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 2025-06-30 N 2094602667.59 13795447.04 2080807220.55 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 12822034.46000000 0.00000000 0.00000000 0.00000000 USD N 60% S&P, 40% BBG Barc US Aggregate Index 60% SPX, 40% LBUSTRUU Fannie Mae B1V7KEBTPIMZEU4LTD58 31409AGS2 58016.12000000 PA USD 60078.86000000 0.002887286213 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.00000000 N N N N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 57640.00000000 NS USD 13423203.20000000 0.645095954465 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E2LH6 497066.31000000 PA USD 466969.63000000 0.022441753632 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 249939.01000000 PA USD 250147.21000000 0.012021642732 Long ABS-CBDO CORP US Y 2 2035-12-15 Floating 6.13000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297B7K2 26106.66000000 PA USD 26755.39000000 0.001285817817 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJXK1 456453.84000000 PA USD 423431.56000000 0.020349389209 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RVK9 14287.14000000 PA USD 14331.61000000 0.000688752415 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 2361339.84000000 0.113481913013 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 571676BA2 2014000.00000000 PA USD 2038125.99000000 0.097948813800 Long DBT CORP US Y 2 2035-03-01 Fixed 5.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MJX6 49315.88000000 PA USD 51026.14000000 0.002452228130 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023DT9 725000.00000000 PA USD 793669.01000000 0.038142361395 Long DBT CORP US N 2 2054-05-01 Fixed 6.86000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QYR4 55161.19000000 PA USD 55516.05000000 0.002668005447 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ERL6 72546.63000000 PA USD 72177.74000000 0.003468737482 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 30139.14000000 PA USD 30384.20000000 0.001460212157 Long ABS-MBS USGA US N 2 2034-03-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECG3 1256775.64000000 PA USD 1079489.60000000 0.051878405137 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 15231.53000000 PA USD 15678.49000000 0.000753481141 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 1330366.46000000 0.063935113587 Long DBT CORP US Y 2 2026-01-15 Fixed 4.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L6HF1 295286.41000000 PA USD 281223.42000000 0.013515111694 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AE8 6069000.00000000 PA USD 5249539.22000000 0.252283785261 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 85190.77000000 0.004094121221 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KK5V7 18762.88000000 PA USD 19370.67000000 0.000930920933 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNBC6 193257.72000000 PA USD 167610.82000000 0.008055086427 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408EW65 40748.87000000 PA USD 42219.59000000 0.002029000552 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132HQDE9 509282.47000000 PA USD 478562.73000000 0.022998897988 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.50000000 N N N N N N ARROW ELECTRONICS INC 549300YNNLBXT8N8R512 04273WAC5 2544000.00000000 PA USD 2233261.57000000 0.107326692638 Long DBT CORP US N 2 2032-02-15 Fixed 2.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KS98 67361.84000000 PA USD 70397.85000000 0.003383199044 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 902137.56000000 PA USD 921531.98000000 0.044287234824 Long ABS-O CORP US Y 2 2039-05-15 Fixed 6.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQ7L0 148902.89000000 PA USD 143693.12000000 0.006905643087 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 4.00000000 N N N N N N L3Harris Technologies Inc 549300UTE50ZMDBG8A20 502431109 59968.00000000 NS USD 15042373.12000000 0.722910463374 Long EC CORP US N 1 N N N SBNA Auto Lease Trust N/A 78398DAB3 116115.05000000 PA USD 116213.53000000 0.005585021469 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 485490.00000000 NS USD 5563715.40000000 0.267382549668 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YWJX6 431313.23000000 PA USD 400203.30000000 0.019233079165 Long ABS-MBS USGSE US N 2 2045-10-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WGQD4 16138.33000000 PA USD 16720.90000000 0.000803577565 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DXJ6 152894.29000000 PA USD 115080.98000000 0.005530593072 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N Accenture PLC 5493000EWHDSR3MZWH98 000000000 32490.00000000 NS USD 9710936.10000000 0.466690811339 Long EC CORP IE N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WNE4 3117271.08000000 PA USD 2649740.33000000 0.127341942291 Long ABS-MBS USGA US N 2 2051-09-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CRF3 247990.02000000 PA USD 232859.46000000 0.011190823335 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRM42 326261.64000000 PA USD 332180.23000000 0.015964007944 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HZD1 7597.57000000 PA USD 7940.18000000 0.000381591332 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 2210183.33000000 0.106217592296 Long ABS-CBDO CORP KY Y 2 2037-02-19 Floating 6.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS42 568043.78000000 PA USD 475608.23000000 0.022856909823 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N VERISK ANALYTICS INC 549300I1YSWNIRKBWP67 92345YAH9 1346000.00000000 PA USD 1415430.21000000 0.068023130447 Long DBT CORP US N 2 2033-04-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DMD7 61072.66000000 PA USD 63143.60000000 0.003034572322 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 362959.07000000 0.017443185818 Long DBT CORP US N 2 2040-03-15 Fixed 3.20000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296RC55 74877.15000000 PA USD 76657.37000000 0.003684020760 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 1750035.10000000 PA USD 1750616.11000000 0.084131585699 Long ABS-CBDO CORP KY Y 2 2031-04-15 Floating 5.54000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378CP92 78989.75000000 PA USD 79344.26000000 0.003813148052 Long ABS-MBS USGA US N 2 2041-09-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140E0X91 402153.46000000 PA USD 388416.89000000 0.018666644663 Long ABS-MBS USGSE US N 2 2041-06-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HG3 743627.91000000 PA USD 701703.41000000 0.033722653548 Long ABS-MBS USGSE US N 2 2047-08-01 Fixed 4.00000000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AW1 1205000.00000000 PA USD 1277427.18000000 0.061390943254 Long DBT CORP US N 2 2032-11-01 Fixed 5.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36290VHK3 40607.03000000 PA USD 41008.80000000 0.001970812076 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 18189.36000000 PA USD 18291.27000000 0.000879046834 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D4X7 143325.35000000 PA USD 113592.91000000 0.005459078999 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404RRD1 29220.40000000 PA USD 29688.89000000 0.001426796759 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.00000000 N N N N N N Stellantis Financial Underwritten Enhanced Lease Trust N/A 858928AB0 1649739.00000000 PA USD 1653704.81000000 0.079474196055 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJC81 52140.06000000 PA USD 52968.41000000 0.002545570270 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CU67 53275.88000000 PA USD 53876.96000000 0.002589233614 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KLHG5 330115.39000000 PA USD 249636.41000000 0.011997094566 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHZC4 890875.85000000 PA USD 772104.82000000 0.037106023680 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417EN98 216492.31000000 PA USD 202999.60000000 0.009755810052 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 254499.86000000 PA USD 256534.71000000 0.012328614946 Long ABS-O CORP US Y 2 2032-07-15 Fixed 6.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBP4 49222.30000000 PA USD 49849.20000000 0.002395666427 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 4415343.66000000 0.212193787891 Long ABS-CBDO CORP KY Y 2 2032-08-08 Floating 5.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB74 71357.96000000 PA USD 53672.00000000 0.002579383590 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 1648495.86000000 PA USD 1659774.70000000 0.079765904482 Long ABS-MBS USGA US N 2 2053-02-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398T7G0 79987.86000000 PA USD 79209.99000000 0.003806695267 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 6356.15000000 0.000305465587 Long DBT CORP US N 2 2031-04-15 Fixed 2.85000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W7K8 2414706.84000000 PA USD 2136642.02000000 0.102683323995 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296WZ91 78070.98000000 PA USD 80343.71000000 0.003861179892 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 1057307.87000000 0.050812389516 Long DBT CORP GB Y 2 2030-04-15 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBJ8 2023423.05000000 PA USD 1739878.23000000 0.083615541738 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 88803.00000000 NS USD 20431794.24000000 0.981916731075 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WDKV2 114832.00000000 PA USD 109178.86000000 0.005246947382 Long ABS-MBS USGSE US N 2 2044-11-01 Fixed 4.00000000 N N N N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 219134.00000000 NS USD 33472718.50000000 1.608641020149 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31334YPZ4 185890.75000000 PA USD 158898.51000000 0.007636387860 Long ABS-MBS USGSE US N 2 2048-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415AVB4 78755.69000000 PA USD 80255.16000000 0.003856924332 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D6B3 398517.75000000 PA USD 316439.05000000 0.015207514029 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 2.00000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAH5 778000.00000000 PA USD 688121.32000000 0.033069921769 Long DBT CORP US N 2 2031-11-15 Fixed 2.90000000 N N N N N N UMBS, TBA N/A 01F062671 3500000.00000000 PA USD 3613668.14000000 0.173666647458 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DMYS8 405660.27000000 PA USD 305628.27000000 0.014687966620 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138YUH79 10916.83000000 PA USD 10658.90000000 0.000512248318 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.00000000 N N N N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 192033.00000000 NS USD 26604251.82000000 1.278554378188 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200JA91 111533.68000000 PA USD 116215.18000000 0.005585100765 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140EU7G8 276129.74000000 PA USD 255606.31000000 0.012283997646 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 2678000.00000000 PA USD 2338820.16000000 0.112399656099 Long DBT CORP US N 2 2032-07-21 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140F5BK8 38039.59000000 PA USD 36559.18000000 0.001756971027 Long ABS-MBS USGSE US N 2 2031-11-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9T51 175637.11000000 PA USD 169773.61000000 0.008159026377 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 104684.68000000 PA USD 93979.29000000 0.004516482308 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 3115209.83000000 0.149711602268 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 718172109 167042.00000000 NS USD 30423359.46000000 1.462094093077 Long EC CORP US N 1 N N N CHARTER COMM OPT LLC/CAP N/A 161175AZ7 996000.00000000 PA USD 1046107.14000000 0.050274101784 Long DBT CORP US N 2 2035-10-23 Fixed 6.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LDU3 50200.51000000 PA USD 50039.93000000 0.002404832581 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 1639000.00000000 PA USD 1392481.50000000 0.066920255093 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297GHS3 21842.05000000 PA USD 22857.62000000 0.001098497725 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 660981.57000000 PA USD 617936.41000000 0.029696956253 Long ABS-MBS USGA US N 2 2043-06-20 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KQ3H7 92532.09000000 PA USD 97117.86000000 0.004667316560 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468L6 2348000.00000000 PA USD 2165129.31000000 0.104052373935 Long DBT CORP US N 2 2031-01-22 Fixed 2.70000000 N N N N N N Verus Securitization Trust 213800RZ8QGNZ38DSP77 92540PAA6 588698.13000000 PA USD 588344.44000000 0.028274817301 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 835746.16000000 0.040164516527 Long DBT CORP GB N 2 2031-03-09 Fixed 4.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JS25 51813.11000000 PA USD 52372.72000000 0.002516942438 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 62931.40000000 PA USD 64432.44000000 0.003096511746 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 667254.69000000 PA USD 685927.60000000 0.032964495375 Long ABS-MBS USGA US N 2 2054-07-20 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KYWE5 1402142.46000000 PA USD 1204353.10000000 0.057879129219 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 2.00000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 122217.00000000 NS USD 9792026.04000000 0.470587853756 Long EC CORP US N 1 N N N Northern Trust Corp 549300GLF98S992BC502 665859104 246680.00000000 NS USD 31276557.20000000 1.503097302388 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410LK35 150865.28000000 PA USD 145429.16000000 0.006989074171 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 2334445.15000000 PA USD 2339999.26000000 0.112456321608 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMS6 52650.52000000 PA USD 52595.35000000 0.002527641651 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 2384167.26000000 0.114578959379 Long ABS-CBDO CORP US Y 2 2041-08-18 Floating 6.35000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBS8 16759446.42000000 PA USD 131756.06000000 0.006331968608 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.49000000 N N N N N N BSPRT Issuer, Ltd. N/A 05601HAC8 4889968.90000000 PA USD 4878276.98000000 0.234441563438 Long ABS-CBDO CORP KY Y 2 2036-03-15 Floating 5.73000000 N N N N N N Parallel Ltd N/A 69915NAL2 1856072.00000000 PA USD 1856072.00000000 0.089199613576 Long ABS-CBDO CORP KY Y 2 2036-07-20 Floating 6.12000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDY67 1093920.22000000 PA USD 917495.17000000 0.044093232709 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYH6 163393.40000000 PA USD 157539.60000000 0.007571080994 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HL71 55255.79000000 PA USD 57206.03000000 0.002749222966 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Hyundai Auto Lease Securitization Trust N/A 44935DAB5 1334000.00000000 PA USD 1338556.81000000 0.064328727658 Long ABS-O CORP US Y 2 2027-09-15 Fixed 4.58000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FDEU2 8112876.52000000 PA USD 124239.78000000 0.005970749177 Long ABS-MBS USGSE US N 2 2032-11-25 Variable 0.43000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292JAL4 20629.08000000 PA USD 20898.65000000 0.001004353012 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312945AM0 740395.22000000 PA USD 715750.77000000 0.034397745400 Long ABS-MBS USGSE US N 2 2041-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHS34 1244605.22000000 PA USD 1044072.35000000 0.050176313292 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AA5A5 262632.78000000 PA USD 261306.75000000 0.012557950944 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 813244.63000000 0.039083131871 Long DBT CORP US N 2 2028-03-01 Fixed 5.55000000 N N N N N N Angel Oak Mortgage Trust 254900QN92XYN8GJBJ44 034933AA9 2611624.19000000 PA USD 2605849.63000000 0.125232631080 Long ABS-MBS CORP US Y 2 2069-10-25 Variable 5.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292KER4 40014.74000000 PA USD 42030.76000000 0.002019925708 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A04J2 15268.13000000 PA USD 15944.41000000 0.000766260797 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 16391.00000000 NS USD 4623245.46000000 0.222185189206 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNP42 2750034.30000000 PA USD 2480534.60000000 0.119210207245 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 6896934.97000000 0.331454778793 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406S3H4 46159.20000000 PA USD 47491.44000000 0.002282356555 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HWN2 25794.03000000 PA USD 27060.73000000 0.001300491930 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 646000.00000000 PA USD 626958.45000000 0.030130539908 Long DBT CORP US Y 2 2037-05-15 Fixed 4.93000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412V4L9 28560.03000000 PA USD 29941.17000000 0.001438920900 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENAA7 150551.72000000 PA USD 149698.87000000 0.007194269056 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 7927500.00000000 0.380981953623 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 3996000.00000000 PA USD 3893208.85000000 0.187100891017 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFL25 156584.58000000 PA USD 135748.48000000 0.006523837415 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Dwight 2025-FL1 Issuer LLC N/A 233636AA7 2946500.00000000 PA USD 2940975.31000000 0.141338192262 Long ABS-CBDO CORP US Y 2 2042-09-18 Floating 5.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405XDY6 149296.56000000 PA USD 153604.71000000 0.007381976979 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 73002.81000000 0.003508388921 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 0.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404XS39 46131.91000000 PA USD 46560.24000000 0.002237604692 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJCL2 17553.52000000 PA USD 18415.05000000 0.000884995487 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M7PU4 91981.77000000 PA USD 91885.39000000 0.004415853092 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131XVRK3 763467.28000000 PA USD 704040.58000000 0.033834973900 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 749660.98000000 PA USD 664023.43000000 0.031911818809 Long ABS-MBS USGA US N 2 2051-07-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HPAR8 278405.91000000 PA USD 270158.19000000 0.012983335857 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 269584.55000000 PA USD 551052.12000000 0.026482612832 Long ABS-MBS CORP US Y 2 2040-12-28 Floating 6.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406LYC6 72637.94000000 PA USD 74599.10000000 0.003585103860 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F030678 1175000.00000000 PA USD 1016540.13000000 0.048853162367 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDZ3 867112.51000000 PA USD 750716.68000000 0.036078146624 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31388D4L9 3683.55000000 PA USD 3804.56000000 0.000182840580 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 6.50000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BY4 1827000.00000000 PA USD 1718255.85000000 0.082576407512 Long DBT CORP US N 2 2039-06-15 Fixed 5.13000000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAZ2 1254000.00000000 PA USD 1257710.90000000 0.060443412901 Long DBT CORP US N 2 2034-04-18 Fixed 5.40000000 N N N N N N Cognizant Technology Solutions Corp 5493006IEVQEFQO40L83 192446102 122115.00000000 NS USD 9528633.45000000 0.457929660945 Long EC CORP US N 1 N N N BENCHMARK Mortgage Trust N/A 08163VAC1 134138.00000000 PA USD 140591.33000000 0.006756576419 Long ABS-MBS CORP US N 2 2056-07-15 Variable 6.36000000 N N N N N N Masco Corp 5GCSNMQXHEYA1JO8QN11 574599106 294483.00000000 NS USD 18952925.88000000 0.910844872740 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KHW31 279975.03000000 PA USD 237935.01000000 0.011434745499 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060689 2375000.00000000 PA USD 2407001.84000000 0.115676349842 Long ABS-MBS USGA US N 2 2054-08-20 Fixed 6.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810RT7 46200000.00000000 PA USD 30266414.18000000 1.454551574076 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 82.00000000 NC USD 406908.93000000 0.019555340157 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNU5 Comdty 2025-09-19 9361341.07000000 USD 406908.93000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WDYH1 508464.76000000 PA USD 455066.88000000 0.021869728031 Long ABS-MBS USGSE US N 2 2046-05-01 Fixed 3.00000000 N N N N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 54106.00000000 NS USD 3843690.24000000 0.184721112174 Long EC CORP US N 1 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 78040.00000000 NS USD 9209500.40000000 0.442592677930 Long EC CORP US N 1 N N N Santander Drive Auto Receivables Trust N/A 80288DAB2 2366960.61000000 PA USD 2367736.03000000 0.113789302854 Long ABS-O CORP US N 2 2027-08-16 Fixed 4.76000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406TGE5 40416.88000000 PA USD 42239.20000000 0.002029942975 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 4057000.00000000 PA USD 4162664.24000000 0.200050451521 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 5286931.05000000 PA USD 73728.37000000 0.003543258081 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 0.41000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KSXS6 20591.51000000 PA USD 21353.77000000 0.001026225293 Long ABS-MBS USGSE US N 2 2037-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LEW5 56753.99000000 PA USD 57426.59000000 0.002759822699 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 11484.59000000 PA USD 11817.84000000 0.000567944972 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N FISERV INC GI7UBEJLXYLGR2C7GV83 337738BC1 690000.00000000 PA USD 632382.16000000 0.030391194040 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297C6G0 15930.67000000 PA USD 16402.12000000 0.000788257549 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404FYW7 16706.38000000 PA USD 16923.96000000 0.000813336278 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECH1 974090.52000000 PA USD 867795.46000000 0.041704750513 Long ABS-MBS USGSE US N 2 2042-03-01 Fixed 2.50000000 N N N N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 85654.00000000 NS USD 24815676.88000000 1.192598556700 Long EC CORP CH N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417NB67 75497.84000000 PA USD 76495.03000000 0.003676218981 Long ABS-MBS USGSE US N 2 2039-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133HMG29 186759.24000000 PA USD 176770.70000000 0.008495294434 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 2.00000000 N N N N N N Omnicom Group Inc HKUPACFHSSASQK8HLS17 681919106 324441.00000000 NS USD 23340285.54000000 1.121693797940 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403VLY3 1353.64000000 PA USD 1369.63000000 0.000065822051 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 83196.00000000 NS USD 15509398.32000000 0.745354887604 Long EC CORP US N 1 N N N VULCAN MATERIALS CO 549300Q8LSNHAVWBNI21 929160AZ2 359000.00000000 PA USD 343452.85000000 0.016505750586 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407QRK4 34534.74000000 PA USD 35479.96000000 0.001705105578 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 1423564.45000000 PA USD 1373081.91000000 0.065987944315 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 77544.67000000 0.003726662865 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.44000000 N N N N N N General Dynamics Corp 9C1X8XOOTYY2FNYTVH06 369550108 39765.00000000 NS USD 11597859.90000000 0.557373109121 Long EC CORP US N 1 N N N US Foods Holding Corp 549300UGOZSO64CFPR97 912008109 47773.00000000 NS USD 3678998.73000000 0.176806322741 Long EC CORP US N 1 N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AM3 484000.00000000 PA USD 493552.72000000 0.023719291010 Long DBT CORP US N 2 2035-06-23 Fixed 5.55000000 N N N N N N Magnetite CLO Ltd 5493000OP4ZUZOOM1U45 55954KAY1 889810.00000000 PA USD 889413.14000000 0.042743658865 Long ABS-CBDO CORP KY Y 2 2034-04-17 Floating 5.73000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLS2 976855.61000000 PA USD 902320.95000000 0.043363985913 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 20504.40000000 PA USD 19607.18000000 0.000942287195 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 1435821.23000000 0.069003087639 Long ABS-O CORP US Y 2 2028-02-15 Floating 4.97000000 N N N N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137BA4 1503000.00000000 PA USD 1391435.06000000 0.066869964995 Long DBT CORP US N 2 2030-06-01 Fixed 2.65000000 N N N N N N AMERICAN TRANSMISSION SY N/A 030288AC8 235000.00000000 PA USD 206754.83000000 0.009936279918 Long DBT CORP US Y 2 2032-01-15 Fixed 2.65000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAH7 336000.00000000 PA USD 358344.61000000 0.017221422843 Long DBT CORP US N 2 2028-11-17 Fixed 6.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292H5P5 87816.99000000 PA USD 89931.20000000 0.004321938097 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 4706.34000000 PA USD 4889.17000000 0.000234965063 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 846184.00000000 NS USD 30200306.96000000 1.451374575296 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400RW80 2055.75000000 PA USD 2071.66000000 0.000099560400 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 5.50000000 N N N N N N UMBS, TBA N/A 01F020471 2850000.00000000 PA USD 2603633.94000000 0.125126148846 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 2.00000000 N N N N N N COLT Funding LLC 213800AWBXHFGYDU9Q16 19685AAA7 1692182.93000000 PA USD 1685654.66000000 0.081009650646 Long ABS-MBS CORP US Y 2 2069-08-25 Variable 5.12000000 N N N N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 136526.00000000 NS USD 15529832.50000000 0.746336918991 Long EC CORP US N 1 N N N Greystone Commercial Real Estate Notes N/A 39810MAC3 548500.00000000 PA USD 547249.42000000 0.026299861640 Long ABS-CBDO CORP US Y 2 2043-01-15 Floating 6.45000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295PM90 151326.37000000 PA USD 157962.59000000 0.007591409162 Long ABS-MBS USGA US N 2 2038-01-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QSXP1 22931.99000000 PA USD 21362.88000000 0.001026663104 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 4.00000000 N N N N N N Amdocs Ltd 549300HQV672RJ7RQV66 000000000 81459.00000000 NS USD 7432319.16000000 0.357184417979 Long EC CORP GG N 1 N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAJ0 2065000.00000000 PA USD 2012892.95000000 0.096736157493 Long DBT CORP KY Y 2 2027-02-15 Fixed 3.25000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KTMG2 23860.63000000 PA USD 25062.50000000 0.001204460449 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 6231.85000000 PA USD 6291.96000000 0.000302380726 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEWL2 246363.99000000 PA USD 207802.77000000 0.009986642104 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJF6 7422.38000000 PA USD 7749.72000000 0.000372438153 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJGN7 16121.73000000 PA USD 1497.76000000 0.000071979757 Long ABS-MBS USGSE US N 2 2040-12-15 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133AMPP5 53165.56000000 PA USD 39988.95000000 0.001921799847 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N AGCO Corp LYOM0B2GCF1JWXK5ZG04 001084102 69762.00000000 NS USD 7196647.92000000 0.345858465355 Long EC CORP US N 1 N N N EAST OHIO GAS CO/THE BC95Y6MXLT75BGO7UM71 27409LAC7 1073000.00000000 PA USD 953967.47000000 0.045846028434 Long DBT CORP US Y 2 2030-06-15 Fixed 2.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38383WQB5 709324.43000000 PA USD 691127.07000000 0.033214372920 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 873000.00000000 PA USD 765309.57000000 0.036779455705 Long DBT CORP US Y 2 2032-03-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFLN9 895921.35000000 PA USD 788996.88000000 0.037917826899 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFPH3 873860.87000000 PA USD 811244.75000000 0.038987021093 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 178302.63000000 PA USD 176918.65000000 0.008502404655 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BUWC7 90950.75000000 PA USD 89341.18000000 0.004293582755 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406PDM8 125661.16000000 PA USD 129240.18000000 0.006211059761 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 193794.00000000 NS USD 8414535.48000000 0.404388037339 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411VC31 66476.48000000 PA USD 68080.13000000 0.003271813425 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 78564.22000000 PA USD 81007.57000000 0.003893083857 Long ABS-MBS USGA US N 2 2033-12-15 Fixed 5.50000000 N N N N N N MARTIN MARIETTA MATERIAL 5299005MZ4WZECVATV08 573284AV8 179000.00000000 PA USD 164249.60000000 0.007893552001 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 403742.14000000 0.019403149701 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 1507000.00000000 PA USD 1523709.62000000 0.073226851817 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 2011114.80000000 0.096650702676 Long ABS-CBDO CORP KY Y 2 2030-10-15 Floating 5.97000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408GFA0 66962.41000000 PA USD 70194.82000000 0.003373441773 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Lear Corp 549300UPNBTXA1SYTQ33 521865204 152287.00000000 NS USD 14464219.26000000 0.695125387741 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DYB2 661068.94000000 PA USD 525994.18000000 0.025278371528 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297NBF2 9179.60000000 PA USD 9455.81000000 0.000454429891 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418E7B0 1130774.21000000 PA USD 1149725.97000000 0.055253843731 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140M1VZ4 162770.04000000 PA USD 122429.22000000 0.005883736791 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 1.50000000 N N N N N N GLS Auto Select Receivables Trust N/A 36269EAB5 129869.68000000 PA USD 130861.35000000 0.006288970391 Long ABS-O CORP US Y 2 2028-06-15 Fixed 6.37000000 N N N N N N Axalta Coating Systems Ltd 529900AGLPA40GV6H619 000000000 298901.00000000 NS USD 8874370.69000000 0.426486923072 Long EC CORP BM N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418DKQ4 1488361.54000000 PA USD 1250527.74000000 0.060098202642 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 1329000.00000000 PA USD 1367309.87000000 0.065710550045 Long DBT CORP US N 2 2030-02-15 Fixed 5.13000000 N N N N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 433774.00000000 NS USD 37812079.58000000 1.817183216521 Long EC CORP IE N 1 N N N Northwell Healthcare Inc 54930073NUTKK4QD3P47 667274AC8 1139000.00000000 PA USD 905426.33000000 0.043513225110 Long DBT CORP US N 2 2047-11-01 Fixed 4.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGC65 411615.28000000 PA USD 405012.37000000 0.019464194760 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 2289769.85000000 PA USD 2089048.49000000 0.100396061171 Long ABS-MBS USGA US N 2 2052-06-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HWY8 17179.60000000 PA USD 17968.76000000 0.000863547560 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JF5 453000.00000000 PA USD 429034.42000000 0.020618652980 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8FJ5 479690.54000000 PA USD 452595.25000000 0.021750945764 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405KUY5 64913.59000000 PA USD 67610.53000000 0.003249245260 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XF93 66646.02000000 PA USD 68157.17000000 0.003275515834 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405CMV8 42201.35000000 PA USD 43837.97000000 0.002106777099 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 54612.00000000 NS USD 15052159.44000000 0.723380777005 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ECB3 70983.71000000 PA USD 74094.03000000 0.003560831069 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 1789000.00000000 PA USD 1690933.91000000 0.081263362280 Long DBT CORP US N 2 2028-02-15 Fixed 2.05000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAH2 2911000.00000000 PA USD 2732295.98000000 0.131309424199 Long DBT CORP US N 2 2032-04-05 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QQ6V2 44151.61000000 PA USD 44473.70000000 0.002137329184 Long ABS-MBS USGSE US N 2 2037-10-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419JSM1 182295.72000000 PA USD 176143.14000000 0.008465134985 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 434527.42000000 0.020882637070 Long DBT CORP GB N 2 2026-03-09 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NG3L2 2052524.45000000 PA USD 2054337.01000000 0.098727887413 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137A9RJ7 40101.14000000 PA USD 6402.11000000 0.000307674345 Long ABS-MBS USGSE US N 2 2036-02-15 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHHU6 41049.72000000 PA USD 35577.52000000 0.001709794143 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 18990.00000000 NS USD 3346607.70000000 0.160832184113 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CD53 53187.95000000 PA USD 53934.24000000 0.002591986391 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405RR65 25344.45000000 PA USD 26148.34000000 0.001256644043 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 2543995.70000000 0.122260038069 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 484438.86000000 0.023281294644 Long DBT CORP GB Y 2 2029-03-16 Fixed 3.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417GQH2 258636.76000000 PA USD 242491.04000000 0.011653700429 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 135515.00000000 NS 10640934.61000000 0.511384932967 Long EP CORP DE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LM63 12345.29000000 PA USD 13018.32000000 0.000625637967 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAH6 162000.00000000 PA USD 159294.59000000 0.007655422781 Long DBT CORP US N 2 2029-05-15 Fixed 4.13000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587107 64995.00000000 NS USD 5968490.85000000 0.286835358463 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENEK1 1277837.08000000 PA USD 1270598.39000000 0.061062763405 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPS47 36584.42000000 PA USD 35293.04000000 0.001696122526 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBS8 1032729.50000000 PA USD 858998.84000000 0.041282000154 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.50000000 N N N N N N Roche Holding AG 549300U41AUUVOAAOB37 000000000 35234.00000000 NS 11474529.71000000 0.551446073268 Long EC CORP CH N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810SH2 900000.00000000 PA USD 646066.40000000 0.031048834972 Long DBT UST US N 2 2049-05-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERQU7 170916.74000000 PA USD 166293.71000000 0.007991788396 Long ABS-MBS USGSE US N 2 2031-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N8EQ7 18616.27000000 PA USD 18639.18000000 0.000895766787 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDJ9 623966.91000000 PA USD 518643.42000000 0.024925106702 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ44 298290.91000000 PA USD 258444.38000000 0.012420390387 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N SAMMONS FINANCIAL GROUP 254900SHCOQLVJ21CT59 79588TAF7 3038000.00000000 PA USD 3252731.49000000 0.156320655651 Long DBT CORP US Y 2 2034-04-15 Fixed 6.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179NJA7 490043.75000000 PA USD 458181.47000000 0.022019409846 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 73592.00000000 NS USD 3884185.76000000 0.186667256901 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J9V88 407684.18000000 PA USD 368671.87000000 0.017717733116 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 677889.19000000 0.032578183279 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.38000000 N N N N N N NXP Semiconductors NV 724500M9BY5293JDF951 000000000 78325.00000000 NS USD 17113229.25000000 0.822432231154 Long EC CORP NL N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECZ1 1534254.39000000 PA USD 1349258.68000000 0.064843041040 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.50000000 N N N N N N Leidos Holdings Inc 549300IUTGTP6EJP8124 525327102 23674.00000000 NS USD 3734810.24000000 0.179488527486 Long EC CORP US N 1 N N N Credit Acceptance Auto Loan Trust N/A 224936AA2 546000.00000000 PA USD 550799.56000000 0.026470475234 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 4403739.72000000 0.211636122583 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 830837.94000000 PA USD 843314.47000000 0.040528236430 Long ABS-O CORP US Y 2 2030-03-20 Fixed 6.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404CMC1 12824.03000000 PA USD 13073.53000000 0.000628291264 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 806555.59000000 PA USD 772954.79000000 0.037146871770 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fiserv Inc GI7UBEJLXYLGR2C7GV83 337738108 82803.00000000 NS USD 14276065.23000000 0.686083030134 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405VJP3 50867.20000000 PA USD 51682.76000000 0.002483784153 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGEC9 31695.50000000 PA USD 27441.50000000 0.001318791079 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECY4 2146212.40000000 PA USD 1841465.95000000 0.088497672048 Long ABS-MBS USGSE US N 2 2042-04-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140JGTJ4 11023.54000000 PA USD 10662.10000000 0.000512402105 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404BNP3 67506.76000000 PA USD 68982.18000000 0.003315164389 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MWQ6 37999.01000000 PA USD 39349.89000000 0.001891087728 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 70110.51000000 0.003369389980 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LCC1 109311.22000000 PA USD 109084.47000000 0.005242411162 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 454582.10000000 PA USD 415010.78000000 0.019944701070 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405KD73 19281.13000000 PA USD 19414.47000000 0.000933025885 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKNN4 3033015.95000000 PA USD 2516294.31000000 0.120928757126 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDH3 9375762.55000000 PA USD 7440350.61000000 0.357570395590 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXE55 40301.42000000 PA USD 42296.25000000 0.002032684699 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405DQU4 33661.34000000 PA USD 34236.78000000 0.001645360495 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 120555.32000000 PA USD 118983.49000000 0.005718140961 Long ABS-MBS USGA US N 2 2053-01-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371KHY0 4529.70000000 PA USD 4753.46000000 0.000228443075 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJM64 72401.99000000 PA USD 72296.38000000 0.003474439116 Long ABS-MBS USGSE US N 2 2039-12-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404P6Y2 15627.08000000 PA USD 15839.62000000 0.000761224771 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 40117.86000000 PA USD 41876.24000000 0.002012499744 Long ABS-MBS USGA US N 2 2035-04-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ER5E6 305223.10000000 PA USD 294226.44000000 0.014140014370 Long ABS-MBS USGSE US N 2 2044-05-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WDVC3 1037995.93000000 PA USD 1055717.83000000 0.050735974941 Long ABS-MBS USGSE US N 2 2054-06-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371LJS9 85701.62000000 PA USD 87645.03000000 0.004212068717 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371MH91 941.57000000 PA USD 941.64000000 0.000045253591 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 2000704.00000000 0.096150377615 Long ABS-CBDO CORP KY Y 2 2034-10-23 Floating 5.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EPUM4 75990.91000000 PA USD 75513.54000000 0.003629050267 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 61738.03000000 PA USD 63545.61000000 0.003053892228 Long ABS-MBS USGA US N 2 2033-08-15 Fixed 6.00000000 N N N N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 73412.00000000 NS USD 36515862.92000000 1.754889283320 Long EC CORP US N 1 N N N Suncor Energy Inc 549300W70ZOQDVLCHY06 867224107 342362.00000000 NS 12824590.14000000 0.616327645028 Long EC CORP CA N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297GXJ5 16654.09000000 PA USD 16916.37000000 0.000812971515 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406B2L3 49907.51000000 PA USD 51066.31000000 0.002454158631 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BHQL3 371617.28000000 PA USD 366260.02000000 0.017601823772 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 2771559.15000000 0.133196344314 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 265.00000000 NC USD 227748.00000000 0.010945175398 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 2 Year U.S. Treasury Notes Futures TUU5 Comdty 2025-09-30 54898463.07000000 USD 227748.00000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406TAC5 103815.48000000 PA USD 106772.14000000 0.005131284577 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XDYN0 1040326.14000000 PA USD 875454.27000000 0.042072819690 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 075887109 182728.00000000 NS USD 31474898.00000000 1.512629218562 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N0CA1 494768.37000000 PA USD 496313.81000000 0.023851984225 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JJC3 77023.02000000 PA USD 80809.59000000 0.003883569280 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X13A2 356676.95000000 PA USD 334449.43000000 0.016073061776 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 67358.88000000 0.003237151396 Long ABS-MBS USGSE US N 2 2031-01-25 Variable 1.03000000 N N N N N N MSWF Commercial Mortgage Trust N/A 55361AAU8 2080986.00000000 PA USD 2228608.86000000 0.107103091434 Long ABS-MBS CORP US N 2 2056-12-15 Variable 6.01000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A2AX7 160188.67000000 PA USD 152724.32000000 0.007339666956 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 2471000.00000000 PA USD 2188971.53000000 0.105198189836 Long DBT CORP JP N 2 2033-01-19 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407VTF2 45724.52000000 PA USD 47421.25000000 0.002278983345 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 6.00000000 N N N N N N Regal Rexnord Corp QH78R09VCJGQKPBPYU33 758750103 71441.00000000 NS USD 10356087.36000000 0.497695666264 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FPF7 671997.93000000 PA USD 642603.90000000 0.030882433204 Long ABS-MBS USGA US N 2 2041-01-20 Fixed 4.00000000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QBT6 3955000.00000000 PA USD 3536005.96000000 0.169934337264 Long DBT CORP US N 2 2032-01-12 Fixed 2.72000000 N N N N N N Aptiv PLC N/A 000000000 260242.00000000 NS USD 17753709.24000000 0.853212592914 Long EC CORP JE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297CNS5 19498.07000000 PA USD 20055.63000000 0.000963838927 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 117120.00000000 PA USD 118733.43000000 0.005706123509 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDR1 5753761.05000000 PA USD 4786533.22000000 0.230032516839 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BH5 1512000.00000000 PA USD 1287115.14000000 0.061856529874 Long DBT CORP US N 2 2033-10-15 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QRUM3 72849.90000000 PA USD 71732.04000000 0.003447317910 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 5.00000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036P108 48592.00000000 NS USD 7904946.56000000 0.379898074263 Long EC CORP US N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 74398.00000000 NS USD 22802987.00000000 1.095872158400 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138AM6S9 57016.94000000 PA USD 52482.81000000 0.002522233173 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 85202.36000000 0.004094678217 Long ABS-MBS USGSE US N 2 2030-08-25 Variable 1.70000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WAFE2 68643.56000000 PA USD 67377.82000000 0.003238061620 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 11767218.75000000 0.565512202850 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31371J5A8 9677.29000000 PA USD 10015.09000000 0.000481307922 Long ABS-MBS USGSE US N 2 2031-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A1FV4 2251672.16000000 PA USD 2257313.66000000 0.108482594529 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 291181.00000000 NS USD 30754537.22000000 1.478009924046 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404U5K2 110859.30000000 PA USD 113941.29000000 0.005475821540 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 198266.00000000 NS USD 2264197.72000000 0.108813430559 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31398RDA0 59308.87000000 PA USD 56573.06000000 0.002718803522 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 3972000.00000000 PA USD 3829724.71000000 0.184049952930 Long DBT CORP US Y 2 2029-03-21 Fixed 3.30000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J4MM8 340000.79000000 PA USD 328252.72000000 0.015775258599 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKY77 328690.48000000 PA USD 290276.86000000 0.013950204379 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PNR7 58964.53000000 PA USD 60469.27000000 0.002906048643 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 2135000.00000000 PA USD 1973113.11000000 0.094824407110 Long DBT CORP US N 2 2030-02-07 Fixed 2.60000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBG0 1405000.00000000 PA USD 1339303.79000000 0.064364626226 Long DBT CORP US N 2 2027-07-15 Fixed 1.80000000 N N N N N N DIAGEO CAPITAL PLC 213800L23DJLALFC4O95 25243YBB4 2415000.00000000 PA USD 2241423.44000000 0.107718938009 Long DBT CORP GB N 2 2029-10-24 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MW29 7896.34000000 PA USD 7991.56000000 0.000384060566 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QDT38 525129.74000000 PA USD 441825.85000000 0.021233387006 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 2691074.59000000 PA USD 2578965.98000000 0.123940649308 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A5GN6 222865.27000000 PA USD 215366.66000000 0.010350149589 Long ABS-MBS USGSE US N 2 2041-02-01 Fixed 4.00000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BE7 670000.00000000 PA USD 604065.76000000 0.029030356778 Long DBT CORP US Y 2 2031-04-27 Fixed 2.85000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QM71 49116.59000000 PA USD 50333.65000000 0.002418948257 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BH4T0 261032.85000000 PA USD 226019.71000000 0.010862116767 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3618N5JF7 249076.82000000 PA USD 256105.72000000 0.012307998428 Long ABS-MBS USGA US N 2 2055-03-20 Fixed 6.50000000 N N N N N N Cigna Group/The 549300VIWYMSIGT1U456 125523100 110127.00000000 NS USD 36405783.66000000 1.749599064269 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ECQ0 45049.54000000 PA USD 47023.31000000 0.002259859036 Long ABS-MBS USGA US N 2 2035-02-20 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403WKD8 11707.62000000 PA USD 11708.45000000 0.000562687878 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JAJ97 470830.00000000 PA USD 425676.01000000 0.020457253598 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405DWE3 60383.48000000 PA USD 61857.34000000 0.002972756889 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407K4B2 42042.35000000 PA USD 42382.02000000 0.002036806657 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 662456.71000000 0.031836524953 Long DBT CORP US N 2 2040-08-01 Fixed 3.30000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TUA1 27132.12000000 PA USD 25056.53000000 0.001204173541 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404AHA5 8804.16000000 PA USD 8989.39000000 0.000432014552 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 853839.72000000 0.041034061760 Long DBT CORP DE N 2 2027-11-16 Fixed 2.31000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N24Z1 521328.82000000 PA USD 502264.28000000 0.024137953532 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140L1Y41 240021.92000000 PA USD 193076.68000000 0.009278931661 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 79709.01000000 PA USD 77640.83000000 0.003731284149 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 1479203.30000000 PA USD 1471342.22000000 0.070710165048 Long ABS-MBS CORP US Y 2 2069-09-25 Variable 5.14000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EB90 389593.06000000 PA USD 323923.36000000 0.015567197037 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413GAG5 43656.73000000 PA USD 45471.44000000 0.002185278845 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 144754.00000000 NS USD 9928676.86000000 0.477155056073 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYK9 373679.13000000 PA USD 360369.24000000 0.017318723062 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416BW87 325318.75000000 PA USD 323546.88000000 0.015549104059 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 4.50000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAA9 704000.00000000 PA USD 659648.25000000 0.031701555217 Long DBT CORP US N 2 2033-02-01 Fixed 4.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCAK4 339551.92000000 PA USD 285129.18000000 0.013702815771 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404LQM5 21244.79000000 PA USD 21405.35000000 0.001028704138 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KQTA4 3815.91000000 PA USD 3992.94000000 0.000191893797 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.00000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JG3 1643000.00000000 PA USD 1426208.45000000 0.068541114040 Long DBT CORP US N 2 2031-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BBTH2 41583.73000000 PA USD 34497.73000000 0.001657901301 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QEAV4 407781.98000000 PA USD 343845.00000000 0.016524596637 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 83623.00000000 NS USD 8249408.95000000 0.396452341597 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31413F7J5 32757.83000000 PA USD 33572.72000000 0.001613446919 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 46525.00000000 NS USD 3695480.75000000 0.177598420146 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HP3 120461.35000000 PA USD 106365.47000000 0.005111740720 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 164996.59000000 PA USD 157779.17000000 0.007582594314 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 1286313.55000000 PA USD 1293246.27000000 0.062151181389 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 287000.00000000 PA USD 270595.16000000 0.013004335881 Long DBT CORP US N 2 2030-05-01 Fixed 3.20000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61747YEL5 2960000.00000000 PA USD 2641782.65000000 0.126959509939 Long DBT CORP US N 2 2033-01-21 Fixed 2.94000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ED56 59250.65000000 PA USD 49256.04000000 0.002367160182 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DNXJ7 397835.82000000 PA USD 330115.88000000 0.015864798850 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138MBH82 160460.61000000 PA USD 154761.27000000 0.007437559254 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 9845591.28000000 PA USD 66577.86000000 0.003199616924 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.45000000 N N N N N N Starwood Commercial Mortgage Trust N/A 78485KAE5 5210500.00000000 PA USD 5173222.52000000 0.248616136512 Long ABS-CBDO CORP KY Y 2 2038-11-15 Floating 6.10000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BZ6 2007000.00000000 PA USD 1456065.76000000 0.069976004774 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N INTERCONTINENTALEXCHANGE 5493000F4ZO33MV32P92 45866FAK0 2038000.00000000 PA USD 1825681.16000000 0.087739082312 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406FK34 12327.70000000 PA USD 12683.44000000 0.000609544213 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4ZA4 34416.85000000 PA USD 36416.75000000 0.001750126087 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CF4A4 296202.04000000 PA USD 301836.06000000 0.014505719560 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 800113.56000000 PA USD 680113.50000000 0.032685079774 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGU98 54312.60000000 PA USD 47023.34000000 0.002259860477 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 3.00000000 N N N N N N Stanley Black & Decker Inc 549300DJ09SMTO561131 854502101 101288.00000000 NS USD 6862262.00000000 0.329788455760 Long EC CORP US N 1 N N N Onslow Bay Financial LLC 254900YXEB756F6RCA13 67449DAA7 997445.13000000 PA USD 995583.20000000 0.047846008518 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 383689.60000000 PA USD 377128.55000000 0.018124146546 Long ABS-MBS USGA US N 2 2054-10-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X5XN8 387396.03000000 PA USD 325412.69000000 0.015638771664 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132L5AD5 1427319.77000000 PA USD 1291329.57000000 0.062059068098 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 293380.77000000 PA USD 253126.99000000 0.012164845810 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 3.00000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859BV3 1161000.00000000 PA USD 1199819.23000000 0.057661239260 Long DBT CORP US N 2 2033-03-01 Fixed 5.88000000 N N N N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 170657.00000000 NS USD 18396824.60000000 0.884119606002 Long EC CORP US N 1 N N N Freddie Mac - SCRT N/A 35563PLK3 269599.97000000 PA USD 252167.88000000 0.012118752641 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 20907.30000000 PA USD 20532.91000000 0.000986776179 Long ABS-MBS USGA US N 2 2039-11-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NGTB6 836936.85000000 PA USD 822523.20000000 0.039529043915 Long ABS-MBS USGSE US N 2 2053-05-01 Fixed 5.00000000 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109CH2 4915000.00000000 PA USD 4567299.48000000 0.219496522065 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 1562737.67000000 0.075102472471 Long ABS-MBS CORP US N 2 2052-11-15 Fixed 3.54000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133ARE50 1224998.95000000 PA USD 1060594.54000000 0.050970341198 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2U1 2814086.71000000 PA USD 2392004.07000000 0.114955582928 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMSR7 222368.11000000 PA USD 176603.84000000 0.008487275431 Long ABS-MBS USGSE US N 2 2051-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404WRQ1 28683.78000000 PA USD 29436.99000000 0.001414690880 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BW3Z4 692186.81000000 PA USD 681486.40000000 0.032751058976 Long ABS-MBS USGSE US N 2 2053-03-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGEZ0 112234.64000000 PA USD 93415.70000000 0.004489397147 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WD3L3 1021624.99000000 PA USD 950542.78000000 0.045681443749 Long ABS-MBS USGSE US N 2 2045-02-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WH5Q4 661407.50000000 PA USD 591947.89000000 0.028447992882 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 3.00000000 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAS8 1170000.00000000 PA USD 1215535.93000000 0.058416556709 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 6315500.00000000 0.303512018683 Long EP CORP US N 1 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VFE9 995000.00000000 PA USD 943065.54000000 0.045322100513 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 93331.67000000 0.004485358810 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.77000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AEXM4 30955.54000000 PA USD 1826.66000000 0.000087786123 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BVA54 95254.20000000 PA USD 93962.18000000 0.004515660031 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405UL72 33083.69000000 PA USD 33362.47000000 0.001603342667 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 2183655.29000000 PA USD 2175918.60000000 0.104570888572 Long ABS-CBDO CORP KY Y 2 2038-03-15 Floating 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ERCZ1 86899.92000000 PA USD 83769.25000000 0.004025805426 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 18436546.88000000 0.886028590151 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 4262072.66000000 PA USD 100670.58000000 0.004838054145 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.61000000 N N N N N N DUKE ENERGY CORP I1BZKREC126H0VB1BL91 26441CBT1 2858000.00000000 PA USD 2794365.06000000 0.134292356947 Long DBT CORP US N 2 2032-08-15 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PEH5 3830000.00000000 PA USD 4023755.18000000 0.193374722091 Long DBT CORP US N 2 2035-04-22 Fixed 5.77000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WHJY2 1138541.28000000 PA USD 1018961.74000000 0.048969540759 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419B5X9 302395.74000000 PA USD 292252.54000000 0.014045152146 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7E6 125748.28000000 PA USD 99842.27000000 0.004798246998 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405XTJ2 42945.31000000 PA USD 44025.25000000 0.002115777452 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 4946000.00000000 PA USD 4643740.30000000 0.223170135807 Long DBT CORP JP N 2 2029-01-14 Fixed 2.47000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312943UJ0 452663.15000000 PA USD 437972.20000000 0.021048187245 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 4.00000000 N N N N N N MARRIOTT INTERNATIONAL 225YDZ14ZO8E1TXUSU86 571903BE2 1871000.00000000 PA USD 1875429.37000000 0.090129895334 Long DBT CORP US N 2 2030-06-15 Fixed 4.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407PYP7 22325.49000000 PA USD 23332.65000000 0.001121326847 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 5081232.79000000 0.244195269019 Long ABS-CBDO CORP US Y 2 2038-05-15 Floating 5.73000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385JMS4 3095.00000000 PA USD 3196.67000000 0.000153626437 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401L6S7 32097.69000000 PA USD 32768.27000000 0.001574786442 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 4521000.00000000 PA USD 4528244.09000000 0.217619587498 Long DBT CORP GB N 2 2028-03-16 Fixed 4.45000000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 1027000.00000000 PA USD 750866.70000000 0.036085356326 Long DBT CORP US Y 2 2050-10-15 Fixed 3.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138A7PB8 164105.10000000 PA USD 163698.21000000 0.007867053150 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 11340346.28000000 PA USD 108283.30000000 0.005203908316 Long ABS-MBS USGSE US N 2 2027-07-25 Variable 0.70000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VDR2 1775000.00000000 PA USD 1665520.20000000 0.080042023285 Long DBT CORP US N 2 2039-03-15 Fixed 4.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140FDVW3 210229.98000000 PA USD 187913.70000000 0.009030807762 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 11035303.45000000 PA USD 59649.13000000 0.002866634131 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.41000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31415PNH7 8710.38000000 PA USD 8964.29000000 0.000430808289 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 70063.83000000 0.003367146620 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.46000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312934M58 197292.15000000 PA USD 200009.07000000 0.009612090347 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N BSPRT Issuer, Ltd. N/A 055983AE0 1817000.00000000 PA USD 1809758.89000000 0.086973885525 Long ABS-CBDO CORP KY Y 2 2037-02-15 Floating 6.35000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411CKK6 4404.52000000 PA USD 4554.93000000 0.000218902066 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 7830.10000000 PA USD 7783.90000000 0.000374080785 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 4.50000000 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBK9 2007000.00000000 PA USD 2102876.64000000 0.101060618169 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FXF4 19676.94000000 PA USD 20103.52000000 0.000966140438 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 391808.86000000 PA USD 392687.10000000 0.018871863578 Long ABS-O CORP US N 2 2028-02-18 Fixed 5.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405KU58 16163.89000000 PA USD 16694.89000000 0.000802327569 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DQDZ6 568602.31000000 PA USD 574799.02000000 0.027623847818 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 2512250.00000000 0.120734394574 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 1120891.77000000 0.053868121896 Long DBT CORP US N 2 2033-01-01 Fixed 4.94000000 N N N N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513CE3 3534000.00000000 PA USD 3754208.03000000 0.180420751760 Long DBT CORP US N 2 2034-05-19 Fixed 5.85000000 N N N N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345YAF3 1756000.00000000 PA USD 1744194.22000000 0.083822960761 Long DBT CORP US N 2 2029-03-15 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ETDS2 108115.13000000 PA USD 104215.83000000 0.005008432735 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N RPM INTERNATIONAL INC 549300TJCKW4BRXPJ474 749685AY9 1349000.00000000 PA USD 1189521.06000000 0.057166327002 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 3513635.89000000 0.168859270349 Long DBT CORP IT Y 2 2034-05-15 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M4C43 15932.58000000 PA USD 16490.26000000 0.000792493405 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MHTF6 34330.53000000 PA USD 29722.38000000 0.001428406231 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 3194965.78000000 0.153544535430 Long ABS-CBDO CORP JE Y 2 2036-10-20 Floating 6.02000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419CSC8 55103.54000000 PA USD 54978.22000000 0.002642158267 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QMZC1 1308074.30000000 PA USD 1097802.48000000 0.052758490510 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJMN7 91190.86000000 PA USD 91095.31000000 0.004377883212 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XVE2 13687.98000000 PA USD 13794.54000000 0.000662941759 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MMAA6 183929.79000000 PA USD 159410.60000000 0.007660998021 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 26442CBJ2 3779000.00000000 PA USD 3845108.58000000 0.184789275144 Long DBT CORP US N 2 2033-01-15 Fixed 4.95000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179TLR4 1143265.79000000 PA USD 1023312.40000000 0.049178625962 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404T5C3 20855.06000000 PA USD 21299.28000000 0.001023606597 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MZF7 56121.02000000 PA USD 56550.20000000 0.002717704909 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137H2NA8 1237840.00000000 PA USD 61601.11000000 0.002960442918 Long ABS-MBS USGSE US N 2 2031-07-25 Variable 1.04000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412LBD1 30317.97000000 PA USD 31709.29000000 0.001523893693 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405N4M4 57290.38000000 PA USD 57740.47000000 0.002774907229 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.50000000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 1353000.00000000 PA USD 1368546.58000000 0.065769984190 Long DBT CORP US N 2 2030-04-13 Fixed 4.63000000 N N N N N N ICON PLC 6354008SRQGEMC4XFI67 000000000 71593.00000000 NS USD 10413201.85000000 0.500440489977 Long EC CORP IE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EDC1 1164169.69000000 PA USD 967778.50000000 0.046509762674 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 738448.00000000 NS USD 34943359.36000000 1.679317479048 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133WJBZ1 77527.95000000 PA USD 74302.62000000 0.003570855544 Long ABS-MBS USGSE US N 2 2037-04-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWC68 466389.76000000 PA USD 370224.13000000 0.017792332049 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AVY2 117108.20000000 PA USD 109919.59000000 0.005282545586 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 115285.44000000 PA USD 112171.28000000 0.005390757917 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 5187801.53000000 PA USD 5175371.56000000 0.248719415661 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 2048142.30000000 PA USD 1833058.13000000 0.088093606745 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 265165.86000000 PA USD 259245.40000000 0.012458886024 Long ABS-MBS USGA US N 2 2040-03-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FZM7 39293.43000000 PA USD 40710.60000000 0.001956481100 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 68698.83000000 0.003301547078 Long ABS-MBS USGSE US N 2 2030-11-25 Variable 1.17000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405FTX0 29352.02000000 PA USD 29822.62000000 0.001433223592 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 1661407.38000000 PA USD 42977.62000000 0.002065430164 Long ABS-MBS USGSE US N 2 2031-08-25 Variable 0.61000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297VPS1 16431.86000000 PA USD 16716.64000000 0.000803372836 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H87F6 12445.68000000 PA USD 11959.51000000 0.000574753388 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137ATAP7 358661.48000000 PA USD 339135.12000000 0.016298247941 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 1751163.19000000 0.084157877419 Long ABS-CBDO CORP KY Y 2 2029-10-15 Floating 5.87000000 N N N N N N GENUINE PARTS CO 549300D46DQVEU651W04 372460AC9 3528000.00000000 PA USD 3072614.69000000 0.147664553431 Long DBT CORP US N 2 2032-02-01 Fixed 2.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417TNK0 74029.64000000 PA USD 73699.75000000 0.003541882653 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 4802897.19000000 0.230818940965 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 1722000.00000000 PA USD 1636907.20000000 0.078666931940 Long DBT CORP KY Y 2 2027-11-18 Fixed 2.53000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPF52 457088.99000000 PA USD 428592.35000000 0.020597407860 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412V4J4 22962.31000000 PA USD 23745.22000000 0.001141154248 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 822000.00000000 PA USD 838442.91000000 0.040294117673 Long DBT CORP US N 2 2027-11-17 Fixed 5.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36201XAB4 537.12000000 PA USD 543.54000000 0.000026121593 Long ABS-MBS USGA US N 2 2034-12-15 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EAN0 609509.59000000 PA USD 507178.20000000 0.024374108038 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAX9 1543000.00000000 PA USD 1517917.16000000 0.072948476197 Long DBT CORP US N 2 2030-04-15 Fixed 4.05000000 N N N N N N SPECTRA ENERGY PARTNERS 2HKVXE7U4NF5B6UGSU72 84756NAH2 783000.00000000 PA USD 772026.50000000 0.037102259756 Long DBT CORP US N 2 2026-10-15 Fixed 3.38000000 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 510713.00000000 NS USD 11439971.20000000 0.549785250984 Long EC CORP US N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFX2 1361000.00000000 PA USD 1351577.42000000 0.064954475679 Long DBT CORP US N 2 2026-04-19 Fixed 3.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAN6 886000.00000000 PA USD 699666.99000000 0.033624786721 Long DBT CORP US N 2 2049-01-23 Fixed 3.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ES43 765177.32000000 PA USD 751541.47000000 0.036117784606 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 5.00000000 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 94106LBW8 5465000.00000000 PA USD 5540002.43000000 0.266242945299 Long DBT CORP US N 2 2034-02-15 Fixed 4.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PGR5 17713.66000000 PA USD 17781.18000000 0.000854532790 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 5406.89000000 PA USD 5349.01000000 0.000257064179 Long ABS-MBS USGA US N 2 2033-09-15 Fixed 4.50000000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109AX2 458000.00000000 PA USD 429296.43000000 0.020631244728 Long DBT CORP US N 2 2031-01-15 Fixed 3.25000000 N N N N N N REPUBLIC SERVICES INC NKNQHM6BLECKVOQP7O46 760759AX8 804000.00000000 PA USD 685730.51000000 0.032955023571 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C5H3 133592.49000000 PA USD 129508.78000000 0.006223968213 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KE2N7 67173.35000000 PA USD 57077.99000000 0.002743069585 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ARB31 127906.89000000 PA USD 118832.06000000 0.005710863496 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 216443.68000000 PA USD 194682.67000000 0.009356112766 Long ABS-MBS USGA US N 2 2045-04-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWEN9 21754.52000000 PA USD 21819.18000000 0.001048592093 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.50000000 N N N N N N PFP III N/A 69382JAB7 2892000.00000000 PA USD 2886001.99000000 0.138696269481 Long ABS-CBDO CORP KY Y 2 2042-12-18 Floating 6.06000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410F5D3 143332.85000000 PA USD 145314.37000000 0.006983557561 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BJF65 83199.90000000 PA USD 79748.74000000 0.003832586662 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 2176000.00000000 PA USD 2142983.70000000 0.102988094179 Long DBT CORP IE N 2 2027-07-21 Fixed 3.65000000 N N N N N N PG&E Corp 8YQ2GSDWYZXO2EDN3511 69331C108 1332129.00000000 NS USD 18569878.26000000 0.892436265916 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404T4V2 20901.49000000 PA USD 21395.79000000 0.001028244701 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.50000000 N N N N N N BROWN & BROWN INC 549300PC8KTJ71XKFY89 115236AE1 2009000.00000000 PA USD 1922199.43000000 0.092377583613 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 745505.58000000 0.035827710161 Long DBT CORP US N 2 2029-08-08 Fixed 3.90000000 N N N N N N MF1 Multifamily Housing Mortgage Loan Trust N/A 55287KAA1 2057523.00000000 PA USD 2060091.82000000 0.099004453639 Long ABS-CBDO CORP US Y 2 2042-05-18 Floating 5.80000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36200WJU6 28252.24000000 PA USD 29743.32000000 0.001429412571 Long ABS-MBS USGA US N 2 2034-04-15 Fixed 6.00000000 N N N N N N Organon & Co 549300AMCKY57OK2CO56 68622V106 133281.00000000 NS USD 1290160.08000000 0.062002864429 Long EC CORP US N 1 N N N AREIT CRE Trust N/A 04002VAE1 3088500.00000000 PA USD 3065024.99000000 0.147299805562 Long ABS-CBDO CORP KY Y 2 2037-01-20 Floating 6.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132WJUV1 338040.30000000 PA USD 312052.22000000 0.014996690559 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EBT5 22439.84000000 PA USD 22266.12000000 0.001070071257 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KCV6 11110.70000000 PA USD 11290.13000000 0.000542584141 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 217110.78000000 PA USD 194739.83000000 0.009358859776 Long ABS-MBS USGA US N 2 2048-02-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404MBT4 10740.97000000 PA USD 10964.06000000 0.000526913780 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31381QC53 218697.17000000 PA USD 218944.54000000 0.010522096320 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 83434.77000000 PA USD 82671.52000000 0.003973050419 Long ABS-MBS USGA US N 2 2034-06-15 Fixed 5.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31335ALX4 131969.60000000 PA USD 131668.62000000 0.006327766392 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 117618.20000000 0.005652527482 Long DBT CORP US N 2 2046-11-01 Fixed 3.98000000 N N N N N N Kenvue Inc 5493008HSF8L4M2LIJ82 49177J102 1393276.00000000 NS USD 29161266.68000000 1.401440094594 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296R3K2 78283.13000000 PA USD 79016.15000000 0.003797379652 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 206404.20000000 0.009919429246 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.95000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405CJ34 36643.17000000 PA USD 38244.88000000 0.001837982856 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 159523.59000000 0.007666428125 Long ABS-MBS USGSE US N 2 2031-09-25 Variable 0.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QKQL5 417880.23000000 PA USD 349437.74000000 0.016793374059 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MJE68 554985.58000000 PA USD 461742.72000000 0.022190557368 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 7965.49000000 PA USD 8394.68000000 0.000403433817 Long ABS-MBS USGA US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31409VYW7 20945.06000000 PA USD 21587.37000000 0.001037451705 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 4268970.08000000 PA USD 3628679.55000000 0.174388069887 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31398W3B8 111813.56000000 PA USD 114720.61000000 0.005513274313 Long ABS-MBS USGSE US N 2 2040-01-15 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCR5 4380000.00000000 PA USD 3855906.63000000 0.185308210771 Long DBT CORP US N 2 2032-11-08 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408ENZ1 52404.29000000 PA USD 53916.28000000 0.002591123265 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFLK3 304840.87000000 PA USD 252995.67000000 0.012158534798 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 61032.48000000 PA USD 60546.22000000 0.002909746727 Long ABS-MBS CORP US N 2 2036-10-25 Variable 5.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407TH78 15814.37000000 PA USD 16041.15000000 0.000770909954 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 26981068.80000000 NS USD 26983766.91000000 1.296793217723 Long EC RF US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202DYK1 6660.06000000 PA USD 6707.31000000 0.000322341730 Long ABS-MBS USGA US N 2 2033-07-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ABC35 146272.02000000 PA USD 10534.91000000 0.000506289573 Long ABS-MBS USGSE US N 2 2033-02-25 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J8ZX1 181304.77000000 PA USD 163841.76000000 0.007873951915 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 960127.02000000 PA USD 964886.08000000 0.046370757966 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 50039.36000000 0.002404805188 Long ABS-MBS USGSE US N 2 2031-05-25 Variable 1.32000000 N N N N N N Fannie Mae - CAS N/A 20754TAB8 735195.11000000 PA USD 735652.03000000 0.035354165572 Long ABS-MBS USGSE US Y 2 2045-02-25 Floating 5.31000000 N N N N N N FAIRFAX FINL HLDGS LTD GLS7OQD0WOEDI8YAP031 303901BL5 3838000.00000000 PA USD 3941693.74000000 0.189430991063 Long DBT CORP CA N 2 2032-08-16 Fixed 5.63000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38141G104 59143.00000000 NS USD 41858458.25000000 2.011645184455 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M6JU3 18769.38000000 PA USD 19067.58000000 0.000916354951 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EHGM8 176902.03000000 PA USD 170821.13000000 0.008209368379 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 5082842.58000000 0.244272632745 Long ABS-CBDO CORP KY Y 2 2037-01-15 Floating 6.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31408DV50 80114.14000000 PA USD 83728.23000000 0.004023834076 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N ROPER TECHNOLOGIES INC 54930003T4SXCIWVXY35 776743AJ5 1231000.00000000 PA USD 1093897.79000000 0.052570837855 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CM43 140172.09000000 PA USD 132368.25000000 0.006361389401 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 318296.64000000 PA USD 281664.00000000 0.013536285207 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 1203904.15000000 PA USD 1183317.52000000 0.056868195588 Long ABS-MBS USGA US N 2 2054-12-20 Fixed 5.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PBP0 449000.00000000 PA USD 415190.36000000 0.019953331375 Long DBT CORP US N 2 2031-05-13 Fixed 2.96000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403FQY3 5474.28000000 PA USD 5548.47000000 0.000266649882 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405N2Z7 42160.37000000 PA USD 42300.86000000 0.002032906248 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 129165.00000000 NS USD 10515322.65000000 0.505348239190 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B4H99 578591.86000000 PA USD 463694.82000000 0.022284371921 Long ABS-MBS USGSE US N 2 2052-02-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MGE98 40303.17000000 PA USD 35250.21000000 0.001694064190 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 844475.21000000 0.040584019589 Long ABS-CBDO CORP KY Y 2 2038-12-15 Floating 6.48000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PFB3 1975000.00000000 PA USD 1974241.56000000 0.094878638467 Long DBT CORP US N 2 2034-04-15 Fixed 5.00000000 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 373334KN0 138000.00000000 PA USD 102854.04000000 0.004942987461 Long DBT CORP US N 2 2050-01-30 Fixed 3.70000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CEF4 19407000.00000000 PA USD 18992326.94000000 0.912738419611 Long DBT UST US N 2 2027-03-31 Fixed 2.50000000 N N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AX4 485000.00000000 PA USD 484188.61000000 0.023269268061 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179W2V9 167698.56000000 PA USD 148387.10000000 0.007131227656 Long ABS-MBS USGA US N 2 2052-04-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KT22 21404.62000000 PA USD 21718.16000000 0.001043737247 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 50212YAF1 3770000.00000000 PA USD 3607073.30000000 0.173349710841 Long DBT CORP US Y 2 2031-05-15 Fixed 4.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405HBL1 16512.55000000 PA USD 16870.56000000 0.000810769966 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMY58 87649.04000000 PA USD 73083.33000000 0.003512258573 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417SBQ2 62267.99000000 PA USD 63042.16000000 0.003029697291 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 931443.93000000 0.044763586016 Long DBT CORP NL Y 2 2025-10-14 Fixed 7.05000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MQDD8 1317621.74000000 PA USD 1188173.42000000 0.057101561752 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EKS8 553219.32000000 PA USD 515386.12000000 0.024768566492 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 3602578.95000000 0.173133720145 Long DBT CORP IT Y 2 2028-09-12 Fixed 4.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385XQ91 81851.15000000 PA USD 83778.07000000 0.004026229300 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140AD6B2 3040910.91000000 PA USD 3092203.20000000 0.148605943379 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 609988.00000000 NS USD 55655305.12000000 2.674697808155 Long EC CORP US N 1 N N N Dryden Senior Loan Fund 549300ENU7ZZLTPT3E22 26250UAQ8 630701.37000000 PA USD 630813.00000000 0.030315782921 Long ABS-CBDO CORP KY Y 2 2029-04-15 Floating 5.42000000 N N N N N N STELLANTIS FIN US INC 549300QZ0AI8Q7LNON33 85855CAB6 2741000.00000000 PA USD 2316453.47000000 0.111324751621 Long DBT CORP US Y 2 2031-09-15 Fixed 2.69000000 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAH4 2426000.00000000 PA USD 2384228.60000000 0.114581907273 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 182584.92000000 0.008774715802 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.78000000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBY5 708000.00000000 PA USD 667963.47000000 0.032101170324 Long DBT CORP GB N 2 2053-02-10 Fixed 5.63000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401XPX9 50098.76000000 PA USD 50553.16000000 0.002429497528 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 615658.09000000 PA USD 574499.04000000 0.027609431297 Long ABS-MBS USGA US N 2 2041-12-15 Fixed 3.50000000 N N N N N N PRM Trust N/A 74277DAA0 1517909.00000000 PA USD 1504850.88000000 0.072320533355 Long ABS-MBS CORP US Y 2 2033-07-05 Variable 4.48000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 138744.00000000 NS USD 16371792.00000000 0.786800037904 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 1354425.00000000 NS USD 32831262.00000000 1.577813729006 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137BSLS0 38546.80000000 PA USD 3453.35000000 0.000165962034 Long ABS-MBS USGSE US N 2 2044-08-15 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133B6UA6 864549.35000000 PA USD 719954.60000000 0.034599774207 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404YM82 8174.79000000 PA USD 8175.37000000 0.000392894157 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132XVEW9 194205.22000000 PA USD 171457.76000000 0.008239963717 Long ABS-MBS USGSE US N 2 2047-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XEAU8 1064349.96000000 PA USD 929662.75000000 0.044677985582 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XCST6 1193743.47000000 PA USD 898552.35000000 0.043182873508 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 2282590.26000000 PA USD 1859202.43000000 0.089350056633 Long ABS-MBS USGA US N 2 2052-01-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133A62T7 57454.10000000 PA USD 50975.94000000 0.002449815605 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XKJJ0 672095.99000000 PA USD 661956.28000000 0.031812475152 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ENSU4 58298.04000000 PA USD 57949.82000000 0.002784968229 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407JUK6 13524.64000000 PA USD 13911.48000000 0.000668561693 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31390PGK7 37564.77000000 PA USD 38798.82000000 0.001864604256 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128P8E23 91160.71000000 PA USD 89864.10000000 0.004318713387 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 23094.90000000 PA USD 24373.69000000 0.001171357430 Long ABS-MBS USGA US N 2 2032-10-15 Fixed 6.00000000 N N N N N N Avery Dennison Corp 549300PW7VPFCYKLIV37 053611109 17024.00000000 NS USD 2987201.28000000 0.143559732516 Long EC CORP US N 1 N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FYUN4 1837683.00000000 PA USD 68354.09000000 0.003284979469 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 0.83000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYE3 663300.33000000 PA USD 639812.20000000 0.030748268925 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WHFH5 75233.22000000 PA USD 76350.98000000 0.003669296186 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.00000000 N N N N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 35661.00000000 NS USD 7472049.33000000 0.359093781307 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419HBF8 32590.94000000 PA USD 32996.42000000 0.001585750937 Long ABS-MBS USGSE US N 2 2040-11-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138X6UA1 1089494.67000000 PA USD 1020799.80000000 0.049057874747 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJC32 11036.46000000 PA USD 11429.44000000 0.000549279139 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 6171915.89000000 PA USD 47212.07000000 0.002268930515 Long ABS-MBS USGSE US N 2 2027-08-25 Variable 0.54000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140NKC74 59606.48000000 PA USD 58759.50000000 0.002823880050 Long ABS-MBS USGSE US N 2 2053-04-01 Fixed 5.00000000 N N N N N N Aon PLC 635400FALWQYX5E6QC64 000000000 81278.00000000 NS USD 28996739.28000000 1.393533192004 Long EC CORP IE N 1 N N N UMBS, TBA N/A 01F022683 25000.00000000 PA USD 20730.13000000 0.000996254232 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 2.50000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 694308JW8 1333000.00000000 PA USD 1265950.01000000 0.060839370293 Long DBT CORP US N 2 2028-06-15 Fixed 3.00000000 N N N N N N PHILLIPS 66 5493005JBO5YSIGK1814 718546AW4 2775000.00000000 PA USD 2443753.91000000 0.117442590830 Long DBT CORP US N 2 2030-12-15 Fixed 2.15000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJS43 95431.96000000 PA USD 89556.63000000 0.004303936910 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297BAX0 42763.01000000 PA USD 44820.42000000 0.002153991948 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CLH5 435861.22000000 PA USD 414380.15000000 0.019914394082 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 4764398.42000000 0.228968756593 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBH2 120867.34000000 PA USD 99380.39000000 0.004776049843 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 18393.21000000 0.000883945894 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 1906628.46000000 PA USD 1884026.49000000 0.090543058068 Long ABS-MBS USGA US N 2 2052-12-20 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404WXR2 17194.13000000 PA USD 17962.65000000 0.000863253924 Long ABS-MBS USGSE US N 2 2034-06-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J93Z9 218450.47000000 PA USD 196866.47000000 0.009461062421 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296YLB7 18725.89000000 PA USD 19507.56000000 0.000937499630 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 716000.00000000 PA USD 821668.12000000 0.039487950247 Long DBT CORP US Y 2 2037-10-15 Fixed 7.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EE30 600901.23000000 PA USD 520444.51000000 0.025011663976 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.00000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBS4 1931000.00000000 PA USD 1710830.22000000 0.082219544564 Long DBT CORP US N 2 2031-05-15 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412WHE9 13013.05000000 PA USD 13440.54000000 0.000645929131 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.50000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAJ2 1589000.00000000 PA USD 1541513.82000000 0.074082490909 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 918331.47000000 0.044133423842 Long DBT CORP US N 2 2030-06-01 Fixed 3.40000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136ASG67 234334.47000000 PA USD 43416.62000000 0.002086527746 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 4477.07000000 PA USD 4439.97000000 0.000213377287 Long ABS-MBS USGA US N 2 2033-10-15 Fixed 4.50000000 N N N N N N Altria Group Inc XSGZFLO9YTNO9VCQV219 02209S103 86485.00000000 NS USD 5070615.55000000 0.243685022808 Long EC CORP US N 1 N N N LKQ Corp DS830JTTZQN6GK0I2E41 501889208 314777.00000000 NS USD 11649896.77000000 0.559873911189 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36291F4X3 21710.60000000 PA USD 22335.48000000 0.001073404579 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XFGA3 1006991.33000000 PA USD 847208.41000000 0.040715372458 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 4330758.68000000 PA USD 48762.61000000 0.002343446789 Long ABS-MBS USGSE US N 2 2027-06-25 Variable 0.87000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296UUQ2 59247.46000000 PA USD 59288.51000000 0.002849303357 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 64565.17000000 0.003102890520 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.38000000 N N N N N N VIRGINIA POWER FUEL SEC 254900BELJ95ONW6U791 92808VAA0 891302.95000000 PA USD 896124.38000000 0.043066189464 Long DBT CORP US N 2 2027-05-01 Fixed 5.09000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406V2P0 68994.01000000 PA USD 69976.31000000 0.003362940560 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HHFV2 9657.32000000 PA USD 9332.35000000 0.000448496617 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404QW70 37388.03000000 PA USD 37661.58000000 0.001809950466 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140N55Y6 1851908.25000000 PA USD 1856548.60000000 0.089222518148 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.50000000 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 49177JAK8 778000.00000000 PA USD 789508.79000000 0.037942428409 Long DBT CORP US N 2 2033-03-22 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389MRC3 4810.83000000 PA USD 4968.87000000 0.000238795307 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 329791.36000000 0.015849202979 Long DBT CORP NL Y 2 2047-05-25 Fixed 4.75000000 N N N N N N Aon Corp LTS3U8DGK38SETRUWX71 037389BB8 1872000.00000000 PA USD 1881068.10000000 0.090400882956 Long DBT CORP US N 2 2028-12-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140K5AX5 134021.67000000 PA USD 112701.68000000 0.005416248025 Long ABS-MBS USGSE US N 2 2050-02-01 Fixed 2.50000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DY3 2392000.00000000 PA USD 2412271.03000000 0.115929578010 Long DBT CORP US N 2 2033-06-01 Fixed 5.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHHS9 1170378.73000000 PA USD 928361.68000000 0.044615458406 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 993.62000000 0.000047751660 Long ABS-MBS CORP US N 2 2035-12-25 Variable 3.52000000 Y Y N N N N UMBS, TBA N/A 01F020687 1375000.00000000 PA USD 1088802.48000000 0.052325966060 Long ABS-MBS USGSE US N 2 2054-08-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406FCH2 9212.26000000 PA USD 9320.87000000 0.000447944908 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417AYG8 107654.42000000 PA USD 103842.28000000 0.004990480568 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 4.00000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FEBU3 11210000.00000000 PA USD 84252.12000000 0.004049011324 Long ABS-MBS USGSE US N 2 2027-12-25 Variable 0.42000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEVB2 178903.10000000 PA USD 166121.58000000 0.007983516125 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297UKW9 78431.82000000 PA USD 79667.77000000 0.003828695383 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDS9 5632174.92000000 PA USD 4881962.35000000 0.234618675953 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HMPP3 8466.14000000 PA USD 8207.87000000 0.000394456051 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 5286131.75000000 0.254042359032 Long ABS-CBDO CORP KY Y 2 2036-07-15 Floating 6.18000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407HQF6 8636.48000000 PA USD 8906.88000000 0.000428049264 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 1123945.69000000 0.054014888015 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 76077.56000000 0.003656156094 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 0.32000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407J4F6 5016.68000000 PA USD 5173.90000000 0.000248648695 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417G2Y1 366394.61000000 PA USD 343256.02000000 0.016496291276 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 2388438.82000000 0.114784243173 Long ABS-MBS CORP US Y 2 2039-06-10 Variable 6.20000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31400HAZ6 5797.07000000 PA USD 5797.48000000 0.000278616872 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 67257.63000000 0.003232285496 Long ABS-MBS USGSE US N 2 2030-04-25 Variable 1.91000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. S6XOOCT0IEG5ABCC6L87 3137FUZG2 3334078.00000000 PA USD 256186.55000000 0.012311882978 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.91000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XBT2 731614.85000000 PA USD 683571.60000000 0.032851270086 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241L4N3 241784.06000000 PA USD 234587.80000000 0.011273884369 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 88000.00000000 PA USD 91783.44000000 0.004410953551 Long DBT CORP CA N 2 2033-12-07 Fixed 6.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 617446448 100652.00000000 NS USD 14177840.72000000 0.681362529886 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418D7K2 464781.84000000 PA USD 424643.90000000 0.020407652174 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 1902629.60000000 0.091437091394 Long ABS-CBDO CORP KY Y 2 2039-04-15 Floating 5.47000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179SLR6 266093.73000000 PA USD 238868.22000000 0.011479593959 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 2390000.00000000 PA USD 2783118.07000000 0.133751846039 Long DBT CORP US N 2 2033-07-15 Fixed 8.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404LSA9 24799.48000000 PA USD 24801.65000000 0.001191924449 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31385W2A6 21182.15000000 PA USD 21878.01000000 0.001051419361 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 2680327.80000000 0.128811923254 Long ABS-CBDO CORP US Y 2 2040-02-18 Floating 5.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GNH1 71636.05000000 PA USD 75179.41000000 0.003612992556 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132A5HA6 71324.11000000 PA USD 63118.33000000 0.003033357889 Long ABS-MBS USGSE US N 2 2047-07-01 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138W9A75 136622.92000000 PA USD 131417.60000000 0.006315702805 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 4.00000000 N N N N N N Diageo PLC 213800ZVIELEA55JMJ32 000000000 232762.00000000 NS 5840472.52000000 0.280683018701 Long EC CORP GB N 1 N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 035240AM2 697000.00000000 PA USD 650349.20000000 0.031254658940 Long DBT CORP US N 2 2038-04-15 Fixed 4.38000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AX8 4316000.00000000 PA USD 3902005.31000000 0.187523633687 Long DBT CORP GB Y 2 2030-09-10 Fixed 2.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GS6D6 337814.37000000 PA USD 317720.49000000 0.015269097822 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 369248.92000000 0.017745465142 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.66000000 N N N N N N Bank N/A 06541DBH6 1872416.00000000 PA USD 1960654.35000000 0.094225660630 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 2290030.18000000 0.110054893955 Long DBT CORP DE N 2 2029-01-18 Fixed 6.72000000 N N N N N N JERSEY CENTRAL PWR & LT 549300W9UGH9ZPLNPF79 476556DF9 629000.00000000 PA USD 627140.50000000 0.030139288916 Long DBT CORP US N 2 2035-01-15 Fixed 5.10000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202FSD9 132060.79000000 PA USD 126283.53000000 0.006068968271 Long ABS-MBS USGA US N 2 2041-04-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KHJ8 21332.82000000 PA USD 22255.18000000 0.001069545500 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DDQ8 133170.74000000 PA USD 138792.43000000 0.006670124393 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KFYV1 69211.92000000 PA USD 58601.73000000 0.002816297897 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403QPM6 59480.60000000 PA USD 60781.08000000 0.002921033693 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31292HYT5 123526.02000000 PA USD 125142.72000000 0.006014142913 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XHKM8 904317.33000000 PA USD 680202.19000000 0.032689342063 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 192432.99000000 PA USD 192634.64000000 0.009257687982 Long ABS-O CORP US Y 2 2026-07-15 Fixed 5.61000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCP8 700000.00000000 PA USD 701873.02000000 0.033730804712 Long DBT CORP US N 2 2033-02-06 Fixed 4.90000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KG4A8 217265.23000000 PA USD 184382.94000000 0.008861125537 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 1564000.00000000 PA USD 1653457.20000000 0.079462296346 Long DBT CORP US N 2 2032-11-17 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DMY1 19934.57000000 PA USD 20833.24000000 0.001001209520 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405MWY9 2299.40000000 PA USD 2331.37000000 0.000112041614 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 2791000.00000000 PA USD 3531978.74000000 0.169740796029 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 41211.51000000 0.001980553969 Long ABS-MBS USGSE US N 2 2030-09-25 Variable 1.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416QUP8 55620.27000000 PA USD 56374.02000000 0.002709238003 Long ABS-MBS USGSE US N 2 2039-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QFA66 976482.62000000 PA USD 824200.96000000 0.039609674162 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.50000000 N N N N N N Glencore PLC 2138002658CPO9NBH955 000000000 1065078.00000000 NS 4146172.38000000 0.199257881222 Long EC CORP JE N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MNM37 273652.02000000 PA USD 238870.95000000 0.011479725158 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 3.00000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 87612GAC5 2157000.00000000 PA USD 2273270.97000000 0.109249475278 Long DBT CORP US N 2 2033-03-15 Fixed 6.13000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XHV1 1241230.37000000 PA USD 1098489.49000000 0.052791507024 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31427NMZ9 728637.29000000 PA USD 754113.82000000 0.036241407303 Long ABS-MBS USGSE US N 2 2054-11-01 Fixed 6.50000000 N N N N N N Electronic Arts Inc 549300O7A67PUEYKDL45 285512109 65264.00000000 NS USD 10422660.80000000 0.500895070771 Long EC CORP US N 1 N N N McKesson Corp 549300WZWOM80UCFSF54 58155Q103 16721.00000000 NS USD 12252814.38000000 0.588849089862 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31296XUR4 14939.62000000 PA USD 15360.38000000 0.000738193324 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X54P5 803467.01000000 PA USD 675110.62000000 0.032444650005 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 276087.09000000 0.013268268548 Long DBT CORP US Y 2 2030-05-27 Fixed 2.60000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DTZL7 743797.19000000 PA USD 773287.47000000 0.037162859796 Long ABS-MBS USGSE US N 2 2054-09-01 Fixed 6.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128MJCF5 13327.18000000 PA USD 13986.84000000 0.000672183365 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407B3J6 80776.22000000 PA USD 81959.57000000 0.003938835332 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405WUU7 47936.53000000 PA USD 47939.94000000 0.002303910690 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 1602000.00000000 PA USD 1443460.46000000 0.069370215834 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKD0 3265000.00000000 PA USD 2877643.83000000 0.138294590752 Long DBT CORP US N 2 2032-10-20 Fixed 2.57000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EDF3 23279.39000000 PA USD 23893.59000000 0.001148284654 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 1779000.00000000 PA USD 1700231.23000000 0.081710175416 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N Provident Funding Mortgage Trust N/A 74389DAD9 3706622.97000000 PA USD 3710706.93000000 0.178330164051 Long ABS-MBS CORP US Y 2 2055-06-25 Variable 5.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CLW9 19800000.00000000 PA USD 19864968.75000000 0.954676077332 Long DBT UST US N 2 2034-11-15 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406J2E2 119211.97000000 PA USD 123031.44000000 0.005912678444 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407YD63 61606.23000000 PA USD 64383.34000000 0.003094152085 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140HF7H6 103767.48000000 PA USD 87818.46000000 0.004220403463 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31389QXF0 20767.71000000 PA USD 21449.95000000 0.001030847537 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 2370354.36000000 0.113915135270 Long DBT MUN US N 2 2042-12-01 Fixed 6.08000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXAE0 18566.64000000 PA USD 18503.41000000 0.000889241916 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 4.50000000 N N N N N N Smurfit WestRock PLC 635400EGSEOPDW2EXS14 000000000 99477.00000000 NS USD 4292432.55000000 0.206286892298 Long EC CORP IE N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179WXH6 5457170.34000000 PA USD 4445635.47000000 0.213649559944 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 97342.41000000 PA USD 90744.10000000 0.004361004667 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 644860.64000000 0.030990888229 Long ABS-O CORP US Y 2 2027-07-20 Fixed 4.69000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405T3U4 27259.77000000 PA USD 28243.07000000 0.001357313148 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.00000000 N N N N N N BOSTON PROPERTIES LP BVHHEFJI6SHNOKQT2572 10112RBE3 1244000.00000000 PA USD 1049458.22000000 0.050435148899 Long DBT CORP US N 2 2032-04-01 Fixed 2.55000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31376KTN6 199085.18000000 PA USD 205465.39000000 0.009874311659 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J7RK0 239162.90000000 PA USD 216276.34000000 0.010393867238 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 923382.72000000 0.044376178190 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 159778.52000000 0.007678679621 Long ABS-MBS USGSE US N 2 2031-11-25 Variable 0.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419LZZ9 249067.78000000 PA USD 240713.84000000 0.011568291268 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JNDC8 1020330.98000000 PA USD 956032.19000000 0.045945255310 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ECQ1 1157176.78000000 PA USD 961963.86000000 0.046230321122 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132JADZ5 195660.57000000 PA USD 177181.48000000 0.008515035811 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297C5V8 45762.35000000 PA USD 47569.03000000 0.002286085396 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 859172.87000000 0.041290363735 Long DBT CORP DE N 2 2027-07-13 Fixed 7.15000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELX6 253523.39000000 PA USD 249962.99000000 0.012012789437 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LQ2S2 123987.11000000 PA USD 119570.59000000 0.005746355972 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 96840.07000000 PA USD 86962.50000000 0.004179267504 Long ABS-MBS USGA US N 2 2046-04-20 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EGG9 2541488.96000000 PA USD 2202447.29000000 0.105845811579 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 826000.00000000 PA USD 792134.65000000 0.038068622704 Long DBT CORP US N 2 2050-05-01 Fixed 5.81000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WFUW4 288676.72000000 PA USD 267992.58000000 0.012879260382 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 1446099.17000000 0.069497027678 Long DBT CORP GB Y 2 2030-04-01 Fixed 5.63000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46647PCU8 1684000.00000000 PA USD 1513631.25000000 0.072742502767 Long DBT CORP US N 2 2033-01-25 Fixed 2.96000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179YHS6 2273151.08000000 PA USD 2286692.60000000 0.109894495627 Long ABS-MBS USGA US N 2 2053-10-20 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WGHU1 253695.03000000 PA USD 235363.52000000 0.011311164132 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 3.50000000 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 04505AAA7 3748000.00000000 PA USD 3795717.55000000 0.182415627575 Long DBT CORP US Y 2 2032-08-11 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31401KVB8 4145.00000000 PA USD 4145.29000000 0.000199215475 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3131WGVK2 41770.30000000 PA USD 42866.96000000 0.002060112036 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 7010670.96000000 0.336920733971 Long DBT UST US N 2 2043-05-15 Fixed 2.88000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EK6N0 355318.65000000 PA USD 342405.13000000 0.016455398972 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 4.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NCC7 1870000.00000000 PA USD 1921266.31000000 0.092332739478 Long DBT CORP CA N 2 2034-04-05 Fixed 5.63000000 N N N N N N T-Mobile US Inc 549300QHIJYOHPACPG31 872590104 10167.00000000 NS USD 2422389.42000000 0.116415850352 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KNEG4 1092206.37000000 PA USD 917460.48000000 0.044091565568 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 2.50000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 000000000 1010327.00000000 NS 14721147.74000000 0.707472926593 Long EC CORP GB N 1 N N N Interpublic Group of Cos Inc/The 5493008IUOJ5VWTRC333 460690100 47386.00000000 NS USD 1160009.28000000 0.055748041843 Long EC CORP US N 1 N N N Travelers Cos Inc/The 549300Y650407RU8B149 89417E109 23930.00000000 NS USD 6402232.20000000 0.307680218367 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFH4 4332080.84000000 PA USD 4182446.87000000 0.201001170540 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.50000000 N N N N N N UMBS, TBA N/A 01F020679 1375000.00000000 PA USD 1088157.95000000 0.052294991061 Long ABS-MBS USGSE US N 2 2054-07-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407BTX7 8257.36000000 PA USD 8376.64000000 0.000402566846 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.00000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 26884LAR0 2788000.00000000 PA USD 2882701.19000000 0.138537638736 Long DBT CORP US N 2 2034-02-01 Fixed 5.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DCF3 10196.24000000 PA USD 10491.05000000 0.000504181737 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128KKDH9 22274.44000000 PA USD 23307.20000000 0.001120103764 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 4286000.00000000 PA USD 4099596.59000000 0.197019529224 Long DBT CORP US N 2 2030-03-01 Fixed 3.27000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405GRV4 8325.98000000 PA USD 8419.46000000 0.000404624701 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 251843.56000000 0.012103166382 Long DBT CORP AU Y 2 2027-07-15 Fixed 4.25000000 N N N N N N ARDN 2025-ARCP Mortgage Trust N/A 039961AA5 3949000.00000000 PA USD 3948980.26000000 0.189781168625 Long ABS-MBS CORP US Y 2 2035-06-15 Floating 6.05000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWDY6 1693600.20000000 PA USD 1407903.45000000 0.067661407366 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WEXT1 197472.47000000 PA USD 183405.36000000 0.008814144731 Long ABS-MBS USGSE US N 2 2045-06-01 Fixed 3.50000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAS0 1257000.00000000 PA USD 1219283.87000000 0.058596676230 Long DBT CORP US N 2 2032-11-15 Fixed 4.30000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406BYJ3 44286.84000000 PA USD 45706.03000000 0.002196552835 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403QPV6 131883.90000000 PA USD 137188.82000000 0.006593057667 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XGQ69 962848.24000000 PA USD 842579.15000000 0.040492898221 Long ABS-MBS USGSE US N 2 2051-12-01 Fixed 3.00000000 N N N N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 00131LAJ4 2338000.00000000 PA USD 2241703.27000000 0.107732386155 Long DBT CORP HK Y 2 2030-04-07 Fixed 3.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MRAH0 21927.79000000 PA USD 19893.09000000 0.000956027536 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138WHNH1 907852.71000000 PA USD 838500.62000000 0.040296891116 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3.50000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 210.00000000 NC USD 213991.26000000 0.010284050241 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVU5 Comdty 2025-09-30 22676008.74000000 USD 213991.26000000 N N N Affirm Inc N/A 00834MAA1 508773.02000000 PA USD 509249.23000000 0.024473638161 Long ABS-O CORP US Y 2 2030-04-15 Fixed 5.08000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AM2 1998000.00000000 PA USD 2009457.95000000 0.096571077327 Long DBT CORP US N 2 2028-09-15 Fixed 4.70000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KMZB4 788290.23000000 PA USD 661792.20000000 0.031804589750 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406NYG3 15963.20000000 PA USD 16406.09000000 0.000788448340 Long ABS-MBS USGSE US N 2 2035-05-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31404EPN0 10919.93000000 PA USD 11156.44000000 0.000536159231 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297DLZ9 806.37000000 PA USD 833.71000000 0.000040066662 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405KSX0 6640.90000000 PA USD 6682.61000000 0.000321154691 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140KGJG9 173381.20000000 PA USD 146291.47000000 0.007030515299 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CV68 235311.88000000 PA USD 226554.14000000 0.010887800549 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 1566243.72000000 0.075270967177 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 5100509.94000000 PA USD 203133.93000000 0.009762265720 Long ABS-MBS USGSE US N 2 2029-08-25 Variable 1.26000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31419ANB9 272722.01000000 PA USD 263602.09000000 0.012668261018 Long ABS-MBS USGSE US N 2 2040-09-01 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140MF4H3 91263.48000000 PA USD 87455.08000000 0.004202940048 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BB3C1 277348.45000000 PA USD 252319.67000000 0.012126047406 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 2016887.52000000 PA USD 1888592.60000000 0.090762497426 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 1800322.42000000 0.086520385080 Long ABS-CBDO CORP KY Y 2 2034-08-15 Floating 6.03000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DF54 19042.27000000 PA USD 19190.84000000 0.000922278614 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 1018586.98000000 PA USD 829648.32000000 0.039871464872 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133BRSY1 119088.36000000 PA USD 117211.80000000 0.005632996600 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 4555535.17000000 0.218931149652 Long DBT UST US N 2 2053-08-15 Fixed 4.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31406B2N9 37333.73000000 PA USD 38039.36000000 0.001828105920 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.50000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 104279.00000000 NS USD 30231524.89000000 1.452874855077 Long EC CORP US N 1 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402CP30 26441.65000000 PA USD 27002.83000000 0.001297709356 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297S5K7 13778.90000000 PA USD 14114.77000000 0.000678331460 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWCG6 111698.89000000 PA USD 84015.77000000 0.004037652751 Long ABS-MBS USGSE US N 2 2051-10-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402RJV2 31318.32000000 PA USD 31744.34000000 0.001525578135 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 196528.48000000 0.009444819205 Long ABS-MBS USGSE US N 2 2031-12-25 Variable 0.60000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31402DJR2 74860.47000000 PA USD 75751.56000000 0.003640489097 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EBR0 3007413.23000000 PA USD 2387015.43000000 0.114715837508 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 1446392.37000000 0.069511118363 Long DBT CORP GB Y 2 2029-02-01 Fixed 4.25000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140A0MB2 127894.08000000 PA USD 127960.07000000 0.006149539887 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E55N4 60013.81000000 PA USD 56430.22000000 0.002711938878 Long ABS-MBS USGSE US N 2 2042-01-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CKJ9 36800000.00000000 PA USD 37258562.59000000 1.790582146295 Long DBT UST US N 2 2027-04-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XJJ61 1084428.23000000 PA USD 1018667.56000000 0.048955402977 Long ABS-MBS USGSE US N 2 2037-07-01 Fixed 2.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140QES60 99028.31000000 PA USD 91035.89000000 0.004375027590 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31416XV64 61088.42000000 PA USD 61748.19000000 0.002967511328 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 52035.94000000 PA USD 53179.34000000 0.002555707202 Long ABS-MBS USGA US N 2 2034-07-15 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31403YT78 55462.08000000 PA USD 56633.38000000 0.002721702397 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738ECE3 2463000.00000000 PA USD 2795381.60000000 0.134341210103 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 671201.16000000 0.032256768112 Long DBT CORP FR Y 2 2053-05-23 Fixed 6.90000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132GRL58 562049.73000000 PA USD 528323.90000000 0.025390333846 Long ABS-MBS USGSE US N 2 2042-02-01 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 91282CMZ1 9500000.00000000 PA USD 9537109.38000000 0.458336999497 Long DBT UST US N 2 2030-04-30 Fixed 3.88000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132J87H7 119237.10000000 PA USD 112182.70000000 0.005391306743 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31407CRE9 62318.67000000 PA USD 64070.56000000 0.003079120418 Long ABS-MBS USGSE US N 2 2035-08-01 Fixed 5.50000000 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 608190104 49049.00000000 NS USD 5142297.16000000 0.247129917140 Long EC CORP US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133CAKL3 241722.42000000 PA USD 237464.34000000 0.011412125912 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 406000.00000000 PA USD 352371.67000000 0.016934373666 Long DBT CORP US N 2 2047-05-01 Fixed 5.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31417F3J5 294898.06000000 PA USD 276427.62000000 0.013284633832 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 776176.19000000 0.037301686688 Long DBT CORP GB N 2 2032-11-24 Fixed 2.89000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418CZB3 45643.02000000 PA USD 44291.62000000 0.002128578734 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 197759.00000000 NS 7253312.46000000 0.348581665248 Long EP CORP KR N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912810TF5 2900000.00000000 PA USD 2109750.00000000 0.101390939975 Long DBT UST US N 2 2042-02-15 Fixed 2.38000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31411GSU7 28148.89000000 PA USD 29278.48000000 0.001407073164 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 1251812.27000000 PA USD 1256217.40000000 0.060371637871 Long ABS-MBS CORP US Y 2 2064-12-25 Variable 5.55000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 31297SBU8 24272.27000000 PA USD 24642.88000000 0.001184294237 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 354000.00000000 PA USD 371712.89000000 0.017863879283 Long DBT CORP US N 2 2029-11-17 Fixed 5.63000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KR3G7 148304.92000000 PA USD 150987.76000000 0.007256210883 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138EQTZ5 122073.66000000 PA USD 121252.65000000 0.005827192870 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 2821427.39000000 0.135592925771 Long DBT MUN US N 2 2049-07-01 Fixed 6.35000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128LXE30 9955.83000000 PA USD 10111.95000000 0.000485962846 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 808120.14000000 PA USD 30027.24000000 0.001443057276 Long ABS-MBS USGSE US N 2 2029-07-25 Variable 1.21000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31405PJV3 41130.29000000 PA USD 41907.73000000 0.002014013099 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 97118.87000000 PA USD 99609.68000000 0.004787069124 Long ABS-MBS USGA US N 2 2033-05-15 Fixed 5.50000000 N N N N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 33167.00000000 NS USD 11840287.33000000 0.569023752564 Long EC CORP IE N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M9LS9 466204.45000000 PA USD 438473.36000000 0.021072272129 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 141411.41000000 PA USD 141600.02000000 0.006805052318 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 51185.82000000 PA USD 50865.45000000 0.002444505646 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 1411369.20000000 PA USD 1387235.03000000 0.066668118809 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 1545389.54000000 0.074268751316 Long DBT CORP US Y 2 2040-09-01 Fixed 5.24000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWBS1 580929.65000000 PA USD 437174.22000000 0.021009837705 Long ABS-MBS USGSE US N 2 2051-06-01 Fixed 1.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140XK2K5 418100.48000000 PA USD 362250.89000000 0.017409151910 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 3.00000000 N N N N N N ConocoPhillips WPTL2Z3FIYTHSP5V2253 20825C104 255602.00000000 NS USD 22937723.48000000 1.102347360844 Long EC CORP US N 1 N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36179XFG6 523539.71000000 PA USD 489293.91000000 0.023514619959 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138ABYR4 108482.27000000 PA USD 107901.07000000 0.005185539003 Long ABS-MBS USGSE US N 2 2041-04-01 Fixed 4.50000000 N N N N N N 2025-07-24 MFS VARIABLE INSURANCE TRUST James Byrne James Byrne Assistant Treasurer