0001752724-24-035908.txt : 20240223 0001752724-24-035908.hdr.sgml : 20240223 20240223124100 ACCESSION NUMBER: 0001752724-24-035908 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240223 DATE AS OF CHANGE: 20240223 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MoA Funds Corp CENTRAL INDEX KEY: 0000795259 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05084 FILM NUMBER: 24668894 BUSINESS ADDRESS: STREET 1: 320 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: (212)224-1600 MAIL ADDRESS: STREET 1: 320 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10022 FORMER COMPANY: FORMER CONFORMED NAME: MUTUAL OF AMERICA INVESTMENT CORP DATE OF NAME CHANGE: 19920703 0000795259 S000009395 MoA Core Bond Fund C000025739 MoA Core Bond Fund NPORT-P 1 primary_doc.xml NPORT-P false 0000795259 XXXXXXXX S000009395 C000025739 MoA Funds Corp 811-05084 0000795259 2549004TRCWJFA4VU540 320 Park Ave NULL NY 10022 212-224-1600 MoA Core Bond Fund S000009395 25490015SZU4U4H18722 2023-12-31 2023-12-31 N 2084143406.07 25117137.87 2059026268.20 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 49200.75000000 USD N UMBS P#CB0869 3.5% 06/01/51 N/A FANNIE MAE POOL UMBS P#CB0869 3.50000000 3140QK6F0 7131457.03000000 NS USD 6564337.61000000 0.318807861336 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.50000000 N N N N N N GNMA II P#MA8198 3% 08/20/52 N/A GINNIE MAE II POOL P#MA8198 3.00000000 36179XDB9 3578823.60000000 NS USD 3245629.54000000 0.157629341117 Long ABS-MBS USGSE US N 2 2052-08-20 Fixed 3.00000000 N N N N N N ALLEGHANY CORP 3.625% 05/15/30 549300DCJE6AYX159479 ALLEGHANY CORP REGD 3.62500000 017175AE0 4660000.00000000 NS USD 4413493.46000000 0.214348574768 Long DBT CORP US N 2 2030-05-15 Fixed 3.62500000 N N N N N N UMBS P#636445 7% 04/01/32 N/A FANNIE MAE POOL UMBS P#636445 7.00000000 31389VBN6 122.84000000 NS USD 129.93000000 0.000006310264 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 7.00000000 N N N N N N UMBS P#ZI8476 4% 12/01/33 N/A FREDDIE MAC POOL UMBS P#ZI8476 4.00000000 3131WMMZ6 440150.28000000 NS USD 426803.17000000 0.020728398495 Long ABS-MBS USGA US N 2 2033-12-01 Fixed 4.00000000 N N N N N N MORGAN STANLEY V/R 07/20/29 IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY REGD V/R 5.44900000 61747YFF7 5455000.00000000 NS USD 5563457.56000000 0.270198474197 Long DBT CORP US N 2 2029-07-20 Variable 5.44900000 N N N N N N APPLE INC 2.05% 09/11/26 HWUPKR0MPOU8FGXBT394 APPLE INC REGD 2.05000000 037833DN7 5750000.00000000 NS USD 5424110.59000000 0.263430859225 Long DBT CORP US N 2 2026-09-11 Fixed 2.05000000 N N N N N N FHS 359 350 3.5% 10/15/47 N/A FREDDIE MAC STRIPS SER 359 CL 350 3.50000000 3132J0SJ7 423725.91000000 NS USD 388603.64000000 0.018873175442 Long ABS-CBDO CORP US N 2 2047-10-15 Fixed 3.50000000 N N N N N N UMBS P#ZA1085 5% 10/01/40 N/A FREDDIE MAC POOL UMBS P#ZA1085 5.00000000 31329JF28 245279.16000000 NS USD 250331.36000000 0.012157754559 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 5.00000000 N N N N N N FHLB D/N 01/02/24 N/A FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000 313384RG6 7800000.00000000 PA USD 7798873.33000000 0.378765120700 Long STIV USGA US N 2 2024-01-02 Fixed 0.00000000 N N N N N N GNMA P#772047 4% 08/15/41 N/A GINNIE MAE I POOL P#772047 4.00000000 36176PP83 0.00000000 NS USD 0.00000000 0.000000 Long ABS-MBS USGSE US N N/A 2041-08-15 Fixed 4.00000000 N N N N N N HOST HOTELS & RESO 4% 06/15/25 N/A HOST HOTELS & RESORTS LP REGD SER E 4.00000000 44107TAV8 4357000.00000000 NS USD 4255959.17000000 0.206697662663 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N UMBS P#741897 5% 10/01/33 N/A FANNIE MAE POOL UMBS P#741897 5.00000000 31402YGE8 2888.10000000 NS USD 2912.84000000 0.000141466869 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.00000000 N N N N N N UMBS P#255160 5.5% 03/01/24 N/A FANNIE MAE POOL UMBS P#255160 5.50000000 31371LMH9 791.54000000 NS USD 787.72000000 0.000038256918 Long ABS-MBS USGSE US N 2 2024-03-01 Fixed 5.50000000 N N N N N N UMBS P#ZL8594 4% 10/01/44 N/A FREDDIE MAC POOL UMBS P#ZL8594 4.00000000 3131XQRP3 705402.06000000 NS USD 682170.67000000 0.033130741483 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00000000 N N N N N N REALTY INCOME C 4.85% 03/15/30 549300CUWDAUZSH43859 REALTY INCOME CORP REGD 4.85000000 756109BR4 1780000.00000000 NS USD 1792681.95000000 0.087064549767 Long DBT CORP US N 2 2030-03-15 Fixed 4.85000000 N N N N N N UMBS P#MA1284 3% 12/01/42 N/A FANNIE MAE POOL UMBS P#MA1284 3.00000000 31418ANA2 0.00300000 NS USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N FHR 2551 QK 5.5% 01/15/33 N/A FREDDIE MAC REMICS SER 2551 CL QK 5.50000000 31393JBX5 54859.74000000 NS USD 55740.23000000 0.002707116021 Long ABS-CBDO CORP US N 2 2033-01-15 Fixed 5.50000000 N N N N N N SHERWIN-WILLIAM 4.25% 08/08/25 Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS CO REGD 4.25000000 824348BR6 500000.00000000 NS USD 494492.30000000 0.024015832514 Long DBT CORP US N 2 2025-08-08 Fixed 4.25000000 N N N N N N US TREAS NTS 4.125% 07/31/28 N/A UNITED STATES TREASURY NOTE 4.12500000 91282CHQ7 17000000.00000000 NS USD 17191250.00000000 0.834921354113 Long DBT UST US N 2 2028-07-31 Fixed 4.12500000 N N N N N N APTARGROUP INC 3.6% 03/15/32 VNPEQDQFAA7IY1T2PX43 APTARGROUP INC REGD 3.60000000 038336AA1 4430000.00000000 NS USD 3997574.72000000 0.194148796532 Long DBT CORP US N 2 2032-03-15 Fixed 3.60000000 N N N N N N UMBS P#AE9773 4% 11/01/40 N/A FANNIE MAE POOL UMBS P#AE9773 4.00000000 31419L2F9 6728.66000000 NS USD 6538.24000000 0.000317540387 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N UMBS P#AL5233 4% 01/01/41 N/A FANNIE MAE POOL UMBS P#AL5233 4.00000000 3138EMY70 24451.98000000 NS USD 23790.94000000 0.001155446162 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N PNC FINANCIAL SER V/R 10/20/34 CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES REGD V/R 6.87500000 693475BU8 3635000.00000000 NS USD 4044616.23000000 0.196433444898 Long DBT CORP US N 2 2034-10-20 Variable 6.87500000 N N N N N N UMBS P#BQ5946 2.5% 11/01/50 N/A FANNIE MAE POOL UMBS P#BQ5946 2.50000000 3140KRTC3 1514059.31000000 NS USD 1315202.44000000 0.063874971403 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.50000000 N N N N N N GOLDMAN SACHS GRO V/R 02/24/28 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC REGD V/R 2.64000000 38141GZK3 500000.00000000 NS USD 463457.78000000 0.022508589965 Long DBT CORP US N 2 2028-02-24 Variable 2.64000000 N N N N N N UMBS P#BJ4338 3% 12/01/47 N/A FANNIE MAE POOL UMBS P#BJ4338 3.00000000 3140H5ZC8 153357.68000000 NS USD 138448.67000000 0.006723987553 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N GNMA P#489858 4% 11/15/41 N/A GINNIE MAE I POOL P#489858 4.00000000 36210EE70 274163.17000000 NS USD 267593.55000000 0.012996121231 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4.00000000 N N N N N N UMBS P#ZL8609 4% 10/01/44 N/A FREDDIE MAC POOL UMBS P#ZL8609 4.00000000 3131XQR65 309248.57000000 NS USD 299065.00000000 0.014524584004 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00000000 N N N N N N UMBS P#FM7011 3.5% 11/01/47 N/A FANNIE MAE POOL UMBS P#FM7011 3.50000000 3140XAYH9 5295045.67000000 NS USD 4937233.17000000 0.239784855892 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 3.50000000 N N N N N N UMBS P#MA1865 4.5% 04/01/44 N/A FANNIE MAE POOL UMBS P#MA1865 4.50000000 31418BCB0 805269.21000000 NS USD 798712.15000000 0.038790770294 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N FHR 4487 TA 3% 09/15/43 N/A FREDDIE MAC REMICS SER 4487 CL TA 3.00000000 3137BK2H2 144007.30000000 NS USD 139989.78000000 0.006798834097 Long ABS-CBDO CORP US N 2 2043-09-15 Fixed 3.00000000 N N N N N N UMBS P#BK1990 3.5% 04/01/48 N/A FANNIE MAE POOL UMBS P#BK1990 3.50000000 3140HFF87 159337.52000000 NS USD 149502.34000000 0.007260827232 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 3.50000000 N N N N N N UMBS P#255874 4.5% 08/01/35 N/A FANNIE MAE POOL UMBS P#255874 4.50000000 31371MFP7 1979.32000000 NS USD 1967.56000000 0.000095557790 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 4.50000000 N N N N N N UMBS P#786188 6.5% 07/01/34 N/A FANNIE MAE POOL UMBS P#786188 6.50000000 31405DND5 684.76000000 NS USD 723.81000000 0.000035153024 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.50000000 N N N N N N ALEXANDRIA REAL 4.75% 04/15/35 MGCJBT4MKTQBVLNUIS88 ALEXANDRIA REAL ESTATE E REGD 4.75000000 015271BA6 6545000.00000000 NS USD 6365415.61000000 0.309146886968 Long DBT CORP US N 2 2035-04-15 Fixed 4.75000000 N N N N N N UMBS P#SD0574 2.5% 04/01/51 N/A FREDDIE MAC POOL UMBS P#SD0574 2.50000000 3132DMT70 6152828.78000000 NS USD 5265793.05000000 0.255741907295 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N UMBS P#BM7136 V/R 02/01/53 N/A FANNIE MAE POOL UMBS P#BM7136 V/R 4.58100000 3140JB4W3 9068933.73000000 NS USD 8840097.33000000 0.429333878179 Long ABS-MBS USGSE US N 2 2053-02-01 Variable 4.58100000 N N N N N N FNR 2007-6 PA 5.5% 02/25/37 N/A FANNIE MAE REMICS SER 2007-6 CL PA 5.50000000 31396PRK9 5021.64000000 NS USD 5121.41000000 0.000248729706 Long ABS-CBDO CORP US N 2 2037-02-25 Fixed 5.50000000 N N N N N N GNMA II P#MA4423 2% 04/20/32 N/A GINNIE MAE II POOL P#MA4423 2.00000000 36179S4G9 463834.73000000 NS USD 432075.31000000 0.020984448652 Long ABS-MBS USGSE US N 2 2032-04-20 Fixed 2.00000000 N N N N N N GNMA P#778383 3.5% 07/15/42 N/A GINNIE MAE I POOL P#778383 3.50000000 36176WRC7 862825.34000000 NS USD 819406.23000000 0.039795812353 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.50000000 N N N N N N UMBS P#MA1546 3.5% 08/01/43 N/A FANNIE MAE POOL UMBS P#MA1546 3.50000000 31418AWG9 1620133.13000000 NS USD 1522863.25000000 0.073960360463 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N UMBS P#QA6906 3% 02/01/50 N/A FREDDIE MAC POOL UMBS P#QA6906 3.00000000 3133A1U75 1953919.40000000 NS USD 1750200.79000000 0.085001382305 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3.00000000 N N N N N N T-MOBILE USA IN 3.75% 04/15/27 N/A T-MOBILE USA INC REGD SER WI 3.75000000 87264ABD6 6105000.00000000 NS USD 5923944.38000000 0.287706109994 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N UMBS P#ZL9378 3.5% 04/01/45 N/A FREDDIE MAC POOL UMBS P#ZL9378 3.50000000 3131XRM35 791184.00000000 NS USD 744964.69000000 0.036180436427 Long ABS-MBS USGA US N 2 2045-04-01 Fixed 3.50000000 N N N N N N UMBS P#QC1038 3% 04/01/51 N/A FREDDIE MAC POOL UMBS P#QC1038 3.00000000 3133AKEK2 1203669.65000000 NS USD 1074638.72000000 0.052191598358 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 3.00000000 N N N N N N FIFTH THIRD BANC 4.3% 01/16/24 THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP REGD 4.30000000 316773CP3 4895000.00000000 NS USD 4895806.00000000 0.237772877190 Long DBT CORP US N 2 2024-01-16 Fixed 4.30000000 N N N N N N US TREAS BDS 3.625% 02/15/53 N/A UNITED STATES TREASURY BOND 3.62500000 912810TN8 23570000.00000000 NS USD 21864857.81000000 1.061902810453 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N UMBS P#931104 5% 05/01/39 N/A FANNIE MAE POOL UMBS P#931104 5.00000000 31412PNV9 158236.92000000 NS USD 161040.39000000 0.007821191622 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 5.00000000 N N N N N N UMBS P#BP1357 3.5% 03/01/50 N/A FANNIE MAE POOL UMBS P#BP1357 3.50000000 3140K8QK0 2495848.12000000 NS USD 2327327.41000000 0.113030486591 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.50000000 N N N N N N UMBS P#QN2424 2.5% 06/01/35 N/A FREDDIE MAC POOL UMBS P#QN2424 2.50000000 3133G8VR9 1775490.38000000 NS USD 1639670.80000000 0.079633311401 Long ABS-MBS USGA US N 2 2035-06-01 Fixed 2.50000000 N N N N N N UMBS P#BT7243 V/R 09/01/51 N/A FANNIE MAE POOL UMBS P#BT7243 V/R 1.80500000 3140LWBM8 10642458.38000000 NS USD 9197237.65000000 0.446678985695 Long ABS-MBS USGSE US N 2 2051-09-01 Variable 1.80500000 N N N N N N FGLMC P#Q12965 3% 11/01/42 N/A FREDDIE MAC GOLD POOL P#Q12965 3.00000000 3132HPJJ4 17119.81000000 NS USD 15617.11000000 0.000758470653 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N UMBS P#CB0573 2.5% 05/01/46 N/A FANNIE MAE POOL UMBS P#CB0573 2.50000000 3140QKT73 7820756.51000000 NS USD 6690367.90000000 0.324928729823 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 2.50000000 N N N N N N US TREAS NTS 3.125% 11/15/28 N/A UNITED STATES TREASURY NOTE 3.12500000 9128285M8 3915000.00000000 NS USD 3786539.06000000 0.183899502326 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N UMBS P#BC3490 3.5% 02/01/46 N/A FANNIE MAE POOL UMBS P#BC3490 3.50000000 3140EX2Y8 502551.54000000 NS USD 470682.50000000 0.022859470385 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N UMBS P#SD3440 5.5% 07/01/53 N/A FREDDIE MAC POOL UMBS P#SD3440 5.50000000 3132DQZD1 37135031.58000000 NS USD 37356871.80000000 1.814297970693 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.50000000 N N N N N N UMBS P#254766 5% 06/01/33 N/A FANNIE MAE POOL UMBS P#254766 5.00000000 31371K6B2 2663.64000000 NS USD 2686.46000000 0.000130472351 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.00000000 N N N N N N UMBS P#BQ1905 2% 10/01/50 N/A FANNIE MAE POOL UMBS P#BQ1905 2.00000000 3140KMDK3 3385872.53000000 NS USD 2815456.68000000 0.136737288080 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N US TREAS BDS 2.875% 05/15/49 N/A UNITED STATES TREASURY BOND 2.87500000 912810SH2 7500000.00000000 NS USD 5987109.38000000 0.290773822192 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N UMBS P#QE4080 5% 06/01/52 N/A FREDDIE MAC POOL UMBS P#QE4080 5.00000000 3133BDQ99 6219921.61000000 NS USD 6157598.31000000 0.299053897713 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 5.00000000 N N N N N N FNS 411 A3 3% 08/25/42 N/A FANNIE MAE INTEREST STRIP SER 411 CL A3 3.00000000 31395QCY4 450312.28000000 NS USD 410487.60000000 0.019936005982 Long ABS-CBDO CORP US N 2 2042-08-25 Fixed 3.00000000 N N N N N N GNMA P#757380 3% 07/15/46 N/A GINNIE MAE I POOL P#757380 3.00000000 36230SFV1 2165509.65000000 NS USD 1988804.58000000 0.096589568123 Long ABS-MBS USGSE US N 2 2046-07-15 Fixed 3.00000000 N N N N N N US TREAS BDS 1.125% 08/15/40 N/A UNITED STATES TREASURY BOND 1.12500000 912810SQ2 61750000.00000000 NS USD 39558593.75000000 1.921228221366 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N UMBS P#254383 7.5% 06/01/32 N/A FANNIE MAE POOL UMBS P#254383 7.50000000 31371KRC7 17491.70000000 NS USD 19017.66000000 0.000923623962 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.50000000 N N N N N N CITIGROUP INC V/R 03/17/33 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC REGD V/R 3.78500000 172967NN7 10865000.00000000 NS USD 9787160.60000000 0.475329564812 Long DBT CORP US N 2 2033-03-17 Variable 3.78500000 N N N N N N ORACLE CORP 2.8% 04/01/27 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP REGD 2.80000000 68389XBU8 3410000.00000000 NS USD 3218696.44000000 0.156321290782 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N FGLMC P#Q14428 3.5% 01/01/43 N/A FREDDIE MAC GOLD POOL P#Q14428 3.50000000 3132HQ4M1 19712.18000000 NS USD 18607.53000000 0.000903705323 Long ABS-MBS USGA US N 2 2043-01-01 Fixed 3.50000000 N N N N N N UMBS P#QC0569 2.5% 04/01/51 N/A FREDDIE MAC POOL UMBS P#QC0569 2.50000000 3133AJT29 4690382.65000000 NS USD 4055300.01000000 0.196952320260 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N US TREAS NTS 1.5% 11/30/28 N/A UNITED STATES TREASURY NOTE 1.50000000 91282CDL2 11000000.00000000 NS USD 9845000.00000000 0.478138630480 Long DBT UST US N 2 2028-11-30 Fixed 1.50000000 N N N N N N UMBS P#AT0293 3% 03/01/43 N/A FANNIE MAE POOL UMBS P#AT0293 3.00000000 3138WMKF7 11132.91000000 NS USD 10166.42000000 0.000493748921 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N UMBS P#256490 5.5% 11/01/26 N/A FANNIE MAE POOL UMBS P#256490 5.50000000 31371M2X4 9564.14000000 NS USD 9547.49000000 0.000463689567 Long ABS-MBS USGSE US N 2 2026-11-01 Fixed 5.50000000 N N N N N N GNMA P#AC7671 3.5% 11/15/42 N/A GINNIE MAE I POOL P#AC7671 3.50000000 36179HQY0 167362.90000000 NS USD 157894.80000000 0.007668420866 Long ABS-MBS USGSE US N 2 2042-11-15 Fixed 3.50000000 N N N N N N UMBS P#MA1010 3.5% 03/01/32 N/A FANNIE MAE POOL UMBS P#MA1010 3.50000000 31418ADQ8 245747.78000000 NS USD 236847.19000000 0.011502873647 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N GNMA II P#BT1891 2.5% 12/20/50 N/A GINNIE MAE II POOL P#BT1891 2.50000000 3617MQC46 4733831.34000000 NS USD 4100824.55000000 0.199163294482 Long ABS-MBS USGSE US N 2 2050-12-20 Fixed 2.50000000 N N N N N N DISCOVERY COMMU 3.95% 06/15/25 N/A DISCOVERY COMMUNICATIONS REGD SER WI 3.95000000 25470DBE8 500000.00000000 NS USD 489019.80000000 0.023750051543 Long DBT CORP US N 2 2025-06-15 Fixed 3.95000000 N N N N N N UMBS P#FM9913 2% 07/01/36 N/A FANNIE MAE POOL UMBS P#FM9913 2.00000000 3140XEAP9 23558856.89000000 NS USD 21182775.37000000 1.028776354005 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 2.00000000 N N N N N N UMBS P#AR3381 3.5% 12/01/42 N/A FANNIE MAE POOL UMBS P#AR3381 3.50000000 3138W0XK0 733708.64000000 NS USD 689983.09000000 0.033510164520 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N UMBS P#790913 6% 09/01/34 N/A FANNIE MAE POOL UMBS P#790913 6.00000000 31405JVE1 698.71000000 NS USD 729.97000000 0.000035452194 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.00000000 N N N N N N UMBS P#BX0633 6% 11/01/52 N/A FANNIE MAE POOL UMBS P#BX0633 6.00000000 3140N4V38 5227977.52000000 NS USD 5372509.56000000 0.260924770265 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 6.00000000 N N N N N N SIGNET UK FINANC 4.7% 06/15/24 N/A SIGNET UK FINANCE PLC REGD 4.70000000 82671AAA1 4945000.00000000 NS USD 4882434.52000000 0.237123469253 Long DBT CORP GB N 2 2024-06-15 Fixed 4.70000000 N N N N N N UMBS P#MA2164 3.5% 02/01/35 N/A FANNIE MAE POOL UMBS P#MA2164 3.50000000 31418BMN3 526719.46000000 NS USD 506426.87000000 0.024595454551 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.50000000 N N N N N N FGLMC P#Q29186 4% 10/01/44 N/A FREDDIE MAC GOLD POOL P#Q29186 4.00000000 3132M92T0 13197.95000000 NS USD 12778.15000000 0.000620591888 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00000000 N N N N N N FGLMC P#J20528 2.5% 09/01/27 N/A FREDDIE MAC GOLD POOL P#J20528 2.50000000 31306XSR5 43492.33000000 NS USD 42042.74000000 0.002041874873 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 2.50000000 N N N N N N UMBS P#BN4542 4.5% 02/01/49 N/A FANNIE MAE POOL UMBS P#BN4542 4.50000000 3140JMBL5 353982.54000000 NS USD 348955.12000000 0.016947579804 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.50000000 N N N N N N UMBS P#254310 6% 05/01/32 N/A FANNIE MAE POOL UMBS P#254310 6.00000000 31371KN31 46708.01000000 NS USD 48662.27000000 0.002363363243 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.00000000 N N N N N N UMBS P#ZM1754 3% 09/01/46 N/A FREDDIE MAC POOL UMBS P#ZM1754 3.00000000 3131XU5P8 2090249.80000000 NS USD 1874036.12000000 0.091015648947 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N UMBS P#BU3685 2% 11/01/51 N/A FANNIE MAE POOL UMBS P#BU3685 2.00000000 3140M5CX1 3217073.06000000 NS USD 2642934.32000000 0.128358455684 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N US TREAS NTS 3.75% 05/31/30 N/A UNITED STATES TREASURY NOTE 3.75000000 91282CHF1 5500000.00000000 NS USD 5459609.38000000 0.265154916395 Long DBT UST US N 2 2030-05-31 Fixed 3.75000000 N N N N N N UMBS P#795013 6% 10/01/34 N/A FANNIE MAE POOL UMBS P#795013 6.00000000 31405PGW4 4633.88000000 NS USD 4841.18000000 0.000235119875 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N UMBS P#ZS6248 4% 05/01/26 N/A FREDDIE MAC POOL UMBS P#ZS6248 4.00000000 3132A65H2 24782.08000000 NS USD 24401.68000000 0.001185107755 Long ABS-MBS USGA US N 2 2026-05-01 Fixed 4.00000000 N N N N N N GNMA II P#AO3451 3% 02/20/47 N/A GINNIE MAE II POOL P#AO3451 3.00000000 3617A3ZQ6 1107839.28000000 NS USD 1008984.69000000 0.049003002321 Long ABS-MBS USGSE US N 2 2047-02-20 Fixed 3.00000000 N N N N N N KEYSIGHT TECHNO 4.55% 10/30/24 549300GLKVIO8YRCYN02 KEYSIGHT TECHNOLOGIES REGD 4.55000000 49338LAB9 4895000.00000000 NS USD 4845761.39000000 0.235342378328 Long DBT CORP US N 2 2024-10-30 Fixed 4.55000000 N N N N N N SYSCO CORPORATI 3.75% 10/01/25 5RGWIFLMGH3YS7KWI652 SYSCO CORPORATION REGD 3.75000000 871829AZ0 3550000.00000000 NS USD 3471214.32000000 0.168585237284 Long DBT CORP US N 2 2025-10-01 Fixed 3.75000000 N N N N N N EXPEDIA GROUP I 6.25% 05/01/25 N/A EXPEDIA GROUP INC REGD 144A P/P 6.25000000 30212PAS4 4326000.00000000 NS USD 4363068.97000000 0.211899626410 Long DBT CORP US Y 2 2025-05-01 Fixed 6.25000000 N N N N N N UMBS P#644475 6.5% 05/01/32 N/A FANNIE MAE POOL UMBS P#644475 6.50000000 31390E6L1 64677.09000000 NS USD 67893.15000000 0.003297342586 Long ABS-MBS USGSE US N 2 2032-05-01 Fixed 6.50000000 N N N N N N US TREAS NTS 2.375% 05/15/29 N/A UNITED STATES TREASURY NOTE 2.37500000 9128286T2 2000000.00000000 NS USD 1856718.76000000 0.090174602853 Long DBT UST US N 2 2029-05-15 Fixed 2.37500000 N N N N N N TELEDYNE TECHNO 2.75% 04/01/31 549300VSMO9KYQWDND94 TELEDYNE TECHNOLOGIES IN REGD 2.75000000 879360AE5 5800000.00000000 NS USD 5055820.97000000 0.245544267602 Long DBT CORP US N 2 2031-04-01 Fixed 2.75000000 N N N N N N UMBS P#ZA2375 3.5% 04/01/35 N/A FREDDIE MAC POOL UMBS P#ZA2375 3.50000000 31329KT87 346562.86000000 NS USD 332011.97000000 0.016124707835 Long ABS-MBS USGA US N 2 2035-04-01 Fixed 3.50000000 N N N N N N UMBS P#QE4310 4% 06/01/52 N/A FREDDIE MAC POOL UMBS P#QE4310 4.00000000 3133BDYF6 4919256.18000000 NS USD 4699047.30000000 0.228216967047 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 4.00000000 N N N N N N AID-SRI LANKA 6.585% 09/15/28 N/A AID-SRI LANKA REGD 6.58500000 85227SAG1 1524009.55000000 NS USD 1566370.95000000 0.076073383530 Long DBT USGA LK N 3 2028-09-15 Fixed 6.58500000 N N N N N N FGLMC P#C01832 4.5% 03/01/34 N/A FREDDIE MAC GOLD POOL P#C01832 4.50000000 31292JA91 2905.05000000 NS USD 2886.73000000 0.000140198794 Long ABS-MBS USGA US N 2 2034-03-01 Fixed 4.50000000 N N N N N N GNMA P#748591 4.5% 09/15/30 N/A GINNIE MAE I POOL P#748591 4.50000000 3620C4UQ1 149297.29000000 NS USD 145948.98000000 0.007088252454 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 4.50000000 N N N N N N FHLMC 5.75% 07/17/25 N/A FEDERAL HOME LOAN MORTGAGE CORP MTN 5.75000000 3134GYW73 9425000.00000000 NS USD 9419842.45000000 0.457490154228 Long ABS-MBS USGA US N 2 2025-07-17 Fixed 5.75000000 N N N N N N UMBS P#ZM6448 4.5% 05/01/48 N/A FREDDIE MAC POOL UMBS P#ZM6448 4.50000000 3131Y1EV8 424919.88000000 NS USD 418884.97000000 0.020343838078 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N UMBS P#BP6345 3% 06/01/50 N/A FANNIE MAE POOL UMBS P#BP6345 3.00000000 3140KEBP2 4103130.50000000 NS USD 3668272.32000000 0.178155683424 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.00000000 N N N N N N UMBS P#BW6232 5% 09/01/52 N/A FANNIE MAE POOL UMBS P#BW6232 5.00000000 3140MX4S0 12949498.00000000 NS USD 12818677.12000000 0.622560154669 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N UMBS P#AB8986 3.5% 04/01/43 N/A FANNIE MAE POOL UMBS P#AB8986 3.50000000 31417F6Y9 104664.66000000 NS USD 99380.45000000 0.004826575140 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N US TREAS NTS 2.25% 11/15/27 N/A UNITED STATES TREASURY NOTE 2.25000000 9128283F5 39090000.00000000 NS USD 36775139.06000000 1.786045162607 Long DBT UST US N 2 2027-11-15 Fixed 2.25000000 N N N N N N UMBS P#545082 7.5% 06/01/31 N/A FANNIE MAE POOL UMBS P#545082 7.50000000 31385HRB0 65.49000000 NS USD 69.44000000 0.000003372467 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 7.50000000 N N N N N N BROADCOM INC 3.15% 11/15/25 549300WV6GIDOZJTV909 BROADCOM INC REGD 3.15000000 11135FBB6 500000.00000000 NS USD 484271.01000000 0.023519418740 Long DBT CORP US N 2 2025-11-15 Fixed 3.15000000 N N N N N N UMBS P#BM3286 4.5% 11/01/47 N/A FANNIE MAE POOL UMBS P#BM3286 4.50000000 3140J7UL7 846416.58000000 NS USD 835767.71000000 0.040590434561 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N GNMA II P#CG9061 3% 10/20/51 N/A GINNIE MAE II POOL P#CG9061 3.00000000 3617WPB63 6194423.65000000 NS USD 5570528.05000000 0.270541864182 Long ABS-MBS USGSE US N 2 2051-10-20 Fixed 3.00000000 N N N N N N GNMA P#733970 4.5% 10/15/40 N/A GINNIE MAE I POOL P#733970 4.50000000 3620AMMT6 412738.28000000 NS USD 412920.90000000 0.020054183201 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 4.50000000 N N N N N N UMBS P#FM3635 3% 03/01/50 N/A FANNIE MAE POOL UMBS P#FM3635 3.00000000 3140X7BD0 8506786.62000000 NS USD 7551382.18000000 0.366745305614 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N UMBS P#AB3087 4% 05/01/41 N/A FANNIE MAE POOL UMBS P#AB3087 4.00000000 31416YND6 184643.97000000 NS USD 180056.69000000 0.008744749534 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.00000000 N N N N N N UMBS P#MA4587 2.5% 04/01/42 N/A FANNIE MAE POOL UMBS P#MA4587 2.50000000 31418ECZ1 11928668.15000000 NS USD 10549982.98000000 0.512377289349 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N UMBS P#FS2523 5% 06/01/52 N/A FANNIE MAE POOL UMBS P#FS2523 5.00000000 3140XHYV3 14053494.04000000 NS USD 13911520.16000000 0.675635875794 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.00000000 N N N N N N UMBS P#BR7093 2.5% 03/01/51 N/A FANNIE MAE POOL UMBS P#BR7093 2.50000000 3140L53B0 6621115.64000000 NS USD 5742284.83000000 0.278883514925 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N WILLIAMS COMPANI 5.4% 03/02/26 D71FAKCBLFS2O0RBPG08 WILLIAMS COMPANIES INC REGD 5.40000000 969457CH1 7630000.00000000 NS USD 7709483.16000000 0.374423739952 Long DBT CORP US N 2 2026-03-02 Fixed 5.40000000 N N N N N N UMBS P#RA3750 2.5% 10/01/50 N/A FREDDIE MAC POOL UMBS P#RA3750 2.50000000 3133KKEX3 3796901.98000000 NS USD 3254908.38000000 0.158079983255 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.50000000 N N N N N N UMBS P#AE5471 4.5% 10/01/40 N/A FANNIE MAE POOL UMBS P#AE5471 4.50000000 31419GCH5 175884.26000000 NS USD 175284.25000000 0.008512968129 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.50000000 N N N N N N UMBS P#AW1023 4.5% 03/01/44 N/A FANNIE MAE POOL UMBS P#AW1023 4.50000000 3138XQD57 393851.89000000 NS USD 391166.73000000 0.018997656127 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N UMBS P#109476 3.75% 08/01/28 N/A FANNIE MAE POOL UMBS P#109476 3.75000000 313637Q52 5000000.00000000 NS USD 4805559.25000000 0.233389895224 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 3.75000000 N N N N N N BEST BUY CO INC 1.95% 10/01/30 HL5XPTVRV0O8TUN5LL90 BEST BUY CO INC REGD 1.95000000 08652BAB5 1625000.00000000 NS USD 1351818.15000000 0.065653273631 Long DBT CORP US N 2 2030-10-01 Fixed 1.95000000 N N N N N N UMBS P#254868 5% 09/01/33 N/A FANNIE MAE POOL UMBS P#254868 5.00000000 31371LCD9 2112.91000000 NS USD 2131.01000000 0.000103496008 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N GNMA II P#AL5503 3.5% 03/20/45 N/A GINNIE MAE II POOL P#AL5503 3.50000000 36184CDG7 776693.61000000 NS USD 734028.46000000 0.035649300416 Long ABS-MBS USGSE US N 2 2045-03-20 Fixed 3.50000000 N N N N N N GENERAL MOTORS 6.05% 10/10/25 N/A GENERAL MOTORS FINL CO REGD 6.05000000 37045XDZ6 6425000.00000000 NS USD 6507637.19000000 0.316054112106 Long DBT CORP US N 2 2025-10-10 Fixed 6.05000000 N N N N N N UMBS P#ZA3221 3% 11/01/46 N/A FREDDIE MAC POOL UMBS P#ZA3221 3.00000000 31329LSJ2 258872.43400000 NS USD 229798.02000000 0.011160519103 Long ABS-MBS USGA US N 2 2046-11-01 Fixed 3.00000000 N N N N N N UMBS P#905844 6% 01/01/37 N/A FANNIE MAE POOL UMBS P#905844 6.00000000 31411ELZ8 34269.99000000 NS USD 35985.30000000 0.001747685328 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N UMBS P#MA4550 3.5% 02/01/52 N/A FANNIE MAE POOL UMBS P#MA4550 3.50000000 31418EBU3 6941408.11000000 NS USD 6381054.61000000 0.309906420746 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.50000000 N N N N N N UMBS P#MA2655 4% 06/01/36 N/A FANNIE MAE POOL UMBS P#MA2655 4.00000000 31418B5R3 276785.27000000 NS USD 270661.65000000 0.013145128558 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 4.00000000 N N N N N N UMBS P#FM6846 2.5% 04/01/51 N/A FANNIE MAE POOL UMBS P#FM6846 2.50000000 3140XATC6 9710985.04000000 NS USD 8338161.83000000 0.404956554405 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N UMBS P#SD0252 3% 04/01/43 N/A FREDDIE MAC POOL UMBS P#SD0252 3.00000000 3132DMH57 3012267.56000000 NS USD 2744795.43000000 0.133305508161 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N UMBS P#995676 4.5% 05/01/39 N/A FANNIE MAE POOL UMBS P#995676 4.50000000 31416CCM6 293883.56000000 NS USD 294069.95000000 0.014281991179 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N UMBS P#QE7023 4% 08/01/52 N/A FREDDIE MAC POOL UMBS P#QE7023 4.00000000 3133BGYU6 4713285.12000000 NS USD 4501201.95000000 0.218608281959 Long ABS-MBS USGA US N 2 2052-08-01 Fixed 4.00000000 N N N N N N BRUNSWICK CORP 2.4% 08/18/31 YM4O38W15AX4YLLQKU27 BRUNSWICK CORP REGD 2.40000000 117043AT6 7055000.00000000 NS USD 5700400.42000000 0.276849329609 Long DBT CORP US N 2 2031-08-18 Fixed 2.40000000 N N N N N N UMBS P#SD0254 3.5% 01/01/44 N/A FREDDIE MAC POOL UMBS P#SD0254 3.50000000 3132DMH73 8324391.21000000 NS USD 7848831.14000000 0.381191403976 Long ABS-MBS USGA US N 2 2044-01-01 Fixed 3.50000000 N N N N N N UMBS P#AY4598 3% 02/01/45 N/A FANNIE MAE POOL UMBS P#AY4598 3.00000000 3138YJDC7 878926.10000000 NS USD 798288.84000000 0.038770211547 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.00000000 N N N N N N UMBS P#AS2670 3.5% 10/01/43 N/A FANNIE MAE POOL UMBS P#AS2670 3.50000000 3138WB6G5 204491.79000000 NS USD 191819.77000000 0.009316042877 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 3.50000000 N N N N N N US TREAS NTS 2.875% 05/15/32 N/A UNITED STATES TREASURY NOTE 2.87500000 91282CEP2 67545000.00000000 NS USD 62711310.94000000 3.045678042506 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N FHMS KBX1 A1 2.92% 09/25/24 N/A FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KBX1 CL A1 2.92000000 3137F4CY6 10215976.94000000 NS USD 10027088.33000000 0.486982049955 Long ABS-CBDO CORP US N 2 2024-09-25 Fixed 2.92000000 N N N N N N UMBS P#ZM3236 4% 05/01/47 N/A FREDDIE MAC POOL UMBS P#ZM3236 4.00000000 3131XWSZ7 341204.55400000 NS USD 328835.52000000 0.015970438312 Long ABS-MBS USGA US N 2 2047-05-01 Fixed 4.00000000 N N N N N N UMBS P#ZL8610 4% 10/01/44 N/A FREDDIE MAC POOL UMBS P#ZL8610 4.00000000 3131XQR73 395938.59000000 NS USD 382898.93000000 0.018596116810 Long ABS-MBS USGA US N 2 2044-10-01 Fixed 4.00000000 N N N N N N GENERAL MOTORS 6.125% 10/01/25 54930070NSV60J38I987 GENERAL MOTORS CO REGD 6.12500000 37045VAV2 500000.00000000 NS USD 506698.84000000 0.024608663222 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N UMBS P#RA1992 2.5% 01/01/50 N/A FREDDIE MAC POOL UMBS P#RA1992 2.50000000 3133KHF92 1132326.70000000 NS USD 976749.94000000 0.047437468627 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 2.50000000 N N N N N N UMBS P#RE0013 3.5% 09/01/50 N/A FREDDIE MAC POOL UMBS P#RE0013 3.50000000 3133LWAN2 2351309.30000000 NS USD 2189292.80000000 0.106326608543 Long ABS-MBS USGA US N 2 2050-09-01 Fixed 3.50000000 N N N N N N UMBS P#MA1348 2.5% 02/01/33 N/A FANNIE MAE POOL UMBS P#MA1348 2.50000000 31418AQA9 497298.32000000 NS USD 463959.16000000 0.022532940310 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 2.50000000 N N N N N N UMBS P#ZM5690 4% 02/01/48 N/A FREDDIE MAC POOL UMBS P#ZM5690 4.00000000 3131Y0KB7 303625.69000000 NS USD 292617.06000000 0.014211429184 Long ABS-MBS USGA US N 2 2048-02-01 Fixed 4.00000000 N N N N N N UMBS P#MA1490 3% 07/01/33 N/A FANNIE MAE POOL UMBS P#MA1490 3.00000000 31418AUQ9 687046.88000000 NS USD 651861.11000000 0.031658707810 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 3.00000000 N N N N N N LOWE'S COS INC 4.5% 04/15/30 WAFCR4OKGSC504WU3E95 LOWE'S COS INC REGD 4.50000000 548661DU8 5050000.00000000 NS USD 5030244.45000000 0.244302101808 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N UMBS P#770444 5% 04/01/34 N/A FANNIE MAE POOL UMBS P#770444 5.00000000 31404J5D3 527.14000000 NS USD 532.37000000 0.000025855425 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N UMBS P#QD0339 2.5% 11/01/51 N/A FREDDIE MAC POOL UMBS P#QD0339 2.50000000 3133AWLU6 2855619.20000000 NS USD 2450302.23000000 0.119002961149 Long ABS-MBS USGA US N 2 2051-11-01 Fixed 2.50000000 N N N N N N UMBS P#ZM0183 3.5% 09/01/45 N/A FREDDIE MAC POOL UMBS P#ZM0183 3.50000000 3131XTFY1 452533.42000000 NS USD 425624.67000000 0.020671162703 Long ABS-MBS USGA US N 2 2045-09-01 Fixed 3.50000000 N N N N N N UMBS P#BR7095 2.5% 04/01/51 N/A FANNIE MAE POOL UMBS P#BR7095 2.50000000 3140L53D6 3653179.25000000 NS USD 3152592.50000000 0.153110844125 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N UMBS P#BJ9930 4% 04/01/48 N/A FANNIE MAE POOL UMBS P#BJ9930 4.00000000 3140HCA89 215733.76000000 NS USD 207413.83000000 0.010073394069 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 4.00000000 N N N N N N US TREAS NTS 2.875% 05/15/28 N/A UNITED STATES TREASURY NOTE 2.87500000 9128284N7 40165000.00000000 NS USD 38548986.53000000 1.872194984850 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N UMBS P#BF0125 4% 07/01/56 N/A FANNIE MAE POOL UMBS P#BF0125 4.00000000 3140FXD74 2605549.65500000 NS USD 2506992.42000000 0.121756213542 Long ABS-MBS USGSE US N 2 2056-07-01 Fixed 4.00000000 N N N N N N UMBS P#BT7969 5% 10/01/52 N/A FANNIE MAE POOL UMBS P#BT7969 5.00000000 3140LW2B2 2133599.25000000 NS USD 2112044.80000000 0.102574932268 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N UMBS P#SD3621 6% 09/01/53 N/A FREDDIE MAC POOL UMBS P#SD3621 6.00000000 3132E0AW2 3041897.13000000 NS USD 3112469.48000000 0.151162203613 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 6.00000000 N N N N N N GOLDMAN SACHS G 3.85% 01/26/27 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC REGD 3.85000000 38141GWB6 4930000.00000000 NS USD 4797509.21000000 0.232998931781 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N UMBS P#797806 5% 04/01/35 N/A FANNIE MAE POOL UMBS P#797806 5.00000000 31405SKT0 1884.79000000 NS USD 1905.84000000 0.000092560256 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.00000000 N N N N N N US TREAS NTS 4% 12/15/25 N/A UNITED STATES TREASURY NOTE 4.00000000 91282CGA3 10700000.00000000 NS USD 10644828.13000000 0.516983600180 Long DBT UST US N 2 2025-12-15 Fixed 4.00000000 N N N N N N UMBS P#AS4793 3.5% 04/01/45 N/A FANNIE MAE POOL UMBS P#AS4793 3.50000000 3138WEKF5 762875.44000000 NS USD 718309.86000000 0.034885900733 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N GNMA P#761473 4.29% 04/15/41 N/A GINNIE MAE I POOL P#761473 4.29000000 36176BXA0 7819.02000000 NS USD 7729.41000000 0.000375391519 Long ABS-MBS USGSE US N 2 2041-04-15 Fixed 4.29000000 N N N N N N UMBS P#MA1561 3% 09/01/33 N/A FANNIE MAE POOL UMBS P#MA1561 3.00000000 31418AWX2 823211.03000000 NS USD 780722.61000000 0.037917078672 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N UMBS P#AP3585 3.5% 08/01/42 N/A FANNIE MAE POOL UMBS P#AP3585 3.50000000 3138M66X0 21604.19000000 NS USD 20371.04000000 0.000989353089 Long ABS-MBS USGSE US N 2 2042-08-01 Fixed 3.50000000 N N N N N N UMBS P#AA6022 4.5% 05/01/39 N/A FANNIE MAE POOL UMBS P#AA6022 4.50000000 31416PVQ7 224646.46000000 NS USD 225221.35000000 0.010938245591 Long ABS-MBS USGSE US N 2 2039-05-01 Fixed 4.50000000 N N N N N N UMBS P#918930 6% 05/01/37 N/A FANNIE MAE POOL UMBS P#918930 6.00000000 31411Y4P5 6924.73000000 NS USD 7287.61000000 0.000353934775 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N GNMA II P#AN0946 3.5% 05/20/45 N/A GINNIE MAE II POOL P#AN0946 3.50000000 36185GBP9 956361.50000000 NS USD 903826.87000000 0.043895839696 Long ABS-MBS USGSE US N 2 2045-05-20 Fixed 3.50000000 N N N N N N UMBS P#ZT1113 3.5% 06/01/43 N/A FREDDIE MAC POOL UMBS P#ZT1113 3.50000000 3132ADGW2 637340.99000000 NS USD 600587.84000000 0.029168537054 Long ABS-MBS USGA US N 2 2043-06-01 Fixed 3.50000000 N N N N N N UMBS P#BT5071 2.5% 06/01/51 N/A FANNIE MAE POOL UMBS P#BT5071 2.50000000 3140LTT53 1782559.60000000 NS USD 1526892.62000000 0.074156053450 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 2.50000000 N N N N N N AMGEN INC 5.25% 03/02/33 62QBXGPJ34PQ72Z12S66 AMGEN INC REGD 5.25000000 031162DR8 2800000.00000000 NS USD 2873443.02000000 0.139553490131 Long DBT CORP US N 2 2033-03-02 Fixed 5.25000000 N N N N N N WARNERMEDIA HO 4.279% 03/15/32 N/A WARNERMEDIA HOLDINGS INC REGD SER WI 4.27900000 55903VBC6 5845000.00000000 NS USD 5354416.29000000 0.260046040824 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N UMBS P#FM0051 4.5% 12/01/39 N/A FANNIE MAE POOL UMBS P#FM0051 4.50000000 3140X3BV9 1306876.27000000 NS USD 1298269.42000000 0.063052591414 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N FHR 4745 VD 4% 01/15/40 N/A FREDDIE MAC REMICS SER 4745 CL VD 4.00000000 3137FDCW0 1546190.65000000 NS USD 1523702.92000000 0.074001140419 Long ABS-CBDO CORP US N 2 2040-01-15 Fixed 4.00000000 N N N N N N UMBS P#AS8238 3.5% 10/01/46 N/A FANNIE MAE POOL UMBS P#AS8238 3.50000000 3138WJEL8 171587.91000000 NS USD 160480.19000000 0.007793984587 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.50000000 N N N N N N UMBS P#749373 5% 11/01/33 N/A FANNIE MAE POOL UMBS P#749373 5.00000000 31403HQ29 4063.80000000 NS USD 4098.62000000 0.000199056226 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N AT&T INC 2.75% 06/01/31 549300Z40J86GGSTL398 AT&T INC REGD SER * 2.75000000 00206RJY9 10048000.00000000 NS USD 8816240.00000000 0.428175207677 Long DBT CORP US N 2 2031-06-01 Fixed 2.75000000 N N N N N N UMBS P#257247 5.5% 06/01/48 N/A FANNIE MAE POOL UMBS P#257247 5.50000000 31371NWG6 25590.73000000 NS USD 26324.43000000 0.001278489274 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 5.50000000 N N N N N N JPMORGAN CHASE & V/R 09/14/33 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO REGD V/R 5.71700000 46647PDK9 11590000.00000000 NS USD 12014315.70000000 0.583495018278 Long DBT CORP US N 2 2033-09-14 Variable 5.71700000 N N N N N N GOLDMAN SACHS GR 2.6% 02/07/30 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC REGD 2.60000000 38141GXG4 9000000.00000000 NS USD 7913399.31000000 0.384327263435 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N UMBS P#898171 6.5% 09/01/36 N/A FANNIE MAE POOL UMBS P#898171 6.50000000 31410U2C5 7766.92000000 NS USD 8255.26000000 0.000400930290 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.50000000 N N N N N N GNMA P#738107 4% 03/15/41 N/A GINNIE MAE I POOL P#738107 4.00000000 3620ASAG4 177693.17000000 NS USD 173435.20000000 0.008423165973 Long ABS-MBS USGSE US N 2 2041-03-15 Fixed 4.00000000 N N N N N N FGLMC P#G04693 5.5% 07/01/32 N/A FREDDIE MAC GOLD POOL P#G04693 5.50000000 3128M6RN0 1611.95000000 NS USD 1648.79000000 0.000080076200 Long ABS-MBS USGA US N 2 2032-07-01 Fixed 5.50000000 N N N N N N ARROW ELECTRONICS 4% 04/01/25 549300YNNLBXT8N8R512 ARROW ELECTRONICS INC REGD 4.00000000 042735BE9 980000.00000000 NS USD 961806.02000000 0.046711692553 Long DBT CORP US N 2 2025-04-01 Fixed 4.00000000 N N N N N N FGLMC P#K36017 5% 09/01/47 N/A FREDDIE MAC GOLD POOL P#K36017 5.00000000 31302VVJ7 363304.39000000 NS USD 364610.59000000 0.017707913474 Long ABS-MBS USGA US N 2 2047-09-01 Fixed 5.00000000 N N N N N N UMBS P#QA5615 3% 12/01/49 N/A FREDDIE MAC POOL UMBS P#QA5615 3.00000000 3133A0GY4 1370156.30000000 NS USD 1227289.80000000 0.059605349332 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 3.00000000 N N N N N N AUTOZONE INC 3.25% 04/15/25 GA3JGKJ41LJKXDN23E90 AUTOZONE INC REGD 3.25000000 053332AR3 7363000.00000000 NS USD 7190348.99000000 0.349211134459 Long DBT CORP US N 2 2025-04-15 Fixed 3.25000000 N N N N N N UMBS P#BO7843 3% 03/01/50 N/A FANNIE MAE POOL UMBS P#BO7843 3.00000000 3140K3WD0 1345297.76000000 NS USD 1203970.52000000 0.058472810113 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 3.00000000 N N N N N N UMBS P#BE7137 4% 02/01/47 N/A FANNIE MAE POOL UMBS P#BE7137 4.00000000 3140FS4X8 1241178.96000000 NS USD 1203091.89000000 0.058430138001 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 4.00000000 N N N N N N UMBS P#MA2550 3% 03/01/36 N/A FANNIE MAE POOL UMBS P#MA2550 3.00000000 31418BZQ2 779752.10000000 NS USD 730968.02000000 0.035500665109 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 3.00000000 N N N N N N UMBS P#745870 5% 10/01/36 N/A FANNIE MAE POOL UMBS P#745870 5.00000000 31403DT33 1491.42000000 NS USD 1508.13000000 0.000073244815 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.00000000 N N N N N N UMBS P#966857 6% 12/01/37 N/A FANNIE MAE POOL UMBS P#966857 6.00000000 31414HTN7 17575.88000000 NS USD 18498.61000000 0.000898415444 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 6.00000000 N N N N N N UMBS P#FM7310 2.5% 05/01/51 N/A FANNIE MAE POOL UMBS P#FM7310 2.50000000 3140XBDQ0 1621480.34000000 NS USD 1401662.27000000 0.068074035365 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N UMBS P#BU1408 3.5% 01/01/52 N/A FANNIE MAE POOL UMBS P#BU1408 3.50000000 3140M2R61 3054547.20000000 NS USD 2807965.21000000 0.136373452508 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.50000000 N N N N N N UMBS P#BP6546 3% 08/01/50 N/A FANNIE MAE POOL UMBS P#BP6546 3.00000000 3140KEHY7 2483909.65000000 NS USD 2218351.52000000 0.107737893112 Long ABS-MBS USGSE US N 2 2050-08-01 Fixed 3.00000000 N N N N N N ENERGY TRANSFER 5.55% 02/15/28 MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP REGD 5.55000000 29273VAP5 1775000.00000000 NS USD 1816109.92000000 0.088202367694 Long DBT CORP US N 2 2028-02-15 Fixed 5.55000000 N N N N N N UMBS P#QE0105 5% 04/01/52 N/A FREDDIE MAC POOL UMBS P#QE0105 5.00000000 3133B9DJ0 3839148.27000000 NS USD 3810197.25000000 0.185048501267 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 5.00000000 N N N N N N WI TREASURY 3.125% 08/31/2027 N/A UNITED STATES TREASURY NOTE 3.12500000 91282CFH9 3075000.00000000 NS USD 2990437.50000000 0.145235519632 Long DBT UST US N 2 2027-08-31 Fixed 3.12500000 N N N N N N UMBS P#ZN5898 3% 05/01/49 N/A FREDDIE MAC POOL UMBS P#ZN5898 3.00000000 3131YCRT5 2080004.85000000 NS USD 1863140.38000000 0.090486479399 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 3.00000000 N N N N N N UMBS P#BR6500 2.5% 03/01/51 N/A FANNIE MAE POOL UMBS P#BR6500 2.50000000 3140L5GJ9 6157668.45000000 NS USD 5324422.48000000 0.258589342070 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N UMBS P#ZN0188 3% 09/01/46 N/A FREDDIE MAC POOL UMBS P#ZN0188 3.00000000 3131Y6F53 965216.56000000 NS USD 872184.94000000 0.042359097281 Long ABS-MBS USGA US N 2 2046-09-01 Fixed 3.00000000 N N N N N N UMBS P#BV5046 5.5% 06/01/52 N/A FANNIE MAE POOL UMBS P#BV5046 5.50000000 3140MJTC9 1103320.02000000 NS USD 1112368.38000000 0.054024001402 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 5.50000000 N N N N N N ABBVIE INC 4.25% 11/14/28 FR5LCKFTG8054YNNRU85 ABBVIE INC REGD 4.25000000 00287YBF5 8830000.00000000 NS USD 8791056.61000000 0.426952134888 Long DBT CORP US N 2 2028-11-14 Fixed 4.25000000 N N N N N N FGLMC P#J19599 3% 06/01/27 N/A FREDDIE MAC GOLD POOL P#J19599 3.00000000 3128Q0UY1 5517.09000000 NS USD 5359.59000000 0.000260297310 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 3.00000000 N N N N N N FGLMC P#A97415 4% 03/01/41 N/A FREDDIE MAC GOLD POOL P#A97415 4.00000000 312946GY6 6576.34000000 NS USD 6397.48000000 0.000310704146 Long ABS-MBS USGA US N 2 2041-03-01 Fixed 4.00000000 N N N N N N UMBS P#BQ6015 2.5% 12/01/50 N/A FANNIE MAE POOL UMBS P#BQ6015 2.50000000 3140KRVH9 1674781.97000000 NS USD 1449908.06000000 0.070417171572 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N GNMA II P#CG9023 2.5% 10/20/51 N/A GINNIE MAE II POOL P#CG9023 2.50000000 3617WPAY3 4382962.74000000 NS USD 3812224.77000000 0.185146971113 Long ABS-MBS USGSE US N 2 2051-10-20 Fixed 2.50000000 N N N N N N FIFTH THIRD BANK V/R 10/27/25 N/A FIFTH THIRD BANK REGD V/R 5.85200000 31677QBT5 2400000.00000000 NS USD 2395287.50000000 0.116331080229 Long DBT CORP US N 2 2025-10-27 Variable 5.85200000 N N N N N N FHR 4408 PB 3% 04/15/44 N/A FREDDIE MAC REMICS SER 4408 CL PB 3.00000000 3137BFCY5 212230.66000000 NS USD 197728.87000000 0.009603028045 Long ABS-CBDO CORP US N 2 2044-04-15 Fixed 3.00000000 N N N N N N UMBS P#ZS3332 4% 07/01/41 N/A FREDDIE MAC POOL UMBS P#ZS3332 4.00000000 3132A3VZ0 313018.40000000 NS USD 305019.66000000 0.014813781869 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 4.00000000 N N N N N N UMBS P#BW3331 4% 07/01/52 N/A FANNIE MAE POOL UMBS P#BW3331 4.00000000 3140MUVZ0 4702043.66000000 NS USD 4498931.64000000 0.218498020616 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.00000000 N N N N N N UMBS P#FM6124 2.5% 01/01/51 N/A FANNIE MAE POOL UMBS P#FM6124 2.50000000 3140X9YW9 9342549.74000000 NS USD 8085805.64000000 0.392700460643 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.50000000 N N N N N N FHR 4732 QL 3% 04/15/45 N/A FREDDIE MAC REMICS SER 4732 CL QL 3.00000000 3137FBNG7 77470.98400000 NS USD 75747.05000000 0.003678780167 Long ABS-CBDO CORP US N 2 2045-04-15 Fixed 3.00000000 N N N N N N FHLMC P#1G1677 V/R 04/01/37 N/A FREDDIE MAC NON GOLD POOL P#1G1677 V/R 4.90800000 3128QJ2J4 29866.29000000 NS USD 29813.33000000 0.001447933446 Long ABS-MBS USGA US N 2 2037-04-01 Variable 4.90800000 N N N N N N CITIGROUP INC V/R 03/20/30 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC REGD V/R 3.98000000 172967ME8 4460000.00000000 NS USD 4232043.96000000 0.205536181124 Long DBT CORP US N 2 2030-03-20 Variable 3.98000000 N N N N N N GNMA II P#AB2158 4% 08/20/42 N/A GINNIE MAE II POOL P#AB2158 4.00000000 36178MMF5 244279.82000000 NS USD 238582.77000000 0.011587164947 Long ABS-MBS USGSE US N 2 2042-08-20 Fixed 4.00000000 N N N N N N SYNCHRONY FINANC 3.7% 08/04/26 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL REGD 3.70000000 87165BAL7 2745000.00000000 NS USD 2579016.47000000 0.125254180086 Long DBT CORP US N 2 2026-08-04 Fixed 3.70000000 N N N N N N GNMA II P#763145 4.5% 04/20/31 N/A GINNIE MAE II POOL P#763145 4.50000000 36176DTA1 5373.76000000 NS USD 5252.78000000 0.000255109907 Long ABS-MBS USGSE US N 2 2031-04-20 Fixed 4.50000000 N N N N N N UMBS P#ZS7645 3% 02/01/32 N/A FREDDIE MAC POOL UMBS P#ZS7645 3.00000000 3132A8P60 1451717.46000000 NS USD 1386358.02000000 0.067330759272 Long ABS-MBS USGA US N 2 2032-02-01 Fixed 3.00000000 N N N N N N GNMA II P#BY1522 3.5% 12/20/50 N/A GINNIE MAE II POOL P#BY1522 3.50000000 3617QHVP4 334459.19000000 NS USD 310872.62000000 0.015098040505 Long ABS-MBS USGSE US N 2 2050-12-20 Fixed 3.50000000 N N N N N N FHLMC P#8D6008 V/R 10/01/51 N/A FREDDIE MAC NON GOLD POOL P#8D6008 V/R 1.93200000 3142BUU97 11917715.84000000 NS USD 10407449.38000000 0.505454910446 Long ABS-MBS USGA US N 2 2051-10-01 Variable 1.93200000 N N N N N N UMBS P#CA0713 4.5% 11/01/47 N/A FANNIE MAE POOL UMBS P#CA0713 4.50000000 3140Q7YK7 1015449.57000000 NS USD 1009948.77000000 0.049049824453 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N FGLMC P#J20061 3% 08/01/27 N/A FREDDIE MAC GOLD POOL P#J20061 3.00000000 31306XB69 6840.04000000 NS USD 6645.14000000 0.000322732162 Long ABS-MBS USGA US N 2 2027-08-01 Fixed 3.00000000 N N N N N N US TREAS BDS 2.75% 08/15/47 N/A UNITED STATES TREASURY BOND 2.75000000 912810RY6 9790000.00000000 NS USD 7657615.63000000 0.371904707980 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N FGLMC P#G30284 5% 02/01/26 N/A FREDDIE MAC GOLD POOL P#G30284 5.00000000 3128CUJ56 228.54000000 NS USD 226.81000000 0.000011015400 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 5.00000000 N N N N N N UMBS P#BX8575 5.5% 04/01/53 N/A FANNIE MAE POOL UMBS P#BX8575 5.50000000 3140NDQ59 2783222.76000000 NS USD 2803102.21000000 0.136137272908 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N NEXTERA ENERGY 3.55% 05/01/27 N/A NEXTERA ENERGY CAPITAL REGD 3.55000000 65339KAT7 4777000.00000000 NS USD 4607004.82000000 0.223746772498 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N US TREAS NTS 4.375% 11/30/28 N/A UNITED STATES TREASURY NOTE 4.37500000 91282CJN2 6000000.00000000 NS USD 6146250.00000000 0.298502748358 Long DBT UST US N 2 2028-11-30 Fixed 4.37500000 N N N N N N UMBS P#QF4438 6.5% 12/01/52 N/A FREDDIE MAC POOL UMBS P#QF4438 6.50000000 3133BR4X9 5389463.65000000 NS USD 5592054.77000000 0.271587344773 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 6.50000000 N N N N N N CAPITAL ONE FINAN V/R 05/10/28 ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CO REGD V/R 4.92700000 14040HCS2 3165000.00000000 NS USD 3113698.42000000 0.151221889107 Long DBT CORP US N 2 2028-05-10 Variable 4.92700000 N N N N N N APPLIED MATERIAL 3.9% 10/01/25 41BNNE1AFPNAZELZ6K07 APPLIED MATERIALS INC REGD 3.90000000 038222AJ4 6435000.00000000 NS USD 6348656.07000000 0.308332932320 Long DBT CORP US N 2 2025-10-01 Fixed 3.90000000 N N N N N N FGLMC P#Q13271 4% 11/01/42 N/A FREDDIE MAC GOLD POOL P#Q13271 4.00000000 3132HPT46 5515.19000000 NS USD 5357.85000000 0.000260212804 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 4.00000000 N N N N N N BOSTON PROPERTI 3.25% 01/30/31 N/A BOSTON PROPERTIES LP REGD 3.25000000 10112RBD5 6488000.00000000 NS USD 5580862.83000000 0.271043789785 Long DBT CORP US N 2 2031-01-30 Fixed 3.25000000 N N N N N N UMBS P#RB5023 3.5% 11/01/39 N/A FREDDIE MAC POOL UMBS P#RB5023 3.50000000 3133KYSL4 1961668.00000000 NS USD 1876550.17000000 0.091137747923 Long ABS-MBS USGA US N 2 2039-11-01 Fixed 3.50000000 N N N N N N BUNGE LTD FINAN 2.75% 05/14/31 N/A BUNGE LTD FINANCE CORP REGD 2.75000000 120568BC3 4150000.00000000 NS USD 3615768.09000000 0.175605729069 Long DBT CORP US N 2 2031-05-14 Fixed 2.75000000 N N N N N N REALTY INCOME C 5.05% 01/13/26 549300CUWDAUZSH43859 REALTY INCOME CORP REGD 5.05000000 756109BQ6 6521000.00000000 NS USD 6522894.42000000 0.316795104595 Long DBT CORP US N 2 2026-01-13 Fixed 5.05000000 N N N N N N UMBS P#AB1725 3.5% 10/01/40 N/A FANNIE MAE POOL UMBS P#AB1725 3.50000000 31416W4K5 30527.95000000 NS USD 28980.34000000 0.001407477915 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 3.50000000 N N N N N N UMBS P#BQ7555 2.5% 10/01/50 N/A FANNIE MAE POOL UMBS P#BQ7555 2.50000000 3140KTMD4 1630970.03000000 NS USD 1409066.62000000 0.068433639811 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N UMBS P#ZS3092 3.5% 01/01/41 N/A FREDDIE MAC POOL UMBS P#ZS3092 3.50000000 3132A3NH9 346917.60000000 NS USD 327292.18000000 0.015895483464 Long ABS-MBS USGA US N 2 2041-01-01 Fixed 3.50000000 N N N N N N UMBS P#AD4927 5% 06/01/40 N/A FANNIE MAE POOL UMBS P#AD4927 5.00000000 31418SPM5 2907.38000000 NS USD 2967.27000000 0.000144110351 Long ABS-MBS USGSE US N 2 2040-06-01 Fixed 5.00000000 N N N N N N UMBS P#BR3255 2% 02/01/51 N/A FANNIE MAE POOL UMBS P#BR3255 2.00000000 3140L1TM7 8449623.15000000 NS USD 6899098.21000000 0.335066060911 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N UMBS P#790874 6.5% 09/01/34 N/A FANNIE MAE POOL UMBS P#790874 6.50000000 31405JT79 345.74000000 NS USD 365.45000000 0.000017748680 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.50000000 N N N N N N GNMA II P#BZ0238 2.5% 03/20/51 N/A GINNIE MAE II POOL P#BZ0238 2.50000000 3617QUHP1 1931493.89000000 NS USD 1669413.39000000 0.081077809243 Long ABS-MBS USGSE US N 2 2051-03-20 Fixed 2.50000000 N N N N N N GNMA P#694386 4% 04/15/24 N/A GINNIE MAE I POOL P#694386 4.00000000 36296LNB2 3604.95000000 NS USD 3588.01000000 0.000174257611 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 4.00000000 N N N N N N FGLMC P#Q17285 3.5% 04/01/43 N/A FREDDIE MAC GOLD POOL P#Q17285 3.50000000 3132J8RF9 20886.05000000 NS USD 19665.39000000 0.000955082035 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.50000000 N N N N N N UMBS P#696231 6% 04/01/33 N/A FANNIE MAE POOL UMBS P#696231 6.00000000 31400SPQ6 93896.42000000 NS USD 97863.42000000 0.004752898081 Long ABS-MBS USGSE US N 2 2033-04-01 Fixed 6.00000000 N N N N N N AFLAC INC 1.125% 03/15/26 549300N0B7DOGLXWPP39 AFLAC INC REGD 1.12500000 001055BK7 4380000.00000000 NS USD 4044976.08000000 0.196450921606 Long DBT CORP US N 2 2026-03-15 Fixed 1.12500000 N N N N N N UMBS P#SD0253 3% 04/01/43 N/A FREDDIE MAC POOL UMBS P#SD0253 3.00000000 3132DMH65 4993237.86000000 NS USD 4548988.49000000 0.220929113933 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N ELEVANCE HEALT 2.875% 09/15/29 8MYN82XMYQH89CTMTH67 ELEVANCE HEALTH INC REGD 2.87500000 036752AL7 7245000.00000000 NS USD 6649454.70000000 0.322941712920 Long DBT CORP US N 2 2029-09-15 Fixed 2.87500000 N N N N N N UMBS P#BX0639 5% 11/01/52 N/A FANNIE MAE POOL UMBS P#BX0639 5.00000000 3140N4V95 3294125.70000000 NS USD 3291012.09000000 0.159833419360 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N UMBS P#ZL9867 3.5% 07/01/45 N/A FREDDIE MAC POOL UMBS P#ZL9867 3.50000000 3131XR6C3 908606.01000000 NS USD 861247.27000000 0.041827891333 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.50000000 N N N N N N UMBS P#924096 6.5% 05/01/37 N/A FANNIE MAE POOL UMBS P#924096 6.50000000 31412FUV3 74363.71000000 NS USD 79184.74000000 0.003845737241 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N UMBS P#AB3658 3.5% 10/01/41 N/A FANNIE MAE POOL UMBS P#AB3658 3.50000000 31417AB40 479718.59000000 NS USD 455571.82000000 0.022125595337 Long ABS-MBS USGSE US N 2 2041-10-01 Fixed 3.50000000 N N N N N N FNR 2016-24 TA 3% 04/25/42 N/A FANNIE MAE REMICS SER 2016-24 CL TA 3.00000000 3136ASJA5 60742.83100000 NS USD 59809.04000000 0.002904724476 Long ABS-CBDO CORP US N 2 2042-04-25 Fixed 3.00000000 N N N N N N UMBS P#FS1857 2.5% 05/01/52 N/A FANNIE MAE POOL UMBS P#FS1857 2.50000000 3140XHB30 1943906.10000000 NS USD 1662293.30000000 0.080732010352 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N UMBS P#AU4279 3% 09/01/43 N/A FANNIE MAE POOL UMBS P#AU4279 3.00000000 3138X3XH0 130231.59000000 NS USD 118903.34000000 0.005774736429 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.00000000 N N N N N N GNMA II P#745364 4.5% 06/20/30 N/A GINNIE MAE II POOL P#745364 4.50000000 3620C1B96 12566.30000000 NS USD 12284.47000000 0.000596615506 Long ABS-MBS USGSE US N 2 2030-06-20 Fixed 4.50000000 N N N N N N UMBS P#FM4999 2.5% 12/01/50 N/A FANNIE MAE POOL UMBS P#FM4999 2.50000000 3140X8RV1 2272933.20000000 NS USD 1972369.65000000 0.095791378694 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.50000000 N N N N N N QUALCOMM INC 4.25% 05/20/32 H1J8DDZKZP6H7RWC0H53 QUALCOMM INC REGD 4.25000000 747525BQ5 1785000.00000000 NS USD 1774843.81000000 0.086198211135 Long DBT CORP US N 2 2032-05-20 Fixed 4.25000000 N N N N N N UMBS P#ZM6488 4.5% 05/01/48 N/A FREDDIE MAC POOL UMBS P#ZM6488 4.50000000 3131Y1F54 849200.95300000 NS USD 837140.21000000 0.040657092283 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.50000000 N N N N N N UMBS P#257126 6% 03/01/28 N/A FANNIE MAE POOL UMBS P#257126 6.00000000 31371NSP1 26155.29000000 NS USD 26465.99000000 0.001285364369 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 6.00000000 N N N N N N GNMA P#773245 4% 12/15/41 N/A GINNIE MAE I POOL P#773245 4.00000000 36176QZJ6 0.00000000 NS USD 0.00000000 0.000000 Long ABS-MBS USGSE US N N/A 2041-12-15 Fixed 4.00000000 N N N N N N UMBS P#FS5999 6% 09/01/53 N/A FANNIE MAE POOL UMBS P#FS5999 6.00000000 3140XMUZ7 11357927.47000000 NS USD 11686382.72000000 0.567568413307 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N GNMA II P#MA8942 2.5% 06/20/53 N/A GINNIE MAE II POOL P#MA8942 2.50000000 36179X5B8 8018725.33000000 NS USD 7030676.04000000 0.341456354811 Long ABS-MBS USGSE US N 2 2053-06-20 Fixed 2.50000000 N N N N N N UMBS P#BR9465 2.5% 05/01/51 N/A FANNIE MAE POOL UMBS P#BR9465 2.50000000 3140L8QT0 2477995.58000000 NS USD 2141858.53000000 0.104022885141 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N UMBS P#AL6731 3.5% 04/01/45 N/A FANNIE MAE POOL UMBS P#AL6731 3.50000000 3138EPPR9 1418354.10000000 NS USD 1342558.58000000 0.065203567372 Long ABS-MBS USGSE US N 2 2045-04-01 Fixed 3.50000000 N N N N N N UMBS P#QB9110 2.5% 02/01/51 N/A FREDDIE MAC POOL UMBS P#QB9110 2.50000000 3133AGDP1 1036633.49000000 NS USD 899712.24000000 0.043696005917 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N THERMO FISHER SCIE 2% 10/15/31 HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC REGD 2.00000000 883556CL4 10046000.00000000 NS USD 8480582.85000000 0.411873465675 Long DBT CORP US N 2 2031-10-15 Fixed 2.00000000 N N N N N N US TREAS NTS 2.25% 08/15/27 N/A UNITED STATES TREASURY NOTE 2.25000000 9128282R0 25900000.00000000 NS USD 24435031.25000000 1.186727514232 Long DBT UST US N 2 2027-08-15 Fixed 2.25000000 N N N N N N UMBS P#CA6544 2.5% 07/01/35 N/A FANNIE MAE POOL UMBS P#CA6544 2.50000000 3140QEHW5 2326265.30000000 NS USD 2148229.75000000 0.104332313928 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N BOSTON PROPERTIE 6.5% 01/15/34 N/A BOSTON PROPERTIES LP REGD 6.50000000 10112RBH6 3435000.00000000 NS USD 3631026.69000000 0.176346788094 Long DBT CORP US N 2 2034-01-15 Fixed 6.50000000 N N N N N N VERISK ANALYTICS I 4% 06/15/25 549300I1YSWNIRKBWP67 VERISK ANALYTICS INC REGD 4.00000000 92345YAD8 5895000.00000000 NS USD 5798887.80000000 0.281632531335 Long DBT CORP US N 2 2025-06-15 Fixed 4.00000000 N N N N N N UMBS P#BP3077 4% 03/01/50 N/A FANNIE MAE POOL UMBS P#BP3077 4.00000000 3140KAM37 3713462.62000000 NS USD 3550850.61000000 0.172452904794 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 4.00000000 N N N N N N UMBS P#FM4600 2.5% 10/01/35 N/A FANNIE MAE POOL UMBS P#FM4600 2.50000000 3140X8DE4 6491054.18000000 NS USD 5994508.40000000 0.291133167778 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 2.50000000 N N N N N N UMBS P#819453 4% 03/01/35 N/A FANNIE MAE POOL UMBS P#819453 4.00000000 31406TMA6 128566.48000000 NS USD 124634.72000000 0.006053090333 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 4.00000000 N N N N N N PROLOGIS LP 1.75% 07/01/30 N/A PROLOGIS LP REGD 1.75000000 74340XBZ3 3906000.00000000 NS USD 3274947.34000000 0.159053208333 Long DBT CORP US N 2 2030-07-01 Fixed 1.75000000 N N N N N N UMBS P#ZK4353 3% 08/01/27 N/A FREDDIE MAC POOL UMBS P#ZK4353 3.00000000 3131X7ZS0 106889.25000000 NS USD 103729.34000000 0.005037786142 Long ABS-MBS USGA US N 2 2027-08-01 Fixed 3.00000000 N N N N N N GNMA P#709541 5.5% 01/15/36 N/A GINNIE MAE I POOL P#709541 5.50000000 36297EHS7 52754.45000000 NS USD 54033.05000000 0.002624204014 Long ABS-MBS USGSE US N 2 2036-01-15 Fixed 5.50000000 N N N N N N UMBS P#ZM0400 3.5% 11/01/45 N/A FREDDIE MAC POOL UMBS P#ZM0400 3.50000000 3131XTNR7 1862697.19000000 NS USD 1767539.70000000 0.085843475010 Long ABS-MBS USGA US N 2 2045-11-01 Fixed 3.50000000 N N N N N N UMBS P#BV4839 4% 03/01/52 N/A FANNIE MAE POOL UMBS P#BV4839 4.00000000 3140MJLV5 2027209.97000000 NS USD 1941523.76000000 0.094293297272 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 4.00000000 N N N N N N GNMA P#752194 3% 03/15/46 N/A GINNIE MAE I POOL P#752194 3.00000000 36230LNK1 3467339.89300000 NS USD 3184405.30000000 0.154655885123 Long ABS-MBS USGSE US N 2 2046-03-15 Fixed 3.00000000 N N N N N N GNMA P#741863 5% 05/15/40 N/A GINNIE MAE I POOL P#741863 5.00000000 3620AWFC9 39629.58000000 NS USD 40507.96000000 0.001967335756 Long ABS-MBS USGSE US N 2 2040-05-15 Fixed 5.00000000 N N N N N N UMBS P#CA5893 3% 05/01/50 N/A FANNIE MAE POOL UMBS P#CA5893 3.00000000 3140QDRP1 2147472.65000000 NS USD 1920272.99000000 0.093261218647 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 3.00000000 N N N N N N UMBS P#ZM6514 4% 05/01/48 N/A FREDDIE MAC POOL UMBS P#ZM6514 4.00000000 3131Y1GX2 136993.94000000 NS USD 131710.67000000 0.006396745492 Long ABS-MBS USGA US N 2 2048-05-01 Fixed 4.00000000 N N N N N N UMBS P#254223 7.5% 02/01/32 N/A FANNIE MAE POOL UMBS P#254223 7.50000000 31371KLC3 351.12000000 NS USD 378.46000000 0.000018380532 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 7.50000000 N N N N N N FHS 265 30 3% 06/15/42 N/A FREDDIE MAC STRIPS SER 265 CL 30 3.00000000 3128HXJS5 4338787.35000000 NS USD 3974434.56000000 0.193024956572 Long ABS-CBDO CORP US N 2 2042-06-15 Fixed 3.00000000 N N N N N N HEXCEL CORP 0% 08/15/25 S6Q7LW43WUBUHXY2QP69 HEXCEL CORP REGD 4.95000000 428291AM0 3820000.00000000 NS USD 3785509.07000000 0.183849479167 Long DBT CORP US N 2 2025-08-15 Variable 4.95000000 N N N N N N US TREAS NTS 4.625% 02/28/2025 N/A UNITED STATES TREASURY BOND 4.62500000 91282CGN5 1500000.00000000 NS USD 1498828.13000000 0.072793055297 Long DBT UST US N 2 2025-02-28 Fixed 4.62500000 N N N N N N GNMA P#627039 3% 01/15/46 N/A GINNIE MAE I POOL P#627039 3.00000000 36291FS41 880962.32000000 NS USD 809722.64000000 0.039325512865 Long ABS-MBS USGSE US N 2 2046-01-15 Fixed 3.00000000 N N N N N N BOEING CO 4.875% 05/01/25 RVHJWBXLJ1RFUBSY1F30 BOEING CO REGD 4.87500000 097023CT0 4870000.00000000 NS USD 4848559.29000000 0.235478262947 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N US TREAS NTS 2.875% 08/15/28 N/A UNITED STATES TREASURY NOTE 2.87500000 9128284V9 55450000.00000000 NS USD 53110703.13000000 2.579408721017 Long DBT UST US N 2 2028-08-15 Fixed 2.87500000 N N N N N N FHS 299 300 3% 01/15/43 N/A FREDDIE MAC STRIPS SER 299 CL 300 3.00000000 3132HTJV9 715512.27000000 NS USD 641796.82000000 0.031169919000 Long ABS-CBDO CORP US N 2 2043-01-15 Fixed 3.00000000 N N N N N N UMBS P#MA1459 3% 06/01/33 N/A FANNIE MAE POOL UMBS P#MA1459 3.00000000 31418ATR9 516756.53000000 NS USD 490286.08000000 0.023811550516 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.00000000 N N N N N N GNMA P#AA0172 3.7% 05/15/42 N/A GINNIE MAE I POOL P#AA0172 3.70000000 36177WFM7 380818.50000000 NS USD 366840.82000000 0.017816228266 Long ABS-MBS USGSE US N 2 2042-05-15 Fixed 3.70000000 N N N N N N KEMPER CORP 4.35% 02/15/25 549300FNI1JKTRY2PV09 KEMPER CORP REGD 4.35000000 488401AB6 1960000.00000000 NS USD 1918529.03000000 0.093176520359 Long DBT CORP US N 2 2025-02-15 Fixed 4.35000000 N N N N N N BLOCK FINANCIAL 5.25% 10/01/25 N/A BLOCK FINANCIAL LLC REGD 5.25000000 093662AG9 2985000.00000000 NS USD 2966557.86000000 0.144075765609 Long DBT CORP US N 2 2025-10-01 Fixed 5.25000000 N N N N N N OLD REPUBLIC I 3.875% 08/26/26 549300IV6O2YY2A1KH37 OLD REPUBLIC INTL CORP REGD 3.87500000 680223AK0 4895000.00000000 NS USD 4716455.02000000 0.229062401623 Long DBT CORP US N 2 2026-08-26 Fixed 3.87500000 N N N N N N UMBS P#ZS9328 4% 01/01/38 N/A FREDDIE MAC POOL UMBS P#ZS9328 4.00000000 3132AALH5 1071313.17000000 NS USD 1054772.06000000 0.051226741314 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 4.00000000 N N N N N N UMBS P#MA1166 3.5% 09/01/32 N/A FANNIE MAE POOL UMBS P#MA1166 3.50000000 31418AJL3 14821.51000000 NS USD 14262.22000000 0.000692668190 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N UMBS P#AS6582 3.5% 02/01/46 N/A FANNIE MAE POOL UMBS P#AS6582 3.50000000 3138WGJ47 1656526.80000000 NS USD 1542302.37000000 0.074904453324 Long ABS-MBS USGSE US N 2 2046-02-01 Fixed 3.50000000 N N N N N N UMBS P#MA0406 4.5% 05/01/30 N/A FANNIE MAE POOL UMBS P#MA0406 4.50000000 31417YNY9 69188.18000000 NS USD 68514.18000000 0.003327503930 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 4.50000000 N N N N N N GNMA II P#710627 5% 06/20/40 N/A GINNIE MAE II POOL P#710627 5.00000000 36297FPL0 23194.92000000 NS USD 23601.32000000 0.001146236955 Long ABS-MBS USGSE US N 2 2040-06-20 Fixed 5.00000000 N N N N N N T-MOBILE USA I 3.375% 04/15/29 N/A T-MOBILE USA INC REGD 3.37500000 87264ABV6 4580000.00000000 NS USD 4262047.56000000 0.206993355345 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N PNC FINANCIAL SER V/R 06/12/26 CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES REGD V/R 5.81200000 693475BQ7 5020000.00000000 NS USD 5057201.26000000 0.245611303658 Long DBT CORP US N 2 2026-06-12 Variable 5.81200000 N N N N N N UMBS P#ZA1314 3% 03/01/43 N/A FREDDIE MAC POOL UMBS P#ZA1314 3.00000000 31329JN78 737700.74000000 NS USD 673479.68000000 0.032708649248 Long ABS-MBS USGA US N 2 2043-03-01 Fixed 3.00000000 N N N N N N UMBS P#ZA2406 3.5% 02/01/36 N/A FREDDIE MAC POOL UMBS P#ZA2406 3.50000000 31329KU77 344845.68000000 NS USD 329975.80000000 0.016025817887 Long ABS-MBS USGA US N 2 2036-02-01 Fixed 3.50000000 N N N N N N US TREAS NTS 3.875% 08/15/33 N/A UNITED STATES TREASURY NOTE 3.87500000 91282CHT1 18100000.00000000 NS USD 18114140.63000000 0.879743056694 Long DBT UST US N 2 2033-08-15 Fixed 3.87500000 N N N N N N UMBS P#FS1826 3.5% 05/01/52 N/A FANNIE MAE POOL UMBS P#FS1826 3.50000000 3140XHA49 4536826.80000000 NS USD 4201559.29000000 0.204055642945 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N UMBS P#AS8747 3.5% 01/01/47 N/A FANNIE MAE POOL UMBS P#AS8747 3.50000000 3138WJWH7 311429.86000000 NS USD 291269.48000000 0.014145981743 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.50000000 N N N N N N UMBS P#779379 4.5% 06/01/34 N/A FANNIE MAE POOL UMBS P#779379 4.50000000 31404U2L3 1733.74000000 NS USD 1722.32000000 0.000083647305 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 4.50000000 N N N N N N MASTERCARD INC 3.3% 03/26/27 AR5L2ODV9HN37376R084 MASTERCARD INC REGD 3.30000000 57636QAR5 2300000.00000000 NS USD 2232297.68000000 0.108415211329 Long DBT CORP US N 2 2027-03-26 Fixed 3.30000000 N N N N N N UMBS P#QA3570 2.5% 10/01/49 N/A FREDDIE MAC POOL UMBS P#QA3570 2.50000000 31339S6F7 1800961.62000000 NS USD 1553517.33000000 0.075449126317 Long ABS-MBS USGA US N 2 2049-10-01 Fixed 2.50000000 N N N N N N US TREAS BDS 2.25% 08/15/46 N/A UNITED STATES TREASURY BOND 2.25000000 912810RT7 29985000.00000000 NS USD 21406478.91000000 1.039640884655 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N EQUINIX INC 1.45% 05/15/26 549300EVUN2BTLJ3GT74 EQUINIX INC REGD 1.45000000 29444UBQ8 7345000.00000000 NS USD 6788753.09000000 0.329706968524 Long DBT CORP US N 2 2026-05-15 Fixed 1.45000000 N N N N N N FGLMC P#G31059 4% 01/01/38 N/A FREDDIE MAC GOLD POOL P#G31059 4.00000000 3132J4MH9 304658.12000000 NS USD 300334.73000000 0.014586250532 Long ABS-MBS USGA US N 2 2038-01-01 Fixed 4.00000000 N N N N N N KEMPER CORP 3.8% 02/23/32 549300FNI1JKTRY2PV09 KEMPER CORP REGD 3.80000000 488401AD2 4500000.00000000 NS USD 3807164.03000000 0.184901187944 Long DBT CORP US N 2 2032-02-23 Fixed 3.80000000 N N N N N N UMBS P#FM4356 2.5% 09/01/35 N/A FANNIE MAE POOL UMBS P#FM4356 2.50000000 3140X7ZW2 3024179.90000000 NS USD 2792839.39000000 0.135638842162 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.50000000 N N N N N N UMBS P#BM3078 3.5% 09/01/47 N/A FANNIE MAE POOL UMBS P#BM3078 3.50000000 3140J7M44 1244192.27000000 NS USD 1169593.15000000 0.056803216552 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 3.50000000 N N N N N N FIFTH THIRD BANCO V/R 11/01/27 THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP REGD V/R 1.70700000 316773DD9 1000000.00000000 NS USD 901793.19000000 0.043797070679 Long DBT CORP US N 2 2027-11-01 Variable 1.70700000 N N N N N N UMBS P#BQ2612 2.5% 10/01/50 N/A FANNIE MAE POOL UMBS P#BQ2612 2.50000000 3140KM3W8 820820.24000000 NS USD 713013.54000000 0.034628676234 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N UMBS P#BJ2997 3% 03/01/48 N/A FANNIE MAE POOL UMBS P#BJ2997 3.00000000 3140H4KK9 352871.35000000 NS USD 316285.38000000 0.015360920105 Long ABS-MBS USGSE US N 2 2048-03-01 Fixed 3.00000000 N N N N N N UMBS P#255047 5.5% 01/01/24 N/A FANNIE MAE POOL UMBS P#255047 5.50000000 31371LHY8 34.23000000 NS USD 34.23000000 0.000001662436 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 5.50000000 N N N N N N FAIRFAX FINL HLDGS 6% 12/07/33 GLS7OQD0WOEDI8YAP031 FAIRFAX FINL HLDGS LTD REGD 144A P/P 6.00000000 303901BM3 5010000.00000000 NS USD 5151748.38000000 0.250203140171 Long DBT CORP CA Y 2 2033-12-07 Fixed 6.00000000 N N N N N N GNMA P#589405 6.5% 05/15/32 N/A GINNIE MAE I POOL P#589405 6.50000000 36201PYA7 6868.76000000 NS USD 7037.83000000 0.000341803798 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6.50000000 N N N N N N UMBS P#SD1320 3% 06/01/52 N/A FREDDIE MAC POOL UMBS P#SD1320 3.00000000 3132DNPD9 6641623.98000000 NS USD 5912712.79000000 0.287160629338 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.00000000 N N N N N N UMBS P#FS1889 2.5% 05/01/42 N/A FANNIE MAE POOL UMBS P#FS1889 2.50000000 3140XHC39 4893017.67000000 NS USD 4348520.27000000 0.211193044846 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 2.50000000 N N N N N N US BANCORP 1.45% 05/12/25 N1GZ7BBF3NP8GI976H15 US BANCORP REGD 1.45000000 91159HHZ6 1000000.00000000 NS USD 952923.99000000 0.046280322146 Long DBT CORP US N 2 2025-05-12 Fixed 1.45000000 N N N N N N US TREASURYS ZCP 08/15/29 N/A UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 912833XP0 3280000.00000000 NS USD 2636043.77000000 0.128023804781 Long DBT UST US N 2 2029-08-15 Fixed 0.00000000 N N N N N N SPRINT LLC 7.625% 03/01/26 N/A SPRINT LLC REGD 7.62500000 85207UAK1 4400000.00000000 NS USD 4595380.64000000 0.223182225062 Long DBT CORP US N 2 2026-03-01 Fixed 7.62500000 N N N N N N UMBS P#SD3279 5.5% 07/01/53 N/A FREDDIE MAC POOL UMBS P#SD3279 5.50000000 3132DQUC8 2299979.50000000 NS USD 2326149.68000000 0.112973288195 Long ABS-MBS USGA US N 2 2053-07-01 Fixed 5.50000000 N N N N N N UMBS P#AB4808 3.5% 04/01/42 N/A FANNIE MAE POOL UMBS P#AB4808 3.50000000 31417BKW6 853427.75000000 NS USD 810518.15000000 0.039364148117 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N UMBS P#ZT1514 4% 02/01/45 N/A FREDDIE MAC POOL UMBS P#ZT1514 4.00000000 3132ADVF2 1927967.75000000 NS USD 1879619.62000000 0.091286820815 Long ABS-MBS USGA US N 2 2045-02-01 Fixed 4.00000000 N N N N N N HUMANA INC 3.85% 10/01/24 529900YLDW34GJAO4J06 HUMANA INC REGD 3.85000000 444859BD3 2935000.00000000 NS USD 2897652.59000000 0.140729267749 Long DBT CORP US N 2 2024-10-01 Fixed 3.85000000 N N N N N N GNMA II P#5302 3.5% 02/20/42 N/A GINNIE MAE II POOL P#5302 3.50000000 36202F3K0 313661.83000000 NS USD 295165.10000000 0.014335178941 Long ABS-MBS USGSE US N 2 2042-02-20 Fixed 3.50000000 N N N N N N JPMORGAN CHASE & V/R 06/01/34 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO REGD V/R 5.35000000 46647PDR4 4625000.00000000 NS USD 4695078.56000000 0.228024218656 Long DBT CORP US N 2 2034-06-01 Variable 5.35000000 N N N N N N FNW 2005-W1 1A1 6% 10/25/44 N/A FANNIE MAE REMIC TRUST 2005-W1 SER 2005-W1 CL 1A1 6.00000000 31394CB35 221500.35000000 NS USD 224058.81000000 0.010881784922 Long ABS-CBDO CORP US N 2 2044-10-25 Fixed 6.00000000 N N N N N N FGLMC P#A70283 5.5% 06/01/37 N/A FREDDIE MAC GOLD POOL P#A70283 5.50000000 3128L3J49 10092.89000000 NS USD 10437.53000000 0.000506915825 Long ABS-MBS USGA US N 2 2037-06-01 Fixed 5.50000000 N N N N N N US TREAS NTS 1.625% 08/15/29 N/A UNITED STATES TREASURY NOTE 1.62500000 912828YB0 47705000.00000000 NS USD 42513354.54000000 2.064731042851 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N UMBS P#SC0081 2.5% 10/01/40 N/A FREDDIE MAC POOL UMBS P#SC0081 2.50000000 3132D9CS1 3019595.30000000 NS USD 2708134.22000000 0.131524996151 Long ABS-MBS USGA US N 2 2040-10-01 Fixed 2.50000000 N N N N N N UMBS P#QF3678 6.5% 12/01/52 N/A FREDDIE MAC POOL UMBS P#QF3678 6.50000000 3133BRCP7 1854694.49000000 NS USD 1918450.08000000 0.093172686022 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 6.50000000 N N N N N N UMBS P#AL3024 3.5% 01/01/43 N/A FANNIE MAE POOL UMBS P#AL3024 3.50000000 3138EKLE3 395764.08000000 NS USD 372941.79000000 0.018112531916 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N UMBS P#AR8153 3% 12/01/42 N/A FANNIE MAE POOL UMBS P#AR8153 3.00000000 3138W6BX3 507082.88000000 NS USD 459639.43000000 0.022323145512 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.00000000 N N N N N N UMBS P#BS1924 2.34% 05/01/36 N/A FANNIE MAE POOL UMBS P#BS1924 2.34000000 3140LCD65 9375000.00000000 NS USD 7589865.94000000 0.368614332765 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 2.34000000 N N N N N N UMBS P#BS4995 2.77% 03/01/32 N/A FANNIE MAE POOL UMBS P#BS4995 2.77000000 3140LFRR7 5122000.00000000 NS USD 4430661.38000000 0.215182363062 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.77000000 N N N N N N US TREAS BDS 4% 11/15/52 N/A UNITED STATES TREASURY BOND 4.00000000 912810TL2 30665000.00000000 NS USD 30387098.44000000 1.475799454786 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N UMBS P#ZK4476 2.5% 09/01/27 N/A FREDDIE MAC POOL UMBS P#ZK4476 2.50000000 3131X76M5 237230.88000000 NS USD 229073.43000000 0.011125328197 Long ABS-MBS USGA US N 2 2027-09-01 Fixed 2.50000000 N N N N N N UMBS P#BS4697 2.16% 02/01/32 N/A FANNIE MAE POOL UMBS P#BS4697 2.16000000 3140LFGF5 5000000.00000000 NS USD 4131700.60000000 0.200662840674 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 2.16000000 N N N N N N PIONEER NATURAL 5.1% 03/29/26 FY8JBF7CCL2VE4F1B628 PIONEER NATURAL RESOURCE REGD 5.10000000 723787AV9 6320000.00000000 NS USD 6366143.39000000 0.309182232801 Long DBT CORP US N 2 2026-03-29 Fixed 5.10000000 N N N N N N UMBS P#QB0200 2.5% 06/01/50 N/A FREDDIE MAC POOL UMBS P#QB0200 2.50000000 3133A6GH8 3940327.28000000 NS USD 3381769.30000000 0.164241192656 Long ABS-MBS USGA US N 2 2050-06-01 Fixed 2.50000000 N N N N N N WELLS FARGO & COM V/R 03/24/28 PBLD0EJDB5FWOLXP3B76 WELLS FARGO & COMPANY REGD V/R MTN 3.52600000 95000U2V4 6200000.00000000 NS USD 5920226.24000000 0.287525532404 Long DBT CORP US N 2 2028-03-24 Variable 3.52600000 N N N N N N FRESB 2019-SB58 V/R 10/25/28 N/A FRESB 2019-SB58 MORTGAGE TRUST SER 2019-SB58 CL A10F V/R 3.61000000 30308MAG2 614472.86300000 NS USD 589298.03000000 0.028620228848 Long ABS-CBDO CORP US N 2 2028-10-25 Variable 3.61000000 N N N N N N UMBS P#RE0010 2.5% 01/01/50 N/A FREDDIE MAC POOL UMBS P#RE0010 2.50000000 3133LWAK8 1035151.87000000 NS USD 905618.16000000 0.043982836644 Long ABS-MBS USGA US N 2 2050-01-01 Fixed 2.50000000 N N N N N N UMBS P#AZ9162 4% 09/01/45 N/A FANNIE MAE POOL UMBS P#AZ9162 4.00000000 3140E2FC0 202337.14000000 NS USD 196130.48000000 0.009525399604 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4.00000000 N N N N N N WELLS FARGO & COM V/R 03/02/33 PBLD0EJDB5FWOLXP3B76 WELLS FARGO & COMPANY REGD V/R MTN 3.35000000 95000U2U6 9115000.00000000 NS USD 7959816.49000000 0.386581590188 Long DBT CORP US N 2 2033-03-02 Variable 3.35000000 N N N N N N HORMEL FOODS COR 1.8% 06/11/30 MSD54751OJP1FS2ND863 HORMEL FOODS CORP REGD 1.80000000 440452AF7 3600000.00000000 NS USD 3064637.56000000 0.148839167684 Long DBT CORP US N 2 2030-06-11 Fixed 1.80000000 N N N N N N US BANCORP V/R 06/12/29 N1GZ7BBF3NP8GI976H15 US BANCORP REGD V/R 5.77500000 91159HJM3 1500000.00000000 NS USD 1540892.03000000 0.074835957840 Long DBT CORP US N 2 2029-06-12 Variable 5.77500000 N N N N N N EXPEDIA GROUP INC 5% 02/15/26 N/A EXPEDIA GROUP INC REGD SER WI 5.00000000 30212PAM7 5170000.00000000 NS USD 5171441.71000000 0.251159579159 Long DBT CORP US N 2 2026-02-15 Fixed 5.00000000 N N N N N N UMBS P#MA4130 3% 09/01/40 N/A FANNIE MAE POOL UMBS P#MA4130 3.00000000 31418DSU7 849819.22000000 NS USD 777204.73000000 0.037746227039 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 3.00000000 N N N N N N US TREAS NTS 1.5% 02/15/30 N/A UNITED STATES TREASURY NOTE 1.50000000 912828Z94 5800000.00000000 NS USD 5060500.00000000 0.245771512396 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N N UMBS P#AT5999 2.5% 05/01/43 N/A FANNIE MAE POOL UMBS P#AT5999 2.50000000 3138WTUZ7 889634.14000000 NS USD 769725.35000000 0.037382978638 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 2.50000000 N N N N N N UMBS P#FM4663 2% 10/01/50 N/A FANNIE MAE POOL UMBS P#FM4663 2.00000000 3140X8FD4 3848032.18000000 NS USD 3188389.23000000 0.154849371241 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.00000000 N N N N N N UMBS P#ZL3373 3.5% 07/01/42 N/A FREDDIE MAC POOL UMBS P#ZL3373 3.50000000 3131XJXA5 892218.71000000 NS USD 847914.91000000 0.041180383324 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.50000000 N N N N N N UMBS P#SD0532 2% 02/01/51 N/A FREDDIE MAC POOL UMBS P#SD0532 2.00000000 3132DMSV8 3677102.18000000 NS USD 3048605.29000000 0.148060534102 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.00000000 N N N N N N MORGAN STANLEY V/R 01/22/31 IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000 6174468L6 10000000.00000000 NS USD 8768240.00000000 0.425844008666 Long DBT CORP US N 2 2031-01-22 Variable 2.69900000 N N N N N N UMBS P#BE2909 3.5% 12/01/46 N/A FANNIE MAE POOL UMBS P#BE2909 3.50000000 3140FNGT5 273478.56000000 NS USD 255872.51000000 0.012426869630 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N US TREAS NTS 3.875% 11/30/29 N/A UNITED STATES TREASURY NOTE 3.87500000 91282CFY2 35925000.00000000 NS USD 35913773.44000000 1.744211523410 Long DBT UST US N 2 2029-11-30 Fixed 3.87500000 N N N N N N UMBS P#ZA2566 4% 05/01/25 N/A FREDDIE MAC POOL UMBS P#ZA2566 4.00000000 31329KZ72 4949.28000000 NS USD 4881.33000000 0.000237069826 Long ABS-MBS USGA US N 2 2025-05-01 Fixed 4.00000000 N N N N N N UMBS P#SD0607 2.5% 05/01/51 N/A FREDDIE MAC POOL UMBS P#SD0607 2.50000000 3132DMU86 5891184.32000000 NS USD 5091078.13000000 0.247256589613 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N UMBS P#710124 6% 05/01/33 N/A FANNIE MAE POOL UMBS P#710124 6.00000000 31401J4H8 2297.78000000 NS USD 2394.86000000 0.000116310317 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N CVS HEALTH CORP 3.75% 04/01/30 549300EJG376EN5NQE29 CVS HEALTH CORP REGD 3.75000000 126650DJ6 9660000.00000000 NS USD 9102118.19000000 0.442059352548 Long DBT CORP US N 2 2030-04-01 Fixed 3.75000000 N N N N N N UMBS P#BO1304 3.5% 07/01/34 N/A FANNIE MAE POOL UMBS P#BO1304 3.50000000 3140JVNW8 423038.55100000 NS USD 410947.61000000 0.019958347124 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 3.50000000 N N N N N N BARCLAYS PLC V/R 05/09/27 213800LBQA1Y9L22JB70 BARCLAYS PLC REGD V/R 5.82900000 06738ECF0 3000000.00000000 NS USD 3026509.17000000 0.146987399662 Long DBT CORP GB N 2 2027-05-09 Variable 5.82900000 N N N N N N TAPESTRY INC 7.05% 11/27/25 549300LJNVY5SW3VTN33 TAPESTRY INC REGD 7.05000000 876030AB3 1770000.00000000 NS USD 1811548.86000000 0.087980852307 Long DBT CORP US N 2 2025-11-27 Fixed 7.05000000 N N N N N N UMBS P#AU0612 3.5% 08/01/38 N/A FANNIE MAE POOL UMBS P#AU0612 3.50000000 3138WZVE9 16675.04000000 NS USD 15682.98000000 0.000761669738 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 3.50000000 N N N N N N UMBS P#ZA3131 3% 11/01/42 N/A FREDDIE MAC POOL UMBS P#ZA3131 3.00000000 31329LPQ9 424722.86100000 NS USD 381756.84000000 0.018540649330 Long ABS-MBS USGA US N 2 2042-11-01 Fixed 3.00000000 N N N N N N UMBS P#AB1113 4.5% 05/01/40 N/A FANNIE MAE POOL UMBS P#AB1113 4.50000000 31416WGX4 188147.03000000 NS USD 188230.28000000 0.009141713386 Long ABS-MBS USGSE US N 2 2040-05-01 Fixed 4.50000000 N N N N N N BROADCOM CRP / 3.875% 01/15/27 N/A BROADCOM CRP / CAYMN FI REGD SER WI 3.87500000 11134LAH2 6470000.00000000 NS USD 6316615.19000000 0.306776814242 Long DBT CORP N/A N 2 2027-01-15 Fixed 3.87500000 N N N N N N GNMA P#778191 4% 01/15/42 N/A GINNIE MAE I POOL P#778191 4.00000000 36176WKC4 23983.15000000 NS USD 23385.52000000 0.001135756272 Long ABS-MBS USGSE US N 2 2042-01-15 Fixed 4.00000000 N N N N N N UMBS P#MA1994 3.5% 08/01/44 N/A FANNIE MAE POOL UMBS P#MA1994 3.50000000 31418BGC4 1147813.16000000 NS USD 1055871.42000000 0.051280133542 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 3.50000000 N N N N N N US TREAS NTS 2.375% 05/15/27 N/A UNITED STATES TREASURY NOTE 2.37500000 912828X88 39395000.00000000 NS USD 37437560.94000000 1.818216771596 Long DBT UST US N 2 2027-05-15 Fixed 2.37500000 N N N N N N UMBS P#BD3736 3.5% 08/01/46 N/A FANNIE MAE POOL UMBS P#BD3736 3.50000000 3140FBEJ5 672951.71000000 NS USD 633399.77000000 0.030762102445 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3.50000000 N N N N N N BOEING CO 2.196% 02/04/26 RVHJWBXLJ1RFUBSY1F30 BOEING CO REGD 2.19600000 097023DG7 500000.00000000 NS USD 472599.60000000 0.022952577502 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N GNMA II P#3567 4.5% 06/20/34 N/A GINNIE MAE II POOL P#3567 4.50000000 36202D6C0 88299.42000000 NS USD 88893.52000000 0.004317260123 Long ABS-MBS USGSE US N 2 2034-06-20 Fixed 4.50000000 N N N N N N FHR 2175 TH 6% 07/15/29 N/A FREDDIE MAC REMICS SER 2175 CL TH 6.00000000 3133TLK56 26177.69000000 NS USD 26480.39000000 0.001286063728 Long ABS-CBDO CORP US N 2 2029-07-15 Fixed 6.00000000 N N N N N N UMBS P#FM5839 4.5% 05/01/50 N/A FANNIE MAE POOL UMBS P#FM5839 4.50000000 3140X9PZ2 8439354.04000000 NS USD 8303170.55000000 0.403257145294 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.50000000 N N N N N N FGLMC P#Q34741 3.5% 07/01/45 N/A FREDDIE MAC GOLD POOL P#Q34741 3.50000000 3132QRHT0 30286.87000000 NS USD 28741.76000000 0.001395890885 Long ABS-MBS USGA US N 2 2045-07-01 Fixed 3.50000000 N N N N N N SOUTHERN CO 3.25% 07/01/26 549300FC3G3YU2FBZD92 SOUTHERN CO REGD 3.25000000 842587CV7 50000.00000000 NS USD 48239.07000000 0.002342809839 Long DBT CORP US N 2 2026-07-01 Fixed 3.25000000 N N N N N N FGLMC P#G60602 3.5% 11/01/43 N/A FREDDIE MAC GOLD POOL P#G60602 3.50000000 31335AU30 17169.71000000 NS USD 16207.54000000 0.000787145858 Long ABS-MBS USGA US N 2 2043-11-01 Fixed 3.50000000 N N N N N N WHIRLPOOL CORP 3.7% 05/01/25 WHENKOULSSK7WUM60H03 WHIRLPOOL CORP REGD 3.70000000 963320AT3 1960000.00000000 NS USD 1918002.02000000 0.093150925251 Long DBT CORP US N 2 2025-05-01 Fixed 3.70000000 N N N N N N NNN REIT INC 4% 11/15/25 5493008JKH5SOTI0JS97 NNN REIT INC REGD 4.00000000 637417AH9 500000.00000000 NS USD 489754.01000000 0.023785709661 Long DBT CORP US N 2 2025-11-15 Fixed 4.00000000 N N N N N N UMBS P#FM7010 4% 04/01/49 N/A FANNIE MAE POOL UMBS P#FM7010 4.00000000 3140XAYG1 6005177.19000000 NS USD 5773583.27000000 0.280403575183 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4.00000000 N N N N N N FGLMC P#G18714 4% 11/01/33 N/A FREDDIE MAC GOLD POOL P#G18714 4.00000000 3128MMYL1 12334.10000000 NS USD 12154.86000000 0.000590320783 Long ABS-MBS USGA US N 2 2033-11-01 Fixed 4.00000000 N N N N N N CITIZENS FINANC 3.75% 07/01/24 2138004JDDA4ZQUPFW65 CITIZENS FINANCIAL GROUP REGD 3.75000000 174610AL9 5000000.00000000 NS USD 4897472.15000000 0.237853796507 Long DBT CORP US N 2 2024-07-01 Fixed 3.75000000 N N N N N N GNMA P#781287 7% 05/15/31 N/A GINNIE MAE I POOL P#781287 7.00000000 36225BNC8 160.72000000 NS USD 167.92000000 0.000008155311 Long ABS-MBS USGSE US N 2 2031-05-15 Fixed 7.00000000 N N N N N N FGLMC P#G06738 4% 07/01/41 N/A FREDDIE MAC GOLD POOL P#G06738 4.00000000 3128M8ZB3 10447.30000000 NS USD 10192.83000000 0.000495031566 Long ABS-MBS USGA US N 2 2041-07-01 Fixed 4.00000000 N N N N N N PAYPAL HOLDINGS 2.65% 10/01/26 5493005X2GO78EFZ3E94 PAYPAL HOLDINGS INC REGD 2.65000000 70450YAD5 8380000.00000000 NS USD 7963395.67000000 0.386755418956 Long DBT CORP US N 2 2026-10-01 Fixed 2.65000000 N N N N N N ORACLE CORP 4.9% 02/06/33 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP REGD 4.90000000 68389XCP8 4580000.00000000 NS USD 4565137.26000000 0.221713405530 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N UMBS P#767867 5.5% 03/01/33 N/A FANNIE MAE POOL UMBS P#767867 5.50000000 31404GCC3 76921.54000000 NS USD 78627.73000000 0.003818685133 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N UMBS P#RA7119 4% 04/01/52 N/A FREDDIE MAC POOL UMBS P#RA7119 4.00000000 3133KN4C4 3812227.02000000 NS USD 3628083.19000000 0.176203832172 Long ABS-MBS USGA US N 2 2052-04-01 Fixed 4.00000000 N N N N N N GNMA I P#756319 4.25% 04/20/41 N/A GINNIE MAE II POOL P#756319 4.25000000 36230RAU0 320559.16000000 NS USD 317148.01000000 0.015402815150 Long ABS-MBS USGSE US N 2 2041-04-20 Fixed 4.25000000 N N N N N N UMBS P#ZS9113 3.5% 02/01/35 N/A FREDDIE MAC POOL UMBS P#ZS9113 3.50000000 3132AADS0 728479.10000000 NS USD 700452.45000000 0.034018626222 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 3.50000000 N N N N N N UMBS P#FS0142 2.5% 12/01/51 N/A FANNIE MAE POOL UMBS P#FS0142 2.50000000 3140XFEQ0 13008515.56000000 NS USD 11105712.25000000 0.539367196112 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N UMBS P#SD2237 5% 12/01/52 N/A FREDDIE MAC POOL UMBS P#SD2237 5.00000000 3132DPPW2 18389430.81000000 NS USD 18336036.73000000 0.890519806045 Long ABS-MBS USGA US N 2 2052-12-01 Fixed 5.00000000 N N N N N N VERIZON COMMUN 4.125% 03/16/27 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS REGD 4.12500000 92343VDY7 5570000.00000000 NS USD 5494266.83000000 0.266838112502 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N N UMBS P#BJ2013 4% 11/01/47 N/A FANNIE MAE POOL UMBS P#BJ2013 4.00000000 3140H3GX8 510460.06000000 NS USD 491947.97000000 0.023892262939 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.00000000 N N N N N N UMBS P#FM0054 4% 01/01/44 N/A FANNIE MAE POOL UMBS P#FM0054 4.00000000 3140X3BY3 4064614.44000000 NS USD 3943910.27000000 0.191542494183 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.00000000 N N N N N N UMBS P#832715 5% 09/01/35 N/A FANNIE MAE POOL UMBS P#832715 5.00000000 31407KDU0 1224.55000000 NS USD 1238.27000000 0.000060138620 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N UMBS P#AB7706 3.5% 01/01/43 N/A FANNIE MAE POOL UMBS P#AB7706 3.50000000 31417ER45 83277.71000000 NS USD 79090.58000000 0.003841164205 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N UMBS P#BR3321 2% 03/01/51 N/A FANNIE MAE POOL UMBS P#BR3321 2.00000000 3140L1VP7 6055834.76000000 NS USD 5051481.11000000 0.245333495158 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.00000000 N N N N N N UMBS P#BS5348 3.03% 04/01/34 N/A FANNIE MAE POOL UMBS P#BS5348 3.03000000 3140LF5J9 8697328.70000000 NS USD 7586589.81000000 0.368455222119 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 3.03000000 N N N N N N VOYA FINANCIAL 3.65% 06/15/26 549300T065Z4KJ686G75 VOYA FINANCIAL INC REGD 3.65000000 929089AB6 4970000.00000000 NS USD 4807025.45000000 0.233461103641 Long DBT CORP US N 2 2026-06-15 Fixed 3.65000000 N N N N N N US TREAS NTS 3.625% 03/31/30 N/A UNITED STATES TREASURY NOTE 3.62500000 91282CGS4 45720000.00000000 NS USD 45080634.60000000 2.189415224867 Long DBT UST US N 2 2030-03-31 Fixed 3.62500000 N N N N N N UMBS P#BP7707 2.5% 07/01/35 N/A FANNIE MAE POOL UMBS P#BP7707 2.50000000 3140KFR56 846176.92000000 NS USD 781446.97000000 0.037952258408 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 2.50000000 N N N N N N VMWARE LLC 1.4% 08/15/26 549300BUDHS3LRWBE814 VMWARE LLC REGD 1.40000000 928563AJ4 6860000.00000000 NS USD 6273477.96000000 0.304681783660 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N GNMA II P#BU4790 4% 09/20/50 N/A GINNIE MAE II POOL P#BU4790 4.00000000 3617N6KB4 0.00000000 NS USD 0.00000000 0.000000 Long ABS-MBS USGSE US N N/A 2050-09-20 Fixed 4.00000000 N N N N N N FHR 4384 LB 3.5% 08/15/43 N/A FREDDIE MAC REMICS SER 4384 CL LB 3.50000000 3137BDKG0 1161376.54000000 NS USD 1111041.26000000 0.053959547634 Long ABS-CBDO CORP US N 2 2043-08-15 Fixed 3.50000000 N N N N N N BANK OF AMERICA C V/R 02/04/33 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP REGD V/R MTN 2.97200000 06051GKK4 26230000.00000000 NS USD 22319046.93000000 1.083961252690 Long DBT CORP US N 2 2033-02-04 Variable 2.97200000 N N N N N N FGLMC P#Q25017 4.5% 02/01/44 N/A FREDDIE MAC GOLD POOL P#Q25017 4.50000000 3132M5G22 66016.19000000 NS USD 65641.51000000 0.003187987983 Long ABS-MBS USGA US N 2 2044-02-01 Fixed 4.50000000 N N N N N N FFCB 6.22% 06/06/33 N/A FEDERAL FARM CREDIT BANKS FUNDING CORP 6.22000000 3133EPLS2 10200000.00000000 NS USD 10193366.02000000 0.495057599673 Long DBT USGA US N 2 2033-06-06 Fixed 6.22000000 N N N N N N UMBS P#ZM5133 3.5% 12/01/47 N/A FREDDIE MAC POOL UMBS P#ZM5133 3.50000000 3131XYV22 426317.36000000 NS USD 397508.98000000 0.019305677938 Long ABS-MBS USGA US N 2 2047-12-01 Fixed 3.50000000 N N N N N N UMBS P#MA2212 3% 03/01/45 N/A FANNIE MAE POOL UMBS P#MA2212 3.00000000 31418BN69 228400.36000000 NS USD 203141.61000000 0.009865906673 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 FANNIE MAE POOL UMBS P#AB2959 4.50000000 31416YJD1 915468.00000000 NS USD 916023.44000000 0.044488186194 Long ABS-MBS USGSE US N 2 2040-07-01 Fixed 4.50000000 N N N N N N GNMA II P#AE5214 4.5% 10/20/43 N/A GINNIE MAE II POOL P#AE5214 4.50000000 36180XYK3 11332.16000000 NS USD 11281.37000000 0.000547898303 Long ABS-MBS USGSE US N 2 2043-10-20 Fixed 4.50000000 N N N N N N KIMCO REALTY OP 6.4% 03/01/34 549300EA7I6T15IBYS12 KIMCO REALTY OP LLC REGD 6.40000000 49447BAA1 5800000.00000000 NS USD 6375524.26000000 0.309637830195 Long DBT CORP US N 2 2034-03-01 Fixed 6.40000000 N N N N N N UMBS P#FM0052 5% 08/01/37 N/A FANNIE MAE POOL UMBS P#FM0052 5.00000000 3140X3BW7 1376923.52000000 NS USD 1390589.71000000 0.067536278263 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.00000000 N N N N N N UMBS P#AB2372 3.5% 03/01/41 N/A FANNIE MAE POOL UMBS P#AB2372 3.50000000 31416XT67 526531.94000000 NS USD 501389.91000000 0.024350826298 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 3.50000000 N N N N N N UMBS P#BV8104 2.5% 04/01/52 N/A FANNIE MAE POOL UMBS P#BV8104 2.50000000 3140MNAE6 5304135.74000000 NS USD 4545864.08000000 0.220777371819 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N AMAZON.COM INC 1.2% 06/03/27 ZXTILKJKG63JELOEG630 AMAZON.COM INC REGD 1.20000000 023135BR6 4100000.00000000 NS USD 3702454.78000000 0.179815810860 Long DBT CORP US N 2 2027-06-03 Fixed 1.20000000 N N N N N N JPMORGAN CHASE & V/R 09/22/27 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000 46647PCP9 6245000.00000000 NS USD 5657135.86000000 0.274748115037 Long DBT CORP US N 2 2027-09-22 Variable 1.47000000 N N N N N N UMBS P#ZL0804 3% 07/01/42 N/A FREDDIE MAC POOL UMBS P#ZL0804 3.00000000 3131XF3M0 183870.13000000 NS USD 167519.98000000 0.008135883576 Long ABS-MBS USGA US N 2 2042-07-01 Fixed 3.00000000 N N N N N N UMBS P#MA4631 2.5% 06/01/42 N/A FANNIE MAE POOL UMBS P#MA4631 2.50000000 31418EED8 8560966.46000000 NS USD 7570382.60000000 0.367668092288 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 2.50000000 N N N N N N FGLMC P#Q33765 4% 06/01/45 N/A FREDDIE MAC GOLD POOL P#Q33765 4.00000000 3132QQFF4 27869.01000000 NS USD 27013.96000000 0.001311977434 Long ABS-MBS USGA US N 2 2045-06-01 Fixed 4.00000000 N N N N N N FGLMC P#Q08224 3.5% 05/01/42 N/A FREDDIE MAC GOLD POOL P#Q08224 3.50000000 3132GTPH4 23930.54000000 NS USD 22589.21000000 0.001097082166 Long ABS-MBS USGA US N 2 2042-05-01 Fixed 3.50000000 N N N N N N INTEL CORP 5.2% 02/10/33 KNX4USFCNGPY45LOCE31 INTEL CORP REGD 5.20000000 458140CG3 4670000.00000000 NS USD 4885660.37000000 0.237280137968 Long DBT CORP US N 2 2033-02-10 Fixed 5.20000000 N N N N N N BAXTER INTERNA 2.539% 02/01/32 J5OIVXX3P24RJRW5CK77 BAXTER INTERNATIONAL INC REGD 2.53900000 071813CS6 2697000.00000000 NS USD 2266557.83000000 0.110079111908 Long DBT CORP US N 2 2032-02-01 Fixed 2.53900000 N N N N N N UMBS P#ZS8795 5% 02/01/26 N/A FREDDIE MAC POOL UMBS P#ZS8795 5.00000000 3132A9XY8 5477.85000000 NS USD 5430.32000000 0.000263732429 Long ABS-MBS USGA US N 2 2026-02-01 Fixed 5.00000000 N N N N N N KEY BANK NA 4.15% 08/08/25 N/A KEY BANK NA REGD SER BKNT 4.15000000 49327M3E2 9108000.00000000 NS USD 8840234.27000000 0.429340528896 Long DBT CORP US N 2 2025-08-08 Fixed 4.15000000 N N N N N N UMBS P#BP4234 2.5% 06/01/35 N/A FANNIE MAE POOL UMBS P#BP4234 2.50000000 3140KBV43 2769631.99000000 NS USD 2557763.62000000 0.124222000442 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 2.50000000 N N N N N N M&T BANK CORPORATI 4% 07/15/24 549300WYXDDBYRASEG81 M&T BANK CORPORATION REGD 4.00000000 71270QEB8 2000000.00000000 NS USD 1976278.56000000 0.095981221343 Long DBT CORP US N 2 2024-07-15 Fixed 4.00000000 N N N N N N GNMA P#552577 7% 05/15/32 N/A GINNIE MAE I POOL P#552577 7.00000000 36213E2J4 740.36000000 NS USD 743.63000000 0.000036115615 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 7.00000000 N N N N N N UMBS P#FS0508 3% 01/01/52 N/A FANNIE MAE POOL UMBS P#FS0508 3.00000000 3140XFR60 10204751.61000000 NS USD 9084583.17000000 0.441207735438 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N GNMA P#781340 6.5% 10/15/31 N/A GINNIE MAE I POOL P#781340 6.50000000 36225BPZ5 157.14000000 NS USD 163.32000000 0.000007931904 Long ABS-MBS USGSE US N 2 2031-10-15 Fixed 6.50000000 N N N N N N UMBS P#MA2900 3% 01/01/47 N/A FANNIE MAE POOL UMBS P#MA2900 3.00000000 31418CGJ7 285126.50000000 NS USD 253103.45000000 0.012292385673 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.00000000 N N N N N N MERCK & CO INC 2.15% 12/10/31 4YV9Y5M8S0BRK1RP0397 MERCK & CO INC REGD 2.15000000 58933YBE4 6450000.00000000 NS USD 5513758.89000000 0.267784776481 Long DBT CORP US N 2 2031-12-10 Fixed 2.15000000 N N N N N N UMBS P#255110 5% 03/01/34 N/A FANNIE MAE POOL UMBS P#255110 5.00000000 31371LKX6 738.75000000 NS USD 745.08000000 0.000036186036 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N US TREAS BDS 1.375% 11/15/40 N/A UNITED STATES TREASURY BOND 1.37500000 912810ST6 22500000.00000000 NS USD 14983593.75000000 0.727702894392 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N UMBS P#MA1314 2.5% 01/01/33 N/A FANNIE MAE POOL UMBS P#MA1314 2.50000000 31418AN87 158460.07000000 NS USD 147818.52000000 0.007179049742 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 2.50000000 N N N N N N NNN REIT INC 3.6% 12/15/26 5493008JKH5SOTI0JS97 NNN REIT INC REGD 3.60000000 637417AJ5 3145000.00000000 NS USD 3015438.42000000 0.146449730465 Long DBT CORP US N 2 2026-12-15 Fixed 3.60000000 N N N N N N GNMA II P#MA8720 2.5% 03/20/53 N/A GINNIE MAE II POOL P#MA8720 2.50000000 36179XVM5 6532454.11000000 NS USD 5730571.20000000 0.278314623203 Long ABS-MBS USGSE US N 2 2053-03-20 Fixed 2.50000000 N N N N N N PNC FINANCIAL SER V/R 01/26/27 CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES REGD V/R 4.75800000 693475BL8 1000000.00000000 NS USD 992377.87000000 0.048196464772 Long DBT CORP US N 2 2027-01-26 Variable 4.75800000 N N N N N N UMBS P#ZK2134 4% 02/01/25 N/A FREDDIE MAC POOL UMBS P#ZK2134 4.00000000 3131X5LP5 8039.81600000 NS USD 7937.19000000 0.000385482697 Long ABS-MBS USGA US N 2 2025-02-01 Fixed 4.00000000 N N N N N N UMBS P#945869 6% 08/01/37 N/A FANNIE MAE POOL UMBS P#945869 6.00000000 31413HJN9 35758.33000000 NS USD 37635.63000000 0.001827836321 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.00000000 N N N N N N US TREAS BDS 4.125% 08/15/53 N/A UNITED STATES TREASURY BOND 4.12500000 912810TT5 16315000.00000000 NS USD 16569921.88000000 0.804745531220 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N HARMAN INTL IND 4.15% 05/15/25 N/A HARMAN INTL IND REGD 4.15000000 413086AH2 4970000.00000000 NS USD 4894195.12000000 0.237694642151 Long DBT CORP US N 2 2025-05-15 Fixed 4.15000000 N N N N N N AUTOZONE INC 3.75% 04/18/29 GA3JGKJ41LJKXDN23E90 AUTOZONE INC REGD 3.75000000 053332AW2 1795000.00000000 NS USD 1716482.64000000 0.083363804848 Long DBT CORP US N 2 2029-04-18 Fixed 3.75000000 N N N N N N UMBS P#QA7315 3.5% 02/01/50 N/A FREDDIE MAC POOL UMBS P#QA7315 3.50000000 3133A2DU1 1219385.55000000 NS USD 1137477.26000000 0.055243455489 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3.50000000 N N N N N N GNMA II P#BX3874 2% 09/20/50 N/A GINNIE MAE II POOL P#BX3874 2.00000000 3617Q8JT0 1762278.49000000 NS USD 1440213.46000000 0.069946337365 Long ABS-MBS USGSE US N 2 2050-09-20 Fixed 2.00000000 N N N N N N US TREAS BDS 2.875% 05/15/43 N/A UNITED STATES TREASURY BOND 2.87500000 912810RB6 200000.00000000 NS USD 164781.25000000 0.008002872646 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N UMBS P#FM0055 4% 05/01/43 N/A FANNIE MAE POOL UMBS P#FM0055 4.00000000 3140X3BZ0 2076405.75000000 NS USD 2017643.92000000 0.097990198141 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N FGLMC P#Q17499 3% 04/01/43 N/A FREDDIE MAC GOLD POOL P#Q17499 3.00000000 3132J8X54 15623.97000000 NS USD 14285.07000000 0.000693777938 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N UMBS P#BM3280 4.5% 11/01/47 N/A FANNIE MAE POOL UMBS P#BM3280 4.50000000 3140J7UE3 1189938.11000000 NS USD 1183492.08000000 0.057478240966 Long ABS-MBS USGSE US N 2 2047-11-01 Fixed 4.50000000 N N N N N N FHLMC P#841555 V/R 04/01/53 N/A FREDDIE MAC NON GOLD POOL P#841555 V/R 4.42700000 31288QWQ9 7266750.66000000 NS USD 7011165.45000000 0.340508790892 Long ABS-MBS USGA US N 2 2053-04-01 Variable 4.42700000 N N N N N N WELLS FARGO & COM V/R 02/11/31 PBLD0EJDB5FWOLXP3B76 WELLS FARGO & COMPANY REGD V/R MTN 2.57200000 95000U2J1 1000000.00000000 NS USD 866301.67000000 0.042073366589 Long DBT CORP US N 2 2031-02-11 Variable 2.57200000 N N N N N N WARNERMEDIA HO 6.412% 03/15/26 N/A WARNERMEDIA HOLDINGS INC REGD 6.41200000 55903VBG7 3420000.00000000 NS USD 3422807.48000000 0.166234279419 Long DBT CORP US N 2 2026-03-15 Fixed 6.41200000 N N N N N N UMBS P#782046 4.5% 05/01/34 N/A FANNIE MAE POOL UMBS P#782046 4.50000000 31404XZK3 2032.84000000 NS USD 2019.45000000 0.000098077913 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 4.50000000 N N N N N N GNMA II P#MA8197 2.5% 08/20/52 N/A GINNIE MAE II POOL P#MA8197 2.50000000 36179XDA1 4864345.36000000 NS USD 4266729.74000000 0.207220753124 Long ABS-MBS USGSE US N 2 2052-08-20 Fixed 2.50000000 N N N N N N UMBS P#MA0616 4% 01/01/31 N/A FANNIE MAE POOL UMBS P#MA0616 4.00000000 31417YVJ3 87988.93000000 NS USD 86172.91000000 0.004185129220 Long ABS-MBS USGSE US N 2 2031-01-01 Fixed 4.00000000 N N N N N N UMBS P#WN1233 4.25% 12/01/29 N/A FREDDIE MAC POOL UMBS P#WN1233 4.25000000 3132XFLP1 3250000.00000000 NS USD 3173816.00000000 0.154141598337 Long ABS-MBS USGA US N 2 2029-12-01 Fixed 4.25000000 N N N N N N FGLMC P#A78947 5.5% 05/01/33 N/A FREDDIE MAC GOLD POOL P#A78947 5.50000000 3128LC5G7 612.43000000 NS USD 626.73000000 0.000030438174 Long ABS-MBS USGA US N 2 2033-05-01 Fixed 5.50000000 N N N N N N GNR 2014-130 VA 3% 07/16/36 N/A GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-130 CL VA 3.00000000 38378XQL8 1227551.85000000 NS USD 1096125.30000000 0.053235129484 Long ABS-CBDO CORP US N 2 2036-07-16 Fixed 3.00000000 N N N N N N GNMA II P#759449 4% 01/20/41 N/A GINNIE MAE II POOL P#759449 4.00000000 36230UQA0 0.00000000 NS USD 0.00000000 0.000000 Long ABS-MBS USGSE US N N/A 2041-01-20 Fixed 4.00000000 N N N N N N BOEING CO 2.75% 02/01/26 RVHJWBXLJ1RFUBSY1F30 BOEING CO REGD 2.75000000 097023DA0 4901000.00000000 NS USD 4692979.80000000 0.227922288922 Long DBT CORP US N 2 2026-02-01 Fixed 2.75000000 N N N N N N GNMA P#501012 6.5% 04/15/31 N/A GINNIE MAE I POOL P#501012 6.50000000 36210SR91 4707.50000000 NS USD 4857.24000000 0.000235899855 Long ABS-MBS USGSE US N 2 2031-04-15 Fixed 6.50000000 N N N N N N EAGLE MATERIALS 2.5% 07/01/31 529900KRXRGXL61SG039 EAGLE MATERIALS REGD 2.50000000 26969PAB4 5700000.00000000 NS USD 4846932.59000000 0.235399259584 Long DBT CORP US N 2 2031-07-01 Fixed 2.50000000 N N N N N N US TREAS NTS 5% 09/30/25 N/A UNITED STATES TREASURY NOTE 5.00000000 91282CJB8 7000000.00000000 NS USD 7072187.50000000 0.343472427196 Long DBT UST US N 2 2025-09-30 Fixed 5.00000000 N N N N N N VERIZON COMMUN 4.016% 12/03/29 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS REGD SER WI 4.01600000 92343VEU4 5450000.00000000 NS USD 5274148.83000000 0.256147719504 Long DBT CORP US N 2 2029-12-03 Fixed 4.01600000 N N N N N N UMBS P#AB4027 3.5% 12/01/41 N/A FANNIE MAE POOL UMBS P#AB4027 3.50000000 31417APM5 366567.76000000 NS USD 348116.47000000 0.016906849386 Long ABS-MBS USGSE US N 2 2041-12-01 Fixed 3.50000000 N N N N N N FRESB 2016-SB24 V/R 10/25/26 N/A FRESB 2016-SB24 MORTGAGE TRUST SER 2016-SB24 CL A10F V/R 2.37000000 30295NAG5 706793.07000000 NS USD 666247.67000000 0.032357414778 Long ABS-CBDO CORP US N 2 2026-10-25 Variable 2.37000000 N N N N N N UMBS P#BA2906 4% 11/01/45 N/A FANNIE MAE POOL UMBS P#BA2906 4.00000000 3140E7GQ7 385577.13000000 NS USD 374187.71000000 0.018173042072 Long ABS-MBS USGSE US N 2 2045-11-01 Fixed 4.00000000 N N N N N N UMBS P#ZK4713 2.5% 12/01/27 N/A FREDDIE MAC POOL UMBS P#ZK4713 2.50000000 3131X8GW0 339998.67000000 NS USD 327148.50000000 0.015888505409 Long ABS-MBS USGA US N 2 2027-12-01 Fixed 2.50000000 N N N N N N UMBS P#QC2440 2.5% 02/01/51 N/A FREDDIE MAC POOL UMBS P#QC2440 2.50000000 3133ALV96 604476.19000000 NS USD 523066.53000000 0.025403587029 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.50000000 N N N N N N US TREAS BDS 1.125% 05/15/40 N/A UNITED STATES TREASURY BOND 1.12500000 912810SR0 71625000.00000000 NS USD 46332421.88000000 2.250210334640 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N GNR 2009-42 DZ 5% 06/20/39 N/A GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-42 CL DZ 5.00000000 38374UWE7 402008.74000000 NS USD 403638.37000000 0.019603361852 Long ABS-CBDO CORP US N 2 2039-06-20 Fixed 5.00000000 N N N N N N MERCURY GENERAL 4.4% 03/15/27 5493001Q9EXPCEL4W527 MERCURY GENERAL CORP REGD 4.40000000 589400AB6 3330000.00000000 NS USD 3189072.74000000 0.154882567029 Long DBT CORP US N 2 2027-03-15 Fixed 4.40000000 N N N N N N UMBS P#SD3174 5.5% 06/01/53 N/A FREDDIE MAC POOL UMBS P#SD3174 5.50000000 3132DQQ33 4883325.25000000 NS USD 4918204.89000000 0.238860716152 Long ABS-MBS USGA US N 2 2053-06-01 Fixed 5.50000000 N N N N N N US TREASURYS ZCP 08/15/35 N/A UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 9128335A4 9790000.00000000 NS USD 6118367.60000000 0.297148593706 Long DBT UST US N 2 2035-08-15 Fixed 0.00000000 N N N N N N UMBS P#771019 5% 04/01/34 N/A FANNIE MAE POOL UMBS P#771019 5.00000000 31404KSG8 1553.19000000 NS USD 1568.57000000 0.000076180184 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N UMBS P#BR7700 2.5% 04/01/51 N/A FANNIE MAE POOL UMBS P#BR7700 2.50000000 3140L6RW6 4274985.78000000 NS USD 3703842.59000000 0.179883212137 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.50000000 N N N N N N NATIONAL FUEL GA 5.2% 07/15/25 8JB38FFW1Y3C1HM8E841 NATIONAL FUEL GAS CO REGD 5.20000000 636180BM2 1960000.00000000 NS USD 1950781.85000000 0.094742931653 Long DBT CORP US N 2 2025-07-15 Fixed 5.20000000 N N N N N N FHLMC 4.875% 07/24/26 N/A FEDERAL HOME LOAN MORTGAGE CORP MTN 4.87500000 3134GYX56 6300000.00000000 NS USD 6279289.25000000 0.304964018525 Long ABS-MBS USGA US N 2 2026-07-24 Fixed 4.87500000 N N N N N N HEALTHPEAK OP LL 3.4% 02/01/25 N/A HEALTHPEAK OP LLC REGD 3.40000000 40414LAM1 4170000.00000000 NS USD 4074670.59000000 0.197893084363 Long DBT CORP US N 2 2025-02-01 Fixed 3.40000000 N N N N N N UMBS P#RB5157 2.5% 05/01/42 N/A FREDDIE MAC POOL UMBS P#RB5157 2.50000000 3133KYWS4 13167850.52000000 NS USD 11644207.10000000 0.565520084898 Long ABS-MBS USGA US N 2 2042-05-01 Fixed 2.50000000 N N N N N N UMBS P#ZS9776 3.5% 08/01/46 N/A FREDDIE MAC POOL UMBS P#ZS9776 3.50000000 3132AA2H6 787668.92000000 NS USD 740441.97000000 0.035960783086 Long ABS-MBS USGA US N 2 2046-08-01 Fixed 3.50000000 N N N N N N UMBS P#ZL5591 3% 04/01/43 N/A FREDDIE MAC POOL UMBS P#ZL5591 3.00000000 3131XMF83 980702.16000000 NS USD 895326.44000000 0.043483002321 Long ABS-MBS USGA US N 2 2043-04-01 Fixed 3.00000000 N N N N N N COMCAST CORP 3.4% 04/01/30 51M0QTTNCGUN7KFCFZ59 COMCAST CORP REGD 3.40000000 20030NDG3 9395000.00000000 NS USD 8798473.78000000 0.427312361958 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N UMBS P#MA2046 3.5% 10/01/34 N/A FANNIE MAE POOL UMBS P#MA2046 3.50000000 31418BHY5 632393.78000000 NS USD 608419.22000000 0.029548880915 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 3.50000000 N N N N N N CITIGROUP INC V/R 03/31/31 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC REGD V/R 4.41200000 172967MP3 1000000.00000000 NS USD 958171.20000000 0.046535161537 Long DBT CORP US N 2 2031-03-31 Variable 4.41200000 N N N N N N UMBS P#BN9103 2.5% 03/01/51 N/A FANNIE MAE POOL UMBS P#BN9103 2.50000000 3140JSDH9 1573445.38000000 NS USD 1353236.55000000 0.065722160561 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.50000000 N N N N N N UMBS P#ZS9128 3.5% 02/01/35 N/A FREDDIE MAC POOL UMBS P#ZS9128 3.50000000 3132AAD92 378615.90000000 NS USD 364276.10000000 0.017691668417 Long ABS-MBS USGA US N 2 2035-02-01 Fixed 3.50000000 N N N N N N UMBS P#AR6384 3% 02/01/43 N/A FANNIE MAE POOL UMBS P#AR6384 3.00000000 3138W4CW9 12911.97000000 NS USD 11762.48000000 0.000571264202 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3.00000000 N N N N N N UMBS P#255857 5.5% 08/01/25 N/A FANNIE MAE POOL UMBS P#255857 5.50000000 31371ME60 303.05000000 NS USD 301.29000000 0.000014632644 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 5.50000000 N N N N N N UMBS P#256182 6% 03/01/36 N/A FANNIE MAE POOL UMBS P#256182 6.00000000 31371MRB5 8920.01000000 NS USD 9365.75000000 0.000454863065 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N DEVON ENERGY CO 5.85% 12/15/25 54930042348RKR3ZPN35 DEVON ENERGY CORPORATION REGD 5.85000000 25179MAV5 2450000.00000000 NS USD 2478315.73000000 0.120363482888 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N UMBS P#AL9264 4% 10/01/36 N/A FANNIE MAE POOL UMBS P#AL9264 4.00000000 3138ERJJ0 296360.85000000 NS USD 289804.13000000 0.014074814609 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 4.00000000 N N N N N N FGLMC P#Q03324 4.5% 09/01/41 N/A FREDDIE MAC GOLD POOL P#Q03324 4.50000000 3132GJLD9 5859.87000000 NS USD 5838.06000000 0.000283534993 Long ABS-MBS USGA US N 2 2041-09-01 Fixed 4.50000000 N N N N N N TARGA RESOURCES 5.5% 03/01/30 N/A TARGA RESOURCES PARTNERS REGD 5.50000000 87612BBQ4 3100000.00000000 NS USD 3100986.48000000 0.150604512817 Long DBT CORP US N 2 2030-03-01 Fixed 5.50000000 N N N N N N UMBS P#QC0195 2.5% 04/01/51 N/A FREDDIE MAC POOL UMBS P#QC0195 2.50000000 3133AJGC1 1990899.37000000 NS USD 1721494.01000000 0.083607190281 Long ABS-MBS USGA US N 2 2051-04-01 Fixed 2.50000000 N N N N N N UMBS P#BD8027 3% 09/01/46 N/A FANNIE MAE POOL UMBS P#BD8027 3.00000000 3140FF4M0 1547976.46000000 NS USD 1398737.12000000 0.067931970640 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N GNMA P#737329 4.5% 09/15/40 N/A GINNIE MAE I POOL P#737329 4.50000000 3620AREA5 387714.69000000 NS USD 387886.24000000 0.018838333730 Long ABS-MBS USGSE US N 2 2040-09-15 Fixed 4.50000000 N N N N N N UMBS P#899614 6.5% 07/01/37 N/A FANNIE MAE POOL UMBS P#899614 6.50000000 31410WN79 4141.93000000 NS USD 4410.06000000 0.000214181823 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N UMBS P#AS4992 3.5% 05/01/45 N/A FANNIE MAE POOL UMBS P#AS4992 3.50000000 3138WERN1 1059772.64000000 NS USD 996755.96000000 0.048409093919 Long ABS-MBS USGSE US N 2 2045-05-01 Fixed 3.50000000 N N N N N N TRUIST FINANCIAL V/R 01/26/29 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP REGD V/R MTN 4.87300000 89788MAL6 7855000.00000000 NS USD 7765335.10000000 0.377136281354 Long DBT CORP US N 2 2029-01-26 Variable 4.87300000 N N N N N N TREASURY SE 2.625% 02/15/29 N/A TREASURY N/B REGD 2.62500000 9128286B1 50655000.00000000 NS USD 47754210.02000000 2.319261816011 Long DBT UST US N 2 2029-02-15 Fixed 2.62500000 N N N N N N US TREASURYS ZCP 08/15/37 N/A UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 912833Z52 9790000.00000000 NS USD 5605539.89000000 0.272242271823 Long DBT UST US N 2 2037-08-15 Fixed 0.00000000 N N N N N N MCDONALD'S CORP 3.5% 07/01/27 UE2136O97NLB5BYP9H04 MCDONALD'S CORP REGD MTN 3.50000000 58013MFP4 3230000.00000000 NS USD 3143212.81000000 0.152655304040 Long DBT CORP US N 2 2027-07-01 Fixed 3.50000000 N N N N N N UMBS P#636709 8% 04/01/32 N/A FANNIE MAE POOL UMBS P#636709 8.00000000 31389VKW6 14033.32000000 NS USD 14726.28000000 0.000715206028 Long ABS-MBS USGSE US N 2 2032-04-01 Fixed 8.00000000 N N N N N N UMBS P#CB7448 6.5% 11/01/53 N/A FANNIE MAE POOL UMBS P#CB7448 6.50000000 3140QTH28 7129038.09000000 NS USD 7328341.97000000 0.355912990678 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.50000000 N N N N N N UMBS P#BO8464 2.5% 05/01/35 N/A FANNIE MAE POOL UMBS P#BO8464 2.50000000 3140K4MN7 378614.63000000 NS USD 349651.77000000 0.016981413758 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 2.50000000 N N N N N N UMBS P#ZK4240 3% 06/01/27 N/A FREDDIE MAC POOL UMBS P#ZK4240 3.00000000 3131X7V96 144311.12000000 NS USD 140037.39000000 0.006801146355 Long ABS-MBS USGA US N 2 2027-06-01 Fixed 3.00000000 N N N N N N UMBS P#QA9446 2.5% 05/01/50 N/A FREDDIE MAC POOL UMBS P#QA9446 2.50000000 3133A4P75 3456515.40000000 NS USD 2982525.97000000 0.144851283155 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 2.50000000 N N N N N N UMBS P#FM0053 5.5% 05/01/38 N/A FANNIE MAE POOL UMBS P#FM0053 5.50000000 3140X3BX5 1429873.61000000 NS USD 1472930.18000000 0.071535278726 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 5.50000000 N N N N N N UMBS P#BS5506 3.1% 06/01/29 N/A FANNIE MAE POOL UMBS P#BS5506 3.10000000 3140LGDL3 9800000.00000000 NS USD 9070008.88000000 0.440499911054 Long ABS-MBS USGSE US N 2 2029-06-01 Fixed 3.10000000 N N N N N N UMBS P#AB1613 4% 10/01/40 N/A FANNIE MAE POOL UMBS P#AB1613 4.00000000 31416WYK2 344688.32000000 NS USD 336290.73000000 0.016332512857 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4.00000000 N N N N N N UMBS P#QC2027 2.5% 05/01/51 N/A FREDDIE MAC POOL UMBS P#QC2027 2.50000000 3133ALHC5 7852462.20000000 NS USD 6785986.72000000 0.329572615211 Long ABS-MBS USGA US N 2 2051-05-01 Fixed 2.50000000 N N N N N N UMBS P#QA4404 3% 11/01/49 N/A FREDDIE MAC POOL UMBS P#QA4404 3.00000000 31339U3M0 1718016.31000000 NS USD 1538893.32000000 0.074738887199 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N UMBS P#WN2386 4.23% 05/01/30 N/A FREDDIE MAC POOL UMBS P#WN2386 4.23000000 3132XGUL8 7361000.00000000 NS USD 7149148.80000000 0.347210179414 Long ABS-MBS USGA US N 2 2030-05-01 Fixed 4.23000000 N N N N N N UMBS P#QC8520 2.5% 10/01/51 N/A FREDDIE MAC POOL UMBS P#QC8520 2.50000000 3133ATPD7 2994869.47000000 NS USD 2561609.58000000 0.124408785820 Long ABS-MBS USGA US N 2 2051-10-01 Fixed 2.50000000 N N N N N N GNMA P#576498 6.5% 12/15/31 N/A GINNIE MAE I POOL P#576498 6.50000000 36200YNP8 4856.08000000 NS USD 4894.37000000 0.000237703135 Long ABS-MBS USGSE US N 2 2031-12-15 Fixed 6.50000000 N N N N N N SHERWIN-WILLIAM 3.95% 01/15/26 Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS CO REGD 3.95000000 824348BF2 4895000.00000000 NS USD 4800739.09000000 0.233155796219 Long DBT CORP US N 2 2026-01-15 Fixed 3.95000000 N N N N N N US BANCORP V/R 02/01/29 N1GZ7BBF3NP8GI976H15 US BANCORP REGD V/R 4.65300000 91159HJK7 7920000.00000000 NS USD 7795935.18000000 0.378622424609 Long DBT CORP US N 2 2029-02-01 Variable 4.65300000 N N N N N N UMBS P#MA1544 3.5% 08/01/43 N/A FANNIE MAE POOL UMBS P#MA1544 3.50000000 31418AWE4 887437.00200000 NS USD 830522.11000000 0.040335673363 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N US TREAS NTS 4.5% 11/15/33 N/A UNITED STATES TREASURY NOTE 4.50000000 91282CJJ1 11000000.00000000 NS USD 11572343.75000000 0.562029923013 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N UMBS P#AL8958 3.5% 10/01/45 N/A FANNIE MAE POOL UMBS P#AL8958 3.50000000 3138ET5U6 1213565.24000000 NS USD 1143921.11000000 0.055556411672 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N LENNOX INTERNATI 1.7% 08/01/27 S7DWAC87RDMPBF77GJ92 LENNOX INTERNATIONAL INC REGD 1.70000000 526107AF4 4935000.00000000 NS USD 4439947.75000000 0.215633370907 Long DBT CORP US N 2 2027-08-01 Fixed 1.70000000 N N N N N N UMBS P#SD0149 3% 11/01/49 N/A FREDDIE MAC POOL UMBS P#SD0149 3.00000000 3132DMEW1 1763989.32000000 NS USD 1580073.11000000 0.076738851485 Long ABS-MBS USGA US N 2 2049-11-01 Fixed 3.00000000 N N N N N N US TREASURYS ZCP 08/15/33 N/A UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 9128334W7 9790000.00000000 NS USD 6668290.21000000 0.323856490467 Long DBT UST US N 2 2033-08-15 Fixed 0.00000000 N N N N N N UMBS P#821738 5% 06/01/35 N/A FANNIE MAE POOL UMBS P#821738 5.00000000 31406V4X1 792.59000000 NS USD 801.47000000 0.000038924709 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N UMBS P#QB6172 3% 11/01/50 N/A FREDDIE MAC POOL UMBS P#QB6172 3.00000000 3133AC2D9 3613892.65000000 NS USD 3224168.12000000 0.156587031928 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 3.00000000 N N N N N N MOTOROLA SOLUTIONS 4% 09/01/24 6S552MUG6KGJVEBSEC55 MOTOROLA SOLUTIONS INC REGD 4.00000000 620076BF5 980000.00000000 NS USD 967866.90000000 0.047006049167 Long DBT CORP US N 2 2024-09-01 Fixed 4.00000000 N N N N N N UMBS P#QC7908 2.5% 09/01/51 N/A FREDDIE MAC POOL UMBS P#QC7908 2.50000000 3133ASYD9 4137369.10000000 NS USD 3558700.40000000 0.172834142767 Long ABS-MBS USGA US N 2 2051-09-01 Fixed 2.50000000 N N N N N N FNR 2005-101 B 5% 11/25/35 N/A FANNIE MAE REMICS SER 2005-101 CL B 5.00000000 31394UVF6 195102.39000000 NS USD 197251.90000000 0.009579863212 Long ABS-CBDO CORP US N 2 2035-11-25 Fixed 5.00000000 N N N N N N 2024-01-30 MoA Funds Corp Richard Fabietti Richard Fabietti Assistant Treasurer