NPORT-P false 0000795259 XXXXXXXX S000009395 C000025739 Mutual of America Investment Corp 811-05084 0000795259 2549004TRCWJFA4VU540 320 Park Ave NULL NY 10022 212-224-1600 INV CORP BOND S000009395 25490015SZU4U4H18722 2019-12-31 2019-12-31 N 1615490108.03 45699855.2 1569790252.83 0 0 0 0 0 0 0 0 0 0 0 0 0 4249889.21 USD N OWENS & MINOR 4.375% 12/15/24 549300LMT5KQQXCEZ733 690732AE2 2800000.00000000 NS USD 2128000.00000000 0.135559511607 Long DBT CORP US N 2 2024-12-15 Fixed 4.37500000 N N N N N N FHLMC P#1B3394 V/R 05/01/37 N/A 3128JNUU7 41702.54000000 NS USD 43446.74000000 0.002767678033 Long ABS-MBS USGA US N 2 2037-05-01 Variable 4.68200000 N N N N N N AT&T INC 3% 06/30/22 549300Z40J86GGSTL398 00206RCM2 1000000.00000000 NS USD 1021728.92000000 0.065086970578 Long DBT CORP US N 2 2022-06-30 Fixed 3.00000000 N N N N N N UMBS P#256182 6% 03/01/36 N/A 31371MRB5 21356.92000000 NS USD 23458.84000000 0.001494393276 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N UMBS P#AB3658 3.5% 10/01/41 N/A 31417AB40 752991.22000000 NS USD 791606.02000000 0.050427502564 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N FNR 2007-54 FA V/R 06/25/37 N/A 31396WFQ4 49564.96000000 NS USD 49455.09000000 0.003150426619 Long ABS-CBDO CORP US N 2 2037-06-25 Variable 2.19200000 N N N N N N UMBS P#AA0916 5% 08/01/37 N/A 31416JAS0 509648.50000000 NS USD 561420.21000000 0.035764027008 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.00000000 N N N N N N FNR 2016-24 TA 3% 04/25/42 N/A 3136ASJA5 1055473.02000000 NS USD 1078075.13000000 0.068676380685 Long ABS-CBDO CORP US N 2 2042-04-25 Fixed 3.00000000 N N N N N N STIFEL FINANCIA 4.25% 07/18/24 549300E5F07FE5GHJX84 860630AD4 1500000.00000000 NS USD 1595720.67000000 0.101651839608 Long DBT CORP US N 2 2024-07-18 Fixed 4.25000000 N N N N N N UMBS P#QN0747 2.5% 10/01/34 N/A 3133G6ZL2 3930776.76000000 NS USD 3963456.29000000 0.252483176198 Long ABS-MBS USGA US N 2 2034-10-01 Fixed 2.50000000 N N N N N N FGLMC P#E02696 4% 05/01/25 N/A 31294L7H0 46484.43000000 NS USD 48510.38000000 0.003090245968 Long ABS-MBS USGA US N 2 2025-05-01 Fixed 4.00000000 N N N N N N UMBS P#AL9264 4% 10/01/36 N/A 3138ERJJ0 857904.15000000 NS USD 913592.34000000 0.058198370027 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 4.00000000 N N N N N N UMBS P#255874 4.5% 08/01/35 N/A 31371MFP7 130634.12000000 NS USD 141651.43000000 0.009023589600 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N UMBS P#ZT0521 4% 09/01/48 N/A 3132ACSJ0 5539703.26000000 NS USD 5776225.93000000 0.367961638160 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4.00000000 N N N N N N UMBS P#AR6276 3.5% 03/01/43 N/A 3138W36N8 1400492.61000000 NS USD 1475485.56000000 0.093992529087 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.50000000 N N N N N N DEVON ENERGY CO 5.85% 12/15/25 54930042348RKR3ZPN35 25179MAV5 2500000.00000000 NS USD 2961600.20000000 0.188662160098 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N UMBS P#254763 6% 05/01/23 N/A 31371K5Y3 67589.30000000 NS USD 74343.37000000 0.004735879195 Long ABS-MBS USGSE US N 2 2023-05-01 Fixed 6.00000000 N N N N N N UMBS P#814613 5.5% 04/01/35 N/A 31406NAN4 93988.75000000 NS USD 105071.04000000 0.006693317136 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N FGLMC P#Q09538 4% 07/01/42 N/A 3132GU4X9 1827380.29000000 NS USD 1955729.29000000 0.124585388810 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 4.00000000 N N N N N N FGLMC P#C04290 3.5% 10/01/42 N/A 31292LXT7 1315982.62000000 NS USD 1387302.40000000 0.088375016821 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.50000000 N N N N N N FGLMC P#C91865 3.5% 02/01/36 N/A 3128P8CA7 1098788.42000000 NS USD 1145801.34000000 0.072990728406 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 3.50000000 N N N N N N UMBS P#BO2169 3.5% 07/01/49 N/A 3140JWMT4 2887667.28000000 NS USD 2973915.46000000 0.189446676372 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N O'REILLY AUTOMOT 3.8% 09/01/22 549300K2RLMQL149Q332 67103HAC1 3250000.00000000 NS USD 3379624.76000000 0.215291485847 Long DBT CORP US N 2 2022-09-01 Fixed 3.80000000 N N N N N N UMBS P#255110 5% 03/01/34 N/A 31371LKX6 61612.30000000 NS USD 67911.95000000 0.004326179875 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N CITIZENS FINANC 3.75% 07/01/24 2138004JDDA4ZQUPFW65 174610AL9 5000000.00000000 NS USD 5188734.90000000 0.330536827493 Long DBT CORP US N 2 2024-07-01 Fixed 3.75000000 N N N N N N UMBS P#MA1284 3% 12/01/42 N/A 31418ANA2 1431054.54000000 NS USD 1439117.50000000 0.091675782634 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N AUTOZONE INC 3.25% 04/15/25 GA3JGKJ41LJKXDN23E90 053332AR3 2000000.00000000 NS USD 2083418.98000000 0.132719576787 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N UMBS P#AV2566 4% 11/01/38 N/A 3138XDZ86 1081561.29000000 NS USD 1159941.14000000 0.073891472947 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 4.00000000 N N N N N N FGLMC P#Q29186 4% 10/01/44 N/A 3132M92T0 1381708.95000000 NS USD 1464884.97000000 0.093317242055 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00000000 N N N N N N FGLMC P#A80296 5% 08/01/35 N/A 312926KH0 908390.21000000 NS USD 1003995.05000000 0.063957273794 Long ABS-MBS USGA US N 2 2035-08-01 Fixed 5.00000000 N N N N N N UMBS P#738442 5.5% 09/01/33 N/A 31402ULX8 169422.26000000 NS USD 188161.93000000 0.011986437656 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N UMBS P#AH5653 4% 02/01/41 N/A 3138A7H76 870480.42000000 NS USD 933677.19000000 0.059477830768 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N UMBS P#MA2212 3% 03/01/45 N/A 31418BN69 1607539.08000000 NS USD 1616523.17000000 0.102977016648 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.00000000 N N N N N N UMBS P#AB2959 4.5% 07/01/40 N/A 31416YJD1 2122196.80000000 NS USD 2301192.09000000 0.146592328870 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N UMBS P#AT5860 3.5% 06/01/43 N/A 3138WTQN9 2713813.15000000 NS USD 2859148.35000000 0.182135692640 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.50000000 N N N N N N UMBS P#AL8958 3.5% 10/01/45 N/A 3138ET5U6 3095316.60000000 NS USD 3273110.07000000 0.208506204195 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N UMBS P#QA0787 3.5% 07/01/49 N/A 31334W2U4 3712375.88000000 NS USD 3854092.90000000 0.245516424442 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 3.50000000 N N N N N N MOTOROLA SOLUTI 3.75% 05/15/22 6S552MUG6KGJVEBSEC55 620076BB4 4000000.00000000 NS USD 4134542.08000000 0.263381816299 Long DBT CORP US N 2 2022-05-15 Fixed 3.75000000 N N N N N N UMBS P#357514 5.5% 03/01/34 N/A 31376KDT0 125363.35000000 NS USD 140950.11000000 0.008978913567 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N UMBS P#809297 5.5% 02/01/35 N/A 31406GDA4 90674.01000000 NS USD 101873.37000000 0.006489616674 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N UMBS P#836580 5% 10/01/20 N/A 31407PM54 10474.69000000 NS USD 10818.23000000 0.000689151304 Long ABS-MBS USGSE US N 2 2020-10-01 Fixed 5.00000000 N N N N N N HEALTHPEAK PROPE 3.4% 02/01/25 PZ9HF5U52KPF0MH0QN75 40414LAM1 3750000.00000000 NS USD 3912945.75000000 0.249265514481 Long DBT CORP US N 2 2025-02-01 Fixed 3.40000000 N N N N N N UMBS P#AW1023 4.5% 03/01/44 N/A 3138XQD57 978124.79000000 NS USD 1040526.23000000 0.066284411444 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N ENTERGY CORP 5.125% 09/15/20 4XM3TW50JULSLG8BNC79 29364GAF0 2500000.00000000 NS USD 2534134.35000000 0.161431397948 Long DBT CORP US N 2 2020-09-15 Fixed 5.12500000 N N N N N N UMBS P#AS2670 3.5% 10/01/43 N/A 3138WB6G5 761537.50000000 NS USD 778700.67000000 0.049605395918 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N UMBS P#933873 6.5% 05/01/38 N/A 31412S6J9 6873.01000000 NS USD 7630.29000000 0.000486070670 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.50000000 N N N N N N UMBS P#MA0406 4.5% 05/01/30 N/A 31417YNY9 192130.15000000 NS USD 204786.89000000 0.013045493793 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.50000000 N N N N N N MOTOROLA SOLUTIONS 4% 09/01/24 6S552MUG6KGJVEBSEC55 620076BF5 1000000.00000000 NS USD 1060258.73000000 0.067541426511 Long DBT CORP US N 2 2024-09-01 Fixed 4.00000000 N N N N N N FGLMC P#Q56011 4.5% 05/01/48 N/A 3132XYVD6 3884749.30000000 NS USD 4102420.54000000 0.261335584967 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N UMBS P#BJ9930 4% 04/01/48 N/A 3140HCA89 1101037.77000000 NS USD 1151898.49000000 0.073379133799 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N FGLMC P#Q15843 3% 02/01/43 N/A 3132J65D2 1470733.26000000 NS USD 1515606.43000000 0.096548339962 Long ABS-MBS USGA US N 2 2043-02-01 Fixed 3.00000000 N N N N N N CARPENTER TECHN 4.45% 03/01/23 DX6I6ZD3X5WNNCDJKP85 144285AK9 3600000.00000000 NS USD 3731105.20000000 0.237681766291 Long DBT CORP US N 2 2023-03-01 Fixed 4.45000000 N N N N N N CARGILL GBL FU DISC 01/02/20 N/A 14177TA20 10500000.00000000 PA USD 10499568.34000000 0.668851671175 Long STIV CORP US N 2 2020-01-02 Fixed 0.00000000 N N N N N N UMBS P#AB3087 4% 05/01/41 N/A 31416YND6 497043.42000000 NS USD 516703.88000000 0.032915472565 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.00000000 N N N N N N CONAGRA BRANDS 4.95% 08/15/20 54930035UDEIH090K650 205887BL5 645000.00000000 NS USD 654927.43000000 0.041720696686 Long DBT CORP US N 2 2020-08-15 Fixed 4.95000000 N N N N N N FGLMC P#Q09734 3.5% 07/01/42 N/A 3132GVEF5 1568278.37000000 NS USD 1672525.22000000 0.106544502807 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.50000000 N N N N N N US TREAS BDS 2.75% 08/15/47 N/A 912810RY6 10000000.00000000 NS USD 10711058.10000000 0.682324156408 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N SESI LLC 7.125% 12/15/21 N/A 78412FAP9 4500000.00000000 NS USD 3838050.00000000 0.244494447145 Long DBT CORP US N 2 2021-12-15 Fixed 7.12500000 N N N N N N UMBS P#903076 6% 12/01/36 N/A 31411BJV6 88692.35000000 NS USD 101573.30000000 0.006470501381 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N FHS 359 350 3.5% 10/15/47 N/A 3132J0SJ7 2021592.06000000 NS USD 2113317.29000000 0.134624182191 Long ABS-CBDO CORP US N 2 2047-10-15 Fixed 3.50000000 N N N N N N MARRIOTT INTER 3.125% 02/15/23 225YDZ14ZO8E1TXUSU86 571903AV5 3000000.00000000 NS USD 3067582.32000000 0.195413515561 Long DBT CORP US N 2 2023-02-15 Fixed 3.12500000 N N N N N N ARROW ELECTRONICS 4% 04/01/25 549300YNNLBXT8N8R512 042735BE9 1000000.00000000 NS USD 1053296.94000000 0.067097941148 Long DBT CORP US N 2 2025-04-01 Fixed 4.00000000 N N N N N N AMAZON.COM INC 5.2% 12/03/25 ZXTILKJKG63JELOEG630 023135BN5 5000000.00000000 NS USD 5824824.25000000 0.371057486151 Long DBT CORP US N 2 2025-12-03 Fixed 5.20000000 N N N N N N NATIONAL FUEL GA 5.2% 07/15/25 8JB38FFW1Y3C1HM8E841 636180BM2 2000000.00000000 NS USD 2210850.70000000 0.140837331357 Long DBT CORP US N 2 2025-07-15 Fixed 5.20000000 N N N N N N UMBS P#AR6384 3% 02/01/43 N/A 3138W4CW9 1388968.95000000 NS USD 1431116.66000000 0.091166106899 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N UMBS P#770444 5% 04/01/34 N/A 31404J5D3 34653.81000000 NS USD 38191.86000000 0.002432927579 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N UMBS P#AL6731 3.5% 04/01/45 N/A 3138EPPR9 3028530.90000000 NS USD 3202596.17000000 0.204014272876 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N FNW 2009-W1 A 6% 12/25/49 N/A 31398F7A3 270697.78000000 NS USD 308818.17000000 0.019672575329 Long ABS-CBDO CORP US N 2 2049-12-25 Fixed 6.00000000 N N N N N N BIOGEN INC 4.05% 09/15/25 W8J5WZB5IY3K0NDQT671 09062XAF0 2500000.00000000 NS USD 2716825.05000000 0.173069303055 Long DBT CORP US N 2 2025-09-15 Fixed 4.05000000 N N N N N N US TREASURYS ZCP 08/15/35 N/A 9128335A4 10000000.00000000 NS USD 6957294.20000000 0.443198967980 Long DBT UST US N 2 2035-08-15 Fixed 0.00000000 N N N N N N FHR 3014 AZ 4.5% 08/15/35 N/A 31395XA54 34915.08000000 NS USD 36038.48000000 0.002295751291 Long ABS-CBDO CORP US N 2 2035-08-15 Fixed 4.50000000 N N N N N N FAIRFAX US INC 4.875% 08/13/24 N/A 304071AA1 3500000.00000000 NS USD 3738648.76000000 0.238162312019 Long DBT CORP US Y 2 2024-08-13 Fixed 4.87500000 N N N N N N FGLMC P#G30782 3.5% 02/01/35 N/A 3132J4CU1 2217468.65000000 NS USD 2321858.63000000 0.147908844880 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 3.50000000 N N N N N N FGLMC P#Q50642 3.5% 09/01/47 N/A 3132XSWC0 7623689.30000000 NS USD 7917321.18000000 0.504355353572 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 3.50000000 N N N N N N UMBS P#MA2046 3.5% 10/01/34 N/A 31418BHY5 1783669.36000000 NS USD 1866454.50000000 0.118898336681 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.50000000 N N N N N N SCANA CORPORAT 4.75% 05/15/21 V8HA8TAJG10VL0G7B254 80589MAD4 1000000.00000000 NS USD 1022262.75000000 0.065120977032 Long DBT CORP US N 2 2021-05-15 Fixed 4.75000000 N N N N N N FGLMC P#Q05049 4% 12/01/41 N/A 3132GLH23 470112.45000000 NS USD 503711.63000000 0.032087830147 Long ABS-MBS USGA US N 2 2041-12-01 Fixed 4.00000000 N N N N N N UMBS P#MA1459 3% 06/01/33 N/A 31418ATR9 953251.58000000 NS USD 981523.00000000 0.062525741781 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.00000000 N N N N N N TUPPERWARE BRAN 4.75% 06/01/21 G8NWFN4YP7CR6FOP4886 899896AC8 4000000.00000000 NS USD 4030637.12000000 0.256762781698 Long DBT CORP US N 2 2021-06-01 Fixed 4.75000000 N N N N N N GNR 2014-130 VA 3% 07/16/36 N/A 38378XQL8 1596384.06000000 NS USD 1643683.96000000 0.104707234424 Long ABS-CBDO CORP US N 2 2036-07-16 Fixed 3.00000000 N N N N N N FGLMC P#C04641 3% 03/01/43 N/A 31292MEN9 1325003.52000000 NS USD 1364650.43000000 0.086932023405 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.00000000 N N N N N N FRESB 2019-SB58 V/R 10/25/28 N/A 30308MAG2 1205109.61000000 NS USD 1273447.28000000 0.081122129386 Long ABS-CBDO CORP US N 2 2028-10-25 Variable 3.61000000 N N N N N N FGLMC P#G30803 3.5% 02/01/35 N/A 3132J4DH9 1154470.75000000 NS USD 1208822.94000000 0.077005379401 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 3.50000000 N N N N N N UMBS P#837339 5% 09/01/35 N/A 31407QHQ2 81992.75000000 NS USD 87550.38000000 0.005577202421 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N UMBS P#AB5661 3.5% 07/01/42 N/A 31417CJF3 1468666.49000000 NS USD 1547329.66000000 0.098569197840 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.50000000 N N N N N N FNW 2004-W5 A1 6% 02/25/47 N/A 31393YKM6 747667.36000000 NS USD 856444.74000000 0.054557909150 Long ABS-CBDO CORP US N 2 2047-02-25 Fixed 6.00000000 N N N N N N FGLMC P#U64957 3% 09/01/46 N/A 3132MQME3 1508374.19000000 NS USD 1540175.54000000 0.098113460522 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N UMBS P#AS4992 3.5% 05/01/45 N/A 3138WERN1 3199153.23000000 NS USD 3353334.82000000 0.213616743635 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N OWENS & MINOR 3.875% 09/15/21 549300LMT5KQQXCEZ733 690732AD4 2200000.00000000 NS USD 2117500.00000000 0.134890632438 Long DBT CORP US N 2 2021-09-15 Fixed 3.87500000 N N N N N N GLOBAL PAYMENTS 3.75% 06/01/23 549300NOMHGVQBX6S778 891906AB5 4000000.00000000 NS USD 4163175.40000000 0.265205838327 Long DBT CORP US N 2 2023-06-01 Fixed 3.75000000 N N N N N N UMBS P#255894 5% 10/01/25 N/A 31371MGB7 63787.53000000 NS USD 68145.15000000 0.004341035362 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 5.00000000 N N N N N N UMBS P#AQ4615 3% 10/01/42 N/A 3138MLDV3 553606.24000000 NS USD 561156.91000000 0.035747254067 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 3.00000000 N N N N N N FGLMC P#Q17674 3% 04/01/43 N/A 3132J86L9 774060.80000000 NS USD 797413.33000000 0.050797444344 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N UMBS P#257126 6% 03/01/28 N/A 31371NSP1 83058.08000000 NS USD 91464.48000000 0.005826541465 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.00000000 N N N N N N UMBS P#RB5022 3% 11/01/39 N/A 3133KYSK6 5626143.78000000 NS USD 5751447.23000000 0.366383166135 Long ABS-MBS USGA US N 2 2039-11-01 Fixed 3.00000000 N N N N N N UMBS P#BE2909 3.5% 12/01/46 N/A 3140FNGT5 1220489.78000000 NS USD 1261389.21000000 0.080353996830 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N UMBS P#BD8027 3% 09/01/46 N/A 3140FF4M0 2465486.04000000 NS USD 2523541.95000000 0.160756632642 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N MATTEL INC 3.15% 03/15/23 549300VELLG24KHTJ564 577081AY8 2000000.00000000 NS USD 1970000.00000000 0.125494472681 Long DBT CORP US N 2 2023-03-15 Fixed 3.15000000 N N N N N N GNMA P#709541 5.5% 01/15/36 N/A 36297EHS7 63908.50000000 NS USD 68574.05000000 0.004368357484 Long ABS-MBS USGSE US N 2 2036-01-15 Fixed 5.50000000 N N N N N N US TREAS BDS 2.25% 08/15/46 N/A 912810RT7 29500000.00000000 NS USD 28632473.15000000 1.823968080982 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N FNR 2017-105 KA 3.5% 08/25/44 N/A 3136B0MJ2 3180534.45000000 NS USD 3209213.65000000 0.204435824736 Long ABS-CBDO CORP US N 2 2044-08-25 Fixed 3.50000000 N N N N N N KEMPER CORP 4.35% 02/15/25 549300FNI1JKTRY2PV09 488401AB6 2000000.00000000 NS USD 2125009.52000000 0.135369009724 Long DBT CORP US N 2 2025-02-15 Fixed 4.35000000 N N N N N N FGLMC P#Q17499 3% 04/01/43 N/A 3132J8X54 1096205.95000000 NS USD 1131170.00000000 0.072058671402 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N AUTOZONE INC 4% 11/15/20 GA3JGKJ41LJKXDN23E90 053332AL6 3000000.00000000 NS USD 3034102.62000000 0.193280765664 Long DBT CORP US N 2 2020-11-15 Fixed 4.00000000 N N N N N N UMBS P#771019 5% 04/01/34 N/A 31404KSG8 121777.95000000 NS USD 133626.01000000 0.008512348051 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N KROGER CO 2.95% 11/01/21 6CPEOKI6OYJ13Q6O7870 501044CZ2 4800000.00000000 NS USD 4876273.06000000 0.310632140262 Long DBT CORP US N 2 2021-11-01 Fixed 2.95000000 N N N N N N FHR 4772 EP 3.5% 05/15/44 N/A 3137F3NF7 2063966.27000000 NS USD 2103273.48000000 0.133984363593 Long ABS-CBDO CORP US N 2 2044-05-15 Fixed 3.50000000 N N N N N N GNR 2018-67 QV 3.5% 05/20/31 N/A 38380WY86 2252247.18000000 NS USD 2358557.53000000 0.150246666759 Long ABS-CBDO CORP US N 2 2031-05-20 Fixed 3.50000000 N N N N N N FHR 4648 FA V/R 01/15/47 N/A 3137BUJS8 2605030.28000000 NS USD 2604865.90000000 0.165937194176 Long ABS-CBDO CORP US N 2 2047-01-15 Variable 2.23975000 N N N N N N NVR INC 3.95% 09/15/22 529900RWXR4JI3JYTV70 62944TAE5 4000000.00000000 NS USD 4165966.28000000 0.265383625136 Long DBT CORP US N 2 2022-09-15 Fixed 3.95000000 N N N N N N GNMA P#733970 4.5% 10/15/40 N/A 3620AMMT6 918849.39000000 NS USD 1010859.04000000 0.064394529025 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 4.50000000 N N N N N N ADVANCE AUTO PAR 4.5% 01/15/22 529900UCNQ5H9FSL0Y70 00751YAB2 1000000.00000000 NS USD 1038270.39000000 0.066140708169 Long DBT CORP US N 2 2022-01-15 Fixed 4.50000000 N N N N N N FGLMC P#Q48094 4% 05/01/47 N/A 3132WM7G3 2801599.32000000 NS USD 2935897.37000000 0.187024818424 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 4.00000000 N N N N N N US TREAS NTS 2.875% 05/15/28 N/A 9128284N7 40000000.00000000 NS USD 43026112.00000000 2.740882861416 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N UMBS P#AZ9162 4% 09/01/45 N/A 3140E2FC0 827240.14000000 NS USD 871041.02000000 0.055487732735 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N BRINKER INTERN 3.875% 05/15/23 52990067JY6PBGJNTG76 109641AG5 4000000.00000000 NS USD 4050000.00000000 0.257996250944 Long DBT CORP US N 2 2023-05-15 Fixed 3.87500000 N N N N N N UMBS P#644475 6.5% 05/01/32 N/A 31390E6L1 84504.31000000 NS USD 93815.17000000 0.005976286948 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N LABORATORY CORP 3.75% 08/23/22 OZ7UA8IXAIFILY2VZH07 50540RAL6 2000000.00000000 NS USD 2076098.02000000 0.132253211297 Long DBT CORP US N 2 2022-08-23 Fixed 3.75000000 N N N N N N UMBS P#QA3570 2.5% 10/01/49 N/A 31339S6F7 2971296.99000000 NS USD 2936809.47000000 0.187082921728 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 2.50000000 N N N N N N AMERICAN INTL G 3.75% 07/10/25 ODVCVCQG2BP6VHV36M30 026874DD6 5000000.00000000 NS USD 5346404.00000000 0.340580787169 Long DBT CORP US N 2 2025-07-10 Fixed 3.75000000 N N N N N N FRESB 2018-SB45 V/R 11/25/27 N/A 30308AAH6 1627256.94000000 NS USD 1702062.59000000 0.108426115331 Long ABS-CBDO CORP US N 2 2027-11-25 Variable 3.16000000 N N N N N N NATIONAL RETAIL 3.3% 04/15/23 5493008JKH5SOTI0JS97 637417AF3 1000000.00000000 NS USD 1028847.49000000 0.065540443262 Long DBT CORP US N 2 2023-04-15 Fixed 3.30000000 N N N N N N US TREAS NTS 1.625% 08/15/29 N/A 912828YB0 50000000.00000000 NS USD 48671059.00000000 3.100481667041 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N FGLMC P#Q13271 4% 11/01/42 N/A 3132HPT46 1067496.15000000 NS USD 1143791.35000000 0.072862686460 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 4.00000000 N N N N N N ALLEGHANY CORP 4.95% 06/27/22 549300DCJE6AYX159479 017175AC4 2000000.00000000 NS USD 2127916.86000000 0.135554215358 Long DBT CORP US N 2 2022-06-27 Fixed 4.95000000 N N N N N N UMBS P#MA1781 3.5% 01/01/44 N/A 31418A6T0 702584.90000000 NS USD 723221.05000000 0.046071190001 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 3.50000000 N N N N N N UMBS P#779379 4.5% 06/01/34 N/A 31404U2L3 175869.22000000 NS USD 188661.16000000 0.012018239994 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.50000000 N N N N N N FGLMC P#J19599 3% 06/01/27 N/A 3128Q0UY1 524342.39000000 NS USD 538169.66000000 0.034282902383 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 3.00000000 N N N N N N US TREASURYS ZCP 08/15/28 N/A 912833RZ5 20000000.00000000 NS USD 16805230.80000000 1.070539887077 Long DBT UST US N 2 2028-08-15 Fixed 0.00000000 N N N N N N UMBS P#MA1994 3.5% 08/01/44 N/A 31418BGC4 4644820.79000000 NS USD 4780722.39000000 0.304545297142 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N UMBS P#BM3078 3.5% 09/01/47 N/A 3140J7M44 3476336.10000000 NS USD 3660241.86000000 0.233167574674 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N FGLMC P#Q13637 3% 11/01/42 N/A 3132HQBE1 2937148.26000000 NS USD 3025841.62000000 0.192754517015 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N UMBS P#ZN6684 4% 06/01/49 N/A 3131YDM92 784626.59000000 NS USD 814701.04000000 0.051898719496 Long ABS-MBS USGA US N 2 2049-06-01 Fixed 4.00000000 N N N N N N GNMA P#489858 4% 11/15/41 N/A 36210EE70 567274.00000000 NS USD 617289.60000000 0.039323062357 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4.00000000 N N N N N N GNMA II P#710627 5% 06/20/40 N/A 36297FPL0 74115.42000000 NS USD 78895.00000000 0.005025830671 Long ABS-MBS USGSE US N 2 2040-06-20 Fixed 5.00000000 N N N N N N UMBS P#AK9571 3.5% 04/01/42 N/A 3138EET58 982508.50000000 NS USD 1035131.08000000 0.065940725401 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N UMBS P#MA1010 3.5% 03/01/32 N/A 31418ADQ8 696792.64000000 NS USD 728371.61000000 0.046399294981 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N METHANEX CORP 5.25% 03/01/22 549300TSJHRXT9QXRD13 59151KAG3 600000.00000000 NS USD 630483.03000000 0.040163520499 Long DBT CORP CA N 2 2022-03-01 Fixed 5.25000000 N N N N N N UMBS P#BN1413 4% 09/01/48 N/A 3140JHSB0 1415867.18000000 NS USD 1472667.42000000 0.093813005740 Long ABS-MBS USGSE US N 2 2048-09-01 Fixed 4.00000000 N N N N N N WYNDHAM DESTINAT 3.9% 03/01/23 T4VNTWMFQ7JQB65L7T35 98310WAL2 4000000.00000000 NS USD 4040000.00000000 0.257359223164 Long DBT CORP US N 2 2023-03-01 Fixed 3.90000000 N N N N N N NATIONAL FUEL GA 4.9% 12/01/21 8JB38FFW1Y3C1HM8E841 636180BK6 3000000.00000000 NS USD 3122229.75000000 0.198894708663 Long DBT CORP US N 2 2021-12-01 Fixed 4.90000000 N N N N N N FNR 2013-86 TV 4% 07/25/26 N/A 3136AF3C6 1409997.75000000 NS USD 1459914.07000000 0.093000581916 Long ABS-CBDO CORP US N 2 2026-07-25 Fixed 4.00000000 N N N N N N FGLMC P#Q14307 4% 01/01/43 N/A 3132HQYC0 1174354.93000000 NS USD 1258285.99000000 0.080156313095 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 4.00000000 N N N N N N FGLMC P#N31547 3% 07/01/42 N/A 31281BWG1 538003.77000000 NS USD 563595.48000000 0.035902597750 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.00000000 N N N N N N WHIRLPOOL CORP 4.85% 06/15/21 WHENKOULSSK7WUM60H03 96332HCD9 1000000.00000000 NS USD 1036806.60000000 0.066047460680 Long DBT CORP US N 2 2021-06-15 Fixed 4.85000000 N N N N N N GNMA P#710996 5% 11/15/39 N/A 36297F3D2 282602.44000000 NS USD 314878.97000000 0.020058665126 Long ABS-MBS USGSE US N 2 2039-11-15 Fixed 5.00000000 N N N N N N SERVICE PROPERTIES 5% 08/15/22 529900IS770AG1K9QG27 44106MAQ5 4550000.00000000 NS USD 4784729.59000000 0.304800566914 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N N AUTOZONE INC 3.7% 04/15/22 GA3JGKJ41LJKXDN23E90 053332AM4 700000.00000000 NS USD 722050.96000000 0.045996652017 Long DBT CORP US N 2 2022-04-15 Fixed 3.70000000 N N N N N N FHR 4307 AB 3% 10/15/37 N/A 3137B8AB3 918132.74000000 NS USD 934604.87000000 0.059536926561 Long ABS-CBDO CORP US N 2 2037-10-15 Fixed 3.00000000 N N N N N N FGLMC P#Q55915 4% 05/01/48 N/A 3132XYSD0 2169877.98000000 NS USD 2261103.10000000 0.144038548839 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.00000000 N N N N N N INGREDION INC 4.625% 11/01/20 PKSTQ48QDN0XSVS7YK88 219023AF5 3225000.00000000 NS USD 3291135.04000000 0.209654444857 Long DBT CORP US N 2 2020-11-01 Fixed 4.62500000 N N N N N N US TREAS NTS 2.25% 11/15/27 N/A 9128283F5 51100000.00000000 NS USD 52485265.81000000 3.343457236747 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N MEAD JOHNSON N 4.125% 11/15/25 N/A 582839AH9 1950000.00000000 NS USD 2129370.77000000 0.135646833464 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N FGLMC P#Q37163 3.5% 11/01/45 N/A 3132QT5Z5 4918819.62000000 NS USD 5195985.46000000 0.330998708307 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50000000 N N N N N N HUMANA INC 3.85% 10/01/24 529900YLDW34GJAO4J06 444859BD3 3000000.00000000 NS USD 3186661.02000000 0.202999159553 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N GNMA II P#745364 4.5% 06/20/30 N/A 3620C1B96 25594.89000000 NS USD 27274.88000000 0.001737485625 Long ABS-MBS USGSE US N 2 2030-06-20 Fixed 4.50000000 N N N N N N GNMA P#748591 4.5% 09/15/30 N/A 3620C4UQ1 356716.62000000 NS USD 379346.91000000 0.024165451996 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 4.50000000 N N N N N N SYSCO CORPORATI 3.75% 10/01/25 5RGWIFLMGH3YS7KWI652 871829AZ0 3575000.00000000 NS USD 3841826.42000000 0.244735015590 Long DBT CORP US N 2 2025-10-01 Fixed 3.75000000 N N N N N N UMBS P#AH7036 4.5% 03/01/41 N/A 3138A8ZA7 1337739.29000000 NS USD 1452436.32000000 0.092524228468 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 4.50000000 N N N N N N FNR 2018-2 DA 3.5% 07/25/43 N/A 3136B0C46 1551210.65000000 NS USD 1562168.87000000 0.099514496741 Long ABS-CBDO CORP US N 2 2043-07-25 Fixed 3.50000000 N N N N N N ANTHEM INC 3.3% 01/15/23 8MYN82XMYQH89CTMTH67 94973VBA4 3539000.00000000 NS USD 3659778.14000000 0.233138034422 Long DBT CORP US N 2 2023-01-15 Fixed 3.30000000 N N N N N N UMBS P#945869 6% 08/01/37 N/A 31413HJN9 61792.97000000 NS USD 70863.28000000 0.004514187794 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N UMBS P#AL3431 4% 05/01/43 N/A 3138EKY58 908610.84000000 NS USD 975365.93000000 0.062133519318 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N GNMA P#772047 4% 08/15/41 N/A 36176PP83 875573.27000000 NS USD 932333.86000000 0.059392256915 Long ABS-MBS USGSE US N 2 2041-08-15 Fixed 4.00000000 N N N N N N FHS 299 300 3% 01/15/43 N/A 3132HTJV9 2466560.94000000 NS USD 2552953.42000000 0.162630224986 Long ABS-CBDO CORP US N 2 2043-01-15 Fixed 3.00000000 N N N N N N PRUDENTIAL FINAN 4.5% 11/16/21 5PRBRS5FEH7NREC8OR45 74432QBT1 1000000.00000000 NS USD 1049480.74000000 0.066854838607 Long DBT CORP US N 2 2021-11-16 Fixed 4.50000000 N N N N N N UMBS P#BD3736 3.5% 08/01/46 N/A 3140FBEJ5 2668850.01000000 NS USD 2800093.38000000 0.178373726996 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N UMBS P#905844 6% 01/01/37 N/A 31411ELZ8 102880.93000000 NS USD 116149.16000000 0.007399024155 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N UMBS P#833003 5% 09/01/20 N/A 31407KNU9 2206.21000000 NS USD 2278.57000000 0.000145151238 Long ABS-MBS USGSE US N 2 2020-09-01 Fixed 5.00000000 N N N N N N UMBS P#AP6579 3.5% 09/01/42 N/A 3138MAJZ2 1173718.94000000 NS USD 1236543.78000000 0.078771273918 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.50000000 N N N N N N VIACOMCBS INC 3.25% 03/15/23 5KYC8KF17ROCY24M3H09 92553PAR3 5000000.00000000 NS USD 5069429.70000000 0.322936754821 Long DBT CORP US N 2 2023-03-15 Fixed 3.25000000 N N N N N N UMBS P#BO1304 3.5% 07/01/34 N/A 3140JVNW8 2411069.72000000 NS USD 2507613.48000000 0.159741944854 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.50000000 N N N N N N GNMA I P#756319 4.25% 04/20/41 N/A 36230RAU0 619094.94000000 NS USD 654616.14000000 0.041700866648 Long ABS-MBS USGSE US N 2 2041-04-20 Fixed 4.25000000 N N N N N N FHLMC P#1G1649 V/R 03/01/37 N/A 3128QJZN9 15840.95000000 NS USD 16545.98000000 0.001054024890 Long ABS-MBS USGA US N 2 2037-03-01 Variable 4.73300000 N N N N N N DOMTAR CORP 4.4% 04/01/22 XYSIJOU3HNVROZWNA008 257559AH7 5000000.00000000 NS USD 5173776.00000000 0.329583904007 Long DBT CORP US N 2 2022-04-01 Fixed 4.40000000 N N N N N N VERISK ANALYTICS I 4% 06/15/25 549300I1YSWNIRKBWP67 92345YAD8 5000000.00000000 NS USD 5379009.50000000 0.342657848098 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N UMBS P#734926 4.5% 09/01/33 N/A 31402QPK1 204653.06000000 NS USD 220118.73000000 0.014022174593 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 4.50000000 N N N N N N FGLMC P#G31059 4% 01/01/38 N/A 3132J4MH9 2248848.21000000 NS USD 2421274.67000000 0.154241922806 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 4.00000000 N N N N N N FGLMC P#G60038 3.5% 01/01/44 N/A 31335ABF4 2060966.28000000 NS USD 2172544.05000000 0.138397091336 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 3.50000000 N N N N N N UMBS P#AI0424 4.5% 06/01/41 N/A 3138ADPJ8 317313.21000000 NS USD 337410.99000000 0.021494017394 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.50000000 N N N N N N MARATHON OIL COR 2.8% 11/01/22 1FRVQX2CRLGC1XLP5727 565849AK2 4000000.00000000 NS USD 4065289.00000000 0.258970202717 Long DBT CORP US N 2 2022-11-01 Fixed 2.80000000 N N N N N N US TREASURYS ZCP 08/15/33 N/A 9128334W7 10000000.00000000 NS USD 7359955.10000000 0.468849585906 Long DBT UST US N 2 2033-08-15 Fixed 0.00000000 N N N N N N LOWE'S COS INC 3.12% 04/15/22 WAFCR4OKGSC504WU3E95 548661CW5 2000000.00000000 NS USD 2047994.58000000 0.130462944097 Long DBT CORP US N 2 2022-04-15 Fixed 3.12000000 N N N N N N UMBS P#256490 5.5% 11/01/26 N/A 31371M2X4 41976.70000000 NS USD 45180.03000000 0.002878093421 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 5.50000000 N N N N N N UMBS P#725419 4.5% 10/01/33 N/A 31402C4C3 201335.55000000 NS USD 217152.66000000 0.013833227694 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N UMBS P#931104 5% 05/01/39 N/A 31412PNV9 362879.55000000 NS USD 396968.10000000 0.025287970751 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N UMBS P#821738 5% 06/01/35 N/A 31406V4X1 72965.15000000 NS USD 80345.82000000 0.005118251935 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N UMBS P#MA0706 4.5% 04/01/31 N/A 31417YYC5 307777.43000000 NS USD 330676.93000000 0.021065039065 Long ABS-MBS USGSE US N 2 2031-04-01 Fixed 4.50000000 N N N N N N INGRAM MICRO IN 5.45% 12/15/24 N/A 457153AG9 750000.00000000 NS USD 787397.03000000 0.050159378208 Long DBT CORP US N 2 2024-12-15 Fixed 5.45000000 N N N N N N UMBS P#BN4542 4.5% 02/01/49 N/A 3140JMBL5 1137394.86000000 NS USD 1199237.93000000 0.076394787637 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N UMBS P#AR3381 3.5% 12/01/42 N/A 3138W0XK0 1179363.06000000 NS USD 1231083.51000000 0.078423439550 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N UMBS P#AB2372 3.5% 03/01/41 N/A 31416XT67 1275824.16000000 NS USD 1351808.56000000 0.086113960611 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 3.50000000 N N N N N N UMBS P#AM2100 2.25% 01/01/28 N/A 3138L2KN6 1206956.07000000 NS USD 1213358.24000000 0.077294290610 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2.25000000 N N N N N N GNMA P#761473 4.29% 04/15/41 N/A 36176BXA0 266154.19000000 NS USD 281375.05000000 0.017924372348 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 4.29000000 N N N N N N INGRAM MICRO INC 5% 08/10/22 N/A 457153AF1 1000000.00000000 NS USD 1032703.77000000 0.065786099011 Long DBT CORP US N 2 2022-08-10 Fixed 5.00000000 N N N N N N FLOWSERVE CORPOR 3.5% 09/15/22 6Y0GK87T6V7NJKZJVM41 34354PAC9 4000000.00000000 NS USD 4078545.12000000 0.259814654387 Long DBT CORP US N 2 2022-09-15 Fixed 3.50000000 N N N N N N FGLMC P#G08538 3.5% 07/01/43 N/A 3128MJS43 610244.60000000 NS USD 642996.79000000 0.040960681775 Long ABS-MBS USGA US N 2 2043-07-01 Fixed 3.50000000 N N N N N N US TREASURYS ZCP 08/15/37 N/A 912833Z52 10000000.00000000 NS USD 6576268.10000000 0.418926546915 Long DBT UST US N 2 2037-08-15 Fixed 0.00000000 N N N N N N UMBS P#AL3024 3.5% 01/01/43 N/A 3138EKLE3 1098194.55000000 NS USD 1153808.26000000 0.073500791454 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N FGLMC P#Q09825 4% 08/01/42 N/A 3132GVHA3 1269426.42000000 NS USD 1358582.34000000 0.086545469214 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 4.00000000 N N N N N N UMBS P#995183 5.5% 11/01/38 N/A 31416BRC4 15821.53000000 NS USD 17285.06000000 0.001101106340 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.50000000 N N N N N N UMBS P#254868 5% 09/01/33 N/A 31371LCD9 388177.67000000 NS USD 427905.42000000 0.027258763980 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N HARMAN INTL IND 4.15% 05/15/25 N/A 413086AH2 5000000.00000000 NS USD 5326258.55000000 0.339297466040 Long DBT CORP US N 2 2025-05-15 Fixed 4.15000000 N N N N N N UMBS P#AN5982 2.915% 07/01/27 N/A 3138LJUG3 2869009.17000000 NS USD 2935147.58000000 0.186977054718 Long ABS-MBS USGSE US N 2 2027-07-01 Fixed 2.91500000 N N N N N N UMBS P#AP2421 4% 08/01/42 N/A 3138M5VP1 1622490.33000000 NS USD 1735380.89000000 0.110548583600 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 4.00000000 N N N N N N ARROW ELECTRONIC 4.5% 03/01/23 549300YNNLBXT8N8R512 042735BC3 1100000.00000000 NS USD 1160436.48000000 0.073923027481 Long DBT CORP US N 2 2023-03-01 Fixed 4.50000000 N N N N N N UMBS P#AA0918 5.5% 09/01/34 N/A 31416JAU5 99294.13000000 NS USD 110024.19000000 0.007008846551 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N US TREASURYS ZCP 08/15/26 N/A 912833PA2 20000000.00000000 NS USD 17636234.40000000 1.123477124934 Long DBT UST US N 2 2026-08-15 Fixed 0.00000000 N N N N N N UMBS P#819453 4% 03/01/35 N/A 31406TMA6 258390.58000000 NS USD 272965.49000000 0.017388660014 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 4.00000000 N N N N N N UMBS P#BK7412 3.5% 08/01/48 N/A 3140HMGW8 2685484.40000000 NS USD 2762308.35000000 0.175966715618 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.50000000 N N N N N N FGLMC P#Q14428 3.5% 01/01/43 N/A 3132HQ4M1 929370.48000000 NS USD 965151.44000000 0.061482827929 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.50000000 N N N N N N VOYA FINANCIAL 3.65% 06/15/26 549300T065Z4KJ686G75 929089AB6 5000000.00000000 NS USD 5277163.90000000 0.336170000449 Long DBT CORP US N 2 2026-06-15 Fixed 3.65000000 N N N N N N FGLMC P#A97173 4.5% 03/01/41 N/A 3129456J2 395698.65000000 NS USD 435337.83000000 0.027732229144 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.50000000 N N N N N N UMBS P#767867 5.5% 03/01/33 N/A 31404GCC3 164182.17000000 NS USD 175949.59000000 0.011208477672 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N UMBS P#MA1561 3% 09/01/33 N/A 31418AWX2 1884278.96000000 NS USD 1940129.91000000 0.123591664969 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N NATIONAL RETAIL 3.8% 10/15/22 5493008JKH5SOTI0JS97 637417AE6 3000000.00000000 NS USD 3121328.25000000 0.198837280609 Long DBT CORP US N 2 2022-10-15 Fixed 3.80000000 N N N N N N WI TREASURY SE 2.625% 02/15/29 N/A 9128286B1 50000000.00000000 NS USD 52951544.00000000 3.373160452776 Long DBT USGA US N 2 2029-02-15 Fixed 2.62500000 N N N N N N GNMA P#701818 5% 04/15/39 N/A 36296UVK3 723573.14000000 NS USD 806016.33000000 0.051345479343 Long ABS-MBS USGSE US N 2 2039-04-15 Fixed 5.00000000 N N N N N N UMBS P#899737 6% 06/01/37 N/A 31410WS25 2913.46000000 NS USD 2968.00000000 0.000189069845 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N US TREAS NTS 1.5% 09/30/24 N/A 912828YH7 8000000.00000000 NS USD 7925788.40000000 0.504894739008 Long DBT UST US N 2 2024-09-30 Fixed 1.50000000 N N N N N N UMBS P#832715 5% 09/01/35 N/A 31407KDU0 189590.88000000 NS USD 208787.58000000 0.013300348860 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N FGLMC P#G04693 5.5% 07/01/32 N/A 3128M6RN0 110718.60000000 NS USD 120731.89000000 0.007690956787 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 5.50000000 N N N N N N BERKLEY (WR) C 4.625% 03/15/22 SQOAGCLKBDWNVYV1OV80 084423AS1 2000000.00000000 NS USD 2108400.52000000 0.134310970284 Long DBT CORP US N 2 2022-03-15 Fixed 4.62500000 N N N N N N GNMA II P#3567 4.5% 06/20/34 N/A 36202D6C0 246310.47000000 NS USD 259789.66000000 0.016549323040 Long ABS-MBS USGSE US N 2 2034-06-20 Fixed 4.50000000 N N N N N N AFLAC INC 4% 02/15/22 549300N0B7DOGLXWPP39 001055AJ1 3000000.00000000 NS USD 3129733.38000000 0.199372710740 Long DBT CORP US N 2 2022-02-15 Fixed 4.00000000 N N N N N N FHLMC P#1G1677 V/R 04/01/37 N/A 3128QJ2J4 58171.31000000 NS USD 61194.51000000 0.003898260286 Long ABS-MBS USGA US N 2 2037-04-01 Variable 4.71300000 N N N N N N TECK RESOURCES 3.75% 02/01/23 T8KI5SQ2JRWHL7XY0E11 878742AY1 1000000.00000000 NS USD 1017500.74000000 0.064817623766 Long DBT CORP CA N 2 2023-02-01 Fixed 3.75000000 N N N N N N UMBS P#898171 6.5% 09/01/36 N/A 31410U2C5 18280.64000000 NS USD 20814.49000000 0.001325940835 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N UMBS P#734827 4.5% 08/01/33 N/A 31402QLG4 79610.90000000 NS USD 85541.46000000 0.005449228637 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N ADOBE INC 4.75% 02/01/20 FU4LY2G4933NH2E1CP29 00724FAB7 4000000.00000000 NS USD 4008077.20000000 0.255325652122 Long DBT CORP US N 2 2020-02-01 Fixed 4.75000000 N N N N N N ZIMMER BIOMET H 3.15% 04/01/22 2P2YLDVPES3BXQ1FRB91 98956PAL6 5000000.00000000 NS USD 5102993.95000000 0.325074890788 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N AMERICAN EXPRE 3.625% 12/05/24 R4PP93JZOLY261QX3811 025816BK4 5000000.00000000 NS USD 5281550.70000000 0.336449451796 Long DBT CORP US N 2 2024-12-05 Fixed 3.62500000 N N N N N N UMBS P#AU0612 3.5% 08/01/38 N/A 3138WZVE9 1461962.07000000 NS USD 1525303.99000000 0.097166101474 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 3.50000000 N N N N N N UMBS P#RB5017 3% 11/01/39 N/A 3133KYSE0 4958558.85000000 NS USD 5068993.34000000 0.322908957477 Long ABS-MBS USGA US N 2 2039-11-01 Fixed 3.00000000 N N N N N N NORTONLIFELOCK I 4.2% 09/15/20 YF6ZV0M6AU4FY94MK914 871503AH1 4000000.00000000 NS USD 4047230.68000000 0.257819837567 Long DBT CORP US N 2 2020-09-15 Fixed 4.20000000 N N N N N N FHR 3418 DF 6% 03/15/32 N/A 31397R7F7 100299.30000000 NS USD 112224.62000000 0.007149020055 Long ABS-CBDO CORP US N 2 2032-03-15 Fixed 6.00000000 N N N N N N FGLMC P#C91820 3.5% 04/01/35 N/A 3128P8AV3 991279.56000000 NS USD 1032228.52000000 0.065755824266 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 3.50000000 N N N N N N UMBS P#AL2302 4.5% 08/01/41 N/A 3138EJRY6 1148971.35000000 NS USD 1247565.94000000 0.079473416130 Long ABS-MBS USGSE US N 2 2041-08-01 Fixed 4.50000000 N N N N N N FGLMC P#A70283 5.5% 06/01/37 N/A 3128L3J49 792777.12000000 NS USD 891059.31000000 0.056762953419 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 5.50000000 N N N N N N GENWORTH HOLDING 7.2% 02/15/21 N/A 37247DAN6 1750000.00000000 NS USD 1802500.00000000 0.114824257364 Long DBT CORP US N 2 2021-02-15 Fixed 7.20000000 N N N N N N ADVANCE AUTO PAR 4.5% 12/01/23 529900UCNQ5H9FSL0Y70 00751YAC0 1000000.00000000 NS USD 1071143.33000000 0.068234805769 Long DBT CORP US N 2 2023-12-01 Fixed 4.50000000 N N N N N N FGLMC P#Q13204 3% 11/01/42 N/A 3132HPRZ9 756582.92000000 NS USD 780705.99000000 0.049733140372 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N UMBS P#AE3163 4.5% 11/01/40 N/A 31419DQR5 319142.28000000 NS USD 338270.13000000 0.021548746999 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.50000000 N N N N N N GNMA P#737329 4.5% 09/15/40 N/A 3620AREA5 743630.03000000 NS USD 808465.96000000 0.051501527579 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 4.50000000 N N N N N N UMBS P#MA3890 3% 01/01/40 N/A 31418DKC5 5000000.00000000 NS USD 5136034.70000000 0.327179678351 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 3.00000000 N N N N N N UMBS P#899614 6.5% 07/01/37 N/A 31410WN79 13623.54000000 NS USD 15124.61000000 0.000963479673 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N CITIGROUP INC 3.875% 03/26/25 6SHGI4ZSSLCXXQSBB395 172967JL6 5000000.00000000 NS USD 5284614.70000000 0.336644637108 Long DBT CORP US N 2 2025-03-26 Fixed 3.87500000 N N N N N N ANTHEM INC 4.35% 08/15/20 8MYN82XMYQH89CTMTH67 94973VAS6 2000000.00000000 NS USD 2028553.78000000 0.129224511130 Long DBT CORP US N 2 2020-08-15 Fixed 4.35000000 N N N N N N MOODY'S CORPORAT 4.5% 09/01/22 549300GCEDD8YCF5WU84 615369AB1 4000000.00000000 NS USD 4227815.48000000 0.269323590994 Long DBT CORP US N 2 2022-09-01 Fixed 4.50000000 N N N N N N UMBS P#AS6582 3.5% 02/01/46 N/A 3138WGJ47 3771679.65000000 NS USD 3977529.59000000 0.253379684504 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N ENERGEN CORP 4.625% 09/01/21 5493002ES6YDYGYRKG86 29265NAS7 4000000.00000000 NS USD 4093960.00000000 0.260796625066 Long DBT CORP US N 2 2021-09-01 Fixed 4.62500000 N N N N N N FGLMC P#Q55948 4.5% 05/01/48 N/A 3132XYTE7 2881024.00000000 NS USD 3038489.77000000 0.193560239307 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N UMBS P#255608 6% 01/01/25 N/A 31371L3R8 61438.87000000 NS USD 67578.34000000 0.004304927991 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 6.00000000 N N N N N N FGLMC P#C01832 4.5% 03/01/34 N/A 31292JA91 257676.93000000 NS USD 276917.08000000 0.017640387274 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 4.50000000 N N N N N N FGLMC P#G16076 3% 02/01/32 N/A 3128ME6M8 3897135.66000000 NS USD 4018478.55000000 0.255988247012 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3.00000000 N N N N N N JUNIPER NETWORKS 4.5% 03/15/24 AUHIXNGG7U2U7JEHM527 48203RAG9 3000000.00000000 NS USD 3244564.77000000 0.206687789285 Long DBT CORP US N 2 2024-03-15 Fixed 4.50000000 N N N N N N FGLMC P#G30284 5% 02/01/26 N/A 3128CUJ56 38007.25000000 NS USD 40608.90000000 0.002586899741 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 5.00000000 N N N N N N KEYSIGHT TECHNO 4.55% 10/30/24 549300GLKVIO8YRCYN02 49338LAB9 5000000.00000000 NS USD 5444792.45000000 0.346848404758 Long DBT CORP US N 2 2024-10-30 Fixed 4.55000000 N N N N N N GNR 2012-67 B 2.676% 10/16/47 N/A 38378BUA5 2000000.00000000 NS USD 1999491.20000000 0.127373144048 Long ABS-CBDO CORP US N 2 2047-10-16 Fixed 2.67631000 N N N N N N MARATHON PETRO 5.125% 03/01/21 3BNYRYQHD39K4LCKQF12 56585AAD4 3300000.00000000 NS USD 3416173.93000000 0.217619769510 Long DBT CORP US N 2 2021-03-01 Fixed 5.12500000 N N N N N N SHERWIN-WILLIAM 3.95% 01/15/26 Z15BMIOX8DDH0X2OBP21 824348BF2 5000000.00000000 NS USD 5354570.40000000 0.341101009535 Long DBT CORP US N 2 2026-01-15 Fixed 3.95000000 N N N N N N FNS 411 A3 3% 08/25/42 N/A 31395QCY4 893523.42000000 NS USD 905980.48000000 0.057713473399 Long ABS-CBDO CORP US N 2 2042-08-25 Fixed 3.00000000 N N N N N N FGLMC P#Q36232 3.5% 09/01/45 N/A 3132QS4S4 1463036.54000000 NS USD 1534226.05000000 0.097734461481 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50000000 N N N N N N UMBS P#745147 4.5% 12/01/35 N/A 31403CZL8 134976.51000000 NS USD 146293.75000000 0.009319318280 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 4.50000000 N N N N N N MOLSON COORS BEV 3.5% 05/01/22 54930073LBBH6ZCBE225 60871RAC4 3000000.00000000 NS USD 3082885.26000000 0.196388355351 Long DBT CORP US N 2 2022-05-01 Fixed 3.50000000 N N N N N N GNMA P#757380 3% 07/15/46 N/A 36230SFV1 2665079.27000000 NS USD 2740404.88000000 0.174571403731 Long ABS-MBS USGSE US N 2 2046-07-15 Fixed 3.00000000 N N N N N N GNMA P#747318 4.5% 10/15/40 N/A 3620C3G30 199470.12000000 NS USD 212357.59000000 0.013527768414 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 4.50000000 N N N N N N REINSURANCE GRP OF 5% 06/01/21 LORM1GNEU1DKEW527V90 759351AJ8 3000000.00000000 NS USD 3115405.53000000 0.198459986892 Long DBT CORP US N 2 2021-06-01 Fixed 5.00000000 N N N N N N FGLMC P#Q32771 3.5% 04/01/45 N/A 3132QPCH5 1688659.05000000 NS USD 1779272.06000000 0.113344573059 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3.50000000 N N N N N N UMBS P#AJ4568 4.5% 10/01/41 N/A 3138AWCE1 160036.20000000 NS USD 168469.51000000 0.010731975797 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 4.50000000 N N N N N N GNMA P#576498 6.5% 12/15/31 N/A 36200YNP8 17943.05000000 NS USD 19798.39000000 0.001261212443 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 6.50000000 N N N N N N FNR 2018-54 LA 3.5% 11/25/42 N/A 3136B2YH9 1336480.38000000 NS USD 1369890.25000000 0.087265814495 Long ABS-CBDO CORP US N 2 2042-11-25 Fixed 3.50000000 N N N N N N FGLMC P#G18714 4% 11/01/33 N/A 3128MMYL1 5230532.22000000 NS USD 5458428.23000000 0.347717041825 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 4.00000000 N N N N N N AVNET INC 4.875% 12/01/22 XJI53DCPL7QABOWK4Z75 053807AR4 270000.00000000 NS USD 285854.70000000 0.018209738497 Long DBT CORP US N 2 2022-12-01 Fixed 4.87500000 N N N N N N UMBS P#AQ7127 3.5% 12/01/42 N/A 3138MN4M9 2119599.55000000 NS USD 2233112.50000000 0.142255469861 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N UMBS P#256555 5.5% 01/01/27 N/A 31371M5Q6 31225.01000000 NS USD 33647.49000000 0.002143438586 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 5.50000000 N N N N N N UMBS P#BC9396 3% 07/01/46 N/A 3140F5NN9 2165044.62000000 NS USD 2216026.42000000 0.141167039099 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.00000000 N N N N N N DOW CHEMICAL CO/ 3.5% 10/01/24 N/A 260543CJ0 4800000.00000000 NS USD 5036868.91000000 0.320862542044 Long DBT CORP US N 2 2024-10-01 Fixed 3.50000000 N N N N N N UMBS P#BA2906 4% 11/01/45 N/A 3140E7GQ7 1282070.40000000 NS USD 1360908.93000000 0.086693679461 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N GNMA P#501012 6.5% 04/15/31 N/A 36210SR91 6332.14000000 NS USD 6986.89000000 0.000445084302 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 6.50000000 N N N N N N US TREASURYS ZCP 08/15/25 N/A 912833LW8 20000000.00000000 NS USD 18032341.80000000 1.148710266705 Long DBT UST US N 2 2025-08-15 Fixed 0.00000000 N N N N N N OMNICOM GP/OMN 3.625% 05/01/22 N/A 681919AZ9 1000000.00000000 NS USD 1035452.56000000 0.065961204570 Long DBT CORP US N 2 2022-05-01 Fixed 3.62500000 N N N N N N AT&T INC 3% 02/15/22 549300Z40J86GGSTL398 00206RBD3 4000000.00000000 NS USD 4078513.72000000 0.259812654120 Long DBT CORP US N 2 2022-02-15 Fixed 3.00000000 N N N N N N BIO-RAD LABS 4.875% 12/15/20 549300ZC1GPV35XYDK53 090572AP3 4000000.00000000 NS USD 4098767.76000000 0.261102892734 Long DBT CORP US N 2 2020-12-15 Fixed 4.87500000 N N N N N N UMBS P#AB4027 3.5% 12/01/41 N/A 31417APM5 778646.04000000 NS USD 811494.06000000 0.051694425961 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N FHR 4487 TA 3% 09/15/43 N/A 3137BK2H2 2620418.20000000 NS USD 2672138.44000000 0.170222641858 Long ABS-CBDO CORP US N 2 2043-09-15 Fixed 3.00000000 N N N N N N FGLMC P#G14149 4% 05/01/26 N/A 3128MCZN8 158525.31000000 NS USD 165842.34000000 0.010564617769 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 4.00000000 N N N N N N OLD REPUBLIC I 3.875% 08/26/26 N/A 680223AK0 5000000.00000000 NS USD 5265153.50000000 0.335404904604 Long DBT CORP US N 2 2026-08-26 Fixed 3.87500000 N N N N N N DISCOVERY COMMUN 3.5% 06/15/22 N/A 25470DBA6 5000000.00000000 NS USD 5138926.60000000 0.327363900415 Long DBT CORP US N 2 2022-06-15 Fixed 3.50000000 N N N N N N HYATT HOTELS C 5.375% 08/15/21 T27JQIMTYSH41TCD5186 448579AD4 200000.00000000 NS USD 208529.04000000 0.013283879143 Long DBT CORP US N 2 2021-08-15 Fixed 5.37500000 N N N N N N BOSTON PROPERTI 3.85% 02/01/23 N/A 10112RAU8 3000000.00000000 NS USD 3141904.83000000 0.200148065917 Long DBT CORP US N 2 2023-02-01 Fixed 3.85000000 N N N N N N UMBS P#AA6022 4.5% 05/01/39 N/A 31416PVQ7 489823.17000000 NS USD 532891.11000000 0.033946644084 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N NEWMONT GOLDCORP 3.5% 03/15/22 549300VSP3RIX7FGDZ51 651639AN6 4000000.00000000 NS USD 4104315.40000000 0.261456292813 Long DBT CORP US N 2 2022-03-15 Fixed 3.50000000 N N N N N N UMBS P#BJ9970 4% 05/01/48 N/A 3140HCCG9 5185337.02000000 NS USD 5426488.38000000 0.345682384650 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.00000000 N N N N N N UMBS P#MA2655 4% 06/01/36 N/A 31418B5R3 753320.96000000 NS USD 802225.78000000 0.051104010778 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 4.00000000 N N N N N N CAPITAL ONE FIN 4.75% 07/15/21 ZUE8T73ROZOF6FLBAR73 14040HAY1 4000000.00000000 NS USD 4164772.56000000 0.265307581856 Long DBT CORP US N 2 2021-07-15 Fixed 4.75000000 N N N N N N EXPRESS SCRIPTS 3.5% 06/15/24 5493003UA6VMND084504 30219GAK4 2000000.00000000 NS USD 2076770.60000000 0.132296056511 Long DBT CORP US N 2 2024-06-15 Fixed 3.50000000 N N N N N N WELLS FARGO & C 3.45% 02/13/23 PBLD0EJDB5FWOLXP3B76 94974BFJ4 4000000.00000000 NS USD 4141551.12000000 0.263828311618 Long DBT CORP US N 2 2023-02-13 Fixed 3.45000000 N N N N N N SIGNET UK FINANC 4.7% 06/15/24 N/A 82671AAA1 5000000.00000000 NS USD 4700000.00000000 0.299403056652 Long DBT CORP GB N 2 2024-06-15 Fixed 4.70000000 N N N N N N UMBS P#826686 5.5% 08/01/35 N/A 31407CNB9 207106.66000000 NS USD 231291.87000000 0.014733934650 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N GNMA P#AC7671 3.5% 11/15/42 N/A 36179HQY0 621375.25000000 NS USD 646483.54000000 0.041182797436 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 3.50000000 N N N N N N UMBS P#BF0125 4% 07/01/56 N/A 3140FXD74 1760187.17000000 NS USD 1886439.09000000 0.120171410581 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N UMBS P#255047 5.5% 01/01/24 N/A 31371LHY8 59640.27000000 NS USD 64112.80000000 0.004084163466 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N QUEST DIAGNOSTIC 3.5% 03/30/25 8MCWUBXQ0WE04KMXBX50 74834LAX8 700000.00000000 NS USD 736879.05000000 0.046941242543 Long DBT CORP US N 2 2025-03-30 Fixed 3.50000000 N N N N N N UMBS P#944627 6% 07/01/37 N/A 31413F4L3 55213.92000000 NS USD 63174.28000000 0.004024377134 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N OMNICOM GP/OMNI 4.45% 08/15/20 N/A 682134AC5 1800000.00000000 NS USD 1824236.35000000 0.116208923243 Long DBT CORP US N 2 2020-08-15 Fixed 4.45000000 N N N N N N UMBS P#AB4808 3.5% 04/01/42 N/A 31417BKW6 886214.89000000 NS USD 931456.04000000 0.059336337343 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N FGLMC P#A84189 4% 12/01/33 N/A 312930UN8 898751.55000000 NS USD 938078.90000000 0.059758231923 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 4.00000000 N N N N N N VENDE 2008-1 GD 5.25% 1/15/32_ N/A 92261UAA2 348199.74000000 NS USD 359534.13000000 0.022903322870 Long ABS-CBDO CORP US N 2 2032-01-15 Fixed 5.25000000 N N N N N N UMBS P#AP3585 3.5% 08/01/42 N/A 3138M66X0 988498.34000000 NS USD 1041347.08000000 0.066336701869 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N UMBS P#637235 6% 04/01/32 N/A 31389V4U8 4946.30000000 NS USD 5440.57000000 0.000346579422 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 6.00000000 N N N N N N FGLMC P#J20528 2.5% 09/01/27 N/A 31306XSR5 913051.11000000 NS USD 922876.49000000 0.058789796174 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 2.50000000 N N N N N N UMBS P#739633 5.5% 10/01/33 N/A 31402VV23 256295.57000000 NS USD 286362.14000000 0.018242063835 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N FGLMC P#Q56064 4% 05/01/48 N/A 3132XYW29 907697.27000000 NS USD 946936.13000000 0.060322462080 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.00000000 N N N N N N UMBS P#617710 6.5% 05/01/32 N/A 31388XGT5 54880.69000000 NS USD 60927.56000000 0.003881254829 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N FRESB 2016-SB24 V/R 10/25/26 N/A 30295NAG5 1567347.03000000 NS USD 1568677.24000000 0.099929097990 Long ABS-CBDO CORP US N 2 2026-10-25 Variable 2.37000000 N N N N N N EBAY INC 2.875% 08/01/21 OML71K8X303XQONU6T67 278642AK9 5000000.00000000 NS USD 5058926.80000000 0.322267690914 Long DBT CORP US N 2 2021-08-01 Fixed 2.87500000 N N N N N N UNUM GROUP 4% 03/15/24 549300E32YFDO6TZ8R31 91529YAK2 5000000.00000000 NS USD 5279257.15000000 0.336303346289 Long DBT CORP US N 2 2024-03-15 Fixed 4.00000000 N N N N N N FREEPORT-MCMORA 3.55% 03/01/22 549300IRDTHJQ1PVET45 35671DAU9 4000000.00000000 NS USD 4050000.00000000 0.257996250944 Long DBT CORP US N 2 2022-03-01 Fixed 3.55000000 N N N N N N UMBS P#ZN5898 3% 05/01/49 N/A 3131YCRT5 4635439.75000000 NS USD 4705426.36000000 0.299748730858 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.00000000 N N N N N N UMBS P#BE7137 4% 02/01/47 N/A 3140FS4X8 3096850.10000000 NS USD 3286778.74000000 0.209376936445 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N UMBS P#CA0713 4.5% 11/01/47 N/A 3140Q7YK7 3026096.48000000 NS USD 3248965.13000000 0.206968104442 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N HEXCEL CORP 4.7% 08/15/25 S6Q7LW43WUBUHXY2QP69 428291AM0 3900000.00000000 NS USD 4204342.00000000 0.267828265108 Long DBT CORP US N 2 2025-08-15 Fixed 4.70000000 N N N N N N SOUTHERN COPPER 3.5% 11/08/22 N/A 84265VAF2 4000000.00000000 NS USD 4125745.60000000 0.262821456087 Long DBT CORP US N 2 2022-11-08 Fixed 3.50000000 N N N N N N UMBS P#783815 4.5% 07/01/34 N/A 31405AYL1 104334.95000000 NS USD 112888.81000000 0.007191330803 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 4.50000000 N N N N N N FHR 4088 PA 3% 12/15/40 N/A 3137ASQ80 977719.35000000 NS USD 998785.68000000 0.063625422453 Long ABS-CBDO CORP US N 2 2040-12-15 Fixed 3.00000000 N N N N N N FNR 2011-5 P 5% 09/25/40 N/A 31397QMX3 1202465.34000000 NS USD 1237285.13000000 0.078818499972 Long ABS-CBDO CORP US N 2 2040-09-25 Fixed 5.00000000 N N N N N N EXPEDIA INC 5.95% 08/15/20 CI7MUJI4USF3V0NJ1H64 30212PAH8 4000000.00000000 NS USD 4088802.20000000 0.260468058877 Long DBT CORP US N 2 2020-08-15 Fixed 5.95000000 N N N N N N FGLMC P#Q52093 3.5% 11/01/47 N/A 3132XUKF1 3378853.48000000 NS USD 3509442.82000000 0.223561256905 Long ABS-MBS USGA US N 2 2047-11-01 Fixed 3.50000000 N N N N N N FNR 2007-6 PA 5.5% 02/25/37 N/A 31396PRK9 23457.87000000 NS USD 25266.80000000 0.001609565351 Long ABS-CBDO CORP US N 2 2037-02-25 Fixed 5.50000000 N N N N N N WELLS FARGO & 4.125% 08/15/23 PBLD0EJDB5FWOLXP3B76 94974BFN5 1000000.00000000 NS USD 1061499.06000000 0.067620438978 Long DBT CORP US N 2 2023-08-15 Fixed 4.12500000 N N N N N N FGLMC P#Q24424 4% 01/01/44 N/A 3132M4SM8 1329317.08000000 NS USD 1415333.08000000 0.090160649006 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 4.00000000 N N N N N N FGLMC P#G01907 4.5% 08/01/34 N/A 3128LXDL1 141322.81000000 NS USD 153296.44000000 0.009765409087 Long ABS-MBS USGA US N 2 2034-08-01 Fixed 4.50000000 N N N N N N UMBS P#BO0585 3.5% 07/01/49 N/A 3140JUUK8 3097284.70000000 NS USD 3190159.69000000 0.203222034551 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N FGLMC P#Q62739 4% 04/01/49 N/A 3132VPBH0 4398110.90000000 NS USD 4587907.33000000 0.292262442178 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.00000000 N N N N N N KINDER MORGAN EN 4.3% 05/01/24 N/A 28370TAG4 5000000.00000000 NS USD 5344195.25000000 0.340440083658 Long DBT CORP US N 2 2024-05-01 Fixed 4.30000000 N N N N N N PACIFIC LIFECORP 6% 02/10/20 N/A 694476AC6 710000.00000000 NS USD 712468.64000000 0.045386231613 Long DBT CORP US Y 2 2020-02-10 Fixed 6.00000000 N N N N N N US TREAS NTS 3.125% 11/15/28 N/A 9128285M8 4000000.00000000 NS USD 4395094.72000000 0.279979743285 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N UMBS P#BL1225 3.53% 01/01/26 N/A 3140HSLF6 5000000.00000000 NS USD 5277755.70000000 0.336207699753 Long ABS-MBS USGSE US N 2 2026-01-01 Fixed 3.53000000 N N N N N N FISERV INC 4.75% 06/15/21 GI7UBEJLXYLGR2C7GV83 337738AL2 1000000.00000000 NS USD 1039702.47000000 0.066231935643 Long DBT CORP US N 2 2021-06-15 Fixed 4.75000000 N N N N N N FNGT 2004-T1 1A3 7% 01/25/44 N/A 31393XFU6 219460.56000000 NS USD 244677.87000000 0.015586660036 Long ABS-CBDO CORP US N 2 2044-01-25 Fixed 7.00000000 N N N N N N UMBS P#749373 5% 11/01/33 N/A 31403HQ29 314336.18000000 NS USD 346506.17000000 0.022073405626 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N UMBS P#800938 5.5% 10/01/34 N/A 31405VZB6 230878.43000000 NS USD 259395.15000000 0.016524191657 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N PEOPLES UNITED BAN 4% 07/15/24 N/A 71270QEB8 2000000.00000000 NS USD 2087930.46000000 0.133006970595 Long DBT CORP US N 2 2024-07-15 Fixed 4.00000000 N N N N N N FGLMC P#Q62858 4% 04/01/49 N/A 3132VPE87 4459122.50000000 NS USD 4651325.71000000 0.296302369161 Long ABS-MBS USGA US N 2 2049-04-01 Fixed 4.00000000 N N N N N N UMBS P#254310 6% 05/01/32 N/A 31371KN31 109594.56000000 NS USD 125677.05000000 0.008005977217 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.00000000 N N N N N N FGLMC P#A78947 5.5% 05/01/33 N/A 3128LC5G7 101561.30000000 NS USD 109321.59000000 0.006964088979 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5.50000000 N N N N N N EASTMAN CHEMICAL 4.5% 01/15/21 FDPVHDGJ1IQZFK9KH630 277432AK6 2500000.00000000 NS USD 2545379.80000000 0.162147764353 Long DBT CORP US N 2 2021-01-15 Fixed 4.50000000 N N N N N N UMBS P#BM3280 4.5% 11/01/47 N/A 3140J7UE3 3945084.12000000 NS USD 4241449.89000000 0.270192140787 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N UIL HOLDINGS C 4.625% 10/01/20 N/A 902748AA0 2725000.00000000 NS USD 2775321.49000000 0.176795688786 Long DBT CORP US N 2 2020-10-01 Fixed 4.62500000 N N N N N N FGLMC P#Q54410 4% 02/01/48 N/A 3132XW3U3 1161139.20000000 NS USD 1217864.31000000 0.077581339787 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.00000000 N N N N N N MURPHY OIL CORP 4.45% 12/01/22 QBKYQD0ODE7DC7PDIN91 626717AF9 3525000.00000000 NS USD 3630750.00000000 0.231288861263 Long DBT CORP US N 2 2022-12-01 Variable 4.20000000 N N N N N N UMBS P#MA1490 3% 07/01/33 N/A 31418AUQ9 1780983.90000000 NS USD 1833793.10000000 0.116817714767 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.00000000 N N N N N N FGLMC P#G60602 3.5% 11/01/43 N/A 31335AU30 1205576.38000000 NS USD 1270801.57000000 0.080953590309 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 3.50000000 N N N N N N DOLLAR GENERAL 3.25% 04/15/23 OPX52SQVOZI8IVSWYU66 256677AC9 4000000.00000000 NS USD 4129121.56000000 0.263036514117 Long DBT CORP US N 2 2023-04-15 Fixed 3.25000000 N N N N N N UMBS P#AA1078 4.5% 01/01/35 N/A 31416JFU0 422770.37000000 NS USD 454463.81000000 0.028950607202 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 4.50000000 N N N N N N GNMA P#778383 3.5% 07/15/42 N/A 36176WRC7 1506723.24000000 NS USD 1585288.82000000 0.100987301783 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.50000000 N N N N N N EDGEWELL PERSONA 4.7% 05/19/21 549300CY8QZDL4Z3RU59 29266RAB4 4000000.00000000 NS USD 4090000.00000000 0.260544362065 Long DBT CORP US N 2 2021-05-19 Fixed 4.70000000 N N N N N N AID-SRI LANKA 6.585% 09/15/28 N/A 85227SAG1 2433295.01000000 NS USD 2821207.23000000 0.179718737895 Long DBT USGA LK N 2 2028-09-15 Fixed 6.58500000 N N N N N N FGLMC P#J11719 4% 02/01/25 N/A 3128PQ4C2 114537.02000000 NS USD 119522.58000000 0.007613920381 Long ABS-MBS USGA US N 2 2025-02-01 Fixed 4.00000000 N N N N N N UMBS P#MA1865 4.5% 04/01/44 N/A 31418BCB0 1750537.58000000 NS USD 1896175.16000000 0.120791625287 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N UMBS P#MA0985 4.5% 01/01/42 N/A 31418ACX4 81125.79000000 NS USD 88090.89000000 0.005611634410 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.50000000 N N N N N N VENTAS REALTY L 3.25% 08/15/22 N/A 92276MAZ8 500000.00000000 NS USD 512956.83000000 0.032676775070 Long DBT CORP US N 2 2022-08-15 Fixed 3.25000000 N N N N N N US TREAS NTS 2.25% 08/15/27 N/A 9128282R0 74500000.00000000 NS USD 76530454.29000000 4.875202540723 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N UMBS P#754732 5.5% 03/01/34 N/A 31403QPR5 33345.75000000 NS USD 35853.51000000 0.002283968188 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N FAMILY DOLLAR STOR 5% 02/01/21 N/A 307000AA7 4000000.00000000 NS USD 4120920.00000000 0.262514051961 Long DBT CORP US N 2 2021-02-01 Fixed 5.00000000 N N N N N N UMBS P#SD0149 3% 11/01/49 N/A 3132DMEW1 2993697.87000000 NS USD 3038740.12000000 0.193576187297 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N UMBS P#AH7647 4.5% 11/01/41 N/A 3138A9P99 836214.34000000 NS USD 908034.91000000 0.057844346298 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.50000000 N N N N N N UMBS P#255893 5.5% 09/01/25 N/A 31371MGA9 65303.97000000 NS USD 70653.04000000 0.004500794922 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.50000000 N N N N N N US TREAS NTS 1.5% 08/15/26 N/A 9128282A7 40800000.00000000 NS USD 39963297.26000000 2.545773053944 Long DBT UST US N 2 2026-08-15 Fixed 1.50000000 N N N N N N UMBS P#786354 5.5% 07/01/34 N/A 31405DTK3 123672.48000000 NS USD 135688.84000000 0.008643756053 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N GNMA P#738107 4% 03/15/41 N/A 3620ASAG4 441637.06000000 NS USD 469832.87000000 0.029929659019 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 4.00000000 N N N N N N UMBS P#AQ9118 3% 12/01/42 N/A 3138MRDY4 935576.44000000 NS USD 956451.96000000 0.060928646886 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N UMBS P#256686 6% 04/01/37 N/A 31371NCX1 17070.06000000 NS USD 18292.61000000 0.001165290074 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 6.00000000 N N N N N N UMBS P#MA0616 4% 01/01/31 N/A 31417YVJ3 76125.62000000 NS USD 81050.97000000 0.005163171949 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 4.00000000 N N N N N N FGLMC P#U99051 3.5% 06/01/43 N/A 3132H7BV5 2112541.23000000 NS USD 2219352.69000000 0.141378931739 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.50000000 N N N N N N FGLMC P#Q17451 3% 04/01/43 N/A 3132J8WM8 1835755.74000000 NS USD 1887520.80000000 0.120240318513 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N UMBS P#696231 6% 04/01/33 N/A 31400SPQ6 308500.49000000 NS USD 343924.60000000 0.021908952446 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N UMBS P#AO8693 4.5% 07/01/42 N/A 3138M0UT5 927513.21000000 NS USD 1009897.33000000 0.064333265426 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.50000000 N N N N N N UMBS P#MA2900 3% 01/01/47 N/A 31418CGJ7 1104675.03000000 NS USD 1110854.02000000 0.070764487038 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N MACK-CALI REALTY 4.5% 04/18/22 N/A 55448QAQ9 5000000.00000000 NS USD 5080331.00000000 0.323631197915 Long DBT CORP US N 2 2022-04-18 Fixed 4.50000000 N N N N N N UMBS P#BC3490 3.5% 02/01/46 N/A 3140EX2Y8 2074176.06000000 NS USD 2164267.32000000 0.137869840642 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N SYNCHRONY FINANC 2.7% 02/03/20 549300RS7EWPM9MA6C78 87165BAE3 2250000.00000000 NS USD 2250771.21000000 0.143380378744 Long DBT CORP US N 2 2020-02-03 Fixed 2.70000000 N N N N N N PACKAGING CORP O 4.5% 11/01/23 549300XZP8MFZFY8TJ84 695156AQ2 2000000.00000000 NS USD 2147498.82000000 0.136801640609 Long DBT CORP US N 2 2023-11-01 Fixed 4.50000000 N N N N N N US TREAS BDS 2.875% 05/15/49 N/A 912810SH2 29000000.00000000 NS USD 31928583.85000000 2.033939489204 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N US TREAS NTS 2.25% 02/15/27 N/A 912828V98 44000000.00000000 NS USD 45181272.40000000 2.878172565955 Long DBT UST US N 2 2027-02-15 Fixed 2.25000000 N N N N N N UMBS P#924096 6.5% 05/01/37 N/A 31412FUV3 84007.49000000 NS USD 88137.42000000 0.005614598500 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N UMBS P#782046 4.5% 05/01/34 N/A 31404XZK3 117737.13000000 NS USD 127135.82000000 0.008098904918 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N GNMA II P#5302 3.5% 02/20/42 N/A 36202F3K0 1422249.67000000 NS USD 1458918.58000000 0.092937166437 Long ABS-MBS USGSE US N 2 2042-02-20 Fixed 3.50000000 N N N N N N GNMA II P#AB2158 4% 08/20/42 N/A 36178MMF5 848847.30000000 NS USD 897894.36000000 0.057198365092 Long ABS-MBS USGSE US N 2 2042-08-20 Fixed 4.00000000 N N N N N N UMBS P#MA1544 3.5% 08/01/43 N/A 31418AWE4 1689775.39000000 NS USD 1767213.86000000 0.112576432221 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FGLMC P#Q29142 4% 10/01/44 N/A 3132M9ZF4 1489175.82000000 NS USD 1578820.88000000 0.100575276037 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00000000 N N N N N N FHR 2175 TH 6% 07/15/29 N/A 3133TLK56 79502.26000000 NS USD 87088.21000000 0.005547760909 Long ABS-CBDO CORP US N 2 2029-07-15 Fixed 6.00000000 N N N N N N UMBS P#AL5233 4% 01/01/41 N/A 3138EMY70 2215653.55000000 NS USD 2374176.47000000 0.151241636627 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N UMBS P#741897 5% 10/01/33 N/A 31402YGE8 291666.04000000 NS USD 321485.75000000 0.020479535365 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N UMBS P#949245 6.5% 09/01/37 N/A 31413MBN6 13270.42000000 NS USD 14732.58000000 0.000938506273 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.50000000 N N N N N N TRAVELERS COS IN 3.9% 11/01/20 549300Y650407RU8B149 89417EAG4 2500000.00000000 NS USD 2539587.28000000 0.161778764737 Long DBT CORP US N 2 2020-11-01 Fixed 3.90000000 N N N N N N UMBS P#MA1394 3% 04/01/43 N/A 31418ARQ3 1611700.82000000 NS USD 1620703.70000000 0.103243328022 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N GENWORTH HOLDI 7.625% 09/24/21 N/A 37247DAP1 1300000.00000000 NS USD 1369420.00000000 0.087235858263 Long DBT CORP US N 2 2021-09-24 Fixed 7.62500000 N N N N N N UMBS P#966857 6% 12/01/37 N/A 31414HTN7 35429.34000000 NS USD 40621.41000000 0.002587696663 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N FGLMC P#J21332 2.5% 12/01/27 N/A 31306YPR6 983223.09000000 NS USD 996273.12000000 0.063465365401 Long ABS-MBS USGA US N 2 2027-12-01 Fixed 2.50000000 N N N N N N UMBS P#257247 5.5% 06/01/48 N/A 31371NWG6 52319.22000000 NS USD 57362.94000000 0.003654178632 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.50000000 N N N N N N FIDELITY NATIO 3.875% 06/05/24 6WQI0GK1PRFVBA061U48 31620MAM8 5000000.00000000 NS USD 5317311.35000000 0.338727504544 Long DBT CORP US N 2 2024-06-05 Fixed 3.87500000 N N N N N N FGLMC P#Q43173 3% 09/01/46 N/A 3132WGQ34 3960096.95000000 NS USD 4060680.92000000 0.258676655220 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N EXELON CORP 5.15% 12/01/20 3SOUA6IRML7435B56G12 210371AL4 3000000.00000000 NS USD 3059876.67000000 0.194922644250 Long DBT CORP US N 2 2020-12-01 Fixed 5.15000000 N N N N N N FGLMC P#G60369 4% 08/01/42 N/A 31335AMS4 602683.11000000 NS USD 646532.53000000 0.041185918235 Long ABS-MBS USGA US N 2 2042-08-01 Fixed 4.00000000 N N N N N N GNR 2009-42 DZ 5% 06/20/39 N/A 38374UWE7 885535.11000000 NS USD 963805.79000000 0.061397106286 Long ABS-CBDO CORP US N 2 2039-06-20 Fixed 5.00000000 N N N N N N TECK RESOURCES 4.75% 01/15/22 T8KI5SQ2JRWHL7XY0E11 878742AV7 3000000.00000000 NS USD 3107050.83000000 0.197927769292 Long DBT CORP CA N 2 2022-01-15 Fixed 4.75000000 N N N N N N FGLMC P#G06224 3.5% 01/01/41 N/A 3128M8G99 1165157.60000000 NS USD 1228107.42000000 0.078233854350 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 3.50000000 N N N N N N US TREASURYS ZCP 08/15/29 N/A 912833XP0 20000000.00000000 NS USD 16418076.20000000 1.045877063537 Long DBT UST US N 2 2029-08-15 Fixed 0.00000000 N N N N N N UMBS P#BH4099 3.5% 10/01/47 N/A 3140GSRV6 3909634.69000000 NS USD 4057172.85000000 0.258453181416 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.50000000 N N N N N N ALLEGHANY CORP 5.625% 09/15/20 549300DCJE6AYX159479 017175AB6 3000000.00000000 NS USD 3073137.78000000 0.195767413796 Long DBT CORP US N 2 2020-09-15 Fixed 5.62500000 N N N N N N UMBS P#BN6399 4% 03/01/49 N/A 3140JPDD4 5225062.74000000 NS USD 5445078.85000000 0.346866649234 Long ABS-MBS USGSE US N 2 2049-03-01 Fixed 4.00000000 N N N N N N UMBS P#AE5719 4% 12/01/33 N/A 31419GK94 853445.84000000 NS USD 891594.71000000 0.056797059886 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 4.00000000 N N N N N N EXELON GENERATI 4.25% 06/15/22 N/A 30161MAL7 1000000.00000000 NS USD 1045537.78000000 0.066603661101 Long DBT CORP US N 2 2022-06-15 Fixed 4.25000000 N N N N N N SYNCHRONY FINANC 3.7% 08/04/26 549300RS7EWPM9MA6C78 87165BAL7 2750000.00000000 NS USD 2838806.74000000 0.180839875574 Long DBT CORP US N 2 2026-08-04 Fixed 3.70000000 N N N N N N BLOCK FINANCIAL 5.5% 11/01/22 N/A 093662AE4 2250000.00000000 NS USD 2413131.12000000 0.153723156049 Long DBT CORP US N 2 2022-11-01 Fixed 5.50000000 N N N N N N UMBS P#AR0988 3% 01/01/43 N/A 3138NXC21 3137879.43000000 NS USD 3231196.64000000 0.205836202268 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N UMBS P#746350 4.5% 10/01/33 N/A 31403EEX1 93112.32000000 NS USD 100061.40000000 0.006374189151 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 4.50000000 N N N N N N SCANA CORPORAT 4.125% 02/01/22 V8HA8TAJG10VL0G7B254 80589MAE2 4000000.00000000 NS USD 4109322.72000000 0.261775273008 Long DBT CORP US N 2 2022-02-01 Fixed 4.12500000 N N N N N N UMBS P#AE5471 4.5% 10/01/40 N/A 31419GCH5 2556684.20000000 NS USD 2776211.15000000 0.176852362600 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N KOHL'S CORPORAT 3.25% 02/01/23 549300JF6LPRTRJ0FH50 500255AS3 1804000.00000000 NS USD 1830318.48000000 0.116596371821 Long DBT CORP US N 2 2023-02-01 Fixed 3.25000000 N N N N N N FGLMC P#G06913 4.5% 06/01/37 N/A 3128M9AN2 697424.43000000 NS USD 757584.75000000 0.048260253153 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 4.50000000 N N N N N N MARRIOTT INTER 3.375% 10/15/20 225YDZ14ZO8E1TXUSU86 571903AL7 3000000.00000000 NS USD 3021774.87000000 0.192495453743 Long DBT CORP US N 2 2020-10-15 Fixed 3.37500000 N N N N N N GNMA P#773245 4% 12/15/41 N/A 36176QZJ6 1087752.27000000 NS USD 1146803.35000000 0.073054559227 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N FGLMC P#G60024 3.5% 05/01/43 N/A 31335AAZ1 1697256.64000000 NS USD 1788856.10000000 0.113955103032 Long ABS-MBS USGA US N 2 2043-05-01 Fixed 3.50000000 N N N N N N UMBS P#975094 5.5% 05/01/38 N/A 31414SXX6 159238.00000000 NS USD 172274.71000000 0.010974377608 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N EQT CORP 4.875% 11/15/21 4NT01YGM4X7ZX86ISY52 26884LAB5 4000000.00000000 NS USD 4128566.28000000 0.263001141238 Long DBT CORP US N 2 2021-11-15 Fixed 4.87500000 N N N N N N FRESB 2018-SB46 V/R 12/25/27 N/A 30306NAF4 1940409.56000000 NS USD 2037237.94000000 0.129777716247 Long ABS-CBDO CORP US N 2 2027-12-25 Variable 3.30000000 N N N N N N UMBS P#MA2164 3.5% 02/01/35 N/A 31418BMN3 1474093.51000000 NS USD 1540758.33000000 0.098150585864 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.50000000 N N N N N N UMBS P#791281 5.5% 09/01/34 N/A 31405KCS8 47786.54000000 NS USD 52779.68000000 0.003362212238 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N FNR 2019-79 VC 3% 05/25/31 N/A 3136B72R1 4000000.00000000 NS USD 4102500.00000000 0.261340646790 Long ABS-CBDO CORP US N 2 2031-05-25 Fixed 3.00000000 N N N N N N HARTFORD FINL SV 5.5% 03/30/20 IU7C3FTM7Y3BQM112U94 416515AZ7 1000000.00000000 NS USD 1008415.58000000 0.064238873835 Long DBT CORP US N 2 2020-03-30 Fixed 5.50000000 N N N N N N FNR 2010-59 FA V/R 06/25/40 N/A 31398RNB7 504611.13000000 NS USD 506212.26000000 0.032247127225 Long ABS-CBDO CORP US N 2 2040-06-25 Variable 2.52200000 N N N N N N FGLMC P#Q34741 3.5% 07/01/45 N/A 3132QRHT0 1733066.28000000 NS USD 1845319.10000000 0.117551952986 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.50000000 N N N N N N UMBS P#254383 7.5% 06/01/32 N/A 31371KRC7 35609.48000000 NS USD 42352.45000000 0.002697968720 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.50000000 N N N N N N UMBS P#918930 6% 05/01/37 N/A 31411Y4P5 13653.48000000 NS USD 14761.46000000 0.000940346009 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N UMBS P#797806 5% 04/01/35 N/A 31405SKT0 118381.31000000 NS USD 130415.42000000 0.008307824549 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N AVNET INC 5.875% 06/15/20 XJI53DCPL7QABOWK4Z75 053807AQ6 1100000.00000000 NS USD 1116929.32000000 0.071151500526 Long DBT CORP US N 2 2020-06-15 Fixed 5.87500000 N N N N N N UMBS P#AB1613 4% 10/01/40 N/A 31416WYK2 785380.80000000 NS USD 846258.95000000 0.053909046031 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N FGLMC P#T65398 3% 11/01/46 N/A 31322Y7K1 1181640.18000000 NS USD 1188998.23000000 0.075742490301 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N HEALTHCARE REAL 3.75% 04/15/23 549300CB86LH2IOKHH22 421946AH7 4000000.00000000 NS USD 4127885.56000000 0.262957777483 Long DBT CORP US N 2 2023-04-15 Fixed 3.75000000 N N N N N N FIFTH THIRD BANC 4.3% 01/16/24 THRNG6BD57P9QWTQLG42 316773CP3 5000000.00000000 NS USD 5369911.05000000 0.342078251557 Long DBT CORP US N 2 2024-01-16 Fixed 4.30000000 N N N N N N FHR 4408 PB 3% 04/15/44 N/A 3137BFCY5 874657.76000000 NS USD 881903.34000000 0.056179692695 Long ABS-CBDO CORP US N 2 2044-04-15 Fixed 3.00000000 N N N N N N FHLMC P#1G1916 V/R 04/01/37 N/A 3128QSDV5 27204.04000000 NS USD 28546.63000000 0.001818499633 Long ABS-MBS USGA US N 2 2037-04-01 Variable 4.85500000 N N N N N N UMBS P#636709 8% 04/01/32 N/A 31389VKW6 18048.29000000 NS USD 18959.97000000 0.001207802760 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 8.00000000 N N N N N N APPLIED MATERIAL 3.9% 10/01/25 41BNNE1AFPNAZELZ6K07 038222AJ4 5000000.00000000 NS USD 5446292.80000000 0.346943981221 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N UMBS P#CA0451 3.5% 09/01/47 N/A 3140Q7QD2 4960374.52000000 NS USD 5147920.53000000 0.327936838741 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N UMBS P#AS4793 3.5% 04/01/45 N/A 3138WEKF5 1713714.75000000 NS USD 1804590.63000000 0.114957436303 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N BANK OF AMERICA 3.95% 04/21/25 9DJT3UXIJIZJI4WXO774 06051GFP9 5000000.00000000 NS USD 5331611.30000000 0.339638451085 Long DBT CORP US N 2 2025-04-21 Fixed 3.95000000 N N N N N N LABORATORY COR 4.625% 11/15/20 OZ7UA8IXAIFILY2VZH07 50540RAJ1 1000000.00000000 NS USD 1015494.01000000 0.064689789490 Long DBT CORP US N 2 2020-11-15 Fixed 4.62500000 N N N N N N LINCOLN NATIONAL C 4% 09/01/23 EFQMQROEDSNBRIP7LE47 534187BD0 4000000.00000000 NS USD 4256211.08000000 0.271132469597 Long DBT CORP US N 2 2023-09-01 Fixed 4.00000000 N N N N N N FGLMC P#Q59238 4% 10/01/48 N/A 3132Y3HQ0 3933951.35000000 NS USD 4097358.01000000 0.261013087742 Long ABS-MBS USGA US N 2 2048-10-01 Fixed 4.00000000 N N N N N N FHLMC P#1B2544 V/R 02/01/36 N/A 3128JMWE3 114931.57000000 NS USD 119464.43000000 0.007610216064 Long ABS-MBS USGA US N 2 2036-02-01 Variable 4.88800000 N N N N N N FLOWERS FOODS 4.375% 04/01/22 7YNCQQNDK8FBM9BBTK25 343498AA9 4000000.00000000 NS USD 4165877.16000000 0.265377947944 Long DBT CORP US N 2 2022-04-01 Fixed 4.37500000 N N N N N N FGLMC P#G08507 3% 10/01/42 N/A 3128MJR51 1772280.40000000 NS USD 1825977.55000000 0.116319842520 Long ABS-MBS USGA US N 2 2042-10-01 Fixed 3.00000000 N N N N N N GAP INC/THE 5.95% 04/12/21 T2ZG1WRWZ4BUCMQL9224 364760AK4 5000000.00000000 NS USD 5188194.10000000 0.330502377030 Long DBT CORP US N 2 2021-04-12 Fixed 5.95000000 N N N N N N FGLMC P#G12213 5.5% 03/01/21 N/A 3128M1K24 5349.75000000 NS USD 5383.01000000 0.000342912691 Long ABS-MBS USGA US N 2 2021-03-01 Fixed 5.50000000 N N N N N N WELLTOWER INC 3.75% 03/15/23 T6IZ0MBEG5ACZDTR7D06 42217KBA3 750000.00000000 NS USD 782181.52000000 0.049827135732 Long DBT CORP US N 2 2023-03-15 Fixed 3.75000000 N N N N N N KINROSS GOLD C 5.125% 09/01/21 549300UEBMAQDN0K0R06 496902AJ6 4000000.00000000 NS USD 4160000.00000000 0.265003556526 Long DBT CORP CA N 2 2021-09-01 Fixed 5.12500000 N N N N N N FNR 2018-22 VE 4% 05/25/29 N/A 3136B1NA8 1740700.92000000 NS USD 1826858.83000000 0.116375982505 Long ABS-CBDO CORP US N 2 2029-05-25 Fixed 4.00000000 N N N N N N GNMA P#589405 6.5% 05/15/32 N/A 36201PYA7 23124.95000000 NS USD 25516.11000000 0.001625447091 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6.50000000 N N N N N N FGLMC P#C03590 5% 10/01/40 N/A 31292K7B7 588328.29000000 NS USD 648727.80000000 0.041325763033 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 5.00000000 N N N N N N GNMA II P#AN0946 3.5% 05/20/45 N/A 36185GBP9 2221796.26000000 NS USD 2352330.06000000 0.149849959620 Long ABS-MBS USGSE US N 2 2045-05-20 Fixed 3.50000000 N N N N N N UMBS P#809707 5.5% 02/01/35 N/A 31406GR43 100277.44000000 NS USD 110535.45000000 0.007041415233 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N BLOCK FINANCIAL 5.25% 10/01/25 N/A 093662AG9 3000000.00000000 NS USD 3293346.33000000 0.209795310173 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N GNMA P#694386 4% 04/15/24 N/A 36296LNB2 116538.44000000 NS USD 121595.05000000 0.007745942477 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 4.00000000 N N N N N N UMBS P#BO4142 3.5% 08/01/49 N/A 3140JYS80 4738785.41000000 NS USD 4881253.11000000 0.310949383282 Long ABS-MBS USGSE US N 2 2049-08-01 Fixed 3.50000000 N N N N N N FGLMC P#G60659 3.5% 08/01/46 N/A 31335AWU8 2221750.08000000 NS USD 2340930.60000000 0.149123782351 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.50000000 N N N N N N QUEST DIAGNOSTI 4.75% 01/30/20 8MCWUBXQ0WE04KMXBX50 74834LAP5 4000000.00000000 NS USD 4007102.60000000 0.255263567395 Long DBT CORP US N 2 2020-01-30 Fixed 4.75000000 N N N N N N FHR 4732 QL 3% 04/15/45 N/A 3137FBNG7 2384692.08000000 NS USD 2413353.22000000 0.153737304436 Long ABS-CBDO CORP US N 2 2045-04-15 Fixed 3.00000000 N N N N N N UMBS P#AE9773 4% 11/01/40 N/A 31419L2F9 597750.58000000 NS USD 640893.71000000 0.040826709736 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N UMBS P#AA1264 4.5% 08/01/33 N/A 31416JMN8 132117.90000000 NS USD 142034.46000000 0.009047989675 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N GNMA II P#AL5503 3.5% 03/20/45 N/A 36184CDG7 3204043.38000000 NS USD 3347473.05000000 0.213243332602 Long ABS-MBS USGSE US N 2 2045-03-20 Fixed 3.50000000 N N N N N N FGLMC P#Q29184 4% 10/01/44 N/A 3132M92R4 980824.24000000 NS USD 1035462.72000000 0.065961851790 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00000000 N N N N N N FGLMC P#T65103 3% 11/01/42 N/A 31322YU41 1679182.19000000 NS USD 1689696.84000000 0.107638382704 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N UMBS P#AT0293 3% 03/01/43 N/A 3138WMKF7 1636798.77000000 NS USD 1687986.53000000 0.107529431206 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N FHR 3763 JM 4% 12/15/38 N/A 3137A2YK1 269683.86000000 NS USD 276630.62000000 0.017622138976 Long ABS-CBDO CORP US N 2 2038-12-15 Fixed 4.00000000 N N N N N N GNMA P#752194 3% 03/15/46 N/A 36230LNK1 4548782.87000000 NS USD 4677256.01000000 0.297954201306 Long ABS-MBS USGSE US N 2 2046-03-15 Fixed 3.00000000 N N N N N N TAPESTRY INC 4.25% 04/01/25 549300LJNVY5SW3VTN33 189754AA2 2500000.00000000 NS USD 2644250.40000000 0.168446096236 Long DBT CORP US N 2 2025-04-01 Fixed 4.25000000 N N N N N N FNW 2005-W1 1A1 6% 10/25/44 N/A 31394CB35 346820.15000000 NS USD 396076.80000000 0.025231192465 Long ABS-CBDO CORP US N 2 2044-10-25 Fixed 6.00000000 N N N N N N LINCOLN NATIONA 4.85% 06/24/21 EFQMQROEDSNBRIP7LE47 534187BB4 1000000.00000000 NS USD 1039601.79000000 0.066225522048 Long DBT CORP US N 2 2021-06-24 Fixed 4.85000000 N N N N N N FNR 2005-101 B 5% 11/25/35 N/A 31394UVF6 463604.25000000 NS USD 514241.98000000 0.032758642695 Long ABS-CBDO CORP US N 2 2035-11-25 Fixed 5.00000000 N N N N N N UMBS P#AB1113 4.5% 05/01/40 N/A 31416WGX4 403634.52000000 NS USD 435647.83000000 0.027751977005 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N JPMORGAN CHASE 3.875% 09/10/24 8I5DZWZKVSZI1NUHU748 46625HJY7 5000000.00000000 NS USD 5348892.35000000 0.340739301977 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N FGLMC P#Q17627 4.5% 12/01/39 N/A 3132J84M9 99785.76000000 NS USD 105046.98000000 0.006691784447 Long ABS-MBS USGA US N 2 2039-12-01 Fixed 4.50000000 N N N N N N FGLMC P#G06738 4% 07/01/41 N/A 3128M8ZB3 759051.40000000 NS USD 814635.78000000 0.051894562253 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 4.00000000 N N N N N N GNMA P#552577 7% 05/15/32 N/A 36213E2J4 2408.77000000 NS USD 2467.77000000 0.000157203804 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 7.00000000 N N N N N N UMBS P#AN3613 2.68% 12/01/26 N/A 3138LGAP1 3000000.00000000 NS USD 3032299.68000000 0.193165913378 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 2.68000000 N N N N N N FGLMC P#G61760 4% 02/01/45 N/A 31335B5V4 4297280.45000000 NS USD 4642497.28000000 0.295739973644 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00000000 N N N N N N FHR 2551 QK 5.5% 01/15/33 N/A 31393JBX5 137172.77000000 NS USD 151308.45000000 0.009638768601 Long ABS-CBDO CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N GNMA II P#759449 4% 01/20/41 N/A 36230UQA0 1088362.73000000 NS USD 1148163.79000000 0.073141223034 Long ABS-MBS USGSE US N 2 2041-01-20 Fixed 4.00000000 N N N N N N FHR 4048 FB V/R 10/15/41 N/A 3137AQUB2 695635.56000000 NS USD 696663.50000000 0.044379400288 Long ABS-CBDO CORP US N 2 2041-10-15 Variable 2.13975000 N N N N N N WI TREASURY SE 1.25% 08/31/24 N/A 912828YE4 20500000.00000000 NS USD 20089066.23000000 1.279729326499 Long DBT UST US N 2 2024-08-31 Fixed 1.25000000 N N N N N N UMBS P#MA2550 3% 03/01/36 N/A 31418BZQ2 2672567.77000000 NS USD 2741673.90000000 0.174652243830 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 3.00000000 N N N N N N UMBS P#995676 4.5% 05/01/39 N/A 31416CCM6 714568.12000000 NS USD 775491.00000000 0.049400931022 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N NEWELL BRANDS IN 4.7% 08/15/20 549300LWGYFM1TVO1Z12 651229AK2 3000000.00000000 NS USD 3044246.10000000 0.193926933519 Long DBT CORP US N 2 2020-08-15 Fixed 4.70000000 N N N N N N UMBS P#790712 5.5% 09/01/34 N/A 31405JN59 34657.56000000 NS USD 37271.85000000 0.002374320386 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N MARSH & MCLENNAN 4.8% 07/15/21 549300XMP3KDCKJXIU47 571748AR3 3000000.00000000 NS USD 3107906.97000000 0.197982307789 Long DBT CORP US N 2 2021-07-15 Fixed 4.80000000 N N N N N N UMBS P#AY4598 3% 02/01/45 N/A 3138YJDC7 1386975.94000000 NS USD 1434161.71000000 0.091360085044 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.00000000 N N N N N N FGLMC P#Q11614 4% 09/01/42 N/A 3132HMYK1 633068.92000000 NS USD 674911.02000000 0.042993706884 Long ABS-MBS USGA US N 2 2042-09-01 Fixed 4.00000000 N N N N N N DIAMOND OFFSHOR 3.45% 11/01/23 N/A 25271CAM4 3000000.00000000 NS USD 2550000.00000000 0.162442083928 Long DBT CORP US N 2 2023-11-01 Fixed 3.45000000 N N N N N N FGLMC P#G07249 4% 12/01/42 N/A 3128M9L67 822570.57000000 NS USD 879999.46000000 0.056058410250 Long ABS-MBS USGA US N 2 2042-12-01 Fixed 4.00000000 N N N N N N UMBS P#255160 5.5% 03/01/24 N/A 31371LMH9 127690.69000000 NS USD 137271.41000000 0.008744570158 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 5.50000000 N N N N N N ROWAN COMPANIE 4.875% 06/01/22 N/A 779382AP5 4000000.00000000 NS USD 2920000.00000000 0.186012111792 Long DBT CORP US N 2 2022-06-01 Fixed 4.87500000 N N N N N N WHIRLPOOL CORP 3.7% 05/01/25 WHENKOULSSK7WUM60H03 963320AT3 2000000.00000000 NS USD 2111057.78000000 0.134480245127 Long DBT CORP US N 2 2025-05-01 Fixed 3.70000000 N N N N N N UMBS P#MA1546 3.5% 08/01/43 N/A 31418AWG9 3583605.15000000 NS USD 3765327.90000000 0.239861847352 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FGLMC P#Q12934 3% 11/01/42 N/A 3132HPHK3 1782925.98000000 NS USD 1837570.45000000 0.117058342456 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N REINSURANCE GRP 4.7% 09/15/23 LORM1GNEU1DKEW527V90 759351AL3 1000000.00000000 NS USD 1084099.42000000 0.069060144694 Long DBT CORP US N 2 2023-09-15 Fixed 4.70000000 N N N N N N LAM RESEARCH CO 2.75% 03/15/20 549300I4GMO6D34U1T02 512807AM0 5000000.00000000 NS USD 5002522.90000000 0.318674605794 Long DBT CORP US N 2 2020-03-15 Fixed 2.75000000 N N N N N N JONES LANG LASAL 4.4% 11/15/22 6SYKCME112RT8TQUO411 48020QAA5 4000000.00000000 NS USD 4174731.88000000 0.265942018207 Long DBT CORP US N 2 2022-11-15 Fixed 4.40000000 N N N N N N FGLMC P#J20061 3% 08/01/27 N/A 31306XB69 279873.25000000 NS USD 286908.55000000 0.018276871670 Long ABS-MBS USGA US N 2 2027-08-01 Fixed 3.00000000 N N N N N N FGLMC P#Q12962 3% 11/01/42 N/A 3132HPJF2 690897.34000000 NS USD 711859.75000000 0.045347443629 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N UMBS P#BK1990 3.5% 04/01/48 N/A 3140HFF87 1678363.10000000 NS USD 1723952.33000000 0.109820552579 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N GNMA P#741863 5% 05/15/40 N/A 3620AWFC9 111271.06000000 NS USD 123932.86000000 0.007894867468 Long ABS-MBS USGSE US N 2 2040-05-15 Fixed 5.00000000 N N N N N N GNMA P#AA0172 3.7% 05/15/42 N/A 36177WFM7 691154.78000000 NS USD 729180.42000000 0.046450818425 Long ABS-MBS USGSE US N 2 2042-05-15 Fixed 3.70000000 N N N N N N UMBS P#BM3286 4.5% 11/01/47 N/A 3140J7UL7 3257254.25000000 NS USD 3435356.87000000 0.218841776078 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N FGLMC P#Q14777 3.5% 01/01/43 N/A 3132HRJW1 562853.15000000 NS USD 593349.66000000 0.037798021673 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.50000000 N N N N N N FGLMC P#Q52985 3.5% 12/01/47 N/A 3132XVJ79 1707920.95000000 NS USD 1776092.44000000 0.113142022432 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N UMBS P#FM1268 3.5% 07/01/49 N/A 3140X4MS2 2910761.10000000 NS USD 3020739.03000000 0.192429467857 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 3.50000000 N N N N N N US TREAS NTS 2.375% 05/15/27 N/A 912828X88 63750000.00000000 NS USD 66047022.15000000 4.207378790314 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N 2020-01-31 Mutual of America Investment Corp Christopher M. Miseo Christopher M. Miseo Senior Vice President and Chief Accounting Officer