Federal National Mortgage Association

NPORT-P false 0000809593 XXXXXXXX S000069392 C000221416 C000221418 C000221417 C000221415 AMERICAN BEACON FUNDS 811-04984 0000809593 549300EXCES9V5RWB620 220 EAST LAS COLINAS BOULEVARD SUITE 1200 IRVING 75039 817-391-6100 American Beacon NIS Core Plus Bond Fund S000069392 549300MEGDO7715JGW54 2025-01-31 2024-10-31 N 6576636.88 96066.24 6480570.64 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4936.83000000 0.00000000 0.00000000 68436.77000000 USD N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XMTK2 45234.13000000 PA USD 45859.23000000 0.707641850502 Long ABS-MBS USGSE US N 2 2043-10-01 Fixed 6.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCJ2 10000.00000000 PA USD 8359.04000000 0.128986172118 Long DBT CORP US N 2 2032-11-02 Fixed 2.61800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEF8 5000.00000000 PA USD 4077.52000000 0.062919150588 Long DBT CORP US N 2 2036-09-16 Fixed 2.48400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SE9 424000.00000000 PA USD 347083.75000000 5.355759072475 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N STARWOOD PROPERTY TRUST BUGSFQZERKRBFWIG5267 Starwood Property Trust, Inc. 85571BBB0 15000.00000000 PA USD 15343.67000000 0.236764181001 Long DBT US N 2 2029-04-01 Fixed 7.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418ECG3 24408.11000000 PA USD 20481.10000000 0.316038527125 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 Nasdaq, Inc. 63111XAJ0 10000.00000000 PA USD 10227.37000000 0.157815886410 Long DBT CORP US N 2 2034-02-15 Fixed 5.55000000 N N N N N N CPS Auto Trust N/A CPS Auto Receivables Trust 22411CAB6 15000.00000000 PA USD 15090.25000000 0.232853722893 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.65000000 N N N N N N ACE Capital Trust II N/A ACE Capital Trust II 00440FAA2 20000.00000000 PA USD 24414.17000000 0.376728707334 Long DBT CORP US N 2 2030-04-01 Fixed 9.70000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 05553WAE9 15000.00000000 PA USD 15935.77000000 0.245900722100 Long ABS-MBS CORP US N 2 2056-09-15 Variable 6.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGJ7 10000.00000000 PA USD 8680.85000000 0.133951938528 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE N/A Texas Natural Gas Securitization Finance Corp. 88258MAB1 5000.00000000 PA USD 5072.24000000 0.078268416189 Long DBT MUN US N 2 2041-04-01 Fixed 5.16900000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 Mastercard, Inc. 57636QBC7 10000.00000000 PA USD 9715.82000000 0.149922291411 Long DBT CORP US N 2 2035-01-15 Fixed 4.55000000 N N N N N N VIKING CRUISES LTD 549300IJP90T4MV2GL84 Viking Cruises Ltd. 92676XAF4 15000.00000000 PA USD 15119.52000000 0.233305380650 Long DBT CORP BM N 2 2029-02-15 Fixed 7.00000000 N N N N N N Navient Student Loan Trust N/A Navient Student Loan Trust 63941LAB9 12369.60000000 PA USD 12018.52000000 0.185454656196 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.39000000 N N N N N N FRESB Multifamily Mortgage Pass-Through Certifica N/A FRESB Mortgage Trust 30297PAF0 7163.96000000 PA USD 7132.37000000 0.110057746396 Long ABS-MBS USGSE US N 2 2038-07-25 Floating 5.97800000 N N N N N N COGENT COMM GROUP LLC 549300KFWFYF8Q1U0Y26 Cogent Communications Group LLC 19240CAE3 15000.00000000 PA USD 15152.13000000 0.233808577079 Long DBT CORP US N 2 2027-06-15 Fixed 7.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TA6 205000.00000000 PA USD 137526.17000000 2.122130559786 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N MATIV HOLDINGS INC 549300Z1FU4IDULG1R21 Mativ Holdings, Inc. 808541AC0 12000.00000000 PA USD 12192.77000000 0.188143462625 Long DBT CORP US N 2 2029-10-01 Fixed 8.00000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78017FZT3 10000.00000000 PA USD 9896.64000000 0.152712477801 Long DBT CORP CA N 2 2030-10-18 Fixed 4.65000000 N N N N N N CALIFORNIA ST N/A State of California 13063DGE2 5000.00000000 PA USD 4794.32000000 0.073979904954 Long DBT MUN US N 2 2038-04-01 Fixed 4.60000000 N N N N N N PUBLIC SERVICE ENTERPRIS PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group, Inc. 744573AZ9 10000.00000000 PA USD 10114.58000000 0.156075453256 Long DBT CORP US N 2 2034-04-01 Fixed 5.45000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XCA1 15000.00000000 PA USD 11450.27000000 0.176686138244 Long DBT CORP US N 2 2051-03-25 Fixed 3.95000000 N N N N N N SCE RECOVERY FUNDING LLC N/A SCE Recovery Funding LLC 78433LAE6 5000.00000000 PA USD 4114.88000000 0.063495643031 Long DBT CORP US N 2 2042-11-15 Fixed 2.94300000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp. 06406RBT3 10000.00000000 PA USD 10560.35000000 0.162954014185 Long DBT CORP US N 2 2029-10-25 Fixed 6.31700000 N N N N N N OLD REPUBLIC INTL CORP 549300IV6O2YY2A1KH37 Old Republic International Corp. 680223AM6 10000.00000000 PA USD 10160.14000000 0.156778477766 Long DBT CORP US N 2 2034-03-28 Fixed 5.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U3D3 10000.00000000 PA USD 10078.02000000 0.155511305405 Long DBT CORP US N 2 2034-04-24 Fixed 5.38900000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140X6M57 25424.24000000 PA USD 24250.50000000 0.374203158134 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 4.00000000 N N N N N N Mid-State Trust N/A Mid-State Trust XI 59549WAA1 19692.41000000 PA USD 19550.33000000 0.301676057341 Long ABS-O CORP US N 2 2038-07-15 Fixed 4.86400000 N N N N N N PG&E WILDFIRE RECOVERY N/A PG&E Wildfire Recovery Funding LLC 693342AC1 5000.00000000 PA USD 4679.82000000 0.072213085235 Long DBT CORP US N 2 2039-06-01 Fixed 4.37700000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 Venture Global LNG, Inc. 92332YAA9 15000.00000000 PA USD 15566.37000000 0.240200606778 Long DBT CORP US N 2 2028-06-01 Fixed 8.12500000 N N N N N N RIVERSIDE CNTY CA PENSN OBLG 254900CB5HEOBAVTY629 County of Riverside 76913CBF5 15000.00000000 PA USD 13829.45000000 0.213398646017 Long DBT MUN US N 2 2038-02-15 Fixed 3.81800000 N N N N N N Chase Mortgage Finance Corporation N/A Chase Mortgage Finance Corp. 16164AAD7 26396.95000000 PA USD 23853.18000000 0.368072216554 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.66400000 N N N N N N AMER AIRLINE 17-2 AA PTT N/A American Airlines Pass-Through Trust 02376AAA7 9723.08000000 PA USD 9111.99000000 0.140604747732 Long DBT CORP US N 2 2029-10-15 Fixed 3.35000000 N N N N N N NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE 549300Q2EHQ6RJPQKP05 New York City Municipal Water Finance Authority 64972FK88 20000.00000000 PA USD 20919.23000000 0.322799197201 Long DBT MUN US N 2 2042-06-15 Fixed 5.95200000 N N N N N N DUKE ENERGY PROG SC STOR N/A Duke Energy Progress SC Storm Funding LLC 26445CAA9 5000.00000000 PA USD 5099.47000000 0.078688595237 Long DBT CORP US N 2 2044-03-01 Fixed 5.40400000 N N N N N N OREGON EDU DISTS FULL FAITH & CREDIT PENSN OBLIGS N/A Oregon Education Districts 68587FBL7 10000.00000000 PA USD 7736.51000000 0.119380073604 Long DBT MUN US N 2 2040-06-30 Fixed 2.89500000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHG7 10000.00000000 PA USD 9708.46000000 0.149808721165 Long DBT CORP US N 2 2029-03-05 Fixed 3.97000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies, Inc. 502431AT6 10000.00000000 PA USD 10141.52000000 0.156491157389 Long DBT CORP US N 2 2031-06-01 Fixed 5.25000000 N N N N N N PANTHER ESCROW ISSUER N/A Panther Escrow Issuer LLC 69867RAA5 15000.00000000 PA USD 15329.07000000 0.236538892198 Long DBT CORP US N 2 2031-06-01 Fixed 7.12500000 N N N N N N AMERICAN HOMES 4 RENT 549300N4PXZ37U8QKI55 American Homes 4 Rent LP 02666TAC1 10000.00000000 PA USD 8420.20000000 0.129929916171 Long DBT US N 2 2031-07-15 Fixed 2.37500000 N N N N N N BX Trust 2019-OC11 N/A BX Trust 05606FAA1 15000.00000000 PA USD 13613.80000000 0.210071006956 Long ABS-MBS CORP US N 2 2041-12-09 Fixed 3.20200000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp. 89788MAQ5 10000.00000000 PA USD 10723.48000000 0.165471230786 Long DBT CORP US N 2 2029-10-30 Fixed 7.16100000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RK6 58000.00000000 PA USD 41778.13000000 0.644667457864 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Morgan Stanley BAML Trust N/A Morgan Stanley Bank of America Merrill Lynch Trust 61766RAY2 13485.94000000 PA USD 13047.89000000 0.201338596935 Long ABS-MBS CORP US N 2 2049-11-15 Fixed 2.84000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 46653TAB5 33047.40000000 PA USD 26716.77000000 0.412259529046 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.50000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 Kroger Co. 501044DU2 10000.00000000 PA USD 9976.71000000 0.153948017145 Long DBT CORP US N 2 2031-09-15 Fixed 4.90000000 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust 64829GAA7 28263.68000000 PA USD 26830.99000000 0.414022028158 Long ABS-MBS CORP US N 2 2035-11-26 Variable 3.75000000 N N N N N N Velocity Commercial Capital Loan Trust N/A Velocity Commercial Capital Loan Trust 92259QAA5 46867.08000000 PA USD 47229.03000000 0.728778878027 Long ABS-MBS CORP US N 2 2054-06-25 Variable 6.65000000 N N N N N N UNIV SOUTHERN CALIFORNIA 0GMCSQ6M60R4T46U5511 University of Southern California 914886AB2 10000.00000000 PA USD 8108.99000000 0.125127715604 Long DBT CORP US N 2 2039-10-01 Fixed 3.02800000 N N N N N N CATALENT PHARMA SOLUTION 549300HALRZ339MSTH85 Catalent Pharma Solutions, Inc. 14879EAH1 15000.00000000 PA USD 14563.46000000 0.224724963417 Long DBT CORP US N 2 2029-02-15 Fixed 3.12500000 N N N N N N MAGNOLIA OIL GAS/MAG FIN N/A Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp. 559665AA2 15000.00000000 PA USD 14966.93000000 0.230950804048 Long DBT CORP US N 2 2026-08-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TQ1 119000.00000000 PA USD 108829.22000000 1.679315388189 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 638961AA0 8099.02000000 PA USD 8168.42000000 0.126044764477 Long ABS-O CORP US N 2 2071-10-15 Fixed 5.51000000 N N N N N N Brean Asset Backed Securities Trust N/A Brean Asset-Backed Securities Trust 10637YAA3 48039.26000000 PA USD 45093.91000000 0.695832396635 Long ABS-MBS CORP US N 2 2064-05-25 Fixed 4.50000000 N N N N N N Finance of America Structured Securities Trust N/A Finance of America Structured Securities Trust 31739TAC3 69594.68000000 PA USD 69541.46000000 1.073076182069 Long ABS-O CORP US N 2 2073-04-25 Variable 6.50000000 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162DH0 10000.00000000 PA USD 9704.85000000 0.149753016194 Long DBT CORP US N 2 2029-08-18 Fixed 4.05000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271AR0 10000.00000000 PA USD 9075.66000000 0.140044148951 Long DBT US N 2 2031-08-15 Fixed 3.37500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CJJ1 77000.00000000 PA USD 78281.33000000 1.207938842867 Long DBT UST US N 2 2033-11-15 Fixed 4.50000000 N N N N N N ENCORE CAPITAL GROUP INC 5493000UVC6H49CIH830 Encore Capital Group, Inc. 292554AR3 15000.00000000 PA USD 15812.33000000 0.243995951566 Long DBT CORP US N 2 2030-05-15 Fixed 8.50000000 N N N N N N NMI HOLDINGS 529900KNNGFXJX1C3Z08 NMI Holdings, Inc. 629209AC1 15000.00000000 PA USD 15147.28000000 0.233733737990 Long DBT CORP US N 2 2029-08-15 Fixed 6.00000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom, Inc. 11135FCC3 10000.00000000 PA USD 9676.71000000 0.149318795173 Long DBT CORP US N 2 2032-02-15 Fixed 4.55000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119CK3 10000.00000000 PA USD 8991.67000000 0.138748121106 Long DBT CORP US N 2 2032-03-15 Fixed 3.62500000 N N N N N N CALIFORNIA ST N/A State of California 13063BN81 10000.00000000 PA USD 9579.53000000 0.147819235869 Long DBT MUN US N 2 2039-04-01 Fixed 4.98800000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HDF9 10000.00000000 PA USD 10301.12000000 0.158953903479 Long DBT CORP US N 2 2035-02-01 Fixed 6.05100000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132D9KM5 26101.83000000 PA USD 23387.20000000 0.360881800371 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 3.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A JPMBB Commercial Mortgage Securities Trust 46644UBA5 10000.00000000 PA USD 9791.71000000 0.151093330262 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.82200000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 LPL Holdings, Inc. 50212YAH7 25000.00000000 PA USD 26373.00000000 0.406954903588 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N PPL CAPITAL FUNDING INC 549300MROK5WY0D2NU17 PPL Capital Funding, Inc. 69352PAT0 10000.00000000 PA USD 9921.65000000 0.153098400606 Long DBT CORP US N 2 2034-09-01 Fixed 5.25000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NCE9 10000.00000000 PA USD 7943.77000000 0.122578248757 Long DBT CORP US N 2 2049-11-01 Fixed 3.99900000 N N N N N N CALIFORNIA ST N/A State of California 13063D3S5 15000.00000000 PA USD 15064.76000000 0.232460393333 Long DBT MUN US N 2 2038-03-01 Fixed 5.12500000 N N N N N N Velocity Commercial Capital Loan Trust N/A Velocity Commercial Capital Loan Trust 92259BAA8 12843.38000000 PA USD 12390.61000000 0.191196280209 Long ABS-MBS CORP US N 2 2048-10-26 Variable 4.05000000 N N N N N N JEFFERSON CAPITAL HOLDIN N/A Jefferson Capital Holdings LLC 472481AB6 15000.00000000 PA USD 15976.11000000 0.246523198148 Long DBT CORP US N 2 2029-02-15 Fixed 9.50000000 N N N N N N Vantage Data Centers LLC 5493000RL8X7WTQ7HO20 Vantage Data Centers Issuer LLC 92212KAD8 20000.00000000 PA USD 18835.02000000 0.290638294778 Long ABS-O CORP US N 2 2046-10-15 Fixed 2.16500000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CKF7 206000.00000000 PA USD 204873.44000000 3.161348766657 Long DBT UST US N 2 2031-03-31 Fixed 4.12500000 N N N N N N HAT HOLDINGS I LLC/HAT N/A HAT Holdings I LLC/HAT Holdings II LLC 418751AE3 15000.00000000 PA USD 14473.61000000 0.223338511437 Long DBT CORP US N 2 2026-06-15 Fixed 3.37500000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia 06418GAN7 10000.00000000 PA USD 9753.95000000 0.150510665523 Long DBT CORP CA N 2 2032-11-10 Fixed 4.74000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 31335BCW4 47339.84000000 PA USD 41784.28000000 0.644762356914 Long ABS-MBS USGSE US N 2 2047-05-01 Fixed 3.00000000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 Brookfield Finance, Inc. 11271LAK8 10000.00000000 PA USD 10713.32000000 0.165314454469 Long DBT CORP CA N 2 2034-01-05 Fixed 6.35000000 N N N N N N DC Office Trust N/A DC Office Trust 23312BAJ9 10000.00000000 PA USD 6692.75000000 0.103274084517 Long ABS-MBS CORP US N 2 2045-09-15 Variable 3.07200000 N N N N N N KNIFE RIVER CORP N/A Knife River Corp. 498894AA2 15000.00000000 PA USD 15713.84000000 0.242476177992 Long DBT CORP US N 2 2031-05-01 Fixed 7.75000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates 3137H9C98 15000.00000000 PA USD 14039.87000000 0.216645582309 Long ABS-MBS USGSE US N 2 2032-09-25 Variable 3.71000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 63940UAB0 7547.43000000 PA USD 7410.31000000 0.114346566246 Long ABS-O CORP US N 2 2059-12-15 Fixed 4.00000000 N N N N N N DOC DR LLC 549300P6Q1UMT0X60U20 DOC Dr. LLC 71951QAB8 15000.00000000 PA USD 14600.03000000 0.225289265576 Long DBT US N 2 2028-01-15 Fixed 3.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association 36179R7J2 31042.83000000 PA USD 28497.54000000 0.439738127752 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.50000000 N N N N N N REGENCY CENTERS LP 5493008PTR2GAOYBXW28 Regency Centers LP 75884RBA0 15000.00000000 PA USD 14093.81000000 0.217477916420 Long DBT US N 2 2030-06-15 Fixed 3.70000000 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 Rexford Industrial Realty LP 76169XAA2 15000.00000000 PA USD 12633.20000000 0.194939623403 Long DBT US N 2 2030-12-01 Fixed 2.12500000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust 46654WAE1 46061.32000000 PA USD 37394.33000000 0.577022180256 Long ABS-MBS CORP US N 2 2052-07-25 Variable 2.50000000 N N N N N N KIMCO REALTY OP LLC 549300EA7I6T15IBYS12 Kimco Realty OP LLC 49446RAZ2 5000.00000000 PA USD 4427.74000000 0.068323304319 Long DBT US N 2 2032-04-01 Fixed 3.20000000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 Coca-Cola Co. 191216DS6 10000.00000000 PA USD 10104.47000000 0.155919448476 Long DBT CORP US N 2 2054-05-13 Fixed 5.30000000 N N N N N N PRA GROUP INC 549300Q5HW3JSSB86K27 PRA Group, Inc. 69354NAD8 20000.00000000 PA USD 18117.91000000 0.279572756883 Long DBT CORP US N 2 2029-10-01 Fixed 5.00000000 N N N N N N ACCENTURE CAPITAL INC 254900FRO0P7RIINYT25 Accenture Capital, Inc. 00440KAD5 15000.00000000 PA USD 14498.88000000 0.223728446234 Long DBT CORP US N 2 2034-10-04 Fixed 4.50000000 N N N N N N Mid-State Trust N/A Mid-State Capital Corp. Trust 595481AD4 24655.81000000 PA USD 24849.04000000 0.383439073198 Long ABS-O CORP US N 2 2040-01-15 Fixed 7.75800000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418ECZ1 41303.98000000 PA USD 35867.84000000 0.553467310094 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N INVITATION HOMES OP 549300147YMUQB3GW319 Invitation Homes Operating Partnership LP 46188BAA0 10000.00000000 PA USD 8195.38000000 0.126460777225 Long DBT US N 2 2031-08-15 Fixed 2.00000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark Mortgage Trust 08162WBE5 30000.00000000 PA USD 23878.86000000 0.368468477954 Long ABS-MBS CORP US N 2 2053-09-15 Fixed 2.14800000 N N N N N N COMERICA INC I9Q57JVPWHHZ3ZGBW498 Comerica, Inc. 200340AW7 5000.00000000 PA USD 5065.50000000 0.078164413002 Long DBT CORP US N 2 2030-01-30 Fixed 5.98200000 N N N N N N TEXAS ST 549300X9CH74QB747L76 State of Texas 882722KF7 5000.00000000 PA USD 5187.91000000 0.080053289875 Long DBT MUN US N 2 2039-04-01 Fixed 5.51700000 N N N N N N GEN LUX SARL/GEN USA INC N/A Genpact Luxembourg SARL/Genpact USA, Inc. 37190AAB5 5000.00000000 PA USD 5135.75000000 0.079248422481 Long DBT CORP LU N 2 2029-06-04 Fixed 6.00000000 N N N N N N UNIV OF VIRGINIA VA UNIV REVENUES N/A University of Virginia 915217RY1 15000.00000000 PA USD 16495.10000000 0.254531597853 Long DBT MUN US N 2 2039-09-01 Fixed 6.20000000 N N N N N N ATLASSIAN CORPORATION 549300V7ZY5P02D2MY38 Atlassian Corp. 049468AB7 10000.00000000 PA USD 10174.82000000 0.157005001028 Long DBT CORP US N 2 2034-05-15 Fixed 5.50000000 N N N N N N TOTALENERGIES CAPITAL SA 529900QI55ZLJVCMPA71 TotalEnergies Capital SA 89157XAB7 10000.00000000 PA USD 9946.33000000 0.153479231267 Long DBT CORP FR N 2 2054-04-05 Fixed 5.48800000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association-ACES 3136B3XY1 22591.84000000 PA USD 21815.56000000 0.336630232303 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 3.54300000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746TD3 24000.00000000 PA USD 23242.94000000 0.358655761832 Long DBT CORP US N 2 2026-03-15 Fixed 3.90000000 N N N N N N REXFORD INDUSTRIAL REALT 549300028US163ELJN70 Rexford Industrial Realty LP 76169XAB0 10000.00000000 PA USD 8254.11000000 0.127367024580 Long DBT US N 2 2031-09-01 Fixed 2.15000000 N N N N N N RAYMOND JAMES FINANCIAL RGUZHJ05YTITL6D76949 Raymond James Financial, Inc. 754730AH2 10000.00000000 PA USD 7510.25000000 0.115888714392 Long DBT CORP US N 2 2051-04-01 Fixed 3.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GLS6 10000.00000000 PA USD 10321.36000000 0.159266221654 Long DBT CORP US N 2 2029-09-15 Fixed 5.81900000 N N N N N N DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE N/A Dallas Fort Worth International Airport 2350366Z8 5000.00000000 PA USD 4001.52000000 0.061746414355 Long DBT MUN US N 2 2040-11-01 Fixed 3.08900000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. 693475CA1 5000.00000000 PA USD 4903.92000000 0.075671114048 Long DBT CORP US N 2 2032-10-21 Fixed 4.81200000 N N N N N N OGE ENERGY CORP CE5OG6JPOZMDSA0LAQ19 OGE Energy Corp. 670837AD5 10000.00000000 PA USD 10201.98000000 0.157424099924 Long DBT CORP US N 2 2029-05-15 Fixed 5.45000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP/Targa Resources Partners Finance Corp. 87612BBS0 10000.00000000 PA USD 9708.08000000 0.149802857484 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 Blackstone Holdings Finance Co. LLC 09261BAA8 15000.00000000 PA USD 12184.88000000 0.188021714087 Long DBT CORP US N 2 2031-03-30 Fixed 1.60000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810TN8 13000.00000000 PA USD 11166.80000000 0.172311986402 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N CALIFORNIA ST N/A State of California 13063A5E0 15000.00000000 PA USD 17510.57000000 0.270201051307 Long DBT MUN US N 2 2034-04-01 Fixed 7.50000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 Ally Financial, Inc. 02005NBM1 20000.00000000 PA USD 17986.59000000 0.277546392118 Long DBT CORP US N 2 2026-05-15 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XHK97 23390.23000000 PA USD 22308.96000000 0.344243759373 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CGE5 15000.00000000 PA USD 14932.03000000 0.230412271225 Long DBT UST US N 2 2026-01-15 Fixed 3.87500000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association-ACES 3136BQCP2 15000.00000000 PA USD 14561.57000000 0.224695799319 Long ABS-MBS USGSE US N 2 2033-07-25 Variable 4.40000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175CD4 10000.00000000 PA USD 8783.27000000 0.135532354910 Long DBT CORP US N 2 2029-01-15 Fixed 2.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAB8 15000.00000000 PA USD 13801.56000000 0.212968282681 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140X6LH2 29275.64000000 PA USD 24861.63000000 0.383633346214 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 2.50000000 N N N N N N MARSH & MCLENNAN COS INC 549300XMP3KDCKJXIU47 Marsh & McLennan Cos., Inc. 571748BP6 10000.00000000 PA USD 8539.04000000 0.131763705302 Long DBT CORP US N 2 2031-12-15 Fixed 2.37500000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 State Street Corp. 857477CR2 10000.00000000 PA USD 9840.71000000 0.151849436518 Long DBT CORP US N 2 2032-10-22 Fixed 4.67500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XEP7 15000.00000000 PA USD 15413.88000000 0.237847573250 Long DBT CORP US N 2 2034-01-07 Fixed 6.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XLN95 25249.60000000 PA USD 24943.14000000 0.384891105823 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 5.00000000 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust 64828FAN2 64357.36000000 PA USD 63694.46000000 0.982852645828 Long ABS-MBS CORP US N 2 2048-01-25 Floating 5.90200000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DQDD5 33263.78000000 PA USD 30407.28000000 0.469206828983 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.50000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust 14687GAE5 3643.90000000 PA USD 3482.00000000 0.053729836358 Long ABS-O CORP US N 2 2028-06-12 Fixed 1.58000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 Government National Mortgage Association REMICS 38383VRB6 19372.83000000 PA USD 19449.71000000 0.300123416292 Long ABS-MBS USGA US N 2 2045-06-20 Variable 5.20700000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 Truist Bank 07330MAC1 20000.00000000 PA USD 19473.34000000 0.300488044676 Long DBT CORP US N 2 2029-09-17 Fixed 4.63200000 N N N N N N BLOCK INC 549300OHIIUWSTIZME52 Block, Inc. 852234AR4 15000.00000000 PA USD 15267.53000000 0.235589284464 Long DBT CORP US N 2 2032-05-15 Fixed 6.50000000 N N N N N N CAL Funding IV Ltd N/A CAL Funding IV Ltd. 12807CAA1 9790.63000000 PA USD 9038.16000000 0.139465496205 Long ABS-O CORP BM N 2 2045-09-25 Fixed 2.22000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 Sirius XM Radio, Inc. 82967NBJ6 15000.00000000 PA USD 13989.60000000 0.215869879014 Long DBT CORP US N 2 2028-07-15 Fixed 4.00000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 Duke Energy Indiana LLC 26443TAC0 15000.00000000 PA USD 9425.77000000 0.145446605300 Long DBT CORP US N 2 2050-04-01 Fixed 2.75000000 N N N N N N CANADIAN IMPERIAL BANK 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607LNG4 10000.00000000 PA USD 10072.03000000 0.155418875273 Long DBT CORP CA N 2 2028-04-28 Fixed 5.00100000 N N N N N N GGAM FINANCE LTD 254900X2QXEN0FVXRF65 GGAM Finance Ltd. 36170JAA4 41000.00000000 PA USD 43304.61000000 0.668222173718 Long DBT CORP KY N 2 2028-06-15 Fixed 8.00000000 N N N N N N Bear Stearns Asset Backed Securities Trust N/A Bear Stearns Asset-Backed Securities Trust 07384YNA0 27851.45000000 PA USD 27440.72000000 0.423430613202 Long ABS-MBS CORP US N 2 2033-10-25 Variable 5.25000000 N N N N N N MARSHFIELD CLINIC HEALTH 2549003O8PPHLLPAKT93 Marshfield Clinic Health System, Inc. 57284PAA9 5000.00000000 PA USD 4406.47000000 0.067995092481 Long DBT CORP US N 2 2030-02-15 Fixed 2.70300000 N N N N N N Credit-Based Asset Servicing and Securitization N/A Salomon Mortgage Loan Trust 12489WDZ4 15166.78000000 PA USD 16554.37000000 0.255446177807 Long ABS-O CORP US N 2 2033-11-25 Floating 4.58200000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 Regions Financial Corp. 7591EPAU4 10000.00000000 PA USD 10151.35000000 0.156642841563 Long DBT CORP US N 2 2030-06-06 Fixed 5.72200000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U3E1 10000.00000000 PA USD 10211.78000000 0.157575321175 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHD4 15000.00000000 PA USD 14375.62000000 0.221826453233 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N Chase Mortgage Finance Corporation N/A Chase Mortgage Finance Corp. 16164AAC9 12988.40000000 PA USD 11788.07000000 0.181898642185 Long ABS-MBS CORP US N 2 2045-12-25 Variable 3.66400000 N N N N N N AON CORP/AON GLOBAL HOLD N/A Aon Corp./Aon Global Holdings PLC 03740LAA0 5000.00000000 PA USD 4176.15000000 0.064441084465 Long DBT CORP XX N 2 2031-08-23 Fixed 2.05000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 17327CAR4 10000.00000000 PA USD 10363.44000000 0.159915547190 Long DBT CORP US N 2 2034-05-25 Fixed 6.17400000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 07336DAW1 10000.00000000 PA USD 10341.42000000 0.159575762297 Long ABS-MBS CORP US N 2 2056-07-15 Fixed 5.57600000 N N N N N N Greenpoint Mortgage Pass-Through Certificates N/A GreenPoint Mortgage Pass-Through Certificates 395387AA1 24054.23000000 PA USD 22876.55000000 0.353002093037 Long ABS-MBS CORP US N 2 2033-10-25 Variable 7.72400000 N N N N N N CALIFORNIA ST N/A State of California 13063D7G7 5000.00000000 PA USD 5220.91000000 0.080562504292 Long DBT MUN US N 2 2041-10-01 Fixed 5.87500000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 Truist Financial Corp. 89832QAF6 25000.00000000 PA USD 24266.03000000 0.374442797525 Long DBT CORP US N 2 2030-03-01 Fixed 5.10000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810UA4 65000.00000000 PA USD 66574.22000000 1.027289473385 Long DBT UST US N 2 2054-05-15 Fixed 4.62500000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co. 46647PEH5 10000.00000000 PA USD 10411.20000000 0.160652519328 Long DBT CORP US N 2 2035-04-22 Fixed 5.76600000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YFL4 10000.00000000 PA USD 10129.93000000 0.156312315114 Long DBT CORP US N 2 2035-01-18 Fixed 5.46600000 N N N N N N Retained Vantage Data Centers Issuer, LLC 254900N4NW6XZ9B4HM15 Retained Vantage Data Centers Issuer LLC 76134KAH7 25000.00000000 PA USD 24177.60000000 0.373078257194 Long ABS-O CORP US N 2 2049-09-15 Fixed 4.99200000 N N N N N N ENACT HOLDINGS INC 9845003CA5664B741N19 Enact Holdings, Inc. 29249EAA7 10000.00000000 PA USD 10205.14000000 0.157472861062 Long DBT CORP US N 2 2029-05-28 Fixed 6.25000000 N N N N N N LITHIA MOTORS INC SE8N1EZEHPZQBCBVKD53 Lithia Motors, Inc. 536797AF0 15000.00000000 PA USD 13727.45000000 0.211824710547 Long DBT CORP US N 2 2031-01-15 Fixed 4.37500000 N N N N N N PORT AUTH OF NEW YORK & NEW JERSEY NY 54930006MR4KZ4W74Z83 Port Authority of New York & New Jersey 73358WRQ9 10000.00000000 PA USD 9785.37000000 0.150995499371 Long DBT MUN US N 2 2046-08-01 Fixed 5.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3138XBXW9 12086.22000000 PA USD 11459.83000000 0.176833656117 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.00000000 N N N N N N JONES DESLAURIERS INSURA 549300JQIWNFU00E5424 Jones Deslauriers Insurance Management, Inc. 48020RAA3 15000.00000000 PA USD 16158.52000000 0.249337919415 Long DBT CORP CA N 2 2030-12-15 Fixed 10.50000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 United Rentals North America, Inc. 911365BR4 15000.00000000 PA USD 15101.31000000 0.233024386877 Long DBT CORP US N 2 2034-03-15 Fixed 6.12500000 N N N N N N Social Professional Loan Program LLC N/A SoFi Professional Loan Program LLC 83405YAA0 11525.68000000 PA USD 9983.58000000 0.154054026328 Long ABS-O CORP US N 2 2043-08-17 Fixed 1.03000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp. 808513CE3 20000.00000000 PA USD 20811.53000000 0.321137306513 Long DBT CORP US N 2 2034-05-19 Fixed 5.85300000 N N N N N N FTAI INFRA ESC HLDGS LLC N/A FTAI Infra Escrow Holdings LLC 30327TAA7 10000.00000000 PA USD 10675.13000000 0.164725154512 Long DBT CORP US N 2 2027-06-01 Fixed 10.50000000 N N N N N N Brean Asset Backed Securities Trust N/A Brean Asset-Backed Securities Trust 10638MAA8 39513.07000000 PA USD 36411.37000000 0.561854380156 Long ABS-MBS CORP US N 2 2061-10-25 Variable 1.75000000 N N N N N N JETBLUE AIRWAYS CORP N/A JetBlue Pass-Through Trust 477164AA5 11564.55000000 PA USD 10942.25000000 0.168847013756 Long DBT CORP US N 2 2032-11-15 Fixed 4.00000000 N N N N N N Bank N/A Bank 06541XAD2 25938.87000000 PA USD 25433.67000000 0.392460346670 Long ABS-MBS CORP US N 2 2060-09-15 Fixed 3.26500000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 DB Master Finance LLC 233046AQ4 9725.00000000 PA USD 8772.95000000 0.135373109674 Long ABS-O CORP US N 2 2051-11-20 Fixed 2.49300000 N N N N N N COLORADO ST BRIDGE ENTERPRISE REVENUE N/A Colorado Bridge Enterprise 19633SAB9 5000.00000000 PA USD 5308.16000000 0.081908836349 Long DBT MUN US N 2 2040-12-01 Fixed 6.07800000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates 3137HHHY0 5000.00000000 PA USD 4902.73000000 0.075652751468 Long ABS-MBS USGSE US N 2 2034-09-25 Variable 4.48900000 N N N N N N Finance of America Structured Securities Trust N/A Finance of America Structured Securities Trust JR2 31739LAA4 53375.27000000 PA USD 58873.17000000 0.908456573818 Long ABS-MBS CORP US N 2 2069-09-25 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140J72S3 20590.85000000 PA USD 18154.37000000 0.280135361660 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 3.00000000 N N N N N N AGCO CORP LYOM0B2GCF1JWXK5ZG04 AGCO Corp. 001084AS1 10000.00000000 PA USD 10175.80000000 0.157020123153 Long DBT CORP US N 2 2034-03-21 Fixed 5.80000000 N N N N N N COMM Mortgage Trust N/A COMM Mortgage Trust 12655TBM0 10000.00000000 PA USD 9061.87000000 0.139831359048 Long ABS-MBS CORP US N 2 2057-08-15 Fixed 2.95000000 N N N N N N UNIV OF CALIFORNIA REVENUES N/A University of California 91412GHA6 5000.00000000 PA USD 4485.38000000 0.069212732167 Long DBT MUN US N 2 2112-05-15 Fixed 4.85800000 N N N N N N ESSEX PORTFOLIO LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAZ0 15000.00000000 PA USD 12850.75000000 0.198296580870 Long DBT US N 2 2031-06-15 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140J5MF3 31675.36000000 PA USD 28727.32000000 0.443283803168 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XKRE2 34940.29000000 PA USD 30408.46000000 0.469225037256 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.50000000 N N N N N N NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE 549300C8XO7EXTX2XU71 New York State Dormitory Authority 649902T37 5000.00000000 PA USD 5077.77000000 0.078353748181 Long DBT MUN US N 2 2040-03-15 Fixed 5.60000000 N N N N N N PUBLIC SERVICE OKLAHOMA F3TJNSIZRGXRH8GEIK79 Public Service Co. of Oklahoma 744533BQ2 10000.00000000 PA USD 9995.06000000 0.154231171222 Long DBT CORP US N 2 2033-01-15 Fixed 5.25000000 N N N N N N CALIFORNIA ST N/A State of California 13063A5G5 10000.00000000 PA USD 12121.14000000 0.187038158726 Long DBT MUN US N 2 2039-04-01 Fixed 7.55000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CLF6 113000.00000000 PA USD 109327.50000000 1.687004217270 Long DBT UST US N 2 2034-08-15 Fixed 3.87500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418EEE6 42362.40000000 PA USD 37716.46000000 0.581992884503 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates 3137FUZH0 50978.86000000 PA USD 41168.26000000 0.635256712516 Long ABS-MBS USGSE US N 2 2035-01-25 Fixed 1.23800000 N N N N N N IRON MOUNTAIN INC SQL3F6CKNNBM3SQGHX24 Iron Mountain, Inc. 46284VAF8 25000.00000000 PA USD 24025.49000000 0.370731087347 Long DBT US N 2 2029-09-15 Fixed 4.87500000 N N N N N N ALTICE FRANCE SA 5493001ZMCICV4N02J21 Altice France SA 02156LAE1 20000.00000000 PA USD 14978.90000000 0.231135510005 Long DBT CORP FR N 2 2029-01-15 Fixed 5.12500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XJXT5 42868.93000000 PA USD 37495.38000000 0.578581456524 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 3.00000000 N N N N N N Sierra Receivables Funding Co LLC N/A Sierra Timeshare Receivables Funding LLC 82652QAB7 6344.77000000 PA USD 6105.60000000 0.094213925581 Long ABS-O CORP US N 2 2037-11-20 Fixed 1.34000000 N N N N N N CIT Group Home Equity Loan Trust N/A CIT Home Equity Loan Trust 12558MBN1 72323.37000000 PA USD 70381.42000000 1.086037386362 Long ABS-MBS CORP US N 2 2032-09-20 Variable 5.56000000 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 City of New York 64966HTX8 5000.00000000 PA USD 5199.70000000 0.080235218298 Long DBT MUN US N 2 2036-12-01 Fixed 5.98500000 N N N N N N BURFORD CAPITAL GLBL FIN 549300JVAOO67CSCH406 Burford Capital Global Finance LLC 12116LAE9 15000.00000000 PA USD 16065.14000000 0.247896996922 Long DBT CORP US N 2 2031-07-01 Fixed 9.25000000 N N N N N N PHILLIPS 66 CO RVJMT2IZVVSKIRJJBH76 Phillips 66 Co. 718547AU6 10000.00000000 PA USD 10085.55000000 0.155627498877 Long DBT CORP US N 2 2031-06-15 Fixed 5.25000000 N N N N N N FLORIDA ST BRD OF ADMIN FIN CORP REVENUE 549300S34SOJ0RULXM35 State Board of Administration Finance Corp. 341271AH7 20000.00000000 PA USD 20329.67000000 0.313701850181 Long DBT MUN US N 2 2034-07-01 Fixed 5.52600000 N N N N N N AIRCASTLE LTD 549300PNK8AKY3OIKP58 Aircastle Ltd. 00928QAU5 25000.00000000 PA USD 23168.09000000 0.357500770950 Long DBT CORP BM N 2 2028-01-26 Fixed 2.85000000 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 Meta Platforms, Inc. 30303M8T2 10000.00000000 PA USD 9928.90000000 0.153210273470 Long DBT CORP US N 2 2031-08-15 Fixed 4.55000000 N N N N N N Prime Mortgage Trust N/A Prime Mortgage Trust 74160MDK5 37782.09000000 PA USD 36711.56000000 0.566486533969 Long ABS-MBS CORP US N 2 2034-02-25 Fixed 6.00000000 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust 64829KBV1 34724.35000000 PA USD 33017.42000000 0.509483220446 Long ABS-MBS CORP US N 2 2057-03-25 Variable 4.00000000 N N N N N N JPMBB Commercial Mortgage Securities Trust N/A JPMBB Commercial Mortgage Securities Trust 46644UBB3 2006.49000000 PA USD 2002.06000000 0.030893267139 Long ABS-MBS CORP US N 2 2048-07-15 Fixed 3.55900000 N N N N N N Residential Funding Mtg Sec I N/A RFMSI Trust 76111XRB1 11925.93000000 PA USD 11142.34000000 0.171934550504 Long ABS-MBS CORP US N 2 2034-12-25 Fixed 5.50000000 N N N N N N CALIFORNIA ST N/A State of California 13063BBU5 5000.00000000 PA USD 5848.52000000 0.090246990965 Long DBT MUN US N 2 2039-11-01 Fixed 7.35000000 N N N N N N Conseco Financial Corp N/A Conseco Finance Corp. 393505SK9 19488.26000000 PA USD 19565.98000000 0.301917548421 Long ABS-O CORP US N 2 2028-03-15 Variable 7.22000000 N N N N N N Citicorp Residential Mortgage Securities, Inc. N/A Citicorp Residential Mortgage Trust 173109AE9 5107.72000000 PA USD 5073.94000000 0.078294648447 Long ABS-O CORP US N 2 2037-03-25 Variable 4.74600000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America, Inc. 10373QBU3 10000.00000000 PA USD 9795.19000000 0.151147029237 Long DBT CORP US N 2 2033-02-13 Fixed 4.81200000 N N N N N N New Residential Mortgage Loan Trust N/A New Residential Mortgage Loan Trust 64829DAQ9 18983.18000000 PA USD 18587.36000000 0.286816717732 Long ABS-MBS CORP US N 2 2054-11-25 Variable 5.61900000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T, Inc. 00206RKA9 10000.00000000 PA USD 7266.60000000 0.112129014614 Long DBT CORP US N 2 2051-06-01 Fixed 3.65000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates 3137FQJY0 13061.54000000 PA USD 11572.49000000 0.178572083275 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 2.48100000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. 693475BX2 10000.00000000 PA USD 10201.46000000 0.157416075939 Long DBT CORP US N 2 2030-05-14 Fixed 5.49200000 N N N N N N CENTENE CORP 549300Z7JJ4TQSQGT333 Centene Corp. 15135BAV3 10000.00000000 PA USD 8967.72000000 0.138378554886 Long DBT CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABV6 10000.00000000 PA USD 9378.71000000 0.144720434680 Long DBT CORP US N 2 2029-04-15 Fixed 3.37500000 N N N N N N ASSOC BANC-CORP 549300N3CIN473IW5094 Associated Banc-Corp. 045487AD7 15000.00000000 PA USD 15254.51000000 0.235388376231 Long DBT CORP US N 2 2030-08-29 Fixed 6.45500000 N N N N N N NEW FORTRESS ENERGY INC 254900EICTYTCHA5X705 New Fortress Energy, Inc. 644393AC4 5000.00000000 PA USD 4175.48000000 0.064430745870 Long DBT CORP US N 2 2029-03-15 Fixed 8.75000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NCD5 10000.00000000 PA USD 10242.21000000 0.158044878591 Long DBT CORP CA N 2 2054-04-05 Fixed 5.95000000 N N N N N N PENNYMAC FIN SVCS INC 549300W1D516HBDEU871 PennyMac Financial Services, Inc. 70932MAE7 10000.00000000 PA USD 10135.68000000 0.156401041868 Long DBT CORP US N 2 2030-11-15 Fixed 7.12500000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates Trust 9292276K7 53909.99000000 PA USD 53525.08000000 0.825931588024 Long ABS-MBS CORP US N 2 2033-08-25 Variable 6.75200000 N N N N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LAS0 10000.00000000 PA USD 9444.92000000 0.145742103970 Long DBT CORP US N 2 2044-04-01 Fixed 4.90000000 N N N N N N Rocket Mortgage LLC 549300FGXN1K3HLB1R50 Rocket Mortgage LLC 74840LAB8 15000.00000000 PA USD 14295.30000000 0.220587056204 Long DBT CORP US N 2 2028-01-15 Fixed 5.25000000 N N N N N N Velocity Commercial Capital Loan Trust N/A Velocity Commercial Capital Loan Trust 92257CAD2 19298.52000000 PA USD 16838.91000000 0.259836840540 Long ABS-MBS CORP US N 2 2049-03-25 Variable 4.12000000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark Mortgage Trust 08163LAG4 10000.00000000 PA USD 8356.37000000 0.128944972043 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 1.97800000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GXR0 10000.00000000 PA USD 8341.62000000 0.128717368629 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N TACO BELL FUNDING, LLC N/A Taco Bell Funding LLC 87342RAH7 19650.00000000 PA USD 17310.72000000 0.267117217936 Long ABS-O CORP US N 2 2051-08-25 Fixed 2.29400000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 Charles Schwab Corp. 808513BK0 25000.00000000 PA USD 23970.11000000 0.369876532971 Long DBT CORP US N 2 2026-06-01 Fixed 4.00000000 N N N N N N AON NORTH AMERICA INC N/A Aon North America, Inc. 03740MAD2 10000.00000000 PA USD 10150.33000000 0.156627102208 Long DBT CORP US N 2 2034-03-01 Fixed 5.45000000 N N N N N N BHP BILLITON FIN USA LTD 5493003NUVITP3TMY274 BHP Billiton Finance USA Ltd. 055451BD9 15000.00000000 PA USD 15382.95000000 0.237370300464 Long DBT CORP AU N 2 2030-09-08 Fixed 5.25000000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association-ACES 3136B35Z9 9103.05000000 PA USD 8613.74000000 0.132916381573 Long ABS-MBS USGSE US N 2 2031-02-25 Fixed 3.61000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust 30165JAF3 25000.00000000 PA USD 24444.69000000 0.377199653516 Long ABS-O CORP US N 2 2028-01-17 Fixed 1.96000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC/Charter Communications Operating Capital 161175CR3 15000.00000000 PA USD 15282.33000000 0.235817659415 Long DBT CORP US N 2 2034-06-01 Fixed 6.55000000 N N N N N N Woodward Capital Management N/A RCKT Mortgage Trust 74939FAA5 47787.09000000 PA USD 47956.62000000 0.740006130077 Long ABS-MBS CORP US N 2 2044-06-25 Variable 6.14700000 N N N N N N HP ENTERPRISE CO 549300BX44RGX6ANDV88 Hewlett Packard Enterprise Co. 42824CBV0 10000.00000000 PA USD 9701.02000000 0.149693916460 Long DBT CORP US N 2 2034-10-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. 3132DN3X9 24964.44000000 PA USD 21923.32000000 0.338293048835 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.00000000 N N N N N N CBRE SERVICES INC 549300CTE3HOMEUMM603 CBRE Services, Inc. 12505BAE0 10000.00000000 PA USD 8580.79000000 0.132407938693 Long DBT CORP US N 2 2031-04-01 Fixed 2.50000000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 63941CAC7 8385.54000000 PA USD 8389.33000000 0.129453569230 Long ABS-O CORP US N 2 2059-12-15 Floating 5.96800000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates 3137F63Z8 10000.00000000 PA USD 8458.04000000 0.130513815369 Long ABS-MBS USGSE US N 2 2030-09-25 Fixed 1.56600000 N N N N N N QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 Quest Diagnostics, Inc. 74834LBG4 10000.00000000 PA USD 9799.24000000 0.151209523734 Long DBT CORP US N 2 2034-12-15 Fixed 5.00000000 N N N N N N GLP CAPITAL LP / FIN II N/A GLP Capital LP/GLP Financing II, Inc. 361841AT6 5000.00000000 PA USD 4933.57000000 0.076128635486 Long DBT US N 2 2034-09-15 Fixed 5.62500000 N N N N N N STONEX GROUP INC 549300JUF07L8VF02M60 StoneX Group, Inc. 861896AA6 15000.00000000 PA USD 15781.37000000 0.243518215858 Long DBT CORP US N 2 2031-03-01 Fixed 7.87500000 N N N N N N TRINET GROUP INC 5299003FJVBETSFKE990 TriNet Group, Inc. 896288AC1 15000.00000000 PA USD 15360.11000000 0.237017862365 Long DBT CORP US N 2 2031-08-15 Fixed 7.12500000 N N N N N N LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE N/A Los Angeles County Public Works Financing Authority 54473ENS9 5000.00000000 PA USD 5953.07000000 0.091860274822 Long DBT MUN US N 2 2040-08-01 Fixed 7.61800000 N N N N N N BROOKFIELD FINANCE INC 549300XH8D8K6OYWGD17 Brookfield Finance, Inc. 11271LAL6 10000.00000000 PA USD 10379.80000000 0.160167994095 Long DBT CORP CA N 2 2054-03-04 Fixed 5.96800000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CGZ8 156000.00000000 PA USD 150771.56000000 2.326516727854 Long DBT UST US N 2 2030-04-30 Fixed 3.50000000 N N N N N N Westlake Automobile Receivables Trust N/A Westlake Automobile Receivables Trust 96043CAF7 15000.00000000 PA USD 14932.30000000 0.230416437525 Long ABS-O CORP US N 2 2029-11-15 Fixed 4.92000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC/CCO Holdings Capital Corp. 1248EPCK7 15000.00000000 PA USD 13048.33000000 0.201345386461 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N HUNTINGTON NATIONAL BANK 2WHM8VNJH63UN14OL754 Huntington National Bank 44644MAJ0 10000.00000000 PA USD 10221.86000000 0.157730863033 Long DBT CORP US N 2 2030-01-10 Fixed 5.65000000 N N N N N N FIRST HORIZON BANK COOWI3L2W9TPYR3WJX37 First Horizon Bank 337158AJ8 15000.00000000 PA USD 14969.24000000 0.230986449057 Long DBT CORP US N 2 2030-05-01 Fixed 5.75000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co. 723787AQ0 5000.00000000 PA USD 4259.21000000 0.065722761722 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 Chubb INA Holdings LLC 171239AK2 10000.00000000 PA USD 10008.13000000 0.154432850993 Long DBT CORP US N 2 2034-03-15 Fixed 5.00000000 N N N N N N PG&E RECOVERY FND LLC N/A PG&E Recovery Funding LLC 71710TAF5 10000.00000000 PA USD 10167.24000000 0.156888036020 Long DBT CORP US N 2 2047-07-15 Fixed 5.53600000 N N N N N N Aqua Finance Trust N/A Aqua Finance Trust 038370AA0 49310.05000000 PA USD 47562.64000000 0.733926727168 Long ABS-O CORP US N 2 2040-07-16 Fixed 3.14000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CEE7 72000.00000000 PA USD 66822.19000000 1.031115833959 Long DBT UST US N 2 2029-03-31 Fixed 2.37500000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140J94Q1 33681.40000000 PA USD 30475.83000000 0.470264606204 Long ABS-MBS USGSE US N 2 2037-12-01 Fixed 2.50000000 N N N N N N BX Trust N/A BX Trust 05608UAA6 19629.36000000 PA USD 19629.36000000 0.302895548716 Long ABS-MBS CORP US N 2 2039-08-15 Floating 6.95100000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health, Inc. 28622HAC5 5000.00000000 PA USD 4614.61000000 0.071206846685 Long DBT CORP US N 2 2053-02-15 Fixed 5.12500000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 Santander Holdings USA, Inc. 80282KBG0 10000.00000000 PA USD 10371.01000000 0.160032357891 Long DBT CORP US N 2 2029-06-12 Fixed 6.56500000 N N N N N N AMERICO LIFE INC 549300B5C1FRFHBYW144 Americo Life, Inc. 03060NAD2 10000.00000000 PA USD 8380.47000000 0.129316852875 Long DBT CORP US N 2 2031-04-15 Fixed 3.45000000 N N N N N N Countrywide Home Loans N/A CHL Mortgage Pass-Through Trust 12669FRW5 15025.24000000 PA USD 14584.62000000 0.225051477874 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 5.25000000 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 City of New York 64966H4K3 10000.00000000 PA USD 10151.63000000 0.156647162170 Long DBT MUN US N 2 2037-10-01 Fixed 5.51700000 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 Duke Energy Ohio, Inc. 26442EAH3 15000.00000000 PA USD 13036.12000000 0.201156977126 Long DBT CORP US N 2 2030-06-01 Fixed 2.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEC5 10000.00000000 PA USD 9462.50000000 0.146013376377 Long DBT CORP US N 2 2027-07-20 Fixed 1.51200000 N N N N N N ACRISURE LLC / FIN INC N/A Acrisure LLC/Acrisure Finance, Inc. 00489LAL7 10000.00000000 PA USD 10168.60000000 0.156909021826 Long DBT CORP US N 2 2030-11-06 Fixed 7.50000000 N N N N N N CENTERPOINT ENER HOUSTON 549300S8SEQBOJLKHW63 CenterPoint Energy Houston Electric LLC 15189XBB3 10000.00000000 PA USD 9918.24000000 0.153045781783 Long DBT CORP US N 2 2033-04-01 Fixed 4.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 3140XGKR9 37091.62000000 PA USD 32660.14000000 0.503970125692 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.00000000 N N N N N N SMITH & NEPHEW PLC 213800ZTMDN8S67S1H61 Smith & Nephew PLC 83192PAD0 10000.00000000 PA USD 10055.77000000 0.155167971442 Long DBT CORP GB N 2 2034-03-20 Fixed 5.40000000 N N N N N N OKLAHOMA ST DEV FIN AUTH 549300PXGPHUWC32DJ91 Oklahoma Development Finance Authority 6789084F8 8819.50000000 PA USD 8658.77000000 0.133611227791 Long DBT MUN US N 2 2033-12-01 Fixed 4.13500000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp. 06406RBH9 10000.00000000 PA USD 9537.23000000 0.147166515570 Long DBT CORP US N 2 2033-06-13 Fixed 4.28900000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738ECD5 10000.00000000 PA USD 10641.24000000 0.164202206736 Long DBT CORP GB N 2 2028-11-02 Fixed 7.38500000 N N N N N N Mid-State Trust N/A Mid-State Capital Corp. Trust 59548PAA7 30544.83000000 PA USD 30492.32000000 0.470519059105 Long ABS-O CORP US N 2 2040-10-15 Fixed 5.78700000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp. 064058AJ9 30000.00000000 PA USD 28945.78000000 0.446654802608 Long DBT CORP US N 2 2026-03-20 Fixed 3.70000000 N N N N N N SMB Private Education Loan Trust N/A SMB Private Education Loan Trust 78449XAA0 7806.17000000 PA USD 7245.24000000 0.111799414009 Long ABS-O CORP US N 2 2053-07-15 Fixed 1.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31417Y3A3 14605.33000000 PA USD 14538.06000000 0.224333022624 Long ABS-MBS USGSE US N 2 2031-07-01 Fixed 4.50000000 N N N N N N ALEXANDRIA REAL ESTATE E MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271AN9 10000.00000000 PA USD 9823.65000000 0.151586188095 Long DBT US N 2 2030-07-01 Fixed 4.70000000 N N N N N N TAKE-TWO INTERACTIVE SOF BOMSTHHJK882EWYX3334 Take-Two Interactive Software, Inc. 874054AN9 10000.00000000 PA USD 10169.66000000 0.156925378410 Long DBT CORP US N 2 2034-06-12 Fixed 5.60000000 N N N N N N PG&E WILDFIRE RECOVERY N/A PG&E Wildfire Recovery Funding LLC 693342AD9 25000.00000000 PA USD 22283.05000000 0.343843948902 Long DBT CORP US N 2 2047-12-01 Fixed 4.45100000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 05555AAD7 10000.00000000 PA USD 10550.48000000 0.162801712782 Long ABS-MBS CORP US N 2 2057-05-15 Fixed 5.82900000 N N N N N N DTE ELECTRIC CO 9N0FWODEJVKHC2DYLO03 DTE Electric Co. 23338VAS5 5000.00000000 PA USD 5083.62000000 0.078444018010 Long DBT CORP US N 2 2033-04-01 Fixed 5.20000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MU2 25000.00000000 PA USD 24325.79000000 0.375364938541 Long DBT CORP US N 2 2025-12-10 Fixed 4.00000000 N N N N N N CLECO SECURITIZATION I N/A Cleco Securitization I LLC 185512AB6 10000.00000000 PA USD 9526.41000000 0.146999554965 Long DBT CORP US N 2 2042-09-01 Fixed 4.64600000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A BBCMS Mortgage Trust 07336WBA6 15000.00000000 PA USD 15343.69000000 0.236764489615 Long ABS-MBS CORP US N 2 2057-09-15 Fixed 5.40300000 N N N N N N PORT AUTH OF NEW YORK & NEW JERSEY NY 54930006MR4KZ4W74Z83 Port Authority of New York & New Jersey 73358WXP4 5000.00000000 PA USD 4602.24000000 0.071015968433 Long DBT MUN US N 2 2045-06-01 Fixed 4.82300000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust 80285VAF6 20000.00000000 PA USD 19589.74000000 0.302284182801 Long ABS-O CORP US N 2 2027-10-15 Fixed 1.67000000 N N N N N N MACQUARIE AIRFINANCE HLD 549300MCGUSL5B852H65 Macquarie Airfinance Holdings Ltd. 55609NAC2 15000.00000000 PA USD 15467.06000000 0.238668179998 Long DBT CORP GB N 2 2029-03-26 Fixed 6.40000000 N N N N N N CLARIOS GLOBAL LP/US FIN N/A Clarios Global LP/Clarios U.S. Finance Co. 69867DAC2 5000.00000000 PA USD 5024.03000000 0.077524500219 Long DBT CORP XX N 2 2027-05-15 Fixed 8.50000000 N N N N N N HUB INTERNATIONAL LTD 549300JQT6ATTUNS5E06 HUB International Ltd. 44332PAG6 35000.00000000 PA USD 33893.84000000 0.523007029516 Long DBT CORP US N 2 2029-12-01 Fixed 5.62500000 N N N N N N PG&E RECOVERY FND LLC N/A PG&E Recovery Funding LLC 71710TAH1 10000.00000000 PA USD 10154.91000000 0.156697774997 Long DBT CORP US N 2 2042-06-01 Fixed 5.23100000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 17327CAQ6 10000.00000000 PA USD 8692.22000000 0.134127386041 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N NEW YORK CITY NY TRANSITIONAL FIN AUTH REVENUE N/A New York City Transitional Finance Authority Future Tax Secured Revenue 64971M4P4 5000.00000000 PA USD 5089.85000000 0.078540151519 Long DBT MUN US N 2 2037-08-01 Fixed 5.50800000 N N N N N N HEALTHCARE RLTY HLDGS LP 549300IYGAS4GE6VDL07 Healthcare Realty Holdings LP 42225UAK0 25000.00000000 PA USD 23863.32000000 0.368228684256 Long DBT US N 2 2028-01-15 Fixed 3.62500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCF0 25000.00000000 PA USD 23534.00000000 0.363147032990 Long DBT CORP US N 2 2026-09-01 Fixed 3.95000000 N N N N N N FREMF Mortgage Trust N/A FREMF Mortgage Trust 30307TAG8 20000.00000000 PA USD 19227.83000000 0.296699643721 Long ABS-MBS USGSE US N 2 2050-12-25 Variable 3.99400000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CEP2 341000.00000000 PA USD 310989.34000000 4.798795619640 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N Navient Student Loan Trust N/A Navient Private Education Refi Loan Trust 63942GAA1 11819.53000000 PA USD 10322.72000000 0.159287207461 Long ABS-O CORP US N 2 2070-02-18 Fixed 1.11000000 N N N N N N FRESB Multifamily Mortgage Pass-Through Certifica N/A FRESB Mortgage Trust 30308AAH6 8970.32000000 PA USD 8630.73000000 0.133178549844 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.16000000 N N N N N N ACRISURE LLC / FIN INC N/A Acrisure LLC/Acrisure Finance, Inc. 00489LAH6 10000.00000000 PA USD 9461.71000000 0.146001186093 Long DBT CORP US N 2 2029-08-01 Fixed 6.00000000 N N N N N N Octane Receivables Trust N/A Octane Receivables Trust 67578AAA6 3135.03000000 PA USD 3102.89000000 0.047879888552 Long ABS-O CORP US N 2 2028-09-20 Fixed 1.21000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A Bear Stearns ARM Trust 07384M6H0 8633.47000000 PA USD 8377.81000000 0.129275807107 Long ABS-MBS CORP US N 2 2035-02-25 Variable 4.76100000 N N N N N N ESSENT GROUP LTD 254900QUO860OUT6ZF83 Essent Group Ltd. 29669JAA7 10000.00000000 PA USD 10218.49000000 0.157678861440 Long DBT CORP BM N 2 2029-07-01 Fixed 6.25000000 N N N N N N NEW YORK NY 549300ABYZD2SFD5JB29 City of New York 64966HYM6 5000.00000000 PA USD 5262.48000000 0.081203960150 Long DBT MUN US N 2 2036-03-01 Fixed 5.96800000 N N N N N N First Help Financial LLC N/A FHF Issuer Trust 30339EAB4 20000.00000000 PA USD 19971.20000000 0.308170392846 Long ABS-O CORP US N 2 2030-11-15 Fixed 4.94000000 N N N N N N STATE STREET CORP 549300ZFEEJ2IP5VME73 State Street Corp. 857477CA9 10000.00000000 PA USD 9860.19000000 0.152150027331 Long DBT CORP US N 2 2034-01-26 Fixed 4.82100000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association 31418CEF7 25877.27000000 PA USD 22752.60000000 0.351089452826 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.00000000 N N N N N N LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH 5493004WIZ1HV87IVF85 Louisiana Local Government Environmental Facilities & Community Development Authority 54627RAP5 25000.00000000 PA USD 23908.06000000 0.368919055560 Long DBT MUN US N 2 2039-08-01 Fixed 4.47500000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCN3 10000.00000000 PA USD 9271.06000000 0.143059315529 Long DBT CORP US N 2 2030-03-01 Fixed 3.27300000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368BGS1 10000.00000000 PA USD 9566.38000000 0.147616321639 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80300000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBX2 15000.00000000 PA USD 15504.29000000 0.239242666445 Long DBT CORP GB N 2 2029-03-15 Fixed 8.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GMD8 10000.00000000 PA USD 9925.23000000 0.153153642655 Long DBT CORP US N 2 2035-10-25 Fixed 5.51800000 N N N N N N Navient Student Loan Trust 549300JSCKIU587G1R13 Navient Private Education Loan Trust 63939NAB9 9889.69000000 PA USD 9812.90000000 0.151420307641 Long ABS-O CORP US N 2 2045-12-15 Fixed 3.91000000 N N N N N N UNIV OF TEXAS TX PERMANENT UNIV FND 549300GZUEUTLKVGLF98 Permanent University Fund - University of Texas System 9151153X5 5000.00000000 PA USD 4984.82000000 0.076919460907 Long DBT MUN US N 2 2039-07-01 Fixed 5.26200000 N N N N N N SOUTH CAROLINA ST STUDENT LOAN CORP EDU REVENUE 549300PIO3ZMSROGFF38 South Carolina Student Loan Corp. 83715AAJ8 14778.20000000 PA USD 14716.56000000 0.227087409697 Long DBT MUN US N 2 2036-10-27 Floating 6.49500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GB78 10000.00000000 PA USD 9768.53000000 0.150735645711 Long DBT CORP US N 2 2035-10-23 Fixed 5.01600000 N N N N N N SMB Private Education Loan Trust 549300NWENTZ8X7JUC78 SMB Private Education Loan Trust 83189DAB6 4786.83000000 PA USD 4695.54000000 0.072455656466 Long ABS-O CORP US N 2 2035-10-15 Fixed 2.82000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BG1 20000.00000000 PA USD 14002.42000000 0.216067701099 Long DBT CORP US N 2 2050-05-15 Fixed 3.30000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273VAQ3 10000.00000000 PA USD 10193.89000000 0.157299265238 Long DBT CORP US N 2 2033-02-15 Fixed 5.75000000 N N N N N N 6297782 LLC 254900Z1WAY7QFQ7O850 South Bow USA Infrastructure Holdings LLC 83007CAC6 10000.00000000 PA USD 9838.40000000 0.151813791508 Long DBT CORP US N 2 2029-10-01 Fixed 5.02600000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 LPL Holdings, Inc. 50212YAC8 20000.00000000 PA USD 19607.34000000 0.302555763823 Long DBT CORP US N 2 2027-11-15 Fixed 4.62500000 N N N N N N Fanniemae-Aces B1V7KEBTPIMZEU4LTD58 Federal National Mortgage Association-ACES 3136BGFQ9 10000.00000000 PA USD 8336.80000000 0.128642992463 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.71400000 N N N N N N CLI Funding LLC 254900Z4P82YK31RVL27 CLI Funding VIII LLC 12565KAE7 7714.67000000 PA USD 6931.34000000 0.106955704752 Long ABS-O CORP US N 2 2047-01-18 Fixed 2.72000000 N N N N N N NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE 549300Q2EHQ6RJPQKP05 New York City Municipal Water Finance Authority 64972FY34 5000.00000000 PA USD 5158.31000000 0.079596539973 Long DBT MUN US N 2 2044-06-15 Fixed 5.88200000 N N N N N N TASEKO MINES LTD 549300XKUO1JSLU7KX54 Taseko Mines Ltd. 876511AG1 15000.00000000 PA USD 15495.48000000 0.239106721626 Long DBT CORP CA N 2 2030-05-01 Fixed 8.25000000 N N N N N N GSAMP Trust N/A GSAMP Trust 36228FYS9 39549.46000000 PA USD 38327.61000000 0.591423381197 Long ABS-O CORP US N 2 2033-07-25 Variable 5.42100000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. 38141GZK3 10000.00000000 PA USD 9527.03000000 0.147009122023 Long DBT CORP US N 2 2028-02-24 Fixed 2.64000000 N N N N N N BURLINGTN NORTH SANTA FE N/A Burlington Northern Santa Fe LLC 12189LBL4 10000.00000000 PA USD 10234.00000000 0.157918192216 Long DBT CORP US N 2 2055-03-15 Fixed 5.50000000 N N N N N N PG&E WILDFIRE RECOVERY N/A PG&E Wildfire Recovery Funding LLC 693342AK3 10000.00000000 PA USD 9743.49000000 0.150349259984 Long DBT CORP US N 2 2052-06-01 Fixed 5.09900000 N N N N N N PG&E WILDFIRE RECOVERY N/A PG&E Wildfire Recovery Funding LLC 693342AE7 25000.00000000 PA USD 22684.00000000 0.350030904068 Long DBT CORP US N 2 2051-12-01 Fixed 4.67400000 N N N N N N Mid-State Trust N/A Mid-State Capital Corp. Trust 59548PAD1 14206.90000000 PA USD 14589.11000000 0.225120761896 Long ABS-O CORP US N 2 2040-10-15 Fixed 8.31100000 N N N N N N ZF NA CAPITAL 529900JYGMS9CW9IQX78 ZF North America Capital, Inc. 98877DAF2 10000.00000000 PA USD 9857.46000000 0.152107901411 Long DBT CORP US N 2 2030-04-23 Fixed 6.75000000 N N N N N N LOS ANGELES CA WSTWTR SYS REVENUE N/A City of Los Angeles Wastewater System Revenue 5446526E5 5000.00000000 PA USD 5223.31000000 0.080599538067 Long DBT MUN US N 2 2039-06-01 Fixed 5.71300000 N N N N N N BENCHMARK Mortgage Trust N/A Benchmark Mortgage Trust 08163LAQ2 10000.00000000 PA USD 8226.21000000 0.126936506936 Long ABS-MBS CORP US N 2 2053-12-17 Fixed 2.25400000 N N N N N N Hyundai Auto Receivables Trust N/A Hyundai Auto Receivables Trust 44935FAG9 15000.00000000 PA USD 14361.57000000 0.221609651337 Long ABS-O CORP US N 2 2028-06-15 Fixed 1.66000000 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 Eversource Energy 30040WAK4 20000.00000000 PA USD 16670.68000000 0.257240927166 Long DBT CORP US N 2 2030-08-15 Fixed 1.65000000 N N N N N N RYAN SPECIALTY 549300K52N7QBO3PYY45 Ryan Specialty LLC 78351GAA3 15000.00000000 PA USD 14950.46000000 0.230696659762 Long DBT CORP US N 2 2032-08-01 Fixed 5.87500000 N N N N N N PATTERN ENERGY OP LP/PAT N/A Pattern Energy Operations LP/Pattern Energy Operations, Inc. 70339PAA7 25000.00000000 PA USD 23846.28000000 0.367965744448 Long DBT CORP US N 2 2028-08-15 Fixed 4.50000000 N N N N N N 2024-11-27 AMERICAN BEACON FUNDS Sonia Bates Sonia Bates Treasurer XXXX