NPORT-P false 0000918571 XXXXXXXX S000002670 C000007310 C000007311 MFS VARIABLE INSURANCE TRUST 811-08326 0000918571 4GB90YGNINHU70MFQX13 111 HUNTINGTON AVENUE BOSTON 02199 617-954-5000 MFS Total Return Series S000002670 DUD8UW8LVR61WPR1K944 2025-12-31 2025-03-31 N 2111376390.96 14754333.11 2096622057.85 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 13095505.59000000 0.00000000 0.00000000 135144.12000000 USD N 60% S&P, 40% BBG Barc US Aggregate Index 60% SPX, 40% LBUSTRUU Fannie Mae B1V7KEBTPIMZEU4LTD58 31409AGS2 59271.75000000 PA USD 60963.31000000 0.002907691911 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 58325.00000000 NS USD 12350318.75000000 0.589057942215 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2LH6 517765.81000000 PA USD 482629.93000000 0.023019405342 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 58003UAA6 388450.32000000 PA USD 388808.86000000 0.018544537321 Long ABS-CBDO CORP US Y 2 2035-12-15 Floating 6.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297B7K2 27070.25000000 PA USD 27757.12000000 0.001323897165 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXK1 468885.29000000 PA USD 432753.24000000 0.020640498290 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RVK9 14635.48000000 PA USD 14847.10000000 0.000708143842 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TL2 2700000.00000000 PA USD 2434957.04000000 0.116137146935 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 2130000.00000000 PA USD 2140664.70000000 0.102100647657 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MJX6 50519.35000000 PA USD 52082.58000000 0.002484118671 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 767000.00000000 PA USD 833112.12000000 0.039735922689 Long DBT CORP US N 2 2054-05-01 Fixed 6.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QYR4 68526.21000000 PA USD 68795.68000000 0.003281262817 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ERL6 76545.13000000 PA USD 75995.96000000 0.003624685704 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NGF2 31420.03000000 PA USD 31508.36000000 0.001502815439 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECG3 1282919.16000000 PA USD 1092405.97000000 0.052103142095 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291T3Q9 15972.27000000 PA USD 16419.13000000 0.000783123021 Long ABS-MBS USGA US N 2 2035-10-15 Fixed 5.50000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DC6 1333000.00000000 PA USD 1327162.17000000 0.063300019430 Long DBT CORP US Y 2 2026-01-15 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L6HF1 305668.66000000 PA USD 290461.12000000 0.013853766295 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 6416000.00000000 PA USD 5447592.31000000 0.259827100912 Long DBT CORP CH Y 2 2032-02-11 Fixed 2.10000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9ZC8 2233850.00000000 PA USD 89383.04000000 0.004263192770 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.78000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KK5V7 19096.39000000 PA USD 19504.73000000 0.000930293083 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNBC6 196445.26000000 PA USD 170754.07000000 0.008144246568 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408EW65 41484.99000000 PA USD 42681.74000000 0.002035738384 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HQDE9 515948.88000000 PA USD 481541.98000000 0.022967514731 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 2690000.00000000 PA USD 2304588.53000000 0.109919120681 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KS98 68876.91000000 PA USD 71640.60000000 0.003416953462 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Business Jet Securities, LLC N/A 12327CAA2 947398.36000000 PA USD 964945.50000000 0.046023817043 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ7L0 152504.05000000 PA USD 146687.48000000 0.006996372066 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 60680.00000000 NS USD 12700930.80000000 0.605780653334 Long EC CORP US N 1 N N N SBNA Auto Lease Trust N/A 78398DAB3 225059.45000000 PA USD 225288.61000000 0.010745313355 Long ABS-O CORP US Y 2 2026-11-20 Fixed 4.94000000 N N N N N N Warner Bros Discovery Inc 5493006ZCRFWKF6B1K26 934423104 491258.00000000 NS USD 5271198.34000000 0.251413854979 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YWJX6 441159.41000000 PA USD 407779.73000000 0.019449367542 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WGQD4 16441.97000000 PA USD 16917.74000000 0.000806904608 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXJ6 155333.64000000 PA USD 117457.14000000 0.005602208541 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 32875.00000000 NS USD 10258315.00000000 0.489278215956 Long EC CORP IE N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 3196451.24000000 PA USD 2727714.04000000 0.130100416991 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRF3 258309.61000000 PA USD 240559.02000000 0.011473647293 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRM42 344149.19000000 PA USD 350292.22000000 0.016707456581 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HZD1 7770.83000000 PA USD 8082.50000000 0.000385501047 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.00000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55284JAE9 2251053.00000000 PA USD 2211873.42000000 0.105497002271 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 6.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS42 576501.78000000 PA USD 483878.56000000 0.023078959709 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAH9 1422000.00000000 PA USD 1478412.08000000 0.070514000101 Long DBT CORP US N 2 2033-04-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DMD7 63225.68000000 PA USD 65252.81000000 0.003112282910 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 125523CJ7 474000.00000000 PA USD 359202.86000000 0.017132456403 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RC55 77848.65000000 PA USD 79302.36000000 0.003782386992 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Dryden Senior Loan Fund N/A 26245MAC5 2311097.09000000 PA USD 2311894.42000000 0.110267580718 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 5.58000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378CP92 80356.35000000 PA USD 80239.83000000 0.003827100344 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0X91 417285.76000000 PA USD 401373.29000000 0.019143807463 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HG3 760932.83000000 PA USD 715955.60000000 0.034148052450 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AW1 1273000.00000000 PA USD 1334830.44000000 0.063665763459 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290VHK3 42793.28000000 PA USD 43079.84000000 0.002054726069 Long ABS-MBS USGA US N 2 2034-09-15 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201U6P4 18733.67000000 PA USD 18770.66000000 0.000895281051 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 145841.72000000 PA USD 116269.97000000 0.005545585555 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404RRD1 30124.85000000 PA USD 30906.18000000 0.001474094002 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJC81 53421.23000000 PA USD 53879.36000000 0.002569817473 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 55933.19000000 PA USD 56246.14000000 0.002682702864 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLHG5 336283.92000000 PA USD 255332.85000000 0.012178296467 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHZC4 906972.39000000 PA USD 787708.92000000 0.037570382179 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EN98 219459.39000000 PA USD 204559.87000000 0.009756640174 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.50000000 N N N N N N ARI Fleet Lease Trust N/A 04033GAB3 308563.65000000 PA USD 311348.34000000 0.014849998302 Long ABS-O CORP US Y 2 2032-07-15 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBP4 51543.71000000 PA USD 51995.20000000 0.002479951014 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N Palmer Square Loan Funding Ltd N/A 69690EAC3 4413018.00000000 PA USD 4415224.51000000 0.210587525465 Long ABS-CBDO CORP KY Y 2 2032-08-08 Floating 5.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB74 72313.94000000 PA USD 54709.69000000 0.002609420701 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XTD8 1737928.57000000 PA USD 1747613.85000000 0.083353785364 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398T7G0 83935.93000000 PA USD 82706.51000000 0.003944750542 Long ABS-MBS USGSE US N 2 2040-10-25 Fixed 4.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BG7 7000.00000000 PA USD 6224.62000000 0.000296888033 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7K8 2490992.61000000 PA USD 2207530.88000000 0.105289881489 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296WZ91 79962.90000000 PA USD 82566.50000000 0.003938072657 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N BAE SYSTEMS PLC 8SVCSVKSGDWMW2QHOH83 05523RAD9 1108000.00000000 PA USD 1038658.16000000 0.049539598999 Long DBT CORP GB Y 2 2030-04-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBJ8 2071098.85000000 PA USD 1760342.38000000 0.083960882382 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 89857.00000000 NS USD 21227817.68000000 1.012477074755 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDKV2 117582.96000000 PA USD 111566.37000000 0.005321243739 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 221737.00000000 NS USD 36772864.08000000 1.753910006923 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPZ4 190922.27000000 PA USD 162749.28000000 0.007762451958 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415AVB4 81233.17000000 PA USD 82927.29000000 0.003955280814 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6B3 405225.50000000 PA USD 323438.59000000 0.015426652065 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 1699000.00000000 PA USD 1488366.93000000 0.070988804321 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMYS8 411796.13000000 PA USD 311674.79000000 0.014865568586 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YUH79 11748.79000000 PA USD 11418.41000000 0.000544609838 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 213416.00000000 NS USD 34088937.68000000 1.625898075066 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200JA91 121163.10000000 PA USD 125949.88000000 0.006007276300 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU7G8 282744.94000000 PA USD 260386.80000000 0.012419348495 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 2831000.00000000 PA USD 2424728.54000000 0.115649290768 Long DBT CORP US N 2 2032-07-21 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5BK8 40572.23000000 PA USD 38775.14000000 0.001849410095 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9T51 186499.78000000 PA USD 179613.38000000 0.008566798166 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SJS7 107365.98000000 PA USD 96465.90000000 0.004601015220 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3.00000000 N N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BQ8 3622000.00000000 PA USD 3077667.91000000 0.146791735710 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 184300.00000000 NS USD 29253939.00000000 1.395289098026 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 1053000.00000000 PA USD 1067123.92000000 0.050897295294 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LDU3 52744.37000000 PA USD 52050.57000000 0.002482591929 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CK8 1734000.00000000 PA USD 1401247.43000000 0.066833572829 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297GHS3 22266.06000000 PA USD 23207.35000000 0.001106892389 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NF78 677128.27000000 PA USD 631557.51000000 0.030122620700 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KQ3H7 112896.25000000 PA USD 118288.99000000 0.005641884266 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 2483000.00000000 PA USD 2249454.83000000 0.107289476497 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N Verus Securitization Trust 213800RZ8QGNZ38DSP77 92540PAA6 620849.77000000 PA USD 619549.77000000 0.029549902314 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.36000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 922000.00000000 PA USD 823336.60000000 0.039269671752 Long DBT CORP GB N 2 2031-03-09 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JS25 52351.15000000 PA USD 52767.27000000 0.002516775486 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201YMX1 64557.63000000 PA USD 68055.25000000 0.003245947439 Long ABS-MBS USGA US N 2 2034-02-15 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179Y2N3 550000.48000000 PA USD 563728.27000000 0.026887452981 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 1435113.08000000 PA USD 1220229.49000000 0.058199783095 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 123669.00000000 NS USD 8878197.51000000 0.423452451850 Long EC CORP US N 1 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 249611.00000000 NS USD 24624125.15000000 1.174466569108 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LK35 155753.04000000 PA USD 149650.08000000 0.007137675550 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 4.00000000 N N N N N N Angel Oak Mortgage Trust 254900S8TF74AZOT0548 034932AA1 2523366.26000000 PA USD 2526989.56000000 0.120526708690 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMS6 54431.01000000 PA USD 53833.73000000 0.002567641115 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 4.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 58003MAC0 2376000.00000000 PA USD 2376000.24000000 0.113325157059 Long ABS-CBDO CORP US Y 2 2041-08-18 Floating 6.36000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBS8 16841238.31000000 PA USD 145995.01000000 0.006963344178 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.36000000 N N N N N N BSPRT Issuer, Ltd. N/A 05601HAC8 4964000.00000000 PA USD 4951694.24000000 0.236174861437 Long ABS-CBDO CORP KY Y 2 2036-03-15 Floating 5.73000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CJT9 24670000.00000000 PA USD 24696019.20000000 1.177895611063 Long DBT UST US N 2 2027-01-15 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDY67 1109281.70000000 PA USD 933081.18000000 0.044504023818 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYH6 165377.51000000 PA USD 158932.28000000 0.007580397211 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HL71 58210.34000000 PA USD 59826.07000000 0.002853450376 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FDEU2 8150807.64000000 PA USD 129261.21000000 0.006165212729 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 0.29000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292JAL4 21616.89000000 PA USD 21786.41000000 0.001039119564 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945AM0 784794.09000000 PA USD 755815.33000000 0.036049192899 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS34 1274379.40000000 PA USD 1071543.38000000 0.051108084835 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AA5A5 267626.70000000 PA USD 263857.72000000 0.012584896691 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N CONSUMERS 23 SECURE FUND N/A 21071BAA3 807589.81000000 PA USD 818192.50000000 0.039024319950 Long DBT CORP US N 2 2028-03-01 Fixed 5.55000000 N N N N N N Angel Oak Mortgage Trust 254900QN92XYN8GJBJ44 034933AA9 2748015.99000000 PA USD 2738746.93000000 0.130626639157 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292KER4 40627.50000000 PA USD 42418.76000000 0.002023195350 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A04J2 16345.90000000 PA USD 17043.57000000 0.000812906166 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.50000000 N N N N N N Air Products and Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 16587.00000000 NS USD 4891838.04000000 0.233319973987 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNP42 2813367.32000000 PA USD 2541405.09000000 0.121214268469 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RK6 9797000.00000000 PA USD 7063407.36000000 0.336894641242 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406S3H4 47203.13000000 PA USD 48311.84000000 0.002304270329 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HWN2 26228.21000000 PA USD 27351.47000000 0.001304549377 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 683000.00000000 PA USD 656692.77000000 0.031321466238 Long DBT CORP US Y 2 2037-05-15 Fixed 4.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412V4L9 28961.25000000 PA USD 30200.86000000 0.001440453222 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENAA7 155062.69000000 PA USD 152862.89000000 0.007290912991 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TV0 8000000.00000000 PA USD 8177187.52000000 0.390017241752 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAV7 4225000.00000000 PA USD 4083006.03000000 0.194742109800 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFL25 158344.77000000 PA USD 137628.73000000 0.006564308025 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AWL77 733901.11000000 PA USD 591297.14000000 0.028202371418 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405XDY6 152336.20000000 PA USD 155913.62000000 0.007436419902 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBUB0 10419000.00000000 PA USD 79780.37000000 0.003805186046 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404XS39 47575.20000000 PA USD 47845.96000000 0.002282049824 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJCL2 19512.18000000 PA USD 20363.43000000 0.000971249440 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7PU4 95703.44000000 PA USD 94653.43000000 0.004514568071 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XVRK3 787878.59000000 PA USD 722402.12000000 0.034455524174 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WJS8 770747.37000000 PA USD 683040.41000000 0.032578137172 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HPAR8 293101.39000000 PA USD 282766.80000000 0.013486779791 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Bayview Financial Revolving Mortgage Loan Trust N/A 073250BW1 293118.50000000 PA USD 554268.62000000 0.026436267706 Long ABS-MBS CORP US Y 2 2040-12-28 Floating 6.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406LYC6 74436.82000000 PA USD 76031.56000000 0.003626383673 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDZ3 884733.06000000 PA USD 767532.45000000 0.036608049940 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388D4L9 3912.10000000 PA USD 4033.26000000 0.000192369434 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 1932000.00000000 PA USD 1793260.94000000 0.085530958394 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 1326000.00000000 PA USD 1323795.80000000 0.063139457826 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 98677.00000000 NS USD 7548790.50000000 0.360045363051 Long EC CORP US N 1 N N N BENCHMARK Mortgage Trust N/A 08163VAC1 134138.00000000 PA USD 139804.77000000 0.006668095924 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 297981.00000000 NS USD 20721598.74000000 0.988332573456 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KHW31 283536.54000000 PA USD 241739.05000000 0.011529929731 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 46200000.00000000 PA USD 31073109.14000000 1.482055815622 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WDYH1 518330.44000000 PA USD 461312.58000000 0.022002657955 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80288DAB2 3210000.00000000 PA USD 3209693.45000000 0.153088795282 Long ABS-O CORP US N 2 2027-08-16 Fixed 4.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406TGE5 41201.21000000 PA USD 42846.94000000 0.002043617724 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N PUBLIC STORAGE OP CO 549300LMZF40TKJ6DM64 74460WAG2 4289000.00000000 PA USD 4322652.78000000 0.206172245675 Long DBT CORP US N 2 2033-08-01 Fixed 5.10000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FXZ50 5292518.76000000 PA USD 77384.03000000 0.003690890769 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.32000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KSXS6 21298.31000000 PA USD 21937.58000000 0.001046329733 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LEW5 60069.44000000 PA USD 60454.28000000 0.002883413334 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290VVK7 12060.95000000 PA USD 12371.80000000 0.000590082506 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 730000.00000000 PA USD 657173.22000000 0.031344381670 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297C6G0 16260.86000000 PA USD 16653.10000000 0.000794282399 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404FYW7 17091.55000000 PA USD 17363.99000000 0.000828188844 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECH1 997611.54000000 PA USD 879584.54000000 0.041952460468 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 86672.00000000 NS USD 26174077.28000000 1.248392726862 Long EC CORP CH N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417NB67 76380.61000000 PA USD 77109.12000000 0.003677778725 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133HMG29 194975.48000000 PA USD 183516.37000000 0.008752954272 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.00000000 N N N N N N Dun & Bradstreet Holdings Inc 254900LNALVKD1ZX7U27 26484T106 1484948.00000000 NS USD 13275435.12000000 0.633182078300 Long EC CORP US N 1 N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 254459.00000000 NS USD 21097195.69000000 1.006246958578 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403VLY3 1617.21000000 PA USD 1637.44000000 0.000078098958 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 693475105 84184.00000000 NS USD 14797021.68000000 0.705755318398 Long EC CORP US N 1 N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 380000.00000000 PA USD 358090.14000000 0.017079384367 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407QRK4 35635.86000000 PA USD 36399.35000000 0.001736094965 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNE2 1465987.81000000 PA USD 1413536.86000000 0.067419726636 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FVNL2 1327631.00000000 PA USD 81070.46000000 0.003866717880 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.34000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 40237.00000000 NS USD 10967801.46000000 0.523117717803 Long EC CORP US N 1 N N N US Foods Holding Corp 549300UGOZSO64CFPR97 912008109 48341.00000000 NS USD 3164401.86000000 0.150928578097 Long EC CORP US N 1 N N N Magnetite CLO Ltd 5493000OP4ZUZOOM1U45 55954KAY1 889810.00000000 PA USD 884135.68000000 0.042169530588 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 5.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLS2 1004486.43000000 PA USD 928643.56000000 0.044292368122 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202F3N4 21092.62000000 PA USD 20250.45000000 0.000965860772 Long ABS-MBS USGA US N 2 2042-02-20 Fixed 4.00000000 N N N N N N Nissan Master Owner Trust Receivables N/A 65479VAA4 1434737.00000000 PA USD 1437120.24000000 0.068544554065 Long ABS-O CORP US Y 2 2028-02-15 Floating 5.02000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137BA4 1590000.00000000 PA USD 1448795.93000000 0.069101435071 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AC8 250000.00000000 PA USD 214714.77000000 0.010240985932 Long DBT CORP US Y 2 2032-01-15 Fixed 2.65000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAH7 355000.00000000 PA USD 375312.94000000 0.017900839047 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292H5P5 91366.50000000 PA USD 93094.44000000 0.004440210845 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36205F4W0 5230.31000000 PA USD 5419.49000000 0.000258486739 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 819779.00000000 NS USD 30249845.10000000 1.442789604675 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400RW80 2185.30000000 PA USD 2203.47000000 0.000105096194 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N COLT Funding LLC 213800AWBXHFGYDU9Q16 19685AAA7 1812312.66000000 PA USD 1801050.59000000 0.085902491736 Long ABS-MBS CORP US Y 2 2069-08-25 Variable 5.12000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 138149.00000000 NS USD 15106593.15000000 0.720520567521 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295PM90 154104.19000000 PA USD 160678.29000000 0.007663674499 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSXP1 23041.59000000 PA USD 21504.04000000 0.001025651710 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.00000000 N N N N N N Amdocs Ltd 549300HQV672RJ7RQV66 000000000 83298.00000000 NS USD 7621767.00000000 0.363526033290 Long EC CORP GG N 1 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 2183000.00000000 PA USD 2116258.53000000 0.100936576626 Long DBT CORP KY Y 2 2027-02-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KTMG2 24270.10000000 PA USD 25341.02000000 0.001208659419 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200J6N5 6496.61000000 PA USD 6551.07000000 0.000312458317 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEWL2 254570.18000000 PA USD 215279.24000000 0.010267908762 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJF6 7916.07000000 PA USD 8242.22000000 0.000393119015 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJGN7 17820.81000000 PA USD 1655.81000000 0.000078975130 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AMPP5 54039.10000000 PA USD 40833.00000000 0.001947561309 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N AGCO Corp LYOM0B2GCF1JWXK5ZG04 001084102 48764.00000000 NS USD 4514083.48000000 0.215302679998 Long EC CORP US N 1 N N N EAST OHIO GAS CO/THE BC95Y6MXLT75BGO7UM71 27409LAC7 1135000.00000000 PA USD 990046.69000000 0.047221037587 Long DBT CORP US Y 2 2030-06-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WQB5 751168.38000000 PA USD 730831.85000000 0.034857586624 Long ABS-MBS USGA US N 2 2041-09-20 Floating 4.53000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DD4 924000.00000000 PA USD 798570.42000000 0.038088429767 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFLN9 919677.06000000 PA USD 808753.36000000 0.038574112915 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFPH3 884068.88000000 PA USD 816626.42000000 0.038949624561 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPG5 182832.10000000 PA USD 179784.06000000 0.008574938879 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BUWC7 91286.30000000 PA USD 89592.32000000 0.004273174541 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406PDM8 128433.22000000 PA USD 131396.06000000 0.006267036040 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 196096.00000000 NS USD 9036103.68000000 0.430983907956 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411VC31 67466.71000000 PA USD 68809.49000000 0.003281921495 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36225B2U1 82497.38000000 PA USD 84282.99000000 0.004019941967 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AV8 190000.00000000 PA USD 170961.54000000 0.008154142009 Long DBT CORP US N 2 2030-03-15 Fixed 2.50000000 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 65473QBD4 414000.00000000 PA USD 403043.40000000 0.019223464643 Long DBT CORP US N 2 2045-02-01 Fixed 5.65000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AL3 1593000.00000000 PA USD 1595266.84000000 0.076087477665 Long DBT CORP US N 2 2029-01-15 Fixed 5.30000000 N N N N N N VOYA CLO LTD N/A 92916GBF0 2010166.00000000 PA USD 2006473.33000000 0.095700287158 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 6.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408GFA0 71692.67000000 PA USD 74762.02000000 0.003565831987 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 154096.00000000 NS USD 13594349.12000000 0.648392926569 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 672415.02000000 PA USD 538187.41000000 0.025669262039 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297NBF2 9371.80000000 PA USD 9603.80000000 0.000458060620 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E7B0 1188471.23000000 PA USD 1207320.35000000 0.057584071744 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N GLS Auto Select Receivables Trust N/A 36269EAB5 174264.61000000 PA USD 175991.82000000 0.008394065079 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.37000000 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CL9 1333000.00000000 PA USD 1122151.75000000 0.053521889927 Long DBT CORP US Y 2 2030-10-01 Fixed 1.80000000 N N N N N N Axalta Coating Systems Ltd 529900AGLPA40GV6H619 000000000 302452.00000000 NS USD 10032332.84000000 0.478499823200 Long EC CORP BM N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKQ4 1518284.71000000 PA USD 1277628.22000000 0.060937459625 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 2.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172DA4 1404000.00000000 PA USD 1431601.66000000 0.068281341152 Long DBT CORP US N 2 2030-02-15 Fixed 5.13000000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 438927.00000000 NS USD 39441980.22000000 1.881215552050 Long EC CORP IE N 1 N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AC8 1205000.00000000 PA USD 969697.19000000 0.046250452549 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGC65 413573.59000000 PA USD 406174.26000000 0.019372793416 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7L6 2356921.12000000 PA USD 2161106.91000000 0.103075654570 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HWY8 17454.18000000 PA USD 18168.52000000 0.000866561521 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 480000.00000000 PA USD 450247.79000000 0.021474914294 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FJ5 495761.81000000 PA USD 461640.84000000 0.022018314568 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405KUY5 66250.65000000 PA USD 68705.77000000 0.003276974490 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XF93 70141.62000000 PA USD 71401.13000000 0.003405531756 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405CMV8 43747.42000000 PA USD 45295.94000000 0.002160424661 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 55261.00000000 NS USD 14660190.69000000 0.699229059195 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ECB3 74377.91000000 PA USD 77662.32000000 0.003704164024 Long ABS-MBS USGA US N 2 2035-01-20 Fixed 6.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACA1 1892000.00000000 PA USD 1767095.17000000 0.084282961890 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 3078000.00000000 PA USD 2845392.18000000 0.135713166297 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ6V2 54667.79000000 PA USD 54964.09000000 0.002621554504 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JSM1 187142.86000000 PA USD 180007.39000000 0.008585590775 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CP2 442000.00000000 PA USD 434061.72000000 0.020702907249 Long DBT CORP GB N 2 2026-03-09 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NG3L2 2060127.02000000 PA USD 2060250.81000000 0.098265245387 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A9RJ7 41874.42000000 PA USD 6793.48000000 0.000324020248 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHHU6 43604.12000000 PA USD 37866.40000000 0.001806067042 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 51105.00000000 NS USD 7902877.20000000 0.376933800272 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CD53 55297.60000000 PA USD 55667.15000000 0.002655087491 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RR65 25868.70000000 PA USD 26541.15000000 0.001265900542 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N ADVENTIST HEALTH SYS/W 5493008YM33UCY5QPW83 007944AH4 2533000.00000000 PA USD 2559032.27000000 0.122055010363 Long DBT CORP US N 2 2032-03-01 Fixed 5.43000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863BB5 496000.00000000 PA USD 478955.58000000 0.022844154396 Long DBT CORP GB Y 2 2029-03-16 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GQH2 262774.19000000 PA USD 244933.24000000 0.011682279077 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Henkel AG & Co KGaA 549300VZCL1HTH4O4Y49 000000000 121523.00000000 NS 9660950.97000000 0.460786479557 Long EP CORP DE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LM63 12662.86000000 PA USD 13284.91000000 0.000633633989 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAH6 172000.00000000 PA USD 166938.69000000 0.007962269087 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 80776.00000000 NS USD 7427353.20000000 0.354253317720 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENEK1 1305731.93000000 PA USD 1287208.26000000 0.061394386994 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPS47 37368.03000000 PA USD 35931.11000000 0.001713761899 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBS8 1053714.30000000 PA USD 878454.10000000 0.041898543264 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 35652.00000000 NS 11722467.63000000 0.559112100633 Long EC CORP CH N 2 N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 900000.00000000 PA USD 663363.28000000 0.031639621338 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERQU7 179108.30000000 PA USD 173300.11000000 0.008265681902 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N8EQ7 18700.44000000 PA USD 18700.25000000 0.000891922792 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 636318.21000000 PA USD 529697.76000000 0.025264341659 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N CSAIL Commercial Mortgage Trust 549300D5DIOOMKWXVZ20 12634NAT5 1338111.18000000 PA USD 1335114.48000000 0.063679310965 Long ABS-MBS CORP US N 2 2057-06-15 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ44 302841.37000000 PA USD 262606.71000000 0.012525228808 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N SAMMONS FINANCIAL GROUP 254900SHCOQLVJ21CT59 79588TAF7 3212000.00000000 PA USD 3423955.29000000 0.163308178371 Long DBT CORP US Y 2 2034-04-15 Fixed 6.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NJA7 503830.12000000 PA USD 469922.83000000 0.022413330444 Long ABS-MBS USGA US N 2 2043-07-20 Fixed 3.50000000 N N N N N N Archer-Daniels-Midland Co 549300LO13MQ9HYSTR83 039483102 74466.00000000 NS USD 3575112.66000000 0.170517745275 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J9V88 422329.95000000 PA USD 380327.00000000 0.018139988491 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAG6 682000.00000000 PA USD 678038.21000000 0.032339553400 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.38000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 79255.00000000 NS USD 15063205.30000000 0.718451150678 Long EC CORP NL N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECZ1 1573745.52000000 PA USD 1387552.12000000 0.066180364496 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 23955.00000000 NS USD 3232487.70000000 0.154175984550 Long EC CORP US N 1 N N N Credit Acceptance Auto Loan Trust N/A 224936AA2 546000.00000000 PA USD 553616.15000000 0.026405147648 Long ABS-O CORP US Y 2 2033-08-15 Fixed 6.39000000 N N N N N N New Jersey Turnpike Authority 5493005YN67D71KSMI84 646139W35 3685000.00000000 PA USD 4428720.33000000 0.211231218970 Long DBT MUN US N 2 2040-01-01 Fixed 7.41000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374LAB6 953792.32000000 PA USD 968916.41000000 0.046213212647 Long ABS-O CORP US Y 2 2030-03-20 Fixed 6.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404CMC1 13120.99000000 PA USD 13316.18000000 0.000635125436 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 825840.96000000 PA USD 791323.13000000 0.037742764702 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 83787.00000000 NS USD 18502683.21000000 0.882499692337 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405VJP3 52117.56000000 PA USD 53376.29000000 0.002545823163 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGEC9 32076.44000000 PA USD 27814.85000000 0.001326650642 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECY4 2191490.12000000 PA USD 1862670.02000000 0.088841477796 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGTJ4 11795.19000000 PA USD 11410.06000000 0.000544211578 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404BNP3 70624.22000000 PA USD 71885.33000000 0.003428626047 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MWQ6 38789.83000000 PA USD 39897.88000000 0.001902960042 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H3EZ1 1567181.00000000 PA USD 72603.11000000 0.003462861116 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LCC1 117167.12000000 PA USD 116377.82000000 0.005550729544 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHW9 467834.56000000 PA USD 429132.26000000 0.020467792866 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405KD73 23080.79000000 PA USD 23143.62000000 0.001103852738 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N LABORATORY CORP OF AMER OZ7UA8IXAIFILY2VZH07 50540RAS1 980000.00000000 PA USD 850584.88000000 0.040569299403 Long DBT CORP US N 2 2045-02-01 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKNN4 3098517.44000000 PA USD 2578725.15000000 0.122994277406 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDH3 9543041.13000000 PA USD 7596776.64000000 0.362334098869 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXE55 41301.22000000 PA USD 43119.79000000 0.002056631515 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405DQU4 36400.02000000 PA USD 37044.26000000 0.001766854443 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XQW9 124936.71000000 PA USD 123078.04000000 0.005870301685 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KHY0 4801.32000000 PA USD 5034.18000000 0.000240109083 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJM64 75365.67000000 PA USD 74515.33000000 0.003554065918 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404P6Y2 17024.82000000 PA USD 17135.80000000 0.000817305147 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EDG1 42074.56000000 PA USD 43933.03000000 0.002095419622 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5E6 314885.63000000 PA USD 302547.72000000 0.014430245969 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WDVC3 1044219.07000000 PA USD 1061303.60000000 0.050619690660 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LJS9 88375.00000000 PA USD 89933.41000000 0.004289443090 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MH91 2583.19000000 PA USD 2580.31000000 0.000123069868 Long ABS-MBS USGSE US N 2 2025-10-01 Fixed 5.50000000 N N N N N N Bain Capital Credit CLO, Limited 2549002RK7W6TK0Q0E16 05684CAY1 2000000.00000000 PA USD 1984216.00000000 0.094638706703 Long ABS-CBDO CORP KY Y 2 2034-10-23 Floating 5.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPUM4 78164.47000000 PA USD 77039.46000000 0.003674456238 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201YED4 63181.39000000 PA USD 64795.22000000 0.003090457803 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 74284.00000000 NS USD 27885470.76000000 1.330018953849 Long EC CORP US N 1 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 346429.00000000 NS 13413727.03000000 0.639778017205 Long EC CORP CA N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297GXJ5 22554.34000000 PA USD 23002.10000000 0.001097102833 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406B2L3 51897.49000000 PA USD 52944.47000000 0.002525227176 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BHQL3 380541.54000000 PA USD 374355.33000000 0.017855165102 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RP5 3638000.00000000 PA USD 2839771.65000000 0.135445090800 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406TAC5 106087.50000000 PA USD 108534.71000000 0.005176646386 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDYN0 1063927.06000000 PA USD 897803.18000000 0.042821412502 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887109 143320.00000000 NS USD 32828879.20000000 1.565798617690 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N0CA1 509139.21000000 PA USD 509910.53000000 0.024320574520 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJC3 82135.35000000 PA USD 85945.67000000 0.004099244767 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X13A2 362561.74000000 PA USD 337947.69000000 0.016118674738 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F9Z38 1493151.00000000 PA USD 69586.51000000 0.003318982061 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.94000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAU8 2080986.00000000 PA USD 2215894.45000000 0.105688788387 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2AX7 164920.88000000 PA USD 156561.65000000 0.007467328191 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N MITSUBISHI UFJ FIN GRP 353800V2V8PUY9TK3E06 606822CD4 2674000.00000000 PA USD 2340527.55000000 0.111633259854 Long DBT CORP JP N 2 2033-01-19 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407VTF2 46946.57000000 PA USD 48512.51000000 0.002313841439 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Regal Rexnord Corp QH78R09VCJGQKPBPYU33 758750103 72289.00000000 NS USD 8230102.65000000 0.392541069535 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPF7 689706.81000000 PA USD 662178.23000000 0.031583099468 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N Wells Fargo Commercial Mortgage Trust 549300S7ENI2U7O0XH56 94989JAZ9 4167115.69000000 PA USD 4157833.86000000 0.198311080646 Long ABS-MBS CORP US N 2 2048-05-15 Fixed 3.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1Y58 155480.19000000 PA USD 125192.12000000 0.005971134355 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBT6 4182000.00000000 PA USD 3670645.74000000 0.175074268929 Long DBT CORP US N 2 2032-01-12 Fixed 2.72000000 N N N N N N Freddie Mac - SCRT N/A 35563PLH0 208668.79000000 PA USD 199726.60000000 0.009526113648 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297AZP2 1555.50000000 PA USD 1605.37000000 0.000076569355 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Aptiv PLC N/A 000000000 263333.00000000 NS USD 15668313.50000000 0.747312251215 Long EC CORP JE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297CNS5 19889.74000000 PA USD 20358.24000000 0.000971001899 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36213FTG8 124939.60000000 PA USD 126236.25000000 0.006020934938 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 5861061.02000000 PA USD 4882611.45000000 0.232879904688 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BH5 1600000.00000000 PA USD 1328527.74000000 0.063365151340 Long DBT CORP US N 2 2033-10-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRUM3 74508.40000000 PA USD 73181.18000000 0.003490432609 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062644 550000.00000000 PA USD 563006.33000000 0.026853019498 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 6.50000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 49169.00000000 NS USD 9023494.88000000 0.430382521552 Long EC CORP US N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 68895.00000000 NS USD 23283065.25000000 1.110503686767 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AM6S9 75300.50000000 PA USD 69856.53000000 0.003331860872 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FWHX1 1191673.00000000 PA USD 88620.91000000 0.004226842394 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAFE2 76646.33000000 PA USD 75017.73000000 0.003578028272 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TX6 12900000.00000000 PA USD 12154218.75000000 0.579704802040 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371J5A8 10184.19000000 PA USD 10520.03000000 0.000501760913 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1FV4 2377094.62000000 PA USD 2381018.92000000 0.113564526858 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Johnson Controls International plc 549300XQ6S1GYKGBL205 000000000 364023.00000000 NS USD 29161882.53000000 1.390898393957 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404U5K2 123367.57000000 PA USD 127889.27000000 0.006099776997 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Wendy's Co/The 529900M0JIUCMWVKHG76 95058W100 200621.00000000 NS USD 2935085.23000000 0.139991145233 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RDA0 60655.00000000 PA USD 57505.97000000 0.002742791424 Long ABS-MBS USGSE US N 2 2040-05-25 Fixed 3.25000000 N N N N N N MET LIFE GLOB FUNDING I 635400MMSOCXNNNZDZ82 59217GEZ8 4200000.00000000 PA USD 4007738.83000000 0.191152182864 Long DBT CORP US Y 2 2029-03-21 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4MM8 351846.92000000 PA USD 335921.03000000 0.016022011632 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKY77 338482.16000000 PA USD 297998.31000000 0.014213258364 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PNR7 61293.39000000 PA USD 62505.87000000 0.002981265496 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXG4 2258000.00000000 PA USD 2046320.90000000 0.097600847627 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBG0 1829000.00000000 PA USD 1720017.10000000 0.082037537168 Long DBT CORP US N 2 2027-07-15 Fixed 1.80000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBB4 2618000.00000000 PA USD 2395626.90000000 0.114261265688 Long DBT CORP GB N 2 2029-10-24 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MW29 8228.17000000 PA USD 8334.23000000 0.000397507503 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDT38 538561.71000000 PA USD 454310.05000000 0.021668666906 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 2750595.35000000 PA USD 2635725.62000000 0.125712958619 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5GN6 228694.64000000 PA USD 220022.32000000 0.010494133607 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 709000.00000000 PA USD 624716.60000000 0.029796338241 Long DBT CORP US Y 2 2031-04-27 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XG3S6 744962.44000000 PA USD 673741.51000000 0.032134618992 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QM71 50503.10000000 PA USD 51504.91000000 0.002456566256 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BH4T0 265870.54000000 PA USD 230547.72000000 0.010996150647 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 111436.00000000 NS USD 36662444.00000000 1.748643436366 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ECQ0 46405.20000000 PA USD 48454.38000000 0.002311068884 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403WKD8 12010.87000000 PA USD 11997.47000000 0.000572228549 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAJ97 479603.96000000 PA USD 431903.77000000 0.020599982165 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405DWE3 61969.24000000 PA USD 63118.70000000 0.003010494894 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407K4B2 43301.80000000 PA USD 44078.16000000 0.002102341708 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JH1 926000.00000000 PA USD 680939.96000000 0.032477954596 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 27898.66000000 PA USD 25724.24000000 0.001226937392 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404AHA5 9002.95000000 PA USD 9149.42000000 0.000436388616 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CP2 880000.00000000 PA USD 845608.34000000 0.040331939504 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N24Z1 536221.44000000 PA USD 516542.76000000 0.024636903826 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1Y41 251349.23000000 PA USD 202927.29000000 0.009678773016 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AMD58 82122.89000000 PA USD 79832.54000000 0.003807674335 Long ABS-MBS USGA US N 2 2040-06-15 Fixed 4.50000000 N N N N N N Angel Oak Mortgage Trust 254900O3R79X1AD55F36 03466JAA7 1633506.29000000 PA USD 1622740.01000000 0.077397831617 Long ABS-MBS CORP US Y 2 2069-09-25 Variable 5.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB90 398078.46000000 PA USD 331625.83000000 0.015817148768 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413GAG5 44271.55000000 PA USD 46080.02000000 0.002197821959 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N DuPont de Nemours Inc 5493004JF0SDFLM8GD76 26614N102 146474.00000000 NS USD 10938678.32000000 0.521728667264 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNDE9 2385307.90000000 PA USD 2068402.55000000 0.098654048890 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYK9 386974.14000000 PA USD 371973.30000000 0.017741552351 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BW87 339255.12000000 PA USD 335759.83000000 0.016014323074 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132D6BJ8 1299866.71000000 PA USD 1175595.06000000 0.056070909661 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 2.00000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 746000.00000000 PA USD 689580.34000000 0.032890064159 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCAK4 348930.19000000 PA USD 293721.15000000 0.014009255931 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404LQM5 21826.84000000 PA USD 22253.80000000 0.001061412089 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KQTA4 3882.81000000 PA USD 4043.58000000 0.000192861655 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 1738000.00000000 PA USD 1493994.69000000 0.071257224658 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBTH2 42424.19000000 PA USD 35298.44000000 0.001683586217 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEAV4 417468.47000000 PA USD 353038.56000000 0.016838445378 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 47782.00000000 NS USD 4986529.52000000 0.237836356883 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413F7J5 33982.17000000 PA USD 34840.15000000 0.001661727723 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Principal Financial Group Inc CUMYEZJOAF02RYZ1JJ85 74251V102 47077.00000000 NS USD 3971886.49000000 0.189442177960 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HP3 123537.67000000 PA USD 108926.21000000 0.005195319279 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FP67 169750.59000000 PA USD 162975.02000000 0.007773218801 Long ABS-MBS USGA US N 2 2041-02-20 Fixed 4.00000000 N N N N N N OneMain Financial Issuance Trust N/A 68269PAA5 1747014.55000000 PA USD 1755805.18000000 0.083744477142 Long ABS-O CORP US Y 2 2034-05-15 Fixed 5.94000000 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 304000.00000000 PA USD 282584.62000000 0.013478090576 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 3130000.00000000 PA USD 2745458.50000000 0.130946752645 Long DBT CORP US N 2 2033-01-21 Fixed 2.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED56 60114.97000000 PA USD 50017.80000000 0.002385637402 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNXJ7 405412.08000000 PA USD 338155.64000000 0.016128593073 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBH82 162457.09000000 PA USD 156175.75000000 0.007448922394 Long ABS-MBS USGSE US N 2 2042-10-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCJM7 9889468.95000000 PA USD 74364.85000000 0.003546888659 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.32000000 N N N N N N Starwood Commercial Mortgage Trust N/A 78485KAE5 5210500.00000000 PA USD 5174023.89000000 0.246779044922 Long ABS-CBDO CORP KY Y 2 2038-11-15 Floating 6.15000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BZ6 2122000.00000000 PA USD 1469967.71000000 0.070111239386 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAK0 2155000.00000000 PA USD 1906377.65000000 0.090926146792 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406FK34 12577.98000000 PA USD 12873.36000000 0.000614004796 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4ZA4 35244.73000000 PA USD 37085.40000000 0.001768816647 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CF4A4 297065.08000000 PA USD 302768.36000000 0.014440769563 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WLP1 821296.86000000 PA USD 700859.42000000 0.033428028546 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDG2 124853.89000000 PA USD 112917.44000000 0.005385684061 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGU98 55139.69000000 PA USD 47813.98000000 0.002280524514 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405ELT0 7437.77000000 PA USD 7555.73000000 0.000360376347 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 102491.00000000 NS USD 7879508.08000000 0.375819192138 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFAJ0 24913.02000000 PA USD 22580.66000000 0.001077001928 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Onslow Bay Financial LLC 254900YXEB756F6RCA13 67449DAA7 1090181.31000000 PA USD 1090339.71000000 0.052004590236 Long ABS-MBS CORP US Y 2 2064-10-25 Variable 5.32000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36180AB93 388179.78000000 PA USD 382018.98000000 0.018220688777 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5XN8 404689.42000000 PA USD 341340.43000000 0.016280494079 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L5AD5 1471134.59000000 PA USD 1324828.15000000 0.063188696553 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Freddie Mac - SCRT N/A 35563PMN6 296564.48000000 PA USD 256175.48000000 0.012218486352 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BV3 1227000.00000000 PA USD 1254471.29000000 0.059832972056 Long DBT CORP US N 2 2033-03-01 Fixed 5.88000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 172685.00000000 NS USD 20537427.05000000 0.979548363192 Long EC CORP US N 1 N N N Freddie Mac - SCRT N/A 35563PLK3 273344.11000000 PA USD 253717.62000000 0.012101256831 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620A9WQ0 21230.68000000 PA USD 20872.79000000 0.000995543756 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGTB6 867027.44000000 PA USD 850312.65000000 0.040556315184 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CH2 5197000.00000000 PA USD 4717867.26000000 0.225022303964 Long DBT CORP CA N 2 2032-03-15 Fixed 3.80000000 N N N N N N Morgan Stanley BAML Trust N/A 61767EAE4 1600004.00000000 PA USD 1551620.20000000 0.074005717634 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.54000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2U1 2888208.36000000 PA USD 2464672.82000000 0.117554463894 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMSR7 225212.61000000 PA USD 179725.86000000 0.008572162986 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404WRQ1 32738.82000000 PA USD 33413.32000000 0.001593673970 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BW3Z4 703283.50000000 PA USD 691110.84000000 0.032963062532 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AQ3 808000.00000000 PA USD 804761.08000000 0.038383698053 Long DBT CORP US N 2 2025-06-15 Fixed 3.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGEZ0 113241.71000000 PA USD 94708.77000000 0.004517207555 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD3L3 1053745.73000000 PA USD 976308.35000000 0.046565776905 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH5Q4 681710.72000000 PA USD 606721.94000000 0.028938069106 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAS8 1237000.00000000 PA USD 1269470.35000000 0.060548363747 Long DBT CORP US N 2 2034-01-15 Fixed 5.75000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023204 92875.00000000 NS USD 5556711.25000000 0.265031612597 Long EP CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 1053000.00000000 PA USD 981432.89000000 0.046810195777 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZZ0 1301002.00000000 PA USD 97622.51000000 0.004656180623 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.67000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132CWWE0 35625.40000000 PA USD 32252.97000000 0.001538330185 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AEXM4 33199.37000000 PA USD 2029.05000000 0.000096777098 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BVA54 99893.44000000 PA USD 98601.21000000 0.004702860471 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405UL72 34046.83000000 PA USD 34671.33000000 0.001653675724 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N TPG Real Estate Finance N/A 87276WAA1 2298200.46000000 PA USD 2291105.92000000 0.109276057237 Long ABS-CBDO CORP KY Y 2 2038-03-15 Floating 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERCZ1 90521.73000000 PA USD 86974.87000000 0.004148333252 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKX8 18100000.00000000 PA USD 18320593.75000000 0.873814795633 Long DBT UST US N 2 2029-06-30 Fixed 4.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYUL8 4266348.43000000 PA USD 104323.31000000 0.004975780427 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.51000000 N N N N N N UMBS, TBA N/A 01F020646 950000.00000000 PA USD 754848.73000000 0.036003090169 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 2.00000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBT1 3023000.00000000 PA USD 2915713.61000000 0.139067200933 Long DBT CORP US N 2 2032-08-15 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 4049000.00000000 PA USD 4208151.65000000 0.200711026302 Long DBT CORP US N 2 2035-04-22 Fixed 5.77000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WHJY2 1177965.85000000 PA USD 1048375.42000000 0.050003071181 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419B5X9 312702.10000000 PA USD 300908.82000000 0.014352077374 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QNDB5 28664.74000000 PA USD 25093.83000000 0.001196869502 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7E6 127823.77000000 PA USD 101915.96000000 0.004860960019 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405XTJ2 44179.71000000 PA USD 45035.43000000 0.002147999437 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N SUMITOMO MITSUI FINL GRP 35380028MYWPB6AUO129 86562MCN8 5230000.00000000 PA USD 4844571.65000000 0.231065567199 Long DBT CORP JP N 2 2029-01-14 Fixed 2.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943UJ0 467798.58000000 PA USD 450528.71000000 0.021488312989 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 1979000.00000000 PA USD 1963671.58000000 0.093658824805 Long DBT CORP US N 2 2030-06-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407PYP7 22737.42000000 PA USD 23647.80000000 0.001127899990 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N BXMT Ltd N/A 05609GAC2 5214000.00000000 PA USD 5095535.83000000 0.243035496594 Long ABS-CBDO CORP US Y 2 2038-05-15 Floating 5.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JMS4 3444.72000000 PA USD 3551.40000000 0.000169386751 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401L6S7 33341.84000000 PA USD 33882.63000000 0.001616058071 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N BAT INTL FINANCE PLC 21380041YBGOQDFAC823 05530QAP5 4780000.00000000 PA USD 4756818.63000000 0.226880119485 Long DBT CORP GB N 2 2028-03-16 Fixed 4.45000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 1087000.00000000 PA USD 796451.29000000 0.037987356234 Long DBT CORP US Y 2 2050-10-15 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7PB8 183883.39000000 PA USD 181597.46000000 0.008661430386 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FAWU8 11391885.60000000 PA USD 123476.65000000 0.005889313695 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 0.56000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDR2 1877000.00000000 PA USD 1752892.03000000 0.083605532214 Long DBT CORP US N 2 2039-03-15 Fixed 4.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDVW3 215287.54000000 PA USD 191356.69000000 0.009126904359 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCLF9 11094179.65000000 PA USD 66421.96000000 0.003168046417 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.28000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415PNH7 8878.93000000 PA USD 9060.49000000 0.000432147032 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBC38 9650000.00000000 PA USD 78361.86000000 0.003737529122 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.33000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312934M58 206258.03000000 PA USD 208328.23000000 0.009936374999 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AMVJ2 164034.01000000 PA USD 124213.80000000 0.005924472631 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N BSPRT Issuer, Ltd. N/A 055983AE0 1817000.00000000 PA USD 1815184.09000000 0.086576599879 Long ABS-CBDO CORP KY Y 2 2037-02-15 Floating 6.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411CKK6 4479.61000000 PA USD 4603.55000000 0.000219569854 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DYJ4 8523.36000000 PA USD 8429.55000000 0.000402053864 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 4.50000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBK9 2121000.00000000 PA USD 2208582.73000000 0.105340050283 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FXF4 20084.62000000 PA USD 20432.96000000 0.000974565726 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 023947AB0 616841.60000000 PA USD 618809.45000000 0.029514592183 Long ABS-O CORP US N 2 2028-02-18 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405KU58 17266.19000000 PA USD 17800.93000000 0.000849029033 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQDZ6 581000.15000000 PA USD 588249.38000000 0.028057006163 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TZ1 2600000.00000000 PA USD 2569023.44000000 0.122531546893 Long DBT UST US N 2 2044-02-15 Fixed 4.50000000 N N N N N N EMPIRE DISTRICT BONDCO N/A 291918AA8 1113171.94000000 PA USD 1118469.67000000 0.053346270292 Long DBT CORP US N 2 2033-01-01 Fixed 4.94000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CE3 3736000.00000000 PA USD 3902110.78000000 0.186114171859 Long DBT CORP US N 2 2034-05-19 Fixed 5.85000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAF3 1857000.00000000 PA USD 1822760.21000000 0.086937948743 Long DBT CORP US N 2 2029-03-15 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETDS2 113371.12000000 PA USD 108795.96000000 0.005189106906 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AY9 1427000.00000000 PA USD 1244774.60000000 0.059370480976 Long DBT CORP US N 2 2032-01-15 Fixed 2.95000000 N N N N N N ENI SPA BUCRF72VH5RBN7X3VL35 26874RAN8 3488000.00000000 PA USD 3516064.17000000 0.167701382174 Long DBT CORP IT Y 2 2034-05-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4C43 16528.50000000 PA USD 17044.89000000 0.000812969125 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHTF6 34534.77000000 PA USD 29946.58000000 0.001428325142 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05684KAS6 3189862.00000000 PA USD 3199115.79000000 0.152584285661 Long ABS-CBDO CORP JE Y 2 2036-10-20 Floating 6.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419CSC8 56895.40000000 PA USD 56200.08000000 0.002680505997 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMZC1 1340570.89000000 PA USD 1128324.37000000 0.053816297781 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMN7 93964.18000000 PA USD 92933.16000000 0.004432518471 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XVE2 15756.44000000 PA USD 15884.48000000 0.000757622478 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MMAA6 186699.71000000 PA USD 162151.70000000 0.007733949921 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBJ2 3995000.00000000 PA USD 3996001.59000000 0.190592366184 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 1173600.89000000 PA USD 1051711.93000000 0.050162208589 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404T5C3 21726.20000000 PA USD 22195.90000000 0.001058650504 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MZF7 58313.63000000 PA USD 58461.99000000 0.002788389532 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060648 2375000.00000000 PA USD 2410366.39000000 0.114964276989 Long ABS-MBS USGA US N 2 2055-04-20 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H2NA8 1237840.00000000 PA USD 64019.48000000 0.003053458288 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 0.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LBD1 30833.09000000 PA USD 32088.70000000 0.001530495202 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405N4M4 59163.74000000 PA USD 59412.36000000 0.002833718160 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 1430000.00000000 PA USD 1433003.04000000 0.068348181048 Long DBT CORP US N 2 2030-04-13 Fixed 4.63000000 N N N N N N ICON PLC 6354008SRQGEMC4XFI67 000000000 55742.00000000 NS USD 9754292.58000000 0.465238479366 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDC1 1185762.96000000 PA USD 986711.67000000 0.047061971245 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 747220.00000000 NS USD 31181490.60000000 1.487225152633 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WJBZ1 79426.94000000 PA USD 75526.13000000 0.003602276801 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC68 473987.02000000 PA USD 377173.08000000 0.017989559853 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AVY2 118590.02000000 PA USD 110540.60000000 0.005272318851 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38377YEC0 118774.12000000 PA USD 114778.72000000 0.005474459241 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55282XAC4 5459500.00000000 PA USD 5431023.25000000 0.259036826864 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 5.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TQN8 2090278.49000000 PA USD 1873322.51000000 0.089349556491 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AFWD5 269041.80000000 PA USD 263620.41000000 0.012573578009 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FZM7 40080.84000000 PA USD 41189.31000000 0.001964555788 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F84L4 1356411.00000000 PA USD 71764.59000000 0.003422867260 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.08000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FTX0 30356.79000000 PA USD 31150.31000000 0.001485737969 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H3EX6 1662252.89000000 PA USD 44626.67000000 0.002128503314 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 0.51000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297VPS1 16737.61000000 PA USD 16905.28000000 0.000806310318 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H87F6 12918.31000000 PA USD 12418.58000000 0.000592313714 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATAP7 391730.51000000 PA USD 367677.36000000 0.017536654192 Long ABS-MBS USGSE US N 2 2042-08-15 Fixed 3.50000000 N N N N N N Neuberger Berman CLO Ltd 549300UTI4Y2IA4RUP16 64129KBG1 1750540.00000000 PA USD 1751411.77000000 0.083534930076 Long ABS-CBDO CORP KY Y 2 2029-10-15 Floating 5.91000000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AC9 3528000.00000000 PA USD 3024742.12000000 0.144267399490 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417TNK0 78086.62000000 PA USD 76961.32000000 0.003670729291 Long ABS-MBS USGSE US N 2 2040-01-01 Fixed 4.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287EAA5 4793900.00000000 PA USD 4795404.81000000 0.228720516988 Long ABS-CBDO CORP US Y 2 2039-11-18 Floating 5.86000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAR2 1821000.00000000 PA USD 1704683.61000000 0.081306194581 Long DBT CORP KY Y 2 2027-11-18 Fixed 2.53000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPF52 468495.57000000 PA USD 440784.36000000 0.021023548729 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412V4J4 23787.23000000 PA USD 24444.77000000 0.001165912087 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CV9 869000.00000000 PA USD 884167.21000000 0.042171034435 Long DBT CORP US N 2 2027-11-17 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201XAB4 552.97000000 PA USD 554.81000000 0.000026462089 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 621718.25000000 PA USD 518744.10000000 0.024741898429 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAX9 1632000.00000000 PA USD 1581125.62000000 0.075413001312 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAH2 828000.00000000 PA USD 813105.47000000 0.038781690145 Long DBT CORP US N 2 2026-10-15 Fixed 3.38000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 516780.00000000 NS USD 11736073.80000000 0.559761057366 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFX2 1361000.00000000 PA USD 1348396.83000000 0.064312822854 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAN6 938000.00000000 PA USD 731592.86000000 0.034893883581 Long DBT CORP US N 2 2049-01-23 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES43 783678.11000000 PA USD 769718.00000000 0.036712291426 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBW8 5777000.00000000 PA USD 5777438.59000000 0.275559372676 Long DBT CORP US N 2 2034-02-15 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PGR5 18273.59000000 PA USD 18608.78000000 0.000887560060 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291ADH9 5731.56000000 PA USD 5652.06000000 0.000269579344 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 485000.00000000 PA USD 445589.90000000 0.021252752651 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AX8 851000.00000000 PA USD 708742.46000000 0.033804016195 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C5H3 140723.77000000 PA USD 135614.68000000 0.006468246362 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KE2N7 67863.88000000 PA USD 57841.51000000 0.002758795262 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARB31 133895.25000000 PA USD 123573.35000000 0.005893925876 Long ABS-MBS USGSE US N 2 2046-04-25 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179RBW8 222082.59000000 PA USD 199919.16000000 0.009535297945 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEN9 22402.30000000 PA USD 22441.07000000 0.001070344076 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F5D3 153598.15000000 PA USD 154592.98000000 0.007373430963 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJF65 86968.30000000 PA USD 82834.55000000 0.003950857508 Long ABS-MBS USGSE US N 2 2039-07-15 Fixed 3.00000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAB1 2329000.00000000 PA USD 2274656.46000000 0.108491487604 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 1180696.00000000 NS USD 20284357.28000000 0.967478006064 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404T4V2 21377.75000000 PA USD 21771.86000000 0.001038425591 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AE1 2124000.00000000 PA USD 1992573.40000000 0.095037319317 Long DBT CORP US N 2 2032-03-17 Fixed 4.20000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 517834AF4 783000.00000000 PA USD 736618.60000000 0.035133590111 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200WJU6 29163.36000000 PA USD 30631.11000000 0.001460974327 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 68622V106 134864.00000000 NS USD 2008124.96000000 0.095779062920 Long EC CORP US N 1 N N N AREIT CRE Trust N/A 04002VAE1 3088500.00000000 PA USD 3074928.91000000 0.146661097000 Long ABS-CBDO CORP KY Y 2 2037-01-20 Floating 6.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUV1 346289.33000000 PA USD 317653.84000000 0.015150743969 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 92.00000000 NC USD -107446.06000000 -0.00512472238 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM5 Comdty 2025-06-18 11354446.06000000 USD -107446.06000000 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EBT5 22963.92000000 PA USD 22638.56000000 0.001079763513 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KCV6 11558.64000000 PA USD 11709.27000000 0.000558482629 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TSF3 222737.90000000 PA USD 199618.85000000 0.009520974428 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404MBT4 11246.59000000 PA USD 11493.88000000 0.000548209437 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381QC53 220486.28000000 PA USD 221457.82000000 0.010562600883 Long ABS-MBS USGSE US N 2 2026-03-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200NTS0 88651.66000000 PA USD 88446.37000000 0.004218517575 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALX4 136067.26000000 PA USD 134419.67000000 0.006411249442 Long ABS-MBS USGSE US N 2 2042-05-01 Fixed 4.50000000 N N N N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AA2 153000.00000000 PA USD 117984.48000000 0.005627360427 Long DBT CORP US N 2 2046-11-01 Fixed 3.98000000 N N N N N N Kenvue Inc 5493008HSF8L4M2LIJ82 49177J102 1409827.00000000 NS USD 33807651.46000000 1.612481912675 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296R3K2 88112.98000000 PA USD 88764.77000000 0.004233703908 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTZU4 2701417.00000000 PA USD 216429.16000000 0.010322755080 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405CJ34 40042.34000000 PA USD 41591.69000000 0.001983747611 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4BT6 5442448.00000000 PA USD 164149.67000000 0.007829244635 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKQL5 426371.23000000 PA USD 358361.42000000 0.017092323275 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJE68 558334.79000000 PA USD 466685.14000000 0.022258906332 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201DBT8 8405.98000000 PA USD 8834.75000000 0.000421380189 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409VYW7 28065.08000000 PA USD 28985.06000000 0.001382464707 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WY93 4387322.17000000 PA USD 3743952.09000000 0.178570671618 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398W3B8 116155.47000000 PA USD 118547.66000000 0.005654221730 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 4631000.00000000 PA USD 4005173.28000000 0.191029816986 Long DBT CORP US N 2 2032-11-08 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408ENZ1 53842.10000000 PA USD 55106.46000000 0.002628344951 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFLK3 311183.90000000 PA USD 259317.66000000 0.012368355041 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N GMAC Mortgage Corporation Loan Trust N/A 38012TAC6 65190.74000000 PA USD 68307.55000000 0.003257981081 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407TH78 16093.71000000 PA USD 16382.38000000 0.000781370201 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N MFS Institutional Money Market Portfolio 5L2W638H85N8T1136O07 55291X109 18271839.74000000 NS USD 18273666.92000000 0.871576584419 Long EC RF US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DYK1 7022.87000000 PA USD 7037.56000000 0.000335661831 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABC35 155802.57000000 PA USD 11550.59000000 0.000550914265 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J8ZX1 191184.95000000 PA USD 172169.06000000 0.008211735603 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.00000000 N N N N N N Chesapeake Funding II LLC 5493000HT7H4OFOD6Z12 165183CU6 1168460.32000000 PA USD 1176066.06000000 0.056093374368 Long ABS-O CORP US Y 2 2035-05-15 Fixed 5.65000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H13T1 822353.00000000 PA USD 51977.40000000 0.002479102030 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 1.21000000 N N N N N N Fannie Mae - CAS N/A 20754TAB8 744290.28000000 PA USD 744931.71000000 0.035530090280 Long ABS-MBS USGSE US Y 2 2045-02-25 Floating 5.34000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BL5 4057000.00000000 PA USD 4143587.17000000 0.197631573820 Long DBT CORP CA N 2 2032-08-16 Fixed 5.63000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 55903VBD4 1539000.00000000 PA USD 1230898.14000000 0.058708632554 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 62763.00000000 NS USD 34286799.27000000 1.635335235629 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6JU3 19483.09000000 PA USD 19650.18000000 0.000937230433 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHGM8 188124.97000000 PA USD 180950.46000000 0.008630571223 Long ABS-MBS USGSE US N 2 2041-11-01 Fixed 4.00000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880XAE6 5076500.00000000 PA USD 5070154.38000000 0.241824908834 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 6.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DV50 81568.67000000 PA USD 84844.51000000 0.004046724095 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AJ5 1302000.00000000 PA USD 1137229.15000000 0.054241018105 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CM43 145938.57000000 PA USD 136007.98000000 0.006487005108 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WR34 327823.18000000 PA USD 290879.90000000 0.013873740329 Long ABS-MBS USGA US N 2 2051-11-20 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5C56 1214318.13000000 PA USD 1194858.38000000 0.056989688509 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 476000.00000000 PA USD 432825.58000000 0.020643948601 Long DBT CORP US N 2 2031-05-13 Fixed 2.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403FQY3 5635.75000000 PA USD 5737.96000000 0.000273676410 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405N2Z7 43355.34000000 PA USD 43382.22000000 0.002069148315 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 31620M106 130700.00000000 NS USD 9760676.00000000 0.465542941487 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4H99 582603.50000000 PA USD 468720.67000000 0.022355992499 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGE98 41233.19000000 PA USD 36109.54000000 0.001722272255 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N BSPRT Issuer, Ltd. N/A 05602CAE4 849500.00000000 PA USD 849550.12000000 0.040519945729 Long ABS-CBDO CORP KY Y 2 2038-12-15 Floating 6.48000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KN0 147000.00000000 PA USD 109165.97000000 0.005206754817 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEF4 12107000.00000000 PA USD 11785407.81000000 0.562114080879 Long DBT UST US N 2 2027-03-31 Fixed 2.50000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 512000.00000000 PA USD 502584.14000000 0.023971136720 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2V9 172423.08000000 PA USD 152802.25000000 0.007288020720 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KT22 21872.04000000 PA USD 22027.19000000 0.001050603751 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAF1 3986000.00000000 PA USD 3792585.81000000 0.180890294261 Long DBT CORP US Y 2 2031-05-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HBL1 16851.59000000 PA USD 17143.88000000 0.000817690529 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMY58 90401.34000000 PA USD 75806.18000000 0.003615634001 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBQ2 64256.67000000 PA USD 64819.72000000 0.003091626349 Long ABS-MBS USGSE US N 2 2039-11-01 Fixed 5.00000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAZ1 926000.00000000 PA USD 934649.56000000 0.044578828907 Long DBT CORP NL Y 2 2025-10-14 Fixed 7.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MQDD8 1340043.30000000 PA USD 1210104.58000000 0.057716867733 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKS8 563814.00000000 PA USD 526121.53000000 0.025093770621 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 4.00000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAE8 3564000.00000000 PA USD 3576877.30000000 0.170601911136 Long DBT CORP IT Y 2 2028-09-12 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XQ91 85765.07000000 PA USD 87388.39000000 0.004168056406 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AD6B2 3061997.86000000 PA USD 3112047.59000000 0.148431500963 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.00000000 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513105 617234.00000000 NS USD 48317077.52000000 2.304520137003 Long EC CORP US N 1 N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 746890.17000000 PA USD 746727.35000000 0.035615734710 Long ABS-CBDO CORP KY Y 2 2029-04-15 Floating 5.46000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAB6 2944000.00000000 PA USD 2453266.44000000 0.117010427836 Long DBT CORP US Y 2 2031-09-15 Fixed 2.69000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAH4 2565000.00000000 PA USD 2498875.81000000 0.119185801782 Long DBT CORP US N 2 2027-09-01 Fixed 3.65000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F2LN4 13682000.00000000 PA USD 203164.02000000 0.009690064036 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.64000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBY5 750000.00000000 PA USD 703613.15000000 0.033559369814 Long DBT CORP GB N 2 2053-02-10 Fixed 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401XPX9 51816.90000000 PA USD 52114.62000000 0.002485646843 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36297GSD3 632738.68000000 PA USD 594064.17000000 0.028334347040 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 150279.00000000 NS USD 18329529.63000000 0.874240999295 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 1214547.00000000 NS USD 30776620.98000000 1.467914585023 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSLS0 41351.48000000 PA USD 3806.85000000 0.000181570635 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6UA6 879847.47000000 PA USD 736364.75000000 0.035121482541 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404YM82 15407.13000000 PA USD 15629.90000000 0.000745480089 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XVEW9 197619.19000000 PA USD 174349.46000000 0.008315731457 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEAU8 1083231.32000000 PA USD 947358.40000000 0.045184986795 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCST6 1210456.34000000 PA USD 915307.03000000 0.043656272076 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 1.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WVT2 2336606.15000000 PA USD 1911910.64000000 0.091190047001 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A62T7 58119.26000000 PA USD 51369.98000000 0.002450130666 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKJJ0 692768.20000000 PA USD 681142.70000000 0.032487624436 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENSU4 60200.46000000 PA USD 59340.22000000 0.002830277387 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407JUK6 13763.55000000 PA USD 14081.69000000 0.000671637024 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N UMBS, TBA N/A 01F040644 3625000.00000000 PA USD 3377456.94000000 0.161090403840 Long ABS-MBS USGSE US N 2 2055-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJ5Q2 513157.34000000 PA USD 464097.76000000 0.022135499255 Long ABS-MBS USGSE US N 2 2038-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390PGK7 39133.75000000 PA USD 40345.74000000 0.001924321069 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8E23 94614.87000000 PA USD 92728.18000000 0.004422741793 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200ACT4 24976.91000000 PA USD 26300.91000000 0.001254442110 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYUN4 1837683.00000000 PA USD 70410.09000000 0.003358263342 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYE3 671945.84000000 PA USD 646037.95000000 0.030813276411 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WHFH5 85025.73000000 PA USD 85664.02000000 0.004085811254 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 48492.00000000 NS USD 8270310.60000000 0.394458818604 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419HBF8 32948.78000000 PA USD 33237.72000000 0.001585298593 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X6UA1 1102632.31000000 PA USD 1027760.06000000 0.049019805746 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJC32 11536.10000000 PA USD 12111.67000000 0.000577675406 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FBBZ8 6207758.87000000 PA USD 53622.00000000 0.002557542490 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NKC74 59919.53000000 PA USD 58991.32000000 0.002813636333 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 000000000 82244.00000000 NS USD 32822757.96000000 1.565506660444 Long EC CORP IE N 1 N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JW8 1410000.00000000 PA USD 1325727.57000000 0.063231595081 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AW4 2934000.00000000 PA USD 2547921.34000000 0.121525066020 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJS43 97951.98000000 PA USD 91418.27000000 0.004360264629 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BAX0 43771.21000000 PA USD 45686.30000000 0.002179043181 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CLH5 443859.68000000 PA USD 420847.38000000 0.020072639149 Long ABS-MBS USGSE US N 2 2047-06-01 Fixed 4.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TD0 7800000.00000000 PA USD 4920703.16000000 0.234696718064 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBH2 123081.96000000 PA USD 100840.97000000 0.004809687545 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 1.50000000 N N N N N N Small Business Administration Participation Certs N/A 83162CPS6 18396.70000000 PA USD 18385.54000000 0.000876912456 Long ABS-O USGA US N 2 2025-08-01 Fixed 5.11000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XNF9 1968195.55000000 PA USD 1944529.89000000 0.092745847193 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404WXR2 17542.57000000 PA USD 18264.88000000 0.000871157485 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J93Z9 221804.04000000 PA USD 199464.95000000 0.009513634050 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296YLB7 19142.55000000 PA USD 19948.24000000 0.000951446634 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.50000000 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 757000.00000000 PA USD 863200.98000000 0.041171033986 Long DBT CORP US Y 2 2037-10-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE30 612811.62000000 PA USD 531395.18000000 0.025345301410 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 2363000.00000000 PA USD 2062599.18000000 0.098377252699 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERQS2 682621.26000000 PA USD 661622.74000000 0.031556604945 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412WHE9 13819.36000000 PA USD 14247.35000000 0.000679538305 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 1681000.00000000 PA USD 1610263.65000000 0.076802762041 Long DBT CORP US N 2 2030-07-01 Fixed 4.05000000 N N N N N N XCEL ENERGY INC LGJNMI9GH8XIDG5RCM61 98389BAY6 968000.00000000 PA USD 903991.17000000 0.043116553439 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASG67 241296.46000000 PA USD 44979.23000000 0.002145318934 Long ABS-MBS USGSE US N 2 2046-07-25 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201VBE1 4646.50000000 PA USD 4590.61000000 0.000218952671 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 131406.00000000 NS USD 7886988.12000000 0.376175958393 Long EC CORP US N 1 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 318516.00000000 NS USD 13549670.64000000 0.646261952137 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291F4X3 22158.47000000 PA USD 22683.91000000 0.001081926516 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFGA3 1033427.66000000 PA USD 871841.89000000 0.041583168827 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F2LL8 4350091.52000000 PA USD 56362.83000000 0.002688268483 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.73000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296UUQ2 68661.59000000 PA USD 68527.41000000 0.003268467473 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCJP0 10109000.00000000 PA USD 70611.37000000 0.003367863546 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133GG2J1 142123.87000000 PA USD 128536.35000000 0.006130639974 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 2.00000000 N N N N N N VIRGINIA POWER FUEL SEC 254900BELJ95ONW6U791 92808VAA0 1135255.34000000 PA USD 1142480.43000000 0.054491481939 Long DBT CORP US N 2 2027-05-01 Fixed 5.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406V2P0 77172.56000000 PA USD 77672.42000000 0.003704645751 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HHFV2 10104.89000000 PA USD 9767.97000000 0.000465890834 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QW70 38416.00000000 PA USD 38556.22000000 0.001838968537 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N55Y6 1917146.80000000 PA USD 1918830.17000000 0.091520079301 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAK8 2970000.00000000 PA USD 2974779.98000000 0.141884416834 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389MRC3 4958.75000000 PA USD 5112.33000000 0.000243836507 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N ENEL FINANCE INTL NV 0YQH6LCEF474UTUV4B96 29278GAC2 392000.00000000 PA USD 335507.41000000 0.016002283708 Long DBT CORP NL Y 2 2047-05-25 Fixed 4.75000000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389BB8 1979000.00000000 PA USD 1974062.08000000 0.094154407686 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K5AX5 153332.77000000 PA USD 129370.10000000 0.006170406321 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DY3 2530000.00000000 PA USD 2505385.71000000 0.119496296465 Long DBT CORP US N 2 2033-06-01 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHHS9 1189420.79000000 PA USD 947870.98000000 0.045209434692 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Residential Funding Mortgage Securities II N/A 76110VSS8 63221.14000000 PA USD 1130.53000000 0.000053921496 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406FCH2 9848.62000000 PA USD 9972.94000000 0.000475667036 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYG8 109623.96000000 PA USD 105408.65000000 0.005027546553 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MXGL2 23668.18000000 PA USD 19761.18000000 0.000942524663 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBU3 11210000.00000000 PA USD 92101.36000000 0.004392845131 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.29000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEVB2 186358.94000000 PA USD 172200.83000000 0.008213250898 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297UKW9 79985.98000000 PA USD 81574.67000000 0.003890766563 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDS9 5746355.76000000 PA USD 4985135.50000000 0.237769868028 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HMPP3 8737.76000000 PA USD 8418.48000000 0.000401525871 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N LoanCore 2021-CRE5 Issuer, Ltd N/A 53947XAE2 5288000.00000000 PA USD 5282431.21000000 0.251949615345 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 6.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HQF6 8863.19000000 PA USD 9090.89000000 0.000433596983 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N ReadyCap Commercial Mortgage Trust N/A 75575WAE6 1130000.00000000 PA USD 1126997.93000000 0.053753032206 Long ABS-CBDO CORP US Y 2 2036-11-25 Floating 6.23000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FCLH5 16290000.00000000 PA USD 85615.35000000 0.004083489901 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407J4F6 5114.99000000 PA USD 5250.43000000 0.000250423293 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417G2Y1 374360.42000000 PA USD 348941.33000000 0.016643024845 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N ELM Trust 2024 N/A 26860XBA8 2369972.00000000 PA USD 2400223.98000000 0.114480526951 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 5.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400HAZ6 5949.30000000 PA USD 5942.67000000 0.000283440211 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FTG43 900000.00000000 PA USD 70498.08000000 0.003362460093 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.80000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZG2 3334078.00000000 PA USD 268926.06000000 0.012826635062 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBT2 753603.21000000 PA USD 706506.11000000 0.033697351764 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X9AL9 920252.02000000 PA USD 732913.72000000 0.034956883013 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241L4N3 247731.19000000 PA USD 240890.68000000 0.011489466072 Long ABS-MBS USGA US N 2 2040-04-15 Fixed 4.50000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BN1 93000.00000000 PA USD 96889.91000000 0.004621238703 Long DBT CORP CA N 2 2033-12-07 Fixed 6.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 101847.00000000 NS USD 11882489.49000000 0.566744466200 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7K2 481017.37000000 PA USD 435984.58000000 0.020794619534 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 2.00000000 N N N N N N Neuberger Berman CLO Ltd 549300NPF57YF6WBDP72 64130TBJ3 1900000.00000000 PA USD 1895333.60000000 0.090399392341 Long ABS-CBDO CORP KY Y 2 2039-04-15 Floating 5.47000000 N N N N N N GS Mortgage Securities Trust 549300L45M7638EL0H21 36250GAP0 3015293.65000000 PA USD 3010761.97000000 0.143600605494 Long ABS-MBS CORP US N 2 2050-05-10 Fixed 3.38000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 273034.91000000 PA USD 245245.35000000 0.011697165403 Long ABS-MBS USGA US N 2 2046-09-20 Fixed 3.00000000 N N N N N N TIME WARNER CABLE ENTRMN N/A 88731EAJ9 2526000.00000000 PA USD 2883204.46000000 0.137516652045 Long DBT CORP US N 2 2033-07-15 Fixed 8.38000000 N N N N N N COMM Mortgage Trust N/A 12593FBD5 3610607.93000000 PA USD 3602209.66000000 0.171810157510 Long ABS-MBS CORP US N 2 2048-07-10 Fixed 3.71000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404LSA9 25413.59000000 PA USD 25879.72000000 0.001234353130 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385W2A6 21826.25000000 PA USD 22502.22000000 0.001073260672 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.50000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287HAC4 2700000.00000000 PA USD 2694602.70000000 0.128521146188 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 5.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GNH1 72645.24000000 PA USD 76157.88000000 0.003632408602 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HA6 72645.80000000 PA USD 64181.71000000 0.003061195972 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9A75 138127.61000000 PA USD 132443.44000000 0.006316991634 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 235526.00000000 NS 6144113.36000000 0.293048207567 Long EC CORP GB N 2 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 737000.00000000 PA USD 678890.36000000 0.032380197349 Long DBT CORP US N 2 2038-04-15 Fixed 4.38000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 4564000.00000000 PA USD 4053246.32000000 0.193322697566 Long DBT CORP GB Y 2 2030-09-10 Fixed 2.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GS6D6 358137.00000000 PA USD 334260.92000000 0.015942831410 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4SM3 12162189.00000000 PA USD 383324.22000000 0.018282943202 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.57000000 N N N N N N Bank N/A 06541DBH6 1872416.00000000 PA USD 1958803.66000000 0.093426645621 Long ABS-MBS CORP US N 2 2056-08-15 Fixed 5.75000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 251526CS6 2180000.00000000 PA USD 2281479.85000000 0.108816934433 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FSD9 135512.54000000 PA USD 130103.08000000 0.006205366366 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KHJ8 22392.92000000 PA USD 23289.16000000 0.001110794380 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DDQ8 136658.01000000 PA USD 141746.77000000 0.006760721107 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KFYV1 69948.18000000 PA USD 59601.86000000 0.002842756508 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403QPM6 62063.91000000 PA USD 63441.84000000 0.003025907304 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HYT5 130948.26000000 PA USD 131954.55000000 0.006293673650 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHKM8 918557.68000000 PA USD 694081.71000000 0.033104760459 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 1.50000000 N N N N N N Kubota Credit Owner Trust N/A 500945AB6 456450.84000000 PA USD 457327.96000000 0.021812608442 Long ABS-O CORP US Y 2 2026-07-15 Fixed 5.61000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 740000.00000000 PA USD 727620.14000000 0.034704401648 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KG4A8 219580.38000000 PA USD 186857.57000000 0.008912315374 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CX5 1653000.00000000 PA USD 1730421.49000000 0.082533782544 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DMY1 20324.38000000 PA USD 21149.16000000 0.001008725436 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MWY9 2447.11000000 PA USD 2483.39000000 0.000118447194 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 03523TBJ6 2950000.00000000 PA USD 3751815.49000000 0.178945722523 Long DBT CORP US N 2 2039-11-15 Fixed 8.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137F62R7 775587.00000000 PA USD 43001.65000000 0.002050996737 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416QUP8 56490.99000000 PA USD 56985.61000000 0.002717972454 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA66 993246.67000000 PA USD 840805.98000000 0.040102887253 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Glencore PLC 2138002658CPO9NBH955 000000000 1077730.00000000 NS 3964573.61000000 0.189093384530 Long EC CORP JE N 2 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNM37 283615.29000000 PA USD 247882.51000000 0.011822946776 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 2281000.00000000 PA USD 2380941.06000000 0.113560813265 Long DBT CORP US N 2 2033-03-15 Fixed 6.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHV1 1278990.18000000 PA USD 1133447.89000000 0.054060668004 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 49165.00000000 NS USD 7105325.80000000 0.338893973446 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 29413.00000000 NS USD 19794654.87000000 0.944121273354 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XUR4 15254.32000000 PA USD 15609.53000000 0.000744508527 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X54P5 825211.45000000 PA USD 695175.69000000 0.033156938676 Long ABS-MBS USGSE US N 2 2050-03-01 Fixed 2.50000000 N N N N N N ALCON FINANCE CORP 549300CUZUI9VU7XNK42 01400EAD5 302000.00000000 PA USD 271638.31000000 0.012955997910 Long DBT CORP US Y 2 2030-05-27 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJCF5 13860.51000000 PA USD 14470.90000000 0.000690200694 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407B3J6 82690.02000000 PA USD 83293.69000000 0.003972756543 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405WUU7 49146.99000000 PA USD 49092.18000000 0.002341489245 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 1695000.00000000 PA USD 1491584.32000000 0.071142260209 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 3452000.00000000 PA USD 2978213.24000000 0.142048168807 Long DBT CORP US N 2 2032-10-20 Fixed 2.57000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EDF3 24113.06000000 PA USD 24765.07000000 0.001181189042 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 5.50000000 N N N N N N PLAINS ALL AMER PIPELINE N/A 72650RBN1 1881000.00000000 PA USD 1772701.50000000 0.084550360107 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 172.00000000 NC USD 239925.72000000 0.011443441563 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVM5 Comdty 2025-06-30 18362949.28000000 USD 239925.72000000 N N N United States Treasury 254900HROIFWPRGM1V77 91282CMH1 5300000.00000000 PA USD 5318011.73000000 0.253646655585 Long DBT UST US N 2 2027-01-31 Fixed 4.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 12500000.00000000 PA USD 12537109.38000000 0.597967064834 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406J2E2 121974.16000000 PA USD 124838.11000000 0.005954249576 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YD63 62921.92000000 PA USD 65444.40000000 0.003121420942 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HF7H6 105069.11000000 PA USD 89180.29000000 0.004253522453 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389QXF0 21655.01000000 PA USD 22325.68000000 0.001064840461 Long ABS-MBS USGSE US N 2 2032-02-01 Fixed 6.50000000 N N N N N N Rhode Island Student Loan Authority N/A 762323CU5 2305000.00000000 PA USD 2364606.15000000 0.112781707182 Long DBT MUN US N 2 2042-12-01 Fixed 6.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWMC4 3599821.45000000 PA USD 3711548.96000000 0.177025179435 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXAE0 20047.80000000 PA USD 19706.96000000 0.000939938599 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXH6 5584007.21000000 PA USD 4569072.47000000 0.217925422128 Long ABS-MBS USGA US N 2 2052-02-20 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36177MPD8 98484.04000000 PA USD 92373.92000000 0.004405845090 Long ABS-MBS USGA US N 2 2042-02-15 Fixed 3.50000000 N N N N N N Enterprise Fleet Financing LLC N/A 29374MAB4 644000.00000000 PA USD 644677.17000000 0.030748372964 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405T3U4 27792.69000000 PA USD 28598.06000000 0.001364006445 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBE3 1316000.00000000 PA USD 1084345.03000000 0.051718669368 Long DBT CORP US N 2 2032-04-01 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KTN6 219382.31000000 PA USD 224535.57000000 0.010709396534 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J7RK0 267321.68000000 PA USD 240734.67000000 0.011482025055 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3.00000000 N N N N N N State Board of Administration Finance Corp 549300S34SOJ0RULXM35 341271AF1 1032000.00000000 PA USD 913721.76000000 0.043580661406 Long DBT MUN US N 2 2030-07-01 Fixed 2.15000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H4CH1 8030040.00000000 PA USD 164335.57000000 0.007838111279 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 0.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419LZZ9 256605.16000000 PA USD 246874.93000000 0.011774889474 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNDC8 1058678.68000000 PA USD 987176.89000000 0.047084160271 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 1179405.37000000 PA USD 982517.86000000 0.046861944255 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JADZ5 198762.63000000 PA USD 178997.01000000 0.008537399925 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297C5V8 46996.52000000 PA USD 48641.48000000 0.002319992762 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N DEUTSCHE BANK NY 7LTWFZYICNSX8D621K86 25160PAN7 838000.00000000 PA USD 861406.03000000 0.041085422466 Long DBT CORP DE N 2 2027-07-13 Fixed 7.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELX6 259732.24000000 PA USD 255606.66000000 0.012191356045 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LQ2S2 125630.32000000 PA USD 120760.02000000 0.005759741940 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179R7H6 99441.45000000 PA USD 89394.19000000 0.004263724578 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGG9 2592534.62000000 PA USD 2249071.17000000 0.107271177539 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 875000.00000000 PA USD 832983.74000000 0.039729799506 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFUW4 295083.85000000 PA USD 272665.55000000 0.013004992911 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AW0 1394000.00000000 PA USD 1433269.62000000 0.068360895786 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 1781000.00000000 PA USD 1572164.29000000 0.074985583792 Long DBT CORP US N 2 2033-01-25 Fixed 2.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YHS6 2348310.33000000 PA USD 2357071.15000000 0.112422319567 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGHU1 263155.58000000 PA USD 242890.96000000 0.011584870963 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 3963000.00000000 PA USD 3948340.82000000 0.188319149138 Long DBT CORP US Y 2 2032-08-11 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401KVB8 4247.14000000 PA USD 4322.49000000 0.000206164481 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4JE6 668252.15000000 PA USD 537780.93000000 0.025649874663 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WGVK2 42488.54000000 PA USD 43634.49000000 0.002081180527 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RB6 9096000.00000000 PA USD 7163455.29000000 0.341666504135 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N UMBS, TBA N/A 01F020448 550000.00000000 PA USD 496992.74000000 0.023704450601 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK6N0 372443.76000000 PA USD 357734.18000000 0.017062406582 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 1977000.00000000 PA USD 2008326.57000000 0.095788678864 Long DBT CORP CA N 2 2034-04-05 Fixed 5.63000000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 46811.00000000 NS USD 12484961.81000000 0.595479846415 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNEG4 1115405.67000000 PA USD 939520.35000000 0.044811144978 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 1022329.00000000 NS 13319172.89000000 0.635268184846 Long EC CORP GB N 2 N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690100 47949.00000000 NS USD 1302294.84000000 0.062113953019 Long EC CORP US N 1 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 24214.00000000 NS USD 6403634.44000000 0.305426264882 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFH4 4471333.76000000 PA USD 4294706.15000000 0.204839309684 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407BTX7 8472.69000000 PA USD 8532.81000000 0.000406978929 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAR0 2947000.00000000 PA USD 3004484.57000000 0.143301200078 Long DBT CORP US N 2 2034-02-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DCF3 10403.79000000 PA USD 10668.95000000 0.000508863767 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KKDH9 22707.26000000 PA USD 23645.78000000 0.001127803645 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.00000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCN3 4532000.00000000 PA USD 4248711.66000000 0.202645567144 Long DBT CORP US N 2 2030-03-01 Fixed 3.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405GRV4 8781.70000000 PA USD 8886.38000000 0.000423842721 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N APA INFRASTRUCTURE LTD 261700SS8OEHDOCOUJ33 00205GAD9 253000.00000000 PA USD 250915.37000000 0.011967601364 Long DBT CORP AU Y 2 2027-07-15 Fixed 4.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDY6 1726662.41000000 PA USD 1438781.08000000 0.068623769105 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEXT1 202415.79000000 PA USD 187100.81000000 0.008923916892 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 1329000.00000000 PA USD 1268641.09000000 0.060508811554 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BYJ3 45213.00000000 PA USD 46274.80000000 0.002207112141 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403QPV6 134757.99000000 PA USD 139577.28000000 0.006657245614 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ69 983061.91000000 PA USD 862734.90000000 0.041148803942 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DE2 665000.00000000 PA USD 657439.56000000 0.031357084961 Long DBT CORP US Y 2 2035-01-15 Fixed 5.10000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAJ4 2338000.00000000 PA USD 2224648.41000000 0.106106315235 Long DBT CORP HK Y 2 2030-04-07 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MRAH0 22038.72000000 PA USD 20006.15000000 0.000954208696 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHNH1 934020.57000000 PA USD 858231.43000000 0.040934007480 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297AZL1 5698.25000000 PA USD 5880.95000000 0.000280496428 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 2112000.00000000 PA USD 2115205.40000000 0.100886346782 Long DBT CORP US N 2 2028-09-15 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMZB4 805796.61000000 PA USD 678362.62000000 0.032355026384 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 243.00000000 NC USD 231677.66000000 0.011050044004 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUM5 Comdty 2025-06-30 50111088.21000000 USD 231677.66000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406NYG3 16308.38000000 PA USD 16671.24000000 0.000795147601 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404EPN0 11201.74000000 PA USD 11547.23000000 0.000550754007 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DLZ9 1000.21000000 PA USD 1032.28000000 0.000049235387 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405KSX0 8376.65000000 PA USD 8466.06000000 0.000403795236 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KGJG9 174653.43000000 PA USD 147796.86000000 0.007049284798 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV68 243760.40000000 PA USD 232269.57000000 0.011078275606 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 3.50000000 N N N N N N ALIMENTATION COUCHE-TARD 549300OSW32RVX8CCZ87 01626PAP1 2106000.00000000 PA USD 1566646.32000000 0.074722399973 Long DBT CORP CA Y 2 2041-05-13 Fixed 3.44000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FPHM0 5115511.70000000 PA USD 215837.25000000 0.010294523478 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.14000000 N N N N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 30227.00000000 NS USD 5114408.40000000 0.243935638321 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ANB9 284032.16000000 PA USD 273378.51000000 0.013038998086 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MF4H3 95843.13000000 PA USD 91830.42000000 0.004379922440 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BB3C1 295674.94000000 PA USD 268970.37000000 0.012828748461 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHX7 2077151.49000000 PA USD 1951185.34000000 0.093063283995 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.00000000 N N N N N N Arbor Realty Collateralized Loan Obligation Ltd N/A 03880KAE4 1807500.00000000 PA USD 1799069.82000000 0.085808017389 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 6.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DF54 20119.39000000 PA USD 20251.51000000 0.000965911329 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WY85 1043492.30000000 PA USD 853829.83000000 0.040724069786 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BRSY1 119560.44000000 PA USD 117431.78000000 0.005600998976 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810TT5 5100000.00000000 PA USD 4699570.34000000 0.224149618306 Long DBT UST US N 2 2053-08-15 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406B2N9 38328.33000000 PA USD 38874.91000000 0.001854168702 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 105519.00000000 NS USD 25883810.70000000 1.234548239301 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CP30 27864.26000000 PA USD 28319.00000000 0.001350696464 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297S5K7 14028.82000000 PA USD 14307.51000000 0.000682407682 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCG6 113131.44000000 PA USD 85518.89000000 0.004078889167 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJV2 32786.33000000 PA USD 33000.06000000 0.001573963217 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H5DT1 7179988.00000000 PA USD 202263.85000000 0.009647129736 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DJR2 78947.68000000 PA USD 79466.12000000 0.003790197651 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBR0 3055935.30000000 PA USD 2431751.04000000 0.115984234301 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Experian Finance PLC 635400RKRK5EGXSPC782 30217AAB9 1450000.00000000 PA USD 1435792.55000000 0.068481228871 Long DBT CORP GB Y 2 2029-02-01 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A0MB2 128466.09000000 PA USD 128359.03000000 0.006122182561 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E55N4 61070.24000000 PA USD 56926.72000000 0.002715163650 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKJ9 39100000.00000000 PA USD 39550566.50000000 1.886394658108 Long DBT UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJJ61 1131102.20000000 PA USD 1053064.30000000 0.050226710916 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QES60 103523.96000000 PA USD 94294.06000000 0.004497427643 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XV64 61727.42000000 PA USD 62218.05000000 0.002967537700 Long ABS-MBS USGSE US N 2 2041-03-01 Fixed 5.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290RYF4 59268.93000000 PA USD 60336.42000000 0.002877791911 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403YT78 56988.25000000 PA USD 57986.13000000 0.002765693024 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 2666000.00000000 PA USD 2975864.46000000 0.141936141941 Long DBT CORP GB N 2 2033-11-02 Fixed 7.44000000 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 28504DAD5 629000.00000000 PA USD 676177.40000000 0.032250800637 Long DBT CORP FR Y 2 2053-05-23 Fixed 6.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GRL58 578690.21000000 PA USD 540101.93000000 0.025760576541 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J87H7 122198.97000000 PA USD 114052.37000000 0.005439815419 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CRE9 63842.71000000 PA USD 65289.29000000 0.003114022851 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38384KSR3 376196.29000000 PA USD 378164.96000000 0.018036868332 Long ABS-MBS USGA US N 2 2064-03-20 Floating 5.49000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190104 31414.00000000 NS USD 3586850.52000000 0.171077591527 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CAKL3 242663.31000000 PA USD 238340.31000000 0.011367824215 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 5.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BL7 430000.00000000 PA USD 356289.28000000 0.016993490966 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417F3J5 302470.76000000 PA USD 281934.24000000 0.013447070202 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBV6 877000.00000000 PA USD 760381.17000000 0.036266964146 Long DBT CORP GB N 2 2032-11-24 Fixed 2.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZB3 48871.20000000 PA USD 47148.75000000 0.002248795858 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 3.00000000 N N N N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 000000000 200108.00000000 NS 6472884.14000000 0.308729182532 Long EP CORP KR N 2 N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 2900000.00000000 PA USD 2152343.75000000 0.102657688921 Long DBT UST US N 2 2042-02-15 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GSU7 28549.19000000 PA USD 29679.00000000 0.001415562709 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Onslow Bay Financial LLC 2549007E8KF1RJ2ZV866 673914AC1 1312819.01000000 PA USD 1314469.75000000 0.062694644706 Long ABS-MBS CORP US Y 2 2064-12-25 Variable 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297SBU8 24827.15000000 PA USD 25024.74000000 0.001193574202 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N PHILIP MORRIS INTL INC HL3H1H2BGXWVG3BSWR90 718172CW7 374000.00000000 PA USD 389927.72000000 0.018597902208 Long DBT CORP US N 2 2029-11-17 Fixed 5.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KR3G7 153063.58000000 PA USD 155703.50000000 0.007426398068 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQTZ5 126212.10000000 PA USD 124235.67000000 0.005925515737 Long ABS-MBS USGSE US N 2 2044-06-01 Fixed 4.50000000 N N N N N N Massachusetts Educational Financing Authority 5493007K5OP7V6CL0Y88 57563RTX7 2745000.00000000 PA USD 2842311.90000000 0.135566249976 Long DBT MUN US N 2 2049-07-01 Fixed 6.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXE30 10253.80000000 PA USD 10339.63000000 0.000493156597 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FNX70 811062.90000000 PA USD 31913.22000000 0.001522125548 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PJV3 42130.38000000 PA USD 42731.22000000 0.002038098370 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200MJ79 103504.18000000 PA USD 105678.09000000 0.005040397700 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 29071.00000000 NS USD 7902369.93000000 0.376909605639 Long EC CORP IE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9LS9 494415.31000000 PA USD 461451.73000000 0.022009294821 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N GLS Auto Select Receivables Trust N/A 36267FAC2 386062.16000000 PA USD 387232.16000000 0.018469335403 Long ABS-O CORP US Y 2 2027-08-16 Fixed 6.27000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DZE4 53694.02000000 PA USD 53080.29000000 0.002531705216 Long ABS-MBS USGA US N 2 2033-09-20 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5A33 1426055.42000000 PA USD 1403422.59000000 0.066937318757 Long ABS-MBS USGA US N 2 2054-11-20 Fixed 5.00000000 N N N N N N BRAZOS SECURITIZATN LLC N/A 106230AB1 1552000.00000000 PA USD 1567874.83000000 0.074780994701 Long DBT CORP US Y 2 2040-09-01 Fixed 5.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBS1 590400.60000000 PA USD 446123.09000000 0.021278183558 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2K5 424293.01000000 PA USD 367922.62000000 0.017548352056 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 229054.00000000 NS USD 24055251.08000000 1.147333683242 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 538260.07000000 PA USD 504639.51000000 0.024069169171 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABYR4 111151.28000000 PA USD 109597.36000000 0.005227330294 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N 2025-04-30 MFS VARIABLE INSURANCE TRUST James Byrne James Byrne Assistant Treasurer XXXX