18605000.00000000 PA USD 18763142.50000000 0.007240931517 Long DBT CORP US N 2 2021-03-15 Fixed 2.62500000 N N N N N N Benchmark 2019-B15 Mortgage Trust N/A 08160KAE4 13355000.00000000 PA USD 13770206.95000000 0.005314095200 Long ABS-MBS CORP US N 2 2072-12-15 Fixed 2.92800000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C41 N/A 95001ABD7 13300000.00000000 PA USD 14325297.00000000 0.005528311397 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.47200000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAT6 15210000.00000000 PA USD 14873859.00000000 0.005740008339 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C17 N/A 46640UAJ1 1650000.00000000 PA USD 1714267.50000000 0.000661557282 Long ABS-MBS CORP US N 2 2047-01-15 Variable 4.89120000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAM2 11129000.00000000 PA USD 11006914.87000000 0.004247706203 Long DBT CORP US N 2 2022-08-14 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31375DAA1 2856.32000000 PA USD 3313.13000000 0.000001278578 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 8.00000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AC1 17505000.00000000 PA USD 23379678.00000000 0.009022510344 Long DBT CORP US N 2 2031-11-15 Fixed 7.37500000 N N N N N N UDR Inc P3CH2EG5X6Z1XWU1OO74 90265EAS9 5655000.00000000 PA USD 5122072.80000000 0.001976671997 Long DBT CORP US N 2 2034-11-01 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128PB3H5 2172.33150000 PA USD 2332.69000000 0.000000900214 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410GCC5 176720.47000000 PA USD 180217.77000000 0.000069548292 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 6.00000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BH5 100000.00000000 PA USD 99839.00000000 0.000038529119 Long DBT CORP US N 2 2022-03-01 Fixed 1.95000000 N N N N N N Ginnie Mae II Pool N/A 36202FEH5 10618540.07000000 PA USD 11829372.19000000 0.004565102776 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31386WP69 1200.11000000 PA USD 1340.93000000 0.000000517481 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 6.00000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BD0 6905000.00000000 PA USD 7026873.25000000 0.002711758330 Long DBT CORP US N 2 2023-09-01 Fixed 4.00000000 N N N N N N Allstate Corp/The OBT0W1ED8G0NWVOLOJ77 020002AQ4 1679000.00000000 PA USD 2181961.24000000 0.000842046150 Long DBT CORP US N 2 2033-06-01 Fixed 5.35000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFJ8 6350000.00000000 PA USD 6176137.00000000 0.002383448564 Long DBT CORP US N 2 2029-09-01 Fixed 2.62500000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591DX7 15169000.00000000 PA USD 20362258.84000000 0.007858050526 Long DBT USGA US N 2 2035-06-15 Fixed 4.65000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAM7 37455000.00000000 PA USD 50375102.25000000 0.019440382418 Long DBT CORP US N 2 2040-07-15 Fixed 5.37500000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AT9 8980000.00000000 PA USD 9271939.80000000 0.003578157610 Long DBT CORP US N 2 2026-04-21 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31407BSL4 431.18760000 PA USD 434.75000000 0.000000167775 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418CAF1 51827268.20000000 PA USD 54351256.16000000 0.020974829975 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WE5R6 5022911.22000000 PA USD 5227293.48000000 0.002017277975 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MAY2 463000.00000000 PA USD 507804.51000000 0.000195968115 Long DBT CORP US N 2 2028-05-15 Fixed 4.25000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAE1 31550000.00000000 PA USD 31715637.50000000 0.012239461442 Long DBT CORP US Y 2 2026-04-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31403EDC8 6380.67000000 PA USD 6659.12000000 0.000002569837 Long ABS-MBS USGSE US N 2 2033-09-01 Floating 4.06000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZU5 7150000.00000000 PA USD 5720000.00000000 0.002207419587 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31386TQS7 14645.79000000 PA USD 17446.80000000 0.000006732938 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.00000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBG6 10700000.00000000 PA USD 12982417.00000000 0.005010077199 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N Fannie Mae Pool N/A 31389PPY0 21280.59380000 PA USD 23389.93000000 0.000009026466 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 683234C63 34170000.00000000 PA USD 34941216.90000000 0.013484252901 Long DBT NUSS CA N 2 2021-09-10 Fixed 2.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAS3 7165000.00000000 PA USD 7373358.20000000 0.002845471209 Long DBT CORP US N 2 2026-12-01 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 31283HP74 136488.80000000 PA USD 160589.99000000 0.000061973686 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138E2E50 534614.44000000 PA USD 564408.50000000 0.000217812303 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N Ohio State University/The JFC10ZULKO4X2E3HBY86 677632MV0 9260000.00000000 PA USD 11026530.20000000 0.004255276004 Long DBT MUN US N 2 2040-06-01 Fixed 4.91000000 N N N N N N Ginnie Mae I Pool N/A 36210RMN7 4575.14000000 PA USD 4937.22000000 0.000001905334 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31408CZS8 60627.17260000 PA USD 72017.20000000 0.000027792338 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 64990FRC0 2650000.00000000 PA USD 2622360.50000000 0.001012001736 Long DBT MUN US N 2 2043-02-15 Fixed 3.19000000 N N N N N N UBS Commercial Mortgage Trust 2018-C9 N/A 90291JAW7 15800000.00000000 PA USD 17430402.00000000 0.006726610278 Long ABS-MBS CORP US N 2 2051-03-15 Variable 4.11700000 N N N N N N Freddie Mac Gold Pool N/A 31287Y6B5 10515.81040000 PA USD 12374.69000000 0.000004775547 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 6.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBB6 13973000.00000000 PA USD 16183528.60000000 0.006245426228 Long DBT CORP US N 2 2047-06-15 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31371HNM6 28843.39760000 PA USD 33038.67000000 0.000012750036 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.00000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BG6 5820000.00000000 PA USD 6402116.40000000 0.002470656843 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AM9 18875000.00000000 PA USD 20407083.75000000 0.007875349020 Long DBT CORP US N 2 2025-05-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 3138WD2D2 9588210.40000000 PA USD 10429575.86000000 0.004024903853 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N AstraZeneca PLC PY6ZZQWO2IZFZC3IOL08 046353AN8 8705000.00000000 PA USD 8949784.60000000 0.003453833886 Long DBT CORP GB N 2 2027-06-12 Fixed 3.12500000 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664AT7 5700000.00000000 PA USD 4467318.00000000 0.001723993926 Long DBT CORP US N 2 2030-04-01 Fixed 4.37500000 N N N N N N University of Pittsburgh-of the Commonwealth System of Higher Education 5493002C83QSGL8ETT42 91335VKQ8 14580000.00000000 PA USD 14538447.00000000 0.005610568650 Long DBT MUN US N 2 2119-09-15 Fixed 3.55500000 N N N N N N Fannie Mae Pool N/A 3138A53N0 3016155.21000000 PA USD 3298708.63000000 0.001273012944 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132A5FW0 25401607.51000000 PA USD 26326988.07000000 0.010159914186 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36211PGF4 4555.65000000 PA USD 4919.74000000 0.000001898589 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 7.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAD9 25098000.00000000 PA USD 26303456.94000000 0.010150833229 Long DBT CORP US N 2 2027-05-16 Fixed 3.25000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBH3 19669000.00000000 PA USD 22840822.94000000 0.008814559432 Long DBT CORP US N 2 2033-01-15 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31405PAZ3 13259.16880000 PA USD 15151.38000000 0.000005847107 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EP94 146802.50000000 PA USD 168910.96000000 0.000065184853 Long ABS-MBS USGA US N 2 2037-11-20 Fixed 5.50000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AM9 4925000.00000000 PA USD 4714111.50000000 0.001819234626 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 31292HL93 73680.42300000 PA USD 87278.15000000 0.000033681730 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDS71 75002.02950000 PA USD 86024.33000000 0.000033197865 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31419JY36 28532.11000000 PA USD 30017.78000000 0.000011584236 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AR9 5720000.00000000 PA USD 6254820.00000000 0.002413813319 Long DBT NUSS JP N 2 2026-01-21 Fixed 2.75000000 N N N N N N Globe Life Inc 5493001JFHKQOPP6XA71 891027AQ7 110000.00000000 PA USD 115570.40000000 0.000044600063 Long DBT CORP US N 2 2022-09-15 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31376KQF6 458459.22560000 PA USD 523757.57000000 0.000202124601 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AF5 13035000.00000000 PA USD 13235869.35000000 0.005107887633 Long DBT CORP US N 2 2021-11-18 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36206W2J3 14618.93000000 PA USD 16526.55000000 0.000006377802 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 8.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 413875AW5 500000.00000000 PA USD 533985.00000000 0.000206071494 Long DBT CORP US N 2 2028-06-15 Fixed 4.40000000 N N N N N N Ohio Power Co 06ZODLC132CY1O2Y7D77 677415CQ2 4295000.00000000 PA USD 4573487.80000000 0.001764966180 Long DBT CORP US N 2 2048-04-01 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31371LQW2 146413.58970000 PA USD 167183.82000000 0.000064518328 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 313615SU1 950.06000000 PA USD 1095.64000000 0.000000422821 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138ERHF0 4697821.26000000 PA USD 4947228.59000000 0.001909197428 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202D6V8 2195233.85000000 PA USD 2591824.80000000 0.001000217627 Long ABS-MBS USGA US N 2 2034-07-20 Fixed 6.00000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HX5 20100000.00000000 PA USD 21657750.00000000 0.008357996778 Long DBT CORP DE N 2 2024-02-28 Fixed 2.62500000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 02360FAB2 3570000.00000000 PA USD 4445685.30000000 0.001715645596 Long DBT CORP US N 2 2037-08-01 Fixed 5.30000000 N N N N N N Fannie Mae Pool N/A 31368HLZ4 1691010.26800000 PA USD 1984400.55000000 0.000765805007 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828K74 755569500.00000000 PA USD 816959521.90000000 0.315274904005 Long DBT UST US N 2 2025-08-15 Fixed 2.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BY5 22834000.00000000 PA USD 24608201.80000000 0.009496613053 Long DBT CORP US Y 2 2026-02-25 Fixed 4.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TEU5 18130000.00000000 PA USD 18192911.10000000 0.007020872083 Long DBT CORP US N 2 2021-04-13 Fixed 2.95000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEC4 4413000.00000000 PA USD 5746299.69000000 0.002217568967 Long DBT CORP US N 2 2037-10-15 Fixed 6.30000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAU3 22736000.00000000 PA USD 22723495.20000000 0.008769281189 Long DBT CORP US N 2 2021-05-14 Fixed 2.30000000 N N N N N N Tyco Electronics Group SA C33G1C5SYE2YM95EE712 902133AG2 7700000.00000000 PA USD 10328318.00000000 0.003985827178 Long DBT CORP LU N 2 2037-10-01 Fixed 7.12500000 N N N N N N Fannie Mae Pool N/A 31371NLU7 142174.91040000 PA USD 173200.32000000 0.000066840171 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297LZD5 12614.76700000 PA USD 13292.68000000 0.000005129811 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N International Finance Corp QKL54NQY28TCDAI75F60 45950VLH7 36600000.00000000 PA USD 37959690.00000000 0.014649119448 Long DBT CORP N/A N 2 2022-10-24 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31384KHN9 10305.07000000 PA USD 12497.27000000 0.000004822852 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31414LDC9 833048.10000000 PA USD 941802.53000000 0.000363453383 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAK1 1350000.00000000 PA USD 1188931.50000000 0.000458823545 Long DBT CORP IE N 2 2024-01-16 Fixed 4.87500000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BU6 7135000.00000000 PA USD 7430674.40000000 0.002867590248 Long DBT CORP US N 2 2026-02-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3138EPTZ7 12383707.61000000 PA USD 12974038.95000000 0.005006844004 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 92936UAA7 8701000.00000000 PA USD 8625475.32000000 0.003328678876 Long DBT CORP US N 2 2024-04-01 Fixed 4.60000000 N N N N N N AXIS Specialty Finance LLC N/A 05463HAC5 3210000.00000000 PA USD 2712450.00000000 0.001046768402 Long DBT CORP US N 2 2040-01-15 Variable 4.90000000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAT3 2645000.00000000 PA USD 2275361.25000000 0.000878090383 Long DBT CORP US N 2 2040-09-15 Fixed 5.50000000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAZ9 44500000.00000000 PA USD 35600000.00000000 0.013738485545 Long DBT CORP US N 2 2026-10-05 Fixed 3.24400000 N N N N N N Fannie Mae Pool N/A 31383UTY1 14006.32000000 PA USD 16985.04000000 0.000006554739 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F030645 914905000.00000000 PA USD 959076613.40000000 0.370119668255 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BM3 9825000.00000000 PA USD 10197171.00000000 0.003935215909 Long DBT CORP US N 2 2025-12-15 Fixed 3.65000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286F2 351250000.00000000 PA USD 392191700.00000000 0.151351685432 Long DBT UST US N 2 2026-02-28 Fixed 2.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BQ6 11564000.00000000 PA USD 11959373.16000000 0.004615271777 Long DBT CORP US N 2 2024-02-01 Fixed 4.50000000 N N N N N N Travelers Property Casualty Corp N/A 89420GAE9 715000.00000000 PA USD 1010802.65000000 0.000390081393 Long DBT CORP US N 2 2033-03-15 Fixed 6.37500000 N N N N N N Freddie Mac Gold Pool N/A 31293SQV4 10529.64000000 PA USD 12001.16000000 0.000004631397 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BF4 2755000.00000000 PA USD 2848339.40000000 0.001099209822 Long DBT CORP US N 2 2022-01-31 Fixed 3.40000000 N N N N N N Celulosa Arauco y Constitucion SA 549300QEKV8G0AMNQD28 151191BB8 4950000.00000000 PA USD 4221459.00000000 0.001629113860 Long DBT CORP CL N 2 2027-11-02 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31371FVE9 7035.06000000 PA USD 8160.39000000 0.000003149196 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 8.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHY8 16600000.00000000 PA USD 16248910.00000000 0.006270657729 Long DBT CORP US N 2 2026-02-13 Variable 2.01500000 N N N N N N Freddie Mac Gold Pool N/A 31292GC79 98.54000000 PA USD 101.26000000 0.000000039077 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 9.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687DZ6 16066000.00000000 PA USD 21815218.10000000 0.008418765689 Long DBT CORP US N 2 2034-12-15 Fixed 6.20000000 N N N N N N Ginnie Mae I Pool N/A 36176XCT4 9304551.74000000 PA USD 10032353.78000000 0.003871610881 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818FA1 2300000.00000000 PA USD 2394760.00000000 0.000924167855 Long DBT CORP US N 2 2024-03-01 Fixed 3.15000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DN4 16236000.00000000 PA USD 15361204.32000000 0.005928080997 Long DBT CORP US N 2 2046-04-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3138WFZB5 26015034.31000000 PA USD 27736969.43000000 0.010704043639 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YH7 283503300.00000000 PA USD 297590579.00000000 0.114843928875 Long DBT UST US N 2 2024-09-30 Fixed 1.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PYJD7 6672023.24000000 PA USD 6986675.86000000 0.002696245654 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31378TNL5 9725.32000000 PA USD 11197.64000000 0.000004321309 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 6.50000000 N N N N N N Lazard Group LLC FI94J2CJ1D7BIGVMS874 52107QAJ4 5775000.00000000 PA USD 5850421.50000000 0.002257750876 Long DBT CORP US N 2 2028-09-19 Fixed 4.50000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331AS6 7006000.00000000 PA USD 7199085.36000000 0.002778217139 Long DBT CORP US N 2 2024-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31406XX49 2136.17400000 PA USD 2220.85000000 0.000000857053 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FZX7 36719973.65000000 PA USD 39446064.49000000 0.015222729966 Long ABS-MBS USGA US N 2 2041-12-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36212EJA6 7972.95000000 PA USD 9582.93000000 0.000003698172 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AQ9 2200000.00000000 PA USD 2242526.00000000 0.000865418849 Long DBT CORP US N 2 2042-12-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293BCD6 7214.20000000 PA USD 7817.23000000 0.000003016766 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.50000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GU1 45922000.00000000 PA USD 47533402.98000000 0.018343735105 Long DBT CORP N/A N 2 2022-07-01 Fixed 2.12500000 N N N N N N Ginnie Mae I Pool N/A 36208CNC7 16712.11000000 PA USD 19985.01000000 0.000007712465 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 313615BL9 21.74000000 PA USD 23.15000000 0.000000008933 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 9.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CG7 20295000.00000000 PA USD 24286214.70000000 0.009372354202 Long DBT CORP US N 2 2047-03-03 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36290ULT1 52905.62550000 PA USD 58945.33000000 0.000022747740 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31307PNB1 315381.20000000 PA USD 330879.03000000 0.000127690358 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HAV6 1742.27000000 PA USD 1953.75000000 0.000000753976 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PB3M4 147.48310000 PA USD 148.71000000 0.000000057389 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.00000000 N N N N N N Mexico Government International Bond N/A 91086QBA5 44340000.00000000 PA USD 43490889.00000000 0.016783678367 Long DBT NUSS MX N 2 2022-03-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31404MLW6 154059.58180000 PA USD 174172.06000000 0.000067215177 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JAV9 4064000.00000000 PA USD 4426224.32000000 0.001708135360 Long DBT CORP MX N 2 2025-03-18 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 31385W2S7 2240345.91680000 PA USD 2629269.97000000 0.001014668187 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Benchmark 2018-B7 Mortgage Trust N/A 08162TBB8 12400000.00000000 PA USD 14185600.00000000 0.005474400577 Long ABS-MBS CORP US N 2 2053-05-15 Variable 4.51000000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368CA9 6035000.00000000 PA USD 5864631.95000000 0.002263234867 Long DBT CORP US N 2 2050-02-07 Fixed 2.87500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HA2 6885000.00000000 PA USD 9131231.25000000 0.003523856419 Long DBT CORP US N 2 2043-09-13 Fixed 6.67500000 N N N N N N Fannie Mae Pool N/A 31413TFZ0 24458.88830000 PA USD 29030.01000000 0.000011203044 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N Rockwell Collins Inc XO75O7GICH1NPWLBRL05 774341AL5 13300000.00000000 PA USD 14557249.00000000 0.005617824577 Long DBT CORP US N 2 2047-04-15 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31371G2S8 3437.33000000 PA USD 3948.67000000 0.000001523841 Long ABS-MBS USGSE US N 2 2028-10-01 Fixed 6.50000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HA4 950000.00000000 PA USD 952774.00000000 0.000367687410 Long DBT CORP US N 2 2054-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128QSQN9 529088.35240000 PA USD 560050.60000000 0.000216130535 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 3.71100000 N N N N N N Fannie Mae Pool N/A 31405XRU9 46125.05910000 PA USD 52614.39000000 0.000020304551 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EG5P5 26146.98000000 PA USD 29367.76000000 0.000011333386 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Pool N/A 3132DV4H5 242446368.42000000 PA USD 254517773.10000000 0.098221594009 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MQQ6 3770207.35000000 PA USD 4173770.34000000 0.001610710210 Long ABS-MBS USGA US N 2 2042-10-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8F25 322728.05000000 PA USD 358186.18000000 0.000138228529 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAJ9 11890000.00000000 PA USD 14199870.30000000 0.005479907664 Long DBT CORP US N 2 2043-01-15 Fixed 4.45000000 N N N N N N Ginnie Mae I Pool N/A 36225B5U8 96832.77930000 PA USD 115560.24000000 0.000044596142 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.50000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAP5 7925000.00000000 PA USD 7707538.00000000 0.002974435376 Long DBT CORP US N 2 2029-12-01 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 36292CDQ4 69811.94790000 PA USD 75946.32000000 0.000029308635 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31405F6B3 177192.57080000 PA USD 211277.33000000 0.000081534565 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AK2 13000000.00000000 PA USD 12915500.00000000 0.004984253091 Long DBT CORP US N 2 2027-10-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206DNK9 3910.30000000 PA USD 4260.00000000 0.000001643987 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36203LDW9 1604.02000000 PA USD 1907.16000000 0.000000735996 Long ABS-MBS USGA US N 2 2023-07-15 Fixed 8.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBA7 8150000.00000000 PA USD 8058883.00000000 0.003110023809 Long DBT CORP US N 2 2022-09-19 Fixed 2.52000000 N N N N N N Fannie Mae Pool N/A 31371LCD9 6515688.86100000 PA USD 7316532.18000000 0.002823541336 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31402VYX2 9023.29320000 PA USD 9564.69000000 0.000003691133 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31380DHN9 2340.13000000 PA USD 2432.64000000 0.000000938786 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.50000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAR0 9000000.00000000 PA USD 9030420.00000000 0.003484952096 Long DBT CORP FR N 2 2021-07-12 Fixed 2.21800000 N N N N N N Fannie Mae Pool N/A 31383QGQ1 14390.66000000 PA USD 15734.03000000 0.000006071959 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.00000000 N N N N N N Australia & New Zealand Banking Group Ltd JHE42UYNWWTJB8YTTU19 05253JAV3 750000.00000000 PA USD 757245.00000000 0.000292230322 Long DBT CORP AU N 2 2021-05-17 Fixed 3.30000000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAU0 2500000.00000000 PA USD 2486800.00000000 0.000959687243 Long DBT CORP US N 2 2021-12-03 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 31385H4W9 706.37510000 PA USD 829.04000000 0.000000319936 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31407JS86 89162.15110000 PA USD 101795.54000000 0.000039284172 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SWY9 90500520.67000000 PA USD 97219279.32000000 0.037518136619 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 4.00000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 891906AB5 4838000.00000000 PA USD 4848401.70000000 0.001871058895 Long DBT CORP US N 2 2023-06-01 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMCW1 6366.11430000 PA USD 6457.66000000 0.000002492091 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 6.00000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166BX1 10350000.00000000 PA USD 10499454.00000000 0.004051870702 Long DBT CORP US N 2 2029-11-15 Fixed 4.00000000 N N N N N N Xcel Energy Inc LGJNMI9GH8XIDG5RCM61 98389BAV2 5306000.00000000 PA USD 5589499.58000000 0.002157057842 Long DBT CORP US N 2 2028-06-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31419C4K6 3694514.94000000 PA USD 4040506.26000000 0.001559281933 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AGH32 414718.03000000 PA USD 445083.68000000 0.000171763362 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N Fannie Mae-Aces N/A 3136ARTE8 5800000.00000000 PA USD 6166038.00000000 0.002379551234 Long ABS-MBS USGSE US N 2 2026-02-25 Fixed 2.70200000 N N N N N N Fannie Mae Pool N/A 31409VLA9 2849.24030000 PA USD 2896.82000000 0.000001117919 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJEL2 51636.54250000 PA USD 58144.30000000 0.000022438613 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209MNP5 17064.83000000 PA USD 19991.62000000 0.000007715016 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210PXC3 9346.28000000 PA USD 9505.35000000 0.000003668233 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130A1XJ2 40400000.00000000 PA USD 44202044.00000000 0.017058121982 Long DBT USGSE US N 2 2024-06-14 Fixed 2.87500000 N N N N N N Morgan Stanley Capital I Trust 2017-H1 N/A 61691JAV6 7500000.00000000 PA USD 7966350.00000000 0.003074314166 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.53000000 N N N N N N Fannie Mae Pool N/A 3138WCCA9 21140625.98000000 PA USD 22772048.09000000 0.008788018357 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MEAD3 12504.93000000 PA USD 13223.84000000 0.000005103245 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.50000000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAJ9 5475000.00000000 PA USD 6143278.50000000 0.002370768058 Long DBT CORP US N 2 2043-04-01 Fixed 4.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWJ5 11941156.91000000 PA USD 12612488.75000000 0.004867317257 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FEBQ2 7300000.00000000 PA USD 8324263.00000000 0.003212437272 Long ABS-MBS USGSE US N 2 2027-12-25 Fixed 3.44400000 N N N N N N Fomento Economico Mexicano SAB de CV 549300A8MDWDJNMLV153 344419AB2 4565000.00000000 PA USD 4857296.95000000 0.001874491683 Long DBT CORP MX N 2 2043-05-10 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MMES8 3983.81470000 PA USD 4072.30000000 0.000001571551 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292LWF8 7326458.30000000 PA USD 7893965.76000000 0.003046380182 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 31336SN20 1965.48000000 PA USD 2043.37000000 0.000000788562 Long ABS-MBS USGSE US N 2 2033-04-01 Floating 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 31335HY56 197756.20170000 PA USD 208931.40000000 0.000080629242 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31390TVK2 11484.50010000 PA USD 13607.30000000 0.000005251227 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N MERCEDES-BENZ AUTO LEASE TRUST MBALT_18-A N/A 58772QAE6 800000.00000000 PA USD 799952.00000000 0.000308711488 Long ABS-CBDO CORP US N 2 2023-10-16 Fixed 2.51000000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CU0 37000000.00000000 PA USD 38710140.00000000 0.014938727495 Long DBT NUSS KR N 2 2023-03-12 Fixed 3.37500000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687DD5 7623000.00000000 PA USD 8277968.16000000 0.003194571514 Long DBT CORP US N 2 2025-10-15 Fixed 3.70000000 N N N N N N Praxair Inc ZU69GUVJQGZ6Z1UOOO79 74005PBB9 5769000.00000000 PA USD 5681080.44000000 0.002192400042 Long DBT CORP US N 2 2022-08-15 Fixed 2.20000000 N N N N N N Ginnie Mae I Pool N/A 36208DUD5 23190.43000000 PA USD 27917.80000000 0.000010773828 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297MBY3 108782.73600000 PA USD 124332.14000000 0.000047981328 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBB2 10221000.00000000 PA USD 11356450.89000000 0.004382596527 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N Ginnie Mae I Pool N/A 36241KDY1 1153.14810000 PA USD 1135.93000000 0.000000438369 Long ABS-MBS USGA US N 2 2020-05-15 Fixed 5.00000000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EDBU5 5000000.00000000 PA USD 5547400.00000000 0.002140811087 Long DBT USGSE US N 2 2023-12-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287UR20 21289.02490000 PA USD 25065.70000000 0.000009673167 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_17-4 N/A 14314RAC6 3047084.88000000 PA USD 3004303.81000000 0.001159398440 Long ABS-CBDO CORP US N 2 2022-10-17 Fixed 2.11000000 N N N N N N Ginnie Mae II Pool N/A 36179MSY7 4686083.60000000 PA USD 5213502.31000000 0.002011955790 Long ABS-MBS USGA US N 2 2042-11-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138E5CH9 1936119.66000000 PA USD 2026613.89000000 0.000782095663 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAT4 7570000.00000000 PA USD 7755010.80000000 0.002992755724 Long DBT CORP US N 2 2029-03-01 Fixed 4.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBW2 15200000.00000000 PA USD 14401392.00000000 0.005557677410 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31411DAN9 1789.68000000 PA USD 2137.31000000 0.000000824814 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAY0 4050000.00000000 PA USD 3995163.00000000 0.001541783402 Long DBT CORP US N 2 2029-08-15 Fixed 2.45000000 N N N N N N State of Texas 549300X9CH74QB747L76 882724QP5 6000000.00000000 PA USD 6172200.00000000 0.002381929227 Long DBT MUN US N 2 2044-04-01 Fixed 3.21100000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AN8 4537000.00000000 PA USD 4667075.79000000 0.001801082957 Long DBT CORP IE N 2 2064-07-02 Variable 4.95000000 N N N N N N Fannie Mae Pool N/A 31417FM96 823599.49000000 PA USD 897023.38000000 0.000346172548 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402C3Q3 394927.39000000 PA USD 467187.25000000 0.000180293406 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C49 N/A 95001WBB3 13225000.00000000 PA USD 14724582.75000000 0.005682400765 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.02300000 N N N N N N Freddie Mac Gold Pool N/A 313955BB1 1609.20000000 PA USD 1655.38000000 0.000000638831 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MABU2 6642670.67000000 PA USD 7310923.34000000 0.002821376815 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371J3A0 22215.78760000 PA USD 26082.67000000 0.000010065628 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418C4W1 123835174.73000000 PA USD 132104887.70000000 0.050980929497 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 4.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CM0 3125000.00000000 PA USD 3480531.25000000 0.001343180569 Long DBT CORP US N 2 2035-07-20 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 36207UMP0 12759.60000000 PA USD 13937.06000000 0.000005378485 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAE1 5575000.00000000 PA USD 5986435.00000000 0.002310240188 Long DBT CORP US N 2 2028-07-15 Fixed 3.80000000 N N N N N N Ginnie Mae I Pool N/A 36225B2V9 152367.77000000 PA USD 168997.19000000 0.000065218130 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371JBD5 16600.50000000 PA USD 19545.10000000 0.000007542698 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138ELEG4 2298168.31000000 PA USD 2327240.14000000 0.000898111096 Long ABS-MBS USGSE US N 2 2043-06-01 Floating 2.78900000 N N N N N N Ginnie Mae II Pool N/A 36202E2B4 935050.04000000 PA USD 1070697.75000000 0.000413195661 Long ABS-MBS USGA US N 2 2039-02-20 Fixed 5.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0K36 34025000.00000000 PA USD 36556460.00000000 0.014107595429 Long DBT USGSE US N 2 2026-04-24 Fixed 2.12500000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAN3 22550000.00000000 PA USD 19674875.00000000 0.007592780499 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TLS2 262244647.60000000 PA USD 278598223.80000000 0.107514541308 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312934SB9 1400514.82000000 PA USD 1553184.94000000 0.000599393506 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132AEJ80 27151021.30000000 PA USD 28923168.46000000 0.011161812691 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179S2N6 15065121.94430000 PA USD 15971439.68000000 0.006163578460 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 3.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AL7 2690000.00000000 PA USD 2619791.00000000 0.001011010134 Long DBT CORP US N 2 2029-09-15 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31376CC85 1499.15000000 PA USD 1613.89000000 0.000000622820 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293MFF4 1827.10000000 PA USD 2026.75000000 0.000000782148 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294MBP5 2802305.36000000 PA USD 2949538.48000000 0.001138263813 Long ABS-MBS USGSE US N 2 2025-11-01 Fixed 3.50000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179MAN3 14494000.00000000 PA USD 9276160.00000000 0.003579786238 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BG9 10095000.00000000 PA USD 9653545.65000000 0.003725424083 Long DBT CORP US N 2 2021-10-30 Fixed 2.35000000 N N N N N N Fannie Mae Pool N/A 31404KX23 61086.39180000 PA USD 71755.13000000 0.000027691202 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 7.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BR8 4725000.00000000 PA USD 6562694.25000000 0.002532625845 Long DBT CORP US Y 2 2040-10-15 Fixed 5.70000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FA7 6250000.00000000 PA USD 7834125.00000000 0.003023286884 Long DBT CORP US N 2 2036-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140EU6B0 918277.25000000 PA USD 974925.77000000 0.000376236056 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 260003AP3 3315000.00000000 PA USD 3360316.05000000 0.001296788019 Long DBT CORP US N 2 2029-11-04 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 3138AQAE6 855134.68000000 PA USD 936475.09000000 0.000361397457 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138ETZX7 18080173.22000000 PA USD 19675025.30000000 0.007592838502 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N COMM 2014-CR14 Mortgage Trust N/A 12630DBA1 1950000.00000000 PA USD 2059921.50000000 0.000794949487 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.52600000 N N N N N N Fannie Mae Pool N/A 31417YNF0 106525.86000000 PA USD 117826.12000000 0.000045470574 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KLGR2 504938.68000000 PA USD 590919.64000000 0.000228043284 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TJX4 107139073.85000000 PA USD 113820266.50000000 0.043924665338 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31384WLF5 52996.31000000 PA USD 62707.88000000 0.000024199755 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3140JHY23 5665059.17000000 PA USD 6095943.57000000 0.002352500916 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HYJ8 222062.00300000 PA USD 260993.91000000 0.000100720816 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KWY9 105771.89190000 PA USD 121180.74000000 0.000046765164 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Alabama Power Co 0RL818ELFOHP5JHOFU19 010392FR4 6275000.00000000 PA USD 6575949.00000000 0.002537741019 Long DBT CORP US N 2 2047-12-01 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31297DVB1 18646.55710000 PA USD 19710.72000000 0.000007606613 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31389URF8 5832.74800000 PA USD 6863.45000000 0.000002648691 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297CCE8 49736.54440000 PA USD 53574.71000000 0.000020675151 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Berkshire Hathaway Finance Corp 549300RLHFT5RU20WM87 084664BV2 10650000.00000000 PA USD 12496177.50000000 0.004822431290 Long DBT CORP US N 2 2043-05-15 Fixed 4.30000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAL1 4075000.00000000 PA USD 4025244.25000000 0.001553392133 Long DBT CORP US N 2 2027-04-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 3138MFHA8 2066433.43000000 PA USD 2225920.76000000 0.000859010679 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31383NXB2 9153.59000000 PA USD 10411.29000000 0.000004017847 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138ETHS8 128623.55000000 PA USD 141950.24000000 0.000054780374 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402CVY5 2378502.39040000 PA USD 2670891.69000000 0.001030730530 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EP9 163535000.00000000 PA USD 194529788.60000000 0.075071480022 Long DBT UST US N 2 2023-02-15 Fixed 7.12500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GVS0 179000.00000000 PA USD 213681.25000000 0.000082462268 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXTD2 62869.04000000 PA USD 71413.57000000 0.000027559390 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208HQS8 3662.55000000 PA USD 4377.11000000 0.000001689181 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 7.00000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BS0 23850000.00000000 PA USD 23719779.00000000 0.009153759576 Long DBT CORP NL N 2 2021-05-10 Fixed 1.87500000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CW5 4324000.00000000 PA USD 4316995.12000000 0.001665982445 Long DBT CORP US N 2 2026-01-15 Fixed 3.30000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QBT1 5120000.00000000 PA USD 5224550.40000000 0.002016219386 Long DBT CORP US N 2 2021-11-16 Fixed 4.50000000 N N N N N N State of California N/A 13063BBU5 27395000.00000000 PA USD 42344177.55000000 0.016341148067 Long DBT MUN US N 2 2039-11-01 Fixed 7.35000000 N N N N N N Freddie Mac Pool N/A 3132ACYN4 11629054.48000000 PA USD 12225857.56000000 0.004718111442 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N Regents of the University of California Medical Center Pooled Revenue N/A 913366EP1 3950000.00000000 PA USD 5283243.50000000 0.002038869788 Long DBT MUN US N 2 2048-05-15 Fixed 6.54800000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAQ2 13700000.00000000 PA USD 14457199.00000000 0.005579214030 Long DBT CORP FR N 2 2029-02-19 Fixed 3.45500000 N N N N N N Fannie Mae Pool N/A 3140GYHC6 2979865.99000000 PA USD 3262476.48000000 0.001259030504 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.50000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBE5 19015000.00000000 PA USD 18256301.50000000 0.007045335232 Long DBT CORP US N 2 2045-11-15 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128FWPT0 24811.91020000 PA USD 28542.38000000 0.000011014861 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293JFB0 6725.75000000 PA USD 7710.94000000 0.000002975748 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBC9 7364000.00000000 PA USD 7462088.48000000 0.002879713334 Long DBT CORP US N 2 2025-02-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31416HY25 1025057.03000000 PA USD 1147899.86000000 0.000442988922 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AW5K2 404933.70000000 PA USD 454951.11000000 0.000175571327 Long ABS-MBS USGA US N 2 2040-09-15 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHX0 11740000.00000000 PA USD 11729434.00000000 0.004526535378 Long DBT CORP US N 2 2030-10-22 Variable 2.88400000 N N N N N N Ginnie Mae I Pool N/A 36211BVJ0 4610.57000000 PA USD 4979.19000000 0.000001921531 Long ABS-MBS USGA US N 2 2030-02-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 3138Y14T9 12625744.75000000 PA USD 13647167.50000000 0.005266612736 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FKM7 9699816.33000000 PA USD 10632841.66000000 0.004103346669 Long ABS-MBS USGA US N 2 2040-09-20 Fixed 4.00000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBL5 11354000.00000000 PA USD 9111585.00000000 0.003516274685 Long DBT CORP US N 2 2026-12-15 Fixed 4.50000000 N N N N N N Autodesk Inc FRKKVKAIQEF3FCSTPG55 052769AB2 1725000.00000000 PA USD 1775145.75000000 0.000685050961 Long DBT CORP US N 2 2022-12-15 Fixed 3.60000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C17 N/A 92938GAD0 1450000.00000000 PA USD 1533897.00000000 0.000591950049 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.02300000 N N N N N N Waste Management Inc 549300YX8JIID70NFS41 94106LAY5 1130000.00000000 PA USD 1137107.70000000 0.000438824092 Long DBT CORP US N 2 2022-09-15 Fixed 2.90000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAH2 3000000.00000000 PA USD 2998530.00000000 0.001157170254 Long DBT CORP US N 2 2023-04-01 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36295B3U5 133685.50000000 PA USD 149900.21000000 0.000057848367 Long ABS-MBS USGA US N 2 2038-02-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6JM1 1411431.40000000 PA USD 1538050.91000000 0.000593553095 Long ABS-MBS USGSE US N 2 2038-07-01 Fixed 5.00000000 N N N N N N Southwestern Electric Power Co R64UBJHEC74EB3HGQ410 845437BN1 15117000.00000000 PA USD 14325020.37000000 0.005528204642 Long DBT CORP US N 2 2045-04-01 Fixed 3.90000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 N/A 61690AAB0 2950000.00000000 PA USD 3068501.50000000 0.001184173132 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.55700000 N N N N N N Fannie Mae Pool N/A 3140J9VB4 8158014.73000000 PA USD 8578397.23000000 0.003310510852 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AH9 14525000.00000000 PA USD 14089250.00000000 0.005437217906 Long DBT CORP US N 2 2022-03-15 Fixed 6.25000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VBY9 7845000.00000000 PA USD 8429138.70000000 0.003252910117 Long DBT CORP US N 2 2024-03-15 Fixed 4.15000000 N N N N N N Plains All American Pipeline LP / PAA Finance Corp N/A 72650RBD3 4342000.00000000 PA USD 3924082.50000000 0.001514352547 Long DBT CORP US N 2 2023-10-15 Fixed 3.85000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CQ4 13184000.00000000 PA USD 13189273.60000000 0.005089905750 Long DBT CORP US N 2 2047-08-15 Fixed 4.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Z29 450485000.00000000 PA USD 465616791.20000000 0.179687347064 Long DBT UST US N 2 2023-01-15 Fixed 1.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335GNH4 11496.15000000 PA USD 12733.60000000 0.000004914055 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.50000000 N N N N N N SL Green Operating Partnership LP 2K1OXW4LY7IS2U150Y32 78444FAF3 4400000.00000000 PA USD 4400836.00000000 0.001698337690 Long DBT CORP US N 2 2022-10-15 Fixed 3.25000000 N N N N N N Industrial & Commercial Bank of China Ltd/New York NY 5493002ERZU2K9PZDL40 45580KAK4 8600000.00000000 PA USD 9546000.00000000 0.003683920871 Long DBT CORP CN N 2 2027-11-08 Fixed 3.53800000 N N N N N N State of California N/A 13063DGC6 7635000.00000000 PA USD 8469581.85000000 0.003268517635 Long DBT MUN US N 2 2028-04-01 Fixed 3.50000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DH3 24210000.00000000 PA USD 25034350.50000000 0.009661069170 Long DBT CORP US N 2 2023-04-11 Fixed 2.55000000 N N N N N N Ingredion Inc PKSTQ48QDN0XSVS7YK88 457187AB8 5485000.00000000 PA USD 5596619.75000000 0.002159805604 Long DBT CORP US N 2 2026-10-01 Fixed 3.20000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BL6 4800000.00000000 PA USD 4848000.00000000 0.001870903874 Long DBT CORP US N 2 2024-02-06 Fixed 4.64000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWL0 16347237.02000000 PA USD 17562000.20000000 0.006777395671 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298GCN8 5279.18000000 PA USD 5923.61000000 0.000002285995 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206LV55 712.65000000 PA USD 795.76000000 0.000000307093 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31390BPL6 14576.72330000 PA USD 16004.22000000 0.000006176228 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAB6 10164000.00000000 PA USD 10235148.00000000 0.003949871709 Long DBT CORP US N 2 2023-01-31 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202E4L0 995200.70000000 PA USD 1173799.42000000 0.000452983886 Long ABS-MBS USGA US N 2 2039-04-20 Fixed 6.50000000 N N N N N N Camden Property Trust 5493002MYX22OHYJBD89 133131AY8 2343000.00000000 PA USD 1981287.66000000 0.000764603704 Long DBT CORP US N 2 2049-11-01 Fixed 3.35000000 N N N N N N LYB International Finance III LLC N/A 50249AAA1 6420000.00000000 PA USD 6278503.20000000 0.002422952962 Long DBT CORP US N 2 2049-10-15 Fixed 4.20000000 N N N N N N Ginnie Mae I Pool N/A 3620AQMP5 6429484.95000000 PA USD 7037778.52000000 0.002715966810 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BLW95 10325000.00000000 PA USD 11285431.50000000 0.004355189256 Long ABS-MBS USGSE US N 2 2025-08-25 Variable 3.33400000 N N N N N N Ginnie Mae I Pool N/A 36210L4J9 14358.00000000 PA USD 15576.99000000 0.000006011355 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAA5 10246000.00000000 PA USD 10360242.90000000 0.003998147396 Long DBT CORP US N 2 2022-02-07 Fixed 2.60000000 N N N N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05723KAG5 6200000.00000000 PA USD 5378376.00000000 0.002075582610 Long DBT CORP US N 2 2029-11-07 Fixed 3.13800000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBV1 9200000.00000000 PA USD 9109748.00000000 0.003515565764 Long DBT CORP JP N 2 2025-01-15 Fixed 2.34800000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAL4 14668000.00000000 PA USD 11734400.00000000 0.004528451819 Long DBT CORP US N 2 2046-04-01 Fixed 6.75000000 N N N N N N Ginnie Mae I Pool N/A 36207KJZ4 7007.25000000 PA USD 7384.94000000 0.000002849940 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31403HQ29 352264.61740000 PA USD 395832.71000000 0.000152756796 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320AV4 14780000.00000000 PA USD 13006400.00000000 0.005019332539 Long DBT CORP US N 2 2045-05-15 Variable 5.37500000 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 23291KAK1 10275000.00000000 PA USD 10096317.75000000 0.003896295378 Long DBT CORP LU N 2 2049-11-15 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 36185BN69 1406858.00000000 PA USD 1494758.49000000 0.000576846008 Long ABS-MBS USGA US N 2 2045-05-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210JJR0 29601.87240000 PA USD 30831.24000000 0.000011898161 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TCQ6 3883000.00000000 PA USD 3903851.71000000 0.001506545232 Long DBT CORP US N 2 2022-07-13 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31388GVW8 10610.43490000 PA USD 11791.48000000 0.000004550479 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.00000000 N N N N N N Salt River Project Agricultural Improvement & Power District SHB8HO6GKXJ83RX5OV39 79575DE63 3880000.00000000 PA USD 5177898.80000000 0.001998215949 Long DBT MUN US N 2 2041-01-01 Fixed 4.83900000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AC5 3300000.00000000 PA USD 3330162.00000000 0.001285151193 Long DBT CORP US N 2 2021-12-01 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31408JC41 21560.97480000 PA USD 24644.19000000 0.000009510501 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132DVKS3 52966178.06000000 PA USD 57939702.18000000 0.022359656204 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.50000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AZ0 6450000.00000000 PA USD 5789713.50000000 0.002234322899 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 55279HAQ3 2000000.00000000 PA USD 1992040.00000000 0.000768753167 Long DBT CORP US N 2 2027-08-17 Fixed 3.40000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AE4 2166000.00000000 PA USD 2407465.68000000 0.000929071136 Long DBT CORP US N 2 2042-11-02 Fixed 4.15000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBQ8 20460000.00000000 PA USD 17677440.00000000 0.006821945334 Long DBT CORP US N 2 2048-02-15 Fixed 4.05000000 N N N N N N Ginnie Mae I Pool N/A 36207V2C9 9252.88000000 PA USD 9793.62000000 0.000003779480 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.00000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49306CAB7 1740000.00000000 PA USD 2107679.40000000 0.000813379858 Long DBT CORP US N 2 2028-02-01 Fixed 6.95000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830AY5 27228000.00000000 PA USD 27690876.00000000 0.010686255608 Long DBT CORP US N 2 2021-09-15 Fixed 3.35000000 N N N N N N Freddie Mac Gold Pool N/A 312945YQ5 271468.06000000 PA USD 298658.30000000 0.000115255975 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBL8 12000000.00000000 PA USD 12780360.00000000 0.004932100874 Long DBT CORP N/A N 2 2024-05-21 Fixed 2.25000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 001192AM5 5105000.00000000 PA USD 5100967.05000000 0.001968527024 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 02005NBC3 50000.00000000 PA USD 48500.00000000 0.000018716756 Long DBT CORP US N 2 2022-05-19 Fixed 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36210PYF5 5363.17000000 PA USD 5508.19000000 0.000002125679 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15189WAL4 3350000.00000000 PA USD 3600915.00000000 0.001389638165 Long DBT CORP US N 2 2028-04-01 Fixed 4.00000000 N N N N N N PNC Bank NA AD6GFRVSDT01YPT1CS68 69353RFJ2 5160000.00000000 PA USD 5328112.80000000 0.002056185412 Long DBT CORP US N 2 2028-01-22 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 312945ZL5 10823119.48000000 PA USD 11763432.10000000 0.004539655670 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36294YPH1 58150.21690000 PA USD 65805.69000000 0.000025395239 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 5.50000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAJ4 13797000.00000000 PA USD 16251072.39000000 0.006271492222 Long DBT CORP US N 2 2043-05-18 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 3138AVP82 7563060.24000000 PA USD 8287525.78000000 0.003198259919 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BB9 3550000.00000000 PA USD 3649826.00000000 0.001408513532 Long DBT CORP US N 2 2024-05-15 Fixed 2.62500000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAY4 5347000.00000000 PA USD 5257116.93000000 0.002028787217 Long DBT CORP US N 2 2026-10-01 Fixed 2.40000000 N N N N N N Ginnie Mae I Pool N/A 36208LNW3 8896.35000000 PA USD 9495.34000000 0.000003664370 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 8.00000000 N N N N N N Invesco Finance PLC 549300OYQ3LAJYXXO449 46132FAC4 11762000.00000000 PA USD 14800242.22000000 0.005711598702 Long DBT CORP GB N 2 2043-11-30 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 31410TB46 1358.91620000 PA USD 1394.94000000 0.000000538324 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410GUV3 820623.86790000 PA USD 934025.88000000 0.000360452276 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 5.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JA5 7250000.00000000 PA USD 7652302.50000000 0.002953119305 Long DBT CORP N/A N 2 2029-10-09 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 31384DXC1 9932.40000000 PA USD 12075.22000000 0.000004659978 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31371USL4 308.05000000 PA USD 314.72000000 0.000000121454 Long ABS-MBS USGSE US N 2 2023-01-01 Fixed 8.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0S38 103000000.00000000 PA USD 105765550.00000000 0.040816249434 Long DBT USGSE US N 2 2022-01-05 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 31406T6T3 17290.41510000 PA USD 20295.49000000 0.000007832283 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31409BVK0 60166.15780000 PA USD 70429.90000000 0.000027179779 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BGJZ3 1911436.85000000 PA USD 1947104.26000000 0.000751411902 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 2.53200000 N N N N N N Ginnie Mae I Pool N/A 36209HB87 5911.85000000 PA USD 6704.22000000 0.000002587242 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162BX7 6522000.00000000 PA USD 6576523.92000000 0.002537962887 Long DBT CORP US N 2 2022-05-01 Fixed 2.70000000 N N N N N N Ginnie Mae II Pool N/A 36179QL58 32656541.34790000 PA USD 35083575.50000000 0.013539190867 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296NP43 104230.87000000 PA USD 113541.81000000 0.000043817205 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FP3 5148000.00000000 PA USD 5988616.92000000 0.002311082218 Long DBT CORP US N 2 2040-03-15 Fixed 5.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BE9 20873000.00000000 PA USD 21954221.40000000 0.008472408802 Long DBT CORP US N 2 2023-11-30 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 36213DGB8 10250.31020000 PA USD 12196.54000000 0.000004706797 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AL1 15600000.00000000 PA USD 16442868.00000000 0.006345508548 Long DBT CORP US N 2 2023-05-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 3140HNYN6 1316875.15000000 PA USD 1429823.53000000 0.000551786794 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMSG9 7814252.65000000 PA USD 8280529.11000000 0.003195559816 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAG2 1015000.00000000 PA USD 1000800.15000000 0.000386221303 Long DBT CORP US N 2 2026-01-15 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31410FKZ7 38225.20300000 PA USD 45602.28000000 0.000017598490 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAS8 7400000.00000000 PA USD 7528538.00000000 0.002905357036 Long DBT CORP US N 2 2025-11-15 Fixed 3.40000000 N N N N N N Ginnie Mae I Pool N/A 36208SEM0 9923.04000000 PA USD 10806.89000000 0.000004170514 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828XQ8 227600000.00000000 PA USD 236419500.00000000 0.091237243914 Long DBT UST US N 2 2022-07-31 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3138WJ6U7 7017725.15000000 PA USD 7681040.53000000 0.002964209671 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31387JSK3 1975.29000000 PA USD 2087.43000000 0.000000805565 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Advocate Health & Hospitals Corp 549300AEHU3PPOUCIL87 007589AB0 4925000.00000000 PA USD 5890546.25000000 0.002273235519 Long DBT CORP US N 2 2048-08-15 Fixed 4.27200000 N N N N N N Fannie Mae Pool N/A 3138EPX33 32122207.66000000 PA USD 35081305.43000000 0.013538314818 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 4.50000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587CS4 16275000.00000000 PA USD 16301691.00000000 0.006291026577 Long DBT CORP US N 2 2021-07-01 Fixed 2.35000000 N N N N N N Ginnie Mae I Pool N/A 36202VTV3 55154.59400000 PA USD 63953.96000000 0.000024680633 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAF6 29140000.00000000 PA USD 28911251.00000000 0.011157213594 Long DBT CORP US N 2 2024-01-15 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36200MP64 155608.28100000 PA USD 182170.61000000 0.000070301918 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36291J2U3 89186.53140000 PA USD 97086.67000000 0.000037466961 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EJND6 414672.84000000 PA USD 449455.60000000 0.000173450541 Long ABS-MBS USGSE US N 2 2042-03-01 Floating 4.35600000 N N N N N N Ginnie Mae II Pool N/A 36179TG41 89164085.82000000 PA USD 94725249.85000000 0.036555659433 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140Q75R4 10367724.42000000 PA USD 11095331.32000000 0.004281827217 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Royal Bank of Scotland Group PLC 2138005O9XJIJN4JPN90 780097BD2 44604000.00000000 PA USD 44385440.40000000 0.017128896948 Long DBT CORP GB N 2 2023-09-12 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31419FRR9 2209460.40000000 PA USD 2415337.92000000 0.000932109132 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N COMM 2014-CR14 Mortgage Trust N/A 12630DBB9 1175000.00000000 PA USD 1226453.25000000 0.000473303658 Long ABS-MBS CORP US N 2 2047-02-10 Variable 4.62560000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHM7 8625000.00000000 PA USD 8784303.75000000 0.003389972755 Long DBT CORP US N 2 2022-06-15 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31405ADS9 15719.53380000 PA USD 18389.97000000 0.000007096919 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31411AYD1 2296.79240000 PA USD 2714.21000000 0.000001047447 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AR5 4945000.00000000 PA USD 4957609.75000000 0.001913203648 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31401AW52 28676.75070000 PA USD 33034.18000000 0.000012748303 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31412ER40 217390.30640000 PA USD 254527.09000000 0.000098225189 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241KC22 80921.96750000 PA USD 89444.67000000 0.000034517817 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C27 N/A 46644ABG6 5462130.57000000 PA USD 5530024.85000000 0.002134105799 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.01740000 N N N N N N JD.com Inc 549300HVTWB0GJZ16V92 47215PAE6 9400000.00000000 PA USD 9444368.00000000 0.003644699810 Long DBT CORP KY N 2 2030-01-14 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36291Q2R4 5875.77820000 PA USD 6407.89000000 0.000002472884 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HS96 158778.24000000 PA USD 186762.90000000 0.000072074140 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.00000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBK2 9117000.00000000 PA USD 9809800.83000000 0.003785724913 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N Freddie Mac Gold Pool N/A 312933AP9 1432385.00000000 PA USD 1588343.08000000 0.000612961473 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.00000000 N N N N N N Duke Energy Indiana LLC 6URPHM2EAWGJ2C6ISB97 693627AY7 5798000.00000000 PA USD 7985585.40000000 0.003081737347 Long DBT CORP US N 2 2035-10-15 Fixed 6.12000000 N N N N N N Fannie Mae Pool N/A 31419AG43 5238980.24000000 PA USD 5844030.07000000 0.002255284343 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BHE1 38193.00000000 PA USD 45303.39000000 0.000017483145 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RD97 10782989.95000000 PA USD 11812334.17000000 0.004558527591 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785GL4 41260000.00000000 PA USD 42088913.40000000 0.016242638437 Long DBT CORP N/A N 2 2021-04-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36211B2E3 17920.95000000 PA USD 19568.96000000 0.000007551906 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool N/A 36225FGR4 1051680.11000000 PA USD 1107934.48000000 0.000427565781 Long ABS-MBS USGA US N 2 2041-08-20 Floating 3.25000000 N N N N N N Fannie Mae Pool N/A 31402BSC9 4510.33000000 PA USD 5012.06000000 0.000001934216 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138W9VC1 17969313.24000000 PA USD 19152412.82000000 0.007391155805 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211C3L4 40532.06000000 PA USD 47615.44000000 0.000018375394 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31389VQ26 55815.07310000 PA USD 66093.42000000 0.000025506277 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293WM72 2623.93000000 PA USD 2990.62000000 0.000001154117 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296JVP8 60097.23140000 PA USD 68978.40000000 0.000026619627 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BLB2 799.27490000 PA USD 962.30000000 0.000000371363 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 8.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KV2 12277000.00000000 PA USD 12261408.21000000 0.004731830883 Long DBT CORP US N 2 2021-08-02 Fixed 2.35000000 N N N N N N Ginnie Mae I Pool N/A 36207AHN5 602.36000000 PA USD 648.22000000 0.000000250156 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 7.00000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868BX3 4150000.00000000 PA USD 4134437.50000000 0.001595531175 Long DBT CORP N/A N 2 2021-09-27 Fixed 2.12500000 N N N N N N Fannie Mae Pool N/A 31403RPQ5 325912.46850000 PA USD 368587.45000000 0.000142242509 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36180NDP7 6431893.90000000 PA USD 6958923.29000000 0.002685535590 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAK0 1195000.00000000 PA USD 1214980.40000000 0.000468876142 Long DBT CORP US N 2 2021-06-15 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31386LP22 17407.70000000 PA USD 18200.79000000 0.000007023912 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 6.50000000 N N N N N N Broadcom Corp / Broadcom Cayman Finance Ltd N/A 11134LAH2 60077000.00000000 PA USD 57121211.60000000 0.022043790446 Long DBT CORP US N 2 2027-01-15 Fixed 3.87500000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CE5 12028000.00000000 PA USD 15111016.96000000 0.005831530563 Long DBT CORP US N 2 2040-02-01 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 31419BBT1 28871215.82000000 PA USD 31571540.64000000 0.012183852660 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N EOG Resources Inc XWTZDRYZPBUHIQBKDB46 26875PAN1 6226000.00000000 PA USD 6072902.66000000 0.002343609140 Long DBT CORP US N 2 2035-04-01 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31371KZC8 45728.15800000 PA USD 53781.80000000 0.000020755069 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RQ55 104292.56300000 PA USD 119555.78000000 0.000046138071 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TZ40 5055659.84000000 PA USD 5356825.50000000 0.002067266002 Long ABS-MBS USGA US N 2 2048-06-20 Fixed 3.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JQCH9 178883.09000000 PA USD 188501.63000000 0.000072745138 Long ABS-MBS USGSE US N 2 2040-05-01 Floating 4.75500000 N N N N N N Freddie Mac Gold Pool N/A 3128M7PU4 2106293.28000000 PA USD 2353171.92000000 0.000908118494 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31376KGD2 54016.81300000 PA USD 63227.22000000 0.000024400175 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410F3D5 739886.65230000 PA USD 876336.55000000 0.000338189242 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36291NZH7 2767.01330000 PA USD 2826.64000000 0.000001090835 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.50000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AJ2 3000000.00000000 PA USD 3134550.00000000 0.001209662074 Long DBT CORP US N 2 2027-03-27 Fixed 2.75000000 N N N N N N Uruguay Government International Bond N/A 760942AY8 12825376.00000000 PA USD 12777280.84000000 0.004930912587 Long DBT NUSS UY N 2 2045-11-20 Fixed 4.12500000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508BF0 8950000.00000000 PA USD 10368843.50000000 0.004001466475 Long DBT CORP US N 2 2039-03-15 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MBPF8 139041.42000000 PA USD 143599.20000000 0.000055416728 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JM4F1 58965.57870000 PA USD 64530.75000000 0.000024903224 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.72700000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413AN6 5825000.00000000 PA USD 5998410.25000000 0.002314861587 Long DBT CORP US Y 2 2025-05-01 Fixed 3.84400000 N N N N N N NYU Langone Hospitals N/A 62952EAE7 5790000.00000000 PA USD 5951367.30000000 0.002296707124 Long DBT CORP US N 2 2047-07-01 Fixed 4.36800000 N N N N N N Freddie Mac Gold Pool N/A 3128FX4D6 2269.12000000 PA USD 2485.73000000 0.000000959274 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.50000000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XAW1 5760000.00000000 PA USD 5918630.40000000 0.002284073544 Long DBT CORP US N 2 2023-08-15 Fixed 4.25000000 N N N N N N Athene Holding Ltd 549300H316CT32FQXI76 04686JAA9 11850000.00000000 PA USD 10834810.50000000 0.004181288973 Long DBT CORP BM N 2 2028-01-12 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31416PWP8 71273.92000000 PA USD 84077.57000000 0.000032446586 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 6.50000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903BC6 5805000.00000000 PA USD 5224500.00000000 0.002016199936 Long DBT CORP US N 2 2022-10-03 Fixed 2.12500000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 89788JAA7 15000000.00000000 PA USD 14585850.00000000 0.005628862061 Long DBT CORP US N 2 2025-03-10 Fixed 1.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FBBX3 7675000.00000000 PA USD 8636370.50000000 0.003332883462 Long ABS-MBS USGSE US N 2 2027-08-25 Fixed 3.24400000 N N N N N N Ginnie Mae I Pool N/A 36291WT43 64445.51320000 PA USD 71281.89000000 0.000027508573 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36206JEY6 4734.98000000 PA USD 5095.79000000 0.000001966529 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 8.00000000 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 842434CK6 3820000.00000000 PA USD 3861905.40000000 0.001490357626 Long DBT CORP US N 2 2042-09-15 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAM2 1763888.76070000 PA USD 2040801.66000000 0.000787570901 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AS5 3134000.00000000 PA USD 3282394.90000000 0.001266717272 Long DBT CORP US N 2 2045-08-01 Fixed 4.55000000 N N N N N N Fannie Mae Pool N/A 3138EJE38 1181855.72000000 PA USD 1258120.87000000 0.000485524589 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31404VQF8 503652.96120000 PA USD 569455.22000000 0.000219759896 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Martin Marietta Materials Inc 5299005MZ4WZECVATV08 573284AN6 2000000.00000000 PA USD 2084360.00000000 0.000804380610 Long DBT CORP US N 2 2024-07-02 Fixed 4.25000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AN9 6325000.00000000 PA USD 6713291.75000000 0.002590743305 Long DBT CORP US N 2 2030-07-01 Fixed 4.70000000 N N N N N N Ginnie Mae I Pool N/A 36209VLS1 5542.49000000 PA USD 6002.46000000 0.000002316424 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200E3A7 12406.00230000 PA USD 13955.64000000 0.000005385656 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBA3 8016000.00000000 PA USD 7477885.92000000 0.002885809764 Long DBT CORP US N 2 2035-02-01 Fixed 3.90000000 N N N N N N Berkshire Hathaway Energy Co 549300JD0S5IZJE9LY15 59562VBD8 8347000.00000000 PA USD 10153123.86000000 0.003918217567 Long DBT CORP US N 2 2043-11-15 Fixed 5.15000000 N N N N N N Fannie Mae Pool N/A 31382LPS9 35026.17010000 PA USD 38969.77000000 0.000015038921 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GK47 16463.40000000 PA USD 17694.20000000 0.000006828413 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213E5Y8 22521.23980000 PA USD 25680.74000000 0.000009910518 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 7.00000000 N N N N N N Novartis Capital Corp 5493002KF87V5RSRQS84 66989HAM0 23460000.00000000 PA USD 23950548.60000000 0.009242816453 Long DBT CORP US N 2 2022-05-17 Fixed 2.40000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAX2 8850000.00000000 PA USD 9816508.50000000 0.003788313486 Long DBT CORP US N 2 2028-11-15 Fixed 3.95000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NV3 6458000.00000000 PA USD 6107911.82000000 0.002357119613 Long DBT CORP US N 2 2030-03-15 Fixed 2.40000000 N N N N N N Ginnie Mae I Pool N/A 36225BUC0 6093.52000000 PA USD 6757.10000000 0.000002607649 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 6.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XBA1 12580000.00000000 PA USD 9884609.20000000 0.003814594399 Long DBT CORP US N 2 2025-03-01 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 01N0426C3 2725000.00000000 PA USD 2961748.00000000 0.001142975620 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KEH55 149993.01030000 PA USD 176706.77000000 0.000068193354 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31401N3P2 52880.07320000 PA USD 60931.59000000 0.000023514263 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650BR0 4857000.00000000 PA USD 5821940.19000000 0.002246759582 Long DBT CORP US N 2 2039-09-15 Fixed 6.12500000 N N N N N N Fannie Mae Pool N/A 31371LSH3 194999.02000000 PA USD 208101.00000000 0.000080308780 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138AVQD0 8584540.75000000 PA USD 9405137.00000000 0.003629560076 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.00000000 N N N N N N Benchmark 2018-B4 Mortgage Trust N/A 08161HAF7 18625000.00000000 PA USD 20681572.50000000 0.007981277664 Long ABS-MBS CORP US N 2 2051-07-15 Variable 4.12100000 N N N N N N Ginnie Mae I Pool N/A 36208X5L1 24007.26000000 PA USD 25467.14000000 0.000009828088 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Motorola Solutions Inc 6S552MUG6KGJVEBSEC55 620076BF5 11035000.00000000 PA USD 10968900.35000000 0.004233035924 Long DBT CORP US N 2 2024-09-01 Fixed 4.00000000 N N N N N N Republic of Italy Government International Bond N/A 465410BG2 30041000.00000000 PA USD 34908543.23000000 0.013471643723 Long DBT NUSS IT N 2 2033-06-15 Fixed 5.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128PLDZ2 31823.67000000 PA USD 33793.56000000 0.000013041357 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 5.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWZ3 16820000.00000000 PA USD 17807838.60000000 0.006872267786 Long DBT CORP US N 2 2029-05-01 Variable 4.22300000 N N N N N N Freddie Mac Gold Pool N/A 3128LXCF5 659645.39000000 PA USD 725009.65000000 0.000279790297 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Partners Healthcare System Inc 5493007Z86EDN0QFYU66 70213HAD0 875000.00000000 PA USD 862338.75000000 0.000332787316 Long DBT CORP US N 2 2048-07-01 Fixed 3.76500000 N N N N N N Freddie Mac Gold Pool N/A 31292HVC5 401049.80810000 PA USD 471538.32000000 0.000181972539 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EVR7 493320.14000000 PA USD 598500.93000000 0.000230968999 Long ABS-MBS USGA US N 2 2038-08-20 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31387HZ37 26027.77000000 PA USD 29890.81000000 0.000011535237 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.00000000 N N N N N N Total Capital SA 529900QI55ZLJVCMPA71 89152UAH5 8495000.00000000 PA USD 9217075.00000000 0.003556984597 Long DBT CORP FR N 2 2028-10-11 Fixed 3.88300000 N N N N N N Ginnie Mae I Pool N/A 36211D3K4 5359.38000000 PA USD 6358.90000000 0.000002453979 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.00000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DM6 18062000.00000000 PA USD 17874335.82000000 0.006897929895 Long DBT CORP US N 2 2026-04-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138WGP81 9592500.76000000 PA USD 10182247.71000000 0.003929456825 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RZV4 7915776.12000000 PA USD 8669358.01000000 0.003345613755 Long ABS-MBS USGA US N 2 2046-02-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31389MCQ8 1057.72090000 PA USD 1252.57000000 0.000000483382 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284A5 291812000.00000000 PA USD 311144545.00000000 0.120074573987 Long DBT UST US N 2 2023-02-28 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31417KV53 250896.50000000 PA USD 278051.03000000 0.000107303372 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHL6 15085000.00000000 PA USD 15817376.75000000 0.006104123647 Long DBT CORP US N 2 2024-07-23 Variable 3.86400000 N N N N N N CD 2017-CD3 Mortgage Trust N/A 12515GAF4 2542000.00000000 PA USD 2715059.36000000 0.001047775386 Long ABS-MBS CORP US N 2 2050-02-10 Fixed 3.83300000 N N N N N N Fannie Mae Pool N/A 3140Q7HV2 3379339.14000000 PA USD 3699835.66000000 0.001427812885 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138ELUE1 1880987.66000000 PA USD 1982015.51000000 0.000764884590 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 3.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAQ6 9500000.00000000 PA USD 7421875.00000000 0.002864194449 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST DCENT_15-A2 N/A 254683BP9 14494000.00000000 PA USD 14487187.82000000 0.005590787091 Long ABS-CBDO CORP US N 2 2020-04-15 Fixed 1.90000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAU8 8198000.00000000 PA USD 8358352.88000000 0.003225592983 Long DBT CORP US N 2 2023-02-01 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31384RXE6 6553.46000000 PA USD 6779.49000000 0.000002616290 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31383BZQ3 167794.50530000 PA USD 193695.27000000 0.000074749428 Long ABS-MBS USGSE US N 2 2029-05-01 Fixed 5.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967BU4 2675000.00000000 PA USD 3108136.00000000 0.001199468581 Long DBT CORP US N 2 2033-02-22 Fixed 5.87500000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAJ8 12062000.00000000 PA USD 11453230.86000000 0.004419945129 Long DBT CORP US N 2 2043-04-01 Fixed 4.87500000 N N N N N N Emerson Electric Co FGLT0EWZSUIRRITFOA30 291011BF0 18650000.00000000 PA USD 18456599.50000000 0.007122632737 Long DBT CORP US N 2 2021-12-01 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 3140JADK1 851975.83000000 PA USD 865854.52000000 0.000334144095 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WB85 2610.60000000 PA USD 2901.29000000 0.000001119644 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0JN0 50000.00000000 PA USD 46070.00000000 0.000017778989 Long DBT CORP AU Y 2 2047-07-12 Fixed 3.90000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCL4 45512000.00000000 PA USD 28429070.80000000 0.010971134220 Long DBT CORP MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N Public Service Co of Colorado 5BANEF6PGSEK0SNMQF44 744448CP4 4850000.00000000 PA USD 5156617.00000000 0.001990003036 Long DBT CORP US N 2 2028-06-15 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36241KNN4 2040912.06000000 PA USD 2280372.27000000 0.000880024198 Long ABS-MBS USGA US N 2 2037-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMKR3 277098.30000000 PA USD 296018.57000000 0.000114237270 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 4.50000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92553PAT9 13768000.00000000 PA USD 14039091.92000000 0.005417861275 Long DBT CORP US N 2 2023-09-01 Fixed 4.25000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HV6 17899000.00000000 PA USD 18440802.73000000 0.007116536565 Long DBT CORP US N 2 2024-08-05 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GYK6 52683.32740000 PA USD 59824.03000000 0.000023086841 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31415BEX3 286077.45600000 PA USD 293927.42000000 0.000113430269 Long ABS-MBS USGSE US N 2 2038-07-01 Floating 4.57600000 N N N N N N Freddie Mac Gold Pool N/A 3128PCTH5 20351.63080000 PA USD 20755.81000000 0.000008009926 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N Continental Airlines 2010-1 Class A Pass Through Trust N/A 21079VAA1 2649615.46000000 PA USD 2623622.73000000 0.001012488846 Long DBT CORP US N 2 2021-01-12 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36224DFX8 793.11000000 PA USD 832.22000000 0.000000321164 Long ABS-MBS USGA US N 2 2022-08-15 Fixed 8.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CP8 8950000.00000000 PA USD 7756517.50000000 0.002993337178 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31402C4C3 659028.98470000 PA USD 720793.18000000 0.000278163109 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VV24 9278.12000000 PA USD 9776.73000000 0.000003772962 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Kennametal Inc 549300GZDSG25XUV0Y08 489170AC4 2575000.00000000 PA USD 2603325.00000000 0.001004655698 Long DBT CORP US N 2 2022-02-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31412MR42 51572.63000000 PA USD 58464.80000000 0.000022562298 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.00000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAW2 9148000.00000000 PA USD 9138486.08000000 0.003526656149 Long DBT CORP FR N 2 2021-12-02 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31384EAB6 5374.57000000 PA USD 5613.47000000 0.000002166308 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Raytheon Co YR6K3WJN0KKLUPZSNL57 755111AF8 2810000.00000000 PA USD 3605763.90000000 0.001391509416 Long DBT CORP US N 2 2027-08-15 Fixed 7.20000000 N N N N N N Ginnie Mae I Pool N/A 36230RY34 6982973.60000000 PA USD 7415638.64000000 0.002861787760 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N MidAmerican Energy Co NINLOILYRTLIMK26MZ18 595620AR6 3400000.00000000 PA USD 3706204.00000000 0.001430270507 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N Freddie Mac Pool N/A 3132D54Q2 2999702.31000000 PA USD 3137988.59000000 0.001210989069 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCKA2 88710.47000000 PA USD 95223.59000000 0.000036747975 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 5.00000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483BH4 6894000.00000000 PA USD 7677640.98000000 0.002962897742 Long DBT CORP US N 2 2043-04-16 Fixed 4.01600000 N N N N N N Baltimore Gas & Electric Co 88V8C2WYSOD1SPSSLH72 059165EJ5 5550000.00000000 PA USD 5850366.00000000 0.002257729458 Long DBT CORP US N 2 2047-08-15 Fixed 3.75000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 718546AR5 8760000.00000000 PA USD 8372632.80000000 0.003231103783 Long DBT CORP US N 2 2028-03-15 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31410DNF3 167015.05400000 PA USD 196092.37000000 0.000075674499 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040QAJ3 10205000.00000000 PA USD 9610252.60000000 0.003708716753 Long DBT CORP US N 2 2030-01-15 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 31410CJN3 2676.44060000 PA USD 2720.25000000 0.000001049778 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312936NA1 2148741.15000000 PA USD 2400852.95000000 0.000926519200 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N Mexico Government International Bond N/A 91086QAZ1 40901000.00000000 PA USD 42618842.00000000 0.016447144515 Long DBT NUSS MX N 2 2110-10-12 Fixed 5.75000000 N N N N N N Allina Health System 5493001V00JCD7SQ0G44 01959LAC6 4725000.00000000 PA USD 5088541.50000000 0.001963731849 Long DBT CORP US N 2 2049-04-15 Fixed 3.88700000 N N N N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368BH5 5925000.00000000 PA USD 5996455.50000000 0.002314107224 Long DBT CORP US N 2 2022-03-01 Fixed 2.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810EF1 70000.00000000 PA USD 70601.30000000 0.000027245925 Long DBT UST US N 2 2020-05-15 Fixed 8.75000000 N N N N N N Fannie Mae Pool N/A 31387NWQ6 7037.46000000 PA USD 7305.38000000 0.000002819237 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Commonwealth Bank of Australia/New York NY MSFSBD3QN1GSN7Q6C537 20271RAP5 10795000.00000000 PA USD 10828680.40000000 0.004178923290 Long DBT CORP AU N 2 2021-03-15 Fixed 2.55000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EC3 23145000.00000000 PA USD 29068499.85000000 0.011217897893 Long DBT CORP US N 2 2048-06-29 Fixed 4.05000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBW9 659293.79000000 PA USD 723568.34000000 0.000279234078 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138A6FB1 603969.48000000 PA USD 674193.01000000 0.000260179520 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410LHX3 46841.55000000 PA USD 49517.14000000 0.000019109284 Long ABS-MBS USGSE US N 2 2026-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292AX45 66747.06670000 PA USD 76444.08000000 0.000029500727 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTE6 2614.51000000 PA USD 2702.78000000 0.000001043036 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMPJ6 4163658.65000000 PA USD 4360266.61000000 0.001682681454 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BMN5 79948.90460000 PA USD 92822.28000000 0.000035821279 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K1RK9 88070.21990000 PA USD 101261.38000000 0.000039078033 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132ACS76 26219838.08000000 PA USD 28436463.19000000 0.010973987036 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 21H030641 -24550000.00000000 PA USD -25957697.00000000 -0.01001740014 Short ABS-MBS USGA US N 2 2050-04-01 Fixed 3.00000000 N N N N N N African Development Bank 549300LNCLMO3ITVCU07 00828EBD0 28100000.00000000 PA USD 28868816.00000000 0.011140837396 Long DBT CORP N/A N 2 2021-09-23 Fixed 2.37500000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BK8 17343000.00000000 PA USD 18842822.64000000 0.007271681080 Long DBT CORP US N 2 2029-03-01 Fixed 4.35000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBG9 4435000.00000000 PA USD 4449325.05000000 0.001717050221 Long DBT CORP US N 2 2025-02-05 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 36294SFX0 95523.59000000 PA USD 106408.50000000 0.000041064371 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 6.00000000 N N N N N N Indiana University Health Inc Obligated Group N/A 455170AA8 6775000.00000000 PA USD 7473434.75000000 0.002884092002 Long DBT CORP US N 2 2048-11-01 Fixed 3.97000000 N N N N N N TechnipFMC PLC 549300D5I93QWCJTCK36 87854XAD3 5322000.00000000 PA USD 5068779.24000000 0.001956105346 Long DBT CORP GB N 2 2022-10-01 Fixed 3.45000000 N N N N N N Ginnie Mae I Pool N/A 36291EQT1 17626.53140000 PA USD 19936.49000000 0.000007693741 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EHGP1 3434587.83000000 PA USD 3810160.01000000 0.001470388433 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138EG5D2 5534254.88000000 PA USD 5840741.92000000 0.002254015405 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMCS0 7510.62370000 PA USD 7836.13000000 0.000003024060 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36202VYM7 32489.10770000 PA USD 36213.98000000 0.000013975428 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Southwest Airlines Co UDTZ87G0STFETI6HGH41 844741BE7 3460000.00000000 PA USD 3137112.80000000 0.001210651091 Long DBT CORP US N 2 2027-11-16 Fixed 3.45000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 664397AM8 5547000.00000000 PA USD 5444269.56000000 0.002101011759 Long DBT CORP US N 2 2025-01-15 Fixed 3.15000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GAP9 11200000.00000000 PA USD 11539920.00000000 0.004453399553 Long DBT CORP CA N 2 2024-04-02 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 31292G2P0 1183.70000000 PA USD 1371.84000000 0.000000529410 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36205K5A6 3644.59000000 PA USD 4176.41000000 0.000001611728 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M62Q0 1041354.82000000 PA USD 1192934.43000000 0.000460368326 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.50000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804GB4 2870000.00000000 PA USD 2849364.70000000 0.001099605498 Long DBT CORP US N 2 2029-07-15 Fixed 2.87500000 N N N N N N Ginnie Mae II Pool N/A 36202EPZ6 1487814.29150000 PA USD 1744209.33000000 0.000673112209 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 6.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC19 N/A 17322AAF9 1425000.00000000 PA USD 1491804.00000000 0.000575705833 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.34500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VEA8 45534000.00000000 PA USD 54744617.52000000 0.021126633047 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297AC85 72023.10900000 PA USD 79544.48000000 0.000030697210 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31417AQY8 61876.48000000 PA USD 62567.02000000 0.000024145396 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 3.00000000 N N N N N N Teck Resources Ltd T8KI5SQ2JRWHL7XY0E11 878742AW5 14730000.00000000 PA USD 12491923.80000000 0.004820789734 Long DBT CORP CA N 2 2041-07-15 Fixed 6.25000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BLMD7 7100000.00000000 PA USD 7577688.00000000 0.002924324636 Long ABS-MBS USGSE US N 2 2025-05-25 Variable 3.16100000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844CE6 9300000.00000000 PA USD 8957481.00000000 0.003456804023 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N Ginnie Mae I Pool N/A 36205X4F8 2800.69000000 PA USD 3329.96000000 0.000001285073 Long ABS-MBS USGA US N 2 2025-07-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36201JEG0 34886.41000000 PA USD 36282.91000000 0.000014002029 Long ABS-MBS USGA US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31401XCL9 22908.32110000 PA USD 26432.54000000 0.000010200647 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBV7 11450000.00000000 PA USD 11303669.00000000 0.004362227336 Long DBT CORP US N 2 2029-08-05 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128L6BR9 195028.07000000 PA USD 212738.57000000 0.000082098476 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138LTJX7 8983143.81000000 PA USD 9691734.19000000 0.003740161519 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Arch Capital Finance LLC 549300XG4URFY0200M65 03939CAA1 10220000.00000000 PA USD 11866033.20000000 0.004579250719 Long DBT CORP US N 2 2026-12-15 Fixed 4.01100000 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 071813BP3 5600000.00000000 PA USD 5063744.00000000 0.001954162183 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297TGJ6 22233.76120000 PA USD 23526.21000000 0.000009079058 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122BJ6 7550000.00000000 PA USD 7669290.00000000 0.002959674994 Long DBT CORP US Y 2 2023-02-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31407NAF0 76630.36620000 PA USD 87586.21000000 0.000033800614 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748149AH4 16375000.00000000 PA USD 17740020.00000000 0.006846095739 Long DBT NUSS CA N 2 2024-10-16 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31335AQM3 5258604.25000000 PA USD 5991601.10000000 0.002312233851 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31410FWL5 101.14750000 PA USD 101.59000000 0.000000039204 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.50000000 N N N N N N TD Ameritrade Holding Corp ZI85ER3E6RXD4HPHW309 87236YAF5 9727000.00000000 PA USD 9846739.37000000 0.003799979957 Long DBT CORP US N 2 2027-04-01 Fixed 3.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128KMWR2 58560.33320000 PA USD 69146.28000000 0.000026684414 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418C4M3 12430285.98000000 PA USD 13496555.91000000 0.005208489839 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAF4 9835000.00000000 PA USD 10179225.00000000 0.003928290323 Long DBT CORP BM N 2 2028-08-01 Fixed 4.75000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAT1 4453000.00000000 PA USD 3785050.00000000 0.001460698166 Long DBT CORP US N 2 2023-09-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418XXR4 4820934.41000000 PA USD 5269425.94000000 0.002033537418 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RAF9 26528000.00000000 PA USD 38142223.68000000 0.014719561480 Long DBT CORP US N 2 2040-01-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293PE76 61955.62320000 PA USD 71597.16000000 0.000027630240 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31409WX30 13959.78770000 PA USD 14510.22000000 0.000005599675 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200Q7L2 4859.19280000 PA USD 5797.26000000 0.000002237235 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335ABF4 49442167.79000000 PA USD 53159229.96000000 0.020514812145 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RVC0 55542150.11990000 PA USD 60382648.50000000 0.023302419763 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 4.00000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAK8 6553000.00000000 PA USD 6481768.89000000 0.002501395736 Long DBT CORP US N 2 2025-05-15 Fixed 3.40000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAV5 7015000.00000000 PA USD 6826927.85000000 0.002634596898 Long DBT CORP GB N 2 2021-11-15 Fixed 3.75000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBB2 2825000.00000000 PA USD 2961645.25000000 0.001142935967 Long DBT CORP MX N 2 2026-01-30 Fixed 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36204QB90 888.12000000 PA USD 977.38000000 0.000000377183 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418AAW8 9988259.33000000 PA USD 11039723.39000000 0.004260367421 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140QAJL5 21935596.67000000 PA USD 24466745.17000000 0.009442023170 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HF33 12079.88000000 PA USD 14477.01000000 0.000005586859 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool N/A 36179S2Q9 76964853.40740000 PA USD 82834193.13000000 0.031966751824 Long ABS-MBS USGA US N 2 2047-04-20 Fixed 4.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833DK3 6282000.00000000 PA USD 6774697.26000000 0.002614440460 Long DBT CORP US N 2 2027-11-13 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EJX8 525610.83570000 PA USD 599296.22000000 0.000231275911 Long ABS-MBS USGA US N 2 2036-07-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31409VE41 4644.78640000 PA USD 4723.70000000 0.000001822934 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687EB8 17957000.00000000 PA USD 25431780.82000000 0.009814442505 Long DBT CORP US N 2 2035-12-15 Fixed 6.40000000 N N N N N N Freddie Mac Pool N/A 3132DV3J2 259808872.66000000 PA USD 274464691.20000000 0.105919359345 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MAB57 370232.47000000 PA USD 403949.54000000 0.000155889183 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 5.00000000 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 595112BQ5 4300000.00000000 PA USD 4515000.00000000 0.001742395006 Long DBT CORP US N 2 2030-02-15 Fixed 4.66300000 N N N N N N Fannie Mae Pool N/A 3138LYPB7 291394.78000000 PA USD 304778.54000000 0.000117617852 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31414TU82 5351.95000000 PA USD 5449.19000000 0.000002102910 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 6.00000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599DK8 8090000.00000000 PA USD 3316900.00000000 0.001280033222 Long DBT CORP US N 2 2044-07-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371GEG1 18429.32970000 PA USD 21604.89000000 0.000008337597 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132FEBA8 20899.67000000 PA USD 21995.02000000 0.000008488153 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AC4G6 1559650.88000000 PA USD 1784474.55000000 0.000688651062 Long ABS-MBS USGA US N 2 2039-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206EEK7 2002.38000000 PA USD 2179.77000000 0.000000841200 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7HT6 213747.31000000 PA USD 232920.44000000 0.000089886912 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAN9 1093000.00000000 PA USD 1065653.14000000 0.000411248883 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCJ8 5150000.00000000 PA USD 5253978.50000000 0.002027576058 Long DBT CORP US N 2 2023-07-14 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 31306YKV2 2768284.03000000 PA USD 2873921.75000000 0.001109082371 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YU8 807440000.00000000 PA USD 864461412.80000000 0.333606478205 Long DBT UST US N 2 2026-11-30 Fixed 1.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128MMXV0 26202250.50000000 PA USD 27845917.67000000 0.010746088129 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208UDD6 4928.41000000 PA USD 5408.83000000 0.000002087335 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31406QAM9 830.07370000 PA USD 835.23000000 0.000000322325 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GKK0 2586.54000000 PA USD 2909.29000000 0.000001122731 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 9.00000000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RP59 6345000.00000000 PA USD 6167403.45000000 0.002380078178 Long DBT CORP US N 2 2023-08-09 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31405R7F7 216935.90000000 PA USD 236559.92000000 0.000091291433 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QRY9 25013703.71860000 PA USD 26871971.77000000 0.010370230217 Long ABS-MBS USGA US N 2 2044-10-20 Fixed 3.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GK3 11730000.00000000 PA USD 12179728.20000000 0.004700309545 Long DBT CORP US N 2 2048-03-01 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVV9 28136096.36000000 PA USD 30222950.63000000 0.011663414897 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAM2 10244000.00000000 PA USD 10295220.00000000 0.003973054245 Long DBT CORP JP N 2 2022-01-11 Fixed 2.84600000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAL3 33960000.00000000 PA USD 34419818.40000000 0.013283038695 Long DBT CORP US N 2 2022-11-06 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 3138YLGV7 32322.88000000 PA USD 34257.08000000 0.000013220235 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJH6 8344000.00000000 PA USD 9280614.00000000 0.003581505092 Long DBT CORP US N 2 2042-06-15 Fixed 4.90000000 N N N N N N Ginnie Mae I Pool N/A 36213DAP3 115672.30620000 PA USD 127182.86000000 0.000049081457 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.50000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FS0 2330000.00000000 PA USD 3044564.40000000 0.001174935505 Long DBT CORP US N 2 2050-03-23 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 3140HJHS3 19773421.05000000 PA USD 21202446.19000000 0.008182289339 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.00000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C15 5493003CHVRASC16O965 92938CAD9 4470000.00000000 PA USD 4690907.40000000 0.001810279873 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.15300000 N N N N N N Fannie Mae Pool N/A 31403MW47 218740.77670000 PA USD 245407.46000000 0.000094705810 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283HXH3 369779.13200000 PA USD 435241.13000000 0.000167964999 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 6.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDJ8 8250000.00000000 PA USD 8627190.00000000 0.003329340592 Long DBT CORP US N 2 2023-06-15 Fixed 3.50000000 N N N N N N Huntington Ingalls Industries Inc 5TZLZ6WJTBVJ0QWBG121 446413AL0 8486000.00000000 PA USD 8358710.00000000 0.003225730800 Long DBT CORP US N 2 2027-12-01 Fixed 3.48300000 N N N N N N Ginnie Mae I Pool N/A 36225BXR4 2798802.79000000 PA USD 3159848.35000000 0.001219425024 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2019-C51 N/A 95001VAU4 11175000.00000000 PA USD 11630493.00000000 0.004488352807 Long ABS-MBS CORP US N 2 2052-06-15 Fixed 3.31100000 N N N N N N Ginnie Mae II Pool N/A 36202EPA1 1670988.55930000 PA USD 1950945.98000000 0.000752894470 Long ABS-MBS USGA US N 2 2037-08-20 Fixed 6.00000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVC0 10525000.00000000 PA USD 10468901.75000000 0.004040080206 Long DBT CORP US N 2 2025-01-09 Fixed 2.05000000 N N N N N N Freddie Mac Gold Pool N/A 312935H85 640002.83000000 PA USD 715305.56000000 0.000276045367 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292FWB9 2389.28590000 PA USD 2408.14000000 0.000000929331 Long ABS-MBS USGA US N 2 2020-10-15 Fixed 5.00000000 N N N N N N Black Hills Corp 3MGELCRSTNSAMJ962671 092113AQ2 5260000.00000000 PA USD 5938592.60000000 0.002291777207 Long DBT CORP US N 2 2033-05-01 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31417DZZ9 2600733.73000000 PA USD 2697246.96000000 0.001040901358 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 2.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBW1 7085000.00000000 PA USD 5150015.65000000 0.001987455493 Long DBT CORP MX N 2 2026-01-23 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828B90 420082500.00000000 PA USD 426841627.40000000 0.164723526070 Long DBT UST US N 2 2021-02-28 Fixed 2.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EJ8 12250000.00000000 PA USD 12508352.50000000 0.004827129775 Long DBT CORP US N 2 2021-06-23 Fixed 3.12500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 N/A 61690AAE4 3500000.00000000 PA USD 3719275.00000000 0.001435314770 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.75300000 N N N N N N Ginnie Mae I Pool N/A 36208YZ28 3995.60000000 PA USD 4507.68000000 0.000001739570 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_16-2 N/A 87165LBB6 21306000.00000000 PA USD 21309408.96000000 0.008223567611 Long ABS-CBDO CORP US N 2 2024-05-15 Fixed 2.21000000 N N N N N N Fannie Mae Pool N/A 31404RB30 35389.71170000 PA USD 42579.13000000 0.000016431819 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FUH7 2689407.77000000 PA USD 3078968.49000000 0.001188212474 Long ABS-MBS USGA US N 2 2041-06-20 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207TUX7 12251.24000000 PA USD 13391.95000000 0.000005168121 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WAXR3 1969882.63000000 PA USD 2151033.04000000 0.000830110570 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828S76 557810000.00000000 PA USD 563823191.80000000 0.217586426139 Long DBT UST US N 2 2021-07-31 Fixed 1.12500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167DN0 11350000.00000000 PA USD 12138257.50000000 0.004684305483 Long DBT CORP N/A N 2 2026-04-24 Fixed 2.00000000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718EB1 14392000.00000000 PA USD 15141391.44000000 0.005843252455 Long DBT CORP US N 2 2023-08-15 Fixed 3.10000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAK5 5000000.00000000 PA USD 5052150.00000000 0.001949687914 Long DBT CORP US N 2 2049-06-15 Fixed 3.80000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833CU2 25132000.00000000 PA USD 26577341.32000000 0.010256528639 Long DBT CORP US N 2 2024-05-11 Fixed 2.85000000 N N N N N N Ginnie Mae I Pool N/A 36178WGL7 19809480.84000000 PA USD 20817783.41000000 0.008033843159 Long ABS-MBS USGA US N 2 2042-11-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36200K2A4 89362.70000000 PA USD 98913.79000000 0.000038172069 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418B5C6 16198936.83000000 PA USD 17119198.43000000 0.006606512926 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418BXJ0 8235032.22000000 PA USD 8853318.44000000 0.003416606388 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 4.00000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AT3 1479000.00000000 PA USD 1485256.17000000 0.000573178944 Long DBT CORP US N 2 2023-03-15 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128PWVZ8 879641.72000000 PA USD 923579.82000000 0.000356421011 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BL4 3660000.00000000 PA USD 3413316.00000000 0.001317241363 Long DBT CORP US N 2 2023-03-01 Fixed 3.75000000 N N N N N N SVB Financial Group 549300D2KJ20JMXE7542 78486QAD3 6475000.00000000 PA USD 6747532.75000000 0.002603957335 Long DBT CORP US N 2 2025-01-29 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36208RWA8 9238.45000000 PA USD 11118.47000000 0.000004290756 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 7.00000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAF1 6250000.00000000 PA USD 6294500.00000000 0.002429126327 Long DBT CORP US N 2 2021-11-21 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BAK4 4529.28000000 PA USD 5378.79000000 0.000002075742 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31403JZK5 58930.91980000 PA USD 67951.48000000 0.000026223326 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CV7 3740000.00000000 PA USD 3763113.20000000 0.001452232480 Long DBT CORP US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36207CGR3 4957.67000000 PA USD 5404.31000000 0.000002085590 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31384VTG7 3318.22000000 PA USD 3893.00000000 0.000001502357 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.00000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAU6 6925000.00000000 PA USD 6972851.75000000 0.002690910757 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31376KQU3 1193.16750000 PA USD 1198.02000000 0.000000462330 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JK7 4700000.00000000 PA USD 4758421.00000000 0.001836334217 Long DBT CORP US N 2 2027-08-15 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBH2 2801748.36000000 PA USD 3156141.51000000 0.001217994508 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JVK3 119043.25030000 PA USD 138029.46000000 0.000053267296 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3133A0DQ4 47709996.90000000 PA USD 49466201.89000000 0.019089626394 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31371LDU0 698903.68000000 PA USD 735169.79000000 0.000283711222 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291JEV8 148698.49170000 PA USD 161874.67000000 0.000062469461 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust 2019-L3 N/A 61691UBE8 10950000.00000000 PA USD 11427420.00000000 0.004409984395 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.12700000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEH2 7000000.00000000 PA USD 7339640.00000000 0.002832458933 Long DBT CORP US N 2 2025-10-29 Fixed 4.15000000 N N N N N N Aptiv PLC N/A 03835VAG1 1900000.00000000 PA USD 1782333.00000000 0.000687824611 Long DBT CORP JE N 2 2029-03-15 Fixed 4.35000000 N N N N N N Fannie Mae Pool N/A 31379HQZ6 2368.81000000 PA USD 2507.81000000 0.000000967795 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418UCG7 1552375.78000000 PA USD 1722003.88000000 0.000664542848 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N UBS Commercial Mortgage Trust 2019-C16 N/A 90276YAH6 1575000.00000000 PA USD 1604043.00000000 0.000619020268 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.88720000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFQ2 6350000.00000000 PA USD 6697726.00000000 0.002584736287 Long DBT CORP US N 2 2030-07-01 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31413USE0 94142.27510000 PA USD 110217.07000000 0.000042534146 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CN3 8565000.00000000 PA USD 7942752.75000000 0.003065207692 Long DBT CORP US N 2 2030-02-01 Fixed 2.95000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166AT1 2400000.00000000 PA USD 2965560.00000000 0.001144446718 Long DBT CORP US N 2 2025-01-15 Fixed 8.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BED4 36317000.00000000 PA USD 36361669.91000000 0.014032423495 Long DBT CORP US N 2 2021-11-17 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31379K5F6 8444.82000000 PA USD 9959.82000000 0.000003843619 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283Q1 101018000.00000000 PA USD 102438313.10000000 0.039532227072 Long DBT UST US N 2 2021-01-15 Fixed 2.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FGZT5 10157000.00000000 PA USD 12013191.75000000 0.004636041045 Long ABS-MBS USGSE US N 2 2028-06-25 Fixed 3.92600000 N N N N N N Fannie Mae Pool N/A 3138WJD88 13373156.60000000 PA USD 13969331.92000000 0.005390940018 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 2.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UCA8 45856354.47000000 PA USD 48581597.62000000 0.018748246535 Long ABS-MBS USGA US N 2 2048-09-20 Fixed 3.50000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851AQ5 6050000.00000000 PA USD 6351169.00000000 0.002450995603 Long DBT CORP US N 2 2025-09-15 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 31418CPE8 97602237.42270000 PA USD 103516933.00000000 0.039948479991 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SLQ8 10134710.36000000 PA USD 10615906.41000000 0.004096811145 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 2.50000000 N N N N N N Dallas/Fort Worth International Airport N/A 2350364W7 6675000.00000000 PA USD 6311546.25000000 0.002435704688 Long DBT MUN US N 2 2038-11-01 Fixed 2.99400000 N N N N N N Fannie Mae Pool N/A 31376TUJ4 533.30000000 PA USD 547.64000000 0.000000211341 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3140GYJX8 31317476.13000000 PA USD 35191447.93000000 0.013580820188 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M72E5 38657.63000000 PA USD 42872.08000000 0.000016544872 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202DNM9 11187.27230000 PA USD 13505.16000000 0.000005211810 Long ABS-MBS USGA US N 2 2031-06-20 Fixed 7.00000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 929089AC4 2285000.00000000 PA USD 2444081.70000000 0.000943201716 Long DBT CORP US N 2 2046-06-15 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31371KVJ7 35225.22450000 PA USD 41489.33000000 0.000016011251 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 7.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QBG4 19300000.00000000 PA USD 17443340.00000000 0.006731603214 Long DBT CORP US N 2 2050-02-24 Fixed 3.00000000 N N N N N N DBJPM 16-C3 Mortgage Trust N/A 23312VAF3 5000000.00000000 PA USD 5144900.00000000 0.001985481300 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.89000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7ZR0 523682.14000000 PA USD 593881.73000000 0.000229186392 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 5.50000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAD3 20013000.00000000 PA USD 20737270.47000000 0.008002772207 Long DBT CORP US N 2 2023-08-08 Fixed 4.20000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAF1 2509000.00000000 PA USD 2584796.89000000 0.000997505469 Long DBT CORP US N 2 2023-09-01 Fixed 3.37500000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAY7 6403000.00000000 PA USD 6737364.66000000 0.002600033342 Long DBT CORP US N 2 2025-09-01 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 31283G3J4 22852.90420000 PA USD 25458.36000000 0.000009824699 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36201PZD0 2410.99000000 PA USD 2688.81000000 0.000001037645 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138EPN91 1367441.01000000 PA USD 1483454.71000000 0.000572483738 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QL66 8186316.70840000 PA USD 8860623.62000000 0.003419425548 Long ABS-MBS USGA US N 2 2044-08-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31386ECR7 250.30000000 PA USD 259.30000000 0.000000100067 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 8.50000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7D0 2500000.00000000 PA USD 2473125.00000000 0.000954409889 Long DBT CORP CA N 2 2023-01-17 Fixed 1.95000000 N N N N N N Freddie Mac Gold Pool N/A 31335BDK9 9670935.66000000 PA USD 10587063.40000000 0.004085680266 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138YXLR4 11289.57000000 PA USD 12263.18000000 0.000004732514 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31403VQY8 16751.56930000 PA USD 19956.98000000 0.000007701648 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 7.00000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GR8 6810000.00000000 PA USD 7852134.30000000 0.003030236898 Long DBT CORP US N 2 2049-03-01 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 36206UNA3 6058.57000000 PA USD 6766.82000000 0.000002611400 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31371FEZ1 7185.60000000 PA USD 7898.91000000 0.000003048288 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138XQH46 3098935.75000000 PA USD 3278085.23000000 0.001265054116 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 3.00000000 N N N N N N Prospect Capital Corp 549300FSD8T39P5Q0O47 74348TAJ1 1930000.00000000 PA USD 1908789.30000000 0.000736625679 Long DBT CORP US N 2 2023-03-15 Fixed 5.87500000 N N N N N N Wyeth LLC 549300Q9GR3WRH4N4836 983024AL4 5465000.00000000 PA USD 7431033.75000000 0.002867728925 Long DBT CORP US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMXS7 7950911.01000000 PA USD 8450864.29000000 0.003261294294 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138E0SF7 20634561.59000000 PA USD 21781843.21000000 0.008405885901 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.00000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAJ5 5000000.00000000 PA USD 5717950.00000000 0.002206628466 Long DBT CORP US N 2 2049-03-01 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128PNAM0 256865.07000000 PA USD 271028.61000000 0.000104593332 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 4.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816CG2 5820000.00000000 PA USD 5846248.20000000 0.002256140348 Long DBT CORP US N 2 2024-07-30 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3129413B1 3169994.17000000 PA USD 3486518.09000000 0.001345490965 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CL2 42591000.00000000 PA USD 45126868.14000000 0.017415023192 Long DBT CORP US N 2 2025-07-20 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31376KA22 1945556.42480000 PA USD 2127407.58000000 0.000820993210 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417KMR5 3476100.97000000 PA USD 3854126.95000000 0.001487355825 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.00000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BW8 24356000.00000000 PA USD 24738145.64000000 0.009546760008 Long DBT CORP US N 2 2027-06-06 Fixed 3.70000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FMCR1 23400000.00000000 PA USD 26207298.00000000 0.010113724290 Long ABS-MBS USGSE US N 2 2029-05-25 Fixed 2.98200000 N N N N N N Ginnie Mae I Pool N/A 36210KK53 6460.71000000 PA USD 6749.25000000 0.000002604620 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Chevron Corp N/A 166764AH3 21590000.00000000 PA USD 22527869.60000000 0.008693786821 Long DBT CORP US N 2 2023-06-24 Fixed 3.19100000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555DA9 3530000.00000000 PA USD 3600211.70000000 0.001389366752 Long DBT CORP US N 2 2049-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31307SK44 5088195.31000000 PA USD 5353646.46000000 0.002066039171 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJBV1 699551.23000000 PA USD 789632.44000000 0.000304729041 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0224C6 -23000000.00000000 PA USD -23848240.00000000 -0.00920333428 Short ABS-MBS USGSE US N 2 2034-12-01 Fixed 2.50000000 N N N N N N Province of British Columbia Canada 54930058TO7MEKUHWL16 11070TAK4 8075000.00000000 PA USD 8611180.00000000 0.003323162133 Long DBT NUSS CA N 2 2026-06-02 Fixed 2.25000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GX5 70650000.00000000 PA USD 73519096.50000000 0.028371939453 Long DBT CORP N/A N 2 2023-06-19 Fixed 1.87500000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 631103AG3 6448000.00000000 PA USD 6698375.84000000 0.002584987068 Long DBT CORP US N 2 2026-06-30 Fixed 3.85000000 N N N N N N Ginnie Mae I Pool N/A 36217HDJ1 5146.04700000 PA USD 5326.06000000 0.000002055393 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31387UCQ2 24629.31040000 PA USD 27291.25000000 0.000010532034 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31413ETP0 10565.02060000 PA USD 12578.82000000 0.000004854324 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PX5B8 13740.52000000 PA USD 14031.96000000 0.000005415108 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMPU0 808497.48000000 PA USD 850741.47000000 0.000328311780 Long ABS-MBS USGA US N 2 2025-11-15 Fixed 3.50000000 N N N N N N COMM 2012-CCRE3 Mortgage Trust N/A 12624PAJ4 3548000.00000000 PA USD 3591250.12000000 0.001385908366 Long ABS-MBS CORP US Y 2 2045-10-15 Fixed 3.41600000 N N N N N N Freddie Mac Gold Pool N/A 3132QLET6 451324.64000000 PA USD 488825.20000000 0.000188643762 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BG4 24960000.00000000 PA USD 27102067.20000000 0.010459026923 Long DBT CORP US N 2 2025-05-13 Fixed 3.20000000 N N N N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872539AA9 13050000.00000000 PA USD 13091890.50000000 0.005052324393 Long DBT CORP US N 2 2021-06-15 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36213J4G7 4274.13000000 PA USD 4826.05000000 0.000001862433 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31411LFD8 11421.59650000 PA USD 12102.67000000 0.000004670571 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179UV82 198886981.41000000 PA USD 210132051.30000000 0.081092588465 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y0RQ5 17300988.35000000 PA USD 18468805.06000000 0.007127343015 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-2 N/A 80285FAE4 1243342.22000000 PA USD 1240196.56000000 0.000478607373 Long ABS-CBDO CORP US N 2 2022-09-15 Fixed 3.03000000 N N N N N N Fannie Mae Pool N/A 31407EKJ1 28036.18570000 PA USD 32077.32000000 0.000012379039 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371LFW4 213015.83610000 PA USD 245888.44000000 0.000094891426 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9N32 2549592.21000000 PA USD 2783032.87000000 0.001074007215 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AG3 3817000.00000000 PA USD 3911928.79000000 0.001509662279 Long DBT CORP US N 2 2022-04-27 Fixed 5.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7A97 1916594.58000000 PA USD 2089394.75000000 0.000806323583 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.00000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_18-A3 N/A 17305EGM1 26125000.00000000 PA USD 26930433.75000000 0.010392791426 Long ABS-CBDO CORP US N 2 2025-05-23 Fixed 3.29000000 N N N N N N Ginnie Mae I Pool N/A 36210SN61 5577.25000000 PA USD 5673.85000000 0.000002189609 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128FBZG3 5923.53000000 PA USD 6520.03000000 0.000002516161 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 7.50000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BH0 20791000.00000000 PA USD 24284719.64000000 0.009371777239 Long DBT CORP US N 2 2041-10-01 Fixed 4.83700000 N N N N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 960386AN0 11165000.00000000 PA USD 11083048.90000000 0.004277087278 Long DBT CORP US N 2 2024-03-15 Fixed 4.40000000 N N N N N N Freddie Mac Gold Pool N/A 3132WKLR7 85099532.36000000 PA USD 91066711.57000000 0.035143783723 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31403CYT2 4337.36110000 PA USD 4365.86000000 0.000001684840 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417AQ77 16260.74000000 PA USD 17284.84000000 0.000006670436 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.50000000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EPAE0 3950000.00000000 PA USD 4937500.00000000 0.001905443044 Long DBT CORP US N 2 2037-12-10 Fixed 7.37500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FQ1 4650000.00000000 PA USD 4944903.00000000 0.001908299954 Long DBT CORP US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002819AC4 6141000.00000000 PA USD 8796859.68000000 0.003394818245 Long DBT CORP US N 2 2037-11-30 Fixed 6.15000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468P7 10000000.00000000 PA USD 10401900.00000000 0.004014223393 Long DBT CORP US N 2 2031-04-01 Variable 3.62200000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAD0 1103000.00000000 PA USD 1469041.58000000 0.000566921531 Long DBT CORP US N 2 2034-02-15 Fixed 6.75000000 N N N N N N Fannie Mae Pool N/A 3140EUFD6 133730.93000000 PA USD 142607.99000000 0.000055034208 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290VVD3 41099.81780000 PA USD 46058.51000000 0.000017774555 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402WMC9 86391.11810000 PA USD 96222.43000000 0.000037133439 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KNJV6 178.73000000 PA USD 207.96000000 0.000000080254 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526CA5 4850000.00000000 PA USD 4753291.00000000 0.001834354485 Long DBT CORP DE N 2 2022-02-14 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5KM1 108451.24000000 PA USD 125847.90000000 0.000048566279 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36225ENH1 143621.92000000 PA USD 149621.01000000 0.000057740620 Long ABS-MBS USGA US N 2 2038-10-20 Floating 3.12500000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AN5 7400000.00000000 PA USD 7548296.00000000 0.002912981895 Long DBT CORP US N 2 2027-06-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7YH3 3728166.26000000 PA USD 4263903.75000000 0.001645493821 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.50000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599DB8 6312000.00000000 PA USD 3582060.00000000 0.001382361784 Long DBT CORP US N 2 2024-07-01 Fixed 6.95000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RV2 117835000.00000000 PA USD 160917832.70000000 0.062100205576 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBH4 8610000.00000000 PA USD 6888430.50000000 0.002658331540 Long DBT CORP MX N 2 2024-01-18 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 31335GNL5 5948.42000000 PA USD 6866.68000000 0.000002649937 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 6.00000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBP0 3150000.00000000 PA USD 3119665.50000000 0.001203917960 Long DBT CORP US N 2 2021-03-15 Fixed 1.90000000 N N N N N N Ginnie Mae I Pool N/A 36209JKP5 24020.30000000 PA USD 24576.13000000 0.000009484236 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400EB5 2881000.00000000 PA USD 3323147.07000000 0.001282444044 Long DBT CORP US N 2 2029-04-01 Fixed 6.65000000 N N N N N N Freddie Mac Gold Pool N/A 31296YHS5 92878.32910000 PA USD 105102.97000000 0.000040560551 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BVX3 128607.53580000 PA USD 153559.97000000 0.000059260714 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.50000000 N N N N N N National Australia Bank Ltd/New York F8SB4JFBSYQFRQEH3Z21 63254AAY4 1750000.00000000 PA USD 1769495.00000000 0.000682870266 Long DBT CORP AU N 2 2023-04-12 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 3138AXRL7 3404084.79000000 PA USD 3729719.54000000 0.001439345449 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AA6 1325000.00000000 PA USD 1717133.75000000 0.000662663404 Long DBT CORP US N 2 2042-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31405WW84 26849.52420000 PA USD 31515.97000000 0.000012162407 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KMRZ0 40872.80120000 PA USD 46124.96000000 0.000017800199 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Expedia Group Inc CI7MUJI4USF3V0NJ1H64 30212PAJ4 11255000.00000000 PA USD 10354600.00000000 0.003995969731 Long DBT CORP US N 2 2024-08-15 Fixed 4.50000000 N N N N N N Fannie Mae-Aces N/A 3136AUZC8 2000000.00000000 PA USD 2092420.00000000 0.000807491065 Long ABS-MBS USGSE US N 2 2026-09-25 Variable 2.48250000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GCU6 300000.00000000 PA USD 387000.00000000 0.000149348143 Long DBT CORP US N 2 2033-02-15 Fixed 6.12500000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HF3 4800000.00000000 PA USD 4861008.00000000 0.001875923824 Long DBT CORP US N 2 2046-11-01 Fixed 3.80000000 N N N N N N Citigroup Commercial Mortgage Trust 2014-GC23 N/A 17322VAT3 3875000.00000000 PA USD 4051235.00000000 0.001563422288 Long ABS-MBS CORP US N 2 2047-07-10 Fixed 3.62200000 N N N N N N Fannie Mae Pool N/A 31410SNW3 116929.13950000 PA USD 137836.07000000 0.000053192664 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BHCY1 3000000.00000000 PA USD 3202260.00000000 0.001235792211 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 2.81100000 N N N N N N Fannie Mae Pool N/A 31416WPV8 690125.21000000 PA USD 765548.99000000 0.000295434936 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Barrick Gold Corp 0O4KBQCJZX82UKGCBV73 725906AN1 2275000.00000000 PA USD 2483253.50000000 0.000958318604 Long DBT CORP CA N 2 2035-10-15 Fixed 6.45000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 63743HEQ1 1000000.00000000 PA USD 1011620.00000000 0.000390396818 Long DBT CORP US N 2 2022-09-15 Fixed 2.30000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128NHVH3 188221.65300000 PA USD 203098.69000000 0.000078378326 Long ABS-MBS USGSE US N 2 2037-02-01 Floating 3.69500000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AC3 4767000.00000000 PA USD 5040768.81000000 0.001945295770 Long DBT CORP US Y 2 2024-05-28 Fixed 3.95000000 N N N N N N PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE 549300SHPFALUPKK2351 69363PAB6 1175000.00000000 PA USD 1309584.50000000 0.000505385048 Long ABS-CBDO CORP US N 2 2028-08-01 Fixed 3.50600000 N N N N N N National Retail Properties Inc 5493008JKH5SOTI0JS97 637417AP1 9175000.00000000 PA USD 6954466.50000000 0.002683815659 Long DBT CORP US N 2 2050-04-15 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJBX7 29971.97220000 PA USD 34361.07000000 0.000013260366 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAR1 16308000.00000000 PA USD 17041207.68000000 0.006576415319 Long DBT CORP JP N 2 2027-07-12 Fixed 3.36400000 N N N N N N Ginnie Mae I Pool N/A 36212UPT2 166703.58280000 PA USD 181325.15000000 0.000069975644 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4KK8 441288.67600000 PA USD 519582.11000000 0.000200513238 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CC4 14015000.00000000 PA USD 14361310.65000000 0.005542209516 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N Freddie Mac Gold Pool N/A 31292LLQ6 7671896.03000000 PA USD 8452588.17000000 0.003261959561 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAC0 6015000.00000000 PA USD 6268592.40000000 0.002419128260 Long DBT CORP US N 2 2022-09-12 Fixed 4.12500000 N N N N N N Ginnie Mae I Pool N/A 36296VV96 172230.55000000 PA USD 199430.92000000 0.000076962887 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.00000000 N N N N N N Csail 2015-C2 Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAX6 2900000.00000000 PA USD 2994714.00000000 0.001155697612 Long ABS-MBS CORP US N 2 2057-06-15 Variable 3.84900000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159QE9 15225000.00000000 PA USD 15370094.25000000 0.005931511732 Long DBT CORP CA N 2 2026-08-03 Fixed 2.70000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BZ4 12175000.00000000 PA USD 12268504.00000000 0.004734569237 Long DBT CORP US N 2 2021-10-22 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31418NXW5 7438986.56000000 PA USD 8196944.90000000 0.003163303624 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-C N/A 65479JAE3 2150000.00000000 PA USD 2131639.00000000 0.000822626168 Long ABS-CBDO CORP US N 2 2026-05-15 Fixed 1.95000000 N N N N N N Fannie Mae Pool N/A 31402RLN7 231869.66000000 PA USD 253568.02000000 0.000097855072 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417YSD0 215122.44000000 PA USD 226319.56000000 0.000087339550 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402J5F0 25004.07000000 PA USD 29424.04000000 0.000011355105 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 6.50000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BH8 2315000.00000000 PA USD 2408248.20000000 0.000929373120 Long DBT CORP US N 2 2041-03-01 Fixed 6.37500000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBF2 7585000.00000000 PA USD 7678674.75000000 0.002963296687 Long DBT CORP US N 2 2026-04-01 Fixed 3.25000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CE6 8725000.00000000 PA USD 13250657.50000000 0.005113594565 Long DBT CORP N/A N 2 2044-01-24 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31407KFC8 1950.77560000 PA USD 1964.22000000 0.000000758017 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBB6 4675000.00000000 PA USD 4929039.50000000 0.001902178031 Long DBT CORP US N 2 2024-02-14 Fixed 3.25000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251VAM4 5502000.00000000 PA USD 5309209.92000000 0.002048890554 Long DBT CORP US N 2 2026-11-15 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 31417B7A9 3437652.76000000 PA USD 3778599.16000000 0.001458208706 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FPY3 22384.33740000 PA USD 26199.52000000 0.000010110722 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371FLX8 2274.51000000 PA USD 2526.96000000 0.000000975185 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 8.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBL8 28266000.00000000 PA USD 28859303.34000000 0.011137166342 Long DBT CORP US N 2 2023-09-15 Fixed 2.40000000 N N N N N N Apollo Management Holdings LP 5493006XQW0V5K38YM64 03765HAB7 150000.00000000 PA USD 161089.50000000 0.000062166454 Long DBT CORP US Y 2 2026-05-27 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 31411JTR7 1472.73780000 PA USD 1532.03000000 0.000000591229 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31404YGT3 46348.50990000 PA USD 51195.64000000 0.000019757038 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410CJP8 6336.32910000 PA USD 6466.35000000 0.000002495445 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410CF98 9629.75270000 PA USD 11374.47000000 0.000004389550 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FH2S0 6744.83000000 PA USD 6994.46000000 0.000002699249 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 8.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828M49 354240000.00000000 PA USD 368409600.00000000 0.142173875401 Long DBT UST US N 2 2022-10-31 Fixed 1.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128LXCU2 954373.80000000 PA USD 1077010.83000000 0.000415631958 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MFA7 20405000.00000000 PA USD 24112792.55000000 0.009305428424 Long DBT CORP US N 2 2045-12-09 Fixed 4.87500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AV2 14755000.00000000 PA USD 17365011.95000000 0.006701375440 Long DBT CORP US N 2 2046-05-19 Fixed 4.10000000 N N N N N N Ginnie Mae I Pool N/A 36296G4E8 104472.28640000 PA USD 114369.99000000 0.000044136810 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7TG1 869664.54000000 PA USD 985364.71000000 0.000380264573 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RVB2 55924653.28000000 PA USD 60197296.79000000 0.023230890219 Long ABS-MBS USGA US N 2 2045-12-20 Fixed 3.50000000 N N N N N N Israel Government International Bond N/A 46513AGA2 16130000.00000000 PA USD 16909240.30000000 0.006525487456 Long DBT NUSS IL N 2 2022-06-30 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140Q8W27 1325262.16000000 PA USD 1433681.86000000 0.000553275772 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36291LML6 118420.74660000 PA USD 128879.67000000 0.000049736277 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DC8 11398000.00000000 PA USD 11134364.26000000 0.004296890517 Long DBT CORP US N 2 2035-01-15 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MDPY3 38504.81000000 PA USD 39339.21000000 0.000015181493 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCSE6 9003068.10000000 PA USD 9829009.57000000 0.003793137806 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.00000000 N N N N N N CSAIL 2017-CX9 Commercial Mortgage Trust N/A 12595FAE2 3275000.00000000 PA USD 3477624.25000000 0.001342058721 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.44560000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BG4 30975000.00000000 PA USD 39169436.25000000 0.015115975666 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N Washington Gas Light Co DL22T1SB4DUBS063O841 93884PDW7 4675000.00000000 PA USD 4755877.50000000 0.001835352648 Long DBT CORP US N 2 2046-09-15 Fixed 3.79600000 N N N N N N Ginnie Mae I Pool N/A 3620A7ZM0 3316863.98000000 PA USD 3724473.39000000 0.001437320894 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31410G3U5 401786.46000000 PA USD 471215.16000000 0.000181847827 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36203EG77 2638.06000000 PA USD 2819.37000000 0.000001088030 Long ABS-MBS USGA US N 2 2023-10-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297EVP8 28052.78260000 PA USD 32005.70000000 0.000012351400 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7CQ7 994671.67000000 PA USD 1128395.33000000 0.000435461880 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432MT9 2997000.00000000 PA USD 2817180.00000000 0.001087185019 Long DBT CORP US N 2 2043-04-30 Variable 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJS60 12062.04520000 PA USD 13866.29000000 0.000005351174 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287SWN3 13831.50020000 PA USD 15883.82000000 0.000006129764 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36204HNB2 2739.36000000 PA USD 3030.44000000 0.000001169484 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.50000000 N N N N N N Svenska Handelsbanken AB NHBDILHZTYCNBV5UYZ31 86960BAT9 22825000.00000000 PA USD 23093650.25000000 0.008912128655 Long DBT CORP SE N 2 2021-05-24 Fixed 3.35000000 N N N N N N Ginnie Mae I Pool N/A 36225B4W5 149048.94000000 PA USD 171462.92000000 0.000066169686 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Ovintiv Inc N/A 698900AG2 519000.00000000 PA USD 259500.00000000 0.000100144297 Long DBT CORP US N 2 2031-11-01 Fixed 7.20000000 N N N N N N UBS Commercial Mortgage Trust 2018-C13 N/A 90353KAY5 5825000.00000000 PA USD 6523126.25000000 0.002517356058 Long ABS-MBS CORP US N 2 2051-10-15 Fixed 4.33440000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05579T5G7 2700000.00000000 PA USD 2684097.00000000 0.001035826624 Long DBT CORP FR N 2 2024-10-15 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31283GV38 290.45000000 PA USD 300.30000000 0.000000115889 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 8.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBB8 15140000.00000000 PA USD 15401922.00000000 0.005943794459 Long DBT CORP US N 2 2024-02-15 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 31410PM75 75752.34910000 PA USD 89299.14000000 0.000034461655 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36206RHK5 38755.36760000 PA USD 43724.58000000 0.000016873862 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138LUB53 14056688.15000000 PA USD 15165058.01000000 0.005852385681 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36205XWZ3 1925.76000000 PA USD 2106.80000000 0.000000813040 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AMB84 1090785.75000000 PA USD 1213804.57000000 0.000468422374 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31407HZH2 302328.08660000 PA USD 355465.27000000 0.000137178496 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CN8 53245000.00000000 PA USD 61072547.45000000 0.023568660403 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L6C0 6225000.00000000 PA USD 6361950.00000000 0.002455156126 Long DBT CORP US N 2 2024-06-09 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31385XJW8 4457599.53030000 PA USD 5131231.97000000 0.001980206636 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36208HLF1 1442.40000000 PA USD 1584.17000000 0.000000611351 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZ86 11616093.30000000 PA USD 12537830.30000000 0.004838505627 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 3.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 867914BK8 7007000.00000000 PA USD 7024587.57000000 0.002710876258 Long DBT CORP US N 2 2021-03-03 Fixed 2.90000000 N N N N N N Freddie Mac Pool N/A 31334WTW1 281353.46000000 PA USD 297233.05000000 0.000114705953 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FF9 16098000.00000000 PA USD 18271390.98000000 0.007051158451 Long DBT CORP US N 2 2042-02-01 Fixed 4.12500000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AJ2 4820000.00000000 PA USD 6424481.60000000 0.002479287853 Long DBT CORP US N 2 2029-03-01 Fixed 6.62500000 N N N N N N Fannie Mae Pool N/A 31402CPS5 60746.80480000 PA USD 71256.00000000 0.000027498582 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAG5 16125000.00000000 PA USD 16801121.25000000 0.006483762961 Long DBT CORP US N 2 2023-05-25 Fixed 4.05700000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAP1 9910000.00000000 PA USD 11051433.80000000 0.004264886615 Long DBT CORP US N 2 2038-04-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FT32 38948.98060000 PA USD 42873.48000000 0.000016545412 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31374CNV4 8466744.71000000 PA USD 9743275.81000000 0.003760052075 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3617AMGA0 714007.77000000 PA USD 793726.74000000 0.000306309082 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 4.50000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200HU8 23475000.00000000 PA USD 25019889.75000000 0.009655488586 Long DBT CORP US N 2 2024-02-12 Fixed 3.62500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040644 -218600000.00000000 PA USD -233082250.00000000 -0.08994935737 Short ABS-MBS USGSE US N 2 2050-04-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36207URA8 8393.03000000 PA USD 9610.77000000 0.000003708916 Long ABS-MBS USGA US N 2 2027-03-15 Fixed 7.50000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874CY1 7551000.00000000 PA USD 7754272.92000000 0.002992470966 Long DBT CORP US N 2 2024-02-15 Fixed 4.12500000 N N N N N N Ginnie Mae I Pool N/A 36206MAR8 12774.41650000 PA USD 15263.00000000 0.000005890182 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31409AF53 217972.81060000 PA USD 253942.68000000 0.000097999658 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200JAM2 99646.13050000 PA USD 109858.86000000 0.000042395908 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 6.00000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599DF9 11305000.00000000 PA USD 5369875.00000000 0.002072301968 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N Fannie Mae Pool N/A 31410GNK5 1102129.34920000 PA USD 1205332.74000000 0.000465152989 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XUEW1 176577.69000000 PA USD 190605.02000000 0.000073556862 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296QLR8 126.95000000 PA USD 142.64000000 0.000000055046 Long ABS-MBS USGA US N 2 2039-03-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31406NSJ4 31.66140000 PA USD 33.21000000 0.000000012816 Long ABS-MBS USGSE US N 2 2020-04-01 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137ADTJ6 6538102.99000000 PA USD 6659907.85000000 0.002570141790 Long ABS-MBS USGSE US N 2 2021-04-25 Fixed 3.87100000 N N N N N N Aon PLC VVT2B79I2Z4U3R6BY589 00185AAK0 8385000.00000000 PA USD 8974046.25000000 0.003463196760 Long DBT CORP GB N 2 2025-12-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31410KYX6 618119.72000000 PA USD 733980.08000000 0.000283252098 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746JM4 10535000.00000000 PA USD 12608077.30000000 0.004865614824 Long DBT CORP US N 2 2035-02-07 Fixed 5.37500000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AS1 16003000.00000000 PA USD 13844355.33000000 0.005342709988 Long DBT CORP US N 2 2046-08-15 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128284R8 255590000.00000000 PA USD 287298495.40000000 0.110872085005 Long DBT UST US N 2 2025-05-31 Fixed 2.87500000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AN0 8214000.00000000 PA USD 8320946.28000000 0.003211157308 Long DBT CORP US N 2 2022-08-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 3138WJXG8 2184884.11000000 PA USD 2326027.62000000 0.000897643169 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3.50000000 N N N N N N Fannie Mae-Aces N/A 3136AHAG5 14680588.26920000 PA USD 15610750.34000000 0.006024383929 Long ABS-MBS USGSE US N 2 2023-10-25 Variable 3.32900000 N N N N N N Ginnie Mae I Pool N/A 3620ARCE9 532960.98000000 PA USD 587466.90000000 0.000226710829 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N Swiss Re America Holding Corp 549300TFNR7TTQPWQU29 36158FAA8 1309000.00000000 PA USD 1684133.22000000 0.000649928087 Long DBT CORP US N 2 2026-02-15 Fixed 7.00000000 N N N N N N BHP Billiton Finance USA Ltd 5493003NUVITP3TMY274 055451AU2 2396000.00000000 PA USD 2531541.72000000 0.000976953632 Long DBT CORP AU N 2 2023-09-30 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31405QUU0 45969.69520000 PA USD 50304.18000000 0.000019413012 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132XTQ35 7670997.68000000 PA USD 8111849.92000000 0.003130464406 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36202U6S7 125270.99240000 PA USD 145230.42000000 0.000056046236 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31336WCQ0 15596.98070000 PA USD 15686.35000000 0.000006053558 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828T67 703363900.00000000 PA USD 713696315.70000000 0.275424340361 Long DBT UST US N 2 2021-10-31 Fixed 1.25000000 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 670346AP0 200000.00000000 PA USD 214544.00000000 0.000082795214 Long DBT CORP US N 2 2028-05-01 Fixed 3.95000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367T4W7 18205000.00000000 PA USD 18383773.10000000 0.007094528117 Long DBT CORP CA N 2 2021-04-13 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128FVYZ8 13000.35000000 PA USD 14409.33000000 0.000005560740 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 7.00000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BB2 3000000.00000000 PA USD 2939940.00000000 0.001134559640 Long DBT CORP US N 2 2022-06-15 Fixed 2.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128M73B0 228047.18000000 PA USD 254249.80000000 0.000098118179 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AN0 10745000.00000000 PA USD 12268748.45000000 0.004734663574 Long DBT CORP US N 2 2032-12-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138MDGR7 557419.69000000 PA USD 601355.51000000 0.000232070617 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAL3 1789000.00000000 PA USD 1589973.75000000 0.000613590769 Long DBT CORP US N 2 2023-01-15 Fixed 3.45000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_18-2 N/A 34528QGD0 11925000.00000000 PA USD 12339274.50000000 0.004761880459 Long ABS-CBDO CORP US N 2 2025-03-15 Fixed 3.17000000 N N N N N N Energy Northwest N/A 29270CL37 95000.00000000 PA USD 97803.45000000 0.000037743575 Long DBT MUN US N 2 2024-07-01 Fixed 2.81400000 N N N N N N Deutsche Bank AG/New York NY 7LTWFZYICNSX8D621K86 251526BY4 40960000.00000000 PA USD 36812800.00000000 0.014206520243 Long DBT CORP DE N 2 2024-05-30 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31418AAK4 87127.40000000 PA USD 88099.74000000 0.000033998792 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418AHT8 13319098.13000000 PA USD 14349596.75000000 0.005537688975 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.00000000 N N N N N N Fannie Mae-Aces N/A 3136AQSZ4 14400000.00000000 PA USD 15403392.00000000 0.005944361751 Long ABS-MBS USGSE US N 2 2025-10-25 Variable 2.92260000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130AFFX0 84975000.00000000 PA USD 99799738.50000000 0.038513968112 Long DBT USGSE US N 2 2028-11-16 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3132XCR64 203405.93000000 PA USD 221686.02000000 0.000085551409 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138A2CF4 11602142.43000000 PA USD 12207078.14000000 0.004710864229 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N Colombia Government International Bond N/A 195325BR5 28882000.00000000 PA USD 30736224.40000000 0.011861493669 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N Ginnie Mae I Pool N/A 36213JDP7 5661.95000000 PA USD 5832.77000000 0.000002250938 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8EW7 4323169.14000000 PA USD 4565223.38000000 0.001761776837 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207D6L5 10744.38000000 PA USD 11101.95000000 0.000004284381 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31409CZR9 105157.07340000 PA USD 122799.28000000 0.000047389779 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138LQ2H6 2454427.26000000 PA USD 2718867.25000000 0.001049244899 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBV9 42058000.00000000 PA USD 49434552.62000000 0.019077412544 Long DBT CORP US N 2 2049-01-23 Fixed 5.55000000 N N N N N N Fannie Mae Pool N/A 3138YT6H2 10220977.15000000 PA USD 11076472.94000000 0.004274549533 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746RE3 13253000.00000000 PA USD 14278914.73000000 0.005510411899 Long DBT CORP US N 2 2024-01-16 Fixed 4.48000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XBM7 11731000.00000000 PA USD 11011420.46000000 0.004249444966 Long DBT CORP US N 2 2021-07-06 Fixed 3.20000000 N N N N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457BV9 14355000.00000000 PA USD 15856963.65000000 0.006119400727 Long DBT CORP US N 2 2029-03-15 Fixed 3.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810PU6 59400000.00000000 PA USD 96237504.00000000 0.037139257236 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418ATM0 261886.87000000 PA USD 276314.22000000 0.000106633115 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138AYV30 812238.41000000 PA USD 857528.82000000 0.000330931103 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140E2VZ1 4924520.21000000 PA USD 5219794.44000000 0.002014384001 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.00000000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AG0 15637000.00000000 PA USD 8913090.00000000 0.003439672981 Long DBT CORP US N 2 2043-11-15 Fixed 5.25000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAC4 3212000.00000000 PA USD 4228887.08000000 0.001631980450 Long DBT CORP US N 2 2037-05-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371FH47 3903.75000000 PA USD 4353.38000000 0.000001680023 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 7.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S4AV9 365013.28340000 PA USD 391462.15000000 0.000151070142 Long ABS-MBS USGSE US N 2 2035-12-01 Floating 3.95900000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286Z8 391554000.00000000 PA USD 414189736.70000000 0.159841003106 Long DBT UST US N 2 2024-06-30 Fixed 1.75000000 N N N N N N Fannie Mae Pool N/A 31405E5Q4 52694.38000000 PA USD 62172.52000000 0.000023993153 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418DFS6 24308897.87000000 PA USD 25898942.88000000 0.009994726190 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 4.00000000 N N N N N N Flowers Foods Inc 7YNCQQNDK8FBM9BBTK25 343498AA9 3637000.00000000 PA USD 3769423.17000000 0.001454667576 Long DBT CORP US N 2 2022-04-01 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128PCDY5 909.07080000 PA USD 923.74000000 0.000000356482 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213T5D1 4124.01000000 PA USD 4250.62000000 0.000001640367 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Chevron Corp N/A 166764AT7 5395000.00000000 PA USD 5414583.85000000 0.002089555672 Long DBT CORP US N 2 2022-03-03 Fixed 2.41100000 N N N N N N Ginnie Mae I Pool N/A 36241K7F9 88274.61000000 PA USD 99017.63000000 0.000038212142 Long ABS-MBS USGA US N 2 2039-06-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31407HJD9 9721.40520000 PA USD 10090.24000000 0.000003893949 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31384NNE6 1745.14000000 PA USD 2116.45000000 0.000000816764 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36206ANJ8 1131.58000000 PA USD 1205.34000000 0.000000465155 Long ABS-MBS USGA US N 2 2025-09-15 Fixed 9.50000000 N N N N N N Ginnie Mae I Pool N/A 36212VWA3 4931.48000000 PA USD 5757.35000000 0.000002221833 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36207JKJ1 3553.13000000 PA USD 3859.69000000 0.000001489502 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 8.00000000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAH3 8362000.00000000 PA USD 8840306.40000000 0.003411584878 Long DBT CORP US N 2 2042-03-01 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 31283K5V6 538.62000000 PA USD 539.82000000 0.000000208323 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132J7FC1 13357129.95000000 PA USD 13969955.07000000 0.005391180499 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N First Republic Bank/CA YWC0TIKBQM2JV8L4IV08 33616CAB6 2425000.00000000 PA USD 2473500.00000000 0.000954554606 Long DBT CORP US N 2 2046-08-01 Fixed 4.37500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BTAC5 4321000.00000000 PA USD 4798340.87000000 0.001851739794 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 3.30000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAS8 33942000.00000000 PA USD 38124672.66000000 0.014712788321 Long DBT CORP US N 2 2045-05-14 Fixed 4.70000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327V2A1 12750000.00000000 PA USD 12700785.00000000 0.004901391885 Long DBT CORP US N 2 2026-05-20 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31371JL44 9843.11000000 PA USD 11385.33000000 0.000004393741 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAW9 5450000.00000000 PA USD 5521940.00000000 0.002130985754 Long DBT CORP US N 2 2023-12-15 Fixed 3.13000000 N N N N N N Ginnie Mae I Pool N/A 36200NCE9 13879.54910000 PA USD 15375.49000000 0.000005933594 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FKJ30 8894.94000000 PA USD 9891.17000000 0.000003817126 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31403DLV9 138454.66000000 PA USD 159670.07000000 0.000061618678 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 36962G7K4 9175000.00000000 PA USD 9179495.75000000 0.003542482294 Long DBT CORP US N 2 2024-05-15 Fixed 3.45000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828YF1 206742000.00000000 PA USD 212749922.50000000 0.082102857724 Long DBT UST US N 2 2022-09-15 Fixed 1.50000000 N N N N N N Freddie Mac Gold Pool N/A 312938M26 539998.87000000 PA USD 603400.14000000 0.000232859665 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PSK55 5177.79000000 PA USD 5450.40000000 0.000002103377 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132A5JQ9 2348495.89000000 PA USD 2481820.00000000 0.000957765398 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36296Q6K0 14449987.32000000 PA USD 15820568.62000000 0.006105355429 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B3NA2 17675000.00000000 PA USD 18606826.00000000 0.007180607023 Long ABS-MBS USGSE US N 2 2023-04-25 Variable 3.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFG9 11536000.00000000 PA USD 12343520.00000000 0.004763518851 Long DBT CORP US N 2 2044-04-01 Fixed 4.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QA9 147955500.00000000 PA USD 207923343.70000000 0.080240220559 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31375MSN4 4108.38000000 PA USD 4644.89000000 0.000001792521 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.50000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_17-4 N/A 02007FAC9 2680529.32000000 PA USD 2671576.35000000 0.001030994749 Long ABS-CBDO CORP US N 2 2021-12-15 Fixed 1.75000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10 N/A 46639JAE0 2278123.22000000 PA USD 2324004.62000000 0.000896862468 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.14250000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAT9 16026000.00000000 PA USD 16938680.70000000 0.006536848875 Long DBT CORP US N 2 2026-03-01 Fixed 3.04300000 N N N N N N Fannie Mae Pool N/A 31410YW34 27701.95660000 PA USD 32656.45000000 0.000012602532 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EPQR8 1421891.04000000 PA USD 1487582.41000000 0.000574076669 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.00000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YAW7 1223000.00000000 PA USD 1253403.78000000 0.000483704205 Long DBT CORP US N 2 2022-10-15 Fixed 3.87500000 N N N N N N Freddie Mac Non Gold Pool N/A 31300LF26 332900.62000000 PA USD 352069.04000000 0.000135867848 Long ABS-MBS USGSE US N 2 2040-06-01 Floating 4.75400000 N N N N N N COMM 2014-UBS5 Mortgage Trust N/A 12592KBC7 6650000.00000000 PA USD 6885144.00000000 0.002657063239 Long ABS-MBS CORP US N 2 2047-09-10 Fixed 3.83800000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AE8 5476000.00000000 PA USD 4481394.12000000 0.001729426076 Long DBT CORP US N 2 2046-10-01 Fixed 4.90000000 N N N N N N Healthcare Realty Trust Inc 549300CB86LH2IOKHH22 421946AK0 4067000.00000000 PA USD 3909851.12000000 0.001508860480 Long DBT CORP US N 2 2028-01-15 Fixed 3.62500000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5P8 18175000.00000000 PA USD 18174636.50000000 0.007013819686 Long DBT CORP US N 2 2021-07-23 Variable 3.32500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GS6 4500000.00000000 PA USD 4326885.00000000 0.001669799073 Long DBT CORP US N 2 2029-08-01 Fixed 2.85000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRL6 5016000.00000000 PA USD 5147318.88000000 0.001986414776 Long DBT CORP US N 2 2023-05-18 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 3138WF4W3 18091.17000000 PA USD 19743.80000000 0.000007619379 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.50000000 N N N N N N Westlake Chemical Corp GOXNEVUM0LL78B1OS344 960413AU6 1000000.00000000 PA USD 791470.00000000 0.000305438178 Long DBT CORP US N 2 2047-11-15 Fixed 4.37500000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AR6 1795000.00000000 PA USD 1841759.75000000 0.000710758137 Long DBT CORP US N 2 2022-02-01 Fixed 3.95000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B36J2 16425000.00000000 PA USD 17298645.75000000 0.006675763892 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 3.32000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044BT7 5250000.00000000 PA USD 6903802.50000000 0.002664263788 Long DBT CORP US N 2 2029-06-01 Fixed 7.70000000 N N N N N N Bank 2019-BNK19 N/A 06540WBD4 15850000.00000000 PA USD 16530599.00000000 0.006379365039 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.18300000 N N N N N N Freddie Mac Gold Pool N/A 31292HMX9 979.85000000 PA USD 1141.55000000 0.000000440538 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36210EQV4 4150.37000000 PA USD 4591.35000000 0.000001771859 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LTT3 1713066.62000000 PA USD 1904073.55000000 0.000734805813 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31368HJD6 1268.54000000 PA USD 1466.51000000 0.000000565944 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 7.50000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAU8 2050000.00000000 PA USD 2443948.50000000 0.000943150312 Long DBT CORP CA N 2 2045-08-01 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 31418BVH6 10050532.25000000 PA USD 10956085.21000000 0.004228090401 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371JDT8 7553.52000000 PA USD 8763.52000000 0.000003381952 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMYG2 22680383.48000000 PA USD 23851371.68000000 0.009204542838 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.50000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_17-2 N/A 34528QFP4 9470000.00000000 PA USD 9362231.40000000 0.003613002268 Long ABS-CBDO CORP US N 2 2022-09-15 Fixed 2.16000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7V29 2766367.33000000 PA USD 3119909.07000000 0.001204011956 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WGC36 15683806.34000000 PA USD 16679571.20000000 0.006436855276 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HL36 151417.38860000 PA USD 173762.05000000 0.000067056949 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36291TC97 21435.02030000 PA USD 22713.62000000 0.000008765470 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36209TSX8 1114.31000000 PA USD 1197.13000000 0.000000461987 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 855244AT6 150000.00000000 PA USD 157483.50000000 0.000060774853 Long DBT CORP US N 2 2029-08-15 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 31288HZ78 45239.96240000 PA USD 48073.34000000 0.000018552103 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.00000000 N N N N N N NISSAN AUTO LEASE TRUST NALT_20-A N/A 65479NAD6 2650000.00000000 PA USD 2620293.50000000 0.001011204055 Long ABS-CBDO CORP US N 2 2023-01-17 Fixed 1.84000000 N N N N N N Fannie Mae Pool N/A 31410TDD4 11879.04950000 PA USD 12134.33000000 0.000004682789 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402RFT1 3422389.80000000 PA USD 3908882.51000000 0.001508486681 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31383VT29 3535.96000000 PA USD 4021.77000000 0.000001552051 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31405AUQ4 78498.80330000 PA USD 85868.27000000 0.000033137640 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298F4A7 666.12510000 PA USD 775.13000000 0.000000299132 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31407E4V2 2243.53520000 PA USD 2324.89000000 0.000000897204 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128FVD57 6998.95000000 PA USD 7745.25000000 0.000002988988 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 6.50000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829AY3 6560000.00000000 PA USD 6667649.60000000 0.002573129428 Long DBT CORP US N 2 2045-10-01 Fixed 4.85000000 N N N N N N Freddie Mac Gold Pool N/A 31283HN43 21756.98930000 PA USD 24798.40000000 0.000009570012 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MFP3 47677000.00000000 PA USD 74546803.66000000 0.028768544509 Long DBT USGSE US N 2 2030-05-15 Fixed 7.25000000 N N N N N N Fannie Mae Pool N/A 31419DMQ1 4124841.64000000 PA USD 4339952.13000000 0.001674841842 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 3.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFC9 26715000.00000000 PA USD 27176635.20000000 0.010487803647 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31384VLU4 34154.19710000 PA USD 42015.81000000 0.000016214426 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31418RY70 289035.73000000 PA USD 322144.77000000 0.000124319698 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GSTW9 2195982.85000000 PA USD 2361274.48000000 0.000911245373 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RBB9 3600000.00000000 PA USD 3461472.00000000 0.001335825366 Long DBT CORP US N 2 2029-06-21 Fixed 3.40000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAW9 29422000.00000000 PA USD 31860789.58000000 0.012295477446 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BC9 6435000.00000000 PA USD 6657522.30000000 0.002569221176 Long DBT CORP US N 2 2021-03-01 Fixed 5.80000000 N N N N N N Freddie Mac Gold Pool N/A 31306XYY3 43846.72000000 PA USD 44596.50000000 0.000017210347 Long ABS-MBS USGSE US N 2 2022-10-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138W9TV2 86587.27000000 PA USD 94709.16000000 0.000036549450 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XM81 20744.33000000 PA USD 22519.42000000 0.000008690526 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0T94 33510000.00000000 PA USD 35260897.50000000 0.013607621646 Long DBT USGSE US N 2 2023-01-19 Fixed 2.37500000 N N N N N N Ginnie Mae I Pool N/A 36209FG52 3688.35000000 PA USD 3749.83000000 0.000001447106 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAL3 290000.00000000 PA USD 304314.40000000 0.000117438735 Long DBT CORP FR N 2 2024-04-10 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 31283HZH1 1342539.58110000 PA USD 1546014.88000000 0.000596626491 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31402RHX0 1261.36000000 PA USD 1308.77000000 0.000000505070 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298YAG6 11782.00110000 PA USD 13851.63000000 0.000005345517 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36213CWE6 67139.59570000 PA USD 73070.04000000 0.000028198642 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31406LQD3 290339.37960000 PA USD 331547.25000000 0.000127948233 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138W64P8 12205767.89000000 PA USD 13119491.67000000 0.005062976030 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXW5 10173090.56000000 PA USD 10885613.82000000 0.004200894610 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138A2BQ1 2889481.97000000 PA USD 3159561.85000000 0.001219314460 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Colombia Government International Bond N/A 195325BK0 20452000.00000000 PA USD 24936714.56000000 0.009623390239 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N N Fannie Mae Pool N/A 3138LQ3J1 9911424.48000000 PA USD 10375972.95000000 0.004004217819 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31404ER73 229.81940000 PA USD 270.65000000 0.000000104447 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBC8 32937000.00000000 PA USD 34077937.68000000 0.013151102646 Long DBT CORP US N 2 2025-05-15 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6AX6 746764.01710000 PA USD 848204.44000000 0.000327332708 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8CY5 25963641.48000000 PA USD 27491082.51000000 0.010609152800 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31407DU52 129373.69000000 PA USD 148628.38000000 0.000057357551 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6.00000000 N N N N N N GS Mortgage Securities Trust 2020-GC45 N/A 36258YBG2 7370000.00000000 PA USD 7558819.40000000 0.002917043007 Long ABS-MBS CORP US N 2 2053-02-13 Fixed 2.91060000 N N N N N N Ginnie Mae I Pool N/A 36291NZ61 16529.59720000 PA USD 17261.03000000 0.000006661247 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.50000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAG8 18244000.00000000 PA USD 17855402.80000000 0.006890623406 Long DBT CORP US N 2 2025-07-23 Fixed 4.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDS0 29414000.00000000 PA USD 39475646.98000000 0.015234146219 Long DBT CORP US N 2 2049-04-15 Fixed 5.01200000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBD4 30680000.00000000 PA USD 31943402.40000000 0.012327358767 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N Diamondback Energy Inc 549300R22LSX6OHWEN64 25278XAM1 10500000.00000000 PA USD 7402500.00000000 0.002856717394 Long DBT CORP US N 2 2026-12-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3140GSRN4 5178988.63000000 PA USD 5670163.91000000 0.002188187216 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AP4 22478000.00000000 PA USD 26118087.32000000 0.010079296772 Long DBT CORP US N 2 2039-10-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293SCR8 5957.95000000 PA USD 6678.44000000 0.000002577293 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBE5 12658000.00000000 PA USD 11719409.30000000 0.004522666720 Long DBT CORP US N 2 2029-11-18 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31410TL86 3946.99610000 PA USD 4094.65000000 0.000001580176 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 5.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0CF3 28257000.00000000 PA USD 30830930.13000000 0.011898041795 Long DBT CORP N/A N 2 2024-02-21 Fixed 3.00000000 N N N N N N Chevron Corp N/A 166764BL3 22420000.00000000 PA USD 23575751.00000000 0.009098177368 Long DBT CORP US N 2 2026-05-16 Fixed 2.95400000 N N N N N N Ginnie Mae II Pool N/A 36179RHL6 5940923.20080000 PA USD 6260485.46000000 0.002415999690 Long ABS-MBS USGA US N 2 2030-07-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31416SWY3 518331.02000000 PA USD 546709.64000000 0.000210982092 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.00000000 N N N N N N Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 26442EAD2 1200000.00000000 PA USD 1272684.00000000 0.000491144683 Long DBT CORP US N 2 2023-09-01 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31417D2B8 956905.89000000 PA USD 1030788.59000000 0.000397794217 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209LM94 4768.43000000 PA USD 5195.73000000 0.000002005097 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 7.00000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAK0 14705000.00000000 PA USD 14282231.25000000 0.005511691785 Long DBT CORP US N 2 2043-11-15 Fixed 5.80000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081ES8 9000000.00000000 PA USD 9351360.00000000 0.003608806859 Long DBT CORP US N 2 2024-03-15 Fixed 2.95000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAK6 8395000.00000000 PA USD 8536791.55000000 0.003294454699 Long DBT CORP US N 2 2047-03-15 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 3138WFYH3 10270821.84000000 PA USD 11196222.89000000 0.004320762537 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31402RSU4 3456.40220000 PA USD 3483.67000000 0.000001344391 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N American Express Co R4PP93JZOLY261QX3811 025816BD0 12084000.00000000 PA USD 12213298.80000000 0.004713264860 Long DBT CORP US N 2 2022-12-02 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 36297KCN9 906019.86000000 PA USD 981110.79000000 0.000378622932 Long ABS-MBS USGA US N 2 2039-08-15 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMR62 4045922.22000000 PA USD 4287261.48000000 0.001654507861 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31390PM38 13184.41820000 PA USD 15896.85000000 0.000006134793 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650DJ6 3700000.00000000 PA USD 3808299.00000000 0.001469670246 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N DR Horton Inc 529900ZIUEYVSB8QDD25 23331ABG3 4193000.00000000 PA USD 4191280.87000000 0.001617467742 Long DBT CORP US N 2 2023-02-15 Fixed 4.75000000 N N N N N N Ginnie Mae II Pool N/A 36202EZG7 832785.52000000 PA USD 950841.20000000 0.000366941519 Long ABS-MBS USGA US N 2 2039-01-20 Fixed 5.50000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CH3 1775000.00000000 PA USD 2852176.50000000 0.001100690607 Long DBT CORP US N 2 2039-03-15 Fixed 8.45000000 N N N N N N Fannie Mae Pool N/A 31384DYB2 7307.01000000 PA USD 7629.69000000 0.000002944392 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 92976GAJ0 10894000.00000000 PA USD 15033720.00000000 0.005801700699 Long DBT CORP US N 2 2038-01-15 Fixed 6.60000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZP6 7725000.00000000 PA USD 7261500.00000000 0.002802303729 Long DBT CORP US N 2 2023-04-19 Fixed 3.80000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AS2 4175000.00000000 PA USD 3383169.50000000 0.001305607451 Long DBT CORP US N 2 2027-07-13 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31336WC98 5456.13060000 PA USD 5494.87000000 0.000002120539 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 4.50000000 N N N N N N Franklin Resources Inc RIFQSET379FOGTEFKS80 354613AJ0 10700000.00000000 PA USD 10813206.00000000 0.004172951526 Long DBT CORP US N 2 2022-09-15 Fixed 2.80000000 N N N N N N Ginnie Mae I Pool N/A 36213EA63 4370.22000000 PA USD 4594.19000000 0.000001772955 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 228227BD5 12929000.00000000 PA USD 13525802.64000000 0.005219776518 Long DBT CORP US N 2 2023-01-15 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 31417BRU3 639462.70000000 PA USD 669434.32000000 0.000258343082 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KG5 21610000.00000000 PA USD 22960841.10000000 0.008860875942 Long DBT CORP US N 2 2026-01-12 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31283GQ26 11257.67000000 PA USD 12603.97000000 0.000004864029 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1TM1 18963.74000000 PA USD 19794.16000000 0.000007638814 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 4.00000000 N N N N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 740189AH8 6950000.00000000 PA USD 7229320.50000000 0.002789885258 Long DBT CORP US N 2 2043-01-15 Fixed 3.90000000 N N N N N N Ginnie Mae II Pool N/A 36179TNT8 13655039.49000000 PA USD 14771065.87000000 0.005700339183 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.50000000 N N N N N N ConocoPhillips Co 6VJJ5GQWIRDQ06DUXG89 20826FAR7 5299000.00000000 PA USD 6318898.53000000 0.002438542025 Long DBT CORP US N 2 2046-03-15 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 31371MSW8 247519.39000000 PA USD 291387.25000000 0.000112449986 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297N6J0 125993.76280000 PA USD 144243.96000000 0.000055665549 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851AR3 4198000.00000000 PA USD 4164877.78000000 0.001607278460 Long DBT CORP US N 2 2045-09-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3138WGRV8 166502.81000000 PA USD 176764.38000000 0.000068215586 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.00000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CP3 5486000.00000000 PA USD 5532356.70000000 0.002135005689 Long DBT CORP US N 2 2022-05-11 Fixed 2.65000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AZ6 21679000.00000000 PA USD 23182438.65000000 0.008946393210 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N NYU Langone Hospitals N/A 62954RAA4 7550000.00000000 PA USD 7042564.50000000 0.002717813780 Long DBT CORP US N 2 2055-07-01 Fixed 3.38000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BQ5 21590000.00000000 PA USD 21615908.00000000 0.008341849427 Long DBT CORP US N 2 2046-08-15 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31384XV54 14377.18000000 PA USD 15424.99000000 0.000005952696 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36201P6M2 22364.27000000 PA USD 24447.05000000 0.000009434422 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HH9 9589000.00000000 PA USD 9817505.87000000 0.003788698384 Long DBT CORP US N 2 2027-06-01 Fixed 3.25000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JQCT3 204290.83000000 PA USD 211886.36000000 0.000081769598 Long ABS-MBS USGSE US N 2 2040-05-01 Floating 4.75500000 N N N N N N Export Development Canada Z6MHCSLXHKYG4B6PHW02 30216BGK2 14300000.00000000 PA USD 14496053.00000000 0.005594208275 Long DBT NUSS CA N 2 2021-10-21 Fixed 1.37500000 N N N N N N Ginnie Mae I Pool N/A 36290RRE5 14705.80220000 PA USD 16905.50000000 0.000006524044 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C29 N/A 46644RAX3 958996.83000000 PA USD 958862.57000000 0.000370037066 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 2.92130000 N N N N N N Fannie Mae Pool N/A 3140QB4C9 23083595.83000000 PA USD 24250702.44000000 0.009358649576 Long ABS-MBS USGSE US N 2 2049-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BKB3 3404.62000000 PA USD 3985.18000000 0.000001537930 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31374F5D7 1361.25000000 PA USD 1588.77000000 0.000000613126 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 8.50000000 N N N N N N Brookfield Finance Inc N/A 11271LAA0 2350000.00000000 PA USD 2424236.50000000 0.000935543205 Long DBT CORP CA N 2 2026-06-02 Fixed 4.25000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GBD3 10000000.00000000 PA USD 9990900.00000000 0.003855613349 Long DBT CORP US N 2 2026-08-16 Fixed 2.27500000 N N N N N N WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-A N/A 98163MAD0 5525000.00000000 PA USD 5123553.50000000 0.001977243418 Long ABS-CBDO CORP US N 2 2025-04-15 Fixed 1.10000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286X3 322175000.00000000 PA USD 353487188.30000000 0.136415129967 Long DBT UST US N 2 2026-05-31 Fixed 2.12500000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_17-A N/A 34531EAD8 582779.94000000 PA USD 581742.59000000 0.000224501746 Long ABS-CBDO CORP US N 2 2021-06-15 Fixed 1.67000000 N N N N N N Ginnie Mae I Pool N/A 36206RTH9 3226.42000000 PA USD 3579.45000000 0.000001381354 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.50000000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543BY8 14664000.00000000 PA USD 22097034.96000000 0.008527522342 Long DBT CORP US N 2 2039-05-15 Fixed 9.40000000 N N N N N N Fannie Mae Pool N/A 3140EVHE0 408685.03000000 PA USD 448282.52000000 0.000172997834 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAB7 22715000.00000000 PA USD 23681068.95000000 0.009138820883 Long DBT CORP US N 2 2026-02-15 Fixed 4.45000000 N N N N N N Barrick North America Finance LLC N/A 06849RAG7 14177000.00000000 PA USD 16454818.59000000 0.006350120431 Long DBT CORP US N 2 2041-05-30 Fixed 5.70000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAT6 5120000.00000000 PA USD 4636262.40000000 0.001789191684 Long DBT CORP US N 2 2047-09-01 Fixed 4.45000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEN5 50000000.00000000 PA USD 53595500.00000000 0.020683174214 Long DBT USGSE US N 2 2023-06-19 Fixed 2.75000000 N N N N N N United Airlines 2016-2 Class AA Pass Through Trust N/A 90932EAA1 4493736.77000000 PA USD 4024635.59000000 0.001553157243 Long DBT CORP US N 2 2028-10-07 Fixed 2.87500000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBE1 4966000.00000000 PA USD 2998570.12000000 0.001157185737 Long DBT CORP MX N 2 2044-06-27 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 362154BE5 16127.84000000 PA USD 16628.77000000 0.000006417250 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138W9SL5 1441684.66000000 PA USD 1536907.93000000 0.000593112005 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAS4 16770000.00000000 PA USD 16684305.30000000 0.006438682224 Long DBT CORP GB N 2 2023-01-10 Fixed 3.68400000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 N/A 46639YAQ0 11478000.00000000 PA USD 11670715.62000000 0.004503875220 Long ABS-MBS CORP US N 2 2046-04-15 Fixed 2.95990000 N N N N N N Fannie Mae Pool N/A 31418DCG5 12485715.45000000 PA USD 13080160.36000000 0.005047797585 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31403DD48 109305.36000000 PA USD 129517.01000000 0.000049982235 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WHNV0 1620235.71000000 PA USD 1766850.84000000 0.000681849851 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371KUW9 104335.45000000 PA USD 116340.29000000 0.000044897173 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N CBRE Services Inc 549300CTE3HOMEUMM603 12505BAD2 14015000.00000000 PA USD 14645675.00000000 0.005651949277 Long DBT CORP US N 2 2026-03-01 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31411WZP5 20552.10890000 PA USD 23419.13000000 0.000009037735 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 5.50000000 N N N N N N Otis Worldwide Corp 549300ZLBKR8VSU25153 68902VAE7 6600000.00000000 PA USD 6330456.00000000 0.002443002198 Long DBT CORP US Y 2 2027-04-05 Fixed 2.29300000 N N N N N N Ginnie Mae I Pool N/A 36203KJ21 1253.07000000 PA USD 1348.28000000 0.000000520318 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VES9 1100000.00000000 PA USD 1231197.00000000 0.000475134331 Long DBT CORP US N 2 2029-02-08 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128PDZC7 6342.52040000 PA USD 6403.03000000 0.000002471009 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36205K6K3 669.31000000 PA USD 744.67000000 0.000000287377 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 7.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAS8 21086000.00000000 PA USD 18766540.00000000 0.007242242655 Long DBT CORP US N 2 2023-02-01 Fixed 3.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTW0 2919245.31000000 PA USD 3191085.43000000 0.001231479804 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BSPW7 10425000.00000000 PA USD 10779345.75000000 0.004159884431 Long ABS-MBS USGSE US N 2 2023-08-25 Fixed 2.45400000 N N N N N N Ginnie Mae II Pool N/A 36202D7M7 37102.85890000 PA USD 44737.51000000 0.000017264765 Long ABS-MBS USGA US N 2 2034-08-20 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31405NMG7 96245.90210000 PA USD 114247.74000000 0.000044089632 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31368HLS0 390654.35000000 PA USD 438716.55000000 0.000169306207 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EG45 712926.33000000 PA USD 812743.15000000 0.000313647753 Long ABS-MBS USGA US N 2 2036-02-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WJFK9 37105897.02000000 PA USD 38914438.44000000 0.015017568820 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBN0 1000000.00000000 PA USD 1043160.00000000 0.000402568499 Long DBT CORP US N 2 2030-04-15 Fixed 3.05000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAY4 20158000.00000000 PA USD 25853642.90000000 0.009977244361 Long DBT CORP US N 2 2041-02-06 Fixed 5.87500000 N N N N N N Ingersoll-Rand Global Holding Co Ltd 549300UCF0D858BIOV83 45687AAN2 1300000.00000000 PA USD 1360827.00000000 0.000525160170 Long DBT CORP US N 2 2048-02-21 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 3620AQJP9 5134333.84000000 PA USD 5678624.57000000 0.002191452291 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BBBD1 19450000.00000000 PA USD 20985577.50000000 0.008098596998 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 3.38900000 N N N N N N GS Mortgage Securities Trust 2014-GC22 N/A 36253BAS2 305908.76000000 PA USD 310870.60000000 0.000119968855 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.51600000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBF6 9340000.00000000 PA USD 9422565.60000000 0.003636285991 Long DBT CORP US N 2 2022-04-01 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 3140X5QR7 8402276.34000000 PA USD 8863057.17000000 0.003420364685 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371MWP8 40990.78530000 PA USD 41927.01000000 0.000016180157 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K4T88 103017.94240000 PA USD 118449.00000000 0.000045710951 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31413JTJ3 28628.85570000 PA USD 33934.07000000 0.000013095582 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179Q3K5 23322153.44780000 PA USD 25243898.89000000 0.009741936516 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 4.00000000 N N N N N N Fannie Mae-Aces N/A 3136AEGQ4 3326148.37000000 PA USD 3419513.35000000 0.001319632998 Long ABS-MBS USGSE US N 2 2022-12-27 Fixed 2.28000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAV2 6977000.00000000 PA USD 6926346.98000000 0.002672963984 Long DBT CORP US N 2 2027-01-16 Fixed 3.01700000 N N N N N N Ginnie Mae I Pool N/A 36296UFC9 119290.60000000 PA USD 132982.78000000 0.000051319719 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEG4 15050000.00000000 PA USD 15567268.50000000 0.006007603743 Long DBT CORP US N 2 2028-04-30 Fixed 4.10000000 N N N N N N Ginnie Mae I Pool N/A 3617JENY9 5970706.68000000 PA USD 6327217.58000000 0.002441752451 Long ABS-MBS USGA US N 2 2049-01-15 Fixed 4.50000000 N N N N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AC8 11500000.00000000 PA USD 12363650.00000000 0.004771287269 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N Fannie Mae Pool N/A 313615CB0 453.73000000 PA USD 476.77000000 0.000000183991 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 9.00000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0T78 18525000.00000000 PA USD 19223577.75000000 0.007418619242 Long DBT USGSE US N 2 2022-10-05 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3138AV5W1 1161884.87000000 PA USD 1272879.73000000 0.000491220218 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31402DJS0 7172262.51550000 PA USD 8250397.02000000 0.003183931466 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fomento Economico Mexicano SAB de CV 549300A8MDWDJNMLV153 344419AA4 1160000.00000000 PA USD 1144873.60000000 0.000441821050 Long DBT CORP MX N 2 2023-05-10 Fixed 2.87500000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAG6 4350000.00000000 PA USD 5233528.50000000 0.002019684147 Long DBT CORP US N 2 2041-09-15 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 31419DJY8 1289582.13000000 PA USD 1362237.19000000 0.000525704380 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CJJ4 19500379.12000000 PA USD 20460967.80000000 0.007896143549 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.00000000 N N N N N N Walgreens Boots Alliance Inc 549300RPTUOIXG4LIH86 931427AQ1 22655000.00000000 PA USD 22515671.75000000 0.008689079519 Long DBT CORP US N 2 2026-06-01 Fixed 3.45000000 N N N N N N Freddie Mac Gold Pool N/A 31297N5D4 142763.52320000 PA USD 162589.09000000 0.000062745164 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MC3E3 2275348.42000000 PA USD 2394826.97000000 0.000924193699 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BVS4 47371.40110000 PA USD 55017.62000000 0.000021231988 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAG0 7200000.00000000 PA USD 6250032.00000000 0.002411965569 Long DBT CORP IE N 2 2025-10-01 Fixed 4.45000000 N N N N N N International Paper Co 824LMFJDH41EY779Q875 460146CN1 13597000.00000000 PA USD 14577751.61000000 0.005625736791 Long DBT CORP US N 2 2046-05-15 Fixed 5.15000000 N N N N N N Ginnie Mae II Pool N/A 36179TNS0 31012854.88000000 PA USD 33376034.42000000 0.012880229394 Long ABS-MBS USGA US N 2 2047-12-20 Fixed 4.00000000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AF0 2282000.00000000 PA USD 2070276.04000000 0.000798945433 Long DBT CORP US N 2 2042-08-01 Fixed 4.45000000 N N N N N N Freddie Mac Gold Pool N/A 3128PUMW9 73325.36000000 PA USD 77823.14000000 0.000030032923 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BC0 3500000.00000000 PA USD 3651970.00000000 0.001409340928 Long DBT CORP US N 2 2029-06-15 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31410GTM5 1968693.68940000 PA USD 2263387.45000000 0.000873469543 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YAZ0 6184000.00000000 PA USD 6159820.56000000 0.002377151846 Long DBT CORP US N 2 2026-06-30 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQ55 9055922.42000000 PA USD 9403941.52000000 0.003629098725 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138WWN21 3873413.42000000 PA USD 4038420.83000000 0.001558477140 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBML8 20.59000000 PA USD 20.63000000 0.000000007961 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138EH6R8 2780830.40000000 PA USD 3196703.59000000 0.001233647923 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 5.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4 N/A 46645UAX5 4650000.00000000 PA USD 4724772.00000000 0.001823348646 Long ABS-MBS CORP US N 2 2049-12-15 Variable 3.87030000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687FJ0 5250000.00000000 PA USD 5276092.50000000 0.002036110127 Long DBT CORP US N 2 2022-09-01 Fixed 1.65000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBA5 16222000.00000000 PA USD 16263852.76000000 0.006276424327 Long DBT CORP US N 2 2021-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407G2N7 62922.84140000 PA USD 74133.80000000 0.000028609161 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAW9 27900000.00000000 PA USD 24658857.00000000 0.009516161529 Long DBT CORP JP N 2 2025-07-16 Variable 2.83900000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FHQ71 4625000.00000000 PA USD 5535200.00000000 0.002136102954 Long ABS-MBS USGSE US N 2 2033-08-25 Variable 3.99000000 N N N N N N Ginnie Mae I Pool N/A 36212KY56 29030.76440000 PA USD 31920.78000000 0.000012318628 Long ABS-MBS USGA US N 2 2035-01-15 Fixed 5.50000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MEV2 7296000.00000000 PA USD 8163640.32000000 0.003150450970 Long DBT CORP US N 2 2045-05-26 Fixed 4.60000000 N N N N N N Fannie Mae Pool N/A 31386LJL7 7236.73000000 PA USD 8620.54000000 0.000003326774 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36178WDP1 924193.84000000 PA USD 971272.27000000 0.000374826124 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RXC8 15966914.28430000 PA USD 17079808.21000000 0.006591311747 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.00000000 N N N N N N Hydro-Quebec 6THEVG93PYJH84S4D167 448814EJ8 9060000.00000000 PA USD 11608759.20000000 0.004479965462 Long DBT NUSS CA N 2 2024-07-07 Fixed 8.05000000 N N N N N N Ginnie Mae II Pool N/A 36202DZX2 1118285.07000000 PA USD 1329249.55000000 0.000512974037 Long ABS-MBS USGA US N 2 2033-10-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297MDN5 78833.49370000 PA USD 90261.20000000 0.000034832926 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138Y64A9 11024761.49000000 PA USD 11980277.57000000 0.004623339051 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128E6AV9 4526618.77000000 PA USD 4801384.53000000 0.001852914380 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EH7 15085000.00000000 PA USD 15002032.50000000 0.005789472096 Long DBT CORP US N 2 2026-03-01 Fixed 2.75000000 N N N N N N Thomson Reuters Corp 549300561UZND4C7B569 884903BV6 6100000.00000000 PA USD 6036011.00000000 0.002329372187 Long DBT CORP CA N 2 2026-05-15 Fixed 3.35000000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AV8 11715000.00000000 PA USD 13839749.55000000 0.005340932560 Long DBT CORP US N 2 2044-06-09 Fixed 5.45000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BM1 6245000.00000000 PA USD 6755528.75000000 0.002607043092 Long DBT CORP US N 2 2025-09-15 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 312942NF8 27643692.84000000 PA USD 30394240.28000000 0.011729517717 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31385NLB3 5114.08000000 PA USD 5310.31000000 0.000002049315 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HRY2 59582.42460000 PA USD 70076.68000000 0.000027043467 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WDKV2 7510543.28000000 PA USD 8130763.94000000 0.003137763563 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAH3 9925000.00000000 PA USD 10592357.00000000 0.004087723132 Long DBT CORP US N 2 2025-05-25 Fixed 4.41700000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAS8 5100000.00000000 PA USD 4902222.00000000 0.001891828822 Long DBT CORP US N 2 2027-04-01 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31385QFB3 2017.03000000 PA USD 2208.14000000 0.000000852148 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 6.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 20095000.00000000 PA USD 23481610.35000000 0.009061847313 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AQ0 2500000.00000000 PA USD 2483125.00000000 0.000958269014 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N Fannie Mae Pool N/A 31385XM61 437869.33980000 PA USD 504018.26000000 0.000194506954 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SF6 577056000.00000000 PA USD 798230023.70000000 0.308046956244 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YBA5 3460000.00000000 PA USD 3561516.40000000 0.001374433752 Long DBT CORP US N 2 2024-11-15 Fixed 3.50000000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332CB0 1824000.00000000 PA USD 2325855.36000000 0.000897576692 Long DBT CORP US N 2 2040-03-15 Fixed 5.79500000 N N N N N N Lam Research Corp 549300I4GMO6D34U1T02 512807AS7 12925000.00000000 PA USD 13713425.00000000 0.005292182335 Long DBT CORP US N 2 2026-03-15 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128KCSH1 65509.98320000 PA USD 77243.48000000 0.000029809225 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-1 N/A 03066HAF4 2100000.00000000 PA USD 2094141.00000000 0.000808155220 Long ABS-CBDO CORP US N 2 2024-01-18 Fixed 3.50000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAS0 8180000.00000000 PA USD 7014350.00000000 0.002706925451 Long DBT CORP BM N 2 2026-06-15 Fixed 4.25000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CJ5 3450000.00000000 PA USD 4513876.50000000 0.001741961433 Long DBT CORP US N 2 2038-07-15 Fixed 6.35000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829AZ0 7290000.00000000 PA USD 7281033.30000000 0.002809841874 Long DBT CORP US N 2 2025-10-01 Fixed 3.75000000 N N N N N N Atmos Energy Corp QVLWEGTD2S8GJMO8D383 049560AM7 2800000.00000000 PA USD 3005604.00000000 0.001159900199 Long DBT CORP US N 2 2044-10-15 Fixed 4.12500000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C40 N/A 95000YBB0 2150000.00000000 PA USD 2239526.00000000 0.000864261111 Long ABS-MBS CORP US N 2 2050-10-15 Variable 3.85400000 N N N N N N WR Berkley Corp SQOAGCLKBDWNVYV1OV80 084423AS1 3800000.00000000 PA USD 4037614.00000000 0.001558165774 Long DBT CORP US N 2 2022-03-15 Fixed 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36213SZ65 10956.19000000 PA USD 13059.56000000 0.000005039847 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31417CL29 5224086.68000000 PA USD 5636005.91000000 0.002175005217 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CM5 8290000.00000000 PA USD 7627794.80000000 0.002943661477 Long DBT CORP US N 2 2027-02-01 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128KVT21 1286271.94890000 PA USD 1514778.16000000 0.000584571849 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402CYK2 2686415.37000000 PA USD 3016790.73000000 0.001164217298 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AH1 9200000.00000000 PA USD 7748148.00000000 0.002990107283 Long DBT CORP US N 2 2029-12-15 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 3132QTLT1 19776583.82000000 PA USD 21448298.45000000 0.008277166804 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371LDH9 2126668.66110000 PA USD 2438374.49000000 0.000940999232 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEH8 1000218.00000000 PA USD 1028814.23000000 0.000397032287 Long DBT CORP US N 2 2021-05-13 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5D98 1013262.01000000 PA USD 1196074.74000000 0.000461580211 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128NFKQ9 599201.10030000 PA USD 634835.59000000 0.000244990999 Long ABS-MBS USGSE US N 2 2037-01-01 Floating 3.61700000 N N N N N N Freddie Mac Gold Pool N/A 3128MDF73 26337.15000000 PA USD 26783.30000000 0.000010336010 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31388NYC4 11667.35000000 PA USD 12982.49000000 0.000005010105 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAJ4 9550000.00000000 PA USD 9746921.00000000 0.003761458799 Long DBT CORP GB N 2 2024-11-15 Variable 4.79600000 N N N N N N PACCAR Financial Corp PH3S12DWZBHHQKVYZ297 69371RP83 6050000.00000000 PA USD 5919138.50000000 0.002284269627 Long DBT CORP US N 2 2022-05-10 Fixed 2.65000000 N N N N N N Fannie Mae Pool N/A 31410FD51 44564.31110000 PA USD 51942.38000000 0.000020045214 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31406FAU5 225182.76060000 PA USD 243740.07000000 0.000094062343 Long ABS-MBS USGSE US N 2 2035-01-01 Floating 3.96400000 N N N N N N Freddie Mac Gold Pool N/A 31292GS64 2472.10000000 PA USD 2869.29000000 0.000001107294 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36208EBC6 28518.06460000 PA USD 30944.38000000 0.000011941823 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GTM9 14590.01000000 PA USD 16281.72000000 0.000006283319 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDXS9 178430.11000000 PA USD 214180.37000000 0.000082654885 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGT0 43588000.00000000 PA USD 44461503.52000000 0.017158250658 Long DBT CORP US N 2 2025-10-01 Variable 3.09300000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZT8 5000000.00000000 PA USD 4000000.00000000 0.001543650061 Long DBT CORP US N 2 2029-10-28 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJGU8 1099073.29620000 PA USD 1296181.10000000 0.000500212508 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BS8 35506000.00000000 PA USD 35828749.54000000 0.013826762855 Long DBT CORP US N 2 2021-02-23 Fixed 2.25000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAM6 5790000.00000000 PA USD 6470382.90000000 0.002497001739 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFX2 20820000.00000000 PA USD 22171009.80000000 0.008556070158 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36291GHV1 87033.99600000 PA USD 100189.18000000 0.000038664258 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3129352J7 144600.27000000 PA USD 160730.43000000 0.000062027884 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BLF3 25260.05250000 PA USD 29327.68000000 0.000011317918 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 6.50000000 N N N N N N Applied Materials Inc 41BNNE1AFPNAZELZ6K07 038222AM7 11225000.00000000 PA USD 14373837.00000000 0.005547043591 Long DBT CORP US N 2 2047-04-01 Fixed 4.35000000 N N N N N N Consumers Energy Co 7NKTFWJ1G6MELP9TU740 210518CU8 4343000.00000000 PA USD 4772479.27000000 0.001841759479 Long DBT CORP US N 2 2043-05-15 Fixed 3.95000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 8635000.00000000 PA USD 8338992.20000000 0.003218121455 Long DBT CORP US N 2 2027-08-15 Fixed 3.70000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QT8 78330000.00000000 PA USD 105402414.60000000 0.040676110938 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N Ginnie Mae I Pool N/A 36210YWR2 3496.50000000 PA USD 3548.11000000 0.000001369260 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140E7F88 326412.93000000 PA USD 345863.88000000 0.000133473199 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 3.00000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SAM5 10399000.00000000 PA USD 10080686.61000000 0.003890263125 Long DBT CORP US N 2 2042-08-09 Fixed 4.25000000 N N N N N N Embraer Netherlands Finance BV 724500PBR8LR26XBSP67 29082HAB8 11795000.00000000 PA USD 10046981.00000000 0.003877255709 Long DBT CORP NL N 2 2027-02-01 Fixed 5.40000000 N N N N N N American Financial Group Inc/OH 549300AFOM7IVKIU1G39 025932AL8 7715000.00000000 PA USD 7601512.35000000 0.002933518751 Long DBT CORP US N 2 2047-06-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K6ZW3 41555.80990000 PA USD 47959.56000000 0.000018508194 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604BD4 21078000.00000000 PA USD 20706605.64000000 0.007990938266 Long DBT CORP US N 2 2022-10-09 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31385EGH6 557.75050000 PA USD 579.49000000 0.000000223632 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31417YUH8 9522185.10000000 PA USD 10413271.18000000 0.004018611673 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066GAJ3 5650000.00000000 PA USD 6280822.50000000 0.002423848009 Long DBT CORP US N 2 2060-04-01 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31297EQE9 8821.46210000 PA USD 9684.11000000 0.000003737219 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDK5 39867000.00000000 PA USD 42875762.49000000 0.016546293348 Long DBT CORP US N 2 2049-03-09 Fixed 4.55000000 N N N N N N Fannie Mae Pool N/A 3138X3XS6 30611102.94000000 PA USD 33402223.31000000 0.012890336014 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KBM1 2000000.00000000 PA USD 1934580.00000000 0.000746578633 Long DBT CORP US N 2 2029-11-01 Fixed 2.75000000 N N N N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160AS8 5010000.00000000 PA USD 5174328.00000000 0.001996837933 Long DBT CORP US N 2 2025-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36241KBH0 1797623.13000000 PA USD 2020528.40000000 0.000779747197 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 4.50000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CS1 5050000.00000000 PA USD 5188673.00000000 0.002002373848 Long DBT CORP US N 2 2025-05-15 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31403GJB9 153870.71380000 PA USD 172899.90000000 0.000066724235 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208VWD3 2558.36000000 PA USD 2639.64000000 0.000001018670 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R5P4 150039.67620000 PA USD 168733.12000000 0.000065116222 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 5.00000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HJ6 64090000.00000000 PA USD 66300464.10000000 0.025586178867 Long DBT CORP DE N 2 2022-06-15 Fixed 2.12500000 N N N N N N Freddie Mac Gold Pool N/A 31335GNM3 10399.09000000 PA USD 11497.03000000 0.000004436847 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DG3 11289000.00000000 PA USD 12326910.66000000 0.004757109098 Long DBT CORP US N 2 2047-02-01 Fixed 4.45000000 N N N N N N Sanofi 549300E9PC51EN656011 801060AC8 15300000.00000000 PA USD 16035012.00000000 0.006188111814 Long DBT CORP FR N 2 2023-06-19 Fixed 3.37500000 N N N N N N COMM 2014-CCRE16 Mortgage Trust N/A 12591VAG6 2950000.00000000 PA USD 3121188.50000000 0.001204505704 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.27800000 N N N N N N National Bank of Canada BSGEFEIOM18Y80CKCV46 63307A2J3 12870000.00000000 PA USD 12776049.00000000 0.004930437205 Long DBT CORP CA N 2 2023-02-01 Fixed 2.10000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BH9 7467000.00000000 PA USD 7280698.35000000 0.002809712613 Long DBT CORP US N 2 2048-03-15 Fixed 4.45000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 20268JAC7 13505000.00000000 PA USD 12649863.40000000 0.004881740603 Long DBT CORP US N 2 2049-10-01 Fixed 4.18700000 N N N N N N Fannie Mae Pool N/A 31405NNW1 118076.75290000 PA USD 134590.97000000 0.000051940339 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128NHY80 30307.84920000 PA USD 32415.15000000 0.000012509412 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 3.57000000 N N N N N N Ginnie Mae I Pool N/A 36224WM91 2500.84000000 PA USD 2706.21000000 0.000001044360 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 8.00000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AJ2 8636000.00000000 PA USD 7320219.04000000 0.002824964142 Long DBT CORP US N 2 2042-07-01 Fixed 4.85000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BB4 19703000.00000000 PA USD 22874788.94000000 0.008827667337 Long DBT CORP US N 2 2042-12-15 Fixed 4.07000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FQXJ7 23725000.00000000 PA USD 25144229.50000000 0.009703472851 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 2.52500000 N N N N N N Ginnie Mae I Pool N/A 3620ARMC2 1340741.71000000 PA USD 1506081.98000000 0.000581215885 Long ABS-MBS USGA US N 2 2040-10-15 Fixed 4.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AS2 11328000.00000000 PA USD 15399509.76000000 0.005942863546 Long DBT CORP US N 2 2041-12-01 Fixed 5.65000000 N N N N N N Fannie Mae Pool N/A 31403T6C3 20046.32780000 PA USD 23110.21000000 0.000008918519 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508AY0 8025000.00000000 PA USD 8067291.75000000 0.003113268851 Long DBT CORP US N 2 2021-03-12 Fixed 2.75000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BEV8 22927000.00000000 PA USD 23413281.67000000 0.009035478421 Long DBT CORP US N 2 2021-04-01 Fixed 4.60000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2M4 52750000.00000000 PA USD 66794687.50000000 0.025776905862 Long DBT CORP US N 2 2051-04-04 Variable 5.01300000 N N N N N N Ginnie Mae I Pool N/A 36290XLF5 171985.81430000 PA USD 197991.79000000 0.000076407509 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418AJK5 50535689.93130000 PA USD 54444625.55000000 0.021010862391 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.00000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F0306C7 -53650000.00000000 PA USD -56240222.00000000 -0.02170380553 Short ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGU8 29300000.00000000 PA USD 33792862.00000000 0.013041088374 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N Brookfield Finance LLC N/A 11271RAB5 7925000.00000000 PA USD 6333105.25000000 0.002444024576 Long DBT CORP US N 2 2050-04-15 Fixed 3.45000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AV0 31437000.00000000 PA USD 33427276.47000000 0.012900004342 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N Ginnie Mae I Pool N/A 36290TNT2 92979.64890000 PA USD 103567.24000000 0.000039967894 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31412PCF6 697893.38000000 PA USD 754820.54000000 0.000291294693 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 4.50000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833AK6 39713000.00000000 PA USD 41232022.25000000 0.015911953417 Long DBT CORP US N 2 2023-05-03 Fixed 2.40000000 N N N N N N William Marsh Rice University 549300QPVG49ONTSJJ20 96926GAC7 15185000.00000000 PA USD 15598487.55000000 0.006019651565 Long DBT CORP US N 2 2045-05-15 Fixed 3.57400000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BV0 17760000.00000000 PA USD 19180800.00000000 0.007402110773 Long DBT CORP US N 2 2047-06-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140GT6Z8 5938374.23000000 PA USD 6361839.70000000 0.002455113560 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HHL1 11401.35000000 PA USD 13059.79000000 0.000005039936 Long ABS-MBS USGSE US N 2 2031-02-01 Fixed 7.50000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BE8 5452000.00000000 PA USD 5633006.40000000 0.002173847668 Long DBT CORP US N 2 2025-03-01 Fixed 2.90000000 N N N N N N Ginnie Mae I Pool N/A 36176W7F2 10283045.36000000 PA USD 11056124.71000000 0.004266696896 Long ABS-MBS USGA US N 2 2042-01-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292CQS6 95104.75940000 PA USD 104794.98000000 0.000040441694 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807DF1 13710000.00000000 PA USD 12388356.00000000 0.004780821624 Long DBT CORP US N 2 2029-09-13 Fixed 2.45000000 N N N N N N Ginnie Mae I Pool N/A 36291TBJ6 191619.39730000 PA USD 208635.20000000 0.000080514934 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAQ0 6450000.00000000 PA USD 6567003.00000000 0.002534288645 Long DBT CORP US N 2 2026-04-15 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3132HMK75 4797358.56000000 PA USD 5216215.94000000 0.002013003013 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N PPL Capital Funding Inc 549300MROK5WY0D2NU17 69352PAF0 3870000.00000000 PA USD 3889969.20000000 0.001501187798 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109BE0 5540000.00000000 PA USD 5850406.20000000 0.002257744972 Long DBT CORP CA N 2 2025-12-15 Fixed 3.62500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013X6D5 19620000.00000000 PA USD 19880749.80000000 0.007672230161 Long DBT CORP CA N 2 2022-04-29 Fixed 2.80000000 N N N N N N United Airlines 2014-1 Class A Pass Through Trust N/A 90932PAA6 3158681.39490000 PA USD 3145920.32000000 0.001214050023 Long DBT CORP US N 2 2026-04-11 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292SAQ3 20588880.26000000 PA USD 22184106.70000000 0.008561124416 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GD78 209.28000000 PA USD 223.41000000 0.000000086216 Long ABS-MBS USGSE US N 2 2022-06-01 Fixed 8.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FQKC6 19195000.00000000 PA USD 20888190.95000000 0.008061014309 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.53700000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 94106BAA9 7821036.00000000 PA USD 7343639.96000000 0.002834002568 Long DBT CORP CA N 2 2030-02-01 Fixed 2.60000000 N N N N N N New Jersey Transportation Trust Fund Authority 549300YUVD5TEXR6L889 646136XR7 8105000.00000000 PA USD 10824875.90000000 0.004177455086 Long DBT MUN US N 2 2040-12-15 Fixed 6.56100000 N N N N N N NSTAR Electric Co 54930080R72Y2Z31UR68 67021CAM9 9100000.00000000 PA USD 9167886.00000000 0.003538001946 Long DBT CORP US N 2 2027-05-15 Fixed 3.20000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBU8 15670000.00000000 PA USD 15514240.20000000 0.005987139458 Long DBT CORP US N 2 2023-01-30 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 31296SX84 13695.89200000 PA USD 15895.32000000 0.000006134202 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505AR4 13140000.00000000 PA USD 13090725.00000000 0.005051874612 Long DBT CORP SE N 2 2021-03-15 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31401JFV5 55202.33000000 PA USD 63570.45000000 0.000024532632 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296YPH0 451631.35630000 PA USD 510176.33000000 0.000196883430 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138WGL85 6533180.79000000 PA USD 6903546.81000000 0.002664165114 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QS0 64325000.00000000 PA USD 94708270.50000000 0.036549106889 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAH7 8951000.00000000 PA USD 10877792.26000000 0.004197876172 Long DBT CORP US N 2 2040-02-15 Fixed 5.30000000 N N N N N N Ginnie Mae II Pool N/A 36179TSK2 19822982.35000000 PA USD 20999079.89000000 0.008103807739 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KYMP1 23975.35290000 PA USD 27231.93000000 0.000010509142 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31416YDX3 1064758.20000000 PA USD 1202037.47000000 0.000463881303 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31414VA97 93228.32190000 PA USD 96015.85000000 0.000037053718 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201F5R4 48625.37350000 PA USD 53898.31000000 0.000020800032 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138YFAF1 255435.50000000 PA USD 276818.01000000 0.000106827534 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CG8 3502000.00000000 PA USD 1786020.00000000 0.000689247470 Long DBT CORP US N 2 2025-06-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407PZX9 21968.88950000 PA USD 23999.47000000 0.000009261695 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31387NWR4 10030.82000000 PA USD 10443.09000000 0.000004030119 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418DEU2 52073446.29000000 PA USD 56584568.94000000 0.021836693327 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 21H040632 -86382000.00000000 PA USD -91521729.00000000 -0.03531938064 Short ABS-MBS USGA US N 2 2050-03-15 Fixed 4.00000000 N N N N N N Puget Sound Energy Inc 8MNFJR7KOMBQ7X62LK44 745332CH7 6736000.00000000 PA USD 7779406.40000000 0.003002170291 Long DBT CORP US N 2 2048-06-15 Fixed 4.22300000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828G87 193135000.00000000 PA USD 199201370.40000000 0.076874301904 Long DBT UST US N 2 2021-12-31 Fixed 2.12500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDC5 19807000.00000000 PA USD 22947994.06000000 0.008855918109 Long DBT CORP US N 2 2046-08-15 Fixed 4.12500000 N N N N N N Noble Energy Inc 02VFQXG2D1LR5ZH3K186 655044AP0 9225000.00000000 PA USD 6076968.75000000 0.002345178295 Long DBT CORP US N 2 2028-01-15 Fixed 3.85000000 N N N N N N City of New York NY 549300ABYZD2SFD5JB29 64966JAR7 2550000.00000000 PA USD 3329637.00000000 0.001284948589 Long DBT MUN US N 2 2037-12-01 Fixed 6.27100000 N N N N N N Ginnie Mae II Pool N/A 36179M5M8 28145017.42000000 PA USD 29952208.99000000 0.011558932310 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FK39 1071858.24000000 PA USD 1127959.30000000 0.000435293610 Long ABS-MBS USGA US N 2 2025-10-20 Fixed 3.50000000 N N N N N N BANK 2018-BNK13 549300664283JRAXM588 06539LBA7 2300000.00000000 PA USD 2538188.00000000 0.000979518515 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.95300000 N N N N N N Freddie Mac Gold Pool N/A 3128MJY46 6217766.40000000 PA USD 6791355.35000000 0.002620869025 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31416YC48 3526.34000000 PA USD 3566.82000000 0.000001376480 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 3.00000000 N N N N N N Aptiv Corp N/A 247126AJ4 7520000.00000000 PA USD 7349070.40000000 0.002836098243 Long DBT CORP US N 2 2024-03-15 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 3132J7YR7 3954629.23000000 PA USD 4398140.90000000 0.001697297617 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210ERP6 42746.84000000 PA USD 51730.52000000 0.000019963455 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140GSRX2 4388951.10000000 PA USD 4655448.21000000 0.001796595728 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216AW1 9777000.00000000 PA USD 8493768.75000000 0.003277851662 Long DBT CORP US N 2 2038-09-15 Fixed 6.70000000 N N N N N N Fannie Mae Pool N/A 3138EP5H3 1190662.41000000 PA USD 1295702.65000000 0.000500027868 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.50000000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2017-C5 N/A 46590TAJ4 5600000.00000000 PA USD 5653648.00000000 0.002181813520 Long ABS-MBS CORP US N 2 2050-03-15 Variable 3.85750000 N N N N N N Ginnie Mae I Pool N/A 36206MEJ2 4086.06000000 PA USD 4433.13000000 0.000001710800 Long ABS-MBS USGA US N 2 2026-03-15 Fixed 6.50000000 N N N N N N Union Electric Co QMPJLLDULY5C1M8PNY21 906548CK6 8630000.00000000 PA USD 8837896.70000000 0.003410654945 Long DBT CORP US N 2 2024-04-15 Fixed 3.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 N/A 61766EBE4 1250000.00000000 PA USD 1303262.50000000 0.000502945309 Long ABS-MBS CORP US N 2 2049-05-15 Fixed 3.32500000 N N N N N N Ginnie Mae I Pool N/A 3622A27F3 7977702.84000000 PA USD 8525531.69000000 0.003290109378 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 3.50000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748149AM3 18450000.00000000 PA USD 18916600.50000000 0.007300152880 Long DBT NUSS CA N 2 2022-01-31 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31402CQT2 413192.56000000 PA USD 493091.61000000 0.000190290223 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAV1 14956000.00000000 PA USD 16211257.08000000 0.006256126996 Long DBT CORP US N 2 2036-05-14 Fixed 4.30000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836AT5 1550000.00000000 PA USD 2065561.00000000 0.000797125841 Long DBT CORP US N 2 2031-04-01 Fixed 7.45000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828V98 508014600.00000000 PA USD 566121310.00000000 0.218473298714 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 3140F1V74 11594930.16000000 PA USD 12251203.21000000 0.004727892646 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31385JEL8 155416.88000000 PA USD 182799.78000000 0.000070544722 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGCU9 505532.29000000 PA USD 529408.58000000 0.000204305396 Long ABS-MBS USGSE US N 2 2040-11-01 Floating 3.84400000 N N N N N N US Bank NA/Cincinnati OH 6BYL5QZYBDK8S7L73M02 90331HPL1 15675000.00000000 PA USD 15571388.25000000 0.006009193606 Long DBT CORP US N 2 2025-01-21 Fixed 2.05000000 N N N N N N Fannie Mae Pool N/A 31416WQH8 1606527.19000000 PA USD 1818219.28000000 0.000701673575 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154BN8 725000.00000000 PA USD 776221.25000000 0.000299553495 Long DBT NUSS KR N 2 2026-08-12 Fixed 3.25000000 N N N N N N State of California N/A 13063A7D0 6571000.00000000 PA USD 10096670.05000000 0.003896431335 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N Ingersoll-Rand Global Holding Co Ltd 549300UCF0D858BIOV83 45687AAG7 5890000.00000000 PA USD 7160708.60000000 0.002763407067 Long DBT CORP US N 2 2043-06-15 Fixed 5.75000000 N N N N N N Fannie Mae Pool N/A 31419ADT1 29232505.15000000 PA USD 32409493.81000000 0.012507229276 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292K7M3 2662917.41000000 PA USD 2915335.35000000 0.001125064397 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31401MB59 86877.40670000 PA USD 99622.32000000 0.000038445500 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAU9 11612000.00000000 PA USD 11854690.80000000 0.004574873544 Long DBT CORP GB N 2 2028-01-10 Fixed 4.33700000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAY5 2029000.00000000 PA USD 1831172.50000000 0.000706672385 Long DBT CORP US N 2 2024-02-01 Fixed 4.90000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BV9 20625000.00000000 PA USD 24274387.50000000 0.009367789937 Long DBT NUSS JP N 2 2028-10-31 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MT78 394402.49000000 PA USD 433819.07000000 0.000167416208 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N GS Mortgage Securities Trust 2014-GC26 549300V3F4KBEWHAZP46 36250HAE3 11450000.00000000 PA USD 12073109.00000000 0.004659163861 Long ABS-MBS CORP US N 2 2047-11-10 Fixed 3.62900000 N N N N N N Fannie Mae Pool N/A 31413DUY1 38613.81880000 PA USD 45727.26000000 0.000017646721 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 312934XH0 1823171.96000000 PA USD 2038452.11000000 0.000786664181 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7YB3 10526365.80000000 PA USD 11240369.19000000 0.004337799147 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTG1 38201.98000000 PA USD 44354.03000000 0.000017116775 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31417BZM2 6361740.46000000 PA USD 6853312.15000000 0.002644778930 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCH3 12527000.00000000 PA USD 12769272.18000000 0.004927821945 Long DBT CORP US N 2 2021-12-15 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 36291YNN3 8992.81000000 PA USD 9355.85000000 0.000003610539 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FJ1 11475000.00000000 PA USD 11845413.00000000 0.004571293125 Long DBT CORP US N 2 2023-06-01 Fixed 2.75000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C19 549300FCX3YXSYSLU895 92938VAT2 950000.00000000 PA USD 973807.00000000 0.000375804308 Long ABS-MBS CORP US N 2 2047-03-15 Variable 4.72300000 N N N N N N Ginnie Mae I Pool N/A 36178GFQ2 6715408.39000000 PA USD 7240553.33000000 0.002794220147 Long ABS-MBS USGA US N 2 2042-07-15 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAA4 23388000.00000000 PA USD 28270245.00000000 0.010909841356 Long DBT CORP US N 2 2048-02-22 Variable 4.26000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GX5 313000.00000000 PA USD 335420.19000000 0.000129442849 Long DBT CORP US N 2 2043-03-01 Fixed 4.40000000 N N N N N N Enbridge Energy Partners LP CZ6VG2MNE1J6YDI02G48 29250RAX4 9566000.00000000 PA USD 10744148.56000000 0.004146301395 Long DBT CORP US N 2 2045-10-15 Fixed 7.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128FSJN9 12225.69000000 PA USD 12613.37000000 0.000004867657 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31419GCH5 2855040.83000000 PA USD 3167096.79000000 0.001222222288 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36206TH47 2746.88000000 PA USD 2958.80000000 0.000001141837 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31400HPL1 17887.93620000 PA USD 18851.92000000 0.000007275191 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.50000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBW9 20430000.00000000 PA USD 20269828.80000000 0.007822380617 Long DBT CORP JP N 2 2030-01-15 Fixed 2.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282N9 254475000.00000000 PA USD 273402850.50000000 0.105509581730 Long DBT UST US N 2 2024-07-31 Fixed 2.12500000 N N N N N N COMM 2014-LC15 Mortgage Trust N/A 12591TAE6 8215000.00000000 PA USD 8711103.85000000 0.003361723997 Long ABS-MBS CORP US N 2 2047-04-10 Fixed 4.00600000 N N N N N N Ginnie Mae II Pool N/A 36179Q3H2 25879847.64000000 PA USD 27683414.22000000 0.010683376014 Long ABS-MBS USGA US N 2 2045-02-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XX7B9 23373361.63000000 PA USD 24712421.52000000 0.009536832748 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N Maxim Integrated Products Inc SO0H5YEO14Y4PVKQH532 57772KAB7 5200000.00000000 PA USD 5302752.00000000 0.002046398362 Long DBT CORP US N 2 2023-03-15 Fixed 3.37500000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 251799AA0 5705000.00000000 PA USD 5682693.45000000 0.002193022523 Long DBT CORP US N 2 2032-04-15 Fixed 7.95000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BZ4 12000000.00000000 PA USD 12094440.00000000 0.004667395761 Long DBT CORP US N 2 2049-12-15 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 31292LHF5 610387.07000000 PA USD 671462.40000000 0.000259125743 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Landwirtschaftliche Rentenbank 529900Z3J0N6S0F7CT25 515110BT0 19024000.00000000 PA USD 21266358.88000000 0.008206954046 Long DBT CORP DE N 2 2027-11-15 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31288FW75 48744.21510000 PA USD 53549.42000000 0.000020665391 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31403VKB4 7150.97120000 PA USD 8438.36000000 0.000003256468 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Corp Andina de Fomento UKZ46SXGNYCZK0UOZE76 219868CA2 13343000.00000000 PA USD 14543736.57000000 0.005612609961 Long DBT CORP N/A N 2 2023-11-23 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 3140QCCL8 8250088.23000000 PA USD 8850859.65000000 0.003415657510 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDEU3 29205.42000000 PA USD 29815.81000000 0.000011506294 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31407FQ86 112423.02670000 PA USD 123567.52000000 0.000047686252 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MCJ7 6131439.55000000 PA USD 6439360.44000000 0.002485029784 Long ABS-MBS USGA US N 2 2027-05-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209BFN3 1631.87000000 PA USD 1714.26000000 0.000000661554 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 N/A 61764PBU5 5050000.00000000 PA USD 5340122.50000000 0.002060820106 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.52600000 N N N N N N Morgan Stanley Capital I Trust 2012-C4 5493005SNWQW3UUOQX45 61760VAQ6 2900000.00000000 PA USD 2887530.00000000 0.001114333965 Long ABS-MBS CORP US N 2 2045-03-15 Fixed 3.77300000 N N N N N N GS Mortgage Securities Trust 2015-GC32 54930066YOFVQE068N73 36250PAE5 5775000.00000000 PA USD 5981052.00000000 0.002308162821 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.51300000 N N N N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161CAL9 3257000.00000000 PA USD 3267031.56000000 0.001260788366 Long DBT CORP US N 2 2022-11-01 Fixed 3.12500000 N N N N N N Fannie Mae-Aces N/A 3136AY6U2 15725000.00000000 PA USD 17125311.25000000 0.006608871940 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.13620000 N N N N N N Fannie Mae Pool N/A 31371MLB1 1860453.25060000 PA USD 2127056.20000000 0.000820857608 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31386JAD9 1063.31000000 PA USD 1275.50000000 0.000000492231 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAP8 4125000.00000000 PA USD 4764622.50000000 0.001838727453 Long DBT CORP US N 2 2048-08-20 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 31388SED3 44730.17540000 PA USD 53149.74000000 0.000020511149 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PXA89 587127.10000000 PA USD 616477.58000000 0.000237906413 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAA2 10831000.00000000 PA USD 13724176.72000000 0.005296331558 Long DBT CORP US N 2 2037-06-01 Fixed 6.10000000 N N N N N N Fannie Mae Pool N/A 31386SLG0 1002.12000000 PA USD 1139.87000000 0.000000439890 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31307VFL5 10236062.79000000 PA USD 10755235.89000000 0.004150580135 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36213FAP8 12567.00470000 PA USD 14090.13000000 0.000005437557 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31410WND6 20374.80220000 PA USD 23211.99000000 0.000008957797 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36223Q7A9 1149.21000000 PA USD 1234.03000000 0.000000476227 Long ABS-MBS USGA US N 2 2021-12-15 Fixed 9.50000000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CT9 1150000.00000000 PA USD 1284768.50000000 0.000495808243 Long DBT CORP US N 2 2045-11-15 Fixed 4.35000000 N N N N N N COMM 2013-CCRE12 Mortgage Trust 549300MGZ5FI5VFL1177 12591KAH8 575000.00000000 PA USD 580019.75000000 0.000223836880 Long ABS-MBS CORP US N 2 2046-10-10 Variable 4.76200000 N N N N N N Fannie Mae Pool N/A 3140E2GP0 2495869.54000000 PA USD 2661096.10000000 0.001026950289 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMQ2 13950000.00000000 PA USD 14734548.00000000 0.005686246480 Long DBT CORP SE N 2 2023-03-14 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31407JMK5 212903.52470000 PA USD 239725.11000000 0.000092512920 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 44644AAE7 7270000.00000000 PA USD 7534773.40000000 0.002907763355 Long DBT CORP US N 2 2023-10-06 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQF6 2590.47000000 PA USD 2887.44000000 0.000001114299 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHX1 13150000.00000000 PA USD 13125409.50000000 0.005065259794 Long DBT CORP US N 2 2024-07-30 Fixed 2.40000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YL1 3900000.00000000 PA USD 3659565.00000000 0.001412271934 Long DBT CORP US N 2 2022-03-28 Fixed 3.33900000 N N N N N N Freddie Mac Gold Pool N/A 3128MJQ94 6590328.74000000 PA USD 7086382.78000000 0.002734723803 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418C5H3 5287794.26000000 PA USD 5584439.52000000 0.002155105101 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179T7K5 161647592.28000000 PA USD 173058295.80000000 0.066785362228 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2018-C45 5493006021R83VCLAO08 95001NAY4 10125000.00000000 PA USD 11248470.00000000 0.004340925351 Long ABS-MBS CORP US N 2 2051-06-15 Fixed 4.18400000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FA0 8235000.00000000 PA USD 11034405.90000000 0.004258315335 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7C68 176786.21000000 PA USD 192562.61000000 0.000074312321 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36225CKC9 56369.31480000 PA USD 58210.90000000 0.000022464314 Long ABS-MBS USGA US N 2 2029-06-20 Floating 3.87500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AY6 13361000.00000000 PA USD 16075019.93000000 0.006203551374 Long DBT CORP US N 2 2047-05-11 Fixed 4.10000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBN4 5000000.00000000 PA USD 5156050.00000000 0.001989784224 Long DBT CORP US N 2 2027-11-15 Fixed 3.25000000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AG6 4600000.00000000 PA USD 4688550.00000000 0.001809370123 Long DBT CORP US N 2 2050-07-01 Fixed 2.98900000 N N N N N N Freddie Mac Gold Pool N/A 31297SA39 13069.01000000 PA USD 14963.49000000 0.000005774598 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GRA6 974.99000000 PA USD 1106.42000000 0.000000426981 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PR3M9 2055741.43000000 PA USD 2172137.51000000 0.000838255050 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 17308CC46 9450000.00000000 PA USD 9425619.00000000 0.003637464336 Long DBT CORP US N 2 2022-11-04 Variable 2.31200000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAJ3 26690000.00000000 PA USD 25174808.70000000 0.009715273747 Long DBT CORP US N 2 2024-01-15 Fixed 4.20000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DZ3 6050000.00000000 PA USD 6262355.00000000 0.002416721169 Long DBT CORP AU N 2 2023-05-15 Fixed 3.65000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QBY1 3600000.00000000 PA USD 3598344.00000000 0.001388645984 Long DBT CORP US N 2 2029-05-15 Fixed 3.20000000 N N N N N N Province of Ontario Canada C7PVKCRGLG18EBQGZV36 68323ADP6 17045000.00000000 PA USD 18304966.40000000 0.007064115626 Long DBT NUSS CA N 2 2026-04-27 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210GAE4 11113.52000000 PA USD 11416.25000000 0.000004405673 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 6.50000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 001192AJ2 2975000.00000000 PA USD 2986096.75000000 0.001152372107 Long DBT CORP US N 2 2021-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36292LAU8 17361.84730000 PA USD 18201.12000000 0.000007024040 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371LVD8 776281.75000000 PA USD 927066.72000000 0.000357766649 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AJ8 4077000.00000000 PA USD 4136238.81000000 0.001596226323 Long DBT CORP US N 2 2027-01-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31412QBF5 290443.94000000 PA USD 324335.84000000 0.000125165259 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VBF3 13885000.00000000 PA USD 16519678.75000000 0.006375150778 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N Clorox Co/The 54930044KVSC06Z79I06 189054AT6 6422000.00000000 PA USD 6649274.58000000 0.002566038278 Long DBT CORP US N 2 2022-09-15 Fixed 3.05000000 N N N N N N Fifth Third Bank/Cincinnati OH QFROUN1UWUYU0DVIWD51 31677QBR9 5060000.00000000 PA USD 4803306.20000000 0.001853655977 Long DBT CORP US N 2 2027-02-01 Fixed 2.25000000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XAS5 31011000.00000000 PA USD 27540558.99000000 0.010628246392 Long DBT CORP US N 2 2025-01-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209RF40 2171.87000000 PA USD 2269.58000000 0.000000875859 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 8.00000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JNYR0 227715.31160000 PA USD 238887.02000000 0.000092189490 Long ABS-MBS USGSE US N 2 2037-08-01 Floating 4.34900000 N N N N N N Fannie Mae Pool N/A 31406MHE9 9290.66720000 PA USD 9645.01000000 0.000003722130 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 4.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081ET0 645000.00000000 PA USD 800696.55000000 0.000308998819 Long DBT CORP US N 2 2035-06-01 Fixed 4.95000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 N/A 61766NBB0 11700000.00000000 PA USD 11736621.00000000 0.004529308931 Long ABS-MBS CORP US N 2 2049-09-15 Fixed 2.86000000 N N N N N N Ginnie Mae I Pool N/A 36210XW60 3859.57000000 PA USD 4207.55000000 0.000001623746 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473PAF2 3950000.00000000 PA USD 4036465.50000000 0.001557722554 Long DBT CORP US N 2 2023-06-15 Fixed 3.65000000 N N N N N N Ginnie Mae II Pool N/A 36202EK81 488395.82640000 PA USD 556649.14000000 0.000214817869 Long ABS-MBS USGA US N 2 2036-11-20 Fixed 5.50000000 N N N N N N Cintas Corp No 2 549300QVUQTTKMTE0G41 17252MAL4 4915000.00000000 PA USD 5015560.90000000 0.001935567722 Long DBT CORP US N 2 2022-06-01 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36207EJZ8 32212.07740000 PA USD 36020.83000000 0.000013900889 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654AK1 850000.00000000 PA USD 1072768.00000000 0.000413994597 Long DBT CORP US N 2 2045-12-15 Fixed 5.30000000 N N N N N N Ginnie Mae I Pool N/A 36210VFE6 26015.43000000 PA USD 28030.06000000 0.000010817150 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZJ0 10200000.00000000 PA USD 9537000.00000000 0.003680447658 Long DBT CORP US N 2 2022-03-15 Fixed 3.62500000 N N N N N N Mead Johnson Nutrition Co E4BJRFT3MF4GJDY1SC50 582839AG1 18023000.00000000 PA USD 20715275.74000000 0.007994284166 Long DBT CORP US N 2 2044-06-01 Fixed 4.60000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21685WCJ4 11048000.00000000 PA USD 13685820.48000000 0.005281529405 Long DBT CORP NL N 2 2041-05-24 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 3138M6BF3 6212144.78000000 PA USD 6730983.11000000 0.002597570622 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.50000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XAW6 6795000.00000000 PA USD 6743765.70000000 0.002602503583 Long DBT CORP US N 2 2044-01-15 Fixed 5.10000000 N N N N N N Fannie Mae Pool N/A 3140GNGR8 7611707.63000000 PA USD 8081958.93000000 0.003118929099 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448BC6 9000000.00000000 PA USD 9909270.00000000 0.003824111310 Long DBT CORP US N 2 2028-11-07 Fixed 4.55000000 N N N N N N Fannie Mae Pool N/A 31418ALT3 12926490.09400000 PA USD 13926483.37000000 0.005374404226 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828T91 202790000.00000000 PA USD 211883103.60000000 0.081768341462 Long DBT UST US N 2 2023-10-31 Fixed 1.62500000 N N N N N N Ginnie Mae I Pool N/A 36225ABA7 55237.34900000 PA USD 59667.94000000 0.000023026604 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31389PQJ2 24940.52360000 PA USD 27981.27000000 0.000010798322 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446HD4 8687000.00000000 PA USD 11905359.76000000 0.004594427330 Long DBT CORP US N 2 2032-04-01 Fixed 7.25000000 N N N N N N Ginnie Mae I Pool N/A 3620ASPX1 9634667.78000000 PA USD 10340985.27000000 0.003990715636 Long ABS-MBS USGA US N 2 2041-07-15 Fixed 4.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_19-A N/A 34533FAE1 3700000.00000000 PA USD 3718315.00000000 0.001434944294 Long ABS-CBDO CORP US N 2 2024-08-15 Fixed 2.85000000 N N N N N N AEGON Funding Co LLC KEIOKM01PSK5VZ5CCI74 007634AA6 9425000.00000000 PA USD 9676082.00000000 0.003734121143 Long DBT CORP US N 2 2020-12-15 Fixed 5.75000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FY5 7224000.00000000 PA USD 7732930.80000000 0.002984234775 Long DBT CORP US N 2 2047-09-15 Fixed 3.80000000 N N N N N N Freddie Mac Pool N/A 3132AEKB1 27858235.32000000 PA USD 29185680.23000000 0.011263119268 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JMQ1 10009.99000000 PA USD 12119.90000000 0.000004677221 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FMB9 3440587.04000000 PA USD 3742360.93000000 0.001444223919 Long ABS-MBS USGA US N 2 2040-11-20 Fixed 4.50000000 N N N N N N Fifth Third Bank/Cincinnati OH QFROUN1UWUYU0DVIWD51 31677QBS7 6000000.00000000 PA USD 5924520.00000000 0.002286346415 Long DBT CORP US N 2 2023-01-30 Fixed 1.80000000 N N N N N N Fannie Mae Pool N/A 3140HJ4N8 8040126.23000000 PA USD 8567558.51000000 0.003306328054 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PWW61 14208.92000000 PA USD 14887.68000000 0.000005745342 Long ABS-MBS USGSE US N 2 2021-10-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140J7MP7 13086687.44000000 PA USD 13840873.24000000 0.005341366206 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371FTJ1 983.51000000 PA USD 1118.86000000 0.000000431782 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 7.00000000 N N N N N N Indonesia Government International Bond N/A 455780CF1 13780000.00000000 PA USD 14004062.80000000 0.005404343099 Long DBT NUSS ID N 2 2028-04-24 Fixed 4.10000000 N N N N N N Freddie Mac Gold Pool N/A 31297RJS7 133745.38220000 PA USD 151085.47000000 0.000058305773 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ED6 12580000.00000000 PA USD 13379836.40000000 0.005163446319 Long DBT CORP US N 2 2025-08-15 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31294UAM5 10881308.25000000 PA USD 11296430.16000000 0.004359433777 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36225ARW2 1757.55000000 PA USD 2104.82000000 0.000000812276 Long ABS-MBS USGA US N 2 2026-12-15 Fixed 9.00000000 N N N N N N Loews Corp R8V1FN4M5ITGZOG7BS19 540424AQ1 12780000.00000000 PA USD 12613987.80000000 0.004867895760 Long DBT CORP US N 2 2023-05-15 Fixed 2.62500000 N N N N N N BANK 2017-BNK8 N/A 06650AAH0 1325000.00000000 PA USD 1358681.50000000 0.000524332195 Long ABS-MBS CORP US N 2 2050-11-15 Fixed 3.73100000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769GZ1 82135000.00000000 PA USD 83057376.05000000 0.032052880906 Long DBT CORP DE N 2 2021-06-15 Fixed 1.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K7XD5 44545.31300000 PA USD 49817.70000000 0.000019225273 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410F5X9 60471.39280000 PA USD 63133.95000000 0.000024364181 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 4.50000000 N N N N N N Transcontinental Gas Pipe Line Co LLC N/A 893574AM5 4000000.00000000 PA USD 3572880.00000000 0.001378819107 Long DBT CORP US N 2 2048-03-15 Fixed 4.60000000 N N N N N N Dallas Area Rapid Transit 75YWM81F2R6UQGJIEW47 235241LS3 2065000.00000000 PA USD 2983429.40000000 0.001151342744 Long DBT MUN US N 2 2044-12-01 Fixed 5.99900000 N N N N N N Fannie Mae Pool N/A 31418CZN7 11892350.18000000 PA USD 12838743.41000000 0.004954631762 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138EJ5S3 13020558.18000000 PA USD 13553619.83000000 0.005230511520 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31417T6M5 373535.31000000 PA USD 394602.70000000 0.000152282120 Long ABS-MBS USGSE US N 2 2039-11-01 Floating 3.93500000 N N N N N N Freddie Mac Gold Pool N/A 312944NM9 3765095.79000000 PA USD 4109639.71000000 0.001585961397 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Uruguay Government International Bond N/A 760942AZ5 17344695.00000000 PA USD 17345735.68000000 0.006693936486 Long DBT NUSS UY N 2 2024-08-14 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AR4A6 1469238.10000000 PA USD 1577241.79000000 0.000608677346 Long ABS-MBS USGA US N 2 2041-02-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LFT7 62283.56240000 PA USD 67810.61000000 0.000026168963 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BHX51 4316860.37000000 PA USD 4415543.80000000 0.001704013614 Long ABS-MBS USGSE US N 2 2024-11-25 Fixed 2.49300000 N N N N N N University of Virginia N/A 915217XA6 935000.00000000 PA USD 877684.50000000 0.000338709433 Long DBT MUN US N 2 2119-09-01 Fixed 3.22700000 N N N N N N Freddie Mac Gold Pool N/A 3128MJS43 84101749.60000000 PA USD 90113342.66000000 0.034775866729 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAN6 30999000.00000000 PA USD 35765096.25000000 0.013802198254 Long DBT CORP US N 2 2049-01-23 Variable 3.89700000 N N N N N N Ginnie Mae I Pool N/A 36210ART6 22710.00000000 PA USD 26287.05000000 0.000010144501 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Fortis Inc/Canada 549300MQYQ9Y065XPR71 349553AM9 11735000.00000000 PA USD 11227695.95000000 0.004332908385 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N UBS Commercial Mortgage Trust 2018-C8 N/A 90276VAE9 15850000.00000000 PA USD 17326110.50000000 0.006686362883 Long ABS-MBS CORP US N 2 2051-02-15 Fixed 3.98300000 N N N N N N BANK 2019-BNK21 N/A 06540BBD0 21600000.00000000 PA USD 21766320.00000000 0.008399895300 Long ABS-MBS CORP US N 2 2052-10-17 Fixed 2.85100000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BG6 4020000.00000000 PA USD 4073265.00000000 0.001571923941 Long DBT CORP US N 2 2050-06-15 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3129296R8 28276.83000000 PA USD 33362.42000000 0.000012874975 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCC6 10845000.00000000 PA USD 10999649.70000000 0.004244902483 Long DBT CORP US N 2 2021-03-15 Fixed 3.45000000 N N N N N N Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc N/A 05723KAF7 15465000.00000000 PA USD 12319882.95000000 0.004754397017 Long DBT CORP US N 2 2047-12-15 Fixed 4.08000000 N N N N N N Fannie Mae Pool N/A 31417AKQ1 4385028.23000000 PA USD 4628748.10000000 0.001786291822 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128L1T34 3452.63000000 PA USD 3998.42000000 0.000001543040 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 80282KAW6 5000000.00000000 PA USD 4738150.00000000 0.001828511384 Long DBT CORP US N 2 2024-06-07 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTC0 3722.16000000 PA USD 4105.39000000 0.000001584321 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200E3D1 21001.41920000 PA USD 22269.69000000 0.000008594152 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.50000000 N N N N N N Ventas Realty LP / Ventas Capital Corp N/A 92276MAZ8 10703000.00000000 PA USD 10656441.95000000 0.004112454317 Long DBT CORP US N 2 2022-08-15 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36179SWW3 36269843.78060000 PA USD 38453288.38000000 0.014839605240 Long ABS-MBS USGA US N 2 2047-02-20 Fixed 3.00000000 N N N N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724PAD1 16500000.00000000 PA USD 16549005.00000000 0.006386468145 Long DBT CORP US N 2 2030-02-01 Fixed 2.30000000 N N N N N N Freddie Mac Pool N/A 3131YBFP8 3612719.58000000 PA USD 3817777.54000000 0.001473328133 Long ABS-MBS USGSE US N 2 2048-12-01 Fixed 3.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BD4 26395000.00000000 PA USD 34520964.70000000 0.013322072318 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167DR1 1225000.00000000 PA USD 1293734.75000000 0.000499268431 Long DBT CORP N/A N 2 2026-08-14 Fixed 1.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMKX0 273801.21000000 PA USD 293301.33000000 0.000113188654 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335HRM7 1081.53000000 PA USD 1148.54000000 0.000000443235 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31407RSV7 55023.13200000 PA USD 62858.43000000 0.000024257854 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207KZK9 8659.22000000 PA USD 10793.89000000 0.000004165497 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31371JW83 1920.83940000 PA USD 2298.57000000 0.000000887046 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36208QRB4 21258.40820000 PA USD 23967.37000000 0.000009249308 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GFCA3 646561.47000000 PA USD 702598.95000000 0.000271141728 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 4.50000000 N N N N N N Beam Suntory Inc EWRDABCN7XBHM37LIA98 073730AG8 1050000.00000000 PA USD 1055922.00000000 0.000407493514 Long DBT CORP US N 2 2023-06-15 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31288J6M3 99655.81280000 PA USD 111475.99000000 0.000043019979 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3134A4AA2 90654000.00000000 PA USD 141166408.80000000 0.054477883897 Long DBT USGSE US N 2 2031-03-15 Fixed 6.75000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAD0 100000.00000000 PA USD 140393.00000000 0.000054179415 Long DBT CORP US N 2 2033-03-15 Fixed 6.95000000 N N N N N N Fannie Mae Pool N/A 3138WH5S7 3425949.15000000 PA USD 3592861.39000000 0.001386530176 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CBE8 6100000.00000000 PA USD 5970558.00000000 0.002304113055 Long DBT CORP US N 2 2023-04-01 Fixed 2.25000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748BJ0 12755000.00000000 PA USD 16279844.25000000 0.006282595643 Long DBT CORP US N 2 2049-03-15 Fixed 4.90000000 N N N N N N PECO Energy Co YH65D4JBECK76IFEJ279 693304AT4 2350000.00000000 PA USD 2447125.50000000 0.000944376356 Long DBT CORP US N 2 2025-10-15 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128K67L8 17616.81000000 PA USD 19224.87000000 0.000007419117 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDBC6 3119131.50000000 PA USD 3292212.11000000 0.001270505856 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.50000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAE5 12900000.00000000 PA USD 10065483.00000000 0.003884395862 Long DBT CORP IE N 2 2028-01-23 Fixed 3.87500000 N N N N N N Fannie Mae-Aces N/A 3136ASVZ6 10500000.00000000 PA USD 11097450.00000000 0.004282644843 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.48800000 N N N N N N Fannie Mae Pool N/A 3138ANVG5 921632.72000000 PA USD 1022321.09000000 0.000394526503 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Hudson Pacific Properties LP 5493007NTUGLGZ8T3526 44409MAA4 5950000.00000000 PA USD 5972610.00000000 0.002304904948 Long DBT CORP US N 2 2027-11-01 Fixed 3.95000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAN8 16848000.00000000 PA USD 20752018.56000000 0.008008463680 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Delmarva Power & Light Co NJ98T8DDD027ZFXUDB24 247109BS9 4525000.00000000 PA USD 4664822.50000000 0.001800213384 Long DBT CORP US N 2 2023-11-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EJXL7 3382047.31000000 PA USD 3759652.89000000 0.001450897103 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140JKYC4 5140107.50000000 PA USD 5441112.20000000 0.002099793295 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WCB5 3070.62000000 PA USD 3219.58000000 0.000001242476 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 6.50000000 N N N N N N US Airways 2012-2 Class A Pass Through Trust N/A 90345WAD6 531089.00000000 PA USD 588372.26000000 0.000227060218 Long DBT CORP US N 2 2025-06-03 Fixed 4.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128KEPP2 68230.73580000 PA USD 80778.37000000 0.000031173383 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140E4AR8 4158681.38000000 PA USD 4435025.76000000 0.001711531946 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N Southwestern Public Service Co OL6FE7QD5EQ3DOYEO258 845743BT9 3810000.00000000 PA USD 3981107.10000000 0.001536359054 Long DBT CORP US N 2 2049-06-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31418U4W1 7192979.30000000 PA USD 8139143.80000000 0.003140997456 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HD1 51845000.00000000 PA USD 56030965.30000000 0.021623050754 Long DBT CORP N/A N 2 2026-04-13 Fixed 2.12500000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EP4 26000000.00000000 PA USD 27727440.00000000 0.010700366113 Long DBT CORP N/A N 2 2029-09-19 Fixed 1.75000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDG4 11368000.00000000 PA USD 14249219.60000000 0.005498952177 Long DBT CORP US N 2 2041-03-01 Fixed 6.37500000 N N N N N N Fannie Mae Pool N/A 3138EGTA2 56066.67000000 PA USD 63173.68000000 0.000024379513 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298NNC5 13854.52000000 PA USD 16118.07000000 0.000006220164 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8.00000000 N N N N N N Fannie Mae-Aces N/A 3136ALYE5 22493.02000000 PA USD 22477.72000000 0.000008674433 Long ABS-MBS USGSE US N 2 2024-08-25 Fixed 2.56600000 N N N N N N Freddie Mac Gold Pool N/A 3132Y1TX6 7375190.98000000 PA USD 7926117.75000000 0.003058788037 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FW9 6234000.00000000 PA USD 6902471.82000000 0.002663750261 Long DBT CORP US N 2 2046-11-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31365EEB5 757.26000000 PA USD 775.06000000 0.000000299105 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 312934RW4 10825960.60000000 PA USD 12096062.30000000 0.004668021827 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138WJEE4 3048555.81000000 PA USD 3235767.62000000 0.001248723221 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36203ND70 5122.07000000 PA USD 5632.43000000 0.000002173625 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 3620C0WJ3 401225.45000000 PA USD 451836.03000000 0.000174369178 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36223RBQ7 230.74000000 PA USD 248.09000000 0.000000095741 Long ABS-MBS USGA US N 2 2022-03-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJMW7 4981071.32000000 PA USD 5565052.12000000 0.002147623261 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 4.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406HCV9 1245000.00000000 PA USD 1305681.30000000 0.000503878754 Long DBT CORP US N 2 2024-05-15 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 31292HAA2 9087.95000000 PA USD 10538.57000000 0.000004066966 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 8.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAL5 7291000.00000000 PA USD 7430549.74000000 0.002867542140 Long DBT CORP US N 2 2022-09-01 Fixed 3.05000000 N N N N N N Fannie Mae Pool N/A 3140X4RK4 53557420.20000000 PA USD 57484785.82000000 0.022184098288 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CD2 7615000.00000000 PA USD 7935134.60000000 0.003062267752 Long DBT CORP US N 2 2050-04-15 Fixed 3.35000000 N N N N N N Ginnie Mae I Pool N/A 36213RXQ5 90917.02410000 PA USD 101148.83000000 0.000039034599 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297TXD0 302992.19480000 PA USD 342102.43000000 0.000132021609 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31409YSM0 32508.47690000 PA USD 33880.01000000 0.000013074719 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140J6GK7 57166013.40000000 PA USD 62154319.73000000 0.023986129864 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31406JS20 5662.10230000 PA USD 5740.98000000 0.000002215516 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 5.00000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122CA4 25780000.00000000 PA USD 27520150.00000000 0.010620370308 Long DBT CORP US Y 2 2026-06-15 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 31297KVY5 42553.50690000 PA USD 48825.47000000 0.000018842359 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36209JL33 3786.82000000 PA USD 3857.41000000 0.000001488622 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201P5M3 5630.03000000 PA USD 6057.69000000 0.000002337738 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXBL3 915452.17000000 PA USD 1056340.26000000 0.000407654926 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAN3 1000000.00000000 PA USD 983740.00000000 0.000379637577 Long DBT CORP US N 2 2024-03-19 Fixed 4.37500000 N N N N N N Freddie Mac Pool N/A 3132D53T7 40995920.50000000 PA USD 43017839.30000000 0.016601122567 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 2.50000000 N N N N N N Israel Government AID Bond N/A 46513EJX1 20405000.00000000 PA USD 24043007.45000000 0.009278497480 Long DBT NUSS IL N 2 2024-04-26 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HBU8 5550.67000000 PA USD 6358.79000000 0.000002453936 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 6.00000000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308AQ2 4670000.00000000 PA USD 5489164.70000000 0.002118337356 Long DBT CORP US N 2 2041-09-15 Fixed 4.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286R6 666576000.00000000 PA USD 717195781.40000000 0.276774827972 Long DBT UST US N 2 2024-04-30 Fixed 2.25000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0ZR7 123635000.00000000 PA USD 134430808.20000000 0.051878531328 Long DBT USGSE US N 2 2024-09-06 Fixed 2.62500000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 785592AD8 16008000.00000000 PA USD 14887440.00000000 0.005745249416 Long DBT CORP US N 2 2023-04-15 Fixed 5.62500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967BL4 5530000.00000000 PA USD 6594525.00000000 0.002544909730 Long DBT CORP US N 2 2032-06-15 Fixed 6.62500000 N N N N N N Freddie Mac Gold Pool N/A 31292GT22 3822.24000000 PA USD 4311.52000000 0.000001663869 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31402VL32 137245.26200000 PA USD 161077.90000000 0.000062161977 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31388KD90 31156.00240000 PA USD 36655.66000000 0.000014145877 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBD9 22945000.00000000 PA USD 21644247.95000000 0.008352786168 Long DBT CORP US N 2 2042-09-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402D3K4 121197.29630000 PA USD 139728.36000000 0.000053922922 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2015-C27 N/A 46644ABF8 3048000.00000000 PA USD 3145170.24000000 0.001213760558 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.17940000 N N N N N N Vodafone Group PLC 213800TB53ELEUKM7Q61 92857WAB6 8100000.00000000 PA USD 9243801.00000000 0.003567298494 Long DBT CORP GB N 2 2032-11-30 Fixed 6.25000000 N N N N N N Fannie Mae Pool N/A 31385JBZ0 202884.93570000 PA USD 241920.00000000 0.000093359955 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138ENQ85 23314346.13000000 PA USD 24926300.02000000 0.009619371138 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GK96 7682.66000000 PA USD 8537.13000000 0.000003294585 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M74M5 2867853.18000000 PA USD 3137804.20000000 0.001210917911 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N International Flavors & Fragrances Inc BZLRL03D3GPGMOGFO832 459506AE1 4850000.00000000 PA USD 4501479.00000000 0.001737177083 Long DBT CORP US N 2 2047-06-01 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 36205X3D4 30634.59000000 PA USD 35507.63000000 0.000013702838 Long ABS-MBS USGA US N 2 2025-05-15 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 31387NXE2 8484.63000000 PA USD 8932.96000000 0.000003447341 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418MNK4 3101728.98000000 PA USD 3638855.39000000 0.001404279836 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4GS6 12032.66330000 PA USD 14152.58000000 0.000005461657 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138WCZR7 8243485.48000000 PA USD 9021340.77000000 0.003481448308 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LC20 731019.29000000 PA USD 834670.52000000 0.000322109799 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.50000000 N N N N N N Eastman Chemical Co FDPVHDGJ1IQZFK9KH630 277432AR1 3674000.00000000 PA USD 3717463.42000000 0.001434615658 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787GAJ1 7025000.00000000 PA USD 7237646.75000000 0.002793098462 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Fannie Mae Pool N/A 31418BTK2 14084884.32000000 PA USD 14761099.62000000 0.005696493083 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZK9 147849.65000000 PA USD 159232.59000000 0.000061449849 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KLVM6 126994.60590000 PA USD 144067.76000000 0.000055597551 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Rogers Communications Inc 54930030NVF3Y2OL0A78 775109AY7 6060000.00000000 PA USD 6472201.20000000 0.002497703444 Long DBT CORP CA N 2 2023-10-01 Fixed 4.10000000 N N N N N N WFRBS Commercial Mortgage Trust 2014-C24 N/A 92939KAC2 1687535.93000000 PA USD 1719109.73000000 0.000663425960 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.42800000 N N N N N N Ginnie Mae I Pool N/A 36241LWK8 710906.99000000 PA USD 812552.47000000 0.000313574167 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 5.50000000 N N N N N N CD 2017-CD4 Mortgage Trust N/A 12515DAR5 5133000.00000000 PA USD 5511096.78000000 0.002126801220 Long ABS-MBS CORP US N 2 2050-05-10 Variable 3.51400000 N N N N N N Nexen Inc 6Q7WW7FQZR6X22IL2I79 65334HAE2 5124000.00000000 PA USD 6806824.08000000 0.002626838602 Long DBT CORP CA N 2 2035-03-10 Fixed 5.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283X6 365064000.00000000 PA USD 371678959.70000000 0.143435562226 Long DBT UST US N 2 2021-02-15 Fixed 2.25000000 N N N N N N Ginnie Mae I Pool N/A 36201GXF7 46622.26640000 PA USD 49710.53000000 0.000019183915 Long ABS-MBS USGA US N 2 2035-02-15 Fixed 5.50000000 N N N N N N Ohio Power Co 06ZODLC132CY1O2Y7D77 677415CP4 6266000.00000000 PA USD 6533119.58000000 0.002521212609 Long DBT CORP US N 2 2021-10-01 Fixed 5.37500000 N N N N N N Allergan Inc/United States 6T6CAG8O6TSUTMO6BA21 018490AQ5 9290000.00000000 PA USD 9412906.70000000 0.003632558501 Long DBT CORP US N 2 2023-03-15 Fixed 2.80000000 N N N N N N Ginnie Mae I Pool N/A 36210GV92 9441.14000000 PA USD 9643.94000000 0.000003721717 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCY6 39762000.00000000 PA USD 42128634.24000000 0.016257967206 Long DBT CORP US N 2 2027-04-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31417EZB0 10106081.24000000 PA USD 10651910.69000000 0.004110705647 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N Children's Hospital Medical Center/Cincinnati OH 549300EKVCKSAOOWU002 16876AAA2 2100000.00000000 PA USD 2662317.00000000 0.001027421450 Long DBT CORP US N 2 2044-05-15 Fixed 4.26800000 N N N N N N Ginnie Mae I Pool N/A 36225BMU9 33620.26860000 PA USD 39860.86000000 0.000015382804 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C29 549300NYO16WLNMVJJ46 94989KAW3 5800000.00000000 PA USD 5961878.00000000 0.002300763334 Long ABS-MBS CORP US N 2 2048-06-15 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 3138WKXB6 2041464.21000000 PA USD 2164789.06000000 0.000835419191 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N US Airways 2012-1 Class A Pass Through Trust N/A 90345WAA2 877531.53000000 PA USD 878066.82000000 0.000338856975 Long DBT CORP US N 2 2024-10-01 Fixed 5.90000000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370CQ1 9583000.00000000 PA USD 4791500.00000000 0.001849099817 Long DBT CORP US N 2 2043-01-15 Fixed 4.75000000 N N N N N N Manufacturers & Traders Trust Co WWB2V0FCW3A0EE3ZJN75 55279HAL4 2145000.00000000 PA USD 2156154.00000000 0.000832086813 Long DBT CORP US N 2 2022-05-18 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31417AVT3 22892343.56000000 PA USD 24946015.70000000 0.009626979665 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N CFCRE Commercial Mortgage Trust 2017-C8 N/A 12532CBA2 3650000.00000000 PA USD 3934335.00000000 0.001518309115 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.57190000 N N N N N N Fannie Mae Pool N/A 3138M5LN7 31456961.63000000 PA USD 33942061.60000000 0.013098666366 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BF6 21058000.00000000 PA USD 23283409.44000000 0.008985359102 Long DBT CORP US N 2 2026-11-30 Fixed 3.75000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B5JM6 15354000.00000000 PA USD 16464247.74000000 0.006353759258 Long ABS-MBS USGSE US N 2 2023-07-25 Variable 3.53100000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BR0 3500000.00000000 PA USD 3479315.00000000 0.001342711203 Long DBT CORP US N 2 2030-03-30 Fixed 4.75000000 N N N N N N Ingersoll-Rand Luxembourg Finance SA 549300GHBOWCVY92IS29 456873AB4 7960000.00000000 PA USD 8206680.40000000 0.003167060675 Long DBT CORP LU N 2 2024-11-01 Fixed 3.55000000 N N N N N N CHRISTUS Health OQUVMAC1TV7BMO6XVW61 17108JAA1 6750000.00000000 PA USD 7384162.50000000 0.002849640723 Long DBT CORP US N 2 2028-07-01 Fixed 4.34100000 N N N N N N Ginnie Mae I Pool N/A 36207BVG2 15413.39000000 PA USD 16838.51000000 0.000006498191 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJSH4 6167096.56000000 PA USD 6450289.63000000 0.002489247495 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210UPX5 5294.42500000 PA USD 5840.33000000 0.000002253856 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 7.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAJ0 7406000.00000000 PA USD 8392553.26000000 0.003238791338 Long DBT CORP US N 2 2042-03-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 3138LTJD1 4855812.07000000 PA USD 5301915.52000000 0.002046075554 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148LAF3 31519000.00000000 PA USD 34701158.24000000 0.013391611260 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N Fannie Mae Pool N/A 31390WL83 4164.25980000 PA USD 4919.20000000 0.000001898380 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079KAA5 13553000.00000000 PA USD 13952949.03000000 0.005384617656 Long DBT CORP US N 2 2021-05-19 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36208EWZ2 4230.67000000 PA USD 4657.59000000 0.000001797422 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31380RQM0 14304.53910000 PA USD 15788.21000000 0.000006092867 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 313615TX4 6821.63000000 PA USD 7412.04000000 0.000002860399 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36200XYT0 12129.30000000 PA USD 13424.35000000 0.000005180624 Long ABS-MBS USGA US N 2 2032-01-15 Fixed 7.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAT8 11003000.00000000 PA USD 11581757.80000000 0.004469545284 Long DBT CORP US N 2 2024-09-01 Fixed 3.40000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364DAQ3 8625000.00000000 PA USD 8689342.50000000 0.003353326020 Long DBT CORP US N 2 2021-02-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36225BTD0 27394.50000000 PA USD 32626.03000000 0.000012590793 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 7.00000000 N N N N N N Freddie Mac Pool N/A 3132A5JC0 2019176.26000000 PA USD 2132916.46000000 0.000823119156 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAY5 15450000.00000000 PA USD 16404346.50000000 0.006330642619 Long DBT CORP CA N 2 2048-05-15 Fixed 4.87500000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 N/A 61762TAG1 840000.00000000 PA USD 871197.60000000 0.000336206057 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.35330000 N N N N N N Fannie Mae Pool N/A 31418BL79 3664298.16000000 PA USD 3876351.09000000 0.001495932399 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312929MQ2 2836594.09000000 PA USD 3090781.29000000 0.001192771181 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.00000000 N N N N N N COMM 2016-CR28 Mortgage Trust N/A 12593YBE2 8575000.00000000 PA USD 9177822.50000000 0.003541836566 Long ABS-MBS CORP US N 2 2049-02-10 Fixed 3.76200000 N N N N N N Ginnie Mae I Pool N/A 36292L5E0 18090.36890000 PA USD 19129.12000000 0.000007382166 Long ABS-MBS USGA US N 2 2036-05-15 Fixed 5.50000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAJ1 5838000.00000000 PA USD 3853080.00000000 0.001486951794 Long DBT CORP US N 2 2054-09-15 Fixed 5.00000000 N N N N N N Fannie Mae-Aces N/A 3136AJB54 8175000.00000000 PA USD 8697137.25000000 0.003356334112 Long ABS-MBS USGSE US N 2 2024-03-25 Variable 3.34580000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 06050TJZ6 16504000.00000000 PA USD 20898190.00000000 0.008064873068 Long DBT CORP US N 2 2036-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208V2D6 17181.32000000 PA USD 19047.73000000 0.000007350757 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36291TWZ7 77998.90760000 PA USD 84914.29000000 0.000032769487 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S4JM0 78344.79000000 PA USD 80789.15000000 0.000031177544 Long ABS-MBS USGSE US N 2 2037-03-01 Floating 3.69900000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AX0 3000000.00000000 PA USD 3110640.00000000 0.001200434906 Long DBT CORP US N 2 2024-04-18 Fixed 3.12500000 N N N N N N State of California N/A 13063BJA1 24125000.00000000 PA USD 25762605.00000000 0.009942111696 Long DBT MUN US N 2 2021-11-01 Fixed 5.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128P74H3 8040412.71000000 PA USD 8585954.71000000 0.003313427378 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DM6 8722000.00000000 PA USD 7500920.00000000 0.002894698904 Long DBT CORP US N 2 2048-04-01 Variable 5.75000000 N N N N N N Freddie Mac Gold Pool N/A 31294L6Q1 156.86000000 PA USD 165.55000000 0.000000063887 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N BANK 2018-BNK12 N/A 06541KBD9 2100000.00000000 PA USD 2133705.00000000 0.000823423463 Long ABS-MBS CORP US N 2 2061-05-15 Variable 4.35880000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAS7 5400000.00000000 PA USD 5317596.00000000 0.002052126847 Long DBT CORP US N 2 2027-05-09 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138EJRX8 9751690.25000000 PA USD 10566053.90000000 0.004077572437 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L1JR2 33776.70350000 PA USD 38423.70000000 0.000014828186 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Peruvian Government International Bond N/A 715638BM3 33623000.00000000 PA USD 47478029.61000000 0.018322365828 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.62500000 N N N N N N Freddie Mac Gold Pool N/A 3132WJUV1 290489.18000000 PA USD 312763.89000000 0.000120699499 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BK7 5940000.00000000 PA USD 6379916.40000000 0.002462089585 Long DBT CORP US N 2 2025-09-15 Fixed 3.35000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BM0 6939000.00000000 PA USD 6626745.00000000 0.002557343831 Long DBT CORP GB N 2 2023-11-22 Variable 3.03300000 N N N N N N State of California N/A 13063A5E0 41900000.00000000 PA USD 66079233.00000000 0.025500803017 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FJEH8 11050000.00000000 PA USD 13077564.50000000 0.005046795810 Long ABS-MBS USGSE US N 2 2028-08-25 Variable 3.90000000 N N N N N N Ginnie Mae II Pool N/A 36179M5L0 9112125.29000000 PA USD 9640264.07000000 0.003720298555 Long ABS-MBS USGA US N 2 2043-03-20 Fixed 3.00000000 N N N N N N Owens Corning JO5M6676RDJIZ2U8X907 690742AG6 7825000.00000000 PA USD 6940853.25000000 0.002678562136 Long DBT CORP US N 2 2047-07-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 3138W9TS9 7410595.24000000 PA USD 8093185.17000000 0.003123261445 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BS6 10583000.00000000 PA USD 10466269.51000000 0.004039064392 Long DBT CORP US N 2 2023-12-01 Fixed 2.65000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C15 5493003CHVRASC16O965 92938CAF4 1120000.00000000 PA USD 1165505.60000000 0.000449783197 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.35800000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748148QR7 17495000.00000000 PA USD 26848876.70000000 0.010361317540 Long DBT NUSS CA N 2 2029-09-15 Fixed 7.50000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128JNEG6 10648.87000000 PA USD 11113.91000000 0.000004288996 Long ABS-MBS USGSE US N 2 2036-03-01 Floating 4.35500000 N N N N N N Fannie Mae Pool N/A 31403FPV0 296783.52590000 PA USD 333433.32000000 0.000128676091 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210XT64 7850.09000000 PA USD 8271.88000000 0.000003192222 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TV85 9586099.65000000 PA USD 10169222.09000000 0.003924430075 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620AW3Q1 875630.98000000 PA USD 983823.94000000 0.000379669971 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31390ABC3 8067.95820000 PA USD 9177.14000000 0.000003541573 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31367EJU6 618.94120000 PA USD 658.84000000 0.000000254254 Long ABS-MBS USGSE US N 2 2022-08-01 Fixed 9.00000000 N N N N N N LYB International Finance II BV 549300ZSNDBYN4Z4VZ93 50247WAB3 11785000.00000000 PA USD 11534922.30000000 0.004451470878 Long DBT CORP NL N 2 2027-03-02 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209BWK0 10539.68000000 PA USD 11419.43000000 0.000004406900 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31402XT71 40112.29580000 PA USD 46327.70000000 0.000017878439 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371LPP8 853688.51030000 PA USD 965863.18000000 0.000372738689 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36204JAW6 1850.19000000 PA USD 2051.79000000 0.000000791811 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 313966DN0 538.72000000 PA USD 550.45000000 0.000000212425 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138EJ6V5 2340900.36000000 PA USD 2482993.01000000 0.000958218077 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 4.00000000 N N N N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BH2 22650000.00000000 PA USD 29029372.50000000 0.011202798159 Long DBT CORP US N 2 2045-05-13 Fixed 4.37500000 N N N N N N Vale Canada Ltd PRAQ4VOSFIK7OQ8Z2512 453258AP0 1475000.00000000 PA USD 1475000.00000000 0.000569220960 Long DBT CORP CA N 2 2032-09-15 Fixed 7.20000000 N N N N N N Campbell Soup Co 5493007JDSMX8Z5Z1902 134429BG3 11490000.00000000 PA USD 12422643.30000000 0.004794053522 Long DBT CORP US N 2 2028-03-15 Fixed 4.15000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAE9 1650000.00000000 PA USD 1662177.00000000 0.000641454906 Long DBT CORP JP N 2 2021-09-13 Fixed 2.27300000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DBF5 5900000.00000000 PA USD 5730316.00000000 0.002211400661 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Fannie Mae Pool N/A 31418CVE1 20826648.15000000 PA USD 22002937.24000000 0.008491208854 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36295M5Y1 562.26000000 PA USD 627.79000000 0.000000242272 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418RHE4 1325695.64000000 PA USD 1404216.59000000 0.000541904756 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31411BBF9 21165.52900000 PA USD 24995.64000000 0.000009646130 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36201Q6T5 4687.76000000 PA USD 5004.70000000 0.000001931376 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-A N/A 89232HAD7 1315000.00000000 PA USD 1262123.85000000 0.000487069389 Long ABS-CBDO CORP US N 2 2025-05-15 Fixed 1.68000000 N N N N N N Freddie Mac Gold Pool N/A 3128KGG28 17847.95010000 PA USD 19851.03000000 0.000007660760 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.00000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAR8 6675000.00000000 PA USD 6428559.00000000 0.002480861373 Long DBT CORP US N 2 2022-09-01 Fixed 2.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BB9 48559000.00000000 PA USD 50180870.60000000 0.019365425993 Long DBT CORP US N 2 2022-07-23 Fixed 4.46400000 N N N N N N Freddie Mac Gold Pool N/A 3128MMZC0 11030828.33000000 PA USD 11787212.23000000 0.004548832720 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SB71 33648915.12370000 PA USD 36391301.71000000 0.014043858778 Long ABS-MBS USGA US N 2 2046-05-20 Fixed 3.00000000 N N N N N N Anheuser-Busch InBev Finance Inc 5493000EYEKDT0FBSQ91 035242AM8 7480000.00000000 PA USD 7800218.80000000 0.003010202057 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJV64 88343018.04000000 PA USD 94898069.98000000 0.036622352884 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N Mercury General Corp 5493001Q9EXPCEL4W527 589400AB6 4185000.00000000 PA USD 4633422.75000000 0.001788095827 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137AUPE3 11840000.00000000 PA USD 12093257.60000000 0.004666939458 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 2.39600000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBG5 11400000.00000000 PA USD 12168360.00000000 0.004695922414 Long DBT CORP US N 2 2029-03-01 Fixed 3.37500000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCV2 9205000.00000000 PA USD 9646563.85000000 0.003722729719 Long DBT CORP US N 2 2026-03-15 Fixed 3.10000000 N N N N N N Ginnie Mae I Pool N/A 36212UZY0 21260.39000000 PA USD 23866.06000000 0.000009210211 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31403DBD0 5826288.89000000 PA USD 6515597.13000000 0.002514450477 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.00000000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523BW9 8587000.00000000 PA USD 8536766.05000000 0.003294444858 Long DBT CORP US Y 2 2024-06-15 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8AV6 6391425.28000000 PA USD 7241676.58000000 0.002794653624 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BC9 1000000.00000000 PA USD 1056860.00000000 0.000407855500 Long DBT CORP US N 2 2024-03-15 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36290RZP1 69062.04720000 PA USD 79118.86000000 0.000030532958 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EPY9 50007.08900000 PA USD 58388.28000000 0.000022532767 Long ABS-MBS USGA US N 2 2037-10-20 Fixed 6.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AM2 24052000.00000000 PA USD 24924847.08000000 0.009618810430 Long DBT CORP US N 2 2022-12-15 Fixed 2.70000000 N N N N N N Ginnie Mae I Pool N/A 36207LAM0 8513.64000000 PA USD 10367.31000000 0.000004000874 Long ABS-MBS USGA US N 2 2030-07-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335BC20 16122950.59000000 PA USD 17180938.61000000 0.006630339234 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785GP5 25190000.00000000 PA USD 25803124.60000000 0.009957748717 Long DBT CORP N/A N 2 2021-10-15 Fixed 2.12500000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 29446MAC6 8425000.00000000 PA USD 8152030.00000000 0.003145970402 Long DBT CORP NO N 2 2049-11-18 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31385H5B4 43112.24710000 PA USD 50564.20000000 0.000019513357 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138XBV43 1088032.45000000 PA USD 1156219.44000000 0.000446199552 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJMB3 5174584.66000000 PA USD 5781459.95000000 0.002231137751 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138ETED4 3439423.19000000 PA USD 3585736.25000000 0.001383780495 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 2.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NDH1 7000000.00000000 PA USD 7683480.00000000 0.002965151093 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N Harman International Industries Inc 1VWDHRIRERCQ5D5M5681 413086AH2 4325000.00000000 PA USD 4541466.25000000 0.001752608663 Long DBT CORP US N 2 2025-05-15 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 3138AVU45 923349.05000000 PA USD 1006053.42000000 0.000388248605 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31306XEA7 23390352.67000000 PA USD 24282460.72000000 0.009370905494 Long ABS-MBS USGSE US N 2 2027-08-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36212M5R6 5512.22000000 PA USD 6022.82000000 0.000002324281 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BP6 13331000.00000000 PA USD 13328333.80000000 0.005143570821 Long DBT CORP US N 2 2056-09-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36204VF46 4086.48000000 PA USD 4432.69000000 0.000001710630 Long ABS-MBS USGA US N 2 2024-05-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31411AYB5 6202.00700000 PA USD 6369.03000000 0.000002457888 Long ABS-MBS USGSE US N 2 2021-11-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5T3 41508837.12000000 PA USD 44248420.37000000 0.017076019203 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Marathon Oil Corp 1FRVQX2CRLGC1XLP5727 565849AP1 14152000.00000000 PA USD 9411080.00000000 0.003631853554 Long DBT CORP US N 2 2027-07-15 Fixed 4.40000000 N N N N N N Fannie Mae Pool N/A 3138X3EH1 23035100.73000000 PA USD 24760660.13000000 0.009555448631 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828P79 322416000.00000000 PA USD 333197591.00000000 0.128585120439 Long DBT UST US N 2 2023-02-28 Fixed 1.50000000 N N N N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AK4 6950000.00000000 PA USD 7038265.00000000 0.002716154549 Long DBT CORP US N 2 2024-11-06 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36209AE30 13465.15000000 PA USD 13852.00000000 0.000005345660 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Fannie Mae-Aces N/A 3136ARXR4 5775000.00000000 PA USD 6139113.75000000 0.002369160829 Long ABS-MBS USGSE US N 2 2026-03-25 Fixed 2.57600000 N N N N N N BorgWarner Inc 549300DSFX2IE88NSX47 099724AH9 7565000.00000000 PA USD 7401369.05000000 0.002856280946 Long DBT CORP US N 2 2045-03-15 Fixed 4.37500000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PAR9 8850000.00000000 PA USD 8659990.50000000 0.003341998716 Long DBT CORP US N 2 2022-05-09 Fixed 2.70000000 N N N N N N Ameriprise Financial Inc 6ZLKQF7QB6JAEKQS5388 03076CAH9 400000.00000000 PA USD 399252.00000000 0.000154076343 Long DBT CORP US N 2 2026-09-15 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31292GRX6 576.77000000 PA USD 638.18000000 0.000000246281 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206WNB7 7271.04000000 PA USD 8116.52000000 0.000003132266 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36205SPJ8 9008.04000000 PA USD 9804.80000000 0.000003783795 Long ABS-MBS USGA US N 2 2027-04-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31407CP50 386151.05620000 PA USD 408273.65000000 0.000157557911 Long ABS-MBS USGSE US N 2 2035-07-01 Floating 4.28300000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAD8 2575000.00000000 PA USD 2532461.00000000 0.000977308394 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31381BVY2 5791.34000000 PA USD 6659.40000000 0.000002569945 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 29359UAA7 2382000.00000000 PA USD 2349247.50000000 0.000906604011 Long DBT CORP BM N 2 2022-03-10 Fixed 4.50000000 N N N N N N Kennametal Inc 549300GZDSG25XUV0Y08 489170AE0 8800000.00000000 PA USD 9404208.00000000 0.003629201563 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36224ESZ7 6019.58000000 PA USD 6505.36000000 0.000002510499 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36203FNS0 5244.62000000 PA USD 5699.12000000 0.000002199361 Long ABS-MBS USGA US N 2 2023-06-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138WTUS3 2793742.97000000 PA USD 3002882.57000000 0.001158849965 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402RH28 662440.89000000 PA USD 777447.25000000 0.000300026623 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBM9 14675000.00000000 PA USD 14788291.00000000 0.005706986576 Long DBT CORP US N 2 2025-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31402C4G4 11391987.48980000 PA USD 13114456.00000000 0.005061032701 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18 N/A 61763XAB2 245780.36000000 PA USD 245851.64000000 0.000094877224 Long ABS-MBS CORP US N 2 2047-10-15 Fixed 3.19400000 N N N N N N Freddie Mac Gold Pool N/A 3128MCQ57 54877.17000000 PA USD 57981.57000000 0.000022375813 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.00000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAB2 14275000.00000000 PA USD 17558250.00000000 0.006775948422 Long DBT CORP NL N 2 2043-12-01 Fixed 5.75000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBW4 17011000.00000000 PA USD 16800573.93000000 0.006483551744 Long DBT CORP US N 2 2028-01-31 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 31403DAP4 411981.41000000 PA USD 442076.65000000 0.000170602911 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EJ91 211181.40000000 PA USD 228025.23000000 0.000087997790 Long ABS-MBS USGA US N 2 2036-08-20 Fixed 5.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGL8 25005000.00000000 PA USD 26204989.95000000 0.010112833585 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N Ginnie Mae II Pool N/A 36179NLD8 18932699.83000000 PA USD 20148368.49000000 0.007775507563 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AQLS0 434679.10000000 PA USD 483836.96000000 0.000186718738 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXUP3 711663.17000000 PA USD 838616.76000000 0.000323632703 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 04650NAB0 35950000.00000000 PA USD 41737231.00000000 0.016106919797 Long DBT CORP US N 2 2040-09-01 Fixed 5.35000000 N N N N N N Waste Connections Inc 549300HDLRTPBQU69P29 941053AJ9 12036000.00000000 PA USD 12249759.36000000 0.004727335446 Long DBT CORP CA N 2 2029-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31416YYT9 1042278.40000000 PA USD 1132841.97000000 0.000437177894 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558AQ6 11061000.00000000 PA USD 11265075.45000000 0.004347333602 Long DBT CORP US N 2 2021-04-01 Fixed 4.50000000 N N N N N N Cimarex Energy Co 11KYOFXPU1C4CQL1CL44 171798AC5 10950000.00000000 PA USD 8472562.50000000 0.003269667905 Long DBT CORP US N 2 2024-06-01 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128LXSQ4 42978.92000000 PA USD 50360.55000000 0.000019434766 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 313615MY9 981.76000000 PA USD 1065.09000000 0.000000411031 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31417DU43 5126266.64000000 PA USD 5521604.32000000 0.002130856211 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Progressive Corp/The 529900TACNVLY9DCR586 743315AT0 4750000.00000000 PA USD 5732585.00000000 0.002212276296 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 31402DJF8 787764.25000000 PA USD 924425.59000000 0.000356747404 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VAY9 15433000.00000000 PA USD 14581407.06000000 0.005627147475 Long DBT CORP US N 2 2043-02-15 Fixed 4.45000000 N N N N N N Freddie Mac Gold Pool N/A 31287U6P2 11640.06000000 PA USD 13267.57000000 0.000005120121 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N JB Hunt Transport Services Inc 549300XCD1MPI1C5GK90 445658CE5 4100000.00000000 PA USD 4194874.00000000 0.001618854376 Long DBT CORP US N 2 2022-08-15 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36210XUB1 7801.99000000 PA USD 7996.57000000 0.000003085976 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JP7 4207000.00000000 PA USD 4354076.72000000 0.001680292698 Long DBT CORP US N 2 2025-04-27 Fixed 3.30000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16 N/A 61763MAJ9 1675000.00000000 PA USD 1704312.50000000 0.000657715523 Long ABS-MBS CORP US N 2 2047-06-15 Variable 4.33650000 N N N N N N Fannie Mae Pool N/A 3138A2BE8 10405843.05000000 PA USD 11396791.48000000 0.004398164466 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 3.50000000 N N N N N N Valmont Industries Inc 5493009ZGZJJ8F77JN08 920253AF8 7950000.00000000 PA USD 7789966.50000000 0.003006245566 Long DBT CORP US N 2 2044-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJF49 147299.90370000 PA USD 165840.54000000 0.000063999939 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Permanent University Fund - Texas A&M University System N/A 8821177C2 5715000.00000000 PA USD 5764320.45000000 0.002224523403 Long DBT MUN US N 2 2049-07-01 Fixed 3.10000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0BT4 1345000.00000000 PA USD 1879476.10000000 0.000725313349 Long DBT CORP N/A N 2 2041-10-28 Fixed 3.87500000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DY1 3129000.00000000 PA USD 3196555.11000000 0.001233590622 Long DBT CORP US N 2 2025-01-15 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 3620AL6U3 1325153.23000000 PA USD 1450870.52000000 0.000559909091 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138MRML2 11998590.72000000 PA USD 12489333.08000000 0.004819789943 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31408B6V5 39903.12020000 PA USD 47662.68000000 0.000018393624 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWQ2 8894377.90000000 PA USD 9314459.37000000 0.003594566444 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 2.50000000 N N N N N N United Airlines 2015-1 Class AA Pass Through Trust N/A 90932LAA5 3842291.91750000 PA USD 3725755.20000000 0.001437815560 Long DBT CORP US N 2 2027-12-01 Fixed 3.45000000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822AT1 12500000.00000000 PA USD 12732625.00000000 0.004913679340 Long DBT CORP JP N 2 2023-03-02 Fixed 3.45500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RBD3 3265000.00000000 PA USD 3291675.05000000 0.001270298598 Long DBT CORP US N 2 2022-02-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJFW5 90278.67350000 PA USD 106496.33000000 0.000041098266 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.00000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773CL2 5403000.00000000 PA USD 5457030.00000000 0.002105936173 Long DBT CORP US N 2 2022-03-15 Fixed 3.50000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275RBH4 9600000.00000000 PA USD 9819936.00000000 0.003789636201 Long DBT CORP US N 2 2023-09-20 Fixed 2.20000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHN3 12600000.00000000 PA USD 12303270.00000000 0.004747985872 Long DBT CORP US N 2 2026-07-22 Fixed 2.37500000 N N N N N N XLIT Ltd 635400XCGXK8NVDIVE95 98420EAB1 7000000.00000000 PA USD 8232840.00000000 0.003177155992 Long DBT CORP KY N 2 2043-12-15 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128PCAN2 1391.46700000 PA USD 1419.06000000 0.000000547633 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138ETJ80 8724126.70000000 PA USD 9562951.48000000 0.003690462659 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 4.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687ER3 194000.00000000 PA USD 266656.88000000 0.000102906227 Long DBT CORP US N 2 2041-02-15 Fixed 6.15000000 N N N N N N QVC Inc 549300WBLU5NKPX5X472 747262AK9 5103000.00000000 PA USD 4892501.25000000 0.001888077463 Long DBT CORP US N 2 2023-03-15 Fixed 4.37500000 N N N N N N Freddie Mac Pool N/A 3132DV3U7 76045193.19000000 PA USD 80429198.58000000 0.031038634328 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31307WT95 617708.04000000 PA USD 658612.67000000 0.000254166872 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CY1 5607000.00000000 PA USD 5418941.22000000 0.002091237236 Long DBT CORP US N 2 2026-11-30 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138EKNA9 41645.17000000 PA USD 44213.43000000 0.000017062515 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4.50000000 N N N N N N Tennessee Gas Pipeline Co LLC N/A 880451AV1 2520000.00000000 PA USD 2746296.00000000 0.001059829997 Long DBT CORP US N 2 2028-10-15 Fixed 7.00000000 N N N N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687CM6 17810000.00000000 PA USD 18389359.30000000 0.007096683902 Long DBT CORP US N 2 2022-09-15 Fixed 3.00000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BF2 8650000.00000000 PA USD 9240449.00000000 0.003566004916 Long DBT CORP US N 2 2026-01-15 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36210S3D8 3627.35000000 PA USD 3708.68000000 0.000001431226 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216CF5 5347000.00000000 PA USD 5434423.45000000 0.002097212022 Long DBT CORP US N 2 2022-05-25 Fixed 2.20000000 N N N N N N Fannie Mae Pool N/A 3138WFGD2 5416236.93000000 PA USD 5774737.65000000 0.002228543531 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410FVW2 4386198.16000000 PA USD 5020837.17000000 0.001937603901 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31417Y3A3 7101068.64000000 PA USD 7705227.56000000 0.002973543748 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CXN5 248002.41070000 PA USD 284587.73000000 0.000109825966 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C40 N/A 95000YAX3 5350000.00000000 PA USD 5589840.50000000 0.002157189407 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.31700000 N N N N N N Fannie Mae Pool N/A 3138LTJ74 11416535.57000000 PA USD 12558417.46000000 0.004846450470 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31410TVX0 15720.67000000 PA USD 18390.35000000 0.000007097066 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31417D2K8 3679690.71000000 PA USD 3898816.29000000 0.001504602001 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMW74 17192136.34000000 PA USD 18004292.86000000 0.006948081944 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31410ENP9 1329.76740000 PA USD 1422.17000000 0.000000548833 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 6.00000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAQ3 1368000.00000000 PA USD 1667414.16000000 0.000643475992 Long DBT CORP US N 2 2040-01-30 Fixed 5.75000000 N N N N N N GS Mortgage Securities Trust 2014-GC22 N/A 36253BAV5 1872048.42000000 PA USD 1919972.86000000 0.000740941555 Long ABS-MBS CORP US N 2 2047-06-10 Fixed 3.46700000 N N N N N N Freddie Mac Gold Pool N/A 31292HQN7 69215.01170000 PA USD 81432.15000000 0.000031425685 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.00000000 N N N N N N Tampa Electric Co WS423EPRKJIIJUITXD73 875127BC5 5935000.00000000 PA USD 6337393.00000000 0.002445679273 Long DBT CORP US N 2 2044-05-15 Fixed 4.35000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032633 60975000.00000000 PA USD 64278015.75000000 0.024805690737 Long ABS-MBS USGSE US N 2 2050-03-15 Fixed 3.50000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UDB2 3160000.00000000 PA USD 3170712.40000000 0.001223617597 Long DBT CORP US N 2 2024-08-15 Variable 3.07100000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAH6 6753000.00000000 PA USD 6815870.43000000 0.002630329701 Long DBT CORP US N 2 2029-05-15 Fixed 4.12500000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MBM1 31400000.00000000 PA USD 31339084.00000000 0.012094144734 Long DBT CORP JP N 2 2024-07-16 Fixed 2.69600000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CE0 33995000.00000000 PA USD 33612556.25000000 0.012971506128 Long DBT CORP NL N 2 2049-11-07 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJS35 27896742.38000000 PA USD 29988719.09000000 0.011573022015 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.00000000 N N N N N N Citigroup COmmercial Mortgage Trust 2018-C6 N/A 17327GAY0 2300000.00000000 PA USD 2620022.00000000 0.001011099280 Long ABS-MBS CORP US N 2 2051-11-10 Fixed 4.41200000 N N N N N N Fannie Mae Pool N/A 31418VN81 507736.57000000 PA USD 565258.05000000 0.000218140155 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Philippine Government International Bond N/A 718286BD8 7900000.00000000 PA USD 10141625.00000000 0.003913780013 Long DBT NUSS PH N 2 2032-01-15 Fixed 6.37500000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AE5 13725000.00000000 PA USD 14019675.75000000 0.005410368332 Long DBT CORP US N 2 2023-11-01 Fixed 3.55000000 N N N N N N TJX COMPANIES INC V167QI9I69W364E2DY52 872540AS8 4000000.00000000 PA USD 4106320.00000000 0.001584680279 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31410SSA6 58023.72220000 PA USD 68736.64000000 0.000026526329 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179MVS6 17908678.05520000 PA USD 19449361.63000000 0.007505752067 Long ABS-MBS USGA US N 2 2042-12-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31418AEK0 9703492.93000000 PA USD 10453864.04000000 0.004034276966 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207N6Q2 13644.44000000 PA USD 15622.61000000 0.000006028960 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31413KG96 545757.74080000 PA USD 639617.16000000 0.000246836267 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAJ6 1050000.00000000 PA USD 981823.50000000 0.000378897976 Long DBT CORP US N 2 2026-10-15 Fixed 3.25000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETL3 5000000.00000000 PA USD 4998550.00000000 0.001929003003 Long DBT CORP US N 2 2022-01-06 Fixed 2.65000000 N N N N N N Steel Dynamics Inc 549300HGGKEL4FYTTQ83 858119BH2 800000.00000000 PA USD 752000.00000000 0.000290206211 Long DBT CORP US N 2 2025-09-15 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 31296M2P3 159928.25250000 PA USD 188184.38000000 0.000072622707 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209UA48 26954.04000000 PA USD 29607.93000000 0.000011426070 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36292HSJ3 5402.37440000 PA USD 5741.32000000 0.000002215647 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36210XT80 5660.13000000 PA USD 5764.84000000 0.000002224723 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.50000000 N N N N N N Mizuho Financial Group Inc 353800CI5L6DDAN5XZ33 60687YAT6 15000000.00000000 PA USD 17232900.00000000 0.006650391785 Long DBT CORP JP N 2 2029-09-11 Variable 4.25400000 N N N N N N Fannie Mae Pool N/A 31410KYM0 536257.79000000 PA USD 624273.78000000 0.000240915064 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36208QX43 22996.04000000 PA USD 24261.28000000 0.000009362731 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N JetBlue 2019-1 Class AA Pass Through Trust N/A 477143AH4 10260000.00000000 PA USD 8945386.20000000 0.003452136488 Long DBT CORP US N 2 2032-05-15 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MERH6 5070049.84000000 PA USD 5351184.10000000 0.002065088915 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.50000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAL7 10304000.00000000 PA USD 10403639.68000000 0.004014894757 Long DBT CORP US N 2 2027-09-12 Fixed 3.00000000 N N N N N N Chubb Corp/The N/A 171232AQ4 5045000.00000000 PA USD 6983339.45000000 0.002694958092 Long DBT CORP US N 2 2037-05-11 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418CMJ0 26202472.83000000 PA USD 27493468.67000000 0.010610073649 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CF9 18985000.00000000 PA USD 21789654.05000000 0.008408900202 Long DBT CORP US N 2 2037-03-03 Fixed 3.62500000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC18 5493007CD1Q2V06I4172 94989AAU9 5650000.00000000 PA USD 5826054.00000000 0.002248347153 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.40500000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BL9 2923000.00000000 PA USD 2880090.36000000 0.001111462915 Long DBT CORP US N 2 2026-04-01 Fixed 4.37500000 N N N N N N New York City Water & Sewer System N/A 64972FT30 395000.00000000 PA USD 570541.95000000 0.000220179279 Long DBT MUN US N 2 2042-06-15 Fixed 5.72400000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BL7 30384000.00000000 PA USD 32770359.36000000 0.012646491808 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBH3 3925000.00000000 PA USD 4116226.00000000 0.001588503129 Long DBT CORP US N 2 2028-09-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 3138ENLB3 3028949.04000000 PA USD 3198055.26000000 0.001234169549 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.50000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BM7 8150000.00000000 PA USD 6942903.50000000 0.002679353353 Long DBT CORP US N 2 2047-05-15 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296DHF8 656722.59000000 PA USD 762927.77000000 0.000294423374 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371KXV8 13480.44000000 PA USD 14709.05000000 0.000005676406 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 5.00000000 N N N N N N COMM 2015-CCRE23 Mortgage Trust N/A 12593ABC8 2325000.00000000 PA USD 2304702.75000000 0.000889413635 Long ABS-MBS CORP US N 2 2048-05-10 Fixed 3.80100000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448EL8 19559000.00000000 PA USD 20375783.84000000 0.007863269993 Long DBT CORP US N 2 2029-07-29 Fixed 2.62500000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918BL7 47795000.00000000 PA USD 62752445.25000000 0.024216953988 Long DBT CORP US N 2 2045-11-03 Fixed 4.45000000 N N N N N N Ginnie Mae I Pool N/A 36225AUJ7 869.97000000 PA USD 1035.07000000 0.000000399446 Long ABS-MBS USGA US N 2 2027-06-15 Fixed 8.25000000 N N N N N N Fannie Mae Pool N/A 31403DB65 33092.35940000 PA USD 33562.93000000 0.000012952354 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371KMK4 29422.77000000 PA USD 34519.68000000 0.000013321576 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371EVX0 7387.80000000 PA USD 8099.10000000 0.000003125544 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 7.00000000 N N N N N N CH Robinson Worldwide Inc 529900WNWN5L0OVDHA79 12541WAA8 4292000.00000000 PA USD 4748883.40000000 0.001832653537 Long DBT CORP US N 2 2028-04-15 Fixed 4.20000000 N N N N N N Duke University Health System Inc SYIJ9BNVFR17R33OPQ57 26443CAA1 6005000.00000000 PA USD 6888155.35000000 0.002658225356 Long DBT CORP US N 2 2047-06-01 Fixed 3.92000000 N N N N N N Ginnie Mae II Pool N/A 36179Q6Q9 29438751.16910000 PA USD 31863915.49000000 0.012296683774 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDD1 26656000.00000000 PA USD 28099155.84000000 0.010843815908 Long DBT CORP US N 2 2025-01-15 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36291JEU0 92098.74680000 PA USD 104132.37000000 0.000040185984 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Affiliated Managers Group Inc 2JE75BUE3T1BLCYYGK54 008252AN8 11145000.00000000 PA USD 11788066.50000000 0.004549162393 Long DBT CORP US N 2 2025-08-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QGD7 8280380.32000000 PA USD 8962104.03000000 0.003458588108 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMH55 105179.97460000 PA USD 111701.13000000 0.000043106864 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 5.00000000 N N N N N N Ingersoll-Rand Luxembourg Finance SA 549300GHBOWCVY92IS29 456873AF5 3700000.00000000 PA USD 3867055.00000000 0.001492344921 Long DBT CORP LU N 2 2049-03-21 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36208XEX5 16425.03000000 PA USD 18611.37000000 0.000007182360 Long ABS-MBS USGA US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1AK5 7387.34350000 PA USD 7465.72000000 0.000002881114 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 4.50000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AZ6 8850000.00000000 PA USD 9167095.50000000 0.003537696882 Long DBT CORP US N 2 2027-03-30 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31402GUS0 12224.51930000 PA USD 14018.71000000 0.000005409995 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31414CP85 845155.77000000 PA USD 957493.87000000 0.000369508867 Long ABS-MBS USGSE US N 2 2038-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297CJS0 46798.42580000 PA USD 52647.29000000 0.000020317248 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402RJW0 601.63080000 PA USD 604.05000000 0.000000233110 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K1EU1 34165.38640000 PA USD 39036.00000000 0.000015064480 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418CYG3 9338691.49000000 PA USD 9832521.50000000 0.003794493103 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31298FT77 71176.60000000 PA USD 82825.36000000 0.000031963343 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36208X5Y3 14621.61000000 PA USD 15399.33000000 0.000005942794 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.00000000 N N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06739FFU0 350000.00000000 PA USD 368683.00000000 0.000142279383 Long DBT CORP GB Y 2 2021-06-12 Fixed 10.17900000 N N N N N N Fannie Mae Pool N/A 31419AP50 1667187.27000000 PA USD 1906328.61000000 0.000735676068 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31390TTH2 11709.72750000 PA USD 13772.16000000 0.000005314848 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.50000000 N N N N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123CG4 5000000.00000000 PA USD 4862750.00000000 0.001876596083 Long DBT CORP US N 2 2029-09-19 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 3140HFE88 991417.43000000 PA USD 1055889.31000000 0.000407480899 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31386FUW3 7345.30000000 PA USD 8007.11000000 0.000003090043 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36241LX84 13556528.29000000 PA USD 14543307.98000000 0.005612444563 Long ABS-MBS USGA US N 2 2041-09-15 Fixed 3.50000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KU4 6033000.00000000 PA USD 6266235.78000000 0.002418218811 Long DBT CORP US N 2 2028-07-25 Fixed 4.12500000 N N N N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160KAJ4 7135000.00000000 PA USD 7194363.20000000 0.002776394798 Long DBT CORP US N 2 2021-05-18 Fixed 2.15000000 N N N N N N Ginnie Mae I Pool N/A 36206L4R7 3662.78000000 PA USD 3946.87000000 0.000001523146 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 8.00000000 N N N N N N City of San Antonio TX Electric & Gas Systems Revenue 5493002G2FEH20Q4GQ04 796253Y30 6750000.00000000 PA USD 9625162.50000000 0.003714470670 Long DBT MUN US N 2 2041-02-01 Fixed 5.80800000 N N N N N N Fannie Mae Pool N/A 31402CV58 2193173.71000000 PA USD 2398410.91000000 0.000925576787 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31417FYS1 16052216.57000000 PA USD 17253724.98000000 0.006658428405 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36206MA64 2067.33000000 PA USD 2225.94000000 0.000000859018 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 7.00000000 N N N N N N Freddie Mac Pool N/A 3132AEG42 37000024.42000000 PA USD 38661325.52000000 0.014919889376 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31386RD22 3210.07000000 PA USD 3494.35000000 0.000001348513 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 867914BS1 12763000.00000000 PA USD 13722267.08000000 0.005295594604 Long DBT CORP US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BQYS0 11625000.00000000 PA USD 12301923.75000000 0.004747466337 Long ABS-MBS USGSE US N 2 2026-05-25 Fixed 2.52500000 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAA7 1575000.00000000 PA USD 1503684.00000000 0.000580290474 Long DBT CORP US N 2 2023-07-15 Fixed 5.25000000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582BY7 7520000.00000000 PA USD 7923072.00000000 0.003057612644 Long DBT CORP NL N 2 2046-09-12 Fixed 3.75000000 N N N N N N Hubbell Inc 54930088VDQ6840Y6597 443510AH5 3200000.00000000 PA USD 3285856.00000000 0.001268052953 Long DBT CORP US N 2 2027-08-15 Fixed 3.15000000 N N N N N N Freddie Mac Non Gold Pool N/A 31349TCV1 486.07000000 PA USD 521.10000000 0.000000201099 Long ABS-MBS USGSE US N 2 2034-08-01 Floating 4.33200000 N N N N N N Freddie Mac Gold Pool N/A 3128MDAX1 3694.37000000 PA USD 3869.70000000 0.000001493365 Long ABS-MBS USGSE US N 2 2021-12-01 Fixed 3.00000000 N N N N N N Northern States Power Co/MN 3S1GHB0TEH85KX44SB51 665772CJ6 4083000.00000000 PA USD 3754236.84000000 0.001448806982 Long DBT CORP US N 2 2042-08-15 Fixed 3.40000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAP3 10920000.00000000 PA USD 11511427.20000000 0.004442403825 Long DBT CORP US N 2 2029-01-24 Variable 3.77200000 N N N N N N CubeSmart LP 549300MPHKO3I3FJRA97 22966RAC0 2265000.00000000 PA USD 2379586.35000000 0.000918312153 Long DBT CORP US N 2 2025-11-15 Fixed 4.00000000 N N N N N N ABB Finance USA Inc 5493002Y01YAFV45F528 00037BAB8 3668000.00000000 PA USD 3684946.16000000 0.001422066841 Long DBT CORP US N 2 2022-05-08 Fixed 2.87500000 N N N N N N Ginnie Mae I Pool N/A 36202XLL9 188690.19270000 PA USD 205257.19000000 0.000079211318 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GJR76 4616276.89000000 PA USD 5080997.48000000 0.001960820517 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.00000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AW1 14445000.00000000 PA USD 12513270.15000000 0.004829027558 Long DBT CORP CA N 2 2023-01-15 Fixed 2.95000000 N N N N N N GlaxoSmithKline Capital PLC 549300U0LV41VX7LEP38 377373AG0 12580000.00000000 PA USD 13075526.20000000 0.005046009204 Long DBT CORP GB N 2 2024-06-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FX43 2192767.26000000 PA USD 2328850.40000000 0.000898732515 Long ABS-MBS USGA US N 2 2026-10-20 Fixed 3.50000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AG8 7607000.00000000 PA USD 7656445.50000000 0.002954718141 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBA4 20316000.00000000 PA USD 20170334.28000000 0.007783984436 Long DBT CORP MX N 2 2045-05-13 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36290XPW4 170130.92470000 PA USD 199325.39000000 0.000076922162 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807BK7 6575000.00000000 PA USD 6807820.75000000 0.002627223229 Long DBT CORP US N 2 2027-02-01 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDSH9 35429.19070000 PA USD 41663.67000000 0.000016078531 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31407FA75 5594.57410000 PA USD 5628.25000000 0.000002172012 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7JL1 646182.96000000 PA USD 740079.81000000 0.000285606061 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WWNZ8 3538003.86000000 PA USD 3688758.20000000 0.001423537955 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCY5 15864000.00000000 PA USD 16655296.32000000 0.006427487296 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N Freddie Mac Gold Pool N/A 31298VDU8 18614.11000000 PA USD 21268.85000000 0.000008207915 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283HLC7 6650.19000000 PA USD 7492.10000000 0.000002891295 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KEY98 166952.54000000 PA USD 196761.92000000 0.000075932887 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AP4 32413000.00000000 PA USD 33083300.84000000 0.012767259842 Long DBT CORP GB N 2 2024-03-14 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292GZE9 19730.29000000 PA USD 21708.65000000 0.000008377639 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FGW0 13600109.59000000 PA USD 14790935.19000000 0.005708007003 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36210ETV1 10498.01000000 PA USD 11019.03000000 0.000004252381 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159MK9 9434000.00000000 PA USD 9819944.94000000 0.003789639652 Long DBT CORP CA N 2 2024-02-11 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 3138EKW35 9428284.77000000 PA USD 11042312.84000000 0.004261366722 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 6.00000000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512AC3 10090000.00000000 PA USD 10169408.30000000 0.003924501936 Long DBT CORP US N 2 2021-03-01 Fixed 3.70000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EAV1 6495000.00000000 PA USD 6567289.35000000 0.002534399151 Long DBT CORP US N 2 2025-06-01 Fixed 3.45000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAW4 1800000.00000000 PA USD 1843668.00000000 0.000711494555 Long DBT CORP US N 2 2022-05-15 Fixed 3.35000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_16-C N/A 65478WAE5 3486970.76000000 PA USD 3468733.90000000 0.001338627824 Long ABS-CBDO CORP US N 2 2023-01-17 Fixed 1.38000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128UGH67 534147.23000000 PA USD 580115.94000000 0.000223874001 Long ABS-MBS USGSE US N 2 2041-02-01 Floating 3.91000000 N N N N N N Foothill-Eastern Transportation Corridor Agency N/A 345105JE1 2775000.00000000 PA USD 2810159.25000000 0.001084475624 Long DBT MUN US N 2 2049-01-15 Fixed 4.09400000 N N N N N N Fannie Mae Pool N/A 31368HLJ0 2382946.12000000 PA USD 2624052.61000000 0.001012654743 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SNU7 71376194.41370000 PA USD 77194781.78000000 0.029790432405 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312945DS4 18021257.58000000 PA USD 19833835.67000000 0.007654125411 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAH2 2872000.00000000 PA USD 3711600.48000000 0.001432353077 Long DBT CORP GB N 2 2036-09-30 Fixed 5.87500000 N N N N N N Fannie Mae Pool N/A 31409T5F1 747.63000000 PA USD 866.11000000 0.000000334242 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.50000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBD5 4215000.00000000 PA USD 4598522.85000000 0.001774627519 Long DBT CORP US N 2 2047-09-30 Fixed 3.80000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46623EKG3 55355000.00000000 PA USD 55284699.15000000 0.021335057307 Long DBT CORP US N 2 2021-08-15 Fixed 2.29500000 N N N N N N Freddie Mac Gold Pool N/A 31298T4F6 5004.14000000 PA USD 5627.76000000 0.000002171823 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZD5 3986735.45000000 PA USD 4327641.20000000 0.001670090900 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Pool N/A 3132A5G33 59121577.28000000 PA USD 63338128.17000000 0.024442976357 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M82V5 31950.19000000 PA USD 36800.87000000 0.000014201916 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138Y9EM6 5053899.67000000 PA USD 5388063.52000000 0.002079321145 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297RMH7 382336.80700000 PA USD 431581.79000000 0.000166552814 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HFU3 26230.43000000 PA USD 31491.47000000 0.000012152952 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31413T4N9 17755.12000000 PA USD 20982.82000000 0.000008097532 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292LCY8 43228.89850000 PA USD 47766.64000000 0.000018433744 Long ABS-MBS USGA US N 2 2036-04-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMLD3 244084.67000000 PA USD 261458.62000000 0.000100900153 Long ABS-MBS USGSE US N 2 2024-09-01 Fixed 4.50000000 N N N N N N Energy Transfer Partners LP / Regency Energy Finance Corp N/A 75886AAQ1 21120000.00000000 PA USD 19351200.00000000 0.007467870266 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335AYL6 7934709.37000000 PA USD 8926151.31000000 0.003444713504 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371MAG2 146956.34750000 PA USD 175273.37000000 0.000067640187 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 6.00000000 N N N N N N Flex Ltd 549300EAQH74YHD07T53 33938EAS6 8320000.00000000 PA USD 8328902.40000000 0.003214227674 Long DBT CORP SG N 2 2023-02-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M1RP6 3193.11000000 PA USD 3211.25000000 0.000001239261 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 5.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358W3L6 5400000.00000000 PA USD 5010606.00000000 0.001933655564 Long DBT MUN US N 2 2069-08-01 Fixed 3.28700000 N N N N N N Asian Development Bank 549300X0MVH42CY8Q105 045167EJ8 7500000.00000000 PA USD 8798475.00000000 0.003395441618 Long DBT CORP N/A N 2 2028-09-26 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 31419MDC2 1470556.98000000 PA USD 1583789.87000000 0.000611204332 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Benchmark 2020-IG1 Mortgage Trust N/A 08162LAF7 2640000.00000000 PA USD 2497440.00000000 0.000963793352 Long ABS-MBS CORP US N 2 2043-09-15 Fixed 2.90860000 N N N N N N Freddie Mac Gold Pool N/A 3128K7ZV3 103989.74000000 PA USD 117423.13000000 0.000045315055 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3129344K5 2970393.88000000 PA USD 3318197.30000000 0.001280533866 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AC7K4 43207.25000000 PA USD 49608.40000000 0.000019144502 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293PE50 43139.94370000 PA USD 49675.65000000 0.000019170455 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N GS Mortgage Securities Trust 2017-GS5 N/A 36252HAH4 3350000.00000000 PA USD 3359514.00000000 0.001296478497 Long ABS-MBS CORP US N 2 2050-03-10 Variable 3.82600000 N N N N N N Ginnie Mae II Pool N/A 36179RXD6 81082033.28880000 PA USD 87271024.89000000 0.033678980729 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NFE3 2367152.97000000 PA USD 2495026.57000000 0.000962861979 Long ABS-MBS USGA US N 2 2028-06-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410RN62 6720.47800000 PA USD 8034.73000000 0.000003100702 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31371EYK5 1121.69000000 PA USD 1236.28000000 0.000000477095 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 9.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EF1 5682000.00000000 PA USD 6154856.04000000 0.002375235975 Long DBT CORP US N 2 2045-11-15 Fixed 4.05000000 N N N N N N Ginnie Mae I Pool N/A 3620C1AL0 6421428.04000000 PA USD 6827069.65000000 0.002634651620 Long ABS-MBS USGA US N 2 2040-08-15 Fixed 4.00000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844BP2 2805000.00000000 PA USD 2928223.65000000 0.001130038154 Long DBT CORP US N 2 2024-01-15 Fixed 3.85000000 N N N N N N Ginnie Mae I Pool N/A 36212VVW6 14498.45000000 PA USD 16924.77000000 0.000006531480 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31371MER4 180279.23290000 PA USD 213117.10000000 0.000082244556 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLMV3 12175000.00000000 PA USD 14033635.50000000 0.005415755574 Long ABS-MBS USGSE US N 2 2029-02-25 Fixed 3.42200000 N N N N N N GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_18-2 N/A 36255KAE1 1050000.00000000 PA USD 1059628.50000000 0.000408923899 Long ABS-CBDO CORP US N 2 2022-04-20 Fixed 3.16000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EC3 14090000.00000000 PA USD 14618797.70000000 0.005641576991 Long DBT CORP AU N 2 2024-02-26 Fixed 3.30000000 N N N N N N North Texas Tollway Authority PQGZGRE0F2WPMYQQ1B78 66285WFB7 8855000.00000000 PA USD 14018881.80000000 0.005410061937 Long DBT MUN US N 2 2049-01-01 Fixed 6.71800000 N N N N N N Fannie Mae Pool N/A 31417LKU8 404214.06000000 PA USD 429978.66000000 0.000165934146 Long ABS-MBS USGSE US N 2 2039-08-01 Floating 4.40300000 N N N N N N Fannie Mae Pool N/A 31387FFK5 10966.55000000 PA USD 12952.26000000 0.000004998439 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2012-GC8 N/A 17318UAD6 5211072.29000000 PA USD 5254428.41000000 0.002027749684 Long ABS-MBS CORP US N 2 2045-09-10 Fixed 3.02400000 N N N N N N Fannie Mae Pool N/A 31402DMP2 1805028.25260000 PA USD 1974430.15000000 0.000761957305 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297N6W1 31139.92020000 PA USD 33175.23000000 0.000012802736 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 5.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175BR4 19470000.00000000 PA USD 21059920.20000000 0.008127286776 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JBK9 1600000.00000000 PA USD 1891136.00000000 0.000729813050 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N Ginnie Mae I Pool N/A 36203DWX4 2582.68000000 PA USD 2863.31000000 0.000001104987 Long ABS-MBS USGA US N 2 2023-01-15 Fixed 7.00000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HN9 8575000.00000000 PA USD 8901621.75000000 0.003435247239 Long DBT CORP N/A N 2 2022-12-15 Fixed 2.00000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BL9 8800000.00000000 PA USD 8541192.00000000 0.003296152888 Long DBT CORP US N 2 2022-09-01 Fixed 3.95000000 N N N N N N Ginnie Mae I Pool N/A 36203BJ88 1407.49000000 PA USD 1542.71000000 0.000000595351 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36178WDK2 8631677.31000000 PA USD 9071547.59000000 0.003500823748 Long ABS-MBS USGA US N 2 2042-10-15 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31294MHB0 873661.55000000 PA USD 927112.16000000 0.000357784185 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGC7 19800000.00000000 PA USD 20966220.00000000 0.008091126696 Long DBT CORP US N 2 2027-11-25 Fixed 4.18300000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CC2 13511000.00000000 PA USD 14105889.33000000 0.005443639232 Long DBT CORP US N 2 2023-12-05 Fixed 4.00000000 N N N N N N CNOOC Finance 2015 USA LLC 549300Q3CTIH31RFPO82 12634MAE0 10000000.00000000 PA USD 11135500.00000000 0.004297328814 Long DBT CORP US N 2 2028-05-02 Fixed 4.37500000 N N N N N N Ginnie Mae I Pool N/A 36181BRL6 7476112.03000000 PA USD 7950994.67000000 0.003068388352 Long ABS-MBS USGA US N 2 2043-08-15 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140JRXF3 147931.43000000 PA USD 159496.71000000 0.000061551776 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.50000000 N N N N N N Zions Bancorp NA 8WH0EE09O9V05QJZ3V89 98971DAB6 4440000.00000000 PA USD 3772978.80000000 0.001456039738 Long DBT CORP US N 2 2029-10-29 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31409G5U6 78909.23580000 PA USD 80560.02000000 0.000031089119 Long ABS-MBS USGSE US N 2 2036-05-01 Floating 4.78700000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDQ2 6100000.00000000 PA USD 7627745.00000000 0.002943642259 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 34959JAG3 7329000.00000000 PA USD 7466931.78000000 0.002881582424 Long DBT CORP US N 2 2026-06-15 Fixed 3.15000000 N N N N N N Fannie Mae-Aces N/A 3136B0YM2 26525000.00000000 PA USD 28957873.00000000 0.011175205607 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 2.90260000 N N N N N N Ginnie Mae II Pool N/A 36179QT76 874874.37000000 PA USD 956255.18000000 0.000369030841 Long ABS-MBS USGA US N 2 2044-11-20 Fixed 5.00000000 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 70109HAL9 16376000.00000000 PA USD 17061499.36000000 0.006584246133 Long DBT CORP US N 2 2024-11-21 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36213TET6 5388.65520000 PA USD 6005.28000000 0.000002317512 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.50000000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348BB1 1775000.00000000 PA USD 1815221.50000000 0.000700516694 Long DBT CORP US N 2 2022-01-15 Fixed 4.20000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AN3 6032000.00000000 PA USD 6137921.92000000 0.002368700886 Long DBT CORP US N 2 2022-03-09 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 3129725W8 6224.42140000 PA USD 6268.61000000 0.000002419135 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294MAD3 89689.80000000 PA USD 94577.89000000 0.000036498791 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 4.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432MQ5 2662000.00000000 PA USD 2652683.00000000 0.001023703568 Long DBT CORP US N 2 2022-02-15 Fixed 3.05000000 N N N N N N Fannie Mae Pool N/A 31419AVV6 1106968.88000000 PA USD 1164619.82000000 0.000449441364 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.50000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PCN0 19483000.00000000 PA USD 20112885.39000000 0.007761814191 Long DBT CORP US N 2 2022-07-15 Fixed 3.35000000 N N N N N N FMC Corp CKDHZ2X64EEBQCSP7013 302491AV7 4000000.00000000 PA USD 3990600.00000000 0.001540022483 Long DBT CORP US N 2 2049-10-01 Fixed 4.50000000 N N N N N N Airgas Inc T9G0YDC6WFXHBPA02M60 009363AQ5 9125000.00000000 PA USD 9646767.50000000 0.003722808310 Long DBT CORP US N 2 2024-07-15 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 31293FTX5 9442.52630000 PA USD 10824.91000000 0.000004177468 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-C N/A 65479JAD5 9130000.00000000 PA USD 9093845.20000000 0.003509428675 Long ABS-CBDO CORP US N 2 2024-07-15 Fixed 1.93000000 N N N N N N Santander UK PLC PTCQB104N23FMNK2RZ28 80283LAX1 13914000.00000000 PA USD 13905234.18000000 0.005366203898 Long DBT CORP GB N 2 2024-06-18 Fixed 2.87500000 N N N N N N Ginnie Mae II Pool N/A 36179UGB2 6640949.27000000 PA USD 7035952.93000000 0.002715262292 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31406EUC6 202673.55610000 PA USD 221664.07000000 0.000085542938 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31407SMA7 142559.08240000 PA USD 158735.26000000 0.000061257923 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132FGAA4 178828.90000000 PA USD 190320.45000000 0.000073447043 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418NXX3 3109736.17000000 PA USD 3426307.31000000 0.001322254872 Long ABS-MBS USGSE US N 2 2040-02-01 Fixed 4.50000000 N N N N N N American Municipal Power Inc EARKGGZJJEMVD66XQ486 02765UEK6 8225000.00000000 PA USD 13878618.25000000 0.005355932477 Long DBT MUN US N 2 2050-02-15 Fixed 8.08400000 N N N N N N Fannie Mae Pool N/A 31400JYW3 30815.41140000 PA USD 35488.26000000 0.000013695363 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WQAP7 5878584.77000000 PA USD 6050004.30000000 0.002334772377 Long ABS-MBS USGSE US N 2 2043-07-01 Floating 2.27300000 N N N N N N Ginnie Mae II Pool N/A 36202FQ66 17903195.25000000 PA USD 19943264.35000000 0.007696355308 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.00000000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAV1 850000.00000000 PA USD 708152.00000000 0.000273284719 Long DBT CORP US N 2 2049-10-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31418BFB7 2889646.30000000 PA USD 3056523.37000000 0.001179550621 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 3.00000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAA6 1251000.00000000 PA USD 1235675.25000000 0.000476862543 Long DBT CORP US N 2 2023-10-01 Fixed 2.45000000 N N N N N N Ginnie Mae I Pool N/A 36291NRS2 69259.12500000 PA USD 75389.25000000 0.000029093655 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31377ALH8 53090.57000000 PA USD 62200.38000000 0.000024003905 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.00000000 N N N N N N Husky Energy Inc N/A 448055AJ2 12571000.00000000 PA USD 11784055.40000000 0.004547614460 Long DBT CORP CA N 2 2022-04-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31402BFR0 46142.84370000 PA USD 53103.49000000 0.000020493301 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31404VCA4 67901.33320000 PA USD 78396.84000000 0.000030254321 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418MC91 1243710.28000000 PA USD 1456210.62000000 0.000561969903 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 6.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BW1 6833000.00000000 PA USD 7622211.50000000 0.002941506812 Long DBT CORP US N 2 2028-12-06 Fixed 3.90000000 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAF2 8361000.00000000 PA USD 8314262.01000000 0.003208577765 Long DBT CORP GB N 2 2023-01-10 Fixed 3.57100000 N N N N N N BANK 2017-BNK6 N/A 060352AJ0 3388000.00000000 PA USD 3514778.96000000 0.001356397189 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 3.74100000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BB5 8535000.00000000 PA USD 8845161.90000000 0.003413458677 Long DBT CORP US N 2 2025-03-15 Fixed 2.95000000 N N N N N N Ginnie Mae I Pool N/A 362206UX0 72.33160000 PA USD 76.88000000 0.000000029668 Long ABS-MBS USGA US N 2 2021-12-15 Fixed 8.50000000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494BH5 16605000.00000000 PA USD 20679867.00000000 0.007980619490 Long DBT CORP US N 2 2048-09-28 Fixed 5.10000000 N N N N N N GATX Corp 549300IHYHCQP2PIR591 361448AW3 4970000.00000000 PA USD 5112489.90000000 0.001972973836 Long DBT CORP US N 2 2025-03-30 Fixed 3.25000000 N N N N N N Ginnie Mae I Pool N/A 36203CKG6 981.95000000 PA USD 1047.00000000 0.000000404050 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36220WRE9 427.72000000 PA USD 457.60000000 0.000000176593 Long ABS-MBS USGA US N 2 2020-10-15 Fixed 9.50000000 N N N N N N Fannie Mae Pool N/A 31401DS85 24762.21410000 PA USD 27852.04000000 0.000010748450 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620MBJ4 8348000.00000000 PA USD 9063590.56000000 0.003497753030 Long DBT CORP US N 2 2029-05-21 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36296XUD4 2572012.22000000 PA USD 2950355.22000000 0.001138579004 Long ABS-MBS USGA US N 2 2039-04-15 Fixed 5.00000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EVB2 4100000.00000000 PA USD 4192578.00000000 0.001617968321 Long DBT CORP US N 2 2026-09-14 Fixed 2.25000000 N N N N N N Ginnie Mae I Pool N/A 36210VGA3 7846.04060000 PA USD 8508.01000000 0.000003283347 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3132AD4R6 4150487.76000000 PA USD 4363490.79000000 0.001683925706 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 21H022614 -84695000.00000000 PA USD -88492723.80000000 -0.03415044962 Short ABS-MBS USGA US N 2 2050-01-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31371LEQ8 713049.02710000 PA USD 779883.11000000 0.000300966652 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31407Y6U8 20169.65820000 PA USD 22772.15000000 0.000008788057 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HED2 850.72000000 PA USD 1054.00000000 0.000000406751 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 9.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FY67 43267347.62450000 PA USD 48194633.17000000 0.018598912111 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.00000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAH5 9970000.00000000 PA USD 9248172.00000000 0.003568985318 Long DBT CORP US N 2 2045-08-15 Fixed 4.45000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAP8 7219000.00000000 PA USD 6335971.92000000 0.002445130860 Long DBT CORP US N 2 2025-03-15 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMQZ9 8408045.14000000 PA USD 8640527.59000000 0.003334487735 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3138XBXV1 6633648.40000000 PA USD 7319567.64000000 0.002824712758 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.00000000 N N N N N N WEC Energy Group Inc 549300IGLYTZUK3PVP70 976657AL0 3139000.00000000 PA USD 3131309.45000000 0.001208411506 Long DBT CORP US N 2 2025-06-15 Fixed 3.55000000 N N N N N N New York City Water & Sewer System N/A 64972FL20 1050000.00000000 PA USD 1557066.00000000 0.000600891256 Long DBT MUN US N 2 2042-06-15 Fixed 6.01100000 N N N N N N Ginnie Mae I Pool N/A 36208RDR2 11005.78000000 PA USD 11480.79000000 0.000004430580 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418DC67 118468366.53000000 PA USD 125151167.10000000 0.048297401689 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31403DP45 9039.79000000 PA USD 9436.37000000 0.000003641613 Long ABS-MBS USGSE US N 2 2021-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31307DNB8 41258.64000000 PA USD 43244.83000000 0.000016688721 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 3.00000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAR4 24000000.00000000 PA USD 18570000.00000000 0.007166395409 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31413AHQ9 63086.02340000 PA USD 69809.10000000 0.000026940205 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 4.50000000 N N N N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21688AAN2 530000.00000000 PA USD 539031.20000000 0.000208018886 Long DBT CORP NL N 2 2021-04-26 Fixed 3.12500000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 89352HAZ2 11100000.00000000 PA USD 12452091.00000000 0.004805417758 Long DBT CORP CA N 2 2049-03-15 Fixed 5.10000000 N N N N N N Kohl's Corp 549300JF6LPRTRJ0FH50 500255AT1 584000.00000000 PA USD 563986.32000000 0.000217649379 Long DBT CORP US N 2 2023-12-15 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36200SRZ5 16549.28800000 PA USD 17269.35000000 0.000006664458 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AN9 4959000.00000000 PA USD 4387028.94000000 0.001693009372 Long DBT CORP US N 2 2024-09-01 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 31417EGF2 4797469.43000000 PA USD 5167738.12000000 0.001994294816 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418C4G6 64145437.19000000 PA USD 68906952.99000000 0.026592055550 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.50000000 N N N N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066GAG9 6900000.00000000 PA USD 7284813.00000000 0.002811300508 Long DBT CORP US N 2 2040-04-01 Fixed 3.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818DN5 1930000.00000000 PA USD 1933281.00000000 0.000746077333 Long DBT CORP US N 2 2023-04-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 3140J9JG7 1536767.36000000 PA USD 1617585.96000000 0.000624246666 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292UJC0 3925.02000000 PA USD 4319.33000000 0.000001666883 Long ABS-MBS USGSE US N 2 2028-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31405AYJ6 265426.02770000 PA USD 303297.01000000 0.000117046112 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PWDD7 2189607.89000000 PA USD 2304693.68000000 0.000889410135 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAU9 30835000.00000000 PA USD 32970015.40000000 0.012723541572 Long DBT CORP US N 2 2024-07-08 Fixed 3.40000000 N N N N N N Caterpillar Financial Services Corp EDBQKYOPJUCJKLOJDE72 14912L6G1 13637000.00000000 PA USD 13766415.13000000 0.005312631889 Long DBT CORP US N 2 2024-12-01 Fixed 3.25000000 N N N N N N Aptiv PLC N/A 03835VAF3 4220000.00000000 PA USD 3352536.80000000 0.001293785909 Long DBT CORP JE N 2 2046-10-01 Fixed 4.40000000 N N N N N N Ginnie Mae II Pool N/A 36241LH66 608152.43000000 PA USD 704082.39000000 0.000271714206 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 5.50000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039482AA2 2000000.00000000 PA USD 2048140.00000000 0.000790402859 Long DBT CORP US N 2 2025-03-27 Fixed 2.75000000 N N N N N N Air Products & Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158AV8 9900000.00000000 PA USD 10223433.00000000 0.003945350744 Long DBT CORP US N 2 2024-07-31 Fixed 3.35000000 N N N N N N Ginnie Mae II Pool N/A 36202FP67 27535229.41000000 PA USD 30670941.34000000 0.011836300119 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31406TGS4 1565.00450000 PA USD 1623.68000000 0.000000626598 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36207WA87 4571.89000000 PA USD 4930.19000000 0.000001902622 Long ABS-MBS USGA US N 2 2028-01-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128F2RY3 3120.20000000 PA USD 3441.33000000 0.000001328052 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 6.50000000 N N N N N N Florida Power & Light Co A89MY1K3YLIGJMYWVX50 341081FU6 6150000.00000000 PA USD 7022439.00000000 0.002710047098 Long DBT CORP US N 2 2049-03-01 Fixed 3.99000000 N N N N N N Freddie Mac Pool N/A 3132A5J71 63042042.20000000 PA USD 68348290.89000000 0.026376460854 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 312943LJ0 630517.65000000 PA USD 701305.87000000 0.000270642712 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XAH8 5000000.00000000 PA USD 6719200.00000000 0.002593023372 Long DBT CORP US N 2 2039-07-08 Fixed 6.12500000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AU7 20726000.00000000 PA USD 21847069.34000000 0.008431057481 Long DBT CORP US N 2 2027-05-20 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138AXWG2 657116.90000000 PA USD 706821.22000000 0.000272771154 Long ABS-MBS USGSE US N 2 2041-12-01 Floating 3.92300000 N N N N N N Ginnie Mae I Pool N/A 36209BEM6 12963.02000000 PA USD 14285.77000000 0.000005513057 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31376FF51 446.06000000 PA USD 478.90000000 0.000000184813 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 7.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCU3 12389000.00000000 PA USD 14391310.18000000 0.005553786710 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N GS Mortgage Securities Trust 2019-GC40 N/A 36257HBP0 7970000.00000000 PA USD 8330961.30000000 0.003215022230 Long ABS-MBS CORP US N 2 2052-07-10 Fixed 3.16000000 N N N N N N Nexen Inc 6Q7WW7FQZR6X22IL2I79 65334HAA0 12915000.00000000 PA USD 19685301.30000000 0.007596804139 Long DBT CORP CA N 2 2032-03-15 Fixed 7.87500000 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 466313AG8 710000.00000000 PA USD 728779.50000000 0.000281245129 Long DBT CORP US N 2 2022-09-15 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 3140K0GR3 99470629.60000000 PA USD 104424267.00000000 0.040298631537 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31414BWR7 51893.06000000 PA USD 61655.70000000 0.000023793706 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Halliburton Co ENYF8GB5SMQZ25S06U51 406216BA8 2050000.00000000 PA USD 1629750.00000000 0.000628940921 Long DBT CORP US N 2 2041-11-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3140HERC8 750154.58000000 PA USD 805838.55000000 0.000310983181 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36201XAN8 206932.21840000 PA USD 229558.19000000 0.000088589378 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690BK5 9525000.00000000 PA USD 9313449.75000000 0.003594176819 Long DBT CORP US N 2 2023-02-15 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36291VJ87 53296.98520000 PA USD 57624.70000000 0.000022238092 Long ABS-MBS USGA US N 2 2035-05-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMDR1 2169.08870000 PA USD 2219.19000000 0.000000856413 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 6.00000000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933YAR6 32449000.00000000 PA USD 34246674.60000000 0.013216220336 Long DBT CORP US N 2 2025-02-10 Fixed 2.75000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585ABC5 24760000.00000000 PA USD 25874200.00000000 0.009985177603 Long DBT CORP US N 2 2026-12-15 Fixed 5.12500000 N N N N N N Fannie Mae Pool N/A 31386RXT1 1668.15000000 PA USD 2001.03000000 0.000000772222 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M6RH3 380928.11000000 PA USD 432201.03000000 0.000166791786 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179T7M1 9711831.61000000 PA USD 10235007.98000000 0.003949817673 Long ABS-MBS USGA US N 2 2048-08-20 Fixed 5.00000000 N N N N N N Bank of Nova Scotia/The L3I9ZG2KFGXZ61BMYR72 064159KD7 1905000.00000000 PA USD 1918906.50000000 0.000740530034 Long DBT CORP CA N 2 2022-09-19 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 3138EKFA8 8833672.46000000 PA USD 9515278.63000000 0.003672065110 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410PNQ2 49343.59570000 PA USD 57519.83000000 0.000022197622 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298T4L3 32715.00000000 PA USD 38113.30000000 0.000014708399 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJVC1 19857171.20000000 PA USD 21288476.10000000 0.008215489358 Long ABS-MBS USGSE US N 2 2044-10-01 Fixed 4.00000000 N N N N N N CSAIL 2018-CX12 Commercial Mortgage Trust N/A 12595XAT0 2975000.00000000 PA USD 3354699.25000000 0.001294620425 Long ABS-MBS CORP US N 2 2051-08-15 Variable 4.22440000 N N N N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826CAG7 6009000.00000000 PA USD 6119685.78000000 0.002361663332 Long DBT CORP US N 2 2022-09-15 Fixed 2.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128PPTN3 354824.11000000 PA USD 374318.15000000 0.000144454058 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31386EKZ0 11335.73000000 PA USD 13598.11000000 0.000005247680 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 7.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QQ4 163418000.00000000 PA USD 256592406.90000000 0.099022221157 Long DBT UST US N 2 2041-05-15 Fixed 4.37500000 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348AU0 872000.00000000 PA USD 868285.28000000 0.000335082156 Long DBT CORP US N 2 2022-06-01 Fixed 2.75000000 N N N N N N Ovintiv Inc N/A 012873AH8 3655000.00000000 PA USD 1864050.00000000 0.000719360224 Long DBT CORP US N 2 2030-09-15 Fixed 8.12500000 N N N N N N Fannie Mae Pool N/A 31418CNT7 19081260.13000000 PA USD 20660043.59000000 0.007972969388 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 3620ARCX7 3150257.62000000 PA USD 3474261.62000000 0.001340761040 Long ABS-MBS USGA US N 2 2040-05-15 Fixed 4.50000000 N N N N N N CSAIL 2015-C3 Commercial Mortgage Trust 549300ZAGI6FKGY8O078 12635FAY0 2625000.00000000 PA USD 2624868.75000000 0.001012969701 Long ABS-MBS CORP US N 2 2048-08-15 Variable 4.10320000 N N N N N N Newmont Corp 549300VSP3RIX7FGDZ51 651639AY2 10000000.00000000 PA USD 9258500.00000000 0.003572971023 Long DBT CORP US N 2 2030-10-01 Fixed 2.25000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd 549300PXR5FKNXF0OH19 225433AH4 20000000.00000000 PA USD 20333000.00000000 0.007846759173 Long DBT CORP GG N 2 2022-09-15 Fixed 3.80000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7GH3 366824.22000000 PA USD 415930.98000000 0.000160512970 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418BXC5 1871149.85000000 PA USD 1983175.59000000 0.000765332280 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N BP Capital Markets America Inc 5493009NTB34VXE1T760 10373QAD2 3560000.00000000 PA USD 3646330.00000000 0.001407164381 Long DBT CORP US N 2 2024-02-06 Fixed 3.79000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172BD0 10073000.00000000 PA USD 11795483.00000000 0.004552024513 Long DBT CORP US N 2 2043-11-15 Fixed 4.87500000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599BN5 8060000.00000000 PA USD 7533682.00000000 0.002907342170 Long DBT CORP US N 2 2027-11-15 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FM60 1686880.28000000 PA USD 1799563.88000000 0.000694474223 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GT48 464.97000000 PA USD 482.81000000 0.000000186322 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FM94 2840110.56000000 PA USD 3023013.68000000 0.001166618813 Long ABS-MBS USGA US N 2 2040-12-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31413KDN8 52731.98000000 PA USD 56941.05000000 0.000021974263 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 3.89800000 N N N N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308AP4 765000.00000000 PA USD 779603.85000000 0.000300858882 Long DBT CORP US N 2 2021-09-15 Fixed 3.37500000 N N N N N N PSEG Power LLC N/A 69362BBB7 4210000.00000000 PA USD 4221703.80000000 0.001629208332 Long DBT CORP US N 2 2021-06-15 Fixed 3.00000000 N N N N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334BZ6 9520000.00000000 PA USD 9874524.80000000 0.003810702703 Long DBT CORP US N 2 2027-02-10 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9PK2 859158.46000000 PA USD 975187.81000000 0.000376337180 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJX54 15163806.25000000 PA USD 16459401.86000000 0.006351889172 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828D56 491390000.00000000 PA USD 533772387.50000000 0.205989444665 Long DBT UST US N 2 2024-08-15 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31405E5P6 167849.34300000 PA USD 195970.82000000 0.000075627592 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.00000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBE4 13461000.00000000 PA USD 14441095.41000000 0.005572999453 Long DBT CORP MX N 2 2042-07-16 Fixed 4.37500000 N N N N N N Arizona Public Service Co YG6VT0TPHRH4TFVAQV64 040555CM4 85000.00000000 PA USD 98384.95000000 0.000037967983 Long DBT CORP US N 2 2041-09-01 Fixed 5.05000000 N N N N N N Freddie Mac Gold Pool N/A 31287NCF3 76021.71180000 PA USD 86715.69000000 0.000033464670 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.00000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAL1 4505000.00000000 PA USD 4600911.45000000 0.001775549310 Long DBT CORP US N 2 2024-06-15 Fixed 3.75000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2014-LC18 5493007CD1Q2V06I4172 94989AAW5 2850000.00000000 PA USD 2912329.50000000 0.001123904402 Long ABS-MBS CORP US N 2 2047-12-15 Fixed 3.80800000 N N N N N N Ginnie Mae II Pool N/A 36179QQZ7 1393225.53000000 PA USD 1469351.37000000 0.000567041083 Long ABS-MBS USGA US N 2 2029-10-20 Fixed 3.00000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26078JAF7 29230000.00000000 PA USD 33416320.60000000 0.012895776335 Long DBT CORP US N 2 2048-11-15 Fixed 5.41900000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFF1 5000000.00000000 PA USD 5330450.00000000 0.002057087367 Long DBT CORP US N 2 2024-04-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LD1 15806000.00000000 PA USD 16639134.26000000 0.006421250154 Long DBT CORP US N 2 2028-01-10 Variable 3.88700000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGQ7 22907000.00000000 PA USD 26113980.00000000 0.010077711706 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 31400D7G1 23788.10790000 PA USD 27276.63000000 0.000010526392 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BC9 5772000.00000000 PA USD 5844784.92000000 0.002255575649 Long DBT CORP US N 2 2022-05-16 Fixed 2.35000000 N N N N N N Freddie Mac Gold Pool N/A 312934NL2 57467.01000000 PA USD 65092.31000000 0.000025119937 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418DM90 11710935.00000000 PA USD 12039426.73000000 0.004646165452 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 2.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XC88 64941.09380000 PA USD 69174.60000000 0.000026695343 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 312926ND6 98647.17000000 PA USD 116117.58000000 0.000044811227 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N RWJ Barnabas Health Inc 549300HV60S88R85TC91 78349AAB9 5428000.00000000 PA USD 5706782.08000000 0.002202318626 Long DBT CORP US N 2 2046-07-01 Fixed 3.94900000 N N N N N N Ginnie Mae I Pool N/A 36295QLM0 3174.31760000 PA USD 3434.48000000 0.000001325408 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJFH8 918416.12210000 PA USD 1033741.63000000 0.000398933832 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PUK92 296487.89000000 PA USD 314413.55000000 0.000121336123 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418MPP1 1514251.33000000 PA USD 1773945.43000000 0.000684587742 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417FXP8 6370390.67000000 PA USD 6847660.34000000 0.002642597825 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PSVF1 3973045.92000000 PA USD 4181432.18000000 0.001613667010 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31406MLF1 34134.85250000 PA USD 39047.20000000 0.000015068803 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111EY5 5987000.00000000 PA USD 7441721.26000000 0.002871853369 Long DBT CORP US N 2 2039-12-01 Fixed 5.50000000 N N N N N N Export-Import Bank of Korea 549300APVP4R32PI3Y06 302154BK4 33500000.00000000 PA USD 36052365.00000000 0.013913058860 Long DBT NUSS KR N 2 2024-01-14 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31389NYB5 8096.26000000 PA USD 8888.40000000 0.000003430144 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140H6ES4 4318876.56000000 PA USD 4608370.86000000 0.001778427990 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140F5MX8 232501.24000000 PA USD 242835.92000000 0.000093713420 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36291FH84 92259.11270000 PA USD 103046.97000000 0.000039767115 Long ABS-MBS USGA US N 2 2035-03-15 Fixed 5.00000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAW8 4625000.00000000 PA USD 4816475.00000000 0.001858737982 Long DBT CORP US N 2 2028-04-01 Fixed 3.25000000 N N N N N N Fibria Overseas Finance Ltd 549300WABWKSHESAMG92 31572UAG1 5995000.00000000 PA USD 5540758.85000000 0.002138248184 Long DBT CORP KY N 2 2025-01-14 Fixed 4.00000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YAX5 748000.00000000 PA USD 754799.32000000 0.000291286504 Long DBT CORP US N 2 2023-04-15 Fixed 3.62500000 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 760759AR1 5954000.00000000 PA USD 6039201.74000000 0.002330603533 Long DBT CORP US N 2 2026-07-01 Fixed 2.90000000 N N N N N N CSAIL 2015-C4 Commercial Mortgage Trust 54930025J96YEH8FQE77 12635RAX6 4600000.00000000 PA USD 4802078.00000000 0.001853181999 Long ABS-MBS CORP US N 2 2048-11-15 Fixed 3.80790000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AF0 9032000.00000000 PA USD 9142100.08000000 0.003528050837 Long DBT CORP US N 2 2022-12-01 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31391UQ65 1043812.91000000 PA USD 1189539.63000000 0.000459058230 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VFD1 15000000.00000000 PA USD 17809500.00000000 0.006872908941 Long DBT CORP US N 2 2050-03-22 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211APU4 22939.54440000 PA USD 25676.69000000 0.000009908956 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384KJX5 1607.49000000 PA USD 1721.91000000 0.000000664506 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36241LUX2 633682.73000000 PA USD 679181.15000000 0.000262104505 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KTJ27 20797.05000000 PA USD 25010.12000000 0.000009651718 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M7DJ2 5553785.59000000 PA USD 6052071.23000000 0.002335570031 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.00000000 N N N N N N COMM 2013-CCRE6 Mortgage Trust N/A 12624XAD0 2908000.00000000 PA USD 2924895.48000000 0.001128753771 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.10100000 N N N N N N Ginnie Mae I Pool N/A 36178NFW4 6243436.27000000 PA USD 6728738.57000000 0.002596704426 Long ABS-MBS USGA US N 2 2042-09-15 Fixed 3.50000000 N N N N N N Fannie Mae-Aces N/A 3136AY7L1 2000000.00000000 PA USD 2164280.00000000 0.000835222738 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 2.98480000 N N N N N N Ginnie Mae I Pool N/A 3620A9PT2 931334.80000000 PA USD 1027532.37000000 0.000396537601 Long ABS-MBS USGA US N 2 2039-10-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJAB6 55878.06070000 PA USD 63116.50000000 0.000024357447 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JF8 8850000.00000000 PA USD 9228337.50000000 0.003561330936 Long DBT CORP US N 2 2045-03-01 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 31292HCY8 6354.68000000 PA USD 7270.58000000 0.000002805807 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36213UB33 26458.31590000 PA USD 28705.16000000 0.000011077680 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36213E4H6 690.46000000 PA USD 731.67000000 0.000000282360 Long ABS-MBS USGA US N 2 2032-06-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31383SRB8 10524.29000000 PA USD 11635.87000000 0.000004490427 Long ABS-MBS USGSE US N 2 2030-03-01 Fixed 7.00000000 N N N N N N CARMAX AUTO OWNER TRUST CARMX_18-2 N/A 14314XAD1 2625000.00000000 PA USD 2673746.25000000 0.001031832140 Long ABS-CBDO CORP US N 2 2023-07-17 Fixed 3.16000000 N N N N N N Ginnie Mae II Pool N/A 36179NLC0 89746351.81000000 PA USD 94946255.43000000 0.036640948252 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36290VWP5 142705.42710000 PA USD 159446.20000000 0.000061532284 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_17-2 N/A 87165LBU4 9050000.00000000 PA USD 9151179.00000000 0.003531554505 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 2.62000000 N N N N N N Fannie Mae Pool N/A 3140J6GJ0 52658081.06000000 PA USD 55857586.07000000 0.021556141539 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.50000000 N N N N N N Connecticut Light & Power Co/The 549300O45IUXEDS1VZ32 207597EH4 4500000.00000000 PA USD 4992165.00000000 0.001926538952 Long DBT CORP US N 2 2045-06-01 Fixed 4.15000000 N N N N N N Magna International Inc 95RWVLFZX6VGDZNNTN43 559222AQ7 13927000.00000000 PA USD 12883032.08000000 0.004971723314 Long DBT CORP CA N 2 2024-06-15 Fixed 3.62500000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 748149AG6 26975000.00000000 PA USD 28308104.50000000 0.010924451811 Long DBT NUSS CA N 2 2023-02-13 Fixed 2.62500000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076AZ5 5130000.00000000 PA USD 5291543.70000000 0.002042072939 Long DBT CORP US N 2 2023-04-01 Fixed 2.70000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AK6 12490000.00000000 PA USD 7759412.50000000 0.002994454395 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N Healthcare Trust of America Holdings LP 549300IYGAS4GE6VDL07 42225UAG9 3775000.00000000 PA USD 3375907.00000000 0.001302804761 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 31417YW86 86482.48000000 PA USD 87538.43000000 0.000033782175 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312943DJ9 3488333.43000000 PA USD 3835666.79000000 0.001480231818 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N American Water Capital Corp 5IDHQUFVC8Q2KIBBFF06 03040WAS4 6700000.00000000 PA USD 7004314.00000000 0.002703052433 Long DBT CORP US N 2 2028-09-01 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31384WB82 10393.87000000 PA USD 12498.21000000 0.000004823215 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36200MTF0 2475128.59040000 PA USD 2734522.07000000 0.001055286290 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N McDonald's Corp UE2136O97NLB5BYP9H04 58013MER1 6633000.00000000 PA USD 6444092.16000000 0.002486855814 Long DBT CORP US N 2 2043-05-01 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36185B4U7 3365121.38000000 PA USD 3576249.10000000 0.001380119285 Long ABS-MBS USGA US N 2 2045-07-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31417GT55 7205315.64000000 PA USD 7896665.68000000 0.003047422115 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N GS Mortgage Securities Trust 2014-GC24 N/A 36253GAK8 1675000.00000000 PA USD 1677244.50000000 0.000647269643 Long ABS-MBS CORP US N 2 2047-09-10 Variable 4.51130000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAH1 13241000.00000000 PA USD 13389431.61000000 0.005167149231 Long DBT CORP US N 2 2022-05-19 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36200MN58 188154.02000000 PA USD 207838.69000000 0.000080207551 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.00000000 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 136385AL5 11599000.00000000 PA USD 9003723.75000000 0.003474649679 Long DBT CORP CA N 2 2038-03-15 Fixed 6.25000000 N N N N N N Freddie Mac Gold Pool N/A 31296SAM8 3138.17000000 PA USD 3563.89000000 0.000001375349 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N NSTAR Electric Co 54930080R72Y2Z31UR68 67021CAN7 4300000.00000000 PA USD 4440137.00000000 0.001713504438 Long DBT CORP US N 2 2029-05-15 Fixed 3.25000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9 549300PFVBG5704L7K74 61762DAW1 3475000.00000000 PA USD 3563647.25000000 0.001375256073 Long ABS-MBS CORP US N 2 2046-05-15 Fixed 3.10200000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAM5 7450000.00000000 PA USD 7885154.50000000 0.003042979806 Long DBT CORP US N 2 2047-09-12 Fixed 3.95000000 N N N N N N COMM 2014-UBS6 Mortgage Trust N/A 12592PBD4 5324142.05000000 PA USD 5485463.55000000 0.002116909036 Long ABS-MBS CORP US N 2 2047-12-10 Fixed 3.38700000 N N N N N N Fannie Mae Pool N/A 31415TS27 37219.44000000 PA USD 43432.11000000 0.000016760994 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31409BN86 44844.86670000 PA USD 53223.23000000 0.000020539510 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAV0 10760000.00000000 PA USD 11459292.40000000 0.004422284353 Long DBT CORP US N 2 2045-01-15 Fixed 4.95000000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AQ9 13600000.00000000 PA USD 13783600.00000000 0.005319263746 Long DBT CORP JP N 2 2021-11-26 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EU56 91674.14000000 PA USD 94661.80000000 0.000036531173 Long ABS-MBS USGA US N 2 2023-08-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31418RTG6 142505.35000000 PA USD 154068.23000000 0.000059456858 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDN92 35788.03180000 PA USD 42169.40000000 0.000016273699 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Chicago Transit Authority 549300CB8XLRGIPN3E12 16772PAQ9 2525000.00000000 PA USD 3034191.50000000 0.001170932473 Long DBT MUN US N 2 2040-12-01 Fixed 6.20000000 N N N N N N Eversource Energy SJ7XXD41SQU3ZNWUJ746 30040WAD0 3825000.00000000 PA USD 3928504.50000000 0.001516059053 Long DBT CORP US N 2 2024-10-01 Fixed 2.90000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HQJ2 22303000.00000000 PA USD 22387082.31000000 0.008639455244 Long DBT CORP US N 2 2021-03-01 Fixed 2.55000000 N N N N N N Fannie Mae Pool N/A 3138WFS49 4990047.85000000 PA USD 5320438.92000000 0.002053223966 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407SLV2 57348.79750000 PA USD 62617.43000000 0.000024164849 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36209YN38 11015.11000000 PA USD 11411.65000000 0.000004403898 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211D2S8 4451.45000000 PA USD 5388.84000000 0.000002079620 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJHQ6 222048.12560000 PA USD 254722.51000000 0.000098300604 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WBC1 8000000.00000000 PA USD 9209360.00000000 0.003554007282 Long DBT CORP US N 2 2050-04-01 Fixed 4.20000000 N N N N N N Freddie Mac Gold Pool N/A 31297BA69 180865.08680000 PA USD 204243.71000000 0.000078820203 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FZ2 11210000.00000000 PA USD 12119579.40000000 0.004677097370 Long DBT CORP US N 2 2028-04-01 Fixed 3.80000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDD3 33530000.00000000 PA USD 34532882.30000000 0.013326671469 Long DBT CORP US N 2 2026-08-15 Fixed 2.62500000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AF6 6891000.00000000 PA USD 9864397.59000000 0.003806794486 Long DBT CORP GB N 2 2032-05-17 Fixed 7.62500000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GQ0 6805000.00000000 PA USD 7221806.25000000 0.002786985415 Long DBT CORP US N 2 2029-03-01 Fixed 4.20000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EP4 7645000.00000000 PA USD 8429071.20000000 0.003252884068 Long DBT CORP US N 2 2049-09-24 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31387WMX2 11745.67000000 PA USD 13805.04000000 0.000005327537 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36294SC70 179264.16580000 PA USD 194856.56000000 0.000075197585 Long ABS-MBS USGA US N 2 2036-09-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LRT5 3458545.37000000 PA USD 3677713.39000000 0.001419275624 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 4.00000000 N N N N N N Sierra Pacific Power Co QB888G5GSVGE1LD1WV84 826418BM6 13550000.00000000 PA USD 13569783.00000000 0.005236749089 Long DBT CORP US N 2 2026-05-01 Fixed 2.60000000 N N N N N N Dominion Energy South Carolina Inc 3QRVFYR22IUIEOORTK28 837004CJ7 5030000.00000000 PA USD 6315969.80000000 0.002437411792 Long DBT CORP US N 2 2065-06-01 Fixed 5.10000000 N N N N N N Fannie Mae Pool N/A 31387RUE6 5421.23000000 PA USD 6448.93000000 0.000002488722 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BJ7 9935000.00000000 PA USD 9522697.50000000 0.003674928144 Long DBT CORP US N 2 2048-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYC8 20781440.14000000 PA USD 22369349.98000000 0.008632612116 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R4W0 12488.79300000 PA USD 13333.78000000 0.000005145672 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 6.00000000 N N N N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 140420NB2 27653000.00000000 PA USD 27097451.23000000 0.010457245562 Long DBT CORP US N 2 2023-02-15 Fixed 3.37500000 N N N N N N Korea Development Bank/The 549300ML2LNRZUCS7149 500630CP1 20000000.00000000 PA USD 20346600.00000000 0.007852007584 Long DBT NUSS KR N 2 2022-02-27 Fixed 2.62500000 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 67077MAL2 7365000.00000000 PA USD 7491162.45000000 0.002890933343 Long DBT CORP CA N 2 2025-03-15 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 31411FE67 16253.38490000 PA USD 16852.97000000 0.000006503772 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 5.50000000 N N N N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621XAJ7 6400000.00000000 PA USD 7037888.00000000 0.002716009060 Long DBT CORP US N 2 2028-03-27 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJU32 56312812.95000000 PA USD 60379724.30000000 0.023301291278 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GMB9 18872.08000000 PA USD 20804.77000000 0.000008028821 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 8.50000000 N N N N N N Chubb INA Holdings Inc CZCBJZWDMLTHWJDXU843 00440EAP2 12433000.00000000 PA USD 12631803.67000000 0.004874771127 Long DBT CORP US N 2 2023-03-13 Fixed 2.70000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAV2 16985000.00000000 PA USD 15980167.40000000 0.006166946596 Long DBT CORP US N 2 2028-06-01 Fixed 4.35000000 N N N N N N Freddie Mac Pool N/A 3132ADXX1 28904242.14000000 PA USD 30799493.30000000 0.011885909929 Long ABS-MBS USGSE US N 2 2049-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138W94Y3 591655.00000000 PA USD 639561.31000000 0.000246814713 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 5.00000000 N N N N N N DISCOVER CARD EXECUTION NOTE TRUST DCENT_18-1 N/A 254683CD5 13150000.00000000 PA USD 13431936.00000000 0.005183552207 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 3.03000000 N N N N N N Fannie Mae Pool N/A 31374WWR9 735.11000000 PA USD 761.13000000 0.000000293729 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 6.50000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAX1 3450000.00000000 PA USD 3639681.00000000 0.001404598449 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N Covidien International Finance SA 549300938QUWMPITJ642 22303QAP5 3300000.00000000 PA USD 3434970.00000000 0.001325597912 Long DBT CORP LU N 2 2023-06-15 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJTL4 6328505.29000000 PA USD 6780107.43000000 0.002616528312 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N San Diego County Regional Transportation Commission W4FR340A6EQ2SSI17B56 797400LP1 1225000.00000000 PA USD 1200745.00000000 0.000463382523 Long DBT MUN US N 2 2048-04-01 Fixed 3.24800000 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 89236TCZ6 12465000.00000000 PA USD 12527325.00000000 0.004834451500 Long DBT CORP US N 2 2021-04-08 Fixed 1.90000000 N N N N N N RELX Capital Inc 2R15C3RTKJN1RCBOV146 74949LAC6 5050000.00000000 PA USD 5306186.50000000 0.002047723778 Long DBT CORP US N 2 2029-03-18 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138M6AT4 2970397.34000000 PA USD 3092005.41000000 0.001193243585 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36224TAW0 4179.55000000 PA USD 4542.96000000 0.000001753185 Long ABS-MBS USGA US N 2 2023-05-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BZN1 74340.53780000 PA USD 89202.70000000 0.000034424438 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.50000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AG6 7480000.00000000 PA USD 8251412.40000000 0.003184323314 Long DBT CORP US N 2 2028-09-15 Fixed 4.50000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAJ4 12605000.00000000 PA USD 14328229.55000000 0.005529443105 Long DBT CORP GB N 2 2045-08-17 Fixed 5.25000000 N N N N N N Ginnie Mae II Pool N/A 36179MNG1 18896838.04000000 PA USD 20279141.74000000 0.007825974597 Long ABS-MBS USGA US N 2 2042-09-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208UF36 6544.50000000 PA USD 7110.14000000 0.000002743892 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31408AE97 51759.52000000 PA USD 59731.52000000 0.000023051141 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQV1 1195.57000000 PA USD 1331.04000000 0.000000513664 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NBB3 29706001.69000000 PA USD 31613721.12000000 0.012200130635 Long ABS-MBS USGA US N 2 2043-04-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3Y4 3277576.40000000 PA USD 3498812.81000000 0.001350235652 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FFT8 4434874.27000000 PA USD 4940582.98000000 0.001906632804 Long ABS-MBS USGA US N 2 2040-04-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36297FSF0 61.64000000 PA USD 69.32000000 0.000000026751 Long ABS-MBS USGA US N 2 2039-07-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31371MT31 1366073.55610000 PA USD 1608742.86000000 0.000620834003 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312933W59 538413.78000000 PA USD 601440.50000000 0.000232103416 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N Australia & New Zealand Banking Group Ltd/New York NY JHE42UYNWWTJB8YTTU19 05253JAU5 15900000.00000000 PA USD 16037376.00000000 0.006189024111 Long DBT CORP AU N 2 2022-11-09 Fixed 2.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SK5 305037000.00000000 PA USD 380152361.30000000 0.146705553951 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZQ9 13422000.00000000 PA USD 12451589.40000000 0.004805224185 Long DBT CORP US N 2 2024-03-18 Fixed 5.58400000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QDH4 24194000.00000000 PA USD 25697415.16000000 0.009916954121 Long DBT CORP N/A N 2 2023-03-07 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8YE8 1980406.80000000 PA USD 2213500.68000000 0.000854217615 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 N/A 46641BAH6 1600000.00000000 PA USD 1658512.00000000 0.000640040537 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 4.51690000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FM0 2275000.00000000 PA USD 2299911.25000000 0.000887564535 Long DBT CORP US N 2 2027-11-15 Fixed 3.12500000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023BJ3 2831000.00000000 PA USD 2608398.47000000 0.001006613614 Long DBT CORP US N 2 2025-03-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418U3V4 1467626.07000000 PA USD 1662570.84000000 0.000641606894 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31407NN82 27209.62980000 PA USD 31097.07000000 0.000012000748 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 05348EBA6 7441000.00000000 PA USD 7411831.28000000 0.002860318452 Long DBT CORP US N 2 2027-05-15 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 3138NYWY7 3365798.76000000 PA USD 3618031.72000000 0.001396243721 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411AR6 550000.00000000 PA USD 428070.50000000 0.000165197763 Long DBT CORP US N 2 2037-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132AEB88 99880046.35000000 PA USD 105683077.00000000 0.040784422071 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312942E84 4692293.59000000 PA USD 5160631.41000000 0.001991552248 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371MAF4 290310.86000000 PA USD 331828.22000000 0.000128056663 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C26 549300DT2BKPLXAJ4C66 94989CAY7 5626718.32320000 PA USD 5727155.25000000 0.002210180888 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 2.99100000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAL6 1585000.00000000 PA USD 1629665.30000000 0.000628908235 Long DBT CORP US N 2 2022-08-23 Fixed 3.75000000 N N N N N N Ginnie Mae I Pool N/A 36241KEZ7 1493361.65000000 PA USD 1656257.54000000 0.000639170513 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RF87 19884087.40430000 PA USD 21269809.46000000 0.008208285668 Long ABS-MBS USGA US N 2 2045-06-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410KPV0 993857.40690000 PA USD 1116141.62000000 0.000430733020 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKGW3 5494.96710000 PA USD 6268.60000000 0.000002419131 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBB6 970000.00000000 PA USD 1321877.20000000 0.000510128955 Long DBT CORP US N 2 2040-03-01 Fixed 6.40000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NN1 5285000.00000000 PA USD 5298159.65000000 0.002044626117 Long DBT CORP US N 2 2027-04-25 Fixed 3.05000000 N N N N N N American Financial Group Inc/OH 549300AFOM7IVKIU1G39 025932AP9 7450000.00000000 PA USD 7247136.50000000 0.002796760675 Long DBT CORP US N 2 2030-04-02 Fixed 5.25000000 N N N N N N CenterPoint Energy Resources Corp 2JADVB0458J06WCD4N56 15189WAG5 16567000.00000000 PA USD 16703346.41000000 0.006446030427 Long DBT CORP US N 2 2021-01-15 Fixed 4.50000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661DJ3 10795000.00000000 PA USD 11202295.35000000 0.004323105975 Long DBT CORP US N 2 2045-09-15 Fixed 4.37500000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CX3 12670000.00000000 PA USD 13587941.50000000 0.005243756682 Long DBT CORP US N 2 2049-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36205HQR3 8783.54000000 PA USD 8918.02000000 0.000003441575 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 N/A 61765TAF0 3475000.00000000 PA USD 3635058.50000000 0.001402814569 Long ABS-MBS CORP US N 2 2048-10-15 Fixed 3.63500000 N N N N N N GS Mortgage Securities Trust 2014-GC18 N/A 36252RAM1 10725000.00000000 PA USD 11212987.50000000 0.004327232210 Long ABS-MBS CORP US N 2 2047-01-10 Fixed 4.07400000 N N N N N N Ginnie Mae II Pool N/A 36202EXW4 229655.08000000 PA USD 278681.85000000 0.000107546813 Long ABS-MBS USGA US N 2 2038-11-20 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36291LD44 16355.31600000 PA USD 17957.65000000 0.000006930081 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31389YPS4 5287.08000000 PA USD 6287.13000000 0.000002426282 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 3620AQG56 8338167.78000000 PA USD 9125624.35000000 0.003521692646 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N Bristol-Myers Squibb Co HLYYNH7UQUORYSJQCN42 110122AA6 400000.00000000 PA USD 459712.00000000 0.000177408614 Long DBT CORP US N 2 2023-06-15 Fixed 7.15000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828M80 665725000.00000000 PA USD 695369734.30000000 0.268351883236 Long DBT UST US N 2 2022-11-30 Fixed 2.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QBP6 950000.00000000 PA USD 968164.00000000 0.000373626604 Long DBT CORP MX N 2 2024-02-15 Fixed 2.29000000 N N N N N N Fannie Mae Pool N/A 3138ERA59 5249764.13000000 PA USD 5710903.41000000 0.002203909099 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371EX75 1650.07000000 PA USD 1853.80000000 0.000000715404 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31371JPW8 20267.34000000 PA USD 23500.18000000 0.000009069013 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31412QSK6 713668.25000000 PA USD 766287.01000000 0.000295719747 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31412Q2X6 3319389.59000000 PA USD 3706463.61000000 0.001430370694 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138AVGT6 1726.47000000 PA USD 1738.52000000 0.000000670916 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36212F3Q5 18511.39000000 PA USD 23073.89000000 0.000008904502 Long ABS-MBS USGA US N 2 2030-10-15 Fixed 8.00000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 74432QBY0 3450000.00000000 PA USD 4171671.00000000 0.001609900048 Long DBT CORP US N 2 2043-08-15 Fixed 5.10000000 N N N N N N International Lease Finance Corp N/A 459745GN9 10484000.00000000 PA USD 9433922.56000000 0.003640668784 Long DBT CORP US N 2 2022-08-15 Fixed 5.87500000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AK1 10450000.00000000 PA USD 10151025.50000000 0.003917407783 Long DBT CORP US N 2 2021-06-01 Fixed 2.30000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 06050TMJ8 250000.00000000 PA USD 249835.00000000 0.000096414453 Long DBT CORP US N 2 2023-01-25 Variable 3.33500000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBD0 19725000.00000000 PA USD 22717874.25000000 0.008767111994 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128M4AL7 50267.00470000 PA USD 56616.73000000 0.000021849104 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200FNK0 99699.92810000 PA USD 112761.62000000 0.000043516120 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Devon Energy Corp 54930042348RKR3ZPN35 25179MAV5 4251000.00000000 PA USD 3443310.00000000 0.001328816423 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N Freddie Mac Non Gold Pool N/A 3128S4FM4 421952.36220000 PA USD 441476.10000000 0.000170371152 Long ABS-MBS USGSE US N 2 2036-12-01 Floating 3.86500000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406RAK3 16700000.00000000 PA USD 16844121.00000000 0.006500357103 Long DBT CORP US N 2 2022-08-23 Fixed 1.95000000 N N N N N N Fannie Mae Pool N/A 31419ANB9 4109642.51000000 PA USD 4493976.28000000 0.001734281689 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36210FD45 21802.86000000 PA USD 24166.07000000 0.000009325988 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.00000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AL9 280000.00000000 PA USD 290144.40000000 0.000111970355 Long DBT CORP US N 2 2025-03-10 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410QKN0 94074.40460000 PA USD 109372.78000000 0.000042208324 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36210MG62 10541.76000000 PA USD 11047.45000000 0.000004263349 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 6.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDT6 6630000.00000000 PA USD 7955867.40000000 0.003070268799 Long DBT CORP US N 2 2057-03-01 Fixed 5.70000000 N N N N N N City of San Antonio TX Electric & Gas Systems Revenue 5493002G2FEH20Q4GQ04 796253Z21 5150000.00000000 PA USD 6137409.50000000 0.002368503137 Long DBT MUN US N 2 2042-02-01 Fixed 4.42700000 N N N N N N Fannie Mae Pool N/A 31402CPH9 76979.66910000 PA USD 87825.33000000 0.000033892894 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 7.00000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAE9 4875000.00000000 PA USD 4939788.75000000 0.001906326301 Long DBT CORP US N 2 2021-06-15 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128KR3D4 148332.37970000 PA USD 165365.39000000 0.000063816573 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBU1 5625000.00000000 PA USD 6534787.50000000 0.002521856281 Long DBT CORP US N 2 2039-01-23 Fixed 5.45000000 N N N N N N Fannie Mae Pool N/A 31409VHG1 6395.92610000 PA USD 6542.97000000 0.000002525014 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31405JSR6 258770.70360000 PA USD 267804.39000000 0.000103349065 Long ABS-MBS USGSE US N 2 2034-09-01 Floating 3.95300000 N N N N N N Fannie Mae Pool N/A 31406D2M7 21368.42100000 PA USD 25404.27000000 0.000009803825 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179UZS4 116446261.23000000 PA USD 123239736.10000000 0.047559756544 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36210CMC4 992.25000000 PA USD 1064.16000000 0.000000410672 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31384F4M6 5628.48000000 PA USD 5868.53000000 0.000002264739 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LUU8 3514973.44000000 PA USD 3911989.69000000 0.001509685781 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F040636 265298000.00000000 PA USD 282221359.40000000 0.108912754681 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140Q8KD6 85232997.22000000 PA USD 90404935.49000000 0.034888396051 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N BHP Billiton Finance USA Ltd 5493003NUVITP3TMY274 055451AQ1 12408000.00000000 PA USD 12018140.64000000 0.004637950883 Long DBT CORP AU N 2 2022-02-24 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31402CPL0 19691158.71900000 PA USD 22111595.95000000 0.008533141610 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HCH5 30404.55060000 PA USD 35377.21000000 0.000013652508 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 8.00000000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAH7 14475000.00000000 PA USD 13634581.50000000 0.005261755641 Long DBT CORP US Y 2 2027-02-15 Fixed 2.49300000 N N N N N N Morgan Stanley Capital I Trust 2016-UBS12 N/A 61691EBA2 11625000.00000000 PA USD 12280417.50000000 0.004739166806 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.59600000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DL9 11458000.00000000 PA USD 11422594.78000000 0.004408122282 Long DBT CORP US N 2 2021-10-06 Fixed 1.70000000 N N N N N N Occidental Petroleum Corp IM7X0T3ECJW4C1T7ON55 674599CE3 6506000.00000000 PA USD 3903600.00000000 0.001506448094 Long DBT CORP US N 2 2023-02-15 Fixed 2.70000000 N N N N N N Fannie Mae Pool N/A 31418CNE0 70148959.85000000 PA USD 75151282.18000000 0.029001820335 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N GS Mortgage Securities Trust 2014-GC26 549300V3F4KBEWHAZP46 36250HAK9 1700000.00000000 PA USD 1709520.00000000 0.000659725163 Long ABS-MBS CORP US N 2 2047-11-10 Variable 4.21500000 N N N N N N Fannie Mae Pool N/A 31373QWZ5 422.18000000 PA USD 469.13000000 0.000000181043 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 9.00000000 N N N N N N Ginnie Mae I Pool N/A 36291KVF1 38133.39480000 PA USD 40678.04000000 0.000015698164 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWV8 13333163.76000000 PA USD 14322751.17000000 0.005527328930 Long ABS-MBS USGSE US N 2 2045-08-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132GGJU0 2146206.06000000 PA USD 2331917.27000000 0.000899916059 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WRQ9 4625000.00000000 PA USD 4903240.00000000 0.001892221681 Long DBT MUN US N 2 2046-08-01 Fixed 5.31000000 N N N N N N Fannie Mae Pool N/A 3138AKBM0 59205.10000000 PA USD 62288.50000000 0.000024037911 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209RB28 15631.89000000 PA USD 17055.64000000 0.000006581984 Long ABS-MBS USGA US N 2 2029-12-15 Fixed 7.50000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAY5 270000.00000000 PA USD 277327.80000000 0.000107024268 Long DBT CORP GB N 2 2023-09-18 Fixed 3.50000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAQ5 2550000.00000000 PA USD 2580141.00000000 0.000995708703 Long DBT CORP US N 2 2023-03-19 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3138YR6T0 5552912.57000000 PA USD 5778971.64000000 0.002230177481 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 2.50000000 N N N N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661CT2 2097000.00000000 PA USD 2126358.00000000 0.000820588164 Long DBT CORP US N 2 2021-04-15 Fixed 3.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283V0 212880000.00000000 PA USD 234233992.80000000 0.090393829333 Long DBT UST US N 2 2025-01-31 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31407AP21 425640.53000000 PA USD 501485.42000000 0.000193529499 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EMD99 921552.54000000 PA USD 994889.69000000 0.000383940382 Long ABS-MBS USGSE US N 2 2043-12-01 Floating 3.58900000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506BN6 667000.00000000 PA USD 691072.03000000 0.000266693345 Long DBT CORP US N 2 2023-03-15 Fixed 3.20000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 94973VAY3 16412000.00000000 PA USD 17639781.72000000 0.006807412533 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N Huntsman International LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 6500000.00000000 PA USD 5558930.00000000 0.002145260658 Long DBT CORP US N 2 2029-05-01 Fixed 4.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AK5 29395000.00000000 PA USD 29899418.20000000 0.011538559683 Long DBT CORP GB N 2 2021-04-05 Fixed 5.10000000 N N N N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 780153AW2 8513000.00000000 PA USD 5352548.75000000 0.002065615551 Long DBT CORP LR N 2 2028-03-15 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 3138WVPG0 16631061.04000000 PA USD 17877725.38000000 0.006899237969 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335HYQ0 88660.50080000 PA USD 95861.51000000 0.000036994156 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 5.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBE0 19425000.00000000 PA USD 24404987.25000000 0.009418190015 Long DBT CORP US N 2 2042-07-15 Fixed 4.65000000 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 970648AF8 7100000.00000000 PA USD 7223327.00000000 0.002787572291 Long DBT CORP US N 2 2024-05-15 Fixed 3.60000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCT6 58273000.00000000 PA USD 66480169.32000000 0.025655529360 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128PYYP3 21364762.71000000 PA USD 22178973.82000000 0.008559143573 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31418CJU9 16309341.69000000 PA USD 17641651.81000000 0.006808134224 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138M8B51 13077768.49000000 PA USD 14089203.11000000 0.005437199810 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RE0 534922000.00000000 PA USD 781569185.00000000 0.301617330074 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N Freddie Mac Gold Pool N/A 3128PTMV4 1138176.35000000 PA USD 1198044.43000000 0.000462340339 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.50000000 N N N N N N Fifth Third Bank/Cincinnati OH QFROUN1UWUYU0DVIWD51 31677QBC2 7904000.00000000 PA USD 8041371.52000000 0.003103265909 Long DBT CORP US N 2 2021-10-01 Fixed 2.87500000 N N N N N N UNKNOWN N/A 445999AA3 768.63000000 PA USD 51.34000000 0.000000019812 Long ABS-MBS USGA US N 2 2020-10-01 Fixed 7.43000000 N N N N N N Ginnie Mae I Pool N/A 36200NSP7 99943.02680000 PA USD 117019.29000000 0.000045159208 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36296FDA8 162018.42790000 PA USD 182155.70000000 0.000070296164 Long ABS-MBS USGA US N 2 2038-07-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31404URM4 46796.81990000 PA USD 53754.10000000 0.000020744379 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31403BNY5 52033.27280000 PA USD 61246.80000000 0.000023635906 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206JDL5 34798.31000000 PA USD 37759.99000000 0.000014572052 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WKK20 13602733.22000000 PA USD 14369247.24000000 0.005545272345 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BFXS5 1926149.40000000 PA USD 1957237.45000000 0.000755322427 Long ABS-MBS USGSE US N 2 2024-06-25 Fixed 2.26700000 N N N N N N Fannie Mae Pool N/A 3138EJVF2 199735.66000000 PA USD 210830.98000000 0.000081362313 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49327M2T0 10100000.00000000 PA USD 10125553.00000000 0.003907577627 Long DBT CORP US N 2 2022-09-14 Fixed 2.30000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EH2 21375000.00000000 PA USD 21549420.00000000 0.008316190875 Long DBT CORP AU N 2 2025-02-19 Fixed 2.35000000 N N N N N N Freddie Mac Gold Pool N/A 31297KHQ8 43971.42280000 PA USD 52076.68000000 0.000020097042 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.00000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAL8 5800000.00000000 PA USD 5365000.00000000 0.002070420644 Long DBT CORP US N 2 2023-11-15 Fixed 4.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFB0 16933000.00000000 PA USD 18070050.95000000 0.006973458813 Long DBT CORP US N 2 2024-01-22 Fixed 4.12500000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAG7 22300000.00000000 PA USD 22619782.00000000 0.008729256967 Long DBT CORP NO N 2 2023-01-17 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31386GZT3 5747.32000000 PA USD 6163.48000000 0.000002378564 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418CV35 37113837.86000000 PA USD 39601578.41000000 0.015282744734 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31402QL58 91683.83190000 PA USD 105475.83000000 0.000040704442 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36295NDQ7 117900.67760000 PA USD 127592.11000000 0.000049239392 Long ABS-MBS USGA US N 2 2038-03-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LCRX6 93628.84000000 PA USD 110748.87000000 0.000042739374 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138LQ3H5 1002518.73000000 PA USD 1048875.20000000 0.000404774066 Long ABS-MBS USGSE US N 2 2027-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMHZ9 174395.08130000 PA USD 184932.03000000 0.000071367584 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.00000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AT7 9800000.00000000 PA USD 9528442.00000000 0.003677145019 Long DBT CORP US N 2 2021-12-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36212B4B6 5357.76000000 PA USD 5771.38000000 0.000002227247 Long ABS-MBS USGA US N 2 2030-01-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36241LDS2 191830.43000000 PA USD 215274.03000000 0.000083076942 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31409U3M5 37027.20390000 PA USD 43742.83000000 0.000016880905 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31387WEF0 6002.12000000 PA USD 6206.37000000 0.000002395115 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31386JGL5 24971.02000000 PA USD 27076.33000000 0.000010449094 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31418CDH4 47058549.02000000 PA USD 49154066.21000000 0.018969169328 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294GLC6 1570.60000000 PA USD 1817.66000000 0.000000701457 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M66W3 4211516.00000000 PA USD 4648292.32000000 0.001793834181 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297TH71 33573.52870000 PA USD 37606.38000000 0.000014512772 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUY3 7000000.00000000 PA USD 7211750.00000000 0.002783104582 Long DBT CORP US N 2 2029-07-18 Fixed 2.80000000 N N N N N N Freddie Mac Gold Pool N/A 31298JWX8 33729.74000000 PA USD 40395.41000000 0.000015589094 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 3138WJTT5 7107877.32000000 PA USD 7748083.83000000 0.002990082519 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31412V6W3 798213.28710000 PA USD 833127.14000000 0.000321514190 Long ABS-MBS USGSE US N 2 2037-04-01 Floating 3.20800000 N N N N N N BANK 2017-BNK9 N/A 06540RAD6 8000000.00000000 PA USD 8319360.00000000 0.003210545143 Long ABS-MBS CORP US N 2 2054-11-15 Fixed 3.27900000 N N N N N N Ginnie Mae I Pool N/A 36208ER21 1852.26000000 PA USD 1992.05000000 0.000000768757 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 8.00000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAP9 5500000.00000000 PA USD 5796725.00000000 0.002237028725 Long DBT CORP CA N 2 2022-01-15 Fixed 4.50000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EM1 26750000.00000000 PA USD 25579955.00000000 0.009871624775 Long DBT CORP AU N 2 2030-02-04 Variable 2.89400000 N N N N N N Fannie Mae Pool N/A 3138ETFN1 8392306.73000000 PA USD 8876710.67000000 0.003425633742 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RM2 557291600.00000000 PA USD 753213034.90000000 0.290674336865 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N Packaging Corp of America 549300XZP8MFZFY8TJ84 695156AV1 2595000.00000000 PA USD 2576938.80000000 0.000994472934 Long DBT CORP US N 2 2049-12-15 Fixed 4.05000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AB4 4683000.00000000 PA USD 4820961.18000000 0.001860469255 Long DBT CORP US N 2 2024-07-01 Fixed 4.12500000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 92340LAA7 4820000.00000000 PA USD 4693475.00000000 0.001811270742 Long DBT CORP US N 2 2026-06-01 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 36212VVP1 17768.67000000 PA USD 19072.54000000 0.000007360331 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 9.00000000 N N N N N N State of California N/A 13063DMB1 600000.00000000 PA USD 645696.00000000 0.000249182167 Long DBT MUN US N 2 2029-04-01 Fixed 3.05000000 N N N N N N Ginnie Mae I Pool N/A 36212QSJ0 4203.39000000 PA USD 4446.56000000 0.000001715983 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 7.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AW9 39815000.00000000 PA USD 42503308.80000000 0.016402558808 Long DBT CORP GB N 2 2026-03-08 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31410MX47 75379.20000000 PA USD 88856.25000000 0.000034290738 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ4B3 16663544.76000000 PA USD 17788334.03000000 0.006864740728 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418AD96 6565084.16000000 PA USD 7083331.90000000 0.002733546430 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31409T2J6 6030.94400000 PA USD 6163.56000000 0.000002378594 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31293THW0 25554.00000000 PA USD 28641.95000000 0.000011053286 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36211C4C3 6353.57000000 PA USD 7186.97000000 0.000002773541 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31385XA23 185997.66000000 PA USD 208823.29000000 0.000080587521 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36210BDQ5 15039.60110000 PA USD 17852.76000000 0.000006889603 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GTU0 22513.24170000 PA USD 25400.11000000 0.000009802220 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138WH4H2 389263.17000000 PA USD 413167.82000000 0.000159446632 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 3.00000000 N N N N N N European Bank for Reconstruction & Development 549300HTGDOVDU6OGK19 29874QCT9 14800000.00000000 PA USD 15168076.00000000 0.005853550361 Long DBT CORP N/A N 2 2022-02-23 Fixed 1.87500000 N N N N N N Fannie Mae Pool N/A 31410GMV2 569737.12780000 PA USD 591939.78000000 0.000228436969 Long ABS-MBS USGSE US N 2 2037-10-01 Floating 3.81100000 N N N N N N Evergy Metro Inc 1128SIJQ26096WL7IO82 485134BQ2 6560000.00000000 PA USD 7269332.80000000 0.002805326505 Long DBT CORP US N 2 2047-06-15 Fixed 4.20000000 N N N N N N Fannie Mae Pool N/A 3138WGZ31 2741435.34000000 PA USD 2914337.67000000 0.001124679380 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJEU0 23066.14310000 PA USD 27180.45000000 0.000010489275 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31405QFX1 114600.35910000 PA USD 133158.74000000 0.000051387624 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDR2 19410000.00000000 PA USD 23886334.20000000 0.009218035312 Long DBT CORP US N 2 2039-03-15 Fixed 4.81200000 N N N N N N Ginnie Mae I Pool N/A 36210AN86 67224.56000000 PA USD 74477.42000000 0.000028741768 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 14149YAV0 3350000.00000000 PA USD 3381825.00000000 0.001305088592 Long DBT CORP US N 2 2022-06-15 Fixed 3.20000000 N N N N N N Ginnie Mae II Pool N/A 36179RBZ1 8712587.19000000 PA USD 9393388.75000000 0.003625026279 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132FCBN4 496490.43000000 PA USD 539893.62000000 0.000208351704 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QHV6 4826422.94060000 PA USD 5089800.84000000 0.001964217844 Long ABS-MBS USGA US N 2 2029-07-20 Fixed 3.00000000 N N N N N N COMM 2014-UBS4 Mortgage Trust 5493004GWEVMOU8S3L34 12591QAR3 5575000.00000000 PA USD 5779379.50000000 0.002230334879 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 3.69400000 N N N N N N Ginnie Mae I Pool N/A 36213TFS7 168581.61310000 PA USD 186555.78000000 0.000071994210 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418CLJ1 9159553.95000000 PA USD 9781304.47000000 0.003774727811 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 3.50000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WJA3 27900000.00000000 PA USD 30821130.00000000 0.011894259803 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N Fannie Mae Pool N/A 313615UU8 3735.11000000 PA USD 4377.03000000 0.000001689150 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 7.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EGS2 1101557.16860000 PA USD 1277905.46000000 0.000493159710 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 6.50000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_17-6 N/A 02582JHJ2 21800000.00000000 PA USD 21761850.00000000 0.008398170271 Long ABS-CBDO CORP US N 2 2023-05-15 Fixed 2.04000000 N N N N N N Fannie Mae Pool N/A 31418CMX9 23769821.61000000 PA USD 26023913.79000000 0.010042954029 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.50000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441CAS4 11449000.00000000 PA USD 11366223.73000000 0.004386367989 Long DBT CORP US N 2 2026-09-01 Fixed 2.65000000 N N N N N N Freddie Mac Gold Pool N/A 31283G5Q6 17855.05000000 PA USD 20179.96000000 0.000007787699 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31403SAQ9 5579.30780000 PA USD 5786.30000000 0.000002233005 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EKC2 160770.39960000 PA USD 193847.30000000 0.000074808099 Long ABS-MBS USGA US N 2 2036-08-20 Fixed 6.50000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FH1 9985000.00000000 PA USD 9979807.80000000 0.003851332730 Long DBT CORP US N 2 2046-06-15 Fixed 3.85000000 N N N N N N Fannie Mae Pool N/A 31371LW47 39400.18920000 PA USD 47748.70000000 0.000018426820 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31417FSF6 7329574.45000000 PA USD 7877240.25000000 0.003039925598 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140AT7 1143000.00000000 PA USD 1501913.43000000 0.000579607189 Long DBT CORP US N 2 2045-07-29 Fixed 4.90000000 N N N N N N Ginnie Mae I Pool N/A 36290TKM0 52345.16930000 PA USD 57871.25000000 0.000022333239 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 6.00000000 N N N N N N UBS Commercial Mortgage Trust 2017-C1 N/A 90276EAH0 4800000.00000000 PA USD 5108592.00000000 0.001971469588 Long ABS-MBS CORP US N 2 2050-06-15 Fixed 3.72400000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBD4 2500000.00000000 PA USD 2805650.00000000 0.001082735448 Long DBT CORP US N 2 2045-02-01 Fixed 5.65000000 N N N N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780AP2 3467000.00000000 PA USD 3599127.37000000 0.001388948296 Long DBT CORP US N 2 2047-08-15 Fixed 4.20000000 N N N N N N Federal Home Loan Mortgage Corp S6XOOCT0IEG5ABCC6L87 3137EAEC9 25000000.00000000 PA USD 25232000.00000000 0.009737344586 Long DBT USGSE US N 2 2021-08-12 Fixed 1.12500000 N N N N N N Fannie Mae Pool N/A 3140H1BF6 7269954.94000000 PA USD 7627200.53000000 0.002943432141 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38148YAA6 32604000.00000000 PA USD 34519485.00000000 0.013321501283 Long DBT CORP US N 2 2038-10-31 Variable 4.01700000 N N N N N N Ginnie Mae II Pool N/A 36179RBW8 345261.81000000 PA USD 369316.20000000 0.000142523743 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N LYB International Finance BV 549300J6QSW38QNOJK61 50247VAA7 4149000.00000000 PA USD 4064069.97000000 0.001568375464 Long DBT CORP NL N 2 2023-07-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CSD7 40337184.73000000 PA USD 43084147.01000000 0.016626711542 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 3.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769EX8 20940000.00000000 PA USD 21722527.80000000 0.008382995342 Long DBT CORP DE N 2 2022-01-25 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31385DY88 2906.96000000 PA USD 3150.77000000 0.000001215921 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 8.00000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 925524AH3 2339000.00000000 PA USD 2728326.55000000 0.001052895361 Long DBT CORP US N 2 2030-07-30 Fixed 7.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128M8YJ7 3375585.94000000 PA USD 3824741.41000000 0.001476015577 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31376KEL6 4654301.23000000 PA USD 5316934.10000000 0.002051871412 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 42217KBB1 1260000.00000000 PA USD 1319635.80000000 0.000509263970 Long DBT CORP US N 2 2043-03-15 Fixed 5.12500000 N N N N N N Continental Resources Inc/OK XXRTID9RYWOZ0UPIVR53 212015AQ4 5075000.00000000 PA USD 2207625.00000000 0.000851950116 Long DBT CORP US N 2 2044-06-01 Fixed 4.90000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172CH0 17605000.00000000 PA USD 17726474.50000000 0.006840868361 Long DBT CORP US N 2 2024-05-01 Fixed 2.87500000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAX0 13505000.00000000 PA USD 13732019.05000000 0.005299358011 Long DBT CORP NO N 2 2024-11-10 Fixed 3.25000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAG7 7380000.00000000 PA USD 6254550.00000000 0.002413709122 Long DBT CORP US N 2 2024-09-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31419BVU6 1291191.33000000 PA USD 1433080.35000000 0.000553043642 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMLS0 153994.17000000 PA USD 162165.10000000 0.000062581541 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36212UKD2 250.33740000 PA USD 272.54000000 0.000000105176 Long ABS-MBS USGA US N 2 2031-03-15 Fixed 8.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3135G0J20 32145000.00000000 PA USD 32422089.90000000 0.012512090265 Long DBT USGSE US N 2 2021-02-26 Fixed 1.37500000 N N N N N N Ginnie Mae I Pool N/A 36205XW26 544.63000000 PA USD 592.34000000 0.000000228591 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31417Y4F1 6193250.37000000 PA USD 6730329.04000000 0.002597318208 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3132J6YM0 19821404.60000000 PA USD 21208506.49000000 0.008184628085 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N HollyFrontier Corp 549300J3U2WK73C9ZK26 436106AA6 3820000.00000000 PA USD 3304300.00000000 0.001275170724 Long DBT CORP US N 2 2026-04-01 Fixed 5.87500000 N N N N N N Ginnie Mae I Pool N/A 36209EX64 6781.28000000 PA USD 7441.30000000 0.000002871690 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDR47 1264145.20000000 PA USD 1323433.61000000 0.000510729593 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410XVQ6 1537.89980000 PA USD 1570.18000000 0.000000605952 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31386DTN0 1496.91000000 PA USD 1621.81000000 0.000000625876 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.50000000 N N N N N N County of Miami-Dade FL Water & Sewer System Revenue N/A 59334DLS1 865000.00000000 PA USD 875855.75000000 0.000338003695 Long DBT MUN US N 2 2042-10-01 Fixed 3.49000000 N N N N N N Fannie Mae Pool N/A 31384G6Z3 2359.47000000 PA USD 2442.43000000 0.000000942564 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6.50000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAN7 6825000.00000000 PA USD 6892908.75000000 0.002660059753 Long DBT CORP US N 2 2023-05-01 Fixed 2.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJHJ2 458305.51080000 PA USD 540516.35000000 0.000208592024 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WX90 2205000.00000000 PA USD 2315470.50000000 0.000893569044 Long DBT MUN US N 2 2048-09-01 Fixed 4.03100000 N N N N N N Freddie Mac Gold Pool N/A 3128MCHX6 23.72000000 PA USD 23.77000000 0.000000009173 Long ABS-MBS USGSE US N 2 2020-07-01 Fixed 5.00000000 N N N N N N Tennessee Gas Pipeline Co LLC N/A 880451AU3 1792000.00000000 PA USD 2090600.96000000 0.000806789074 Long DBT CORP US N 2 2037-04-01 Fixed 7.62500000 N N N N N N Ginnie Mae I Pool N/A 36225BMX3 38915.81020000 PA USD 45146.23000000 0.000017422495 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBJ9 11200000.00000000 PA USD 11254208.00000000 0.004343139717 Long DBT CORP US N 2 2029-08-26 Fixed 2.37500000 N N N N N N Fannie Mae Pool N/A 31386WQU5 10175.89000000 PA USD 11314.78000000 0.000004366515 Long ABS-MBS USGSE US N 2 2031-03-01 Fixed 7.00000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408HQ9 5895000.00000000 PA USD 5669103.60000000 0.002187778029 Long DBT CORP US N 2 2030-02-15 Fixed 2.40000000 N N N N N N EXELON CORPORATION 3SOUA6IRML7435B56G12 30161NAY7 3000000.00000000 PA USD 3147630.00000000 0.001214709810 Long DBT CORP US N 2 2050-04-15 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 3140GVV28 927259.28000000 PA USD 980947.59000000 0.000378559951 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 31296Q2J8 30488.59610000 PA USD 33978.32000000 0.000013112658 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.00000000 N N N N N N Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 26442EAF7 13100000.00000000 PA USD 14064553.00000000 0.005427687024 Long DBT CORP US N 2 2029-02-01 Fixed 3.65000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 63743HER9 3300000.00000000 PA USD 3304257.00000000 0.001275154130 Long DBT CORP US N 2 2021-03-15 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128PKH56 43975.47000000 PA USD 46672.05000000 0.000018011328 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31368HLA9 592175.29000000 PA USD 661661.14000000 0.000255343314 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31374TWX3 145950.04000000 PA USD 172704.14000000 0.000066648689 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 6.50000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YAU5 2650000.00000000 PA USD 2647668.00000000 0.001021768217 Long DBT CORP US N 2 2021-09-19 Fixed 1.62500000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523CE8 9080000.00000000 PA USD 10231162.40000000 0.003948333616 Long DBT CORP US Y 2 2046-07-15 Fixed 4.80000000 N N N N N N Fannie Mae Pool N/A 3140FMR81 22144044.03000000 PA USD 23224451.94000000 0.008962606664 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMVQ3 99706709.64000000 PA USD 104905417.50000000 0.040484313537 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.50000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAD1 11951000.00000000 PA USD 13634537.37000000 0.005261738611 Long DBT CORP US N 2 2040-06-01 Fixed 6.35000000 N N N N N N Freddie Mac Gold Pool N/A 31283GMJ3 2064.75000000 PA USD 2358.98000000 0.000000910359 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 8.00000000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAH3 20932000.00000000 PA USD 18960414.92000000 0.007317061413 Long DBT CORP US N 2 2046-07-15 Fixed 4.20000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAG5 9090000.00000000 PA USD 9469416.60000000 0.003654366378 Long DBT CORP US N 2 2025-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371LJP5 31613.49290000 PA USD 36486.71000000 0.000014080678 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HSY1 825825.39380000 PA USD 971360.60000000 0.000374860212 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418CGV0 8477587.43000000 PA USD 8984886.26000000 0.003467380056 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 2.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ERM3 2445000.00000000 PA USD 2422995.00000000 0.000935064095 Long DBT CORP US N 2 2022-03-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31404TGG2 21305.01220000 PA USD 24076.16000000 0.000009291291 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31410BJG0 1215.41930000 PA USD 1257.28000000 0.000000485200 Long ABS-MBS USGSE US N 2 2021-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXNL0 836637.00180000 PA USD 944680.30000000 0.000364563950 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.00000000 N N N N N N IHS Markit Ltd 549300HLPTRASHS0E726 44962LAJ6 7395000.00000000 PA USD 7524412.50000000 0.002903764954 Long DBT CORP BM N 2 2029-05-01 Fixed 4.25000000 N N N N N N Fannie Mae Pool N/A 31412XMY7 258209.89860000 PA USD 302170.13000000 0.000116611234 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128282W9 459345000.00000000 PA USD 477002221.80000000 0.184081127224 Long DBT UST US N 2 2022-09-30 Fixed 1.87500000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 78572XAG6 9280000.00000000 PA USD 8423641.60000000 0.003250788717 Long DBT CORP US N 2 2029-10-15 Fixed 3.90000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DA3 58970000.00000000 PA USD 62006955.00000000 0.023929259970 Long DBT CORP N/A N 2 2023-01-18 Fixed 2.50000000 N N N N N N Trimble Inc 549300E2MI7NSZFQWS19 896239AC4 4100000.00000000 PA USD 4416479.00000000 0.001704374519 Long DBT CORP US N 2 2028-06-15 Fixed 4.90000000 N N N N N N Freddie Mac Gold Pool N/A 31292HSQ8 75378.93660000 PA USD 88689.35000000 0.000034226330 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FNG9 9786.29210000 PA USD 11247.48000000 0.000004340543 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TV69 20748854.51000000 PA USD 22412082.69000000 0.008649103204 Long ABS-MBS USGA US N 2 2048-04-20 Fixed 4.00000000 N N N N N N Macy's Retail Holdings Inc 549300JMONK27O4SQQ19 55616XAF4 723000.00000000 PA USD 516945.00000000 0.000199495545 Long DBT CORP US N 2 2022-01-15 Fixed 3.87500000 N N N N N N BANK 2017-BNK6 N/A 060352AF8 3388000.00000000 PA USD 3563904.96000000 0.001375355527 Long ABS-MBS CORP US N 2 2060-07-15 Fixed 3.51800000 N N N N N N Old Republic International Corp N/A 680223AK0 5893000.00000000 PA USD 6024531.76000000 0.002324942205 Long DBT CORP US N 2 2026-08-26 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128MBU70 708.76000000 PA USD 712.79000000 0.000000275074 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N Prudential Financial Inc 5PRBRS5FEH7NREC8OR45 744320BA9 10233000.00000000 PA USD 9780701.40000000 0.003774495078 Long DBT CORP US N 2 2049-12-07 Fixed 3.93500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FHPH0 967529.14000000 PA USD 1073783.19000000 0.000414386371 Long ABS-MBS USGSE US N 2 2028-04-25 Fixed 3.73600000 N N N N N N Ginnie Mae I Pool N/A 36290TXY0 193871.32780000 PA USD 212721.44000000 0.000082091865 Long ABS-MBS USGA US N 2 2036-11-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138AHXP6 2890309.61000000 PA USD 3264257.87000000 0.001259717965 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31402QV99 122620.32410000 PA USD 134129.47000000 0.000051762241 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36205HAU3 1815.78000000 PA USD 2015.99000000 0.000000777995 Long ABS-MBS USGA US N 2 2024-03-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31404RY76 204513.92690000 PA USD 234377.05000000 0.000090449036 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBK1 3850000.00000000 PA USD 3952179.00000000 0.001525195338 Long DBT CORP US N 2 2030-09-15 Fixed 2.65000000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RBF4 6650000.00000000 PA USD 6710914.00000000 0.002589825701 Long DBT CORP US N 2 2022-12-15 Fixed 3.04800000 N N N N N N Fannie Mae Pool N/A 31406WYR9 182.19250000 PA USD 182.57000000 0.000000070456 Long ABS-MBS USGSE US N 2 2020-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31407CKC0 467866.68200000 PA USD 535286.27000000 0.000206573670 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMS61 7162306.03000000 PA USD 7455101.10000000 0.002877016817 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31297QB24 457283.04000000 PA USD 523566.22000000 0.000202050756 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RK6 444671000.00000000 PA USD 549306533.00000000 0.211984265828 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138WGUE2 9128715.59000000 PA USD 9646952.77000000 0.003722879808 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Chile Government International Bond N/A 168863DL9 23556000.00000000 PA USD 23712882.96000000 0.009151098308 Long DBT NUSS CL N 2 2050-01-25 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36200B5D5 18381.19000000 PA USD 20355.88000000 0.000007855588 Long ABS-MBS USGA US N 2 2032-11-15 Fixed 6.00000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92556HAA5 10300000.00000000 PA USD 10274353.00000000 0.003965001409 Long DBT CORP US N 2 2025-05-15 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 3620AF2L0 568361.83000000 PA USD 598450.91000000 0.000230949695 Long ABS-MBS USGA US N 2 2025-01-15 Fixed 4.00000000 N N N N N N Federal Farm Credit Banks Funding Corp N/A 3133EK3V6 13500000.00000000 PA USD 13764870.00000000 0.005312035604 Long DBT USGSE US N 2 2021-12-28 Fixed 1.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QE1 260527000.00000000 PA USD 421808844.60000000 0.162781312201 Long DBT UST US N 2 2040-02-15 Fixed 4.62500000 N N N N N N Ginnie Mae I Pool N/A 36206H7D4 7458.29000000 PA USD 8032.35000000 0.000003099784 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 3620A9ZR5 1404380.34000000 PA USD 1485286.69000000 0.000573190722 Long ABS-MBS USGA US N 2 2025-01-15 Fixed 4.00000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KK6 3350000.00000000 PA USD 3528588.50000000 0.001361726463 Long DBT CORP US N 2 2024-09-15 Fixed 2.20000000 N N N N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199BK0 1325000.00000000 PA USD 1533488.75000000 0.000591792500 Long DBT CORP US N 2 2050-04-15 Fixed 3.75000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAY0 7574000.00000000 PA USD 7248318.00000000 0.002797216631 Long DBT CORP US N 2 2026-10-01 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31411VFP9 330991.18000000 PA USD 387550.95000000 0.000149560761 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418MQZ8 185506.83000000 PA USD 191808.50000000 0.000074021300 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N GLP Capital LP / GLP Financing II Inc N/A 361841AP4 10300000.00000000 PA USD 7892066.00000000 0.003045647041 Long DBT CORP US N 2 2030-01-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31407GQB7 63463.63070000 PA USD 71461.95000000 0.000027578060 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36202VUP4 74803.01780000 PA USD 86047.41000000 0.000033206772 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128K1A76 49140.56720000 PA USD 56270.37000000 0.000021715440 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Moody's Corp 549300GCEDD8YCF5WU84 615369AE5 7325000.00000000 PA USD 9056263.75000000 0.003494925523 Long DBT CORP US N 2 2044-07-15 Fixed 5.25000000 N N N N N N Fannie Mae Pool N/A 3140Q75Y9 29304827.10000000 PA USD 31080113.53000000 0.011994204788 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179MZV5 8934091.90000000 PA USD 9404025.13000000 0.003629130991 Long ABS-MBS USGA US N 2 2028-02-20 Fixed 2.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287TBL8 24757.86220000 PA USD 29106.58000000 0.000011232593 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36201LG99 45305.29830000 PA USD 49251.39000000 0.000019006727 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae II Pool N/A 36179QK83 2977512.06000000 PA USD 3139578.04000000 0.001211602458 Long ABS-MBS USGA US N 2 2029-08-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140F5CV3 22556998.88000000 PA USD 23657329.29000000 0.009129659451 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3133X8EW8 24750000.00000000 PA USD 29825977.50000000 0.011510217998 Long DBT USGSE US N 2 2024-08-15 Fixed 5.37500000 N N N N N N Fannie Mae Pool N/A 31417GB47 523424.20000000 PA USD 569925.21000000 0.000219941271 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EB4 6951000.00000000 PA USD 11393384.10000000 0.004396849515 Long DBT USGA US N 2 2048-01-15 Fixed 4.87500000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NG6 3445000.00000000 PA USD 3518516.30000000 0.001357839475 Long DBT CORP US N 2 2025-11-01 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 31384MC59 8364.14000000 PA USD 9232.92000000 0.000003563099 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.50000000 N N N N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830BC2 8990000.00000000 PA USD 9903743.60000000 0.003821978603 Long DBT CORP US N 2 2035-03-01 Fixed 3.60000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FBU79 14000000.00000000 PA USD 15707300.00000000 0.006061643651 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 3.18700000 N N N N N N Fannie Mae Pool N/A 31413DX69 175103.65610000 PA USD 207559.12000000 0.000080099662 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2D1 64631432.67000000 PA USD 69820044.08000000 0.026944428830 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36208WBE2 44459.93280000 PA USD 48235.47000000 0.000018614671 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371J4V3 11162.85740000 PA USD 12789.84000000 0.000004935759 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GUFB5 19035460.79000000 PA USD 20466546.73000000 0.007898296528 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36211BXF6 4461.17000000 PA USD 4878.96000000 0.000001882851 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 3138Y6ND2 1866543.62000000 PA USD 2010416.80000000 0.000775845004 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36213E2B1 21013.62660000 PA USD 22846.86000000 0.000008816889 Long ABS-MBS USGA US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36206JML5 3074.89000000 PA USD 3515.12000000 0.000001356528 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 8.00000000 N N N N N N Anheuser-Busch InBev Worldwide Inc 549300CRGMZK3K53BF92 03523TBX5 8970000.00000000 PA USD 9669390.90000000 0.003731538963 Long DBT CORP US N 2 2025-01-23 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128KCSM0 139622.62390000 PA USD 165251.75000000 0.000063772718 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138EPAG9 5454765.32000000 PA USD 6038588.85000000 0.002330367012 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31386JEC7 17527.42000000 PA USD 20847.64000000 0.000008045365 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HNV2 1677.01000000 PA USD 1747.80000000 0.000000674497 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 8.00000000 N N N N N N GS Mortgage Securities Trust 2011-GC5 N/A 36191YBB3 3220000.00000000 PA USD 3264403.80000000 0.001259774281 Long ABS-MBS CORP US N 2 2044-08-10 Fixed 3.70700000 N N N N N N Fannie Mae Pool N/A 31416CCH7 9540460.37000000 PA USD 10569208.21000000 0.004078789725 Long ABS-MBS USGSE US N 2 2039-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36292EV31 104472.25740000 PA USD 115584.97000000 0.000044605686 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384HQH9 2740.49000000 PA USD 2859.32000000 0.000001103447 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418AGQ5 20519215.56000000 PA USD 22107608.04000000 0.008531602626 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 3.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 95000U2J1 55700000.00000000 PA USD 53534941.00000000 0.020659803738 Long DBT CORP US N 2 2031-02-11 Variable 2.57200000 N N N N N N Ginnie Mae I Pool N/A 36241LT97 4540012.36000000 PA USD 5089626.26000000 0.001964150472 Long ABS-MBS USGA US N 2 2041-03-15 Fixed 4.50000000 N N N N N N Wisconsin Power & Light Co JWBYHVQVMY66CVCOSO49 976826BE6 4225000.00000000 PA USD 5622714.50000000 0.002169875895 Long DBT CORP US N 2 2037-08-15 Fixed 6.37500000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032625 -59325000.00000000 PA USD -62708304.75000000 -0.02419991961 Short ABS-MBS USGSE US N 2 2050-02-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WJ3A4 5649665.98000000 PA USD 5963109.45000000 0.002301238566 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.50000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAP6 9925000.00000000 PA USD 10061071.75000000 0.003882693505 Long DBT CORP US N 2 2028-09-13 Fixed 4.65000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLN91 20400000.00000000 PA USD 23662368.00000000 0.009131603953 Long ABS-MBS USGSE US N 2 2029-03-25 Fixed 3.50500000 N N N N N N United Airlines 2016-2 Class A Pass Through Trust N/A 90932DAA3 2526329.71000000 PA USD 2236130.22000000 0.000862950637 Long DBT CORP US N 2 2028-10-07 Fixed 3.10000000 N N N N N N Fannie Mae Pool N/A 31417YDV6 1428294.14000000 PA USD 1544571.57000000 0.000596069499 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FLR5 1428497.81000000 PA USD 1628316.08000000 0.000628387554 Long ABS-MBS USGA US N 2 2040-10-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31419FB54 822662.38000000 PA USD 894250.46000000 0.000345102444 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BGA2 8766000.00000000 PA USD 9126107.28000000 0.003521879015 Long DBT CORP US N 2 2024-09-09 Fixed 3.30000000 N N N N N N Ginnie Mae I Pool N/A 36212MCR8 13259.26000000 PA USD 13676.53000000 0.000005277944 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AH3 4025000.00000000 PA USD 4211317.25000000 0.001625200032 Long DBT CORP US N 2 2027-12-01 Fixed 3.75000000 N N N N N N CBRE Services Inc 549300CTE3HOMEUMM603 12505BAC4 5043000.00000000 PA USD 5112240.39000000 0.001972877547 Long DBT CORP US N 2 2025-03-15 Fixed 5.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMS20 3503702.65000000 PA USD 3646934.01000000 0.001407397476 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 2.50000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FS8 5205000.00000000 PA USD 5486382.30000000 0.002117263593 Long DBT CORP US N 2 2025-05-15 Fixed 3.10000000 N N N N N N Freddie Mac Gold Pool N/A 3132GVL67 6211438.90000000 PA USD 6692514.84000000 0.002582725235 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N Philippine Government International Bond N/A 718286BB2 24320000.00000000 PA USD 34048000.00000000 0.013139549321 Long DBT NUSS PH N 2 2031-01-14 Fixed 7.75000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CR0 5075000.00000000 PA USD 5513784.50000000 0.002127838445 Long DBT CORP US N 2 2042-04-15 Fixed 5.00000000 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 233331BA4 6250000.00000000 PA USD 6307687.50000000 0.002434215548 Long DBT CORP US N 2 2023-08-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31410NJU3 13177.45960000 PA USD 13480.01000000 0.000005202104 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36225FJE0 1161082.71000000 PA USD 1237272.96000000 0.000477479120 Long ABS-MBS USGA US N 2 2041-10-20 Floating 3.12500000 N N N N N N Ginnie Mae II Pool N/A 36179SEH6 114924311.59120000 PA USD 122009395.40000000 0.047084952670 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132AEJ98 17703237.01000000 PA USD 19036467.79000000 0.007346411167 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BD7 5160000.00000000 PA USD 5201125.20000000 0.002007179308 Long DBT CORP US N 2 2023-12-01 Fixed 3.35000000 N N N N N N Fannie Mae Pool N/A 31375EZN4 1705.00810000 PA USD 1934.72000000 0.000000746632 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 6.50000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670BR8 11564000.00000000 PA USD 12033960.96000000 0.004644056143 Long DBT CORP US N 2 2023-03-15 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31410LC91 162345.37000000 PA USD 185255.55000000 0.000071492435 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407YNS4 8947.65690000 PA USD 10637.69000000 0.000004105217 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.50000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400GN7 16125000.00000000 PA USD 16585530.00000000 0.006400563600 Long DBT CORP US N 2 2025-08-01 Fixed 3.70000000 N N N N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677AD7 9158000.00000000 PA USD 9302146.92000000 0.003589814915 Long DBT CORP US N 2 2025-11-01 Fixed 4.15000000 N N N N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340AN2 5950000.00000000 PA USD 6151645.50000000 0.002373996988 Long DBT CORP US N 2 2027-08-01 Fixed 3.15000000 N N N N N N American Airlines 2016-1 Class A Pass Through Trust N/A 02376WAA9 2811751.73120000 PA USD 2429072.32000000 0.000937409408 Long DBT CORP US N 2 2028-01-15 Fixed 4.10000000 N N N N N N Fannie Mae Pool N/A 3138WCBJ1 494137.40000000 PA USD 541628.95000000 0.000209021390 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EPM5 689944.82110000 PA USD 805593.37000000 0.000310888563 Long ABS-MBS USGA US N 2 2037-09-20 Fixed 6.00000000 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 893526DF7 2755000.00000000 PA USD 2994492.15000000 0.001155611997 Long DBT CORP CA N 2 2034-03-31 Fixed 5.60000000 N N N N N N Freddie Mac Gold Pool N/A 31297GHV6 62111.60740000 PA USD 71219.03000000 0.000027484315 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142EL3 8450000.00000000 PA USD 8774987.00000000 0.003386377305 Long DBT CORP US N 2 2024-07-08 Fixed 2.85000000 N N N N N N Ginnie Mae I Pool N/A 36295AER2 47194.42310000 PA USD 55690.36000000 0.000021491606 Long ABS-MBS USGA US N 2 2037-11-15 Fixed 6.50000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAR4 8757000.00000000 PA USD 9014893.65000000 0.003478960283 Long DBT CORP ES N 2 2023-04-27 Fixed 4.57000000 N N N N N N Fannie Mae Pool N/A 31409A4L0 698.67510000 PA USD 708.07000000 0.000000273253 Long ABS-MBS USGSE US N 2 2021-03-01 Fixed 5.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C25 N/A 46643PBJ8 2775000.00000000 PA USD 2822091.75000000 0.001089080525 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 4.06510000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076BX9 11630000.00000000 PA USD 14502377.40000000 0.005596648940 Long DBT CORP US N 2 2048-12-06 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138APQ50 1119462.32000000 PA USD 1243677.86000000 0.000479950851 Long ABS-MBS USGSE US N 2 2041-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31410KLS1 133247.88000000 PA USD 141365.34000000 0.000054554653 Long ABS-MBS USGSE US N 2 2034-07-01 Floating 3.34800000 N N N N N N JPMDB Commercial Mortgage Securities Trust 2017-C7 N/A 46648KAY2 2400000.00000000 PA USD 2413488.00000000 0.000931395224 Long ABS-MBS CORP US N 2 2050-10-15 Variable 3.71250000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAP4 8370000.00000000 PA USD 7365600.00000000 0.002842477222 Long DBT CORP US N 2 2041-06-01 Fixed 6.05000000 N N N N N N Fannie Mae Pool N/A 3138MLVL5 6324149.74000000 PA USD 6582807.46000000 0.002540387784 Long ABS-MBS USGSE US N 2 2027-11-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36290RXM0 21890.15740000 PA USD 23823.06000000 0.000009193617 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 5.50000000 N N N N N N Freddie Mac Pool N/A 3132ACYG9 2767156.82100000 PA USD 2925853.26000000 0.001129123391 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 3.50000000 N N N N N N AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_18-2 N/A 02582JHU7 14150000.00000000 PA USD 14454649.50000000 0.005578230146 Long ABS-CBDO CORP US N 2 2025-10-15 Fixed 3.01000000 N N N N N N Ginnie Mae I Pool N/A 36213RXN2 80371.04500000 PA USD 89792.14000000 0.000034651910 Long ABS-MBS USGA US N 2 2034-08-15 Fixed 6.00000000 N N N N N N Mosaic Co/The 2YD5STGSJNMUB7H76907 61945CAC7 19724000.00000000 PA USD 18627345.60000000 0.007188525794 Long DBT CORP US N 2 2023-11-15 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36213JTW5 7474.84000000 PA USD 7671.58000000 0.000002960558 Long ABS-MBS USGA US N 2 2031-05-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36200RGS5 67804.28000000 PA USD 74965.09000000 0.000028929966 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210GW75 4590.17000000 PA USD 4675.78000000 0.000001804442 Long ABS-MBS USGA US N 2 2029-01-15 Fixed 6.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAP5 6650000.00000000 PA USD 3790500.00000000 0.001462801389 Long DBT CORP US N 2 2058-04-15 Fixed 4.90000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HRT9 16420000.00000000 PA USD 16481410.80000000 0.006360382697 Long DBT CORP US N 2 2021-06-07 Fixed 2.40000000 N N N N N N New York City Water & Sewer System N/A 64972FT63 4400000.00000000 PA USD 6204044.00000000 0.002394218225 Long DBT MUN US N 2 2043-06-15 Fixed 5.44000000 N N N N N N Ginnie Mae I Pool N/A 36200KYZ4 11576.49000000 PA USD 12956.87000000 0.000005000218 Long ABS-MBS USGA US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZF0 444948233.18000000 PA USD 476143553.80000000 0.183749756497 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2017-JP6 N/A 48128KAU5 3000000.00000000 PA USD 3177540.00000000 0.001226252453 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.48980000 N N N N N N Fannie Mae Pool N/A 31406WTK0 1096.67370000 PA USD 1318.44000000 0.000000508802 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31389CEZ8 994.24400000 PA USD 1175.39000000 0.000000453597 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQC3 4219.88000000 PA USD 4651.28000000 0.000001794987 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TJZ9 11327112.33000000 PA USD 12252763.95000000 0.004728494955 Long ABS-MBS USGA US N 2 2047-10-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36225AZL7 16694.29520000 PA USD 19101.45000000 0.000007371488 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WKVH5 20245775.00000000 PA USD 21767042.53000000 0.008400174133 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179TAL9 23588594.19000000 PA USD 25440534.72000000 0.009817820744 Long ABS-MBS USGA US N 2 2047-06-20 Fixed 4.00000000 N N N N N N TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_18-A N/A 89238BAE2 2350000.00000000 PA USD 2352279.50000000 0.000907774098 Long ABS-CBDO CORP US N 2 2023-05-15 Fixed 2.52000000 N N N N N N Freddie Mac Gold Pool N/A 3129447K1 177239.70000000 PA USD 194876.82000000 0.000075205403 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N New York City Water & Sewer System N/A 64972FY34 19200000.00000000 PA USD 28639680.00000000 0.011052410946 Long DBT MUN US N 2 2044-06-15 Fixed 5.88200000 N N N N N N Benchmark 2018-B6 Mortgage Trust N/A 08162CAF7 1250000.00000000 PA USD 1328862.50000000 0.000512824669 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.44100000 N N N N N N Freddie Mac Gold Pool N/A 31283HGE9 8959.39000000 PA USD 10256.71000000 0.000003958192 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810QC5 120862000.00000000 PA USD 191377725.30000000 0.073855059345 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769JC9 31405000.00000000 PA USD 31872306.40000000 0.012299921931 Long DBT CORP DE N 2 2024-08-05 Fixed 1.37500000 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 606822BK9 14950000.00000000 PA USD 14987524.50000000 0.005783873278 Long DBT CORP JP N 2 2039-07-18 Fixed 3.75100000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Z52 386760000.00000000 PA USD 405011204.40000000 0.156298892620 Long DBT UST US N 2 2025-01-31 Fixed 1.37500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHP0 6400000.00000000 PA USD 6698304.00000000 0.002584959344 Long DBT CORP US N 2 2023-12-15 Fixed 4.05000000 N N N N N N Ginnie Mae I Pool N/A 36209RUT8 4715405.37000000 PA USD 5169923.29000000 0.001995138100 Long ABS-MBS USGA US N 2 2041-10-15 Fixed 4.00000000 N N N N N N Los Angeles Unified School District/CA N/A 544646ZR6 14910000.00000000 PA USD 20584298.70000000 0.007943738487 Long DBT MUN US N 2 2034-07-01 Fixed 6.75800000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BJ0 9012000.00000000 PA USD 8655305.04000000 0.003340190538 Long DBT CORP US N 2 2022-09-15 Fixed 3.25000000 N N N N N N Ginnie Mae II Pool N/A 36179RLP2 73559973.84030000 PA USD 79180691.44000000 0.030556819797 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31388WWW2 37958.97000000 PA USD 45219.38000000 0.000017450724 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31386SMA2 8816.40000000 PA USD 10487.55000000 0.000004047276 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 6.50000000 N N N N N N Toledo Edison Co/The N/A 889175BD6 3530000.00000000 PA USD 4660447.20000000 0.001798524901 Long DBT CORP US N 2 2037-05-15 Fixed 6.15000000 N N N N N N SSM Health Care Corp 5493000QP6H63JFPC580 784710AB1 8575000.00000000 PA USD 8269387.00000000 0.003191259937 Long DBT CORP US N 2 2023-06-01 Fixed 3.68800000 N N N N N N Fannie Mae Pool N/A 31403YN82 6205.95990000 PA USD 7127.23000000 0.000002750487 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N State of Oregon 549300R5SUGZRD8KP359 68607LXQ5 5230000.00000000 PA USD 6140752.20000000 0.002369793127 Long DBT MUN US N 2 2027-06-01 Fixed 5.89200000 N N N N N N Ginnie Mae I Pool N/A 36210ET82 6088.42000000 PA USD 6344.50000000 0.000002448421 Long ABS-MBS USGA US N 2 2029-05-15 Fixed 7.00000000 N N N N N N Nordic Investment Bank 213800HYL1S7VAXG6Z48 65562QBM6 11800000.00000000 PA USD 12037180.00000000 0.004645298411 Long DBT CORP N/A N 2 2022-10-17 Fixed 1.37500000 N N N N N N Fannie Mae Pool N/A 31405AYK3 397627.75970000 PA USD 449565.90000000 0.000173493107 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4ZU0 1405213.28000000 PA USD 1585249.21000000 0.000611767510 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36200MWJ8 291572.96210000 PA USD 329427.88000000 0.000127130341 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.50000000 N N N N N N COMM 2013-LC6 Mortgage Trust N/A 20048EBA8 2547000.00000000 PA USD 2576214.09000000 0.000994193259 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 3.28200000 N N N N N N Benchmark 2019-B11 Mortgage Trust N/A 08162BBE1 15840000.00000000 PA USD 16991251.20000000 0.006557136488 Long ABS-MBS CORP US N 2 2052-05-15 Fixed 3.54210000 N N N N N N Freddie Mac Gold Pool N/A 31306XQT3 7480352.84000000 PA USD 7765803.10000000 0.002996920607 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 2.50000000 N N N N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 960386AM2 10900000.00000000 PA USD 10517737.00000000 0.004058926341 Long DBT CORP US N 2 2028-09-15 Fixed 4.95000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAU4 5679000.00000000 PA USD 5667982.74000000 0.002187345475 Long DBT CORP JP N 2 2022-10-18 Fixed 2.77800000 N N N N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 589331AT4 13454000.00000000 PA USD 13828693.90000000 0.005336666046 Long DBT CORP US N 2 2022-09-15 Fixed 2.40000000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AE7 23858000.00000000 PA USD 35949711.56000000 0.013873443612 Long DBT CORP US N 2 2038-05-15 Fixed 6.37500000 N N N N N N Fannie Mae Pool N/A 31418CR71 29233856.45000000 PA USD 30892000.79000000 0.011921609727 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VCK8 70703000.00000000 PA USD 92015712.32000000 0.035510014989 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N Ginnie Mae I Pool N/A 36200FPF9 24614.96670000 PA USD 26093.34000000 0.000010069746 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31409WWK3 2718.43220000 PA USD 2779.11000000 0.000001072493 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31335AHP6 35041489.55000000 PA USD 38495879.59000000 0.014856041721 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BN6G4 4050000.00000000 PA USD 4373554.50000000 0.001687809417 Long ABS-MBS USGSE US N 2 2025-12-25 Fixed 2.99500000 N N N N N N Fannie Mae Pool N/A 3138E9AZ3 7577031.02000000 PA USD 8345038.88000000 0.003220454944 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 655664AP5 9879000.00000000 PA USD 9384358.47000000 0.003621541381 Long DBT CORP US N 2 2021-10-15 Fixed 4.00000000 N N N N N N JPMCC Commercial Mortgage Securities Trust 2019-COR5 N/A 46591EAV9 1075000.00000000 PA USD 1060831.50000000 0.000409388152 Long ABS-MBS CORP US N 2 2052-06-13 Fixed 3.66920000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HZ2 25240000.00000000 PA USD 25724608.00000000 0.009927448178 Long DBT CORP N/A N 2 2022-09-06 Fixed 1.37500000 N N N N N N Ginnie Mae I Pool N/A 36209C5F9 19383.90000000 PA USD 20076.87000000 0.000007747915 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31408FCH0 77839.12000000 PA USD 89051.07000000 0.000034365922 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31407MMS1 28274.56310000 PA USD 33573.78000000 0.000012956541 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200K3X3 65721.12130000 PA USD 72445.71000000 0.000027957706 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 312933PV0 94553.41000000 PA USD 104815.29000000 0.000040449532 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31419HL91 407194.86000000 PA USD 433544.44000000 0.000167310225 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 3.81000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 478375AU2 12896000.00000000 PA USD 13384371.52000000 0.005165196479 Long DBT CORP IE N 2 2047-02-15 Fixed 4.50000000 N N N N N N Australia & New Zealand Banking Group Ltd/New York NY JHE42UYNWWTJB8YTTU19 05253JAW1 150000.00000000 PA USD 149611.50000000 0.000057736950 Long DBT CORP AU N 2 2022-11-21 Fixed 2.05000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283C2 486670000.00000000 PA USD 507733077.60000000 0.195940549084 Long DBT UST US N 2 2022-10-31 Fixed 2.00000000 N N N N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537AJ0 1000000.00000000 PA USD 992420.00000000 0.000382987298 Long DBT CORP US N 2 2027-11-13 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31417YJJ7 2658151.90000000 PA USD 2874472.30000000 0.001109294835 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 4.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29279FAA7 17680000.00000000 PA USD 14961700.00000000 0.005773907280 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N Ginnie Mae I Pool N/A 36176WYJ4 5177548.29000000 PA USD 5557890.99000000 0.002144859691 Long ABS-MBS USGA US N 2 2041-11-15 Fixed 4.00000000 N N N N N N Colgate-Palmolive Co YMEGZFW4SBUSS5BQXF88 19416QEA4 5075000.00000000 PA USD 5117528.50000000 0.001974918295 Long DBT CORP US N 2 2023-02-01 Fixed 1.95000000 N N N N N N Ginnie Mae II Pool N/A 21H022648 206095000.00000000 PA USD 215336299.80000000 0.083100973094 Long ABS-MBS USGA US N 2 2050-04-01 Fixed 2.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FKUP9 12150000.00000000 PA USD 14313064.50000000 0.005523590723 Long ABS-MBS USGSE US N 2 2028-12-25 Fixed 3.77100000 N N N N N N Freddie Mac Gold Pool N/A 31297BK76 45830.20870000 PA USD 49802.77000000 0.000019219512 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31384UPV0 1812.50000000 PA USD 1890.00000000 0.000000729374 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128L0QE5 51789.05820000 PA USD 57033.22000000 0.000022009833 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212SFR2 8477.34000000 PA USD 9157.65000000 0.000003534051 Long ABS-MBS USGA US N 2 2031-01-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31390EUM2 6047.18370000 PA USD 6627.47000000 0.000002557623 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 6.00000000 N N N N N N COPART_20-1-A1 N/A 14043MAD3 800000.00000000 PA USD 761616.00000000 0.000293917146 Long ABS-CBDO CORP US N 2 2025-08-15 Fixed 1.63000000 N N N N N N Ginnie Mae I Pool N/A 36290XLA6 174913.63950000 PA USD 193332.05000000 0.000074609257 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36225FAQ2 1419251.91000000 PA USD 1500206.04000000 0.000578948286 Long ABS-MBS USGA US N 2 2041-01-20 Floating 4.00000000 N N N N N N Fannie Mae Pool N/A 31379JJY3 4636.75000000 PA USD 4992.20000000 0.000001926552 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 7.00000000 N N N N N N Skandinaviska Enskilda Banken AB F3JS33DEI6XQ4ZBPTN86 830505AW3 8650000.00000000 PA USD 8756654.50000000 0.003379302563 Long DBT CORP SE N 2 2022-03-11 Fixed 2.80000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DZ3 7754000.00000000 PA USD 7828903.64000000 0.003021271895 Long DBT CORP US N 2 2021-12-15 Fixed 2.20000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38143YAC7 19324000.00000000 PA USD 23386098.04000000 0.009024987917 Long DBT CORP US N 2 2036-05-01 Fixed 6.45000000 N N N N N N Fannie Mae Pool N/A 31417ATS8 165067.38000000 PA USD 168525.54000000 0.000065036115 Long ABS-MBS USGSE US N 2 2022-01-01 Fixed 3.50000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CL6 11497000.00000000 PA USD 13111063.83000000 0.005059723621 Long DBT CORP US N 2 2038-01-15 Fixed 3.40000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828TY6 908480000.00000000 PA USD 939422828.80000000 0.362535026805 Long DBT UST US N 2 2022-11-15 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 31371MCF2 154420.80750000 PA USD 176574.02000000 0.000068142124 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Stifel Financial Corp 549300E5F07FE5GHJX84 860630AE2 250000.00000000 PA USD 245440.00000000 0.000094718367 Long DBT CORP US N 2 2020-12-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202EKM0 1254380.12790000 PA USD 1512493.93000000 0.000583690336 Long ABS-MBS USGA US N 2 2036-09-20 Fixed 6.50000000 N N N N N N GS Mortgage Securities Trust 2015-GC28 5493002EPQ51IPGGFX73 36251FAW6 6200000.00000000 PA USD 6437832.00000000 0.002484439940 Long ABS-MBS CORP US N 2 2048-02-10 Fixed 3.39600000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RDC3 20828000.00000000 PA USD 22053102.96000000 0.008510568433 Long DBT CORP US N 2 2024-04-01 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 31413YLZ2 138088.91000000 PA USD 163755.50000000 0.000063195296 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31387MBJ7 5325.13000000 PA USD 6057.12000000 0.000002337518 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31402WNU8 21903.37990000 PA USD 25194.80000000 0.000009722988 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31368HJH7 268.65310000 PA USD 295.54000000 0.000000114052 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31389A5Z2 24500.17540000 PA USD 25986.11000000 0.000010028365 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36290TNQ8 683870.09000000 PA USD 786334.35000000 0.000303456266 Long ABS-MBS USGA US N 2 2036-02-15 Fixed 6.00000000 N N N N N N Dover Corp 549300FMC2ALGA7N9E80 260003AM0 8640000.00000000 PA USD 9000460.80000000 0.003473390466 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828S27 363189000.00000000 PA USD 367274876.30000000 0.141735971324 Long DBT UST US N 2 2021-06-30 Fixed 1.12500000 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 37045XCD6 19452000.00000000 PA USD 17053179.36000000 0.006581035340 Long DBT CORP US N 2 2024-11-07 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31400TTF4 13115.08110000 PA USD 15109.36000000 0.000005830891 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAP4 27928000.00000000 PA USD 28026585.84000000 0.010815810237 Long DBT CORP FR N 2 2021-06-19 Fixed 2.75000000 N N N N N N Fannie Mae Pool N/A 31418CR89 250498937.28000000 PA USD 264619562.40000000 0.102120000926 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410LK68 2126636.10000000 PA USD 2470449.36000000 0.000953377326 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 6.00000000 N N N N N N Ascension Health N/A 04352EAB1 5000000.00000000 PA USD 5104850.00000000 0.001970025503 Long DBT CORP US N 2 2039-11-15 Fixed 3.10600000 N N N N N N Freddie Mac Gold Pool N/A 3128MMV59 8964583.56000000 PA USD 9433700.22000000 0.003640582980 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.50000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017CP2 12475000.00000000 PA USD 13696676.75000000 0.005285718976 Long DBT CORP US N 2 2047-05-04 Fixed 4.05000000 N N N N N N Ginnie Mae II Pool N/A 36179NDU9 1102404.02000000 PA USD 1186616.66000000 0.000457930219 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36208PYJ1 157003.99000000 PA USD 173272.74000000 0.000066868118 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GRM0 20270.14000000 PA USD 23560.79000000 0.000009092403 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.50000000 N N N N N N Kreditanstalt fuer Wiederaufbau 549300GDPG70E3MBBU98 500769HU1 51184000.00000000 PA USD 52216893.12000000 0.020151152565 Long DBT CORP DE N 2 2021-04-12 Fixed 2.62500000 N N N N N N Tanger Properties LP PQPGJDNFN35EXH363L31 875484AJ6 6100000.00000000 PA USD 5937435.00000000 0.002291330475 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N N Indiana Michigan Power Co JHR9V15J0ZRG02MIRD06 454889AQ9 1780000.00000000 PA USD 1963767.20000000 0.000757842339 Long DBT CORP US N 2 2046-03-15 Fixed 4.55000000 N N N N N N Freddie Mac Gold Pool N/A 31292H7K4 644161.03000000 PA USD 743387.60000000 0.000286882578 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36292JPZ6 86123.88360000 PA USD 96830.80000000 0.000037368217 Long ABS-MBS USGA US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36202ELK3 251816.37120000 PA USD 287133.62000000 0.000110808457 Long ABS-MBS USGA US N 2 2036-12-20 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371J5B6 20770.42930000 PA USD 24388.85000000 0.000009411962 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36200RGR7 42407.21980000 PA USD 46992.71000000 0.000018135074 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31283GG68 1308.75000000 PA USD 1440.86000000 0.000000556045 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 8.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AW6 15720000.00000000 PA USD 16354616.40000000 0.006311451151 Long DBT CORP US N 2 2023-02-22 Fixed 2.40000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785JB3 26300000.00000000 PA USD 27502962.00000000 0.010613737243 Long DBT CORP N/A N 2 2025-03-14 Fixed 1.62500000 N N N N N N Oncor Electric Delivery Co LLC 549300SP2X2BS1KERD24 68233JAZ7 6900000.00000000 PA USD 7031031.00000000 0.002713362858 Long DBT CORP US N 2 2025-04-01 Fixed 2.95000000 N N N N N N Ginnie Mae II Pool N/A 36179TCX1 110648543.33430000 PA USD 117558544.90000000 0.045367313758 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.50000000 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 65339KAW0 6108000.00000000 PA USD 6016013.52000000 0.002321654909 Long DBT CORP US N 2 2023-01-15 Fixed 2.80000000 N N N N N N Fannie Mae Pool N/A 31404YT85 14681.78530000 PA USD 16887.14000000 0.000006516958 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138WEYH6 3836632.97000000 PA USD 4181546.27000000 0.001613711038 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3140EXHC0 5841906.17000000 PA USD 6175011.66000000 0.002383014281 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187BG3 1146000.00000000 PA USD 1110244.80000000 0.000428457363 Long DBT CORP US N 2 2048-03-01 Fixed 4.35000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBX0 13625000.00000000 PA USD 12358011.25000000 0.004769111205 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017CY3 45910000.00000000 PA USD 50734222.80000000 0.019578971533 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556BG6 6663000.00000000 PA USD 7993201.32000000 0.003084676426 Long DBT CORP US N 2 2044-02-01 Fixed 5.30000000 N N N N N N Fannie Mae Pool N/A 31404VTS7 141475.18720000 PA USD 159960.34000000 0.000061730697 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31409CUQ6 415.04950000 PA USD 415.81000000 0.000000160466 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 4.50000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612EBA3 17702000.00000000 PA USD 20756126.06000000 0.008010048815 Long DBT CORP US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967GT2 16273000.00000000 PA USD 16515955.89000000 0.006373714080 Long DBT CORP US N 2 2023-05-15 Fixed 3.50000000 N N N N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187AW9 4563000.00000000 PA USD 5412995.64000000 0.002088942762 Long DBT CORP US N 2 2037-10-09 Fixed 6.30000000 N N N N N N Freddie Mac Pool N/A 3132AEEY8 12284056.78000000 PA USD 12977614.63000000 0.005008223904 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31407QD86 614.48890000 PA USD 617.79000000 0.000000238412 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 31287PNF6 26771.41000000 PA USD 30070.99000000 0.000011604771 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.00000000 N N N N N N Public Service Electric & Gas Co 549300RUHPVD434XUK18 74456QAR7 1766000.00000000 PA USD 2300109.04000000 0.000887640865 Long DBT CORP US N 2 2037-05-01 Fixed 5.80000000 N N N N N N Ginnie Mae I Pool N/A 36207E7L2 7700.80000000 PA USD 7800.91000000 0.000003010468 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 6.50000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406HBY4 3361422.00000000 PA USD 3458264.57000000 0.001334587578 Long DBT CORP US N 2 2021-09-23 Fixed 3.55000000 N N N N N N Freddie Mac Gold Pool N/A 31335APZ5 33324731.68000000 PA USD 36368612.67000000 0.014035102793 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36204JDD5 89.36000000 PA USD 94.34000000 0.000000036406 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.00000000 N N N N N N Fannie Mae-Aces N/A 3136AMKZ1 15000000.00000000 PA USD 15622200.00000000 0.006028802496 Long ABS-MBS USGSE US N 2 2024-09-25 Fixed 2.53200000 N N N N N N Ginnie Mae I Pool N/A 36211QG54 11386.03000000 PA USD 14193.03000000 0.000005477267 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36204DPC7 3803.45000000 PA USD 4113.89000000 0.000001587601 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 8.50000000 N N N N N N Aetna Inc 549300QKBENKLBXQ8968 00817YAZ1 12600000.00000000 PA USD 12932766.00000000 0.004990916257 Long DBT CORP US N 2 2047-08-15 Fixed 3.87500000 N N N N N N Potomac Electric Power Co 549300BXF2DWUNN57U06 737679DB3 7732000.00000000 PA USD 10500133.32000000 0.004052132860 Long DBT CORP US N 2 2037-11-15 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36202WKF5 10828.94500000 PA USD 12461.08000000 0.000004808886 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N Anthem Inc 8MYN82XMYQH89CTMTH67 036752AJ2 8090000.00000000 PA USD 7980137.80000000 0.003079635050 Long DBT CORP US N 2 2025-01-15 Fixed 2.37500000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAG5 23928000.00000000 PA USD 22518640.80000000 0.008690225312 Long DBT CORP US N 2 2026-07-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36208GA57 8786.99000000 PA USD 9583.88000000 0.000003698539 Long ABS-MBS USGA US N 2 2027-11-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36210PQ31 4044.22000000 PA USD 4130.73000000 0.000001594100 Long ABS-MBS USGA US N 2 2031-06-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FBH8 2792598.75000000 PA USD 3090150.15000000 0.001192527617 Long ABS-MBS USGA US N 2 2039-09-20 Fixed 4.50000000 N N N N N N Fibria Overseas Finance Ltd 549300WABWKSHESAMG92 31572UAF3 7350000.00000000 PA USD 7056000.00000000 0.002722998708 Long DBT CORP KY N 2 2027-01-17 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 312941SV0 34056.59000000 PA USD 37450.33000000 0.000014452551 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.00000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DW0 7215000.00000000 PA USD 8462112.75000000 0.003265635216 Long DBT CORP US N 2 2047-12-15 Fixed 3.62500000 N N N N N N Fannie Mae Pool N/A 31376SU23 1877.59000000 PA USD 1948.94000000 0.000000752120 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36206W7L3 6427.85000000 PA USD 7362.46000000 0.000002841265 Long ABS-MBS USGA US N 2 2026-09-15 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBV53 229395.63000000 PA USD 241454.96000000 0.000093180490 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAA9 8510000.00000000 PA USD 10987346.10000000 0.004240154370 Long DBT CORP US N 2 2040-05-01 Fixed 5.75000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC29 N/A 17323VAZ8 9075000.00000000 PA USD 9440904.00000000 0.003643363009 Long ABS-MBS CORP US N 2 2048-04-10 Fixed 3.19200000 N N N N N N Ginnie Mae I Pool N/A 3617BC5W5 2516856.65000000 PA USD 2795699.20000000 0.001078895310 Long ABS-MBS USGA US N 2 2047-10-15 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KHXV3 92691.56920000 PA USD 102149.82000000 0.000039420893 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31296U3A7 339878.03000000 PA USD 372951.56000000 0.000143926674 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Massachusetts Institute of Technology DLZO3A31IADZ27B62557 575718AE1 7775000.00000000 PA USD 8894366.75000000 0.003432447444 Long DBT CORP US N 2 2038-07-01 Fixed 3.95900000 N N N N N N Fannie Mae Pool N/A 3138E2HM0 713372.92000000 PA USD 746951.38000000 0.000288257885 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795HK9 3419000.00000000 PA USD 4256484.05000000 0.001642630466 Long DBT CORP US N 2 2036-03-15 Fixed 5.90000000 N N N N N N Fannie Mae Pool N/A 31405MM46 10298.30550000 PA USD 12004.53000000 0.000004632698 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286S4 354170000.00000000 PA USD 393681205.20000000 0.151926504130 Long DBT UST US N 2 2026-04-30 Fixed 2.37500000 N N N N N N Ameren Illinois Co RC71E2BZ6UOMFPDJSE79 02361DAQ3 2875000.00000000 PA USD 3176328.75000000 0.001225785017 Long DBT CORP US N 2 2046-03-15 Fixed 4.15000000 N N N N N N Mylan Inc 30ZMPDNA1RHIBH89C294 628530BJ5 8875000.00000000 PA USD 8743206.25000000 0.003374112715 Long DBT CORP US N 2 2048-04-15 Fixed 5.20000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAD8 10427000.00000000 PA USD 11120604.04000000 0.004291580276 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36209T4F3 3320.34000000 PA USD 3420.61000000 0.000001320056 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31288HYX2 12777.56630000 PA USD 13398.17000000 0.000005170521 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 5.00000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAG4 66503000.00000000 PA USD 66500339.88000000 0.025663313432 Long DBT CORP US N 2 2020-10-15 Fixed 3.60000000 N N N N N N Fannie Mae Pool N/A 31416MS70 523235.78000000 PA USD 551898.64000000 0.000212984592 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 4.00000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081DE0 11746000.00000000 PA USD 14235094.86000000 0.005493501263 Long DBT CORP US N 2 2043-06-15 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 3132XVUT8 10386812.31000000 PA USD 11213914.17000000 0.004327589823 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371HHK7 4743.83330000 PA USD 5296.40000000 0.000002043947 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EY0 3480000.00000000 PA USD 3745837.20000000 0.001445565455 Long DBT CORP US N 2 2028-09-10 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 31410GFE8 811500.55000000 PA USD 890183.64000000 0.000343533007 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 5.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJT8 20885000.00000000 PA USD 22318128.70000000 0.008612845183 Long DBT CORP US N 2 2024-02-01 Fixed 3.87500000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140BR0 2775000.00000000 PA USD 3173823.00000000 0.001224818017 Long DBT CORP US N 2 2030-03-25 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 36209YN95 2083.26840000 PA USD 2271.97000000 0.000000876781 Long ABS-MBS USGA US N 2 2031-07-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3140J6GP6 17033426.63000000 PA USD 18339209.12000000 0.007077330320 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918CB8 21149000.00000000 PA USD 29154953.95000000 0.011251261612 Long DBT CORP US N 2 2057-02-06 Fixed 4.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUX5 4511000.00000000 PA USD 4673666.66000000 0.001803626456 Long DBT CORP US N 2 2024-03-07 Fixed 2.60000000 N N N N N N Fannie Mae Pool N/A 31418CUH5 53132295.14000000 PA USD 56134269.82000000 0.021662917261 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GF5U7 56780.61000000 PA USD 62488.20000000 0.000024114978 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132L75W5 21210.07000000 PA USD 23001.05000000 0.000008876393 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 4.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023CQ6 1900000.00000000 PA USD 1732496.00000000 0.000668591889 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N Nexen Inc 6Q7WW7FQZR6X22IL2I79 65334HAG7 13164000.00000000 PA USD 17658189.60000000 0.006814516364 Long DBT CORP CA N 2 2037-05-15 Fixed 6.40000000 N N N N N N Ginnie Mae I Pool N/A 3620AQ6X6 478682.54000000 PA USD 509600.65000000 0.000196661268 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36292EVY3 6494.20330000 PA USD 7360.98000000 0.000002840694 Long ABS-MBS USGA US N 2 2035-09-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31416BW87 1982124.59000000 PA USD 2167889.31000000 0.000836615616 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128287A2 270938000.00000000 PA USD 275679415.00000000 0.106388136462 Long DBT UST US N 2 2021-06-30 Fixed 1.62500000 N N N N N N Fannie Mae Pool N/A 31411CDW8 231968.27480000 PA USD 276659.28000000 0.000106766278 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N CNA Financial Corp 549300YX2GSZD7YG1R84 126117AU4 8935000.00000000 PA USD 8260943.60000000 0.003188001523 Long DBT CORP US N 2 2027-08-15 Fixed 3.45000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBS3 31920000.00000000 PA USD 33711669.60000000 0.013009755210 Long DBT CORP US N 2 2024-11-15 Fixed 2.95000000 N N N N N N Fannie Mae Pool N/A 31407BRF8 8028.51420000 PA USD 8334.72000000 0.000003216472 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5WA4 442707.83000000 PA USD 516144.20000000 0.000199186506 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 6.00000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KA8 52023000.00000000 PA USD 54566404.47000000 0.021057858400 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Freddie Mac Gold Pool N/A 31306XJM6 24992.14000000 PA USD 26169.77000000 0.000010099241 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410GE90 2791855.77710000 PA USD 3222108.67000000 0.001243452061 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31389HXW3 57349.91170000 PA USD 64506.61000000 0.000024893908 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K7ZB7 233061.17040000 PA USD 263077.12000000 0.000101524753 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Ahold Finance USA LLC 549300XB4647UBM7K822 008685AB5 1105000.00000000 PA USD 1455108.20000000 0.000561544465 Long DBT CORP US N 2 2029-05-01 Fixed 6.87500000 N N N N N N Ginnie Mae II Pool N/A 36179RLN7 22571700.50200000 PA USD 24146302.33000000 0.009318360267 Long ABS-MBS USGA US N 2 2045-08-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138X3XW7 9681494.85000000 PA USD 10561058.66000000 0.004075644711 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NBQ3 24755000.00000000 PA USD 30332301.50000000 0.011705614767 Long DBT CORP US N 2 2045-08-15 Fixed 4.60000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3N8 191224117.71000000 PA USD 202055051.70000000 0.077975573233 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAB2 9250000.00000000 PA USD 9591510.00000000 0.003701483749 Long DBT CORP US N 2 2024-03-15 Fixed 3.65000000 N N N N N N Northrop Grumman Systems Corp 549300KYOZYCZII5OX23 666807AW2 5216000.00000000 PA USD 7168348.80000000 0.002766355516 Long DBT CORP US N 2 2031-02-15 Fixed 7.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SJ8 278904600.00000000 PA USD 337474566.00000000 0.130235658619 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292HGE8 17696.93000000 PA USD 20851.41000000 0.000008046820 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 8.50000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432NR2 8300000.00000000 PA USD 9478517.00000000 0.003657878336 Long DBT CORP US N 2 2048-11-01 Fixed 4.40000000 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 59523UAA5 8424000.00000000 PA USD 8675287.92000000 0.003347902182 Long DBT CORP US N 2 2023-10-15 Fixed 4.30000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCBH7 4.70000000 PA USD 4.72000000 0.000000001821 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2013-GC11 N/A 17320DAN8 2000000.00000000 PA USD 2036340.00000000 0.000785849091 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.42200000 N N N N N N Freddie Mac Gold Pool N/A 3128MCL37 269378.50000000 PA USD 288463.97000000 0.000111321856 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SSP3 348515541.30050000 PA USD 371294517.10000000 0.143287201016 Long ABS-MBS USGA US N 2 2046-12-20 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36207KXQ8 16973.46000000 PA USD 19225.50000000 0.000007419361 Long ABS-MBS USGA US N 2 2029-11-15 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36201FSK4 27871.45000000 PA USD 32385.51000000 0.000012497973 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31293HB51 5178.25000000 PA USD 5730.56000000 0.000002211494 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36225BZX9 864125.64000000 PA USD 958159.79000000 0.000369765854 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36209RP23 8683.57000000 PA USD 10824.68000000 0.000004177379 Long ABS-MBS USGA US N 2 2030-05-15 Fixed 8.00000000 N N N N N N Oglethorpe Power Corp 3EERXCUSWMS9GV5D9M98 677050AG1 1550000.00000000 PA USD 1862418.00000000 0.000718730414 Long DBT CORP US N 2 2039-11-01 Fixed 5.95000000 N N N N N N Freddie Mac Gold Pool N/A 31292GUW4 18213.91000000 PA USD 20342.57000000 0.000007850452 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 7.50000000 N N N N N N Diageo Capital PLC 213800L23DJLALFC4O95 25243YAU3 12301000.00000000 PA USD 12435818.96000000 0.004799138174 Long DBT CORP GB N 2 2023-04-29 Fixed 2.62500000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAF2 8806000.00000000 PA USD 8527290.10000000 0.003290787971 Long DBT CORP ES N 2 2028-02-23 Fixed 3.80000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828F21 365066000.00000000 PA USD 374820563.50000000 0.144647946451 Long DBT UST US N 2 2021-09-30 Fixed 2.12500000 N N N N N N Panama Government International Bond N/A 698299AK0 10920000.00000000 PA USD 15342600.00000000 0.005920901357 Long DBT NUSS PA N 2 2029-04-01 Fixed 9.37500000 N N N N N N Freddie Mac Gold Pool N/A 31335H3N1 4323.76210000 PA USD 4744.12000000 0.000001830815 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 5.50000000 N N N N N N Colombia Government International Bond N/A 195325BM6 26100000.00000000 PA USD 29292552.00000000 0.011304362422 Long DBT NUSS CO N 2 2041-01-18 Fixed 6.12500000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAC8 24320000.00000000 PA USD 21019776.00000000 0.008111794627 Long DBT CORP US Y 2 2050-04-05 Fixed 3.57700000 N N N N N N Ginnie Mae II Pool N/A 36179UST0 51611289.17000000 PA USD 54373525.37000000 0.020983423942 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 3.50000000 N N N N N N Precision Castparts Corp 0XOOAY5P5J7Q734SEC89 740189AP0 7367000.00000000 PA USD 8000635.67000000 0.003087545435 Long DBT CORP US N 2 2045-06-15 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 31292GRK4 21601.08340000 PA USD 24703.21000000 0.000009533277 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 8.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBV4 20925000.00000000 PA USD 19421957.25000000 0.007495176374 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N Fannie Mae Pool N/A 3138Y9MQ8 10160938.84000000 PA USD 10982552.35000000 0.004238304401 Long ABS-MBS USGSE US N 2 2045-01-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36210VL25 2164.11000000 PA USD 2171.60000000 0.000000838047 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297XEG5 1692.52000000 PA USD 1969.40000000 0.000000760016 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31376JSZ3 426.81000000 PA USD 499.31000000 0.000000192689 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36206Q4S4 2087.48000000 PA USD 2287.52000000 0.000000882782 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 7.50000000 N N N N N N PacifiCorp SGY07Y7FNYBNLM6Z1M11 695114CQ9 5215000.00000000 PA USD 5289626.65000000 0.002041333125 Long DBT CORP US N 2 2023-06-01 Fixed 2.95000000 N N N N N N Freddie Mac Gold Pool N/A 3128EW3F5 7200.85000000 PA USD 7441.86000000 0.000002871906 Long ABS-MBS USGSE US N 2 2025-06-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K85Y8 175932.31220000 PA USD 196870.02000000 0.000075974604 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292G5D4 23211.70650000 PA USD 26462.27000000 0.000010212121 Long ABS-MBS USGSE US N 2 2029-08-01 Fixed 7.00000000 N N N N N N CD 2016-CD1 Mortgage Trust N/A 12514MBC8 9075000.00000000 PA USD 9224919.00000000 0.003560011694 Long ABS-MBS CORP US N 2 2049-08-10 Fixed 2.72400000 N N N N N N Fannie Mae Pool N/A 3138WKU29 7563.20000000 PA USD 8175.59000000 0.000003155062 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SEJ2 9286091.86200000 PA USD 9895166.63000000 0.003818668643 Long ABS-MBS USGA US N 2 2046-06-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128FKPP4 12913.73000000 PA USD 14312.67000000 0.000005523438 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31419KKE4 5250757.12000000 PA USD 5749631.55000000 0.002218854773 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402MMX5 96787.49000000 PA USD 108754.30000000 0.000041969645 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31418BPQ3 32088057.29000000 PA USD 33624433.47000000 0.012976089696 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NX86 1631066.22000000 PA USD 1782331.30000000 0.000687823955 Long ABS-MBS USGA US N 2 2044-01-20 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3140E87H5 6299.15000000 PA USD 6556.60000000 0.000002530273 Long ABS-MBS USGSE US N 2 2030-11-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138WKRH0 10083564.05000000 PA USD 10802623.00000000 0.004168867413 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297DE79 14673.06680000 PA USD 16790.24000000 0.000006479563 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XWY88 15963308.37000000 PA USD 16879123.37000000 0.006513864956 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31380TDG3 12968.02220000 PA USD 14890.27000000 0.000005746341 Long ABS-MBS USGSE US N 2 2029-02-01 Fixed 6.00000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912XAZ7 6997000.00000000 PA USD 6367270.00000000 0.002457209181 Long DBT CORP US N 2 2021-03-01 Fixed 2.50000000 N N N N N N New York City Water & Sewer System N/A 64972FK88 2900000.00000000 PA USD 4280806.00000000 0.001652016611 Long DBT MUN US N 2 2042-06-15 Fixed 5.95200000 N N N N N N Ginnie Mae I Pool N/A 36200FSF6 11646.34000000 PA USD 12287.24000000 0.000004741799 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N Telefonica Europe BV 7245007FZS0M65WUGP67 879385AD4 7027000.00000000 PA USD 10102436.82000000 0.003898656804 Long DBT CORP NL N 2 2030-09-15 Fixed 8.25000000 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 571748AR3 2849000.00000000 PA USD 2911535.55000000 0.001123598007 Long DBT CORP US N 2 2021-07-15 Fixed 4.80000000 N N N N N N Commonwealth Edison Co D8YOXB8L2ZDC8P7Q0771 202795JD3 5527000.00000000 PA USD 6438568.11000000 0.002484724014 Long DBT CORP US N 2 2044-01-15 Fixed 4.70000000 N N N N N N Ginnie Mae I Pool N/A 36206UN62 2383.80000000 PA USD 2500.89000000 0.000000965124 Long ABS-MBS USGA US N 2 2026-04-15 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132A9PF8 757608.78000000 PA USD 802610.74000000 0.000309737529 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 3.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAK2 25752000.00000000 PA USD 30018591.36000000 0.011584550097 Long DBT CORP US N 2 2048-07-24 Variable 4.03200000 N N N N N N Freddie Mac Gold Pool N/A 31283GYX9 4006.78000000 PA USD 4554.59000000 0.000001757673 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 8.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 14091000.00000000 PA USD 12047805.00000000 0.004649398731 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 14448CAF1 21410000.00000000 PA USD 20652728.30000000 0.007970146326 Long DBT CORP US Y 2 2025-02-15 Fixed 2.24200000 N N N N N N Ginnie Mae I Pool N/A 36213F6R9 52132.26680000 PA USD 61561.95000000 0.000023757526 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KJBV3 45435.12150000 PA USD 52242.21000000 0.000020160922 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMHS5 3343.02840000 PA USD 3490.26000000 0.000001346935 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36204RAB4 5182.53000000 PA USD 5619.83000000 0.000002168762 Long ABS-MBS USGA US N 2 2026-07-15 Fixed 8.50000000 N N N N N N Toledo Hospital/The 5493009DCR7NWV6K4T34 889184AE7 4500000.00000000 PA USD 4934475.00000000 0.001904275659 Long DBT CORP US N 2 2048-11-15 Fixed 6.01500000 N N N N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370BR0 7710000.00000000 PA USD 4780200.00000000 0.001844739005 Long DBT CORP US N 2 2046-11-01 Fixed 7.40000000 N N N N N N DH Europe Finance II Sarl 222100KDGL314CKTZ511 23291KAF2 11000000.00000000 PA USD 10788140.00000000 0.004163278242 Long DBT CORP LU N 2 2022-11-15 Fixed 2.05000000 N N N N N N Fannie Mae Pool N/A 31402DGN4 1225318.54430000 PA USD 1385994.57000000 0.000534872650 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132JBRC9 23479157.62000000 PA USD 25155099.89000000 0.009707667871 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3140HEAY8 621358.10000000 PA USD 667481.51000000 0.000257589468 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NBP5 507357.94000000 PA USD 587743.73000000 0.000226817661 Long ABS-MBS USGA US N 2 2034-01-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31375EJ93 6891.10000000 PA USD 7139.25000000 0.000002755125 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 6.50000000 N N N N N N Toyota Motor Corp 5493006W3QUS5LMH6R84 892331AG4 7275000.00000000 PA USD 7332981.75000000 0.002829889431 Long DBT CORP JP N 2 2029-07-02 Fixed 2.76000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RHK1 21119000.00000000 PA USD 23873551.17000000 0.009213102181 Long DBT CORP US N 2 2039-03-01 Fixed 4.85000000 N N N N N N Fannie Mae Pool N/A 31371N5M3 104126.50000000 PA USD 118682.34000000 0.000045801000 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128285F3 284148000.00000000 PA USD 295425834.10000000 0.114008526726 Long DBT UST US N 2 2021-10-15 Fixed 2.87500000 N N N N N N Japan International Cooperation Agency 254900XEIG78M2AJB031 47109LAC8 5250000.00000000 PA USD 6110947.50000000 0.002358291120 Long DBT NUSS JP N 2 2028-06-12 Fixed 3.37500000 N N N N N N Ginnie Mae I Pool N/A 36213CPM6 5525.00000000 PA USD 6029.38000000 0.000002326813 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 312929JK9 108340.44000000 PA USD 122477.78000000 0.000047265708 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31384VUX8 2418.20000000 PA USD 2907.74000000 0.000001122133 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.50000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162CU2 11305000.00000000 PA USD 11218855.90000000 0.004329496899 Long DBT CORP US N 2 2030-02-21 Fixed 2.45000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAY2 22850000.00000000 PA USD 24220314.50000000 0.009346922490 Long DBT CORP US N 2 2024-12-05 Variable 4.02300000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738AU2 39180000.00000000 PA USD 40696266.00000000 0.015705198375 Long DBT CORP US N 2 2029-07-01 Fixed 3.50000000 N N N N N N 3M Co LUZQVYP4VS22CLWDAR65 88579YBF7 7335000.00000000 PA USD 7435269.45000000 0.002869363535 Long DBT CORP US N 2 2022-03-01 Fixed 2.75000000 N N N N N N American Honda Finance Corp B6Q2VFHD1797Q7NZ3E43 02665WCE9 5950000.00000000 PA USD 5992602.00000000 0.002312620111 Long DBT CORP US N 2 2028-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36213EK39 23727.26000000 PA USD 27804.08000000 0.000010729942 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 7.50000000 N N N N N N Mississippi Power Co LNZ0J6YZ5SC6ILIRU850 605417CB8 1750000.00000000 PA USD 1793190.00000000 0.000692014463 Long DBT CORP US N 2 2028-03-30 Fixed 3.95000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EU2 30250000.00000000 PA USD 33767167.50000000 0.013031172544 Long DBT USGA US N 2 2027-02-01 Fixed 2.87500000 N N N N N N Ginnie Mae II Pool N/A 36202ESC4 43376.54580000 PA USD 49896.47000000 0.000019255672 Long ABS-MBS USGA US N 2 2038-04-20 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKGF0 202388.38000000 PA USD 239439.62000000 0.000092402746 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200FLL0 5790.93000000 PA USD 6067.10000000 0.000002341369 Long ABS-MBS USGA US N 2 2033-01-15 Fixed 6.00000000 N N N N N N TD Ameritrade Holding Corp ZI85ER3E6RXD4HPHW309 87236YAJ7 5450000.00000000 PA USD 5340836.50000000 0.002061095647 Long DBT CORP US N 2 2029-10-01 Fixed 2.75000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBB8 12132000.00000000 PA USD 12128967.00000000 0.004680720163 Long DBT CORP US N 2 2024-10-26 Fixed 2.85000000 N N N N N N Freddie Mac Gold Pool N/A 31292HD35 6919.97000000 PA USD 8655.57000000 0.000003340292 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 9.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818ES3 10000000.00000000 PA USD 10697500.00000000 0.004128299132 Long DBT CORP US N 2 2025-07-15 Fixed 3.75000000 N N N N N N Southern Power Co 5LADC78JBG2BMZD5XF57 843646AJ9 3675000.00000000 PA USD 3553504.50000000 0.001371341859 Long DBT CORP US N 2 2043-07-15 Fixed 5.25000000 N N N N N N Benchmark 2018-B2 Mortgage Trust N/A 08161CAJ0 8225000.00000000 PA USD 8561567.00000000 0.003304015855 Long ABS-MBS CORP US N 2 2051-02-15 Variable 4.08350000 N N N N N N Kimco Realty Corp 549300EA7I6T15IBYS12 49446RAK5 3300000.00000000 PA USD 3280002.00000000 0.001265793822 Long DBT CORP US N 2 2023-06-01 Fixed 3.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128KUG50 56931.23210000 PA USD 67045.07000000 0.000025873531 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31388LQG8 16125.24000000 PA USD 17828.71000000 0.000006880322 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36208LKT3 8661.11000000 PA USD 8797.09000000 0.000003394907 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WERZ4 2565255.07000000 PA USD 2735947.14000000 0.001055836242 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128M4FE8 1094670.86270000 PA USD 1242363.86000000 0.000479443762 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 5.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCQ3 37310000.00000000 PA USD 41373059.00000000 0.015966381264 Long DBT CORP US N 2 2046-05-15 Fixed 4.75000000 N N N N N N Ginnie Mae II Pool N/A 36202EQM4 429746.58100000 PA USD 501763.51000000 0.000193636818 Long ABS-MBS USGA US N 2 2037-12-20 Fixed 6.00000000 N N N N N N eBay Inc OML71K8X303XQONU6T67 278642AL7 8596000.00000000 PA USD 8702332.52000000 0.003358339031 Long DBT CORP US N 2 2024-08-01 Fixed 3.45000000 N N N N N N FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_17-3 N/A 34528QFU3 9800000.00000000 PA USD 9812642.00000000 0.003786821356 Long ABS-CBDO CORP US N 2 2024-09-15 Fixed 2.48000000 N N N N N N Freddie Mac Gold Pool N/A 31293HJS3 3342.20000000 PA USD 3656.20000000 0.000001410973 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 6.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBE2 23260000.00000000 PA USD 23126720.20000000 0.008924890763 Long DBT CORP US N 2 2025-02-15 Fixed 3.75000000 N N N N N N Fannie Mae Pool N/A 31419GDN1 402461.62000000 PA USD 430939.80000000 0.000166305062 Long ABS-MBS USGSE US N 2 2040-12-01 Floating 3.74700000 N N N N N N Fannie Mae Pool N/A 31390YA81 35416.56130000 PA USD 39390.30000000 0.000015201209 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36201FSS7 3115.96000000 PA USD 3451.02000000 0.000001331791 Long ABS-MBS USGA US N 2 2032-08-15 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36179SQX8 2438919.42000000 PA USD 2598668.64000000 0.001002858751 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36211JH75 15735.04000000 PA USD 16204.57000000 0.000006253546 Long ABS-MBS USGA US N 2 2029-07-15 Fixed 6.50000000 N N N N N N Ginnie Mae II Pool N/A 36179RXE4 21590626.30780000 PA USD 23243820.56000000 0.008970081257 Long ABS-MBS USGA US N 2 2046-01-20 Fixed 4.00000000 N N N N N N Kellogg Co LONOZNOJYIBXOHXWDB86 487836BW7 3600000.00000000 PA USD 3909456.00000000 0.001508707998 Long DBT CORP US N 2 2028-05-15 Fixed 4.30000000 N N N N N N Fannie Mae Pool N/A 31418DC26 6070486.53000000 PA USD 6545077.17000000 0.002525827193 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMLG6 83473.40000000 PA USD 88076.12000000 0.000033989677 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31413QKT4 22416.54130000 PA USD 26610.68000000 0.000010269394 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298EW50 5100.47000000 PA USD 5813.26000000 0.000002243409 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N Jefferies Group LLC / Jefferies Group Capital Finance Inc N/A 47233JAG3 15177000.00000000 PA USD 15024622.92000000 0.005798190022 Long DBT CORP US N 2 2027-01-15 Fixed 4.85000000 N N N N N N BANK OF AMERICA CREDIT CARD TRUST BACCT_18-A2 N/A 05522RCZ9 23450000.00000000 PA USD 23639007.00000000 0.009122588650 Long ABS-CBDO CORP US N 2 2023-09-15 Fixed 3.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160CK8 17718000.00000000 PA USD 19273640.40000000 0.007437939046 Long DBT CORP US N 2 2028-01-15 Fixed 2.90000000 N N N N N N Freddie Mac Gold Pool N/A 3132L5EJ8 14065107.04000000 PA USD 15050227.14000000 0.005808071011 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N DTE Electric Co 9N0FWODEJVKHC2DYLO03 23338VAF3 2225000.00000000 PA USD 2342791.50000000 0.000904112560 Long DBT CORP US N 2 2046-06-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31386VG95 8143.16000000 PA USD 9618.94000000 0.000003712069 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31368HNM1 7010846.30000000 PA USD 7828871.85000000 0.003021259627 Long ABS-MBS USGSE US N 2 2039-06-01 Fixed 4.50000000 N N N N N N UBS Commercial Mortgage Trust 2017-C3 N/A 90276GAS1 9700000.00000000 PA USD 10121465.00000000 0.003906000016 Long ABS-MBS CORP US N 2 2050-08-15 Fixed 3.42600000 N N N N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525AT0 27320000.00000000 PA USD 28183585.20000000 0.010876398255 Long DBT CORP US N 2 2024-05-20 Fixed 2.90000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141EC31 28298000.00000000 PA USD 33497757.50000000 0.012927203854 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N Ginnie Mae I Pool N/A 36211HLY5 6558.49000000 PA USD 7068.08000000 0.000002727660 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.50000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DG0 19050000.00000000 PA USD 21013102.50000000 0.008109219240 Long DBT CORP N/A N 2 2029-06-18 Fixed 2.25000000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874DL8 10850000.00000000 PA USD 11492428.50000000 0.004435071989 Long DBT CORP US N 2 2048-04-01 Fixed 4.75000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HF6 6200000.00000000 PA USD 6276446.00000000 0.002422159063 Long DBT CORP N/A N 2 2021-09-15 Fixed 1.37500000 N N N N N N Ginnie Mae I Pool N/A 36206AXV0 2660.46000000 PA USD 2883.57000000 0.000001112805 Long ABS-MBS USGA US N 2 2024-11-15 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36213GP21 38793.17700000 PA USD 43811.46000000 0.000016907390 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 3132AEE36 2627701.01000000 PA USD 2846352.01000000 0.001098442863 Long ABS-MBS USGSE US N 2 2049-05-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128PUWS7 32333.78000000 PA USD 34149.97000000 0.000013178900 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5C32 62096.21410000 PA USD 72756.89000000 0.000028077794 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31412RMN4 9445015.64000000 PA USD 10329069.10000000 0.003986117037 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Ginnie Mae I Pool N/A 36203W5A2 1600.86000000 PA USD 1612.77000000 0.000000622388 Long ABS-MBS USGA US N 2 2024-04-15 Fixed 6.00000000 N N N N N N CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT_18-A1 N/A 17305EGK5 27800000.00000000 PA USD 27912312.00000000 0.010771710532 Long ABS-CBDO CORP US N 2 2023-01-20 Fixed 2.49000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EBA4 2750000.00000000 PA USD 2732510.00000000 0.001054509807 Long DBT CORP US N 2 2021-10-26 Variable 3.52500000 N N N N N N BANK 2019-BNK17 N/A 065403BC0 7350000.00000000 PA USD 7938661.50000000 0.003063628827 Long ABS-MBS CORP US N 2 2052-04-15 Fixed 3.71400000 N N N N N N Fannie Mae Pool N/A 31371JJL9 8513.00000000 PA USD 10124.34000000 0.000003907109 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 8.50000000 N N N N N N Ginnie Mae I Pool N/A 36206JC36 3551.27000000 PA USD 4066.84000000 0.000001569444 Long ABS-MBS USGA US N 2 2027-12-15 Fixed 7.50000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31359MFJ7 26389000.00000000 PA USD 40718754.78000000 0.015713877077 Long DBT USGSE US N 2 2030-01-15 Fixed 7.12500000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AT1 3185000.00000000 PA USD 3310552.70000000 0.001277583719 Long DBT CORP US N 2 2049-05-20 Fixed 5.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFY1 44697000.00000000 PA USD 46821895.38000000 0.018069155417 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128KRDS0 38392.12750000 PA USD 45717.35000000 0.000017642897 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138YXKA2 2853994.92000000 PA USD 3023750.54000000 0.001166903176 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31407M2K0 367376.38000000 PA USD 420102.24000000 0.000162122712 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31413C3M9 19893.12940000 PA USD 23314.35000000 0.000008997299 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128KDSP1 50163.44070000 PA USD 57451.19000000 0.000022171133 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138AEJH7 7096002.51000000 PA USD 7707039.29000000 0.002974242918 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128LXS92 27789.99000000 PA USD 31351.28000000 0.000012098851 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 N/A 61767CAY4 5200000.00000000 PA USD 5370560.00000000 0.002072566318 Long ABS-MBS CORP US N 2 2050-05-15 Fixed 3.85200000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAG9 12190000.00000000 PA USD 12980521.50000000 0.005009345702 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FLYK4 13170000.00000000 PA USD 15193570.50000000 0.005863389008 Long ABS-MBS USGSE US N 2 2034-03-25 Fixed 3.54200000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 929089AF7 3157000.00000000 PA USD 2588740.00000000 0.000999027164 Long DBT CORP US N 2 2048-01-23 Variable 4.70000000 N N N N N N Ginnie Mae II Pool N/A 36202E7G8 991014.52000000 PA USD 1104099.19000000 0.000426085695 Long ABS-MBS USGA US N 2 2039-07-20 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36202X2V8 36666.23890000 PA USD 42205.04000000 0.000016287453 Long ABS-MBS USGA US N 2 2033-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36213CU57 30230.39490000 PA USD 33310.57000000 0.000012854965 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31412XG73 187522.03400000 PA USD 219668.94000000 0.000084772993 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138Y1EQ4 5310753.99000000 PA USD 5718673.00000000 0.002206907481 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 312944TR2 3804225.99000000 PA USD 4182518.22000000 0.001614086126 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-C38 N/A 95001MAF7 11445000.00000000 PA USD 12182172.45000000 0.004701252812 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.45300000 N N N N N N Fannie Mae Pool N/A 3138EPTJ3 109938.20000000 PA USD 115475.79000000 0.000044563552 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 4.00000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834LAV2 4565000.00000000 PA USD 4743263.25000000 0.001830484651 Long DBT CORP US N 2 2024-04-01 Fixed 4.25000000 N N N N N N Freddie Mac Gold Pool N/A 31292HNC4 21225.42180000 PA USD 25132.60000000 0.000009698984 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_17-A3 N/A 14041NFM8 9850000.00000000 PA USD 10159585.50000000 0.003920711194 Long ABS-CBDO CORP US N 2 2025-01-15 Fixed 2.43000000 N N N N N N Ginnie Mae I Pool N/A 36202WGE3 53852.61610000 PA USD 57587.83000000 0.000022223864 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Metropolitan Transportation Authority 5493000TKYODLXADQD60 59259YBF5 1950000.00000000 PA USD 2553973.50000000 0.000985610337 Long DBT MUN US N 2 2039-11-15 Fixed 5.87100000 N N N N N N Freddie Mac Gold Pool N/A 31283GYT8 5700.52000000 PA USD 5972.09000000 0.000002304704 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 9.00000000 N N N N N N SITE Centers Corp W2AVA6SODOQ1LCYJQR54 23317HAF9 9390000.00000000 PA USD 9986640.60000000 0.003853969593 Long DBT CORP US N 2 2027-06-01 Fixed 4.70000000 N N N N N N Industrial & Commercial Bank of China Ltd/New York NY 5493002ERZU2K9PZDL40 45580KAJ7 7810000.00000000 PA USD 8160122.30000000 0.003149093322 Long DBT CORP CN N 2 2022-11-08 Fixed 2.95700000 N N N N N N Ginnie Mae II Pool N/A 36202FY75 1741692.63000000 PA USD 1927235.15000000 0.000743744164 Long ABS-MBS USGA US N 2 2041-11-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31407QCB0 238.57110000 PA USD 239.85000000 0.000000092561 Long ABS-MBS USGSE US N 2 2020-11-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138EP4B7 8505656.05000000 PA USD 9517148.67000000 0.003672786781 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Piedmont Operating Partnership LP 549300WKGDPAS39FBD10 720198AD2 7025000.00000000 PA USD 7472141.25000000 0.002883592824 Long DBT CORP US N 2 2024-03-15 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 3138WJ3C0 1313138.78000000 PA USD 1379478.55000000 0.000532358037 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3140FMYZ3 339537.98000000 PA USD 356154.97000000 0.000137444660 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.00000000 N N N N N N Fannie Mae-Aces N/A 3136AT5C4 17000000.00000000 PA USD 17662830.00000000 0.006816307152 Long ABS-MBS USGSE US N 2 2026-07-25 Variable 2.36900000 N N N N N N Fannie Mae Pool N/A 31418CV43 36080774.14000000 PA USD 39719520.21000000 0.015328259951 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BMTX4 7025000.00000000 PA USD 7634770.00000000 0.002946353294 Long ABS-MBS USGSE US N 2 2025-11-25 Fixed 3.15100000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AK7 5616000.00000000 PA USD 5770440.00000000 0.002226885014 Long DBT CORP US N 2 2026-03-01 Fixed 3.40000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GHQ5 5700000.00000000 PA USD 6159135.00000000 0.002376887280 Long DBT CORP US N 2 2030-02-07 Variable 3.97400000 N N N N N N Fannie Mae Pool N/A 31418B3T1 24569120.09000000 PA USD 25964891.80000000 0.010020176704 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BTU25 9500000.00000000 PA USD 10011860.00000000 0.003863702075 Long ABS-MBS USGSE US N 2 2023-11-25 Variable 3.06200000 N N N N N N Council Of Europe Development Bank 549300UYNXMI821WYG82 222213AS9 2800000.00000000 PA USD 3000004.00000000 0.001157739089 Long DBT CORP N/A N 2 2024-02-27 Fixed 2.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032617 48250000.00000000 PA USD 51001697.50000000 0.019682193367 Long ABS-MBS USGSE US N 2 2050-01-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31416YJZ2 1304745.90000000 PA USD 1401936.42000000 0.000541024810 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371NZ40 167783.51150000 PA USD 176072.02000000 0.000067948396 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 6.00000000 N N N N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034AH4 3700000.00000000 PA USD 3911603.00000000 0.001509536552 Long DBT CORP US N 2 2021-09-01 Fixed 6.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJWB2 25465197.70000000 PA USD 27356752.59000000 0.010557313202 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402Q7A3 45038.14960000 PA USD 53281.03000000 0.000020561816 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550AZ1 14129000.00000000 PA USD 14336131.14000000 0.005532492428 Long DBT CORP US N 2 2027-11-15 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31376FEP8 2171.87000000 PA USD 2331.87000000 0.000000899897 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 7.00000000 N N N N N N GS Mortgage Securities Trust 2013-GCJ12 549300SSCQUZ3RRV2T53 36197XAP9 1792000.00000000 PA USD 1783720.96000000 0.000688360242 Long ABS-MBS CORP US N 2 2046-06-10 Fixed 3.37500000 N N N N N N Fannie Mae Pool N/A 3140EUKS7 7142994.76000000 PA USD 7548431.14000000 0.002913034047 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WBYN9 431671.52000000 PA USD 479090.64000000 0.000184887073 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418PS89 749378.71000000 PA USD 835699.64000000 0.000322506950 Long ABS-MBS USGSE US N 2 2040-03-01 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179NLE6 2524882.65000000 PA USD 2700993.21000000 0.001042347083 Long ABS-MBS USGA US N 2 2043-08-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDBD4 651466.65000000 PA USD 688430.87000000 0.000265674088 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 3138EQCT7 10369805.64000000 PA USD 10849409.15000000 0.004186922774 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36211MN71 2290.36000000 PA USD 2411.63000000 0.000000930678 Long ABS-MBS USGA US N 2 2029-09-15 Fixed 7.50000000 N N N N N N Freddie Mac Gold Pool N/A 31294CR54 2031.32000000 PA USD 2124.25000000 0.000000819774 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N State of California N/A 13063BFR8 15125000.00000000 PA USD 24401162.50000000 0.009416713996 Long DBT MUN US N 2 2040-03-01 Fixed 7.62500000 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBJ9 4425000.00000000 PA USD 4563237.00000000 0.001761010268 Long DBT CORP US N 2 2048-09-15 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 31403DJ75 189108.76260000 PA USD 213628.60000000 0.000082441950 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3140QBT81 2513812.27000000 PA USD 2682338.24000000 0.001035147897 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132J4EL9 22361.63000000 PA USD 24224.58000000 0.000009348568 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 5.00000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAX9 7590000.00000000 PA USD 9131073.60000000 0.003523795580 Long DBT CORP US N 2 2045-09-01 Fixed 4.70000000 N N N N N N Fannie Mae Pool N/A 31403HHV5 55741.61950000 PA USD 64257.27000000 0.000024797684 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200NSL6 398179.86410000 PA USD 439925.04000000 0.000169772578 Long ABS-MBS USGA US N 2 2034-05-15 Fixed 5.00000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BD7 6945000.00000000 PA USD 6147991.80000000 0.002372586979 Long DBT CORP US N 2 2039-09-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36210YRR8 32253.72180000 PA USD 35746.15000000 0.000013794886 Long ABS-MBS USGA US N 2 2029-04-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5HW3 84641.14000000 PA USD 99934.95000000 0.000038566147 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N National Rural Utilities Cooperative Finance Corp 4NYF266XZC35SCTGX023 637432MS1 12195000.00000000 PA USD 13519011.15000000 0.005217155597 Long DBT CORP US N 2 2032-11-01 Fixed 4.02300000 N N N N N N Ginnie Mae II Pool N/A 36179UPC0 4069058.25000000 PA USD 4292042.64000000 0.001656352971 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.00000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAH4 2503000.00000000 PA USD 2515515.00000000 0.000970768720 Long DBT CORP KY N 2 2023-06-01 Fixed 4.75000000 N N N N N N Private Export Funding Corp CYQE6SAYPFKNQJ6FMH60 742651DT6 4200000.00000000 PA USD 4627728.00000000 0.001785898152 Long DBT CORP US N 2 2024-01-15 Fixed 3.55000000 N N N N N N Freddie Mac Pool N/A 3132A9QX8 6982870.83000000 PA USD 7323355.61000000 0.002826174583 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31382F4Y2 12973.74840000 PA USD 14854.16000000 0.000005732406 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31407JT44 3710.37830000 PA USD 3740.91000000 0.000001443663 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FRUJ8 5665000.00000000 PA USD 5869733.10000000 0.002265203464 Long ABS-MBS USGSE US N 2 2030-01-25 Fixed 1.87200000 N N N N N N Fannie Mae Pool N/A 31371MNS2 502593.61140000 PA USD 565076.05000000 0.000218069919 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 49427RAN2 6500000.00000000 PA USD 6853925.00000000 0.002645015436 Long DBT CORP US N 2 2028-12-15 Fixed 4.75000000 N N N N N N Freddie Mac Gold Pool N/A 31283HV36 80248.16000000 PA USD 92028.59000000 0.000035514984 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N State of California N/A 13063BJC7 15755000.00000000 PA USD 26218210.60000000 0.010117935599 Long DBT MUN US N 2 2040-11-01 Fixed 7.60000000 N N N N N N AEP Transmission Co LLC 549300X123Z1I0LA3Y84 00115AAL3 4690000.00000000 PA USD 4261756.10000000 0.001644665016 Long DBT CORP US N 2 2049-09-15 Fixed 3.15000000 N N N N N N Freddie Mac Gold Pool N/A 31297F4Y6 1285.76520000 PA USD 1450.70000000 0.000000559843 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N COMM 2014-CCRE17 Mortgage Trust N/A 12631DAZ6 1167852.65000000 PA USD 1200517.49000000 0.000463294724 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 3.59800000 N N N N N N Comerica Inc I9Q57JVPWHHZ3ZGBW498 200340AS6 12765000.00000000 PA USD 13100336.55000000 0.005055583829 Long DBT CORP US N 2 2023-07-31 Fixed 3.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMTT0 2237807.54000000 PA USD 2347504.87000000 0.000905931509 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 312946JT4 6242417.90000000 PA USD 6868969.38000000 0.002650821251 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GEN5 21433000.00000000 PA USD 30113365.00000000 0.011621124431 Long DBT CORP US N 2 2042-02-07 Fixed 5.87500000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607RAD2 12350000.00000000 PA USD 13001956.50000000 0.005017617736 Long DBT CORP CA N 2 2023-09-13 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138AVRH0 6280622.93000000 PA USD 6567270.56000000 0.002534391900 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N Tanger Properties LP PQPGJDNFN35EXH363L31 875484AH0 1325000.00000000 PA USD 1342874.25000000 0.000518231979 Long DBT CORP US N 2 2024-12-01 Fixed 3.75000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787EAT4 1000000.00000000 PA USD 1003650.00000000 0.000387321095 Long DBT CORP US N 2 2022-08-01 Fixed 2.45000000 N N N N N N Spirit Airlines Pass Through Trust 2015-1A N/A 84858DAA6 1530311.12500000 PA USD 1346673.79000000 0.000519698269 Long DBT CORP US N 2 2028-04-01 Fixed 4.10000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAE3 7381000.00000000 PA USD 7428607.45000000 0.002866792586 Long DBT CORP US N 2 2026-08-17 Fixed 2.45000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-C26 549300DT2BKPLXAJ4C66 94989CAZ4 2275000.00000000 PA USD 2319658.25000000 0.000895185149 Long ABS-MBS CORP US N 2 2048-02-15 Fixed 3.58000000 N N N N N N Fannie Mae Pool N/A 3138WGA61 2547388.09000000 PA USD 2708459.44000000 0.001045228395 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138M8KK8 367685.23000000 PA USD 396699.27000000 0.000153091213 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 3138WKPJ8 3624588.07000000 PA USD 3924486.49000000 0.001514508452 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31409TSF6 4347.84100000 PA USD 4409.15000000 0.000001701546 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 5.00000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516BA3 8075000.00000000 PA USD 8224387.50000000 0.003173894067 Long DBT CORP US N 2 2021-03-01 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36209TTC3 5312.33000000 PA USD 5395.20000000 0.000002082075 Long ABS-MBS USGA US N 2 2028-12-15 Fixed 6.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C21 N/A 46642EAZ9 1184167.60000000 PA USD 1208146.99000000 0.000466239043 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.42820000 N N N N N N Fannie Mae Pool N/A 31402QWA5 6175998.12000000 PA USD 7107832.72000000 0.002743001603 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N XLIT Ltd 635400XCGXK8NVDIVE95 98420EAC9 2650000.00000000 PA USD 2677931.00000000 0.001033447088 Long DBT CORP KY N 2 2025-03-31 Fixed 4.45000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BV0 19791000.00000000 PA USD 19648504.80000000 0.007582603909 Long DBT CORP US N 2 2024-06-06 Fixed 3.36300000 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 29250NAZ8 11900000.00000000 PA USD 11033680.00000000 0.004258035201 Long DBT CORP CA N 2 2029-11-15 Fixed 3.12500000 N N N N N N Ginnie Mae II Pool N/A 36202EKB4 580082.76580000 PA USD 674932.10000000 0.000260464744 Long ABS-MBS USGA US N 2 2036-08-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207LEP9 2659.01000000 PA USD 2952.46000000 0.000001139391 Long ABS-MBS USGA US N 2 2030-11-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138EMQ87 870470.60000000 PA USD 994582.30000000 0.000383821757 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.50000000 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A 161175AY0 42949000.00000000 PA USD 45485997.43000000 0.017553615679 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N Fannie Mae Pool N/A 3138ENLD9 471711.40000000 PA USD 513094.64000000 0.000198009643 Long ABS-MBS USGSE US N 2 2044-09-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36296RVT1 348849.97000000 PA USD 389522.39000000 0.000150321565 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31365D2Q7 318.73000000 PA USD 333.23000000 0.000000128597 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36200KN60 117948.38800000 PA USD 133325.32000000 0.000051451909 Long ABS-MBS USGA US N 2 2033-03-15 Fixed 5.50000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502AJ0 5575000.00000000 PA USD 6386831.50000000 0.002464758209 Long DBT CORP US N 2 2048-11-15 Fixed 4.85000000 N N N N N N State of Illinois 54930048FV8RWPR02D67 452152BM2 8155000.00000000 PA USD 8777878.90000000 0.003387493325 Long DBT MUN US N 2 2035-02-01 Fixed 6.63000000 N N N N N N Transatlantic Holdings Inc RN37QJVS1BV19MNIC295 893521AB0 4488000.00000000 PA USD 6142770.48000000 0.002370572006 Long DBT CORP US N 2 2039-11-30 Fixed 8.00000000 N N N N N N Ginnie Mae I Pool N/A 36209DE83 7099.80000000 PA USD 8246.20000000 0.000003182311 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VDU5 39722000.00000000 PA USD 50759552.14000000 0.019588746442 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAN2 2800000.00000000 PA USD 2906512.00000000 0.001121659356 Long DBT CORP US N 2 2023-11-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132J8DH0 8130738.73000000 PA USD 8660375.05000000 0.003342147119 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAD1 37617000.00000000 PA USD 38463758.67000000 0.014843645856 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31417EHB0 1882469.11000000 PA USD 1976536.09000000 0.000762770014 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31403JTR7 31805.41840000 PA USD 36674.83000000 0.000014153275 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138EGNK6 2052390.04000000 PA USD 2277557.75000000 0.000878938040 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36176DGR8 4278219.21000000 PA USD 4783476.90000000 0.001846003602 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 4.50000000 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 71429MAB1 8986000.00000000 PA USD 8929837.50000000 0.003446136050 Long DBT CORP IE N 2 2026-03-15 Fixed 4.37500000 N N N N N N Intercontinental Exchange Inc 5493000F4ZO33MV32P92 45866FAG9 4500000.00000000 PA USD 4633785.00000000 0.001788235624 Long DBT CORP US N 2 2023-09-21 Fixed 3.45000000 N N N N N N BANK 2017-BNK7 N/A 06541XAF7 5790000.00000000 PA USD 6080831.70000000 0.002346669056 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.43500000 N N N N N N Ginnie Mae I Pool N/A 36295KU92 124637.31000000 PA USD 142084.04000000 0.000054832009 Long ABS-MBS USGA US N 2 2038-08-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36291AV63 423258.79000000 PA USD 481257.94000000 0.000185723462 Long ABS-MBS USGA US N 2 2033-11-15 Fixed 5.50000000 N N N N N N WFRBS Commercial Mortgage Trust 2013-C12 N/A 92937FAD3 1733000.00000000 PA USD 1743883.24000000 0.000672986367 Long ABS-MBS CORP US N 2 2048-03-15 Fixed 3.19800000 N N N N N N Freddie Mac Pool N/A 3132ACS27 26701347.95000000 PA USD 29093254.70000000 0.011227451099 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214DC4 19425000.00000000 PA USD 20026009.50000000 0.007728287697 Long DBT CORP AU N 2 2026-08-19 Fixed 2.70000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAE9 11050000.00000000 PA USD 11085360.00000000 0.004277979160 Long DBT CORP FR N 2 2023-01-25 Fixed 2.70000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828Z94 88737200.00000000 PA USD 95656039.48000000 0.036914862800 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N Avangrid Inc 549300OX0Q38NLSKPB49 05351WAA1 8658000.00000000 PA USD 8539471.98000000 0.003295489111 Long DBT CORP US N 2 2024-12-01 Fixed 3.15000000 N N N N N N Consolidated Edison Co of New York Inc VZFZPMWDHTQCFKYOBP05 209111FK4 3580000.00000000 PA USD 3692268.80000000 0.001424892739 Long DBT CORP US N 2 2056-12-01 Fixed 4.30000000 N N N N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913YAW0 9045000.00000000 PA USD 8578549.35000000 0.003310569557 Long DBT CORP US N 2 2029-04-01 Fixed 4.00000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KN0 3000000.00000000 PA USD 3074670.00000000 0.001186553633 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422EUU1 5205000.00000000 PA USD 5604379.65000000 0.002162800247 Long DBT CORP US N 2 2029-03-07 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31417YUY1 167555.02000000 PA USD 168949.08000000 0.000065199564 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 313615TB2 2578.99000000 PA USD 2816.98000000 0.000001087107 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371JMD3 372.48000000 PA USD 460.78000000 0.000000177820 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138WDKS9 385522.85000000 PA USD 417459.56000000 0.000161102868 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Australia & New Zealand Banking Group Ltd/New York NY JHE42UYNWWTJB8YTTU19 05253JAS0 10540000.00000000 PA USD 10691143.60000000 0.004125846118 Long DBT CORP AU N 2 2022-05-19 Fixed 2.62500000 N N N N N N Metropolitan Water Reclamation District of Greater Chicago N/A 167560PL9 7450000.00000000 PA USD 10050348.00000000 0.003878555076 Long DBT MUN US N 2 2038-12-01 Fixed 5.72000000 N N N N N N Freddie Mac Gold Pool N/A 31292GLM6 4569.91000000 PA USD 4978.92000000 0.000001921427 Long ABS-MBS USGSE US N 2 2024-06-01 Fixed 7.00000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAK5 9115000.00000000 PA USD 7837897.35000000 0.003024742681 Long DBT CORP US N 2 2042-02-15 Fixed 6.10000000 N N N N N N Freddie Mac Gold Pool N/A 3128PRP86 1878587.10000000 PA USD 2002667.78000000 0.000772854560 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 4.50000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAQ5 19819000.00000000 PA USD 20887640.48000000 0.008060801876 Long DBT CORP KY N 2 2024-11-28 Fixed 3.60000000 N N N N N N Ginnie Mae II Pool N/A 36179UPA4 511958.60000000 PA USD 547913.45000000 0.000211446657 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GGM5 23583000.00000000 PA USD 27179407.50000000 0.010488873513 Long DBT CORP US N 2 2038-04-24 Variable 4.24400000 N N N N N N National Fuel Gas Co 8JB38FFW1Y3C1HM8E841 636180BM2 2200000.00000000 PA USD 2313432.00000000 0.000892782362 Long DBT CORP US N 2 2025-07-15 Fixed 5.20000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AN6 4645000.00000000 PA USD 4636592.55000000 0.001789319093 Long DBT CORP US N 2 2024-06-15 Fixed 2.87500000 N N N N N N UBS Commercial Mortgage Trust 2017-C4 N/A 90276RBE7 8050000.00000000 PA USD 8529216.50000000 0.003291531393 Long ABS-MBS CORP US N 2 2050-10-15 Fixed 3.56300000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967LU3 24933000.00000000 PA USD 26263674.21000000 0.010135480575 Long DBT CORP US N 2 2039-01-24 Variable 3.87800000 N N N N N N Syngenta Finance NV 54930042S3BYCEGOCN86 87164KAA2 6535000.00000000 PA USD 5718125.00000000 0.002206696001 Long DBT CORP NL N 2 2022-03-28 Fixed 3.12500000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 26138EAY5 2885000.00000000 PA USD 2876604.65000000 0.001110117736 Long DBT CORP US N 2 2046-12-15 Fixed 4.42000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWQ3 59603000.00000000 PA USD 60575124.93000000 0.023376698827 Long DBT CORP US N 2 2025-09-29 Variable 3.27200000 N N N N N N Duke Energy Florida LLC 7MOHLM3DKE63RX2ZCN83 26444HAC5 3300000.00000000 PA USD 3423915.00000000 0.001321331649 Long DBT CORP US N 2 2027-01-15 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 36209YUS5 32674.01000000 PA USD 35433.33000000 0.000013674165 Long ABS-MBS USGA US N 2 2031-09-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31403BPP2 26152.77710000 PA USD 30114.40000000 0.000011621523 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31419HLZ3 819465.66000000 PA USD 872362.17000000 0.000336655479 Long ABS-MBS USGSE US N 2 2040-10-01 Floating 3.68500000 N N N N N N Dow Chemical Co/The ZQUIP1CSZO8LXRBSOU78 260543BJ1 4624000.00000000 PA USD 5857821.92000000 0.002260606791 Long DBT CORP US N 2 2029-11-01 Fixed 7.37500000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506BQ9 14600000.00000000 PA USD 14404214.00000000 0.005558766455 Long DBT CORP US N 2 2024-08-15 Fixed 2.40000000 N N N N N N Freddie Mac Gold Pool N/A 31283HAZ8 52747.63670000 PA USD 58156.91000000 0.000022443479 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 8.00000000 N N N N N N Associated Bank NA/Green Bay WI ZF85QS7OXKPBG52R7N18 04550KAA9 3350000.00000000 PA USD 3439210.50000000 0.001327234374 Long DBT CORP US N 2 2021-08-13 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410PWA7 19870.05330000 PA USD 23879.04000000 0.000009215220 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31384WKV1 11385.04150000 PA USD 13147.10000000 0.000005073630 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402WNT1 54080.13330000 PA USD 63855.66000000 0.000024642698 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36212G2G6 20287.86000000 PA USD 22326.59000000 0.000008616110 Long ABS-MBS USGA US N 2 2031-04-15 Fixed 7.00000000 N N N N N N Equifax Inc 5493004MCF8JDC86VS77 294429AQ8 3725000.00000000 PA USD 3591160.75000000 0.001385873877 Long DBT CORP US N 2 2024-12-01 Fixed 2.60000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810PW2 55118000.00000000 PA USD 84967704.08000000 0.032790100401 Long DBT UST US N 2 2038-02-15 Fixed 4.37500000 N N N N N N Freddie Mac Gold Pool N/A 3128MJXE5 32104409.05000000 PA USD 34487198.29000000 0.013309041438 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 3.50000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058FP3 63570000.00000000 PA USD 64362717.90000000 0.024838378357 Long DBT CORP N/A N 2 2021-09-20 Fixed 1.37500000 N N N N N N Ginnie Mae II Pool N/A 36202FHY5 14315825.55000000 PA USD 15759719.71000000 0.006081873073 Long ABS-MBS USGA US N 2 2040-07-20 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292KZ59 3216655.97000000 PA USD 3544240.21000000 0.001367766654 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 4.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NH92 33724205.09060000 PA USD 35679197.26000000 0.013769048758 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31387KTZ6 7703.31000000 PA USD 8794.64000000 0.000003393961 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFU1 19949000.00000000 PA USD 23297040.67000000 0.008990619564 Long DBT CORP US N 2 2050-02-15 Fixed 5.15000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CX4 6125000.00000000 PA USD 6381576.25000000 0.002462730142 Long DBT CORP US N 2 2022-07-17 Fixed 3.10000000 N N N N N N Apache Corp 72ZZ1XRHOOU9P9X16K08 037411BE4 10680000.00000000 PA USD 5687100.00000000 0.002194723065 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048BT4 14935000.00000000 PA USD 17191230.45000000 0.006634310984 Long DBT NUSS JP N 2 2028-07-20 Fixed 3.25000000 N N N N N N Fannie Mae Pool N/A 3138AXCM1 147382.30000000 PA USD 155592.97000000 0.000060045274 Long ABS-MBS USGSE US N 2 2026-10-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9JQ6 348383.81000000 PA USD 372826.42000000 0.000143878381 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAT4 4500000.00000000 PA USD 4504995.00000000 0.001738533951 Long DBT CORP US N 2 2025-01-15 Fixed 2.65000000 N N N N N N Freddie Mac Gold Pool N/A 3128LCLQ7 168825.04000000 PA USD 195156.68000000 0.000075313405 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00774MAB1 11896000.00000000 PA USD 9219281.04000000 0.003557835935 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N Ginnie Mae I Pool N/A 36206FLD2 1329.00000000 PA USD 1474.74000000 0.000000569120 Long ABS-MBS USGA US N 2 2025-08-15 Fixed 7.00000000 N N N N N N Freddie Mac Gold Pool N/A 31297HXX2 26998.61280000 PA USD 28613.13000000 0.000011042164 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231GAJ1 29223000.00000000 PA USD 29475778.95000000 0.011375071995 Long DBT CORP US N 2 2022-03-06 Fixed 2.39700000 N N N N N N Fannie Mae Pool N/A 31418CJD7 34159159.27000000 PA USD 36266096.21000000 0.013995540409 Long ABS-MBS USGSE US N 2 2047-04-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292H2H6 468526.68790000 PA USD 551240.39000000 0.000212730565 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 6.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828V80 194225000.00000000 PA USD 208123741.00000000 0.080317556385 Long DBT UST US N 2 2024-01-31 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBKX4 109236.94000000 PA USD 112640.76000000 0.000043469479 Long ABS-MBS USGSE US N 2 2022-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31410DGJ3 776.55530000 PA USD 794.32000000 0.000000306538 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 6.00000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829BA4 5300000.00000000 PA USD 5306943.00000000 0.002048015721 Long DBT CORP US N 2 2021-07-15 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36210KHE8 13181.05000000 PA USD 13823.36000000 0.000005334607 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RAF6 3980000.00000000 PA USD 3467575.00000000 0.001338180590 Long DBT CORP US N 2 2036-10-15 Fixed 6.62500000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AV9 4425000.00000000 PA USD 4082726.25000000 0.001575575156 Long DBT CORP US N 2 2027-09-15 Fixed 3.50000000 N N N N N N QVC Inc 549300WBLU5NKPX5X472 747262AM5 4423000.00000000 PA USD 3007640.00000000 0.001160685917 Long DBT CORP US N 2 2043-03-15 Fixed 5.95000000 N N N N N N Freddie Mac Gold Pool N/A 312926BQ0 2137.37060000 PA USD 2558.18000000 0.000000987233 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Evergy Kansas Central Inc J75GNWGEO73W89ZV3S44 95709TAN0 7875000.00000000 PA USD 8061007.50000000 0.003110843680 Long DBT CORP US N 2 2026-07-01 Fixed 2.55000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375CK6 2633000.00000000 PA USD 2602404.54000000 0.001004300481 Long DBT CORP CA N 2 2046-08-02 Fixed 3.20000000 N N N N N N Ginnie Mae I Pool N/A 36224SKS0 2407.94000000 PA USD 2565.13000000 0.000000989915 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 8.00000000 N N N N N N Mastercard Inc AR5L2ODV9HN37376R084 57636QAL8 15750000.00000000 PA USD 17831047.50000000 0.006881224391 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N Ginnie Mae I Pool N/A 36208HNE2 1563.37000000 PA USD 1670.07000000 0.000000644500 Long ABS-MBS USGA US N 2 2027-08-15 Fixed 9.00000000 N N N N N N Fannie Mae Pool N/A 3140FB7H7 64506.00000000 PA USD 68096.40000000 0.000026279253 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810SH2 716863000.00000000 PA USD 972130745.70000000 0.375157421286 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAC9 10400000.00000000 PA USD 10348416.00000000 0.003993583248 Long DBT CORP US N 2 2021-06-11 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128PUJ60 2631304.80000000 PA USD 2791551.26000000 0.001077294568 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 21H030633 -3175000.00000000 PA USD -3361753.50000000 -0.00129734274 Short ABS-MBS USGA US N 2 2050-03-01 Fixed 3.00000000 N N N N N N International Finance Corp QKL54NQY28TCDAI75F60 45950KCJ7 3550000.00000000 PA USD 3577725.50000000 0.001380689046 Long DBT CORP N/A N 2 2021-07-20 Fixed 1.12500000 N N N N N N Fannie Mae Pool N/A 31405ESG1 41479.27630000 PA USD 47340.30000000 0.000018269214 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 136069TY7 20132000.00000000 PA USD 20415861.20000000 0.007878736347 Long DBT CORP CA N 2 2022-06-16 Fixed 2.55000000 N N N N N N Freddie Mac Gold Pool N/A 3128M9Q54 2164141.91000000 PA USD 2383153.07000000 0.000919688595 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203CA7 7150000.00000000 PA USD 6950157.50000000 0.002682152762 Long DBT CORP US N 2 2029-09-17 Fixed 3.90000000 N N N N N N Fannie Mae Pool N/A 3138WDMT5 1074642.07000000 PA USD 1163267.80000000 0.000448919602 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31389S4A9 42029.04030000 PA USD 48266.99000000 0.000018626835 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31417BX51 3939639.50000000 PA USD 4338015.85000000 0.001674094608 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GQM1 1673.36000000 PA USD 1873.90000000 0.000000723161 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 7.50000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818EZ7 6100000.00000000 PA USD 6189121.00000000 0.002388459252 Long DBT CORP US N 2 2022-03-01 Fixed 2.95000000 N N N N N N Trustees of the University of Pennsylvania/The 549300FG60YK9HZ7DS75 91481CAC4 4985000.00000000 PA USD 5277420.10000000 0.002036622465 Long DBT CORP US N 2 2119-02-15 Fixed 3.61000000 N N N N N N Freddie Mac Gold Pool N/A 3129385A7 41964.78000000 PA USD 49454.23000000 0.000019085006 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 5.50000000 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 723787AK3 21210000.00000000 PA USD 20311756.50000000 0.007838561041 Long DBT CORP US N 2 2022-07-15 Fixed 3.95000000 N N N N N N Westpac Banking Corp EN5TNI6CI43VEPAMHL14 961214EJ8 8715000.00000000 PA USD 8613034.50000000 0.003323877808 Long DBT CORP AU N 2 2023-01-13 Fixed 2.00000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058DT7 23390000.00000000 PA USD 23872067.90000000 0.009212529769 Long DBT CORP N/A N 2 2021-06-24 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31402C5R9 120581.46000000 PA USD 136324.58000000 0.000052609361 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Sumitomo Mitsui Financial Group Inc 35380028MYWPB6AUO129 86562MAN0 11105000.00000000 PA USD 11446034.55000000 0.004417167983 Long DBT CORP JP N 2 2027-01-11 Fixed 3.44600000 N N N N N N SYNIT_18-A1 N/A 87166PAA9 15275000.00000000 PA USD 15549033.50000000 0.006000566628 Long ABS-CBDO CORP US N 2 2024-09-15 Fixed 3.38000000 N N N N N N Fannie Mae Pool N/A 3138EGT87 572105.65000000 PA USD 627033.51000000 0.000241980079 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WQR5 5641.99000000 PA USD 6696.48000000 0.000002584255 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31418NYF1 1987583.38000000 PA USD 2105606.08000000 0.000812579738 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C15 549300UOGMFS1M8XVM16 46640NAJ7 1680000.00000000 PA USD 1734633.60000000 0.000669416815 Long ABS-MBS CORP US N 2 2045-11-15 Fixed 4.41960000 N N N N N N Fannie Mae Pool N/A 31382DU36 3223.25000000 PA USD 3390.86000000 0.000001308575 Long ABS-MBS USGSE US N 2 2029-04-01 Fixed 6.50000000 N N N N N N Ginnie Mae I Pool N/A 36212MWQ8 21558.38000000 PA USD 26251.85000000 0.000010130917 Long ABS-MBS USGA US N 2 2030-09-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31418C6Z2 4258606.20000000 PA USD 4496108.67000000 0.001735104605 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912828R77 725253000.00000000 PA USD 735109188.30000000 0.283687835886 Long DBT UST US N 2 2021-05-31 Fixed 1.37500000 N N N N N N Fannie Mae Pool N/A 31404NE77 40446.57150000 PA USD 43492.20000000 0.000016784184 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418AHJ0 6479963.59000000 PA USD 6979179.98000000 0.002693352900 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138WHU26 373998.22000000 PA USD 392204.45000000 0.000151356605 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Baltimore Gas & Electric Co 88V8C2WYSOD1SPSSLH72 059165EF3 7030000.00000000 PA USD 7095097.80000000 0.002738087038 Long DBT CORP US N 2 2023-07-01 Fixed 3.35000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286Y1 668810000.00000000 PA USD 689917643.60000000 0.266247853200 Long DBT UST US N 2 2022-06-15 Fixed 1.75000000 N N N N N N Freddie Mac Gold Pool N/A 31293XEJ3 13616.78000000 PA USD 15844.21000000 0.000006114478 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 3138EMUK5 2918182.90000000 PA USD 3187472.82000000 0.001230085653 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N CD 2017-CD4 Mortgage Trust N/A 12515DAT1 3000000.00000000 PA USD 3141000.00000000 0.001212151210 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.74660000 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16 N/A 46641BAE3 1127227.38000000 PA USD 1166826.88000000 0.000450293096 Long ABS-MBS CORP US N 2 2046-12-15 Fixed 3.67440000 N N N N N N Ginnie Mae I Pool N/A 36206DEL7 6901.41860000 PA USD 7360.98000000 0.000002840694 Long ABS-MBS USGA US N 2 2027-02-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31365EBN2 4506.03000000 PA USD 4893.55000000 0.000001888482 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 7.00000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 13607GLZ5 9100000.00000000 PA USD 8979334.00000000 0.003465237369 Long DBT CORP CA N 2 2025-01-28 Fixed 2.25000000 N N N N N N Freddie Mac Gold Pool N/A 31287LXB3 2141.08000000 PA USD 2250.49000000 0.000000868492 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MC6T7 2028651.62000000 PA USD 2124282.26000000 0.000819787110 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 3.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZR4 8556064.74000000 PA USD 9085342.90000000 0.003506147531 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31371LDV8 339645.66800000 PA USD 360357.26000000 0.000139066376 Long ABS-MBS USGSE US N 2 2023-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 3138XGS95 752769.55000000 PA USD 810710.22000000 0.000312863220 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 4.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAQ4 7540000.00000000 PA USD 8042314.80000000 0.003103629933 Long DBT CORP US N 2 2035-06-15 Fixed 4.95000000 N N N N N N Fannie Mae Pool N/A 31387JXW1 5443.80000000 PA USD 6192.05000000 0.000002389589 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31410FEF8 130819.66400000 PA USD 154180.13000000 0.000059500041 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179TCW3 36968223.01380000 PA USD 39707198.66000000 0.015323504910 Long ABS-MBS USGA US N 2 2047-07-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31389FJ52 153915.25000000 PA USD 172149.59000000 0.000066434681 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31388JS63 3520.02550000 PA USD 3983.82000000 0.000001537405 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36207K6A3 963.00000000 PA USD 1007.23000000 0.000000388702 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31406A6N7 103044.13550000 PA USD 117752.66000000 0.000045442225 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31385XEC7 7094861.27130000 PA USD 8166894.81000000 0.003151706918 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31371K2J9 242020.93000000 PA USD 269892.06000000 0.000104154723 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.50000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAG8 5045000.00000000 PA USD 4655071.95000000 0.001796450525 Long DBT CORP US N 2 2041-02-01 Fixed 6.12500000 N N N N N N Textron Inc 3PPKBHUG1HD6BO7RNR87 883203BY6 4629000.00000000 PA USD 4377784.17000000 0.001689441700 Long DBT CORP US N 2 2028-03-01 Fixed 3.37500000 N N N N N N Freddie Mac Gold Pool N/A 3132J4KR9 17956059.65000000 PA USD 19153010.59000000 0.007391386492 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.50000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106AC7 3230000.00000000 PA USD 3265626.90000000 0.001260246291 Long DBT CORP US N 2 2023-05-01 Fixed 2.25000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AQ6 12670000.00000000 PA USD 13036036.30000000 0.005030769558 Long DBT CORP NL N 2 2029-04-09 Fixed 4.05000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 26442UAC8 6625000.00000000 PA USD 7100012.50000000 0.002739983682 Long DBT CORP US N 2 2046-10-15 Fixed 3.70000000 N N N N N N Ginnie Mae I Pool N/A 36201FZJ9 19239.34060000 PA USD 19949.27000000 0.000007698672 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N US Airways 2013-1 Class A Pass Through Trust N/A 90346WAA1 538197.01000000 PA USD 494037.95000000 0.000190655427 Long DBT CORP US N 2 2025-11-15 Fixed 3.95000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044CY5 5186000.00000000 PA USD 5470607.68000000 0.002111175970 Long DBT CORP US N 2 2024-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31389DGF8 33690.81060000 PA USD 39653.07000000 0.000015302615 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Freddie Mac Pool N/A 31346YXD0 12470968.51000000 PA USD 12924537.63000000 0.004987740826 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36290V2G8 142119.00680000 PA USD 154562.95000000 0.000059647776 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.50000000 N N N N N N Laboratory Corp of America Holdings OZ7UA8IXAIFILY2VZH07 50540RAP7 7330000.00000000 PA USD 7418399.80000000 0.002862853326 Long DBT CORP US N 2 2022-02-01 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31371GZ94 2886.39000000 PA USD 3388.71000000 0.000001307745 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 7.00000000 N N N N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822VAK7 29231000.00000000 PA USD 29202061.31000000 0.011269440932 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 313615L53 746.74000000 PA USD 804.32000000 0.000000310397 Long ABS-MBS USGSE US N 2 2023-06-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 362209YM4 426.30640000 PA USD 437.46000000 0.000000168821 Long ABS-MBS USGA US N 2 2021-01-15 Fixed 10.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMSC8 15292152.65000000 PA USD 16205094.16000000 0.006253748648 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.00000000 N N N N N N Svensk Exportkredit AB 1FOLRR5RWTWWI397R131 00254EMR0 11475000.00000000 PA USD 11750744.25000000 0.004534759270 Long DBT CORP SE N 2 2021-05-22 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 31413EBZ7 525424.86000000 PA USD 614642.00000000 0.000237198040 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200D7H0 16706.66760000 PA USD 19215.34000000 0.000007415440 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 5.50000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531FBG7 36290000.00000000 PA USD 36546933.20000000 0.014103918918 Long DBT CORP US N 2 2022-06-20 Fixed 3.05000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AR3 4181000.00000000 PA USD 4211730.35000000 0.001625359453 Long DBT CORP US N 2 2029-04-15 Fixed 4.20000000 N N N N N N Diageo Investment Corp S4G8DPIPDVCF6CB81Z61 386088AH1 1450000.00000000 PA USD 2132007.50000000 0.000822768376 Long DBT CORP US N 2 2035-04-15 Fixed 7.45000000 N N N N N N Sales Tax Securitization Corp N/A 79467BCN3 1795000.00000000 PA USD 2200364.85000000 0.000849148333 Long DBT MUN US N 2 2048-01-01 Fixed 4.78700000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETC3 3810000.00000000 PA USD 3977220.90000000 0.001534859321 Long DBT CORP US N 2 2025-09-11 Fixed 3.40000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAM5 11725000.00000000 PA USD 10895221.75000000 0.004204602430 Long DBT CORP US N 2 2027-12-01 Fixed 3.95000000 N N N N N N ERP Operating LP DX5HQV5MLU50FEWZ5072 26884ABJ1 12806000.00000000 PA USD 13005773.60000000 0.005019090803 Long DBT CORP US N 2 2028-03-01 Fixed 3.50000000 N N N N N N Molson Coors Beverage Co 54930073LBBH6ZCBE225 60871RAD2 14808000.00000000 PA USD 14781049.44000000 0.005704191968 Long DBT CORP US N 2 2042-05-01 Fixed 5.00000000 N N N N N N Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13 N/A 61763BAU8 3500000.00000000 PA USD 3707655.00000000 0.001430830466 Long ABS-MBS CORP US N 2 2046-11-15 Fixed 4.03900000 N N N N N N Freddie Mac Gold Pool N/A 3128KYLX5 61401.07760000 PA USD 70969.21000000 0.000027387906 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKPB9 36008.29000000 PA USD 42459.54000000 0.000016385667 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36296DLY2 32373.07000000 PA USD 36390.89000000 0.000014043699 Long ABS-MBS USGA US N 2 2038-11-15 Fixed 6.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBF1 24825000.00000000 PA USD 28759017.75000000 0.011098464877 Long DBT CORP US N 2 2045-05-15 Fixed 4.12500000 N N N N N N Freddie Mac Gold Pool N/A 3128K2L98 103246.29260000 PA USD 118100.34000000 0.000045576399 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N GS Mortgage Securities Trust 2016-GS4 N/A 36251XAV9 2925000.00000000 PA USD 2972619.00000000 0.001147170875 Long ABS-MBS CORP US N 2 2049-11-10 Variable 3.64500000 N N N N N N Freddie Mac Gold Pool N/A 3128K66Q8 878360.01700000 PA USD 991686.03000000 0.000382704050 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N ALLY AUTO RECEIVABLES TRUST ALLYA_18-3 N/A 02007JAC1 1528904.31000000 PA USD 1524638.67000000 0.000588377144 Long ABS-CBDO CORP US N 2 2023-01-17 Fixed 3.00000000 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332AN2 6036000.00000000 PA USD 6119296.80000000 0.002361513220 Long DBT CORP US N 2 2023-01-15 Fixed 2.87500000 N N N N N N Fannie Mae Pool N/A 3140J6GR2 215104354.76000000 PA USD 229524950.70000000 0.088576551051 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBC1 100000.00000000 PA USD 102289.00000000 0.000039474605 Long DBT CORP US N 2 2028-11-15 Fixed 4.65000000 N N N N N N Wisconsin Electric Power Co AENKIFMULUAWOUU8Q584 976656CK2 3475000.00000000 PA USD 3860898.75000000 0.001489969147 Long DBT CORP US N 2 2048-10-15 Fixed 4.30000000 N N N N N N Ginnie Mae I Pool N/A 36207K6B1 1143.22000000 PA USD 1230.36000000 0.000000474811 Long ABS-MBS USGA US N 2 2030-06-15 Fixed 8.50000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BJ8 22615000.00000000 PA USD 22360807.40000000 0.008629315428 Long DBT CORP US N 2 2023-08-01 Fixed 4.37500000 N N N N N N Fannie Mae Pool N/A 3138A7X94 682274.09000000 PA USD 770751.39000000 0.000297442607 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BD1 5003000.00000000 PA USD 4818039.09000000 0.001859341584 Long DBT CORP US N 2 2025-01-15 Fixed 4.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 91159HHC7 4108000.00000000 PA USD 4200676.48000000 0.001621093626 Long DBT CORP US N 2 2022-03-15 Fixed 3.00000000 N N N N N N COMM 2013-CCRE11 Mortgage Trust 549300BCCWSDWINK2593 12626LAE2 6600000.00000000 PA USD 7089984.00000000 0.002736113558 Long ABS-MBS CORP US N 2 2050-08-10 Fixed 4.25800000 N N N N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718DY2 10835000.00000000 PA USD 11077162.25000000 0.004274815546 Long DBT CORP US N 2 2022-02-06 Fixed 2.30000000 N N N N N N IBM Credit LLC 549300ZNLJL43AQTG067 44932HAC7 8890000.00000000 PA USD 8939872.90000000 0.003450008837 Long DBT CORP US N 2 2022-09-08 Fixed 2.20000000 N N N N N N Cleveland Electric Illuminating Co/The N/A 186108CE4 5960000.00000000 PA USD 7192230.00000000 0.002775571570 Long DBT CORP US N 2 2036-12-15 Fixed 5.95000000 N N N N N N Ginnie Mae I Pool N/A 36210KNQ4 9440.31000000 PA USD 10664.25000000 0.000004115467 Long ABS-MBS USGA US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Alibaba Group Holding Ltd 5493001NTNQJDH60PM02 01609WAV4 15750000.00000000 PA USD 18951660.00000000 0.007313682779 Long DBT CORP KY N 2 2047-12-06 Fixed 4.20000000 N N N N N N Ginnie Mae I Pool N/A 36207V3T1 9653.58000000 PA USD 10678.02000000 0.000004120781 Long ABS-MBS USGA US N 2 2028-06-15 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36295VDL0 284646.26240000 PA USD 310142.03000000 0.000119687690 Long ABS-MBS USGA US N 2 2038-06-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36207VZ58 13910.22000000 PA USD 15090.92000000 0.000005823774 Long ABS-MBS USGA US N 2 2028-05-15 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMYD9 23545913.36000000 PA USD 24763001.62000000 0.009556352241 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36202FJP2 14169999.95000000 PA USD 15532728.85000000 0.005994274460 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJZ94 66858408.47000000 PA USD 71654830.69000000 0.027652495945 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31374TMV8 154.36380000 PA USD 180.48000000 0.000000069649 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31371RRR9 23909.03520000 PA USD 26159.35000000 0.000010095220 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Citigroup Commercial Mortgage Trust 2018-B2 N/A 17327FAB2 2950000.00000000 PA USD 2991034.50000000 0.001154277647 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 3.78800000 N N N N N N UBS Commercial Mortgage Trust 2018-C12 N/A 90353DAZ8 5975000.00000000 PA USD 6637926.25000000 0.002561658815 Long ABS-MBS CORP US N 2 2051-08-15 Fixed 4.29620000 N N N N N N Fannie Mae Pool N/A 31402J3J4 336392.82190000 PA USD 377570.67000000 0.000145709246 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292GXT8 55481.02100000 PA USD 63782.65000000 0.000024614522 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 05526DBN4 7000000.00000000 PA USD 7180460.00000000 0.002771029379 Long DBT CORP US N 2 2030-04-02 Fixed 4.90600000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAG5 5381000.00000000 PA USD 4533384.88000000 0.001749489961 Long DBT CORP US N 2 2025-04-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128P7PV9 951086.25000000 PA USD 1029959.83000000 0.000397474388 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31371GN63 10933.62000000 PA USD 12301.85000000 0.000004747437 Long ABS-MBS USGSE US N 2 2028-04-01 Fixed 6.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QCD2 12642000.00000000 PA USD 10199186.34000000 0.003935993654 Long DBT CORP MX N 2 2023-09-21 Fixed 4.62500000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAG0 9250000.00000000 PA USD 9249260.00000000 0.003569405191 Long DBT CORP ES N 2 2023-04-12 Fixed 3.84800000 N N N N N N Freddie Mac Gold Pool N/A 31297GXY2 50382.58750000 PA USD 58254.36000000 0.000022481086 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36179RNW5 56752766.72740000 PA USD 60420130.51000000 0.023316884540 Long ABS-MBS USGA US N 2 2045-09-20 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31384JDV8 5478.31000000 PA USD 5894.88000000 0.000002274907 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 7.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137FQ3Z4 21365000.00000000 PA USD 23230378.15000000 0.008964893663 Long ABS-MBS USGSE US N 2 2029-10-25 Fixed 2.52400000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HMN7 33618000.00000000 PA USD 35748708.84000000 0.013795874147 Long DBT CORP US N 2 2025-07-15 Fixed 3.90000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMUC5 18812761.14000000 PA USD 19734962.69000000 0.007615969091 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2014-C21 N/A 46642EBC9 1670000.00000000 PA USD 1694482.20000000 0.000653921887 Long ABS-MBS CORP US N 2 2047-08-15 Fixed 3.99650000 N N N N N N Freddie Mac Gold Pool N/A 3128M8MJ0 2024658.16000000 PA USD 2251905.79000000 0.000869038627 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.00000000 N N N N N N Ginnie Mae II Pool N/A 36241LMS2 9289010.43000000 PA USD 10111923.86000000 0.003902317971 Long ABS-MBS USGA US N 2 2040-06-20 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36213S2N4 3164.70490000 PA USD 3529.15000000 0.000001361943 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAC9 1500000.00000000 PA USD 1512765.00000000 0.000583794946 Long DBT CORP ES N 2 2022-04-11 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31373TU73 133.87000000 PA USD 150.44000000 0.000000058056 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 8.50000000 N N N N N N CenterPoint Energy Houston Electric LLC 549300S8SEQBOJLKHW63 15189XAQ1 2000000.00000000 PA USD 1990120.00000000 0.000768012214 Long DBT CORP US N 2 2026-09-01 Fixed 2.40000000 N N N N N N Fannie Mae Pool N/A 31385XAD9 35226.03500000 PA USD 41789.35000000 0.000016127033 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.50000000 N N N N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312BR6 5500000.00000000 PA USD 5786165.00000000 0.002232953489 Long DBT CORP US N 2 2029-03-15 Fixed 3.40000000 N N N N N N Fannie Mae Pool N/A 31380GVN6 34923.93720000 PA USD 40558.22000000 0.000015651924 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KXHW4 101661.32670000 PA USD 111846.78000000 0.000043163072 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137AL1 2714000.00000000 PA USD 4392771.84000000 0.001695225629 Long DBT CORP US N 2 2040-01-15 Fixed 7.37500000 N N N N N N Fannie Mae Pool N/A 31388NTX4 18966.85390000 PA USD 22314.31000000 0.000008611371 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 3138WCAQ6 1091967.56000000 PA USD 1191249.25000000 0.000459717994 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418DH96 15130578.41000000 PA USD 15554083.30000000 0.006002515409 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 2.00000000 N N N N N N Fannie Mae Pool N/A 3138X3XH0 9591149.36000000 PA USD 10309430.54000000 0.003978538271 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 3622A2F56 1303859.46000000 PA USD 1483492.18000000 0.000572498198 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31386FNE1 1964.21000000 PA USD 2234.03000000 0.000000862140 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 7.00000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076AV4 13978000.00000000 PA USD 19545018.06000000 0.007542667081 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887AR3 1070000.00000000 PA USD 1264162.20000000 0.000487856014 Long DBT CORP US N 2 2028-10-01 Fixed 7.00000000 N N N N N N Eaton Corp 0NZWDMRCE180888QQE14 278062AC8 15254000.00000000 PA USD 15386862.34000000 0.005937982748 Long DBT CORP US N 2 2022-11-02 Fixed 2.75000000 N N N N N N Capital One NA 207ALC1P1YM0OVDV0K75 14042E3Y4 12081000.00000000 PA USD 12110840.07000000 0.004673724753 Long DBT CORP US N 2 2021-07-23 Fixed 2.95000000 N N N N N N Ginnie Mae II Pool N/A 36179TLR4 42028865.97000000 PA USD 45141944.07000000 0.017420841182 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31371JPX6 166.34000000 PA USD 196.99000000 0.000000076020 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.50000000 N N N N N N International Bank for Reconstruction & Development ZTMSNXROF84AHWJNKQ93 459058GE7 14280000.00000000 PA USD 15959613.60000000 0.006159014627 Long DBT CORP N/A N 2 2027-11-22 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 3138WBTK1 32325.33000000 PA USD 34816.32000000 0.000013436053 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BS4 450000.00000000 PA USD 450859.50000000 0.000173992323 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N Fannie Mae Pool N/A 31410RHJ1 14373.92550000 PA USD 17052.65000000 0.000006580831 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132GF5Z6 1969543.98000000 PA USD 2140342.83000000 0.000825985085 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 87166FAC7 8620000.00000000 PA USD 8512077.60000000 0.003284917277 Long DBT CORP US N 2 2021-05-24 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31371JL36 24155.42000000 PA USD 29361.64000000 0.000011331024 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138WHS29 7691322.56000000 PA USD 8178106.36000000 0.003156033595 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EMA4 2570659.60210000 PA USD 2957029.74000000 0.001141154784 Long ABS-MBS USGA US N 2 2037-02-20 Fixed 5.50000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAU1 9325000.00000000 PA USD 9382628.50000000 0.003620873764 Long DBT CORP US N 2 2024-02-01 Fixed 3.85000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BH1 12790000.00000000 PA USD 12098061.00000000 0.004668793150 Long DBT CORP US N 2 2038-02-01 Fixed 3.80000000 N N N N N N Fannie Mae Pool N/A 3138YDA41 345825.87000000 PA USD 380145.63000000 0.000146702956 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418DAL6 11448911.11000000 PA USD 12140997.79000000 0.004685362995 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36209N3U4 11048.76000000 PA USD 13375.08000000 0.000005161610 Long ABS-MBS USGA US N 2 2029-10-15 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 3138MPWV3 4911401.40000000 PA USD 5112425.06000000 0.001972948814 Long ABS-MBS USGSE US N 2 2027-12-01 Fixed 2.50000000 N N N N N N Fannie Mae Pool N/A 31402EYS1 160623.75850000 PA USD 184718.93000000 0.000071285346 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Concho Resources Inc SYHS7HRDXLL4I0IQ8776 20605PAH4 27986000.00000000 PA USD 23648170.00000000 0.009126124767 Long DBT CORP US N 2 2027-10-01 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128M8AH7 1257589.86000000 PA USD 1479114.31000000 0.000570808723 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GWT7 18180000.00000000 PA USD 18545599.80000000 0.007156979066 Long DBT CORP US N 2 2023-02-23 Fixed 3.20000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283D0 282595000.00000000 PA USD 306307546.50000000 0.118207915729 Long DBT UST US N 2 2024-10-31 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31416BL55 810741.51000000 PA USD 927512.61000000 0.000357938724 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N Kaiser Foundation Hospitals DW4Z57L3G4IRMHYZYK62 48305QAB9 8575000.00000000 PA USD 9881401.25000000 0.003813356411 Long DBT CORP US N 2 2042-04-01 Fixed 4.87500000 N N N N N N Ginnie Mae I Pool N/A 36204DQF9 1165.67000000 PA USD 1282.73000000 0.000000495021 Long ABS-MBS USGA US N 2 2024-08-15 Fixed 8.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209SBA0 12150000.00000000 PA USD 12333586.50000000 0.004759685389 Long DBT CORP US N 2 2022-02-14 Fixed 3.49000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076CB6 11660000.00000000 PA USD 11884455.00000000 0.004586359922 Long DBT CORP US N 2 2030-04-15 Fixed 2.70000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3B4 10207403.76000000 PA USD 10939682.91000000 0.004221760548 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJMX5 3220140.28000000 PA USD 3646647.86000000 0.001407287048 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 3620ARZE4 1018811.58000000 PA USD 1069650.28000000 0.000412791430 Long ABS-MBS USGA US N 2 2026-02-15 Fixed 3.00000000 N N N N N N Medtronic Inc D56MRZY2INAN94ZONZ37 585055BU9 25715000.00000000 PA USD 34365783.15000000 0.013262185816 Long DBT CORP US N 2 2045-03-15 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 31371EU52 3435.76000000 PA USD 3754.39000000 0.000001448866 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 6.50000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_17-B N/A 34531HAE9 1065000.00000000 PA USD 1031569.65000000 0.000398095638 Long ABS-CBDO CORP US N 2 2022-09-15 Fixed 1.87000000 N N N N N N Ginnie Mae I Pool N/A 36210GAF1 38042.26000000 PA USD 45517.56000000 0.000017565796 Long ABS-MBS USGA US N 2 2029-08-15 Fixed 7.00000000 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903AW3 6505000.00000000 PA USD 5821975.00000000 0.002246773016 Long DBT CORP US N 2 2025-03-15 Fixed 3.75000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RJL7 200000.00000000 PA USD 225112.00000000 0.000086873538 Long DBT CORP US N 2 2045-07-15 Fixed 4.85000000 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 13645RAD6 3110000.00000000 PA USD 4465493.50000000 0.001723289828 Long DBT CORP CA N 2 2031-10-15 Fixed 7.12500000 N N N N N N Fannie Mae-Aces N/A 3136AJ7G5 9829879.31000000 PA USD 9978113.89000000 0.003850679029 Long ABS-MBS USGSE US N 2 2021-05-25 Variable 2.67850000 N N N N N N Dallas Convention Center Hotel Development Corp N/A 235417AA0 9740000.00000000 PA USD 13752003.40000000 0.005307070222 Long DBT MUN US N 2 2042-01-01 Fixed 7.08800000 N N N N N N Freddie Mac Gold Pool N/A 3128M7MP8 22844.73000000 PA USD 25974.00000000 0.000010023691 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 5.50000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GK3 4692000.00000000 PA USD 6081723.48000000 0.002347013205 Long DBT CORP US N 2 2037-05-01 Fixed 6.15000000 N N N N N N Ginnie Mae I Pool N/A 36200GB21 16908.41900000 PA USD 17719.68000000 0.000006838246 Long ABS-MBS USGA US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36211SCP0 140473.46330000 PA USD 157840.20000000 0.000060912508 Long ABS-MBS USGA US N 2 2035-04-15 Fixed 5.00000000 N N N N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746UBQ1 7881000.00000000 PA USD 7780438.44000000 0.003002568568 Long DBT CORP US N 2 2042-09-15 Fixed 4.05000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919BB1 8650000.00000000 PA USD 8104444.50000000 0.003127606562 Long DBT CORP US N 2 2030-04-30 Fixed 2.45000000 N N N N N N Fannie Mae Pool N/A 31384WLN8 25849.90520000 PA USD 30658.76000000 0.000011831599 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31410LB68 379673.30000000 PA USD 445895.92000000 0.000172076816 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 6.00000000 N N N N N N Canadian National Railway Co 3SU7BEP7TH9YEQOZCS77 136375BN1 4418000.00000000 PA USD 6286460.56000000 0.002426023807 Long DBT CORP CA N 2 2036-06-01 Fixed 6.20000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJFR6 8426.17350000 PA USD 10027.06000000 0.000003869567 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550BG2 13585000.00000000 PA USD 14472779.75000000 0.005585226836 Long DBT CORP US N 2 2025-05-15 Fixed 3.50000000 N N N N N N Appalachian Power Co 3SCHO1ABYYIG382BEI70 037735CV7 6125000.00000000 PA USD 6511793.75000000 0.002512982705 Long DBT CORP US N 2 2045-06-01 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 31417YX93 133459.48000000 PA USD 135261.18000000 0.000052198982 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31385UH63 5896.53000000 PA USD 6277.56000000 0.000002422588 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.00000000 N N N N N N Ginnie Mae II Pool N/A 36179N2K3 2106071.28000000 PA USD 2279485.19000000 0.000879681863 Long ABS-MBS USGA US N 2 2044-02-20 Fixed 4.00000000 N N N N N N Wisconsin Electric Power Co AENKIFMULUAWOUU8Q584 976656BZ0 1050000.00000000 PA USD 1372108.50000000 0.000529513842 Long DBT CORP US N 2 2036-12-01 Fixed 5.70000000 N N N N N N Xylem Inc/NY 549300DF5MV96DRYLQ48 98419MAB6 110000.00000000 PA USD 113528.80000000 0.000043812184 Long DBT CORP US N 2 2021-10-01 Fixed 4.87500000 N N N N N N Citigroup Commercial Mortgage Trust 2017-C4 N/A 17326FAD9 8000000.00000000 PA USD 8229520.00000000 0.003175874763 Long ABS-MBS CORP US N 2 2050-10-12 Fixed 3.47100000 N N N N N N Alexandria Real Estate Equities Inc MGCJBT4MKTQBVLNUIS88 015271AP4 10730000.00000000 PA USD 10768628.00000000 0.004155748317 Long DBT CORP US N 2 2026-04-15 Fixed 3.80000000 N N N N N N Ginnie Mae I Pool N/A 36213UAB6 20378.57510000 PA USD 21266.47000000 0.000008206996 Long ABS-MBS USGA US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918AW4 2000000.00000000 PA USD 2171020.00000000 0.000837823788 Long DBT CORP US N 2 2023-12-15 Fixed 3.62500000 N N N N N N Ginnie Mae I Pool N/A 36206WVE2 768249.24000000 PA USD 863596.65000000 0.000333272755 Long ABS-MBS USGA US N 2 2039-02-15 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31418BXN1 19650073.16000000 PA USD 21607613.45000000 0.008338648456 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31402QY21 85246.10280000 PA USD 97979.31000000 0.000037811441 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 3130A1W95 30750000.00000000 PA USD 31433880.00000000 0.012130727696 Long DBT USGSE US N 2 2021-06-11 Fixed 2.25000000 N N N N N N Markel Corp 549300SCNO12JLWIK605 570535AV6 6345000.00000000 PA USD 5837717.25000000 0.002252848147 Long DBT CORP US N 2 2050-09-17 Fixed 4.15000000 N N N N N N Ginnie Mae II Pool N/A 36202FSE7 40545737.96000000 PA USD 45729105.10000000 0.017647433972 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.50000000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AN7 25825000.00000000 PA USD 28752005.50000000 0.011095758762 Long DBT CORP US N 2 2028-05-15 Fixed 3.87500000 N N N N N N Freddie Mac Gold Pool N/A 3128PX2A3 1778787.07000000 PA USD 1862443.43000000 0.000718740228 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.00000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448DP0 17599000.00000000 PA USD 20068139.70000000 0.007744546269 Long DBT CORP US N 2 2046-10-06 Fixed 3.45000000 N N N N N N Fannie Mae Pool N/A 31418RP70 4111454.30000000 PA USD 4539497.81000000 0.001751849018 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJUV0 5890015.16000000 PA USD 6315097.55000000 0.002437075179 Long ABS-MBS USGSE US N 2 2044-07-01 Fixed 4.00000000 N N N N N N Omega Healthcare Investors Inc 549300OJ7ENK42CZ8E73 681936BH2 8979000.00000000 PA USD 8898727.74000000 0.003434130405 Long DBT CORP US N 2 2026-01-15 Fixed 5.25000000 N N N N N N Ginnie Mae II Pool N/A 36179TQP3 156053515.79000000 PA USD 165774089.30000000 0.063974295775 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 312927PK6 48433.47000000 PA USD 54710.93000000 0.000021113632 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292HU28 205102.73270000 PA USD 236214.77000000 0.000091158236 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31385XAZ0 5945444.12000000 PA USD 6756997.24000000 0.002607609800 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 3620A9YX3 2251978.57000000 PA USD 2465803.94000000 0.000951584600 Long ABS-MBS USGA US N 2 2039-12-15 Fixed 4.50000000 N N N N N N VEREIT Operating Partnership LP 5493005TQOUJE1LCS698 92340LAC3 27228000.00000000 PA USD 25866600.00000000 0.009982244668 Long DBT CORP US N 2 2027-08-15 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 3132Y05X4 4534313.90000000 PA USD 4833533.27000000 0.001865320982 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31374F4E6 17136.94000000 PA USD 20038.91000000 0.000007733266 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 9.50000000 N N N N N N Fannie Mae Pool N/A 3138EHBB7 14872019.88000000 PA USD 16784859.08000000 0.006477487186 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 3138LTJV1 10060276.92000000 PA USD 10854535.78000000 0.004188901205 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJB82 1393171.63520000 PA USD 1572528.55000000 0.000606858448 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31390YZK7 11550.42470000 PA USD 13299.74000000 0.000005132536 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.00000000 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A 00772BAR2 14477000.00000000 PA USD 12610480.39000000 0.004866542206 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N Freddie Mac Gold Pool N/A 31296M7G8 322162.85460000 PA USD 358270.87000000 0.000138261212 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132HQ4K5 16246906.87000000 PA USD 17508804.13000000 0.006756866641 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418CHQ0 5016868.87000000 PA USD 5491063.32000000 0.002119070057 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36204C7L9 5855.50000000 PA USD 6085.97000000 0.000002348651 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N TWDC Enterprises 18 Corp 7260JQNI6SCF9FIV2392 25468PDN3 2535000.00000000 PA USD 2577283.80000000 0.000994606073 Long DBT CORP US N 2 2046-07-30 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 3138EHU75 11906524.32000000 PA USD 13149446.39000000 0.005074535931 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 4.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 293791AF6 6443000.00000000 PA USD 7559958.48000000 0.002917482592 Long DBT CORP US N 2 2033-03-01 Fixed 6.87500000 N N N N N N Tucson Electric Power Co YLF139GXSRKPBBTNZL03 898813AP5 2484000.00000000 PA USD 2551490.28000000 0.000984652031 Long DBT CORP US N 2 2025-03-15 Fixed 3.05000000 N N N N N N Freddie Mac Gold Pool N/A 312946AS5 12298298.78000000 PA USD 13366037.08000000 0.005158120989 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128286L9 463185000.00000000 PA USD 510735572.10000000 0.197099249289 Long DBT UST US N 2 2026-03-31 Fixed 2.25000000 N N N N N N KeyBank NA/Cleveland OH HUX2X73FUCYHUVH1BK78 49306SAA4 4525000.00000000 PA USD 4434500.00000000 0.001711329049 Long DBT CORP US N 2 2022-05-22 Fixed 3.18000000 N N N N N N Freddie Mac Gold Pool N/A 3128M44X8 191655.01000000 PA USD 223260.84000000 0.000086159152 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ2Y5 8731251.72000000 PA USD 9375792.72000000 0.003618235751 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N John Deere Capital Corp E0KSF7PFQ210NWI8Z391 24422ETH2 3294000.00000000 PA USD 3161614.14000000 0.001220106465 Long DBT CORP US N 2 2026-06-10 Fixed 2.65000000 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680AW3 2100000.00000000 PA USD 1729875.00000000 0.000667580412 Long DBT CORP US N 2 2029-03-15 Fixed 4.35000000 N N N N N N Ginnie Mae I Pool N/A 36212J5V4 13866.61000000 PA USD 15043.61000000 0.000005805517 Long ABS-MBS USGA US N 2 2030-12-15 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31371FFA5 4883.93000000 PA USD 5586.53000000 0.000002155911 Long ABS-MBS USGSE US N 2 2026-02-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31404DHW1 133949.52530000 PA USD 155542.19000000 0.000060025677 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Equinix Inc 549300EVUN2BTLJ3GT74 29444UBC9 12750000.00000000 PA USD 12049770.00000000 0.004650157049 Long DBT CORP US N 2 2024-11-18 Fixed 2.62500000 N N N N N N Fannie Mae Pool N/A 31418PFJ9 1823153.64000000 PA USD 1931339.58000000 0.000745328115 Long ABS-MBS USGSE US N 2 2025-02-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ5K2 12578128.87000000 PA USD 13586894.81000000 0.005243352751 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 5.00000000 N N N N N N Georgia Power Co D981X4Z4RWS7PDMJUZ03 373334KH3 7375000.00000000 PA USD 7521983.75000000 0.002902827669 Long DBT CORP US N 2 2027-03-30 Fixed 3.25000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAY3 6000000.00000000 PA USD 5762760.00000000 0.002223921206 Long DBT CORP US N 2 2049-09-01 Fixed 3.70000000 N N N N N N Hewlett Packard Enterprise Co 549300BX44RGX6ANDV88 42824CAW9 29125000.00000000 PA USD 29719441.25000000 0.011469104326 Long DBT CORP US N 2 2025-10-15 Fixed 4.90000000 N N N N N N Fannie Mae Pool N/A 31385AJ40 7084.11000000 PA USD 7569.73000000 0.000002921253 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.50000000 N N N N N N Ginnie Mae I Pool N/A 36230UCZ0 7223293.29000000 PA USD 7670487.38000000 0.002960137078 Long ABS-MBS USGA US N 2 2041-01-15 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31371MDL8 11176.11000000 PA USD 11225.51000000 0.000004332064 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 5.50000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023AU9 5175000.00000000 PA USD 5634384.75000000 0.002174379591 Long DBT CORP US N 2 2033-02-15 Fixed 6.12500000 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 026874BS5 4775000.00000000 PA USD 5491250.00000000 0.002119142099 Long DBT CORP US N 2 2058-05-15 Variable 8.17500000 N N N N N N JobsOhio Beverage System N/A 47770VAY6 6300000.00000000 PA USD 6462981.00000000 0.002494145254 Long DBT MUN US N 2 2029-01-01 Fixed 3.98500000 N N N N N N Ginnie Mae II Pool N/A 36202EZ93 8561374.89000000 PA USD 9475301.66000000 0.003656637496 Long ABS-MBS USGA US N 2 2039-02-20 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31403ERC3 396489.92260000 PA USD 453421.91000000 0.000174981189 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31376HXA6 10031.33000000 PA USD 11150.73000000 0.000004303206 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 8.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMWY5 1298911.43000000 PA USD 1360272.01000000 0.000524945992 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 2.50000000 N N N N N N Ginnie Mae I Pool N/A 36295KW25 134691.27000000 PA USD 156158.36000000 0.000060263465 Long ABS-MBS USGA US N 2 2038-09-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3132XXEU9 9704401.96000000 PA USD 10312091.61000000 0.003979565211 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJ3E8 71276221.82000000 PA USD 76945532.50000000 0.029694243989 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.50000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCG4 18250000.00000000 PA USD 21773527.50000000 0.008402676764 Long DBT CORP US N 2 2052-11-01 Fixed 4.04900000 N N N N N N Fannie Mae Pool N/A 31411Y2R3 405072.31070000 PA USD 474351.83000000 0.000183058307 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N George Washington University/The 5493002S4P5IVD462L47 372546AW1 10235000.00000000 PA USD 10973762.30000000 0.004234912211 Long DBT CORP US N 2 2048-09-15 Fixed 4.12600000 N N N N N N Fannie Mae Pool N/A 31417ESZ5 4020486.56000000 PA USD 4330707.30000000 0.001671274147 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Hasbro Inc 549300NUB6D2R1ITYR45 418056AS6 4926000.00000000 PA USD 4945112.88000000 0.001908380950 Long DBT CORP US N 2 2040-03-15 Fixed 6.35000000 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 05531GAB7 15150000.00000000 PA USD 15375886.50000000 0.005933747034 Long DBT CORP US N 2 2029-03-19 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 31416AMB3 109636.48970000 PA USD 118803.20000000 0.000045847641 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 6.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BHXX0 4211819.67000000 PA USD 4244545.51000000 0.001638023234 Long ABS-MBS USGSE US N 2 2021-09-25 Fixed 2.37500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137BLMZ8 9350000.00000000 PA USD 10063311.50000000 0.003883557853 Long ABS-MBS USGSE US N 2 2025-07-25 Fixed 3.01000000 N N N N N N Freddie Mac Gold Pool N/A 31297M7A0 75733.32020000 PA USD 83768.63000000 0.000032327362 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJYH7 50085855.44000000 PA USD 53915920.81000000 0.020806828615 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179SGM3 5061784.00830000 PA USD 5394140.75000000 0.002081666424 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 4.00000000 N N N N N N Public Service Enterprise Group Inc PUSS41EMO3E6XXNV3U28 744573AL0 8108000.00000000 PA USD 8119837.68000000 0.003133546983 Long DBT CORP US N 2 2022-11-15 Fixed 2.65000000 N N N N N N Ginnie Mae I Pool N/A 36208EWS8 8723.72000000 PA USD 9989.88000000 0.000003855219 Long ABS-MBS USGA US N 2 2027-09-15 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3140EY4X6 14869245.01000000 PA USD 15711141.66000000 0.006063126196 Long ABS-MBS USGSE US N 2 2046-04-01 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810RU4 656620000.00000000 PA USD 872070154.40000000 0.336542786814 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78015K7C2 37600000.00000000 PA USD 37949680.00000000 0.014645256464 Long DBT CORP CA N 2 2024-11-01 Fixed 2.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 912810PT9 35000000.00000000 PA USD 55234200.00000000 0.021315569053 Long DBT UST US N 2 2037-02-15 Fixed 4.75000000 N N N N N N Ginnie Mae I Pool N/A 36213DGH5 2648.17000000 PA USD 2997.49000000 0.000001156768 Long ABS-MBS USGA US N 2 2031-11-15 Fixed 6.50000000 N N N N N N European Investment Bank 5493006YXS1U5GIHE750 298785HS8 66182000.00000000 PA USD 68807439.94000000 0.026553652219 Long DBT CORP N/A N 2 2021-12-15 Fixed 2.87500000 N N N N N N Hershey Co/The 21X2CX66SU2BR6QTAD08 427866AU2 4870000.00000000 PA USD 5363769.30000000 0.002069945702 Long DBT CORP US N 2 2025-08-21 Fixed 3.20000000 N N N N N N Freddie Mac Gold Pool N/A 31294EW54 128.29000000 PA USD 146.22000000 0.000000056428 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 31408GQJ9 66093.29140000 PA USD 74672.86000000 0.000028817191 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BH1 17141000.00000000 PA USD 17539185.43000000 0.006768591165 Long DBT CORP GB N 2 2026-11-23 Fixed 4.37500000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YS6 16582000.00000000 PA USD 16043085.00000000 0.006191227285 Long DBT CORP US N 2 2020-11-02 Fixed 2.34300000 N N N N N N University of Notre Dame du Lac XV74408A6JGDG5126L34 914744AD9 7000000.00000000 PA USD 7098840.00000000 0.002739531200 Long DBT CORP US N 2 2045-02-15 Fixed 3.43800000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809HAF4 3350000.00000000 PA USD 2663250.00000000 0.001027781506 Long DBT CORP US N 2 2024-07-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31387N4C8 5266.31000000 PA USD 5462.53000000 0.000002108058 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978VAH6 13403000.00000000 PA USD 15410501.34000000 0.005947105334 Long DBT CORP US N 2 2043-02-01 Fixed 4.70000000 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 06406FAA1 14614000.00000000 PA USD 14687508.42000000 0.005668093318 Long DBT CORP US N 2 2021-04-15 Fixed 2.50000000 N N N N N N Simon Property Group LP MR92GTD0MJTTTTQDVG45 828807CS4 1601000.00000000 PA USD 1615553.09000000 0.000623462156 Long DBT CORP US N 2 2024-10-01 Fixed 3.37500000 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343VBR4 44283000.00000000 PA USD 49434441.39000000 0.019077369619 Long DBT CORP US N 2 2023-09-15 Fixed 5.15000000 N N N N N N MOUNT SINAI HOSPITAL 549300IJEDK5LH7YPT15 623115AE2 6500000.00000000 PA USD 6601075.00000000 0.002547437457 Long DBT MUN US N 2 2049-07-01 Fixed 3.73700000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550AJ5 285000.00000000 PA USD 321525.60000000 0.000124080753 Long DBT CORP US N 2 2031-03-15 Fixed 7.40000000 N N N N N N Ginnie Mae II Pool N/A 36179MK66 33453077.22000000 PA USD 35899500.76000000 0.013854066636 Long ABS-MBS USGA US N 2 2042-08-20 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31410FED3 13841.32380000 PA USD 16351.86000000 0.000006310387 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.00000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AC2 7200000.00000000 PA USD 5917392.00000000 0.002283595630 Long DBT CORP US N 2 2045-02-15 Fixed 4.68000000 N N N N N N Fannie Mae Pool N/A 31410PMH3 42466.66870000 PA USD 49504.25000000 0.000019104309 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Block Financial LLC N/A 093662AG9 12310000.00000000 PA USD 11991786.50000000 0.004627780491 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N CSX Corp 549300JVQR4N1MMP3Q88 126408GW7 3755000.00000000 PA USD 4226628.00000000 0.001631108642 Long DBT CORP US N 2 2042-05-30 Fixed 4.75000000 N N N N N N Harley-Davidson Inc ZDNAWZWXIKMWI51R2A08 412822AE8 10540000.00000000 PA USD 10073499.60000000 0.003887489568 Long DBT CORP US N 2 2045-07-28 Fixed 4.62500000 N N N N N N Fannie Mae Pool N/A 31371NLF0 90706.30000000 PA USD 107433.45000000 0.000041459912 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 6.50000000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAD1 6460000.00000000 PA USD 6097077.20000000 0.002352938398 Long DBT CORP US N 2 2024-03-15 Fixed 4.75000000 N N N N N N Virginia Electric & Power Co CQKUMNNZVDJLRYV2PT43 927804FP4 8230000.00000000 PA USD 9344095.10000000 0.003606003243 Long DBT CORP US N 2 2043-08-15 Fixed 4.65000000 N N N N N N Ginnie Mae I Pool N/A 36180CDD8 8735806.97000000 PA USD 9314728.90000000 0.003594670459 Long ABS-MBS USGA US N 2 2043-05-15 Fixed 3.00000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAV3 11980000.00000000 PA USD 12042056.40000000 0.004647180274 Long DBT CORP US N 2 2046-04-15 Fixed 4.45000000 N N N N N N Fannie Mae Pool N/A 31376KR81 1431236.72870000 PA USD 1635187.96000000 0.000631039498 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MBYU5 36555.57000000 PA USD 38478.39000000 0.000014849292 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 4.00000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513AY1 8775000.00000000 PA USD 9216207.00000000 0.003556649625 Long DBT CORP US N 2 2024-02-01 Fixed 3.55000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAJ4 15000000.00000000 PA USD 15358200.00000000 0.005926921592 Long DBT CORP ES N 2 2028-04-12 Fixed 4.37900000 N N N N N N Kinder Morgan Energy Partners LP 549300PDHUGWPWGOT525 494550BF2 8200000.00000000 PA USD 7861750.00000000 0.003033947717 Long DBT CORP US N 2 2040-09-15 Fixed 6.55000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404121AF2 14240000.00000000 PA USD 14524800.00000000 0.005605302102 Long DBT CORP US N 2 2023-05-01 Fixed 4.75000000 N N N N N N Fannie Mae Pool N/A 31371FBZ4 5138.10000000 PA USD 5743.57000000 0.000002216515 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 6.50000000 N N N N N N CNH Industrial Capital LLC 549300PNSJ5B81UMVO28 12592BAG9 2450000.00000000 PA USD 2366651.00000000 0.000913320240 Long DBT CORP US N 2 2021-10-15 Fixed 3.87500000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GFD1 39862000.00000000 PA USD 52522171.20000000 0.020268963197 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Israel Government International Bond N/A 46513CXR2 31300000.00000000 PA USD 32624929.00000000 0.012590368412 Long DBT NUSS IL N 2 2026-03-16 Fixed 2.87500000 N N N N N N Freddie Mac Gold Pool N/A 31297Y2F8 3799.42000000 PA USD 4497.26000000 0.000001735548 Long ABS-MBS USGSE US N 2 2030-08-01 Fixed 8.00000000 N N N N N N Fannie Mae Pool N/A 31381BUB3 9552.29000000 PA USD 10992.68000000 0.000004242212 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Fannie Mae-Aces N/A 3136AR5S3 12400000.00000000 PA USD 12936176.00000000 0.004992232218 Long ABS-MBS USGSE US N 2 2026-04-25 Fixed 2.46900000 N N N N N N Fannie Mae Pool N/A 31402SV38 156121.77230000 PA USD 175159.26000000 0.000067596150 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431AE9 7460000.00000000 PA USD 7883429.60000000 0.003042314146 Long DBT CORP US Y 2 2028-06-15 Fixed 4.40000000 N N N N N N Puget Energy Inc SYBSJ96YIDMIUY7WDR33 745310AH5 8830000.00000000 PA USD 8510707.20000000 0.003284388422 Long DBT CORP US N 2 2025-05-15 Fixed 3.65000000 N N N N N N Fannie Mae Pool N/A 31410GPJ6 60647.58000000 PA USD 69838.11000000 0.000026951400 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 776743AB2 2275000.00000000 PA USD 2317701.75000000 0.000894430112 Long DBT CORP US N 2 2025-12-15 Fixed 3.85000000 N N N N N N Ginnie Mae II Pool N/A 36202EEU9 2326429.02000000 PA USD 2524012.64000000 0.000974048066 Long ABS-MBS USGA US N 2 2035-08-20 Fixed 5.00000000 N N N N N N Ginnie Mae II Pool N/A 36179QGF2 2848052.15000000 PA USD 3030840.14000000 0.001169639141 Long ABS-MBS USGA US N 2 2044-06-20 Fixed 5.00000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WHH9 17200000.00000000 PA USD 17948716.00000000 0.006926634138 Long DBT CORP CA N 2 2024-02-05 Fixed 3.30000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887BM0 1428000.00000000 PA USD 1559033.28000000 0.000601650454 Long DBT CORP US N 2 2044-05-15 Fixed 4.87500000 N N N N N N Fannie Mae Pool N/A 31418VUD2 3623859.18000000 PA USD 4106086.12000000 0.001584590022 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 5.00000000 N N N N N N Fannie Mae Pool N/A 31387XDQ5 27959.70000000 PA USD 29461.70000000 0.000011369638 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128P8CL3 6898615.42000000 PA USD 7357511.32000000 0.002839355699 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 3.50000000 N N N N N N FMS Wertmanagement HZFDOR6TCRSIQLKQTX32 30254WAM1 54160000.00000000 PA USD 56030686.40000000 0.021622943123 Long DBT CORP DE N 2 2022-08-01 Fixed 2.00000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RCN0 27339000.00000000 PA USD 28308714.33000000 0.010924687152 Long DBT CORP US N 2 2025-05-15 Fixed 3.40000000 N N N N N N Freddie Mac Gold Pool N/A 31292H3K8 7144.59490000 PA USD 8125.33000000 0.000003135666 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31391PNA0 34749.39010000 PA USD 40790.22000000 0.000015741456 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31402NBX5 761859.36370000 PA USD 873502.23000000 0.000337095442 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31368HNG4 1284064.74000000 PA USD 1525006.65000000 0.000588519152 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJSK7 1781389.23000000 PA USD 1919411.27000000 0.000740724831 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137B36H6 2778139.62000000 PA USD 2815144.44000000 0.001086399471 Long ABS-MBS USGSE US N 2 2022-10-25 Fixed 2.83900000 N N N N N N Fannie Mae Pool N/A 31411SQ58 127701.77500000 PA USD 149123.75000000 0.000057548721 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 92553PAX0 10530000.00000000 PA USD 10517890.50000000 0.004058985578 Long DBT CORP US N 2 2024-04-01 Fixed 3.87500000 N N N N N N Cigna Corp 549300VIWYMSIGT1U456 125523AY6 16670000.00000000 PA USD 16394945.00000000 0.006327014463 Long DBT CORP US Y 2 2027-10-15 Fixed 3.05000000 N N N N N N Juniper Networks Inc AUHIXNGG7U2U7JEHM527 48203RAD6 5051000.00000000 PA USD 5431138.26000000 0.002095944226 Long DBT CORP US N 2 2041-03-15 Fixed 5.95000000 N N N N N N Fannie Mae Pool N/A 3138WFW36 6158391.86000000 PA USD 6567001.16000000 0.002534287935 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N JPMBB Commercial Mortgage Securities Trust 2013-C14 N/A 46640LAD4 4470000.00000000 PA USD 4705658.40000000 0.001815972469 Long ABS-MBS CORP US N 2 2046-08-15 Variable 4.13270000 N N N N N N AXIS Specialty Finance LLC N/A 05463HAB7 3000000.00000000 PA USD 3064710.00000000 0.001182709944 Long DBT CORP US N 2 2029-07-15 Fixed 3.90000000 N N N N N N Ginnie Mae I Pool N/A 3620AMRZ7 1538906.33000000 PA USD 1654632.09000000 0.000638543231 Long ABS-MBS USGA US N 2 2040-12-15 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31413BLH2 61319.51400000 PA USD 71848.07000000 0.000027727069 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 7.00000000 N N N N N N Ginnie Mae II Pool N/A 36202FJQ0 12041314.58000000 PA USD 13095772.50000000 0.005053822505 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 4.50000000 N N N N N N Estee Lauder Cos Inc/The 549300VFZ8XJ9NUPU221 29736RAJ9 7525000.00000000 PA USD 7743450.75000000 0.002988294556 Long DBT CORP US N 2 2027-03-15 Fixed 3.15000000 N N N N N N Fannie Mae Pool N/A 31384KGP5 20774.82000000 PA USD 22467.97000000 0.000008670670 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.00000000 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207AM7 3000000.00000000 PA USD 3239100.00000000 0.001250009228 Long DBT CORP US N 2 2028-05-07 Fixed 4.12500000 N N N N N N Ginnie Mae I Pool N/A 36213CZ52 580373.11470000 PA USD 631358.89000000 0.000243649297 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 5.50000000 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A 62954HAA6 9245000.00000000 PA USD 8944537.50000000 0.003451808964 Long DBT CORP N/A Y 2 2026-06-18 Fixed 3.87500000 N N N N N N Ginnie Mae I Pool N/A 36241KRH3 21793.42540000 PA USD 24359.82000000 0.000009400759 Long ABS-MBS USGA US N 2 2037-12-15 Fixed 6.50000000 N N N N N N Zimmer Biomet Holdings Inc 2P2YLDVPES3BXQ1FRB91 98956PAB8 1650000.00000000 PA USD 1757811.00000000 0.000678361264 Long DBT CORP US N 2 2039-11-30 Fixed 5.75000000 N N N N N N Freddie Mac Gold Pool N/A 3132XWZ46 50234.51000000 PA USD 53924.74000000 0.000020810232 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824AY6 3664000.00000000 PA USD 4773276.00000000 0.001842066947 Long DBT CORP US N 2 2040-05-27 Fixed 5.30000000 N N N N N N Ginnie Mae I Pool N/A 36209VHL1 9669.15000000 PA USD 10115.38000000 0.000003903651 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31418DMD1 25576454.83000000 PA USD 26862183.21000000 0.010366452689 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 2.50000000 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040HBZ7 6850000.00000000 PA USD 7045636.00000000 0.002718999110 Long DBT CORP US N 2 2025-04-30 Fixed 4.25000000 N N N N N N Ginnie Mae I Pool N/A 36207KLC2 12791.81000000 PA USD 13447.52000000 0.000005189566 Long ABS-MBS USGA US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31412W6B7 16901.76000000 PA USD 19270.03000000 0.000007436545 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 5.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292G7G5 2548.49000000 PA USD 2915.01000000 0.000001124938 Long ABS-MBS USGSE US N 2 2029-12-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31408C4S2 1253.68270000 PA USD 1271.31000000 0.000000490614 Long ABS-MBS USGSE US N 2 2020-12-01 Fixed 5.00000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AE8 12440000.00000000 PA USD 11258200.00000000 0.004344680279 Long DBT CORP US N 2 2026-06-01 Fixed 5.95000000 N N N N N N Ginnie Mae I Pool N/A 36225AAW0 1824.84000000 PA USD 2115.10000000 0.000000816243 Long ABS-MBS USGA US N 2 2023-12-15 Fixed 7.50000000 N N N N N N Fannie Mae or Freddie Mac N/A 01F032625 59325000.00000000 PA USD 62708304.75000000 0.024199919617 Long ABS-MBS USGSE US N 2 2050-02-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36201C4S0 34367.85120000 PA USD 38089.20000000 0.000014699098 Long ABS-MBS USGA US N 2 2032-02-15 Fixed 6.00000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBA2 11643000.00000000 PA USD 11810775.63000000 0.004557926131 Long DBT CORP US N 2 2021-07-08 Fixed 2.80000000 N N N N N N Inter-American Development Bank VKU1UKDS9E7LYLMACP54 4581X0DD7 27796000.00000000 PA USD 29397327.56000000 0.011344796622 Long DBT CORP N/A N 2 2022-09-26 Fixed 3.00000000 N N N N N N Sands China Ltd 549300EVO6UZDGY05787 80007RAE5 22375000.00000000 PA USD 20976562.50000000 0.008095117997 Long DBT CORP KY N 2 2028-08-08 Fixed 5.40000000 N N N N N N Southern California Edison Co 9R1Z5I36FERIBVKW4P77 842400FV0 12662000.00000000 PA USD 13282184.76000000 0.005125761329 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N Reynolds American Inc 02S2RPPVO9RP4NEU2740 761713BF2 10780000.00000000 PA USD 10922942.80000000 0.004215300330 Long DBT CORP US N 2 2022-06-12 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31335GNQ4 1602.88000000 PA USD 1810.61000000 0.000000698737 Long ABS-MBS USGSE US N 2 2026-05-01 Fixed 7.00000000 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 96950FAP9 4475000.00000000 PA USD 4066656.25000000 0.001569373542 Long DBT CORP US N 2 2045-01-15 Fixed 4.90000000 N N N N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448CG1 5941000.00000000 PA USD 6187610.91000000 0.002387876490 Long DBT CORP US N 2 2023-03-01 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36292FTU1 37780.48270000 PA USD 39465.87000000 0.000015230373 Long ABS-MBS USGA US N 2 2035-08-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371GX47 21572.80000000 PA USD 25307.48000000 0.000009766473 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31387MBZ1 31709.27860000 PA USD 35073.32000000 0.000013535233 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550AR9 5119000.00000000 PA USD 5223990.69000000 0.002016003387 Long DBT CORP US N 2 2021-07-15 Fixed 3.87500000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967MD0 21850000.00000000 PA USD 26329250.00000000 0.010160787093 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-1 N/A 43813RAD9 965000.00000000 PA USD 911162.65000000 0.000351629070 Long ABS-CBDO CORP US N 2 2026-10-21 Fixed 1.63000000 N N N N N N Fannie Mae Pool N/A 31410CZG0 263516.03670000 PA USD 310598.45000000 0.000119863829 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3140Q9DR1 18862029.25000000 PA USD 20483597.90000000 0.007904876788 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.50000000 N N N N N N Ginnie Mae I Pool N/A 36290R4H3 75476.02000000 PA USD 86568.73000000 0.000033407956 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 5.00000000 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YBW8 64015000.00000000 PA USD 68890382.40000000 0.026585660752 Long DBT CORP US Y 2 2029-11-21 Fixed 3.20000000 N N N N N N Fannie Mae Pool N/A 31402E6Z6 10605.77860000 PA USD 12167.80000000 0.000004695706 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZM8 5991000.00000000 PA USD 5793956.01000000 0.002235960137 Long DBT CORP US N 2 2022-01-07 Fixed 5.59600000 N N N N N N Fannie Mae Pool N/A 31371KDM0 52551.62130000 PA USD 61661.44000000 0.000023795921 Long ABS-MBS USGSE US N 2 2031-10-01 Fixed 7.00000000 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324PDV1 11935000.00000000 PA USD 13179462.45000000 0.005086119504 Long DBT CORP US N 2 2059-08-15 Fixed 3.87500000 N N N N N N Fannie Mae Pool N/A 3138WJRD2 9838582.93000000 PA USD 10398004.76000000 0.004012720171 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31412ERL2 10004.95980000 PA USD 10394.15000000 0.000004011232 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31402CTT9 3696038.81740000 PA USD 4265524.48000000 0.001646119281 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K6ZX1 44068.13930000 PA USD 49028.89000000 0.000018920862 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Ginnie Mae II Pool N/A 36202EKL2 482400.96310000 PA USD 561312.11000000 0.000216617368 Long ABS-MBS USGA US N 2 2036-09-20 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 3138E45Z0 2197172.71000000 PA USD 2425173.32000000 0.000935904735 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N COMM 2012-CCRE2 Mortgage Trust N/A 12624KAD8 2580000.00000000 PA USD 2636373.00000000 0.001017409335 Long ABS-MBS CORP US N 2 2045-08-15 Fixed 3.14700000 N N N N N N Ginnie Mae II Pool N/A 36179ME30 36102930.32920000 PA USD 39207060.28000000 0.015130495250 Long ABS-MBS USGA US N 2 2042-06-20 Fixed 3.50000000 N N N N N N Freddie Mac Gold Pool N/A 31292JBP4 313161.61000000 PA USD 353728.56000000 0.000136508278 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36217HDN2 9300.83000000 PA USD 9463.97000000 0.000003652264 Long ABS-MBS USGA US N 2 2029-06-15 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31389AL84 20069.28000000 PA USD 22060.96000000 0.000008513600 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 7.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141GVM3 61846000.00000000 PA USD 64293864.68000000 0.024811807037 Long DBT CORP US N 2 2024-03-03 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 31292HKX1 28122.90380000 PA USD 33304.83000000 0.000012852750 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BJ7 30737000.00000000 PA USD 30785564.46000000 0.011880534616 Long DBT CORP GB N 2 2023-03-13 Variable 3.26200000 N N N N N N Freddie Mac Gold Pool N/A 31292HP65 177945.97000000 PA USD 203313.95000000 0.000078461397 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31417CXS9 741435.34000000 PA USD 800045.80000000 0.000308747687 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N Ginnie Mae II Pool N/A 36179NGS1 2926855.96000000 PA USD 3079696.38000000 0.001188493376 Long ABS-MBS USGA US N 2 2043-06-20 Floating 3.87500000 N N N N N N Fannie Mae Pool N/A 31407RQ98 2407.70320000 PA USD 2422.37000000 0.000000934822 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N Ginnie Mae I Pool N/A 36206ERG2 14928.43000000 PA USD 15078.76000000 0.000005819082 Long ABS-MBS USGA US N 2 2026-01-15 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128K1Z53 44179.16080000 PA USD 49629.54000000 0.000019152660 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.50000000 N N N N N N GlaxoSmithKline Capital Inc 5493007Q8VD7Q3ZYZS59 377372AB3 4861000.00000000 PA USD 6240211.53000000 0.002408175727 Long DBT CORP US N 2 2034-04-15 Fixed 5.37500000 N N N N N N Fortive Corp 549300MU9YQJYHDQEF63 34959JAF5 10495000.00000000 PA USD 10284575.25000000 0.003968946303 Long DBT CORP US N 2 2021-06-15 Fixed 2.35000000 N N N N N N Freddie Mac Gold Pool N/A 31294MC33 213377.31000000 PA USD 224618.03000000 0.000086682908 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31410YTY0 59167.35530000 PA USD 69717.49000000 0.000026904851 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36200RSZ6 16827.75000000 PA USD 17244.24000000 0.000006654768 Long ABS-MBS USGA US N 2 2032-03-15 Fixed 6.50000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RFS6 10837000.00000000 PA USD 10639333.12000000 0.004105851805 Long DBT CORP US N 2 2058-08-15 Fixed 5.30000000 N N N N N N Fannie Mae Pool N/A 31404P6Y2 444536.71700000 PA USD 502273.15000000 0.000193833494 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N American Airlines 2017-1 Class AA Pass Through Trust N/A 023761AA7 2173875.00000000 PA USD 1983552.24000000 0.000765477634 Long DBT CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N Freddie Mac Gold Pool N/A 31292HJ47 84075.11470000 PA USD 98941.28000000 0.000038182678 Long ABS-MBS USGSE US N 2 2031-05-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31408CYH3 30002.39480000 PA USD 34493.45000000 0.000013311454 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.50000000 N N N N N N Southern Co Gas Capital Corp E8CD46SWUD2TSN8PA636 8426EPAC2 18560000.00000000 PA USD 18062777.60000000 0.006970651937 Long DBT CORP US N 2 2047-05-30 Fixed 4.40000000 N N N N N N Cenovus Energy Inc 549300EIRQ0Z2B9C1W06 15135UAR0 7529000.00000000 PA USD 3396557.77000000 0.001310774152 Long DBT CORP CA N 2 2047-06-15 Fixed 5.40000000 N N N N N N Fannie Mae Pool N/A 31404UYC8 11180.72760000 PA USD 13082.68000000 0.000005048769 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128MCDW2 103534.80000000 PA USD 109234.39000000 0.000042154918 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 4.00000000 N N N N N N Fannie Mae Pool N/A 31418CSG0 12557534.63000000 PA USD 13176369.94000000 0.005084926066 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.00000000 N N N N N N Fannie Mae Pool N/A 31418B6H4 8974618.00000000 PA USD 9483209.60000000 0.003659689269 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N JM Smucker Co/The 5493000WDH6A0LHDJD55 832696AP3 7025000.00000000 PA USD 6963390.75000000 0.002687259639 Long DBT CORP US N 2 2045-03-15 Fixed 4.37500000 N N N N N N Equinor ASA OW6OFBNCKXC4US5C7523 85771PAV4 18460000.00000000 PA USD 18409419.60000000 0.007104425423 Long DBT CORP NO N 2 2021-11-10 Fixed 2.75000000 N N N N N N Ginnie Mae I Pool N/A 36290XKW9 164058.00000000 PA USD 192144.73000000 0.000074151056 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 9128283U2 472400000.00000000 PA USD 499785028.00000000 0.192873297271 Long DBT UST US N 2 2023-01-31 Fixed 2.37500000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851BF5 6825000.00000000 PA USD 6780501.00000000 0.002616680195 Long DBT CORP US N 2 2023-02-01 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 3140J9GM7 20255686.03000000 PA USD 21442466.67000000 0.008274916247 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.50000000 N N N N N N Freddie Mac Pool N/A 3132AD3V8 1235185.33000000 PA USD 1331863.29000000 0.000513982712 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 5.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94974BFP0 8304000.00000000 PA USD 9964800.00000000 0.003845541032 Long DBT CORP US N 2 2043-11-02 Fixed 5.37500000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAZ1 6000000.00000000 PA USD 6134820.00000000 0.002367503817 Long DBT CORP US N 2 2027-09-01 Fixed 3.12000000 N N N N N N Walmart Inc Y87794H0US1R65VBXU25 931142DP5 22273000.00000000 PA USD 23851932.97000000 0.009204759447 Long DBT CORP US N 2 2024-04-22 Fixed 3.30000000 N N N N N N Concho Resources Inc SYHS7HRDXLL4I0IQ8776 20605PAJ0 9480000.00000000 PA USD 7299600.00000000 0.002817006996 Long DBT CORP US N 2 2047-10-01 Fixed 4.87500000 N N N N N N Healthpeak Properties Inc PZ9HF5U52KPF0MH0QN75 40414LAR0 10948000.00000000 PA USD 10697838.20000000 0.004128429648 Long DBT CORP US N 2 2029-07-15 Fixed 3.50000000 N N N N N N Ginnie Mae I Pool N/A 36206AW33 18596.89960000 PA USD 20796.91000000 0.000008025787 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36202XB89 23538.65910000 PA USD 26342.35000000 0.000010165842 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 6.00000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135AP1 19929000.00000000 PA USD 25922248.17000000 0.010003719993 Long DBT CORP US N 2 2034-12-05 Fixed 4.80000000 N N N N N N Wells Fargo Commercial Mortgage Trust 2020-C55 N/A 95002EBB2 9475000.00000000 PA USD 9366132.25000000 0.003614507655 Long ABS-MBS CORP US N 2 2053-02-15 Fixed 2.72500000 N N N N N N Ginnie Mae II Pool N/A 36179TSJ5 5292426.54000000 PA USD 5724976.56000000 0.002209340104 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 4.50000000 N N N N N N Braskem Finance Ltd 254900HEUOOGBXNXZM03 10553YAF2 1110000.00000000 PA USD 1060050.00000000 0.000409086561 Long DBT CORP KY N 2 2024-02-03 Fixed 6.45000000 N N N N N N Freddie Mac Gold Pool N/A 31335ADU9 597676.55000000 PA USD 655250.73000000 0.000252869457 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N Service Properties Trust 529900IS770AG1K9QG27 44106MAX0 4900000.00000000 PA USD 3770011.00000000 0.001454894427 Long DBT CORP US N 2 2028-01-15 Fixed 3.95000000 N N N N N N Fannie Mae Pool N/A 3138WHUW0 5750222.76000000 PA USD 6029913.60000000 0.002327019124 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.00000000 N N N N N N Kroger Co/The 6CPEOKI6OYJ13Q6O7870 501044DJ7 5200000.00000000 PA USD 5439096.00000000 0.002099015218 Long DBT CORP US N 2 2027-08-01 Fixed 3.70000000 N N N N N N Fannie Mae Pool N/A 31371KBU4 19518.96000000 PA USD 22800.29000000 0.000008798917 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 7.50000000 N N N N N N Highwoods Realty LP JUJNVZX73BIYHLR58F51 431282AQ5 2943000.00000000 PA USD 2969369.28000000 0.001145916767 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N Ginnie Mae II Pool N/A 36202EUU1 1597277.91000000 PA USD 1836965.43000000 0.000708907949 Long ABS-MBS USGA US N 2 2038-07-20 Fixed 6.00000000 N N N N N N Ginnie Mae I Pool N/A 36225BXT0 744423.40000000 PA USD 856139.02000000 0.000330394762 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 5.50000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200HG9 16208000.00000000 PA USD 16345605.92000000 0.006307973894 Long DBT CORP US N 2 2022-08-01 Fixed 1.87500000 N N N N N N ViacomCBS Inc 5KYC8KF17ROCY24M3H09 124857AY9 4475000.00000000 PA USD 4225697.75000000 0.001630749647 Long DBT CORP US N 2 2023-06-01 Fixed 2.90000000 N N N N N N Fannie Mae Pool N/A 31418CYU2 10360790.15000000 PA USD 11249435.12000000 0.004341297803 Long ABS-MBS USGSE US N 2 2048-07-01 Fixed 5.00000000 N N N N N N Japan Bank for International Cooperation 549300TJ3QFYVCTSCJ29 471048AZ1 30850000.00000000 PA USD 32950576.50000000 0.012716039858 Long DBT NUSS JP N 2 2026-11-04 Fixed 2.25000000 N N N N N N Fannie Mae Pool N/A 31391TW20 52441.24020000 PA USD 62186.40000000 0.000023998510 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31371KAG6 103157.54200000 PA USD 121051.25000000 0.000046715192 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 7.00000000 N N N N N N Ginnie Mae I Pool N/A 36291GSA5 49167.38310000 PA USD 53625.88000000 0.000020694898 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Ginnie Mae I Pool N/A 36200WBD2 27846.26000000 PA USD 29142.50000000 0.000011246455 Long ABS-MBS USGA US N 2 2031-12-15 Fixed 6.50000000 N N N N N N Pentair Finance Sarl 549300H2U8U8TZPV3T89 709629AR0 3200000.00000000 PA USD 3299520.00000000 0.001273326062 Long DBT CORP LU N 2 2029-07-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 31410KWN0 826572.40000000 PA USD 961311.97000000 0.000370982320 Long ABS-MBS USGSE US N 2 2038-09-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 3128KKHH5 146775.06030000 PA USD 168367.14000000 0.000064974986 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N Freddie Mac Gold Pool N/A 31298ALM3 4141.20000000 PA USD 4836.84000000 0.000001866597 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 8.00000000 N N N N N N UBS Commercial Mortgage Trust 2018-C11 N/A 90276XAV7 2650000.00000000 PA USD 2942613.00000000 0.001135591184 Long ABS-MBS CORP US N 2 2051-06-15 Variable 4.24110000 N N N N N N Fannie Mae Pool N/A 31382KV88 4609.21000000 PA USD 5482.61000000 0.000002115807 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 6.50000000 N N N N N N Freddie Mac Gold Pool N/A 31283GXZ5 14465.16000000 PA USD 16304.69000000 0.000006292183 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 7.50000000 N N N N N N Ascension Health N/A 04351LAA8 7500000.00000000 PA USD 9377925.00000000 0.003619058625 Long DBT CORP US N 2 2053-11-15 Fixed 4.84700000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967DR9 13964000.00000000 PA USD 15918960.00000000 0.006143325894 Long DBT CORP US N 2 2036-08-25 Fixed 6.12500000 N N N N N N Benchmark 2018-B6 Mortgage Trust N/A 08162CAB6 3325000.00000000 PA USD 3510202.50000000 0.001354631076 Long ABS-MBS CORP US N 2 2051-10-10 Fixed 4.20300000 N N N N N N Takeda Pharmaceutical Co Ltd 549300ZLMVP4X0OGR454 874060AW6 20950000.00000000 PA USD 23792286.50000000 0.009181741128 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MMW41 19818072.91000000 PA USD 20823245.57000000 0.008035951074 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 3.00000000 N N N N N N FirstEnergy Corp 549300SVYJS666PQJH88 337932AJ6 20483000.00000000 PA USD 22862714.94000000 0.008823007829 Long DBT CORP US N 2 2047-07-15 Fixed 4.85000000 N N N N N N Fannie Mae Pool N/A 31404QSN0 4070.52390000 PA USD 4681.84000000 0.000001806780 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae Pool N/A 31384TBT3 3678.70000000 PA USD 4472.09000000 0.000001725835 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 7.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBM4 600000.00000000 PA USD 396000.00000000 0.000152821356 Long DBT CORP US N 2 2077-08-16 Variable 4.87500000 N N N N N N Fannie Mae Pool N/A 3140F9WG6 7417432.59000000 PA USD 7779329.13000000 0.003002140472 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N FORD CREDIT AUTO OWNER TRUST FORDO_17-A N/A 34532AAD5 10583440.77000000 PA USD 10459720.35000000 0.004036536989 Long ABS-CBDO CORP US N 2 2022-03-15 Fixed 2.01000000 N N N N N N Fannie Mae Pool N/A 31419CD42 3551161.90000000 PA USD 3883976.79000000 0.001498875252 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MDFL2 6964538.15000000 PA USD 7338533.85000000 0.002832032056 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.50000000 N N N N N N Fannie Mae Pool N/A 31402TNP6 6498.93390000 PA USD 6749.01000000 0.000002604527 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31389GJS0 5262.44000000 PA USD 5505.56000000 0.000002124664 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 7.50000000 N N N N N N Fannie Mae Pool N/A 3138EGML5 57304.23000000 PA USD 67206.40000000 0.000025935790 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 6.00000000 N N N N N N Freddie Mac Pool N/A 3132AD3U0 43639132.14000000 PA USD 46909012.31000000 0.018102774931 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N Host Hotels & Resorts LP FXB7X4WXVA8QPMNOGS12 44107TAU0 6350000.00000000 PA USD 5524500.00000000 0.002131973690 Long DBT CORP US N 2 2023-10-15 Fixed 3.75000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJLD0 2302221.08000000 PA USD 2607794.88000000 0.001006380681 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 3128MJGP9 44261.47080000 PA USD 52181.62000000 0.000020137540 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae Pool N/A 31384PBL8 22354.37000000 PA USD 26814.74000000 0.000010348143 Long ABS-MBS USGSE US N 2 2030-01-01 Fixed 7.00000000 N N N N N N Fannie Mae Pool N/A 31409VL27 10637.97000000 PA USD 12485.79000000 0.000004818422 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.50000000 N N N N N N Fannie Mae Pool N/A 31409UTR6 59699.12000000 PA USD 62060.82000000 0.000023950047 Long ABS-MBS USGSE US N 2 2036-04-01 Floating 4.05600000 N N N N N N Freddie Mac Gold Pool N/A 31292GG67 1329.31000000 PA USD 1461.63000000 0.000000564061 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 7.50000000 N N N N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081EM1 9035000.00000000 PA USD 9178656.50000000 0.003542158417 Long DBT CORP US N 2 2021-09-15 Fixed 3.00000000 N N N N N N Ginnie Mae I Pool N/A 36206UQU6 16359.28000000 PA USD 17695.83000000 0.000006829042 Long ABS-MBS USGA US N 2 2026-08-15 Fixed 7.50000000 N N N N N N Carlisle Cos Inc XR64VGX1ZPX6G7ZN7Z11 142339AF7 3380000.00000000 PA USD 3454765.60000000 0.001333237282 Long DBT CORP US N 2 2022-11-15 Fixed 3.75000000 N N N N N N Mexico Government International Bond N/A 91087BAC4 45290000.00000000 PA USD 45887375.10000000 0.017708512345 Long DBT NUSS MX N 2 2027-03-28 Fixed 4.15000000 N N N N N N Freddie Mac Gold Pool N/A 3128M5GW4 73174.62000000 PA USD 86317.51000000 0.000033311007 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 6.00000000 N N N N N N Citigroup Commercial Mortgage Trust 2015-GC33 N/A 29425AAD5 5725000.00000000 PA USD 6064091.75000000 0.002340208900 Long ABS-MBS CORP US N 2 2058-09-10 Fixed 3.77800000 N N N N N N Tyson Foods Inc WD6L6041MNRW1JE49D58 902494AZ6 8554000.00000000 PA USD 9584158.22000000 0.003698646605 Long DBT CORP US N 2 2034-08-15 Fixed 4.87500000 N N N N N N Freddie Mac Multifamily Structured Pass Through Certificates N/A 3137ASNJ9 7749291.03000000 PA USD 7906524.14000000 0.003051226618 Long ABS-MBS USGSE US N 2 2022-03-25 Fixed 2.27200000 N N N N N N BANK 2020-BNK25 N/A 06539WBE5 3685000.00000000 PA USD 3512320.90000000 0.001355448593 Long ABS-MBS CORP US N 2 2063-01-15 Fixed 2.84100000 N N N N N N Fannie Mae Pool N/A 31402CVZ2 9078557.18860000 PA USD 10194675.01000000 0.003934252675 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Freddie Mac Gold Pool N/A 31356NMB7 1731.77000000 PA USD 1787.91000000 0.000000689976 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 8.50000000 N N N N N N Fannie Mae Pool N/A 31407M4E2 7954.93790000 PA USD 8011.42000000 0.000003091707 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 4.50000000 N N N N N N Fannie Mae Pool N/A 3138ERUR9 21880824.40000000 PA USD 23194549.10000000 0.008951066784 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N COMM 2012-CCRE4 Mortgage Trust N/A 12624QAR4 5118737.93000000 PA USD 5146635.05000000 0.001986150877 Long ABS-MBS CORP US N 2 2045-10-15 Fixed 2.85300000 N N N N N N 2020-04-30 VANGUARD BOND INDEX FUNDS Christine M. Buchanan Christine M. Buchanan Treasurer XXXX