0001752724-20-083451.txt : 20200429 0001752724-20-083451.hdr.sgml : 20200429 20200429101225 ACCESSION NUMBER: 0001752724-20-083451 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200229 FILED AS OF DATE: 20200429 PERIOD START: 20200229 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JPMorgan Institutional Trust CENTRAL INDEX KEY: 0001303608 IRS NUMBER: 201491791 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21638 FILM NUMBER: 20827967 BUSINESS ADDRESS: STREET 1: 277 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10172 BUSINESS PHONE: 800-480-4111 MAIL ADDRESS: STREET 1: 277 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10172 0001303608 S000007337 JPMorgan Core Bond Trust C000020141 JPMorgan Core Bond Trust NPORT-P 1 primary_doc.xml NPORT-P false 0001303608 XXXXXXXX S000007337 C000020141 JPMorgan Institutional Trust 811-21638 0001303608 5493005FRK56SHN6MJ34 277 Park Avenue New York 10172 800-480-4111 JPMorgan Core Bond Trust S000007337 549300Q7485FUJKEMM46 2020-02-29 2020-02-29 N 2075978385.52 16284147.20 2059694238.32 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 881168.10000000 USD N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 Niagara Mohawk Power Corp. 65364UAK2 493000.00000000 PA USD 531301.54000000 0.025795165618 Long DBT CORP US Y 2 2024-10-01 Fixed 3.50800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 31349UJY5 158270.00000000 PA USD 168280.48000000 0.008170168021 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.87500000 N Y N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 America Movil SAB de CV 02364WBH7 880000.00000000 PA USD 976393.00000000 0.047404754639 Long DBT CORP MX N 2 2029-04-22 Fixed 3.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 31283LA48 15272.21000000 PA USD 16320.76000000 0.000792387515 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 10.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3385, Class SN 31397PAT7 51021.42000000 PA USD 6185.77000000 0.000300324673 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 4.34149900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31402DNT3 13708.98000000 PA USD 14429.14000000 0.000700547670 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.90499900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G93-5, Class Z 31358TPN3 6093.24000000 PA USD 6397.92000000 0.000310624746 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 6.50000000 N N N N N N CSFB Mortgage-Backed Pass-Through Certificates N/A CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 3A23 225458QV3 2544435.34000000 PA USD 2576100.07000000 0.125071965638 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1196, Class B 312908LC8 4.68000000 PA USD 11.07000000 0.000000537458 Long ABS-MBS USGSE US N 2 2022-01-15 Floating 1104.54287900 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967JL6 500000.00000000 PA USD 540660.42000000 0.026249547624 Long DBT CORP US N 2 2025-03-26 Fixed 3.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31283HTD7 52652.76000000 PA USD 61927.92000000 0.003006655980 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AB4 729000.00000000 PA USD 753736.49000000 0.036594581660 Long DBT CORP CH Y 2 2023-01-09 Fixed 3.57400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31402CPA4 416590.23000000 PA USD 478263.78000000 0.023220134867 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N OneMain Financial Issuance Trust N/A OneMain Financial Issuance Trust, Series 2016-1A, Class C 68268GAC2 1800000.00000000 PA USD 1833793.56000000 0.089032319743 Long ABS-O CORP US Y 2 2029-02-20 Fixed 6.00000000 N N N N N N Spruce ABS Trust N/A Spruce ABS Trust, Series 2016-E1, Class A 85209BAA3 430324.40000000 PA USD 440315.24000000 0.021377699262 Long ABS-O CORP US Y 2 2028-06-15 Fixed 4.32000000 N N N N N N Morgan Stanley Capital I Trust 5493004BO35O1811XR94 Morgan Stanley Capital I Trust, Series 2007-HQ11, Class X 61751NAP7 478751.89000000 PA USD 499.20000000 0.000024236607 Long ABS-MBS CORP US Y 3 2044-02-12 Variable 0.21669100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-88, Class VI 31396XUU6 1220893.65000000 PA USD 259906.04000000 0.012618671022 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 4.91325100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4217, Class KY 3137B2KH2 2000000.00000000 PA USD 2218115.00000000 0.107691469866 Long ABS-MBS USGSE US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 21684AAF3 945000.00000000 PA USD 1024981.78000000 0.049763783426 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd. 55608PAQ7 1000000.00000000 PA USD 1099400.30000000 0.053376869223 Long DBT CORP AU Y 2 2025-07-29 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138LAF61 7000000.00000000 PA USD 7933407.23000000 0.385174026435 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.12000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VCV4 1445000.00000000 PA USD 1729512.70000000 0.083969390593 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138MDV25 534779.90000000 PA USD 569059.06000000 0.027628327030 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.00000000 N N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2019-1, Class A 90931EAA2 889460.08000000 PA USD 1021248.09000000 0.049582509432 Long ABS-O CORP US N 2 2031-08-25 Fixed 4.55000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BY4 725000.00000000 PA USD 843384.02000000 0.040947049533 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHF9 547000.00000000 PA USD 575988.60000000 0.027964762404 Long DBT CORP US N 2 2024-03-05 Variable 3.55000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Republic of Colombia 195325CU7 515000.00000000 PA USD 624276.56000000 0.030309186110 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-79, Class OK 38376CXX2 146716.22000000 PA USD 137580.71000000 0.006679666692 Long ABS-MBS USGA US N 2 2037-11-16 None 0.00000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2005-1, Class 2A1A 17307GPS1 183119.22000000 PA USD 159277.99000000 0.007733089069 Long ABS-MBS CORP US N 2 2035-02-25 Variable 2.73269200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-25, Class SE 38374XSE6 190749.24000000 PA USD 27842.81000000 0.001351793362 Long ABS-MBS USGA US N 2 2038-09-20 Floating 5.95300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2002-75, Class PB 38373V7C8 830575.82000000 PA USD 875403.99000000 0.042501647754 Long ABS-MBS USGA US N 2 2032-11-20 Fixed 6.00000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 America Movil SAB de CV 02364WBG9 441000.00000000 PA USD 546619.50000000 0.026538866295 Long DBT CORP MX N 2 2049-04-22 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31418MZV7 2931729.71000000 PA USD 3452794.47000000 0.167636263954 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 7.00000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp. 30231GAY8 895000.00000000 PA USD 936079.45000000 0.045447495680 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3290, Class SB 31397FR79 333433.68000000 PA USD 60537.52000000 0.002939150815 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 4.79149900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3117, Class OK 31396HVU0 189823.58000000 PA USD 175094.14000000 0.008500977317 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2009-62, Class HJ 31396QTN9 146873.10000000 PA USD 158472.87000000 0.007693999771 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 6.00000000 N N N N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020AN7 400000.00000000 PA USD 473069.17000000 0.022967931899 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 Campbell Soup Co. 134429BH1 335000.00000000 PA USD 409014.24000000 0.019858007678 Long DBT CORP US N 2 2048-03-15 Fixed 4.80000000 N N N N N N AerCap Ireland Capital DAC N/A AerCap Ireland Capital DAC 00774MAD7 390000.00000000 PA USD 402798.67000000 0.019556236188 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N Air Canada Pass-Through Trust N/A Air Canada Pass-Through Trust, Series 2015-2, Class AA 009088AA3 224430.83000000 PA USD 249751.50000000 0.012125659010 Long ABS-O CORP CA Y 2 2027-12-15 Fixed 3.75000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2005-5, Class 1A2 17307GXU7 239469.25000000 PA USD 194454.66000000 0.009440947902 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.96524200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G93-27, Class FD 31359B3C9 12820.84000000 PA USD 12950.08000000 0.000628737982 Long ABS-MBS USGSE US N 2 2023-08-25 Floating 2.50674800 N N N N N N Rockwell Collins, Inc. XO75O7GICH1NPWLBRL05 Rockwell Collins, Inc. 774341AL5 199000.00000000 PA USD 255807.51000000 0.012419683720 Long DBT CORP US N 2 2047-04-15 Fixed 4.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-48 31396VD39 108175.44000000 PA USD 103272.38000000 0.005013966543 Long ABS-MBS USGSE US N 2 2037-05-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31402REL9 521290.56000000 PA USD 551605.83000000 0.026780957082 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 4.03899800 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 General Mills, Inc. 370334BP8 450000.00000000 PA USD 510178.74000000 0.024769634759 Long DBT CORP US N 2 2043-02-15 Fixed 4.15000000 N N N N N N HERO Funding 549300Z5C0ID42MSJA91 HERO Funding, Series 2017-3A, Class A2 42771AAB2 1847006.12000000 PA USD 1943397.86000000 0.094353706673 Long ABS-O CORP KY Y 2 2048-09-20 Fixed 3.95000000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2586, Class WI 31393MWB3 94448.28000000 PA USD 18930.45000000 0.000919090302 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 6.50000000 N N N N N N Potomac Electric Power Co. 549300BXF2DWUNN57U06 Potomac Electric Power Co. 737679DB3 1085000.00000000 PA USD 1616755.15000000 0.078494910551 Long DBT CORP US N 2 2037-11-15 Fixed 6.50000000 N N N N N N Reynolds American, Inc. 02S2RPPVO9RP4NEU2740 Reynolds American, Inc. 761713BW5 100000.00000000 PA USD 126774.66000000 0.006155023286 Long DBT CORP US N 2 2041-08-04 Fixed 7.00000000 N N N N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 United Technologies Corp. 913017BT5 2799000.00000000 PA USD 3564754.39000000 0.173072018345 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 JPMorgan Prime Money Market Fund, Class Institutional 4812A2603 58417087.75000000 NS USD 58446296.29000000 2.837620031295 Long STIV RF US N 1 N N N Merrill Lynch Mortgage Investors Trust N/A Merrill Lynch Mortgage Investors Trust, Series 2003-F, Class A1 5899292M9 877421.58000000 PA USD 882730.59000000 0.042857360746 Long ABS-MBS CORP US N 2 2028-10-25 Floating 2.26675100 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 Southern California Edison Co., Series 08-A 842400FH1 200000.00000000 PA USD 283796.92000000 0.013778594643 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N Texas Eastern Transmission LP 549300SIOULUXXIDGA69 Texas Eastern Transmission LP 882384AD2 90000.00000000 PA USD 95263.33000000 0.004625119992 Long DBT CORP US Y 2 2028-01-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1987, Class PE 3133TBEZ9 21388.28000000 PA USD 24953.79000000 0.001211528853 Long ABS-MBS USGSE US N 2 2027-09-15 Fixed 7.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 706451BG5 250000.00000000 PA USD 250125.00000000 0.012143792770 Long DBT NUSS MX N 2 2035-06-15 Fixed 6.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L9P63 7746334.24000000 PA USD 8648020.95000000 0.419869162573 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.08000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2009-18 31397NBW4 2537.16000000 PA USD 20.86000000 0.000001012771 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8C44 3455670.35000000 PA USD 3698007.42000000 0.179541572297 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 2.97000000 N N N N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 Capital One Bank USA NA 140420NB2 300000.00000000 PA USD 313869.24000000 0.015238632713 Long DBT CORP US N 2 2023-02-15 Fixed 3.37500000 N N N N N N Duquesne Light Holdings, Inc. 4CUJ1D8WDXK9X7QI6B93 Duquesne Light Holdings, Inc. 266233AG0 750000.00000000 PA USD 791620.64000000 0.038433891073 Long DBT CORP US Y 2 2027-08-01 Fixed 3.61600000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 Deutsche Telekom International Finance BV 25156PBA0 175000.00000000 PA USD 190460.19000000 0.009247012806 Long DBT CORP NL Y 2 2027-01-19 Fixed 3.60000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 31300LLL7 107537.52000000 PA USD 114219.96000000 0.005545481357 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.27700200 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2474, Class NR 31392R3C3 133635.14000000 PA USD 151492.99000000 0.007355120346 Long ABS-MBS USGSE US N 2 2032-07-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3852, Class TP 3137ABB59 748641.09000000 PA USD 838740.27000000 0.040721591311 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2410, Class QX 31339NHV1 62423.65000000 PA USD 14745.02000000 0.000715883927 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 6.99149900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31410GVM2 307426.15000000 PA USD 343442.12000000 0.016674422524 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6.50000000 N N N N N N Toledo Edison Co. (The) N/A Toledo Edison Co. (The) 889175BD6 300000.00000000 PA USD 438501.31000000 0.021289631336 Long DBT CORP US N 2 2037-05-15 Fixed 6.15000000 N N N N N N RALI Trust N/A RALI Trust, Series 2003-QS9, Class A3 76110HCC1 3765.17000000 PA USD 0.04000000 0.000000001942 Long ABS-MBS CORP US N 3 2018-05-25 Floating 5.92324900 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FirstEnergy Corp., Series C 337932AJ6 289000.00000000 PA USD 362654.79000000 0.017607214859 Long DBT CORP US N 2 2047-07-15 Fixed 4.85000000 N N N N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust, Series 2016-CA, Class D 26208BAN0 2617935.28000000 PA USD 2659419.87000000 0.129117216551 Long ABS-O CORP US Y 2 2024-03-15 Fixed 4.18000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128QS6G6 114969.80000000 PA USD 120859.29000000 0.005867826775 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 3.65000000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128QSZC3 11730.04000000 PA USD 12427.77000000 0.000603379364 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 3.84500200 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138WRUE8 1050592.90000000 PA USD 1112437.29000000 0.054009826764 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2351, Class PZ 313399HV2 45668.36000000 PA USD 51434.58000000 0.002497194925 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2009-6, Class GS 31397M5Z6 503963.24000000 PA USD 101382.08000000 0.004922190785 Long ABS-MBS USGSE US N 2 2039-02-25 Floating 4.92324800 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. (The) 96949LAE5 409000.00000000 PA USD 431182.71000000 0.020934306751 Long DBT CORP US N 2 2048-03-01 Fixed 4.85000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 21684AAC0 783000.00000000 PA USD 869418.31000000 0.042211037629 Long DBT CORP NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1455, Class WB 312914CC6 6820.46000000 PA USD 7038.84000000 0.000341741986 Long ABS-MBS USGSE US N 2 2022-12-15 Floating 3.83687600 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324PCQ3 400000.00000000 PA USD 499281.79000000 0.024240578077 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 329, Class 1 3136FAWE6 42963.89400000 PA USD 39761.90000000 0.001930475857 Long ABS-MBS USGSE US N 2 2033-01-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G92-54, Class ZQ 31358QKR5 8726.67000000 PA USD 9060.16000000 0.000439878882 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 7.50000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599CS2 1210000.00000000 PA USD 1220883.18000000 0.059274971851 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-24, Class DY 31397LCG2 93.43000000 PA USD 93.55000000 0.000004541936 Long ABS-MBS USGSE US N 2 2023-04-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-16, Class FC 31396PXY2 90774.60000000 PA USD 94328.33000000 0.004579724905 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 2.37674900 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967AR2 250000.00000000 PA USD 325900.00000000 0.015822736886 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2018-1, Class AA 909318AA5 1019798.12000000 PA USD 1108442.34000000 0.053815868364 Long ABS-O CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1079, Class S 312905WH1 20.07000000 PA USD 20.36000000 0.000000988496 Long ABS-MBS USGSE US N 2 2021-05-15 Floating 28.36109900 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2005-91, Class PI 38374MSK6 207353.02000000 PA USD 35071.71000000 0.001702762931 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 6.00000000 N N N N N N Ohio State University (The) JFC10ZULKO4X2E3HBY86 Ohio State University, General Receipts, Series 2016A 677632G96 325000.00000000 PA USD 436016.75000000 0.021169003723 Long DBT MUN US N 2 2056-12-01 Fixed 4.04800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8J70 4235000.00000000 PA USD 4668238.13000000 0.226647142238 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.24000000 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 Nordea Bank Abp 65557FAD8 945000.00000000 PA USD 1008623.63000000 0.048969580592 Long DBT CORP FI Y 2 2022-09-21 Fixed 4.25000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773CV0 500000.00000000 PA USD 571753.03000000 0.027759121687 Long DBT CORP US N 2 2028-03-14 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31400RV24 13604.02000000 PA USD 15064.10000000 0.000731375546 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multifamily Structured Pass-Through Certificates, Series K065, Class AM 3137F1G51 1322000.00000000 PA USD 1464331.01000000 0.071094582038 Long ABS-MBS USGSE US N 2 2027-05-25 Fixed 3.32600000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 Deutsche Telekom AG 251566AA3 685000.00000000 PA USD 725113.50000000 0.035204909860 Long DBT CORP DE Y 2 2050-01-21 Fixed 3.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1686, Class SH 3133T4EV4 3242.60000000 PA USD 3899.73000000 0.000189335384 Long ABS-MBS USGSE US N 2 2024-02-15 Floating 15.46593800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1990-134, Class SC 31358FKA6 41.07000000 PA USD 42.27000000 0.000002052246 Long ABS-MBS USGSE US N 2 2020-11-25 Floating 19.15987700 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2011-118, Class MT 3136A12F1 445024.62000000 PA USD 540670.20000000 0.026250022451 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 3128K7XQ6 525575.39000000 PA USD 591882.45000000 0.028736423056 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N MASTR Asset Securitization Trust N/A MASTR Asset Securitization Trust, Series 2004-6, Class 15PO 57643MDJ0 126.77000000 PA USD 126.01000000 0.000006117898 Long ABS-MBS CORP US N 3 2019-07-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3085, Class WF 31396FSM6 138471.95000000 PA USD 140365.80000000 0.006814885306 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 2.45850100 N N N N N N Anheuser-Busch Cos. LLC N/A Anheuser-Busch Cos. LLC 03522AAH3 3945000.00000000 PA USD 4699021.42000000 0.228141698538 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 15 Year 31416BXJ2 53770.16000000 PA USD 56176.33000000 0.002727411134 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 Anthem, Inc. 94973VBK2 100000.00000000 PA USD 116637.29000000 0.005662844893 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N Academic Loan Funding Trust N/A Academic Loan Funding Trust, Series 2013-1A, Class A 00389VAA0 924245.09000000 PA USD 912912.27000000 0.044322708342 Long ABS-O CORP US Y 2 2044-12-26 Floating 2.42674900 N N N N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 CMS Energy Corp. 125896BM1 400000.00000000 PA USD 434111.32000000 0.021076493390 Long DBT CORP US N 2 2024-03-01 Fixed 3.87500000 N N N N N N John Sevier Combined Cycle Generation LLC N/A John Sevier Combined Cycle Generation LLC 478045AA5 735856.12000000 PA USD 946781.29000000 0.045967079597 Long DBT CORP US N 2 2042-01-15 Fixed 4.62600000 N N N N N N BB-UBS Trust N/A BB-UBS Trust, Series 2012-SHOW, Class A 05538UAA1 4400000.00000000 PA USD 4728730.16000000 0.229584084473 Long ABS-MBS CORP US Y 2 2036-11-05 Fixed 3.43020000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 94974BFY1 637000.00000000 PA USD 702867.67000000 0.034124854889 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-44, Class MY 3139205U0 245338.45000000 PA USD 291782.25000000 0.014166289567 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 7.00000000 N N N N N N CRH America, Inc. 549300RN11MJ182CNF63 CRH America, Inc. 12626PAN3 893000.00000000 PA USD 1147753.73000000 0.055724471557 Long DBT CORP US Y 2 2045-05-18 Fixed 5.12500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBY8 770000.00000000 PA USD 767470.37000000 0.037261373835 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust, Series 2018-2, Class C 26208JAF0 1304296.57000000 PA USD 1312898.15000000 0.063742381057 Long ABS-O CORP US N 2 2024-08-15 Fixed 3.63000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2344, Class ZD 313399C47 565377.35000000 PA USD 651751.40000000 0.031643114199 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BF3 400000.00000000 PA USD 492916.95000000 0.023931559395 Long DBT CORP US Y 2 2047-05-15 Fixed 4.27000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 Magellan Midstream Partners LP 559080AH9 353000.00000000 PA USD 371063.19000000 0.018015450210 Long DBT CORP US N 2 2025-03-15 Fixed 3.20000000 N N N N N N Wells Fargo Commercial Mortgage Trust N/A Wells Fargo Commercial Mortgage Trust, Series 2013-120B, Class A 94988LAA0 2500000.00000000 PA USD 2497431.00000000 0.121252511830 Long ABS-MBS CORP US Y 2 2028-03-18 Variable 2.70960100 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAE3 200000.00000000 PA USD 204892.08000000 0.009947693992 Long DBT CORP CH Y 2 2023-08-15 Variable 2.85900100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381UQF7 2383733.23000000 PA USD 2460915.17000000 0.119479635579 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 2.98000000 N N N N N N BAMLL Re-REMIC Trust N/A BAMLL Re-REMIC Trust, Series 2016-FR16, Class A 05523HAA7 2600000.00000000 PA USD 2558974.34000000 0.124240496108 Long ABS-MBS CORP US Y 2 2021-05-27 Variable 0.92711200 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAC7 800000.00000000 PA USD 871714.51000000 0.042322520196 Long DBT CORP FR Y 2 2024-07-11 Fixed 4.62500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2C6 675000.00000000 PA USD 725859.21000000 0.035241114748 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-41, Class PE 31393BE50 85586.95000000 PA USD 89260.88000000 0.004333695668 Long ABS-MBS USGSE US N 2 2023-05-25 Fixed 5.50000000 N N N N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 National Retail Properties, Inc. 637417AL0 620000.00000000 PA USD 719137.80000000 0.034914784273 Long DBT CORP US N 2 2028-10-15 Fixed 4.30000000 N N N N N N Commercial Mortgage Trust 549300NMFC2YLCA2NF13 Commercial Mortgage Trust, Series 2013-300P, Class A1 12625XAA5 3500000.00000000 PA USD 3780671.65000000 0.183554994700 Long ABS-MBS CORP US Y 2 2030-08-10 Fixed 4.35300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 31283YKV9 90616.34000000 PA USD 98800.15000000 0.004796835771 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class P 92922FFA1 20230.34400000 PA USD 18589.13000000 0.000902518910 Long ABS-MBS CORP US N 3 2033-10-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multifamily Structured Pass-Through Certificates, Series K065, Class A2 3137F1G44 2467000.00000000 PA USD 2726729.46000000 0.132385157431 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3.24300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36209DBS2 3599.34000000 PA USD 3611.80000000 0.000175356124 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 8.00000000 N N N N N N Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust N/A Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-8, Class APO 1729734K2 76593.71900000 PA USD 68466.43000000 0.003324106497 Long ABS-MBS CORP US N 3 2035-11-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138MDZ47 664385.92000000 PA USD 710745.23000000 0.034507317483 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.00000000 N N N N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 Rogers Communications, Inc. 775109BN0 560000.00000000 PA USD 668095.77000000 0.032436648001 Long DBT CORP CA N 2 2049-05-01 Fixed 4.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31406UL48 81409.09000000 PA USD 92597.99000000 0.004495715348 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XBP9 500000.00000000 PA USD 576147.06000000 0.027972455779 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3424, Class PI 31397T4Y5 273168.45000000 PA USD 41903.22000000 0.002034438860 Long ABS-MBS USGSE US N 2 2038-04-15 Floating 5.14149800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L9YD8 4758287.30000000 PA USD 5317470.09000000 0.258167935369 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.10000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 Kinder Morgan, Inc. 49456BAP6 1090000.00000000 PA USD 1216464.92000000 0.059060461371 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 Walt Disney Co. (The) 254687DZ6 100000.00000000 PA USD 147693.34000000 0.007170643935 Long DBT CORP US N 2 2034-12-15 Fixed 6.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CQX4 2719.57000000 PA USD 3118.68000000 0.000151414707 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 8.00000000 N N N N N N CK Hutchison International 19 Ltd. 254900FPY8WXG61CMU70 CK Hutchison International 19 Ltd. 12564CAB2 1215000.00000000 PA USD 1359281.25000000 0.065994322104 Long DBT CORP KY Y 2 2029-04-11 Fixed 3.62500000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1997-1, Class 2Z 911760KE5 363294.95000000 PA USD 411914.93000000 0.019998838775 Long ABS-MBS USGSE US N 2 2027-02-15 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LL2 38462000.00000000 PA USD 37444312.02000000 1.817954884922 Long DBT UST US N 2 2023-02-15 None 0.00000000 N N N N N N Delta Air Lines Pass-Through Trust N/A Delta Air Lines Pass-Through Trust, Series 2012-1, Class A 247358AA2 164100.24000000 PA USD 165061.11000000 0.008013864724 Long ABS-O CORP US N 2 2020-05-07 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L5G20 1930370.90000000 PA USD 2062790.81000000 0.100150341328 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 3.38000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-35, Class UC 31393BL86 11980.28000000 PA USD 12638.41000000 0.000613606124 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 3.75000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BT5 850000.00000000 PA USD 972256.28000000 0.047203913178 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2172, Class QC 3133TLLL0 136208.08000000 PA USD 158954.31000000 0.007717374115 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 7.00000000 N N N N N N Pepperdine University 549300G0RVHY0VSFWD76 Pepperdine University, Series 2020 71338QAC0 600000.00000000 PA USD 692381.54000000 0.033615743886 Long DBT CORP US N 2 2059-12-01 Fixed 3.30100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-4, Class QM 31393UQ89 27058.27000000 PA USD 29883.87000000 0.001450888653 Long ABS-MBS USGSE US N 2 2033-06-25 Floating 10.94649800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3549, Class FA 31398EP99 38101.13000000 PA USD 39005.53000000 0.001893753416 Long ABS-MBS USGSE US N 2 2039-07-15 Floating 2.85850100 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 225313AF2 1250000.00000000 PA USD 1364738.83000000 0.066259292501 Long DBT CORP FR Y 2 2025-03-17 Fixed 4.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2399, Class TH 31339MWA2 141136.30000000 PA USD 164948.75000000 0.008008409545 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Allergan, Inc. 6T6CAG8O6TSUTMO6BA21 Allergan, Inc. 018490AN2 453000.00000000 PA USD 457700.80000000 0.022221783771 Long DBT CORP US N 2 2020-09-15 Fixed 3.37500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AC3 226000.00000000 PA USD 249899.50000000 0.012132844543 Long DBT NUSS CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-93, Class AS 38375Y2X9 275082.90000000 PA USD 33864.05000000 0.001644129957 Long ABS-MBS USGA US N 2 2038-12-20 Floating 4.05299900 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CYW7 3113.30000000 PA USD 3499.44000000 0.000169900946 Long ABS-MBS USGA US N 2 2027-12-20 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2095, Class PE 3133TGWC9 171953.20000000 PA USD 192827.61000000 0.009361953168 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-101, Class E 3136AGA69 3000000.00000000 PA USD 3227148.60000000 0.156680954869 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.00000000 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 Shire Acquisitions Investments Ireland DAC 82481LAD1 1713000.00000000 PA USD 1837350.52000000 0.089205013337 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828WJ5 8840000.00000000 PA USD 9415981.25000000 0.457154322948 Long DBT UST US N 2 2024-05-15 Fixed 2.50000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-3, Class CX 9393365L3 970214.53000000 PA USD 190613.00000000 0.009254431869 Long ABS-MBS CORP US N 3 2035-05-25 Fixed 5.50000000 N N N N N N AerCap Ireland Capital DAC N/A AerCap Ireland Capital DAC 00774MAC9 600000.00000000 PA USD 626429.45000000 0.030413710848 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3511, Class SA 31397YVF5 283461.36000000 PA USD 54560.16000000 0.002648944633 Long ABS-MBS USGSE US N 2 2039-02-15 Floating 4.34149900 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2004-13F, Class 3A3 36242DLW1 322483.29000000 PA USD 332873.96000000 0.016161328890 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.00000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174467P8 475000.00000000 PA USD 481987.54000000 0.023400926750 Long DBT CORP US N 2 2020-07-24 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-27, Class SA 38375JJ55 379414.10000000 PA USD 47212.96000000 0.002292231493 Long ABS-MBS USGA US N 2 2037-05-20 Floating 4.55299900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1992-101, Class J 31358NWF5 310.50000000 PA USD 327.54000000 0.000015902360 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1992-136, Class PK 31358PQU4 6215.69000000 PA USD 6481.33000000 0.000314674376 Long ABS-MBS USGSE US N 2 2022-08-25 Fixed 6.00000000 N N N N N N Business Jet Securities LLC N/A Business Jet Securities LLC, Series 2019-1, Class A 12326QAA2 1756650.88000000 PA USD 1807775.57000000 0.087769123026 Long ABS-O CORP US Y 2 2034-07-15 Fixed 4.21200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-22, Class UD 31393ANT0 1118129.36000000 PA USD 1230254.70000000 0.059729967541 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 4.00000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust, Series 2019-4A, Class A3 14686YAD9 1202000.00000000 PA USD 1212658.61000000 0.058875661612 Long ABS-O CORP US Y 2 2023-09-15 Fixed 2.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3152, Class MO 31396R2P1 245103.18000000 PA USD 227268.05000000 0.011034067376 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 Suncor Energy, Inc. 71644EAJ1 1195000.00000000 PA USD 1744423.39000000 0.084693317947 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 Healthpeak Properties, Inc. 40414LAL3 794000.00000000 PA USD 864115.38000000 0.041953575629 Long DBT CORP US N 2 2024-08-15 Fixed 3.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 31288LGJ4 56771.35000000 PA USD 60074.90000000 0.002916690200 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-225, Class UB 31359GDE3 17857.11000000 PA USD 19258.52000000 0.000935018394 Long ABS-MBS USGSE US N 2 2023-12-25 Fixed 6.50000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 Metropolitan Life Global Funding I 59217GAQ2 1277000.00000000 PA USD 1345670.64000000 0.065333514798 Long DBT CORP US Y 2 2022-04-11 Fixed 3.87500000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XAY6 935000.00000000 PA USD 1000202.82000000 0.048560742725 Long DBT CORP US N 2 2049-10-15 Fixed 3.70000000 N N N N N N Ovintiv, Inc. N/A Ovintiv, Inc. 012873AK1 760000.00000000 PA USD 923044.64000000 0.044814643980 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 9128334W7 3050000.00000000 PA USD 2508414.21000000 0.121785756513 Long DBT UST US N 2 2033-08-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, STRIPS, Series 243, Class 17 31282YWT2 1072.11000000 PA USD 5.39000000 0.000000261689 Long ABS-MBS USGSE US N 2 2020-12-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 383, Class 32 3136FFPD5 65997.69000000 PA USD 15703.12000000 0.000762400540 Long ABS-MBS USGSE US N 2 2038-01-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2596, Class QG 31393NXU8 201768.33000000 PA USD 224510.30000000 0.010900176143 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833PA2 1592000.00000000 PA USD 1485292.32000000 0.072112272412 Long DBT UST US N 2 2026-08-15 None 0.00000000 N N N N N N OneBeacon US Holdings, Inc. N/A OneBeacon US Holdings, Inc. 68245JAB6 500000.00000000 PA USD 533986.50000000 0.025925522830 Long DBT CORP US N 2 2022-11-09 Fixed 4.60000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 General Electric Co. 369604BD4 107000.00000000 PA USD 109337.67000000 0.005308441804 Long DBT CORP US N 2 2022-10-09 Fixed 2.70000000 N N N N N N HERO N/A HERO, Series 2018-1ASI, Class A 42772AAA3 1299087.88000000 PA USD 1297464.02000000 0.062993040222 Long ABS-O CORP KY Y 2 2047-09-20 Fixed 4.00000000 N N N N N N Ryder System, Inc. ZXJ6Y2OSPZXIVGRILD15 Ryder System, Inc. 78355HKA6 517000.00000000 PA USD 519423.26000000 0.025218464485 Long DBT CORP US N 2 2020-09-01 Fixed 2.87500000 N N N N N N Westlake Automobile Receivables Trust 549300CLH5NTWN3BHD63 Westlake Automobile Receivables Trust, Series 2017-1A, Class D 96042EAF4 947000.00000000 PA USD 952149.22000000 0.046227697407 Long ABS-O CORP US Y 2 2022-10-17 Fixed 3.46000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-46, Class UC 31395D5M7 430646.49000000 PA USD 464448.19000000 0.022549375599 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591CS9 6839000.00000000 PA USD 10565451.08000000 0.512962112697 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multifamily Structured Pass-Through Certificates, Series K070, Class A2 3137FCJK1 1748000.00000000 PA USD 1944449.50000000 0.094404764737 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.30300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L4HK2 3567323.37000000 PA USD 3860847.41000000 0.187447599656 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 3.25000000 N N N N N N GTP Acquisition Partners I LLC N/A GTP Acquisition Partners I LLC 36246MAU3 1436000.00000000 PA USD 1532492.16000000 0.074403866918 Long DBT CORP US Y 2 2025-06-16 Fixed 3.48200000 N N N N N N Drive Auto Receivables Trust 549300RZ091I85JWZO63 Drive Auto Receivables Trust, Series 2017-3, Class D 26207KAG6 4800000.00000000 PA USD 4853266.56000000 0.235630438232 Long ABS-O CORP US Y 2 2023-12-15 Fixed 3.53000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC - GNMA, Series 8, Class ZA 3129145M2 31321.56000000 PA USD 32758.93000000 0.001590475391 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-247, Class FE 31359FP77 13882.70000000 PA USD 13986.02000000 0.000679033797 Long ABS-MBS USGSE US N 2 2023-12-25 Floating 2.62675100 N N N N N N Korea Southern Power Co. Ltd. 9884001B6VSIQS4ZY558 Korea Southern Power Co. Ltd. 50065AAB0 228000.00000000 PA USD 231063.75000000 0.011218352010 Long DBT CORP KR Y 2 2021-01-29 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2011-31, Class DB 31397SHK3 2135297.20000000 PA USD 2294084.95000000 0.111379878980 Long ABS-MBS USGSE US N 2 2031-04-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2450, Class GZ 31392KPH3 83807.18000000 PA USD 100423.70000000 0.004875660577 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828A83 880000.00000000 PA USD 889040.63000000 0.043163718840 Long DBT UST US N 2 2020-12-31 Fixed 2.37500000 N N N N N N GLS Auto Receivables Trust N/A GLS Auto Receivables Trust, Series 2016-1A, Class C 36251DAE1 451389.76000000 PA USD 457042.65000000 0.022189829999 Long ABS-O CORP US Y 2 2021-10-15 Fixed 6.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-68, Class BC 31394E3Z9 7748.21000000 PA USD 7747.21000000 0.000376133984 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2552, Class ME 31393HXK3 309697.01000000 PA USD 361994.03000000 0.017575134370 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31371HDQ8 19422.21000000 PA USD 21893.66000000 0.001062956801 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140JSFW4 1628071.52000000 PA USD 1728539.54000000 0.083922142803 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2004-8, Class 2A1 12669FZW6 2420.96620000 PA USD 2437.00000000 0.000118318532 Long ABS-MBS CORP US N 2 2019-06-25 Fixed 4.50000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 Duke Energy Carolinas LLC 26442CAM6 129000.00000000 PA USD 157807.30000000 0.007661685752 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2455, Class GK 31392K5C6 307846.81000000 PA USD 361970.53000000 0.017573993424 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6.50000000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co. 075887BX6 600000.00000000 PA USD 760234.61000000 0.036910071206 Long DBT CORP US N 2 2047-06-06 Fixed 4.66900000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128284P2 1005600.00000000 PA USD 1024769.25000000 0.049753464904 Long DBT UST US N 2 2021-05-15 Fixed 2.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, STRIPS, Series 323, Class 300 3132HTZ66 2574948.70000000 PA USD 2736881.76000000 0.132878060688 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 3.00000000 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 Realty Income Corp. 756109AT1 556000.00000000 PA USD 751201.75000000 0.036471517763 Long DBT CORP US N 2 2047-03-15 Fixed 4.65000000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 American International Group, Inc. 026874DC8 605000.00000000 PA USD 690255.15000000 0.033512505747 Long DBT CORP US N 2 2035-01-15 Fixed 3.87500000 N N N N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 ANZ New Zealand Int'l Ltd. 00182EBM0 1245000.00000000 PA USD 1277758.24000000 0.062036306954 Long DBT CORP NZ Y 2 2030-02-13 Fixed 2.55000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 Sherwin-Williams Co. (The) 824348AV8 381000.00000000 PA USD 404929.86000000 0.019659707371 Long DBT CORP US N 2 2024-06-01 Fixed 3.12500000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAA1 269000.00000000 PA USD 279623.27000000 0.013575960198 Long DBT CORP CH Y 2 2023-05-23 Fixed 3.49100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3138EGBP8 312759.63000000 PA USD 362026.27000000 0.017576699651 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust, Series 2006-A2, Class 5A3 466247K93 343041.13000000 PA USD 356419.25000000 0.017304473808 Long ABS-MBS CORP US N 2 2033-11-25 Variable 4.11070000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-56 31395NWL7 279809.55000000 PA USD 257895.17000000 0.012521041482 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2136, Class PG 3133TKA26 67949.83000000 PA USD 76478.27000000 0.003713088504 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31410XDA1 80413.23000000 PA USD 85746.25000000 0.004163057234 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 4.26800200 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 Sempra Energy 816851AU3 1013000.00000000 PA USD 1098096.27000000 0.053313557399 Long DBT CORP US N 2 2023-12-01 Fixed 4.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-84, Class XM 31394FN50 1304300.91000000 PA USD 1475830.17000000 0.071652876555 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.75000000 N N N N N N Vericrest Opportunity Loan Trust N/A Vericrest Opportunity Loan Trust, Series 2020-NPL2, Class A1A 91834UAA2 3230000.00000000 PA USD 3250271.48000000 0.157803591403 Long ABS-O CORP US Y 3 2050-02-25 Variable 2.98140100 N N N N N N Oportun Funding XIII LLC N/A Oportun Funding XIII LLC, Series 2019-A, Class A 68377FAA6 3010000.00000000 PA USD 3077332.20000000 0.149407234469 Long ABS-O CORP US Y 2 2025-08-08 Fixed 3.08000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 1999-4, Class ZB 3837H1U90 301453.96000000 PA USD 301425.44000000 0.014634475078 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 6.00000000 N N N N N N Impac CMB Trust N/A Impac CMB Trust, Series 2005-4, Class 2A1 45254NPE1 113641.60000000 PA USD 111694.33000000 0.005422859758 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.22675100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-61, Class SK 31394ATX4 41108.87000000 PA USD 48702.33000000 0.002364541740 Long ABS-MBS USGSE US N 2 2032-11-25 Floating 8.50000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 Arrow Electronics, Inc. 042735BG4 219000.00000000 PA USD 227329.09000000 0.011037030922 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 United Mexican States 91086QBG2 316000.00000000 PA USD 346612.50000000 0.016828347312 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-57 38375LUK4 178233.92000000 PA USD 168522.61000000 0.008181923649 Long ABS-MBS USGA US N 2 2037-03-20 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-116, Class JY 38378VB61 1300000.00000000 PA USD 1559616.11000000 0.075720758983 Long ABS-MBS USGA US N 2 2043-08-16 Fixed 4.00000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 Truist Bank 86787GAJ1 400000.00000000 PA USD 432255.80000000 0.020986406232 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust, Series 2006-A2, Class 4A1 466247K51 267981.62000000 PA USD 279287.76000000 0.013559670887 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.67524800 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 Parker-Hannifin Corp. 70109HAN5 592000.00000000 PA USD 727901.86000000 0.035340287235 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 Progressive Corp. (The), Series B 743315AU7 360000.00000000 PA USD 371365.20000000 0.018030113066 Long DBT CORP US N 2 2023-03-15 Variable 5.37500200 N N N N N N NCUA Guaranteed Notes Trust N/A NCUA Guaranteed Notes Trust, Series 2010-A1, Class A 62889AAA1 219904.36000000 PA USD 219886.11000000 0.010675667577 Long ABS-O CORP US N 2 2020-12-07 Floating 2.01962900 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HBG9 1069000.00000000 PA USD 1130609.71000000 0.054892114031 Long DBT CORP US N 2 2025-02-05 Fixed 3.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1570, Class F 3133T0PQ1 1484.08000000 PA USD 1511.87000000 0.000073402642 Long ABS-MBS USGSE US N 2 2023-08-15 Floating 2.53599800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31402AF27 18606.50000000 PA USD 19540.69000000 0.000948718000 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 4.52700000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAC5 490000.00000000 PA USD 514670.81000000 0.024987728781 Long DBT CORP US Y 2 2023-05-01 Fixed 3.87500000 N N N N N N Chase Funding Trust N/A Chase Funding Trust, Series 2003-6, Class 1A7 161546HC3 471518.56420000 PA USD 496625.47000000 0.024111611362 Long ABS-O CORP US N 3 2034-11-25 Variable 5.01685200 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHD4 4975000.00000000 PA USD 5375609.34000000 0.260990648028 Long DBT CORP US N 2 2028-12-20 Variable 3.41899900 N N N N N N Southern Natural Gas Co. LLC N/A Southern Natural Gas Co. LLC 843452AZ6 351000.00000000 PA USD 516851.78000000 0.025093616828 Long DBT CORP US N 2 2032-03-01 Fixed 8.00000000 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A First Horizon Alternative Mortgage Securities Trust, Series 2007-FA4, Class 1A2 32052WAB5 1196725.09000000 PA USD 308847.94000000 0.014994844101 Long ABS-MBS CORP US N 3 2037-08-25 Floating 4.02324800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31406N4K7 1221.51000000 PA USD 1345.54000000 0.000065327172 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 4.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38145GAH3 469000.00000000 PA USD 504248.44000000 0.024481713383 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N APT Pipelines Ltd. 261700SS8OEHDOCOUJ33 APT Pipelines Ltd. 00205GAD9 732000.00000000 PA USD 813179.09000000 0.039480573129 Long DBT CORP AU Y 2 2027-07-15 Fixed 4.25000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2006-26CB, Class A9 02147WAJ8 1070469.78000000 PA USD 856879.37000000 0.041602260862 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.50000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 Packaging Corp. of America 695156AV1 845000.00000000 PA USD 944739.80000000 0.045867963429 Long DBT CORP US N 2 2049-12-15 Fixed 4.05000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280AN9 552000.00000000 PA USD 577177.93000000 0.028022505440 Long DBT CORP GB N 2 2022-03-30 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-42, Class AO 31397LPC7 72150.45000000 PA USD 65947.50000000 0.003201810189 Long ABS-MBS USGSE US N 2 2036-09-25 None 0.00000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254AL4 700000.00000000 PA USD 766765.08000000 0.037227131373 Long DBT CORP GB Y 2 2024-01-26 Fixed 5.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828F96 1100000.00000000 PA USD 1118906.25000000 0.054323900566 Long DBT UST US N 2 2021-10-31 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L96D9 6086441.04000000 PA USD 6806780.53000000 0.330475291106 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.08000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H15, Class FJ 38376RDE3 3450310.83000000 PA USD 3446811.18000000 0.167345769865 Long ABS-MBS USGA US N 2 2065-06-20 Floating 2.17437800 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NBM2 555000.00000000 PA USD 670592.46000000 0.032557864537 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2000-2, Class ZE 31359XSV2 144068.63000000 PA USD 168222.23000000 0.008167339931 Long ABS-MBS USGSE US N 2 2030-02-25 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138LAAD1 2838760.64000000 PA USD 3080556.99000000 0.149563800912 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.96000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31402HGD7 267620.81000000 PA USD 300013.97000000 0.014565946945 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833DQ0 1094000.00000000 PA USD 1149501.69000000 0.055809336580 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N RALI Trust N/A RALI Trust, Series 2003-QS12, Class A2A 76110HDT3 41.37000000 PA USD 0.01000000 0.000000000485 Long ABS-MBS CORP US N 3 2018-06-25 Floating 5.97325000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2638, Class DS 31393WXE4 11357.86000000 PA USD 11935.67000000 0.000579487468 Long ABS-MBS USGSE US N 2 2023-07-15 Floating 6.94149800 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 Nutrien Ltd. 67077MAU2 230000.00000000 PA USD 286257.40000000 0.013898053151 Long DBT CORP CA N 2 2049-04-01 Fixed 5.00000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 Barclays plc 06738EAE5 1000000.00000000 PA USD 1060918.39000000 0.051508538027 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3102, Class HS 31396H5V7 45951.95000000 PA USD 68667.29000000 0.003333858430 Long ABS-MBS USGSE US N 2 2036-01-15 Floating 18.48550000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 Liberty Mutual Group, Inc. 53079EBG8 408000.00000000 PA USD 480131.29000000 0.023310804150 Long DBT CORP US Y 2 2029-02-01 Fixed 4.56900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31404YDK5 25104.36000000 PA USD 25452.82000000 0.001235757207 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 3.79500100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-25, Class SA 31393XRE9 240707.97000000 PA USD 344845.87000000 0.016742575843 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 15.05143800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2420, Class XK 31339DMW5 194281.53000000 PA USD 226912.88000000 0.011016823554 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3966, Class NA 3137AJXA7 547494.28000000 PA USD 610417.63000000 0.029636322646 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N China Southern Power Grid International Finance BVI Co. Ltd. N/A China Southern Power Grid International Finance BVI Co. Ltd. 16892DAC2 1234000.00000000 PA USD 1338118.75000000 0.064966863775 Long DBT CORP VG Y 2 2027-05-08 Fixed 3.50000000 N N N N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 Apache Corp. 037411AZ8 56000.00000000 PA USD 57115.97000000 0.002773031498 Long DBT CORP US N 2 2022-04-15 Fixed 3.25000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 Entergy Arkansas LLC 29364DAU4 175000.00000000 PA USD 192863.27000000 0.009363684493 Long DBT CORP US N 2 2026-04-01 Fixed 3.50000000 N N N N N N Allergan Finance LLC 2549006TBOV0H6GV7T12 Allergan Finance LLC 942683AH6 480000.00000000 PA USD 541570.46000000 0.026293730881 Long DBT CORP US N 2 2042-10-01 Fixed 4.62500000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 Santander UK Group Holdings plc 80281LAF2 200000.00000000 PA USD 206148.25000000 0.010008682170 Long DBT CORP GB N 2 2023-01-10 Fixed 3.57100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-101, Class AE 3136AGC26 3348863.00000000 PA USD 3610493.26000000 0.175292681448 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.00000000 N N N N N N Rockwell Collins, Inc. XO75O7GICH1NPWLBRL05 Rockwell Collins, Inc. 774341AJ0 350000.00000000 PA USD 372233.35000000 0.018072262526 Long DBT CORP US N 2 2024-03-15 Fixed 3.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-61, Class Z 313921M70 337679.96000000 PA USD 402646.98000000 0.019548871502 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 7.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280AU3 939000.00000000 PA USD 1016781.29000000 0.049365642292 Long DBT CORP GB N 2 2025-08-18 Fixed 4.25000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 Southern California Edison Co., Series B 842400GJ6 400000.00000000 PA USD 446619.74000000 0.021683788384 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N FNMA, Grantor Trust N/A FNMA, Grantor Trust, Series 2017-T1, Class A 3136AV6R5 4854867.13000000 PA USD 5256185.01000000 0.255192489846 Long ABS-O USGSE US N 2 2027-06-25 Fixed 2.89800000 N N N N N N UBS-BAMLL Trust N/A UBS-BAMLL Trust, Series 2012-WRM, Class A 90269PAA9 2236000.00000000 PA USD 2317046.73000000 0.112494693964 Long ABS-MBS CORP US Y 2 2030-06-10 Fixed 3.66300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, STRIPS, Series 243, Class 16 31282YWS4 778.26000000 PA USD 3.21000000 0.000000155848 Long ABS-MBS USGSE US N 2 2020-11-15 Fixed 4.50000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-57CB, Class 3A2 12668AYH2 775572.96000000 PA USD 96093.88000000 0.004665443938 Long ABS-MBS CORP US N 3 2035-12-25 Floating 3.47325100 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833BA7 1130000.00000000 PA USD 1278777.73000000 0.062085804106 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 94974BGE4 1180000.00000000 PA USD 1435798.23000000 0.069709290014 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-81, Class GE 31396XAU8 213324.80000000 PA USD 241572.05000000 0.011728539387 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 6.00000000 N N N N N N CNOOC Finance 2015 Australia Pty. Ltd. N/A CNOOC Finance 2015 Australia Pty. Ltd. 12634GAA1 1852000.00000000 PA USD 1854574.28000000 0.090041242311 Long DBT CORP AU N 2 2020-05-05 Fixed 2.62500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AK5 533000.00000000 PA USD 555985.63000000 0.026993600295 Long DBT NUSS CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31403DTT6 87527.55000000 PA USD 91028.86000000 0.004419532681 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 4.56800000 N N N N N N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 Credit Suisse Group Funding Guernsey Ltd. 225433AT8 800000.00000000 PA USD 850054.30000000 0.041270897601 Long DBT CORP GG N 2 2023-06-09 Fixed 3.80000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2003-46, Class MG 38373Q2Q3 446057.74000000 PA USD 505907.49000000 0.024562261746 Long ABS-MBS USGA US N 2 2033-05-20 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1999-62, Class PB 31359XEP0 44642.25000000 PA USD 51399.75000000 0.002495503897 Long ABS-MBS USGSE US N 2 2029-12-18 Fixed 7.50000000 N N N N N N Baltimore Gas & Electric Co. 88V8C2WYSOD1SPSSLH72 Baltimore Gas & Electric Co. 059165EH9 376000.00000000 PA USD 411804.80000000 0.019993491865 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A1 92922FNH7 60918.36000000 PA USD 62237.16000000 0.003021669859 Long ABS-MBS CORP US N 2 2034-06-25 Variable 4.46571700 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2436, Class MC 3133TVR99 107470.08000000 PA USD 123235.16000000 0.005983177391 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 7.00000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAA9 700000.00000000 PA USD 726067.52000000 0.035251228385 Long DBT CORP US Y 2 2027-11-01 Fixed 3.50000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NCZ2 918000.00000000 PA USD 1013128.01000000 0.049188272276 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2010-71, Class HJ 31398TDU2 339399.53000000 PA USD 396455.51000000 0.019248270089 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L9LH3 8725119.75000000 PA USD 9713123.08000000 0.471580824924 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.04000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-60, Class DZ 31395NTE7 4850507.14000000 PA USD 6005042.31000000 0.291550182462 Long ABS-MBS USGSE US N 2 2036-07-25 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LG3 15768000.00000000 PA USD 15474002.17000000 0.751276664376 Long DBT UST US N 2 2022-02-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L96Z0 1829861.66000000 PA USD 1971319.08000000 0.095709306911 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.79000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31414HWF0 34379.90000000 PA USD 35531.81000000 0.001725101198 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 3.78500000 N N N N N N MASTR Asset Securitization Trust N/A MASTR Asset Securitization Trust, Series 2004-8 57643MEH3 660.28800000 PA USD 460.71000000 0.000022367883 Long ABS-MBS CORP US N 3 2019-08-25 None 0.00000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XBA7 350000.00000000 PA USD 362631.91000000 0.017606104015 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2040, Class PE 3133TD3W4 95978.08000000 PA USD 111348.84000000 0.005406085909 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1144, Class KB 312907DL9 1578.15000000 PA USD 1648.45000000 0.000080033723 Long ABS-MBS USGSE US N 2 2021-09-15 Fixed 8.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3218, Class AO 31397BHE4 103155.31000000 PA USD 87240.92000000 0.004235624801 Long ABS-MBS USGSE US N 2 2036-09-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A 31393LFK4 1081500.87000000 PA USD 1312249.35000000 0.063710881235 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N Covidien International Finance SA 549300938QUWMPITJ642 Covidien International Finance SA 22303QAP5 399000.00000000 PA USD 416458.97000000 0.020219455987 Long DBT CORP LU N 2 2023-06-15 Fixed 2.95000000 N N N N N N Regional Management Issuance Trust N/A Regional Management Issuance Trust, Series 2018-1, Class A 75907PAA8 1705000.00000000 PA USD 1719765.13000000 0.083496137339 Long ABS-O CORP US Y 2 2027-07-15 Fixed 3.83000000 N N N N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 Assurant, Inc. 04621XAH1 660000.00000000 PA USD 710288.41000000 0.034485138463 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-47, Class PE 31393CRH8 163244.62000000 PA USD 184872.79000000 0.008975739532 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 5.75000000 N N N N N N nVent Finance SARL 549300KO1OQ4MVFB6X02 nVent Finance SARL 67078AAD5 450000.00000000 PA USD 495349.66000000 0.024049669644 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2011-75, Class SM 38377WFA7 827175.35000000 PA USD 152947.53000000 0.007425739566 Long ABS-MBS USGA US N 2 2041-05-20 Floating 4.95299900 N N N N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020AM9 285000.00000000 PA USD 310849.76000000 0.015092034255 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N Continental Airlines Pass-Through Trust N/A Continental Airlines Pass-Through Trust, Series 1999-2, Class A-1 210805CT2 12788.52000000 PA USD 12787.50000000 0.000620844577 Long ABS-O CORP US N 2 2020-03-15 Fixed 7.25600000 N N N N N N Burlington Northern Santa Fe LLC N/A Burlington Northern Santa Fe LLC 12189LAK7 375000.00000000 PA USD 458945.90000000 0.022282234491 Long DBT CORP US N 2 2042-09-01 Fixed 4.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36183SYB1 1487023.51000000 PA USD 1620275.42000000 0.078665822812 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.25000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AA6 965000.00000000 PA USD 1023340.64000000 0.049684104609 Long DBT CORP CH Y 2 2030-08-13 Variable 3.12599900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 15 Year 31410KLP7 226373.60000000 PA USD 234408.44000000 0.011380739705 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 6.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967JC6 1200000.00000000 PA USD 1328515.12000000 0.064500598937 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36203CRH7 996.86000000 PA USD 1012.73000000 0.000049168948 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 31283YQW1 43516.84000000 PA USD 48362.97000000 0.002348065508 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31402BEZ3 128426.48000000 PA USD 143975.37000000 0.006990133162 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31408EQC9 96126.24000000 PA USD 99798.83000000 0.004845322579 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.03099900 N N N N N N Commercial Mortgage Trust N/A Commercial Mortgage Trust, Series 2006-GG7, Class AM 20173MAG5 46323.49000000 PA USD 46581.55000000 0.002261575972 Long ABS-MBS CORP US N 2 2038-07-10 Variable 5.72499400 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 Australia & New Zealand Banking Group Ltd. 052528AK2 263000.00000000 PA USD 298152.15000000 0.014475553917 Long DBT CORP AU Y 2 2026-05-19 Fixed 4.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2306, Class K 3133TSJA2 11527.32700000 PA USD 11271.53000000 0.000547242876 Long ABS-MBS USGSE US N 2 2024-05-15 None 0.00000000 N N N N N N ASB Bank Ltd. 549300IBZWZL1KTPF918 ASB Bank Ltd. 00216LAC7 905000.00000000 PA USD 959249.08000000 0.046572401968 Long DBT CORP NZ Y 2 2024-05-23 Fixed 3.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36201SRB7 14750.78000000 PA USD 16370.61000000 0.000794807777 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RAT9 815000.00000000 PA USD 873793.78000000 0.042423470617 Long DBT CORP FR Y 2 2024-03-28 Fixed 3.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAR9 1265000.00000000 PA USD 1540926.85000000 0.074813378672 Long DBT CORP US N 2 2039-04-22 Variable 4.45700200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-101, Class DO 3136AGZH8 1882072.47000000 PA USD 1712091.40000000 0.083123570875 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT 35563PJE0 4271337.80000000 PA USD 4650616.37000000 0.225791590007 Long ABS-MBS CORP US N 2 2058-07-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-4, Class QI 31393UQ97 286013.44000000 PA USD 14618.80000000 0.000709755833 Long ABS-MBS USGSE US N 2 2033-06-25 Floating 5.47324900 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 L3Harris Technologies, Inc. 413875AR6 850000.00000000 PA USD 936288.77000000 0.045457658354 Long DBT CORP US N 2 2025-04-27 Fixed 3.83200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2011-30, Class LS 31397SMD3 563662.80000000 PA USD 33765.94000000 0.001639366628 Long ABS-MBS USGSE US N 2 2041-04-25 Variable 2.16599400 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828RC6 13000000.00000000 PA USD 13213281.25000000 0.641516638934 Long DBT UST US N 2 2021-08-15 Fixed 2.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3404, Class SC 31397PTW0 366012.40000000 PA USD 75560.51000000 0.003668530434 Long ABS-MBS USGSE US N 2 2038-01-15 Floating 4.34149900 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36213GR52 43682.84000000 PA USD 48479.78000000 0.002353736739 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LE8 6100000.00000000 PA USD 6014601.83000000 0.292014305720 Long DBT UST US N 2 2021-08-15 None 0.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AC2 1162000.00000000 PA USD 1290609.81000000 0.062660262187 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.28200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2014-M3, Class A2 3136AJLC8 1929524.00000000 PA USD 2071945.06000000 0.100594788364 Long ABS-MBS USGSE US N 2 2024-01-25 Variable 3.47800000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 Republic of Panama 698299BH6 325000.00000000 PA USD 405132.81000000 0.019669560775 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128JRE51 96602.65000000 PA USD 102494.87000000 0.004976217736 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.19299900 N Y N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599CX1 670000.00000000 PA USD 643293.24000000 0.031232462956 Long DBT CORP US N 2 2039-08-15 Fixed 4.30000000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1998-1, Class 2E 911760LH7 425943.22000000 PA USD 489792.66000000 0.023779872317 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-72, Class US 38375LV72 255744.20000000 PA USD 42192.37000000 0.002048477352 Long ABS-MBS USGA US N 2 2037-11-20 Floating 4.90299800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2543, Class YX 31393HGW6 283422.35000000 PA USD 322166.89000000 0.015641491052 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1890, Class H 3133T85L7 15122.92000000 PA USD 17045.63000000 0.000827580603 Long ABS-MBS USGSE US N 2 2026-09-15 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3315, Class HZ 31397H3E6 244620.84000000 PA USD 270937.37000000 0.013154251973 Long ABS-MBS USGSE US N 2 2037-05-15 Fixed 6.00000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 American Campus Communities Operating Partnership LP 024836AD0 500000.00000000 PA USD 554596.38000000 0.026926150963 Long DBT CORP US N 2 2027-11-15 Fixed 3.62500000 N N N N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 Alimentation Couche-Tard, Inc. 01626PAN6 810000.00000000 PA USD 803004.30000000 0.038986577961 Long DBT CORP CA Y 2 2050-01-25 Fixed 3.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31296QYC8 75012.23000000 PA USD 83403.50000000 0.004049314623 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381PSZ2 1442717.55000000 PA USD 1454676.54000000 0.070625848872 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 3.87000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LQ1 11355000.00000000 PA USD 10924871.92000000 0.530412316388 Long DBT UST US N 2 2024-02-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-72, Class SM 38373AGM2 599735.28000000 PA USD 120697.50000000 0.005859971725 Long ABS-MBS USGA US N 2 2039-08-16 Floating 4.59150100 N N N N N N OnDeck Asset Securitization Trust LLC N/A OnDeck Asset Securitization Trust LLC, Series 2018-1A, Class A 68235RAC8 1801000.00000000 PA USD 1806664.69000000 0.087715188807 Long ABS-O CORP US Y 2 2022-04-18 Fixed 3.50000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd. 63254AAP3 800000.00000000 PA USD 869718.48000000 0.042225611152 Long DBT CORP AU N 2 2026-01-14 Fixed 3.37500000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 Discover Bank 25466AAE1 1205000.00000000 PA USD 1353054.94000000 0.065692029177 Long DBT CORP US N 2 2026-03-13 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3260, Class CS 31397ELL7 276943.54000000 PA USD 51019.26000000 0.002477030767 Long ABS-MBS USGSE US N 2 2037-01-15 Floating 4.48150000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1992-143, Class MA 31358QQP3 3353.44000000 PA USD 3462.95000000 0.000168129324 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 5.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAT7 585000.00000000 PA USD 657090.62000000 0.031902338112 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N JB Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 JB Hunt Transport Services, Inc. 445658CF2 515000.00000000 PA USD 572292.11000000 0.027785294504 Long DBT CORP US N 2 2026-03-01 Fixed 3.87500000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 Nutrien Ltd. 67077MAN8 455000.00000000 PA USD 505509.42000000 0.024542935091 Long DBT CORP CA N 2 2035-03-15 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828VB3 2221000.00000000 PA USD 2281123.16000000 0.110750572466 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2003-46, Class TC 38373Q2J9 336243.34000000 PA USD 373604.41000000 0.018138828717 Long ABS-MBS USGA US N 2 2033-03-20 Fixed 6.50000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 Westpac Banking Corp. 961214EG4 580000.00000000 PA USD 678344.08000000 0.032934212631 Long DBT CORP AU N 2 2039-07-24 Fixed 4.42100000 N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833CR9 686000.00000000 PA USD 750543.57000000 0.036439562534 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-28CB, Class 3A5 12667GYN7 73863.19640000 PA USD 52162.94000000 0.002532557455 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2003-112, Class SA 38374EZ91 457375.26000000 PA USD 60741.26000000 0.002949042574 Long ABS-MBS USGA US N 2 2033-12-16 Floating 4.89150000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31384VRC8 18399.12000000 PA USD 20183.57000000 0.000979930400 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 8.00000000 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2004-10, Class 1A1 576434VU5 4732.62000000 PA USD 4762.42000000 0.000231219756 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 4.50000000 N N N N N N American Airlines Pass-Through Trust N/A American Airlines Pass-Through Trust, Series 2017-1, Class AA 023761AA7 481662.44000000 PA USD 529633.80000000 0.025714195347 Long ABS-O CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 CMS Energy Corp. 125896BQ2 475000.00000000 PA USD 504072.44000000 0.024473168425 Long DBT CORP US N 2 2026-05-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128HDR92 7377.61000000 PA USD 7755.52000000 0.000376537442 Long ABS-MBS USGSE US N 2 2030-04-01 Variable 4.32000000 N Y N N N N WFRBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust, Series 2012-C6, Class A4 92936QAG3 791610.15000000 PA USD 811346.26000000 0.039391587591 Long ABS-MBS CORP US N 2 2045-04-15 Fixed 3.44000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 McDonald's Corp. 58013MEZ3 700000.00000000 PA USD 880567.36000000 0.042752333992 Long DBT CORP US N 2 2035-12-09 Fixed 4.70000000 N N N N N N Banc of America Alternative Loan Trust N/A Banc of America Alternative Loan Trust, Series 2005-5, Class 1CB1 05948KA33 495274.03000000 PA USD 501345.50000000 0.024340773046 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2004-90, Class SI 38374JXC5 645336.24000000 PA USD 88364.28000000 0.004290164935 Long ABS-MBS USGA US N 2 2034-10-20 Floating 4.45299800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8AZ7 3473787.54000000 PA USD 3794875.66000000 0.184244612107 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.11000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NCH2 443000.00000000 PA USD 492603.84000000 0.023916357624 Long DBT CORP US N 2 2028-05-01 Fixed 3.55000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 United Mexican States 91086QBF4 2113000.00000000 PA USD 2396934.38000000 0.116373310921 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XAD2 974000.00000000 PA USD 1092349.97000000 0.053034569387 Long DBT CORP US N 2 2024-02-15 Fixed 5.00000000 N N N N N N American Homes 4 Rent Trust N/A American Homes 4 Rent Trust, Series 2014-SFR3, Class C 02665XAC3 500000.00000000 PA USD 544111.80000000 0.026417115214 Long ABS-O CORP US Y 2 2036-12-17 Fixed 4.59600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2325, Class PM 3133TU3J5 71182.68000000 PA USD 84294.01000000 0.004092549681 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 7.00000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-1CB, Class 1A6 12667F2M6 687659.83000000 PA USD 105861.93000000 0.005139691514 Long ABS-MBS CORP US N 3 2035-03-25 Floating 5.47324900 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-32, Class PI 383742YT4 138067.26000000 PA USD 10793.12000000 0.000524015642 Long ABS-MBS USGA US N 2 2037-10-16 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2141 3133TKGP9 19505.78000000 PA USD 1979.86000000 0.000096123976 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 7.00000000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 2003-2, Class Z 911760TM8 3688898.44000000 PA USD 4161961.67000000 0.202066966667 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 5.00000000 N N N N N N Provident Funding Mortgage Loan Trust N/A Provident Funding Mortgage Loan Trust, Series 2005-1, Class 2A1 743873AX9 5458.14000000 PA USD 5449.86000000 0.000264595584 Long ABS-MBS CORP US N 2 2035-05-25 Variable 4.28225800 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 94974BGT1 300000.00000000 PA USD 354469.31000000 0.017209802474 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 374, Class 5 3136FCZ82 139514.13000000 PA USD 26341.49000000 0.001278902931 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 5.50000000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 Eaton Corp. 278062AD6 170000.00000000 PA USD 206041.74000000 0.010003511014 Long DBT CORP US N 2 2032-11-02 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-1, Class SA 31392BVQ6 16343.61000000 PA USD 23566.49000000 0.001144174196 Long ABS-MBS USGSE US N 2 2032-02-25 Floating 19.90056200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381QTL0 2380000.00000000 PA USD 2426900.68000000 0.117828201625 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 4.25000000 N N N N N N ACC Trust N/A ACC Trust, Series 2019-2, Class A 00108GAA3 2304396.06000000 PA USD 2318994.87000000 0.112589277906 Long ABS-O CORP US Y 2 2023-02-21 Fixed 2.82000000 N N N N N N GSMPS Mortgage Loan Trust N/A GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AS 362341LM9 562689.64000000 PA USD 76610.98000000 0.003719531694 Long ABS-MBS CORP US Y 3 2035-09-25 Variable 2.68141300 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-51, Class 2A 31392W7D6 188318.87000000 PA USD 249048.03000000 0.012091504912 Long ABS-MBS USGSE US N 2 2042-08-25 Variable 7.49999900 N N N N N N Healthcare Trust of America Holdings LP 549300IYGAS4GE6VDL07 Healthcare Trust of America Holdings LP 42225UAG9 1604000.00000000 PA USD 1676961.90000000 0.081418002186 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-36, Class SN 31393X5J2 2696.88000000 PA USD 2702.44000000 0.000131205882 Long ABS-MBS USGSE US N 2 2033-07-25 Floating 10.94649800 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128282S8 3000000.00000000 PA USD 3054375.00000000 0.148292641848 Long DBT UST US N 2 2022-08-31 Fixed 1.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3047, Class OD 31396CJT8 944000.00000000 PA USD 1059323.19000000 0.051431089639 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G92-52, Class FD 31358QTJ4 2375.35000000 PA USD 2376.32000000 0.000115372464 Long ABS-MBS USGSE US N 2 2022-09-25 Floating 1.68147000 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2004-C, Class 1A1 05946XLS0 68196.33000000 PA USD 69841.04000000 0.003390845043 Long ABS-MBS CORP US N 2 2034-12-20 Variable 4.38362600 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 Southern Co. Gas Capital Corp. 001192AJ2 563000.00000000 PA USD 576273.57000000 0.027978597952 Long DBT CORP US N 2 2021-09-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3229, Class HE 31397BRQ6 427354.89000000 PA USD 457060.93000000 0.022190717510 Long ABS-MBS USGSE US N 2 2026-10-15 Fixed 5.00000000 N N N N N N Mitsubishi UFJ Lease & Finance Co. Ltd. 353800MZ3QX9RLMH7B09 Mitsubishi UFJ Lease & Finance Co. Ltd. 60682LAA0 606000.00000000 PA USD 617822.30000000 0.029995826006 Long DBT CORP JP Y 2 2022-09-19 Fixed 2.65200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2017-M5, Class A2 3136AWWF0 3376000.00000000 PA USD 3773552.36000000 0.183209346794 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 3.17499800 N N N N N N University of Southern California 0GMCSQ6M60R4T46U5511 University of Southern California, Series A 914886AD8 570000.00000000 PA USD 639074.43000000 0.031027635952 Long DBT CORP US N 2 2120-10-01 Fixed 3.22600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2965, Class GD 31395T7F5 754.30000000 PA USD 753.66000000 0.000036590868 Long ABS-MBS USGSE US N 2 2020-04-15 Fixed 4.50000000 N N N N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust, Series 2017-1, Class D 26208EAG9 2664782.59000000 PA USD 2698168.59000000 0.130998501612 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.84000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-28CB, Class 1A4 12667GWT6 1773980.60000000 PA USD 1788190.01000000 0.086818226546 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 5.50000000 N N N N N N Progress Residential Trust N/A Progress Residential Trust, Series 2015-SFR3, Class E 74332NAJ2 1200000.00000000 PA USD 1200548.64000000 0.058287711722 Long ABS-O CORP US Y 2 2032-11-12 Fixed 5.66000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1642, Class PJ 3133T2DL1 70533.26000000 PA USD 74700.69000000 0.003626785403 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 6.00000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A6 17307GBJ6 24954.39000000 PA USD 24602.22000000 0.001194459815 Long ABS-MBS CORP US N 3 2033-10-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2744, Class PE 31394PR88 21382.02000000 PA USD 22523.92000000 0.001093556489 Long ABS-MBS USGSE US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific, Inc. 883556BN1 369000.00000000 PA USD 385086.47000000 0.018696293014 Long DBT CORP US N 2 2023-04-15 Fixed 3.00000000 N N N N N N Gold Key Resorts LLC 549300MORAF4RGEXUA95 Gold Key Resorts LLC, Series 2014-A, Class A 38061LAA7 315027.04000000 PA USD 315286.50000000 0.015307441955 Long ABS-O CORP US Y 2 2031-03-17 Fixed 3.22000000 N N N N N N Airbus SE MINO79WLOO247M1IL051 Airbus SE 009279AC4 150000.00000000 PA USD 186093.56000000 0.009035009009 Long DBT CORP NL Y 2 2047-04-10 Fixed 3.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3607, Class BO 31398LQM3 107874.00000000 PA USD 100271.36000000 0.004868264334 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RAZ7 532000.00000000 PA USD 567713.63000000 0.027563005199 Long DBT CORP US N 2 2025-01-15 Fixed 3.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2344, Class ZJ 313399C70 52051.63000000 PA USD 57888.76000000 0.002810551145 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA Trust, Whole Loan, Series 2005-W3, Class 2AF 31394FSB2 867448.42000000 PA USD 864178.40000000 0.041956635306 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 1.84675000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 351, Class 7 3136FCHW9 205846.81000000 PA USD 28419.94000000 0.001379813540 Long ABS-MBS USGSE US N 2 2034-04-25 Variable 5.00000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 2A3 9393363R2 1090493.34000000 PA USD 166408.63000000 0.008079288027 Long ABS-MBS CORP US N 3 2035-04-25 Floating 3.37325000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-37, Class Z 31392DCF7 64378.40000000 PA USD 72604.77000000 0.003525026610 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 6.50000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2004-8F, Class 2A3 36242DCH4 101581.93990000 PA USD 104448.44000000 0.005071065309 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-46, Class QB 31393YT96 166874.13000000 PA USD 253775.07000000 0.012321006937 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 17.49300100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L7C61 3966849.28000000 PA USD 4356722.57000000 0.211522782796 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 3.29000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31405H4U9 112130.78000000 PA USD 117111.32000000 0.005685859474 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 3.74800000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RAX2 483000.00000000 PA USD 528690.17000000 0.025668381265 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2006-38, Class ZK 38374NQB6 1120918.22000000 PA USD 1275152.87000000 0.061909813907 Long ABS-MBS USGA US N 2 2036-08-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-17, Class JO 38375JTE5 87556.53000000 PA USD 78183.92000000 0.003795899340 Long ABS-MBS USGA US N 2 2037-04-16 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2462, Class JG 31392MQP0 136343.72000000 PA USD 159997.23000000 0.007768008815 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 Tennessee Valley Authority 880591EJ7 304000.00000000 PA USD 487079.07000000 0.023648125092 Long DBT USGA US N 2 2060-09-15 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-13, Class ST 31392B5S1 4323.38000000 PA USD 5395.24000000 0.000261943734 Long ABS-MBS USGSE US N 2 2032-03-25 Floating 10.00000100 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822BD5 1260000.00000000 PA USD 1337698.85000000 0.064946477254 Long DBT CORP JP N 2 2024-03-07 Fixed 3.40700000 N N N N N N Flagship Credit Auto Trust 549300A2KXZJ0K08VV65 Flagship Credit Auto Trust, Series 2018-2, Class A 33844NAA8 894499.19000000 PA USD 898611.92000000 0.043628413542 Long ABS-O CORP US Y 2 2022-10-17 Fixed 2.97000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. (The) 96950FAQ7 512000.00000000 PA USD 550126.58000000 0.026709138170 Long DBT CORP US N 2 2025-01-15 Fixed 3.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8BP8 4400874.22000000 PA USD 4611451.61000000 0.223890105832 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 2.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1995-19, Class Z 31359LZB4 68816.08000000 PA USD 73238.08000000 0.003555774378 Long ABS-MBS USGSE US N 2 2023-11-25 Fixed 6.50000000 N N N N N N Reckitt Benckiser Treasury Services plc 213800LAXWIUOOBZ3908 Reckitt Benckiser Treasury Services plc 75625QAC3 700000.00000000 PA USD 713945.88000000 0.034662711907 Long DBT CORP GB Y 2 2022-06-24 Fixed 2.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31400RXM8 6766.42000000 PA USD 7500.82000000 0.000364171528 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2006-16, Class OP 38374MM63 94351.90000000 PA USD 88367.35000000 0.004290313987 Long ABS-MBS USGA US N 2 2036-03-20 None 0.00000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 ONEOK Partners LP 68268NAC7 350000.00000000 PA USD 453442.86000000 0.022015056971 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GGA1 1189000.00000000 PA USD 1277294.28000000 0.062013781280 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2005-68, Class DP 38374L4C2 73650.42000000 PA USD 92744.04000000 0.004502806206 Long ABS-MBS USGA US N 2 2035-06-17 Floating 12.43734800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-62, Class SA 31358UVD5 5899.27000000 PA USD 6666.65000000 0.000323671828 Long ABS-MBS USGSE US N 2 2023-04-25 Floating 18.11634100 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAC6 795000.00000000 PA USD 913829.45000000 0.044367238253 Long DBT CORP US N 2 2049-08-15 Fixed 4.15000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833PD6 6550000.00000000 PA USD 6034780.21000000 0.292993984142 Long DBT UST US N 2 2027-05-15 None 0.00000000 N N N N N N WaMu Mortgage Pass-Through Certificates N/A WaMu Mortgage Pass-Through Certificates, Series 2004-RS2, Class A4 92922FPH5 689019.59000000 PA USD 706991.77000000 0.034325083638 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3211, Class SO 31397BAA9 211296.30000000 PA USD 196926.67000000 0.009560966202 Long ABS-MBS USGSE US N 2 2036-09-15 None 0.00000000 N N N N N N CRH America, Inc. 549300RN11MJ182CNF63 CRH America, Inc. 12626PAM5 417000.00000000 PA USD 460611.93000000 0.022363121740 Long DBT CORP US Y 2 2025-05-18 Fixed 3.87500000 N N N N N N Banc of America Mortgage Trust N/A Banc of America Mortgage Trust, Series 2004-A, Class 2A2 05948XT27 51857.35000000 PA USD 52655.36000000 0.002556464887 Long ABS-MBS CORP US N 2 2034-02-25 Variable 3.87504400 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H16, Class FG 38376RDY9 2347989.27000000 PA USD 2345519.65000000 0.113877079731 Long ABS-MBS USGA US N 2 2065-07-20 Floating 2.17437800 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CLW1 1250.72000000 PA USD 1367.04000000 0.000066371016 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1709, Class FA 3133T4U79 1921.91000000 PA USD 1911.95000000 0.000092826884 Long ABS-MBS USGSE US N 2 2024-03-15 Floating 0.90000000 N N N N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 Royal Bank of Scotland Group plc 780097BG5 290000.00000000 PA USD 337645.27000000 0.016392980264 Long DBT CORP GB N 2 2029-05-18 Variable 4.89200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2544, Class HC 31393FQX7 257436.08000000 PA USD 295395.52000000 0.014341717061 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N NACC Reperforming Loan REMIC Trust N/A NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1 62951MAM2 255479.96000000 PA USD 258555.73000000 0.012553112262 Long ABS-MBS CORP US Y 2 2034-10-25 Variable 6.50000200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2410, Class QS 31339NJ23 104787.02000000 PA USD 160598.85000000 0.007797218005 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 15.18790000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 9128334V9 5500000.00000000 PA USD 4565992.75000000 0.221683037465 Long DBT UST US N 2 2033-02-15 None 0.00000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust, Series 2019-4A, Class C 30167GAE0 2170000.00000000 PA USD 2200690.74000000 0.106845506437 Long ABS-O CORP US Y 2 2024-09-16 Fixed 2.44000000 N N N N N N CPS Auto Receivables Trust N/A CPS Auto Receivables Trust, Series 2015-A, Class C 12633BAC9 36018.60000000 PA USD 36083.06000000 0.001751864880 Long ABS-O CORP US Y 2 2021-02-16 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3261, Class OA 31397EPT6 172255.42000000 PA USD 157043.84000000 0.007624619085 Long ABS-MBS USGSE US N 2 2037-01-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1992-163, Class M 31358QLK9 10274.38000000 PA USD 10874.18000000 0.000527951178 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 7.75000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2015-5, Class E 80284QAH4 4200000.00000000 PA USD 4203876.18000000 0.204101953668 Long ABS-O CORP US Y 2 2023-02-15 Fixed 4.67000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3014, Class OD 31395XBJ3 48524.57000000 PA USD 43729.01000000 0.002123082600 Long ABS-MBS USGSE US N 2 2035-08-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140JVK92 4949654.11000000 PA USD 5297094.68000000 0.257178690965 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-34, Class AX 31393CDE0 217311.58000000 PA USD 254129.96000000 0.012338237165 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 6.00000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 Credit Suisse Group Funding Guernsey Ltd. 225433AC5 340000.00000000 PA USD 367568.97000000 0.017845802700 Long DBT CORP GG N 2 2025-03-26 Fixed 3.75000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YDY8 485000.00000000 PA USD 595930.49000000 0.028932959024 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N CWABS, Inc. Asset-Backed Certificates Trust N/A CWABS, Inc. Asset-Backed Certificates Trust, Series 2004-6, Class M1 126673BC5 78236.70000000 PA USD 75972.44000000 0.003688530005 Long ABS-O CORP US N 2 2034-10-25 Floating 2.52675000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1 59020UAR6 140393.23000000 PA USD 137815.99000000 0.006691089747 Long ABS-MBS CORP US N 2 2029-04-25 Floating 2.08675100 N N N N N N American Airlines Pass-Through Trust N/A American Airlines Pass-Through Trust, Series 2013-2, Class A 02377UAB0 324609.16000000 PA USD 341574.92000000 0.016583768291 Long ABS-O CORP US N 2 2023-01-15 Fixed 4.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2009-9 31397MT31 4759.85000000 PA USD 33.55000000 0.000001628882 Long ABS-MBS USGSE US N 2 2024-02-25 Fixed 5.00000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 MetLife, Inc. 59156RBG2 600000.00000000 PA USD 801963.97000000 0.038936069008 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class 2A5 17307GBH0 48206.68800000 PA USD 49306.73000000 0.002393885902 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1996-14, Class SE 31359KAJ6 61457.19000000 PA USD 7150.72000000 0.000347173860 Long ABS-MBS USGSE US N 2 2023-08-25 Floating 9.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RDD1 1126000.00000000 PA USD 1226296.14000000 0.059537775907 Long DBT CORP US N 2 2025-01-15 Fixed 3.95000000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 Lincoln National Corp. 534187BC2 598000.00000000 PA USD 631127.82000000 0.030641820919 Long DBT CORP US N 2 2022-03-15 Fixed 4.20000000 N N N N N N LV Tower 52 Issuer N/A LV Tower 52 Issuer, Series 2013-1, Class M 50244VAD4 1421655.08000000 PA USD 1426744.61000000 0.069269728654 Long ABS-O CORP US Y 3 2019-07-15 Fixed 7.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31381BJC4 15371.65000000 PA USD 17072.36000000 0.000828878368 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-6, Class 2A9 92922FY93 1405313.77800000 PA USD 1396031.96000000 0.067778601989 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-H01, Class FA 38375BE73 675414.30000000 PA USD 674992.84000000 0.032771506927 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 1.65000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 New York State Dormitory Authority, State Personal Income Tax, General Purpose, Series D 649902T37 360000.00000000 PA USD 496245.60000000 0.024093168333 Long DBT MUN US N 2 2040-03-15 Fixed 5.60000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 Tennessee Valley Authority STRIPS 88059FBM2 800000.00000000 PA USD 578694.75000000 0.028096148410 Long DBT USGA US N 2 2035-06-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1990-102, Class J 31358EV58 351.96000000 PA USD 354.32000000 0.000017202553 Long ABS-MBS USGSE US N 2 2020-08-25 Fixed 6.50000000 N N N N N N MASTR Asset Securitization Trust N/A MASTR Asset Securitization Trust, Series 2004-1, Class 30PO 55265K6X2 13658.69000000 PA USD 11805.16000000 0.000573151091 Long ABS-MBS CORP US N 3 2034-02-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2575, Class ME 31393KSG1 734457.80000000 PA USD 848713.14000000 0.041205783082 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 Southern California Edison Co. 842400FV0 552000.00000000 PA USD 631431.50000000 0.030656564855 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83368RAW2 2008000.00000000 PA USD 2040454.46000000 0.099065891530 Long DBT CORP FR Y 2 2030-01-22 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3256 31397EBP9 136789.98000000 PA USD 125308.23000000 0.006083826796 Long ABS-MBS USGSE US N 2 2036-12-15 None 0.00000000 N N N N N N HSBC Bank plc MP6I5ZYZBEU3UXPYFY54 HSBC Bank plc 44328MAK0 575000.00000000 PA USD 590880.87000000 0.028687795450 Long DBT CORP GB Y 2 2021-01-19 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31418BA63 2444549.15000000 PA USD 2693667.87000000 0.130779987625 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36202SBN7 35458.10000000 PA USD 39763.04000000 0.001930531205 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128283C2 1650000.00000000 PA USD 1698275.39000000 0.082452791215 Long DBT UST US N 2 2022-10-31 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31403KWA7 42936.74000000 PA USD 47499.77000000 0.002306156375 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-37T1, Class A2 12667G2U6 2995639.12000000 PA USD 453712.61000000 0.022028153575 Long ABS-MBS CORP US N 3 2035-09-25 Floating 3.42325100 N N N N N N OneMain Financial Issuance Trust N/A OneMain Financial Issuance Trust, Series 2016-1A, Class A 68268GAA6 145485.06000000 PA USD 145686.24000000 0.007073197433 Long ABS-O CORP US Y 2 2029-02-20 Fixed 3.66000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31391SQG8 82172.66000000 PA USD 92992.74000000 0.004514880814 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 ONEOK, Inc. 682680AY9 615000.00000000 PA USD 635754.50000000 0.030866450377 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, STRIPS, Series 233, Class 13 31282YDY2 538495.65000000 PA USD 104035.38000000 0.005051010876 Long ABS-MBS USGSE US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738AT5 395000.00000000 PA USD 422070.61000000 0.020491906135 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RGQ9 826000.00000000 PA USD 946224.62000000 0.045940052770 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QK7 235000.00000000 PA USD 332699.41000000 0.016152854331 Long DBT UST US N 2 2040-08-15 Fixed 3.87500000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 FirstEnergy Transmission LLC 33767BAC3 240000.00000000 PA USD 301460.09000000 0.014636157367 Long DBT CORP US Y 2 2049-04-01 Fixed 4.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1994-40, Class Z 31359G5C6 331234.16000000 PA USD 356568.80000000 0.017311734594 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 6.50000000 N N N N N N WRKCo, Inc. 549300JEB576INN13W07 WRKCo, Inc. 96145DAF2 400000.00000000 PA USD 432718.67000000 0.021008878985 Long DBT CORP US N 2 2025-03-15 Fixed 3.75000000 N N N N N N Banc of America Alternative Loan Trust N/A Banc of America Alternative Loan Trust, Series 2004-6, Class 15PO 05948KSR1 6246.18330000 PA USD 5165.23000000 0.000250776542 Long ABS-MBS CORP US N 3 2019-07-25 None 0.00000000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 Buckeye Partners LP 118230AM3 770000.00000000 PA USD 708400.00000000 0.034393454466 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31410GRM7 44090.49000000 PA USD 52951.12000000 0.002570824300 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.50000000 N N N N N N Xylem, Inc. 549300DF5MV96DRYLQ48 Xylem, Inc. 98419MAJ9 197000.00000000 PA USD 214177.10000000 0.010398490029 Long DBT CORP US N 2 2026-11-01 Fixed 3.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36209UJR8 3955.25000000 PA USD 4019.18000000 0.000195134788 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G-51, Class SA 31358KV39 103.28000000 PA USD 119.43000000 0.000005798433 Long ABS-MBS USGSE US N 2 2021-12-25 Floating 25.78636400 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254BK5 200000.00000000 PA USD 223585.38000000 0.010855270449 Long DBT CORP GB Y 2 2033-03-15 Variable 4.86600100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-79, Class SY 383742AS2 246155.37000000 PA USD 33396.42000000 0.001621426101 Long ABS-MBS USGA US N 2 2037-12-20 Floating 4.90299800 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAQ1 1765000.00000000 PA USD 1874517.95000000 0.091009525352 Long DBT CORP US N 2 2024-04-24 Variable 3.73700200 N N N N N N Synchrony Card Funding LLC N/A Synchrony Card Funding LLC, Series 2019-A2, Class A 87166PAF8 5000000.00000000 PA USD 5125488.00000000 0.248847032954 Long ABS-O CORP US N 2 2025-06-15 Fixed 2.34000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2306, Class SE 3133TSK69 27228.84000000 PA USD 3858.85000000 0.000187350623 Long ABS-MBS USGSE US N 2 2024-05-15 Floating 8.84999900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8F82 3784942.28000000 PA USD 4154399.50000000 0.201699816541 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.26000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140HVY73 6200000.00000000 PA USD 6614404.22000000 0.321135248957 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 2.52000000 N N N N N N GE Capital International Funding Co. Unlimited Co. 549300G6UZOB126GBY72 GE Capital International Funding Co. Unlimited Co. 36164QMS4 930000.00000000 PA USD 932538.85000000 0.045275596379 Long DBT CORP IE N 2 2020-11-15 Fixed 2.34200000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 Magellan Midstream Partners LP 559080AG1 600000.00000000 PA USD 735211.24000000 0.035695164181 Long DBT CORP US N 2 2043-10-15 Fixed 5.15000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2010-130, Class CP 38377LK72 171424.05000000 PA USD 205866.19000000 0.009994987904 Long ABS-MBS USGA US N 2 2040-10-16 Fixed 7.00000000 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 Jersey Central Power & Light Co. 476556DC6 560000.00000000 PA USD 630001.05000000 0.030587115227 Long DBT CORP US Y 2 2026-01-15 Fixed 4.30000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd. 55608JAE8 1650000.00000000 PA USD 1715325.96000000 0.083280611660 Long DBT CORP AU Y 2 2021-01-14 Fixed 6.25000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 Duke Realty LP 26441YAZ0 239000.00000000 PA USD 258201.76000000 0.012535926701 Long DBT CORP US N 2 2026-06-30 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-16, Class OA 31394V4X5 171305.26000000 PA USD 158504.65000000 0.007695542719 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCL4 869000.00000000 PA USD 804433.30000000 0.039055957191 Long DBT NUSS MX N 2 2048-02-12 Fixed 6.35000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 TransCanada PipeLines Ltd. 89352HAT6 394000.00000000 PA USD 447132.20000000 0.021708668776 Long DBT CORP CA N 2 2026-01-15 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-54, Class FA 31396WFQ4 239540.58000000 PA USD 239018.76000000 0.011604574871 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 2.02675000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-10, Class XI 31396YKW1 277179.84000000 PA USD 51325.36000000 0.002491892196 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 4.60325200 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 Phillips 66 Partners LP 718549AH1 985000.00000000 PA USD 987536.29000000 0.047945771349 Long DBT CORP US N 2 2029-12-15 Fixed 3.15000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 3617KQD88 2042501.59000000 PA USD 2259948.82000000 0.109722539295 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-39 31393A5Z6 44056.92000000 PA USD 8277.05000000 0.000401858190 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 6.00000100 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 Healthpeak Properties, Inc. 40414LAM1 265000.00000000 PA USD 284649.54000000 0.013819990108 Long DBT CORP US N 2 2025-02-01 Fixed 3.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-44, Class P 31395NBC0 839451.12000000 PA USD 778255.72000000 0.037785012237 Long ABS-MBS USGSE US N 2 2033-12-25 None 0.00000000 N N N N N N Cabela's Credit Card Master Note Trust 549300XS4BMJOXLZFV07 Cabela's Credit Card Master Note Trust, Series 2015-2, Class A1 126802DH7 880000.00000000 PA USD 882179.58000000 0.042830608717 Long ABS-O CORP US N 2 2023-07-17 Fixed 2.25000000 N N N N N N BXG Receivables Note Trust N/A BXG Receivables Note Trust, Series 2012-A, Class A 05606UAA8 115024.85000000 PA USD 115031.39000000 0.005584877010 Long ABS-O CORP US Y 2 2027-12-02 Fixed 2.66000000 N N N N N N City of Los Angeles Department of Airports N/A City of Los Angeles, Department of Airports, Series 2009C 544435C32 440000.00000000 PA USD 621830.00000000 0.030190403431 Long DBT MUN US N 2 2039-05-15 Fixed 6.58200000 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 Memorial Sloan-Kettering Cancer Center, Series 2015 586054AC2 200000.00000000 PA USD 267675.24000000 0.012995872640 Long DBT CORP US N 2 2055-07-01 Fixed 4.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Grantor Trust, Whole Loan, Series 2004-T3, Class 1A3 31393YU78 321746.39000000 PA USD 383481.70000000 0.018618379993 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 7.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCC4 313000.00000000 PA USD 299724.89000000 0.014551911852 Long DBT NUSS MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Prudential Insurance Co. of America (The) X574KRZ6V5A7UBU45C31 Prudential Insurance Co. of America (The) 743917AH9 1750000.00000000 PA USD 2282755.04000000 0.110829801702 Long DBT CORP US Y 2 2025-07-01 Fixed 8.30000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A6 17307GLD8 29858.78000000 PA USD 29666.20000000 0.001440320580 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.57603900 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SJ8 5365000.00000000 PA USD 6098286.54000000 0.296077273341 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3274, Class JO 31397F6H0 45362.75000000 PA USD 42877.42000000 0.002081737143 Long ABS-MBS USGSE US N 2 2037-02-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2247, Class Z 3133TPGX1 46898.44000000 PA USD 55051.99000000 0.002672823420 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-72, Class TO 31396KHT2 49148.60000000 PA USD 44615.81000000 0.002166137534 Long ABS-MBS USGSE US N 2 2036-08-25 None 0.00000000 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2004-7, Class 30PO 576434TQ7 98024.60500000 PA USD 85500.39000000 0.004151120511 Long ABS-MBS CORP US N 3 2034-08-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2353, Class AZ 3133TUYS1 313368.18000000 PA USD 347289.47000000 0.016861214812 Long ABS-MBS USGSE US N 2 2031-09-15 Fixed 6.00000000 N N N N N N Texas Eastern Transmission LP 549300SIOULUXXIDGA69 Texas Eastern Transmission LP 882384AC4 554000.00000000 PA USD 566047.35000000 0.027482105813 Long DBT CORP US Y 2 2022-10-15 Fixed 2.80000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper, Inc. 49271VAC4 215000.00000000 PA USD 259237.56000000 0.012586215719 Long DBT CORP US N 2 2038-05-25 Fixed 4.98500000 N N N N N N SART N/A SART N/A 3498761.21000000 PA USD 3568736.43000000 0.173265349953 Long ABS-MBS CORP US N 2 2024-07-15 Fixed 4.75000000 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2004-6, Class 30PO 576434SQ8 161465.11000000 PA USD 142819.73000000 0.006934025805 Long ABS-MBS CORP US N 3 2034-07-25 None 0.00000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2003-UP3, Class A3 17307GAV0 11928.51000000 PA USD 12219.46000000 0.000593265727 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 7.00000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833BZ2 815000.00000000 PA USD 854192.70000000 0.041471820627 Long DBT CORP US N 2 2026-08-04 Fixed 2.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31410RP29 134598.18000000 PA USD 139884.34000000 0.006791509991 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 3.44000200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 2A 31392GWB7 180744.49000000 PA USD 200769.14000000 0.009747521562 Long ABS-MBS USGSE US N 2 2042-12-25 Variable 5.78914900 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 Boston Scientific Corp. 101137AW7 530000.00000000 PA USD 582754.32000000 0.028293244169 Long DBT CORP US N 2 2026-03-01 Fixed 3.75000000 N N N N N N RALI Trust N/A RALI Trust, Series 2003-QS14, Class A1 76110HFL8 6749.76000000 PA USD 6716.85000000 0.000326109083 Long ABS-MBS CORP US N 2 2018-07-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2009-70, Class CO 31396QYP8 366592.90000000 PA USD 337671.32000000 0.016394245015 Long ABS-MBS USGSE US N 2 2037-01-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3607, Class OP 31398LQS0 457235.83000000 PA USD 408157.42000000 0.019816408300 Long ABS-MBS USGSE US N 2 2037-07-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A 31393AP68 48272.18000000 PA USD 55037.82000000 0.002672135454 Long ABS-MBS USGSE US N 2 2042-10-25 Variable 5.78065000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2271, Class PC 3133TQKD8 103064.78000000 PA USD 121980.20000000 0.005922247959 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 7.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-53, Class SW 38375LGF1 42402.31000000 PA USD 56259.33000000 0.002731440859 Long ABS-MBS USGA US N 2 2037-09-20 Floating 15.26400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2345, Class NE 313399SN8 38270.31000000 PA USD 44656.46000000 0.002168111128 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2004-28, Class S 38374GDC3 203377.43000000 PA USD 302879.88000000 0.014705089443 Long ABS-MBS USGA US N 2 2034-04-16 Floating 15.10160000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1963, Class Z 3133TAA28 38545.06000000 PA USD 44237.32000000 0.002147761506 Long ABS-MBS USGSE US N 2 2027-01-15 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-26, Class SC 38375KBN1 399120.68000000 PA USD 49983.44000000 0.002426740778 Long ABS-MBS USGA US N 2 2037-05-20 Floating 4.55299900 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YAW9 190000.00000000 PA USD 218983.77000000 0.010631858162 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N Noble Energy, Inc. 02VFQXG2D1LR5ZH3K186 Noble Energy, Inc. 655044AE5 999000.00000000 PA USD 1140685.58000000 0.055381306544 Long DBT CORP US N 2 2041-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31387Y5U3 29683.89000000 PA USD 35169.01000000 0.001707486934 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3720, Class A 3137A1XL2 129053.83000000 PA USD 136400.53000000 0.006622367896 Long ABS-MBS USGSE US N 2 2025-09-15 Fixed 4.50000000 N N N N N N GSMPS Mortgage Loan Trust N/A GSMPS Mortgage Loan Trust, Series 2005-RP3, Class 1AF 362341LL1 744736.56000000 PA USD 657388.64000000 0.031916807250 Long ABS-MBS CORP US Y 2 2035-09-25 Floating 1.97674900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138LALA5 4022000.00000000 PA USD 4586917.25000000 0.222698940680 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-205, Class H 31359EK34 9562.83800000 PA USD 9323.81000000 0.000452679326 Long ABS-MBS USGSE US N 2 2023-09-25 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2003-12, Class SP 38373SNF0 133917.66000000 PA USD 21553.51000000 0.001046442214 Long ABS-MBS USGA US N 2 2033-02-20 Floating 6.05300000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 90351DAB3 300000.00000000 PA USD 334359.33000000 0.016233444934 Long DBT CORP CH Y 2 2025-09-24 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-53, Class US 31395NJD0 540572.55000000 PA USD 99065.22000000 0.004809705157 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 4.95325100 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 Conagra Brands, Inc. 205887CD2 220000.00000000 PA USD 267019.29000000 0.012964025680 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128284N7 1198000.00000000 PA USD 1366094.38000000 0.066325105667 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 Allergan Funding SCS 00507UAF8 443000.00000000 PA USD 480195.87000000 0.023313939567 Long DBT CORP LU N 2 2024-06-15 Fixed 3.85000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128NHP98 71559.06000000 PA USD 76234.88000000 0.003701271702 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 4.21200000 N Y N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-2, Class MS 38374DPT0 156005.42000000 PA USD 30055.85000000 0.001459238436 Long ABS-MBS USGA US N 2 2038-01-16 Floating 5.50149800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3422, Class AI 31397RCW4 1323117.90000000 PA USD 10824.96000000 0.000525561503 Long ABS-MBS USGSE US N 2 2038-01-15 Variable 0.24999800 N Y N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 Anglo American Capital plc 034863AT7 500000.00000000 PA USD 547439.70000000 0.026578687739 Long DBT CORP GB Y 2 2027-09-11 Fixed 4.00000000 N N N N N N Brookfield Finance, Inc. N/A Brookfield Finance, Inc. 11271LAC6 337000.00000000 PA USD 373354.19000000 0.018126680312 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NCY5 715000.00000000 PA USD 773235.78000000 0.037541289654 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31371PAK6 123617.93000000 PA USD 151862.55000000 0.007373062815 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-76, Class GF 31397MRZ2 119.55000000 PA USD 119.52000000 0.000005802803 Long ABS-MBS USGSE US N 2 2023-09-25 Floating 2.27675200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2535, Class BK 31393GQV9 35418.18000000 PA USD 36461.28000000 0.001770227799 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-21, Class KA 31358T4H9 10260.80000000 PA USD 10903.14000000 0.000529357212 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 7.70000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Intercontinental Exchange, Inc. 45866FAA2 884000.00000000 PA USD 948204.92000000 0.046036198109 Long DBT CORP US N 2 2023-10-15 Fixed 4.00000000 N N N N N N Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust N/A Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust, Series 2005-5, Class APO 1729732E8 35399.09200000 PA USD 31208.58000000 0.001515204510 Long ABS-MBS CORP US N 3 2035-08-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G95-1, Class C 31359LMA0 10107.36000000 PA USD 11491.15000000 0.000557905624 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 8.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1863, Class Z 3133T7DV8 13853.50000000 PA USD 14830.88000000 0.000720052507 Long ABS-MBS USGSE US N 2 2026-07-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multifamily Structured Pass-Through Certificates, Series KPLB, Class A 3137BJQ71 353000.00000000 PA USD 375564.18000000 0.018233977306 Long ABS-MBS USGSE US N 2 2025-05-25 Fixed 2.77000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 3A 31393LFM0 303812.20000000 PA USD 372866.59000000 0.018103006896 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 7.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCW0 768000.00000000 PA USD 801792.00000000 0.038927719711 Long DBT NUSS MX Y 2 2050-01-23 Fixed 7.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2009-19, Class IP 31397NUK9 961524.32000000 PA USD 221879.14000000 0.010772430969 Long ABS-MBS USGSE US N 2 2036-10-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 20 Year 31418AHQ4 607232.58000000 PA USD 641073.16000000 0.031124676084 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2054, Class PV 3133TE4B7 64930.09000000 PA USD 74862.73000000 0.003634652591 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 7.50000000 N N N N N N ACC N/A ACC N/A 2154299.22000000 PA USD 2154299.22000000 0.104593156591 Long ABS-MBS CORP US N 3 2021-01-15 Fixed 0.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCP5 350000.00000000 PA USD 359975.00000000 0.017477108655 Long DBT NUSS MX N 2 2029-01-23 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 313615TX4 1335.05000000 PA USD 1435.82000000 0.000069710346 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 7.00000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 Broadcom, Inc. 11135FAB7 1575000.00000000 PA USD 1751760.77000000 0.085049554317 Long DBT CORP US Y 2 2029-04-15 Fixed 4.75000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CX 9393367B3 977950.79000000 PA USD 199999.93000000 0.009710175727 Long ABS-MBS CORP US N 3 2035-06-25 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 3617KQEA2 3651347.51000000 PA USD 4025336.34000000 0.195433684529 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.00000000 N N N N N N CenterPoint Energy Resources Corp. 2JADVB0458J06WCD4N56 CenterPoint Energy Resources Corp. 15189WAG5 335000.00000000 PA USD 340245.68000000 0.016519232499 Long DBT CORP US N 2 2021-01-15 Fixed 4.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GGK9 1855000.00000000 PA USD 1904708.21000000 0.092475289514 Long DBT CORP US N 2 2023-04-24 Variable 2.88100100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31409JPF1 26050.58000000 PA USD 27174.76000000 0.001319358936 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 4.42000100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2568, Class KG 31393KKC8 95976.07000000 PA USD 100442.83000000 0.004876589356 Long ABS-MBS USGSE US N 2 2023-02-15 Fixed 5.50000000 N N N N N N Pretium Mortgage Credit Partners I LLC N/A Pretium Mortgage Credit Partners I LLC, Series 2018-NPL4, Class A1 74141GAA7 1230929.45000000 PA USD 1242559.39000000 0.060327371261 Long ABS-O CORP US Y 3 2058-09-25 Variable 4.82640100 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2004-6, Class 7A1 576434SK1 278278.75000000 PA USD 288962.29000000 0.014029377983 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L94G4 2787354.23000000 PA USD 3080113.47000000 0.149542267618 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.03000000 N N N N N N Renew N/A Renew, Series 2017-1A, Class A 75973LAA6 722686.29000000 PA USD 763415.52000000 0.037064507235 Long ABS-O CORP KY Y 2 2052-09-20 Fixed 3.67000000 N Y N N N N Ohio State University (The) JFC10ZULKO4X2E3HBY86 Ohio State University, General Receipts, Series A 677632PA3 1563000.00000000 PA USD 2410786.83000000 0.117045859776 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2005-7F, Class 3A9 362341NB1 601439.52000000 PA USD 640078.16000000 0.031076367942 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 6.00000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650DG2 895000.00000000 PA USD 938793.72000000 0.045579275920 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202EWE5 796310.65000000 PA USD 914661.21000000 0.044407620946 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N Bear Stearns ARM Trust N/A Bear Stearns ARM Trust, Series 2006-1, Class A1 07387AGZ2 792471.43000000 PA USD 814350.93000000 0.039537467010 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.84000100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31389DS73 245709.16000000 PA USD 274593.31000000 0.013331751135 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2010-49, Class SC 31398P5R6 440864.86000000 PA USD 556594.53000000 0.027023162935 Long ABS-MBS USGSE US N 2 2040-03-25 Floating 9.40650100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1990-93, Class G 31358ED82 17.20000000 PA USD 17.22000000 0.000000836046 Long ABS-MBS USGSE US N 2 2020-08-25 Fixed 5.50000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661DR5 418000.00000000 PA USD 463433.39000000 0.022500106150 Long DBT CORP US N 2 2029-04-05 Fixed 3.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-29, Class J 31359PFV3 15220.04000000 PA USD 17549.74000000 0.000852055595 Long ABS-MBS USGSE US N 2 2027-04-20 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202C5F6 13793.76000000 PA USD 15605.05000000 0.000757639153 Long ABS-MBS USGA US N 2 2028-09-20 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 31300LUY9 279307.05000000 PA USD 296110.84000000 0.014376446488 Long ABS-MBS USGSE US N 2 2040-07-01 Variable 4.31500000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31406YB58 67249.82000000 PA USD 70229.84000000 0.003409721632 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.52099900 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1996-2, Class 1Z 911760HH2 184995.65000000 PA USD 207803.36000000 0.010089039243 Long ABS-MBS USGSE US N 2 2026-06-15 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31410DVM9 24845.06000000 PA USD 26851.42000000 0.001303660490 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Bear Stearns ARM Trust N/A Bear Stearns ARM Trust, Series 2003-7, Class 3A 07384MYS5 61094.42000000 PA USD 62609.73000000 0.003039758466 Long ABS-MBS CORP US N 2 2033-10-25 Variable 4.31448500 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 Total Capital International SA 89153VAU3 815000.00000000 PA USD 892211.57000000 0.043317670817 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-116, Class SB 31393T4W3 492153.77000000 PA USD 97458.55000000 0.004731699889 Long ABS-MBS USGSE US N 2 2033-11-25 Floating 5.97325000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 355, Class 11 3136FCNL6 174863.22000000 PA USD 34608.50000000 0.001680273671 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 6.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAM2 338000.00000000 PA USD 341598.16000000 0.016584896614 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N Prosper Marketplace Issuance Trust N/A Prosper Marketplace Issuance Trust, Series 2019-3A, Class A 74362DAA6 860295.20000000 PA USD 865866.47000000 0.042038592616 Long ABS-O CORP US Y 2 2025-07-15 Fixed 3.19000000 N N N N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020AQ0 1591000.00000000 PA USD 1687800.88000000 0.081944244373 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36210ASU2 4968.78000000 PA USD 5514.42000000 0.000267730029 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29273RBG3 321000.00000000 PA USD 353680.60000000 0.017171509897 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GWL4 2093000.00000000 PA USD 2288145.29000000 0.111091503167 Long DBT CORP US N 2 2028-06-05 Variable 3.69100100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3131, Class BK 31396JMX0 450834.34000000 PA USD 481272.24000000 0.023366198295 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RK6 25900000.00000000 PA USD 30265566.47000000 1.469420358950 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1998-66, Class SB 31359U4D4 32170.16000000 PA USD 1832.55000000 0.000088971943 Long ABS-MBS USGSE US N 2 2028-12-25 Floating 6.52325000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAG6 820000.00000000 PA USD 873090.52000000 0.042389326714 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.37500000 N N N N N N Continental Airlines Pass-Through Trust N/A Continental Airlines Pass-Through Trust, Series 2012-2, Class A 210795QB9 148274.71000000 PA USD 160109.77000000 0.007773472733 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A First Horizon Alternative Mortgage Securities Trust, Series 2005-FA8, Class 1A19 32051GYZ2 580319.68000000 PA USD 470032.19000000 0.022820483800 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR12, Class 2P 93363NAR6 80803.57000000 PA USD 81455.46000000 0.003954735537 Long ABS-MBS CORP US N 3 2036-10-25 Variable 3.33482800 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 Port Authority of New York and New Jersey, Consolidated 73358WJA3 2060000.00000000 PA USD 2815196.00000000 0.136680287181 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 Abbott Laboratories 002824BH2 1185000.00000000 PA USD 1644637.52000000 0.079848624587 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N Harborwalk Funding Trust N/A Harborwalk Funding Trust 41161EAA6 900000.00000000 PA USD 1144803.86000000 0.055581252726 Long DBT CORP US Y 2 2069-02-15 Variable 5.07700100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1899, Class ZE 3133T86T9 43363.80000000 PA USD 50068.97000000 0.002430893336 Long ABS-MBS USGSE US N 2 2026-09-15 Fixed 8.00000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 144141DD7 125000.00000000 PA USD 146878.09000000 0.007131062818 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N CPS Auto Receivables Trust N/A CPS Auto Receivables Trust, Series 2014-D, Class C 12632YAC0 903.44000000 PA USD 904.50000000 0.000043914285 Long ABS-O CORP US Y 2 2020-11-16 Fixed 4.35000000 N N N N N N Thornburg Mortgage Securities Trust N/A Thornburg Mortgage Securities Trust, Series 2003-4, Class A1 885220DW0 135447.10000000 PA USD 137752.00000000 0.006687982975 Long ABS-MBS CORP US N 2 2043-09-25 Floating 2.26675100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2018-M10, Class A2 3136B2HA3 3335000.00000000 PA USD 3759874.00000000 0.182545250166 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.38400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1541, Class O 3133T0BX1 14991.73000000 PA USD 14801.10000000 0.000718606661 Long ABS-MBS USGSE US N 2 2023-07-15 Floating 1.18000100 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2006-A, Class 3A2 058927AG9 196351.09000000 PA USD 190630.77000000 0.009255294618 Long ABS-MBS CORP US N 2 2036-02-20 Variable 3.89613600 N N N N N N Sierra Timeshare Receivables Funding LLC N/A Sierra Timeshare Receivables Funding LLC, Series 2019-2A, Class C 82652MAC4 2755524.25000000 PA USD 2795004.57000000 0.135699975171 Long ABS-O CORP US Y 3 2036-05-20 Fixed 3.12000000 N N N N N N Western Union Co. (The) 28ID94QU1140NC23S047 Western Union Co. (The) 959802AU3 1100000.00000000 PA USD 1144930.99000000 0.055587425002 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G92-61, Class Z 31358QW27 5190.00000000 PA USD 5427.76000000 0.000263522609 Long ABS-MBS USGSE US N 2 2022-10-25 Fixed 7.00000000 N N N N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 Martin Marietta Materials, Inc. 573284AQ9 770000.00000000 PA USD 827972.95000000 0.040198828282 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 Jefferies Group LLC 472319AE2 749000.00000000 PA USD 902960.65000000 0.043839548278 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L5EA4 1474885.64000000 PA USD 1591936.94000000 0.077289964227 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 3.69000000 N N N N N N Thornburg Mortgage Securities Trust N/A Thornburg Mortgage Securities Trust, Series 2004-4, Class 3A 885220GF4 339557.65000000 PA USD 348507.03000000 0.016920328440 Long ABS-MBS CORP US N 2 2044-12-25 Variable 3.54722000 N N N N N N Business Jet Securities LLC N/A Business Jet Securities LLC, Series 2018-2, Class B 12326RAB8 2056519.51000000 PA USD 2117332.44000000 0.102798386314 Long ABS-O CORP US Y 2 2033-06-15 Fixed 5.43700000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251526BL2 1000000.00000000 PA USD 1026388.71000000 0.049832091137 Long DBT CORP DE N 2 2022-11-16 Fixed 3.30000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide, Inc. 03523TBT4 780000.00000000 PA USD 909590.39000000 0.044161428093 Long DBT CORP US N 2 2048-10-06 Fixed 4.43900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L5FJ4 1936783.38000000 PA USD 2093172.40000000 0.101625394733 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 3.76000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RN0 2300000.00000000 PA USD 2872125.00000000 0.139444241119 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31405FTF9 32324.92000000 PA USD 36117.03000000 0.001753514154 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 Lincoln National Corp. 534187BJ7 650000.00000000 PA USD 685177.65000000 0.033265988575 Long DBT CORP US N 2 2030-01-15 Fixed 3.05000000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 Prudential Financial, Inc. 744320AY8 300000.00000000 PA USD 339606.70000000 0.016488209447 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 Enable Midstream Partners LP 292480AM2 594000.00000000 PA USD 562347.42000000 0.027302470897 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-H09, Class HA 38375BR95 634512.32000000 PA USD 633042.98000000 0.030734803653 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 1.65000000 N N N N N N Charter Communications Operating LLC N/A Charter Communications Operating LLC 161175BT0 1475000.00000000 PA USD 1588501.88000000 0.077123188988 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAG2 406000.00000000 PA USD 450621.67000000 0.021878085670 Long DBT CORP US N 2 2026-01-15 Fixed 4.12500000 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1 126694LU0 1026100.09000000 PA USD 944436.48000000 0.045853236972 Long ABS-MBS CORP US N 2 2035-11-25 Variable 3.56852200 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc 539439AR0 475000.00000000 PA USD 531894.62000000 0.025823960183 Long DBT CORP GB N 2 2028-03-22 Fixed 4.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-36, Class SH 38374D3F4 405739.43000000 PA USD 6203.07000000 0.000301164604 Long ABS-MBS USGA US N 2 2038-04-20 Floating 4.65300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CPT4 4236.35000000 PA USD 4689.45000000 0.000227676997 Long ABS-MBS USGA US N 2 2026-06-20 Fixed 8.00000000 N N N N N N GTP Acquisition Partners I LLC N/A GTP Acquisition Partners I LLC 36246MAT6 1236000.00000000 PA USD 1241459.41000000 0.060273966247 Long DBT CORP US Y 2 2020-06-15 Fixed 2.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-44, Class PU 3139204T4 28013.42000000 PA USD 33335.09000000 0.001618448475 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 7.00000000 N N N N N N Mead Johnson Nutrition Co. E4BJRFT3MF4GJDY1SC50 Mead Johnson Nutrition Co. 582839AH9 153000.00000000 PA USD 171906.22000000 0.008346200945 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N Albemarle Corp. HDBLS2Q6GV1LSKQPBS54 Albemarle Corp. 012725AD9 150000.00000000 PA USD 190536.34000000 0.009250709957 Long DBT CORP US N 2 2044-12-01 Fixed 5.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31402Q4R9 195953.60000000 PA USD 206821.28000000 0.010041358379 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 4.37500100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L4F73 2226805.60000000 PA USD 2341131.29000000 0.113664020923 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 3.02000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NBS9 740000.00000000 PA USD 797643.31000000 0.038726297095 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 Digital Realty Trust LP 25389JAR7 252000.00000000 PA USD 276824.26000000 0.013440065755 Long DBT CORP US N 2 2027-08-15 Fixed 3.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810QX9 5900000.00000000 PA USD 7167347.67000000 0.347981148689 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-21, Class PE 31392CPT5 91870.94000000 PA USD 107094.97000000 0.005199556711 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 Public Service Co. of Colorado 744448CM1 214000.00000000 PA USD 235484.68000000 0.011432992121 Long DBT CORP US N 2 2046-06-15 Fixed 3.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381URD1 1906986.64000000 PA USD 1973215.92000000 0.095801400192 Long ABS-MBS USGSE US N 2 2022-07-01 Fixed 2.98000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 ONEOK Partners LP 68268NAL7 334000.00000000 PA USD 366579.91000000 0.017797782951 Long DBT CORP US N 2 2023-09-15 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2086, Class GB 3133TGE96 38000.53000000 PA USD 42527.53000000 0.002064749670 Long ABS-MBS USGSE US N 2 2028-09-15 Fixed 6.00000000 N N N N N N British Airways Pass-Through Trust N/A British Airways Pass-Through Trust, Series 2018-1, Class AA 11042TAA1 582762.56000000 PA USD 646886.66000000 0.031406926715 Long ABS-O CORP US Y 2 2031-09-20 Fixed 3.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4822, Class ZB 3137FH3G6 3716057.10000000 PA USD 4176502.22000000 0.202772923393 Long ABS-MBS USGSE US N 2 2048-07-15 Fixed 4.00000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 Enable Midstream Partners LP 292480AL4 325000.00000000 PA USD 323662.94000000 0.015714125620 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822AA2 243000.00000000 PA USD 246000.29000000 0.011943534405 Long DBT CORP JP N 2 2021-03-01 Fixed 2.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 31349UB56 149486.00000000 PA USD 158562.40000000 0.007698346533 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.34599900 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA Trust, Whole Loan, Series 2006-W2, Class 1AF1 31395N5A1 286390.59000000 PA USD 286377.33000000 0.013903875860 Long ABS-MBS USGSE US N 2 2046-02-25 Floating 1.84675000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2001-35, Class SA 38373RTZ2 88834.73000000 PA USD 292.25000000 0.000014188999 Long ABS-MBS USGA US N 2 2031-08-16 Floating 6.59149900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-72, Class IE 31393DXG1 357661.29000000 PA USD 66531.15000000 0.003230146919 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 5.50000000 N N N N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 National Retail Properties, Inc. 637417AH9 783000.00000000 PA USD 869162.61000000 0.042198623165 Long DBT CORP US N 2 2025-11-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-77, Class PC 31396KGX4 689352.28000000 PA USD 792013.79000000 0.038452978857 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-109, Class PC 31394UZE5 462381.20000000 PA USD 515308.45000000 0.025018686774 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-4, Class PC 31359SGY0 5471.57000000 PA USD 5527.41000000 0.000268360706 Long ABS-MBS USGSE US N 2 2021-03-25 Fixed 7.00000000 N N N N N N Ladder Capital Commercial Mortgage Trust N/A Ladder Capital Commercial Mortgage Trust, Series 2013-GCP, Class A2 50184BAC2 998000.00000000 PA USD 1147947.10000000 0.055733859843 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 3.98510000 N N N N N N Memorial Health Services 549300FTIZOMIONZZ882 Memorial Health Services 58601VAC6 1340000.00000000 PA USD 1515331.60000000 0.073570706360 Long DBT CORP US N 2 2049-11-01 Fixed 3.44700000 N N N N N N First Investors Auto Owner Trust 5493007KMCTYB1D1L534 First Investors Auto Owner Trust, Series 2015-2A, Class D 32058MAJ4 358453.20000000 PA USD 359575.62000000 0.017457718398 Long ABS-O CORP US Y 2 2021-12-15 Fixed 4.22000000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 Quest Diagnostics, Inc. 74834LAZ3 150000.00000000 PA USD 163696.36000000 0.007947604889 Long DBT CORP US N 2 2026-06-01 Fixed 3.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2010-148, Class MA 31398S6Q1 88791.08000000 PA USD 89849.36000000 0.004362266900 Long ABS-MBS USGSE US N 2 2039-02-25 Fixed 4.00000000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 Southern Co. Gas Capital Corp. 001192AM5 254000.00000000 PA USD 274382.52000000 0.013321517091 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N N Wells Fargo Mortgage-Backed Securities Trust N/A Wells Fargo Mortgage-Backed Securities Trust, Series 2007-7, Class A7 94985JAG5 251489.78000000 PA USD 252754.57000000 0.012271460748 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 Sunoco Logistics Partners Operations LP 86765BAK5 400000.00000000 PA USD 451799.32000000 0.021935261632 Long DBT CORP US N 2 2042-02-15 Fixed 6.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RD2 10188000.00000000 PA USD 14438306.25000000 0.700992699857 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1608, Class L 3133T1W81 149160.57000000 PA USD 159795.73000000 0.007758225809 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2089, Class PJ 3133TGKG3 60396.90000000 PA USD 6265.27000000 0.000304184469 Long ABS-MBS USGSE US N 2 2028-10-15 Fixed 7.00000000 N N N N N N Pennsylvania Electric Co. O1PLQWO3TX952VMBJ146 Pennsylvania Electric Co. 708696BY4 150000.00000000 PA USD 160929.74000000 0.007813283010 Long DBT CORP US Y 2 2028-03-15 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3331 31397J5M2 153695.05000000 PA USD 143071.33000000 0.006946241210 Long ABS-MBS USGSE US N 2 2037-06-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2835, Class QO 31395FEZ3 21710.78000000 PA USD 20100.15000000 0.000975880284 Long ABS-MBS USGSE US N 2 2032-12-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1981, Class Z 3133TAUE0 59166.30000000 PA USD 64414.92000000 0.003127402058 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 6.00000000 N N N N N N Anheuser-Busch InBev Finance, Inc. 5493000EYEKDT0FBSQ91 Anheuser-Busch InBev Finance, Inc. 03524BAF3 70000.00000000 PA USD 83846.60000000 0.004070827525 Long DBT CORP US N 2 2044-02-01 Fixed 4.62500000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 Pfizer, Inc. 717081EU3 950000.00000000 PA USD 1127140.88000000 0.054723699228 Long DBT CORP US N 2 2039-03-15 Fixed 3.90000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H24, Class FG 38375BXB3 24670.19000000 PA USD 24620.90000000 0.001195366746 Long ABS-MBS USGA US N 2 2060-04-20 Floating 2.16438100 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 Evergy Metro, Inc. 485134BM1 1400000.00000000 PA USD 1926580.92000000 0.093537229174 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Indexed Bonds 912810PZ5 300000.00000000 PA USD 447414.85000000 0.021722391686 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N Lendingpoint Asset Securitization Trust N/A Lendingpoint Asset Securitization Trust, Series 2019-2, Class A 52605WAA7 3376948.92000000 PA USD 3387452.58000000 0.164463856672 Long ABS-O CORP US Y 2 2025-11-10 Fixed 3.07100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2011-75, Class FA 3136A0GK7 197305.04000000 PA USD 199047.50000000 0.009663934398 Long ABS-MBS USGSE US N 2 2041-08-25 Floating 2.17675100 N N N N N N Resolution Funding Corp. N/A Resolution Funding Corp. STRIPS 76116EHJ2 510000.00000000 PA USD 455104.91000000 0.022095750987 Long DBT USGA US N 2 2027-10-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-130, Class SX 31393UWF6 12918.96000000 PA USD 14674.29000000 0.000712449922 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 9.02868100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA Trust, Whole Loan, Series 2004-W1, Class 2A2 31393U4Q3 100796.50000000 PA USD 118410.81000000 0.005748950878 Long ABS-MBS USGSE US N 2 2033-12-25 Fixed 7.00000000 N N N N N N Anheuser-Busch Cos. LLC N/A Anheuser-Busch Cos. LLC 03522AAJ9 2235000.00000000 PA USD 2761657.05000000 0.134080923207 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co. 797440BH6 275000.00000000 PA USD 337456.09000000 0.016383795406 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810PW2 447000.00000000 PA USD 659709.14000000 0.032029469604 Long DBT UST US N 2 2038-02-15 Fixed 4.37500000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 Deutsche Telekom International Finance BV 25156PAR4 232000.00000000 PA USD 298250.44000000 0.014480325984 Long DBT CORP NL Y 2 2042-03-06 Fixed 4.87500000 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 DXC Technology Co. 23355LAC0 478000.00000000 PA USD 512005.90000000 0.024858345014 Long DBT CORP US N 2 2024-04-15 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31403R2E7 117436.10000000 PA USD 136500.07000000 0.006627200652 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 8.00000000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 DuPont de Nemours, Inc. 26078JAE0 215000.00000000 PA USD 261620.44000000 0.012701906677 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N Coca-Cola Femsa SAB de CV 5493008KEVFYPMGTXO33 Coca-Cola Femsa SAB de CV 191241AH1 790000.00000000 PA USD 831857.99000000 0.040387450453 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N Aetna, Inc. 549300QKBENKLBXQ8968 Aetna, Inc. 00817YAG3 440000.00000000 PA USD 626864.83000000 0.030434848937 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3611 31398LSE9 52121.37000000 PA USD 48553.72000000 0.002357326592 Long ABS-MBS USGSE US N 2 2034-07-15 None 0.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 Port Authority of New York and New Jersey, Consolidated, Series 164 73358WCW2 1825000.00000000 PA USD 2718337.50000000 0.131977720257 Long DBT MUN US N 2 2040-11-01 Fixed 5.64700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31400JBY4 24440.84000000 PA USD 27471.25000000 0.001333753791 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1343, Class LA 312911GW4 3283.69000000 PA USD 3474.49000000 0.000168689601 Long ABS-MBS USGSE US N 2 2022-08-15 Fixed 8.00000000 N N N N N N Toorak Mortgage Corp. Ltd. N/A Toorak Mortgage Corp. Ltd., Series 2019-2, Class A1 89052LAA1 2795000.00000000 PA USD 2814384.72000000 0.136640898811 Long ABS-MBS CORP US N 2 2022-09-25 Variable 3.72100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L74C7 2771604.59000000 PA USD 3028617.84000000 0.147042108661 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.14000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-14, Class ES 31396PC33 662660.80000000 PA USD 120841.90000000 0.005866982474 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 4.81325000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR8, Class A 92922FAS7 45701.40060000 PA USD 46658.28000000 0.002265301282 Long ABS-MBS CORP US N 2 2033-08-25 Variable 4.41466200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31405YXX4 151569.44000000 PA USD 158657.04000000 0.007702941390 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.56299900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-72, Class SX 31392BJG2 9323.95000000 PA USD 12756.91000000 0.000619359406 Long ABS-MBS USGSE US N 2 2031-12-25 Floating 13.67743000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31403R4H8 59216.50000000 PA USD 67293.14000000 0.003267142216 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2313, Class LA 3133TTK67 47717.55000000 PA USD 54360.16000000 0.002639234454 Long ABS-MBS USGSE US N 2 2031-05-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H15, Class FD 38376RDD5 1571140.64000000 PA USD 1569396.20000000 0.076195591112 Long ABS-MBS USGA US N 2 2065-06-20 Floating 2.17437800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1250, Class J 3129093W2 1233.54000000 PA USD 1285.15000000 0.000062395183 Long ABS-MBS USGSE US N 2 2022-05-15 Fixed 7.00000000 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 WP Carey, Inc. 92936UAE9 350000.00000000 PA USD 394349.14000000 0.019146003938 Long DBT CORP US N 2 2026-10-01 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128S4ZC4 164546.50000000 PA USD 172896.45000000 0.008394277499 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 3.89300000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 3132H7EG5 8581210.22000000 PA USD 9277872.77000000 0.450449032549 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust, Series 2019-4, Class C 26209AAF8 1960000.00000000 PA USD 1994377.42000000 0.096828809970 Long ABS-O CORP US N 2 2025-11-17 Fixed 2.51000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-81, Class TA 3136AFK60 2000000.00000000 PA USD 2101614.60000000 0.102035271104 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.00000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A2C4 1055000.00000000 PA USD 1056407.01000000 0.051289506488 Long DBT CORP US Y 2 2020-04-20 Fixed 2.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828T67 20000000.00000000 PA USD 20096875.00000000 0.975721280668 Long DBT UST US N 2 2021-10-31 Fixed 1.25000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 AstraZeneca plc 046353AD0 300000.00000000 PA USD 443478.80000000 0.021531292934 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N Citigroup Mortgage Loan Trust N/A Citigroup Mortgage Loan Trust, Series 2015-A, Class B2 17323MAD7 438954.92000000 PA USD 467892.19000000 0.022716584884 Long ABS-MBS CORP US Y 2 2058-06-25 Variable 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1573, Class PZ 3133T0R71 44115.30000000 PA USD 47221.67000000 0.002292654371 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1700, Class GA 3133T4BL9 11765.73400000 PA USD 11605.91000000 0.000563477325 Long ABS-MBS USGSE US N 2 2024-02-15 None 0.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 Port Authority of New York and New Jersey, Consolidated 73358WCX0 440000.00000000 PA USD 655380.00000000 0.031819285979 Long DBT MUN US N 2 2040-11-01 Fixed 5.64700000 N N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2018-1, Class A 90931VAA4 692305.77000000 PA USD 741685.79000000 0.036009509382 Long ABS-O CORP US N 2 2030-03-01 Fixed 3.70000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 Arrow Electronics, Inc. 042735BF6 442000.00000000 PA USD 466316.66000000 0.022640091491 Long DBT CORP US N 2 2028-01-12 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RE0 17780000.00000000 PA USD 24780875.00000000 1.203133675812 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661DS3 403000.00000000 PA USD 493691.95000000 0.023969186339 Long DBT CORP US N 2 2049-04-05 Fixed 4.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 15 Year 31402RR84 684.68000000 PA USD 686.02000000 0.000033306885 Long ABS-MBS USGSE US N 2 2020-08-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-17, Class JI 38375JTD7 816481.69000000 PA USD 156977.75000000 0.007621410356 Long ABS-MBS USGA US N 2 2037-04-16 Floating 5.15149900 N N N N N N Guardian Life Insurance Co. of America (The) N1YIDVMMKBHFYCCAIX69 Guardian Life Insurance Co. of America (The) 401378AC8 208000.00000000 PA USD 282927.33000000 0.013736375270 Long DBT CORP US Y 2 2077-01-24 Fixed 4.85000000 N N N N N N American Airlines Pass-Through Trust N/A American Airlines Pass-Through Trust, Series 2011-1, Class A 023767AA4 99590.23000000 PA USD 102628.82000000 0.004982721128 Long ABS-O CORP US N 2 2021-01-31 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3387, Class SA 31397PFM7 215511.25000000 PA USD 40340.82000000 0.001958582941 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 4.76150000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RC4 22214400.00000000 PA USD 30879751.39000000 1.499239586900 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 Atmos Energy Corp. 049560AL9 828000.00000000 PA USD 969946.91000000 0.047091791196 Long DBT CORP US N 2 2043-01-15 Fixed 4.15000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2K9 1065000.00000000 PA USD 1092197.04000000 0.053027144499 Long DBT CORP FR Y 2 2031-01-13 Variable 3.05200100 N N N N N N Dell International LLC N/A Dell International LLC 25272KAK9 1410000.00000000 PA USD 1651291.24000000 0.080171668652 Long DBT CORP US Y 2 2026-06-15 Fixed 6.02000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-132, Class OA 31393UVB6 25587.75000000 PA USD 24528.75000000 0.001190892781 Long ABS-MBS USGSE US N 2 2033-08-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31390LY75 31493.19000000 PA USD 33729.20000000 0.001637582868 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GWM2 493000.00000000 PA USD 506451.94000000 0.024588695281 Long DBT CORP US N 2 2023-07-24 Variable 2.90499800 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2005-8, Class 30PO 05946X3C5 92045.03060000 PA USD 71766.08000000 0.003484307460 Long ABS-MBS CORP US N 3 2036-01-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8K60 2000000.00000000 PA USD 2294012.98000000 0.111376384772 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.55000000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust, Series 2015-3, Class C 33843LAC9 619418.45000000 PA USD 624765.08000000 0.030332904194 Long ABS-O CORP US Y 2 2022-03-15 Fixed 4.65000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 CSX Corp. 126408HN6 600000.00000000 PA USD 777267.70000000 0.037737042981 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multifamily Structured Pass-Through Certificates, Series KJ02, Class A2 3137BLVZ8 22717.87000000 PA USD 22762.80000000 0.001105154327 Long ABS-MBS USGSE US N 2 2020-09-25 Fixed 2.59700000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746RW3 993000.00000000 PA USD 1051896.51000000 0.051070517673 Long DBT CORP US N 2 2026-04-22 Fixed 3.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MD0 1021000.00000000 PA USD 1351812.53000000 0.065631709059 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 ITC Holdings Corp. 465685AM7 900000.00000000 PA USD 928298.86000000 0.045069741067 Long DBT CORP US N 2 2022-11-15 Fixed 2.70000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 Eni SpA 26874RAC2 925000.00000000 PA USD 1191510.22000000 0.057848888336 Long DBT CORP IT Y 2 2040-10-01 Fixed 5.70000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-40, Class SA 38375QKS7 2466748.33000000 PA USD 424130.98000000 0.020591938944 Long ABS-MBS USGA US N 2 2038-05-16 Floating 4.74149900 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918BC7 291000.00000000 PA USD 339245.08000000 0.016470652472 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4240, Class B 3137B3TZ1 2500650.00000000 PA USD 2704067.37000000 0.131284892664 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 3.00000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 Tennessee Valley Authority STRIPS 88059FAV3 5000000.00000000 PA USD 4624157.60000000 0.224506993026 Long DBT USGA US N 2 2025-11-01 None 0.00000000 N N N N N N Nevada Power Co. MJZFGXRJ52U8U4MKJ519 Nevada Power Co. 641423CA4 305000.00000000 PA USD 419938.61000000 0.020388395626 Long DBT CORP US N 2 2041-05-15 Fixed 5.45000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 Brixmor Operating Partnership LP 11120VAA1 400000.00000000 PA USD 432969.24000000 0.021021044383 Long DBT CORP US N 2 2025-02-01 Fixed 3.85000000 N N N N N N GSMPS Mortgage Loan Trust N/A GSMPS Mortgage Loan Trust, Series 2001-2, Class A 36228FEC6 471605.69000000 PA USD 473948.49000000 0.023010623673 Long ABS-MBS CORP US Y 2 2032-06-19 Variable 7.49999900 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746RE3 702000.00000000 PA USD 769448.45000000 0.037357411390 Long DBT CORP US N 2 2024-01-16 Fixed 4.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31404J2J3 89314.87000000 PA USD 92540.32000000 0.004492915418 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.37600200 N N N N N N Mid-Atlantic Interstate Transmission LLC N/A Mid-Atlantic Interstate Transmission LLC 59524QAA3 315000.00000000 PA USD 359129.95000000 0.017436080721 Long DBT CORP US Y 2 2028-05-15 Fixed 4.10000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 Fiserv, Inc. 337738AV0 375000.00000000 PA USD 444932.92000000 0.021601891762 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N Blackstone Holdings Finance Co. LLC 549300D2L6J4NC1QVZ22 Blackstone Holdings Finance Co. LLC 09256BAH0 429000.00000000 PA USD 525035.13000000 0.025490925800 Long DBT CORP US Y 2 2045-07-15 Fixed 4.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3064, Class MC 31396ER57 3094883.00000000 PA USD 3789904.28000000 0.184003247156 Long ABS-MBS USGSE US N 2 2035-11-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138WQAD4 1577770.16000000 PA USD 1670638.00000000 0.081110971178 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381QER3 2596639.53000000 PA USD 2634928.59000000 0.127928142972 Long ABS-MBS USGSE US N 2 2021-02-01 Fixed 4.48000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 Nutrien Ltd. 67077MAT5 175000.00000000 PA USD 198925.30000000 0.009658001479 Long DBT CORP CA N 2 2029-04-01 Fixed 4.20000000 N N N N N N British Airways Pass-Through Trust N/A British Airways Pass-Through Trust, Series 2019-1, Class AA 11043XAA1 694934.22000000 PA USD 755961.26000000 0.036702596236 Long ABS-O CORP US Y 2 2032-12-15 Fixed 3.30000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2D5 425000.00000000 PA USD 452349.25000000 0.021961961226 Long DBT CORP FR Y 2 2025-01-09 Fixed 3.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A 31397KYA3 864976.95000000 PA USD 957591.85000000 0.046491941968 Long ABS-MBS USGSE US N 2 2037-10-25 Variable 2.26811200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3481, Class SJ 31397Y4R9 426987.65000000 PA USD 79110.86000000 0.003840903107 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 4.19150200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138WSPZ5 906713.09000000 PA USD 960310.70000000 0.046623944570 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 Duke Energy Progress LLC 144141DB1 273000.00000000 PA USD 323433.92000000 0.015703006494 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2010-31, Class NO 38376XM59 1183661.37000000 PA USD 1116173.61000000 0.054191228447 Long ABS-MBS USGA US N 2 2040-03-20 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140HNWP3 4539542.18000000 PA USD 4934214.79000000 0.239560547298 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128NHY72 84523.30000000 PA USD 89003.24000000 0.004321187016 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 4.08700100 N Y N N N N Resolution Funding Corp. N/A Resolution Funding Corp. STRIPS 76116EGH7 388000.00000000 PA USD 357995.12000000 0.017380983708 Long DBT USGA US N 2 2026-01-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-15, Class OT 31395BVH3 5667.46000000 PA USD 5620.63000000 0.000272886620 Long ABS-MBS USGSE US N 2 2036-01-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8UK8 2898743.28000000 PA USD 3246937.74000000 0.157641735340 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.17000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3179, Class OA 31396UFA3 210957.51000000 PA USD 196426.95000000 0.009536704348 Long ABS-MBS USGSE US N 2 2036-07-15 None 0.00000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 Grupo Televisa SAB 40049JBB2 221000.00000000 PA USD 248555.94000000 0.012067613501 Long DBT CORP MX N 2 2026-01-30 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G93-1, Class KA 31358R6V0 20277.88000000 PA USD 21574.42000000 0.001047457413 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 7.90000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 Walt Disney Co. (The) 254687CP9 430000.00000000 PA USD 523104.73000000 0.025397203151 Long DBT CORP US N 2 2023-04-26 Fixed 8.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 312941XL6 486397.85000000 PA USD 547433.42000000 0.026578382840 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBC3 268000.00000000 PA USD 282397.91000000 0.013710671455 Long DBT CORP US Y 2 2025-01-15 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2003-90 38374CUL3 35731.85000000 PA USD 33997.47000000 0.001650607617 Long ABS-MBS USGA US N 2 2033-10-20 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1084, Class F 312905C42 91.79000000 PA USD 91.98000000 0.000004465711 Long ABS-MBS USGSE US N 2 2021-05-15 Floating 2.60849900 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747WAL3 559000.00000000 PA USD 589293.86000000 0.028610744693 Long DBT CORP US N 2 2021-07-28 Fixed 5.50000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280BS7 1054000.00000000 PA USD 1122154.61000000 0.054481611353 Long DBT CORP GB N 2 2024-05-18 Variable 3.94999900 N N N N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 ANZ New Zealand Int'l Ltd. 00182EAX7 402000.00000000 PA USD 404408.02000000 0.019634371572 Long DBT CORP NZ Y 2 2020-08-06 Fixed 2.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2010-64, Class DM 31398RM85 197682.51000000 PA USD 218766.60000000 0.010621314364 Long ABS-MBS USGSE US N 2 2040-06-25 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828QN3 2250000.00000000 PA USD 2305722.65000000 0.111944899738 Long DBT UST US N 2 2021-05-15 Fixed 3.12500000 N N N N N N ML-CFC Commercial Mortgage Trust N/A ML-CFC Commercial Mortgage Trust, Series 2006-4, Class XC 55312VBD9 404427.38000000 PA USD 12.38000000 0.000000601060 Long ABS-MBS CORP US Y 3 2049-12-12 Variable 0.73541200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G92-42, Class Z 31358MQ49 1316.38000000 PA USD 1351.27000000 0.000065605368 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 7.00000000 N N N N N N American Municipal Power, Inc. EARKGGZJJEMVD66XQ486 American Municipal Power, Inc., Meldahl Hydroelectric Project, Series 2010B 02765UDV3 1315000.00000000 PA USD 2262575.85000000 0.109850083954 Long DBT MUN US N 2 2050-02-15 Fixed 7.49900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2484, Class LZ 31392R3H2 148964.71000000 PA USD 178157.80000000 0.008649720753 Long ABS-MBS USGSE US N 2 2032-07-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1996-59, Class J 31359KL96 4078.78000000 PA USD 4266.48000000 0.000207141425 Long ABS-MBS USGSE US N 2 2022-08-25 Fixed 6.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Republic of Colombia 195325BQ7 922000.00000000 PA USD 981930.00000000 0.047673580948 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-27, Class SA 31358TRH4 3683.30000000 PA USD 4409.25000000 0.000214073036 Long ABS-MBS USGSE US N 2 2023-02-25 Floating 15.50000200 N N N N N N Korea Gas Corp. 988400TFZILHBD5M3R71 Korea Gas Corp. 50066AAK9 653000.00000000 PA USD 656877.19000000 0.031891975895 Long DBT NUSS KR Y 2 2021-07-18 Fixed 1.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138LAG52 1847241.84000000 PA USD 2098377.43000000 0.101878103601 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L9X98 4902589.66000000 PA USD 5265894.45000000 0.255663891854 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.78000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2000-20, Class SA 31359X4V8 77249.48000000 PA USD 10364.16000000 0.000503189250 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 7.47325100 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2005-2, Class 2A11 17307GRM2 201442.81000000 PA USD 206799.01000000 0.010040277151 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 5.50000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 Westpac Banking Corp. 961214CX9 690000.00000000 PA USD 727470.40000000 0.035319339466 Long DBT CORP AU N 2 2026-05-13 Fixed 2.85000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 Vodafone Group plc 92857WBS8 1105000.00000000 PA USD 1326307.06000000 0.064393395647 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31402HJY8 23549.76000000 PA USD 26221.06000000 0.001273055947 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LS7 20600000.00000000 PA USD 19708688.88000000 0.956874496870 Long DBT UST US N 2 2024-08-15 None 0.00000000 N N N N N N JP Morgan Mortgage Trust N/A JP Morgan Mortgage Trust, Series 2006-A3, Class 6A1 46628KAT7 74811.64000000 PA USD 75766.72000000 0.003678542115 Long ABS-MBS CORP US N 2 2034-08-25 Variable 4.12447700 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 National Rural Utilities Cooperative Finance Corp. 637432NL5 306000.00000000 PA USD 323158.65000000 0.015689641888 Long DBT CORP US N 2 2024-02-07 Fixed 2.95000000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 KeyBank NA 49306SAA4 729000.00000000 PA USD 753576.16000000 0.036586797495 Long DBT CORP US N 2 2022-05-22 Fixed 3.18000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-54CB, Class 1A11 12668APD1 1357815.16000000 PA USD 1296524.20000000 0.062947411119 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N BCAP LLC Trust N/A BCAP LLC Trust, Series 2009-RR5, Class 8A1 05531UAQ3 57712.83000000 PA USD 58373.57000000 0.002834089104 Long ABS-MBS CORP US Y 2 2034-11-26 Variable 5.50000100 N N N N N N Diamond Resorts Owner Trust N/A Diamond Resorts Owner Trust, Series 2019-1A, Class A 252722AA1 4879024.94000000 PA USD 4995582.89000000 0.242540023517 Long ABS-O CORP US Y 2 2032-02-20 Fixed 2.89000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-16, Class IS 31396YTG7 101938.10000000 PA USD 11662.03000000 0.000566202001 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 4.57324900 N N N N N N Residential Asset Securitization Trust N/A Residential Asset Securitization Trust, Series 2003-A14, Class A1 45660NXN0 67.31000000 PA USD 47.45000000 0.000002303739 Long ABS-MBS CORP US N 2 2019-02-25 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-25, Class J 31358TWE5 16158.48000000 PA USD 17160.97000000 0.000833180463 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 7.50000000 N N N N N N Pepco Holdings LLC 0IYTXJPU5BH89F2Z1F31 Pepco Holdings LLC 713291AH5 316000.00000000 PA USD 432948.20000000 0.021020022872 Long DBT CORP US N 2 2032-08-15 Fixed 7.45000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254BJ8 400000.00000000 PA USD 419643.68000000 0.020374076510 Long DBT CORP GB Y 2 2024-03-15 Variable 3.88500100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31406H3D7 339476.56000000 PA USD 351703.42000000 0.017075516038 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.49200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381TR44 2432903.21000000 PA USD 2503042.01000000 0.121524931391 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 3.16000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CGP2 10183.57000000 PA USD 11072.99000000 0.000537603581 Long ABS-MBS USGA US N 2 2025-05-20 Fixed 8.50000000 N N N N N N Air Canada Pass-Through Trust N/A Air Canada Pass-Through Trust, Series 2017-1, Class A 00908PAB3 641624.00000000 PA USD 682092.12000000 0.033116183330 Long ABS-O CORP CA Y 2 2030-01-15 Fixed 3.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-71, Class DS 31393EKS7 346218.28000000 PA USD 395694.36000000 0.019211315574 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 5.26000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1343, Class LB 312911GX2 4146.39000000 PA USD 4375.91000000 0.000212454349 Long ABS-MBS USGSE US N 2 2022-08-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1990-63, Class H 31358EKU5 46.49000000 PA USD 46.75000000 0.000002269754 Long ABS-MBS USGSE US N 2 2020-06-25 Fixed 9.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1990-60, Class K 31358EKM3 5.27000000 PA USD 5.25000000 0.000000254892 Long ABS-MBS USGSE US N 2 2020-06-25 Fixed 5.50000000 N N N N N N Air Canada Pass-Through Trust N/A Air Canada Pass-Through Trust, Series 2013-1, Class A 009089AA1 600334.38000000 PA USD 653688.92000000 0.031737182531 Long ABS-O CORP CA Y 2 2025-05-15 Fixed 4.12500000 N N N N N N CVS Pass-Through Trust N/A CVS Pass-Through Trust, Series 2013 12665UAA2 653821.35000000 PA USD 745156.49000000 0.036178014976 Long ABS-O CORP US Y 2 2036-01-10 Fixed 4.70400000 N N N N N N Southwestern Public Service Co. OL6FE7QD5EQ3DOYEO258 Southwestern Public Service Co. 845743BN2 200000.00000000 PA USD 256221.54000000 0.012439785247 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 218, Class 2 31364HVN4 2040.10000000 PA USD 184.59000000 0.000008962009 Long ABS-MBS USGSE US N 2 2023-04-25 Fixed 7.50000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 Citibank Credit Card Issuance Trust, Series 2007-A3, Class A3 17305EDT9 800000.00000000 PA USD 1189862.16000000 0.057768873547 Long ABS-O CORP US N 2 2039-06-15 Fixed 6.15000000 N N N N N N CPS Auto Receivables Trust N/A CPS Auto Receivables Trust, Series 2016-C, Class C 12636AAC8 164114.05000000 PA USD 164240.96000000 0.007974045707 Long ABS-O CORP US Y 2 2022-06-15 Fixed 3.27000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-65, Class IQ 38373APX8 130038.93000000 PA USD 8448.33000000 0.000410173988 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 6.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967MF5 355000.00000000 PA USD 375861.59000000 0.018248416828 Long DBT CORP US N 2 2025-04-24 Variable 3.35200000 N N N N N N Commercial Mortgage Trust N/A Commercial Mortgage Trust, Series 2013-SFS, Class A2 12625EAC3 1060000.00000000 PA USD 1101028.04000000 0.053455897458 Long ABS-MBS CORP US Y 2 2035-04-12 Variable 2.98680100 N N N N N N Credit Acceptance Auto Loan Trust N/A Credit Acceptance Auto Loan Trust, Series 2017-1A, Class C 22530LAE6 574000.00000000 PA USD 576512.69000000 0.027990207443 Long ABS-O CORP US Y 2 2026-02-17 Fixed 3.48000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828G38 400000.00000000 PA USD 424250.00000000 0.020597717472 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N BOC Aviation Ltd. 254900H06V5RMEB3KE72 BOC Aviation Ltd. 09681LAJ9 310000.00000000 PA USD 330712.19000000 0.016056373021 Long DBT CORP SG Y 2 2024-10-10 Fixed 3.50000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918BE3 660000.00000000 PA USD 836127.33000000 0.040594730734 Long DBT CORP US N 2 2055-02-12 Fixed 4.00000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 Discovery Communications LLC 25470DAD1 569000.00000000 PA USD 756180.66000000 0.036713248303 Long DBT CORP US N 2 2040-06-01 Fixed 6.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 20 Year 31371KNW7 12316.77000000 PA USD 13742.28000000 0.000667200002 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 6.50000000 N N N N N N Continental Credit Card N/A Continental Credit Card, Series 2017-1A, Class A 21134RAA3 359155.30000000 PA USD 363296.43000000 0.017638367056 Long ABS-O CORP US Y 2 2024-01-15 Fixed 4.29000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2500, Class MC 31392UXE9 149950.34000000 PA USD 174156.52000000 0.008455455026 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 6.00000000 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 Hess Corp. 42809HAC1 510000.00000000 PA USD 570505.61000000 0.027698558328 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 ViacomCBS, Inc. 92553PAP7 464000.00000000 PA USD 498669.75000000 0.024210862987 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2990, Class UZ 31395V4P1 1830874.95000000 PA USD 2103873.97000000 0.102144965541 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138LNWS6 4699603.57000000 PA USD 5307776.97000000 0.257697325712 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 3.57000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251526BX6 1000000.00000000 PA USD 1031886.25000000 0.050099001628 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1084, Class S 312905D33 64.76900000 PA USD 70.00000000 0.000003398562 Long ABS-MBS USGSE US N 2 2021-05-15 Floating 37.76175000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2512, Class PG 31392WB41 67595.77000000 PA USD 70459.71000000 0.003420882026 Long ABS-MBS USGSE US N 2 2022-10-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G92-44, Class ZQ 31358PKY2 1305.37000000 PA USD 1356.85000000 0.000065876282 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 8.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LM0 13900000.00000000 PA USD 13455028.75000000 0.653253696576 Long DBT UST US N 2 2023-08-15 None 0.00000000 N N N N N N MASTR Asset Securitization Trust N/A MASTR Asset Securitization Trust, Series 2003-12, Class 30PO 55265K4C0 19927.67200000 PA USD 19016.41000000 0.000923263737 Long ABS-MBS CORP US N 3 2033-12-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-128 3136AHNE6 2378990.65000000 PA USD 2185632.00000000 0.106114391123 Long ABS-MBS USGSE US N 2 2043-12-25 None 0.00000000 N N N N N N Commercial Mortgage Trust N/A Commercial Mortgage Trust, Series 2012-CR2, Class XA 12624KAE6 2352088.70000000 PA USD 77416.18000000 0.003758624875 Long ABS-MBS CORP US N 3 2045-08-15 Variable 1.63319400 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2 92922FNJ3 51009.05730000 PA USD 51981.89000000 0.002523767316 Long ABS-MBS CORP US N 2 2034-06-25 Variable 4.46571700 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381TNR7 898497.66000000 PA USD 985941.30000000 0.047868333156 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 3.64000000 N N N N N N Barrick Gold Corp. 0O4KBQCJZX82UKGCBV73 Barrick Gold Corp. 725906AN1 295000.00000000 PA USD 420596.83000000 0.020420352796 Long DBT CORP CA N 2 2035-10-15 Fixed 6.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-110 31396LVP2 448811.55000000 PA USD 414015.46000000 0.020100821388 Long ABS-MBS USGSE US N 2 2036-11-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1470, Class F 312914LG7 640.41000000 PA USD 646.78000000 0.000031401748 Long ABS-MBS USGSE US N 2 2023-02-15 Floating 2.03600200 N N N N N N American Homes 4 Rent Trust N/A American Homes 4 Rent Trust, Series 2014-SFR3, Class A 02665XAA7 2722565.35000000 PA USD 2902410.94000000 0.140914650631 Long ABS-O CORP US Y 2 2036-12-17 Fixed 3.67800000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LC2 14685000.00000000 PA USD 14537837.94000000 0.705825052550 Long DBT UST US N 2 2021-02-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3171, Class MO 31396TUG6 42853.21000000 PA USD 39962.44000000 0.001940212253 Long ABS-MBS USGSE US N 2 2036-06-15 None 0.00000000 N N N N N N Impac CMB Trust N/A Impac CMB Trust, Series 2004-7, Class 1A1 45254NKF3 824656.77000000 PA USD 841270.06000000 0.040844414881 Long ABS-MBS CORP US N 2 2034-11-25 Floating 2.36675200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-111, Class EO 31396LSR2 47338.13000000 PA USD 43617.13000000 0.002117650726 Long ABS-MBS USGSE US N 2 2036-11-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2692, Class SC 31394KZD9 54485.01000000 PA USD 70327.86000000 0.003414480590 Long ABS-MBS USGSE US N 2 2033-07-15 Floating 9.96966700 N N N N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 Royal Bank of Scotland Group plc 780097BL4 640000.00000000 PA USD 730533.12000000 0.035468037265 Long DBT CORP GB N 2 2030-05-08 Variable 4.44499900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2012-66, Class CB 3136A6ZU1 3000000.00000000 PA USD 3259307.10000000 0.158242278847 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multifamily Structured Pass-Through Certificates, Series KS01, Class A2 3137B1U75 962800.62000000 PA USD 984983.26000000 0.047821819456 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.52200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 15 Year 31418MEF5 49538.22000000 PA USD 52393.01000000 0.002543727560 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2017-M8, Class A2 3136AW7J0 3815000.00000000 PA USD 4174441.29000000 0.202672863395 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 3.06100100 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MAX8 689000.00000000 PA USD 718856.42000000 0.034901123022 Long DBT CORP JP N 2 2023-01-17 Fixed 3.10200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L16H7 2500000.00000000 PA USD 2520905.68000000 0.122392228569 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 2.12000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Republic of Colombia 195325CX1 581000.00000000 PA USD 642368.13000000 0.031187548037 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N Apache Corp. 72ZZ1XRHOOU9P9X16K08 Apache Corp. 037411BA2 556000.00000000 PA USD 525819.34000000 0.025528999898 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHS1 1000000.00000000 PA USD 1280441.20000000 0.062166567065 Long DBT CORP US N 2 2050-03-15 Variable 4.33000100 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A First Horizon Alternative Mortgage Securities Trust, Series 2004-AA4, Class A1 32051GAA3 230773.55000000 PA USD 232263.98000000 0.011276624252 Long ABS-MBS CORP US N 2 2034-10-25 Variable 3.91133200 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833DG2 150000.00000000 PA USD 179313.06000000 0.008705809661 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140H26Q6 1676719.29000000 PA USD 1805609.98000000 0.087663981692 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCK6 282000.00000000 PA USD 275514.00000000 0.013376451459 Long DBT NUSS MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N CSFB Mortgage-Backed Pass-Through Certificates N/A CSFB Mortgage-Backed Pass-Through Certificates, Series 2005-4, Class 3A18 225458QQ4 1206443.60000000 PA USD 1259543.89000000 0.061151983948 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3852, Class QN 3137ABAC5 225402.60000000 PA USD 245689.42000000 0.011928441388 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, Other 36179ACQ7 921359.40000000 PA USD 933931.99000000 0.045343234574 Long ABS-MBS USGA US N 2 2063-04-20 Variable 4.38099800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3957, Class B 3137AHAX6 309266.67000000 PA USD 338584.47000000 0.016438579265 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RDF6 2000000.00000000 PA USD 2679426.30000000 0.130088546646 Long DBT CORP US N 2 2040-08-15 Fixed 6.00000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NCL3 845000.00000000 PA USD 1063915.90000000 0.051654069822 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036PBB3 325000.00000000 PA USD 367544.37000000 0.017844608348 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-77, Class S 31392F6E2 54696.16000000 PA USD 70214.74000000 0.003408988513 Long ABS-MBS USGSE US N 2 2032-12-25 Floating 11.50095600 N N N N N N TC PipeLines LP 6HL0C5LCIE4TN8UZHL06 TC PipeLines LP 87233QAC2 391000.00000000 PA USD 416591.84000000 0.020225906945 Long DBT CORP US N 2 2027-05-25 Fixed 3.90000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust, Series 2006-IQ12, Class X1 61750WAA1 441022.38000000 PA USD 21.39000000 0.000001038503 Long ABS-MBS CORP US Y 3 2043-12-15 Variable 0.58436300 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1706, Class K 3133T4UA2 66413.02000000 PA USD 71167.15000000 0.003455228872 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31406VQ74 86535.90000000 PA USD 88550.49000000 0.004299205598 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 4.13500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3004, Class EK 31395VXP9 1233142.82000000 PA USD 1553965.02000000 0.075446393502 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-39, Class PD 31359PSF4 107020.14000000 PA USD 123021.68000000 0.005972812746 Long ABS-MBS USGSE US N 2 2027-05-20 Fixed 7.50000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 NiSource, Inc. 65473QAZ6 1256000.00000000 PA USD 1658054.53000000 0.080500032439 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-76, Class SA 38375LT67 519103.59000000 PA USD 66192.82000000 0.003213720695 Long ABS-MBS USGA US N 2 2037-11-20 Floating 4.88300000 N N N N N N Residential Asset Securitization Trust N/A Residential Asset Securitization Trust, Series 2006-A4, Class 2A5 45661EDV3 295508.16000000 PA USD 292122.35000000 0.014182801726 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1998-36, Class ZB 31359T5E4 37931.14000000 PA USD 42397.42000000 0.002058432713 Long ABS-MBS USGSE US N 2 2028-07-18 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-58, Class APO 31394JY76 103338.20700000 PA USD 88629.60000000 0.004303046459 Long ABS-MBS USGSE US N 2 2043-09-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1466, Class PZ 312914MW1 28770.61000000 PA USD 30541.21000000 0.001482803099 Long ABS-MBS USGSE US N 2 2023-02-15 Fixed 7.50000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp 911596AL8 1277000.00000000 PA USD 1679905.86000000 0.081560934081 Long DBT CORP US N 2 2026-06-01 Fixed 7.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAN0 65000.00000000 PA USD 67752.36000000 0.003289437759 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N Allergan Funding SCS 222100FLFVOSKCBCAR54 Allergan Funding SCS 00507UAR2 937000.00000000 PA USD 970636.46000000 0.047125269466 Long DBT CORP LU N 2 2022-03-15 Fixed 3.45000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 Crown Castle International Corp. 22822VAE1 264000.00000000 PA USD 292139.51000000 0.014183634860 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N Santander Retail Auto Lease Trust N/A Santander Retail Auto Lease Trust, Series 2020-A, Class A4 80286KAD4 3955000.00000000 PA USD 3936818.87000000 0.191136082082 Long ABS-O CORP US Y 2 2024-03-20 Fixed 1.76000000 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2004-7, Class 2A1 12669FXJ7 138793.82000000 PA USD 145062.64000000 0.007042921094 Long ABS-MBS CORP US N 2 2034-06-25 Variable 4.53571200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-43, Class SA 38374UF97 261838.55000000 PA USD 34734.61000000 0.001686396424 Long ABS-MBS USGA US N 2 2039-06-20 Floating 4.30300100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L9YA4 3683096.56000000 PA USD 4119043.19000000 0.199983236024 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.10000000 N N N N N N WFRBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust, Series 2011-C3, Class A4 92935VAG3 1645442.32000000 PA USD 1678426.36000000 0.081489103031 Long ABS-MBS CORP US Y 2 2044-03-15 Fixed 4.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2434, Class TC 3133TVTX4 143470.84000000 PA USD 169308.96000000 0.008220101646 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3318, Class AO 31397HCU0 13339.63000000 PA USD 12382.37000000 0.000601175153 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N Diageo Investment Corp. S4G8DPIPDVCF6CB81Z61 Diageo Investment Corp. 386088AF5 255000.00000000 PA USD 294609.22000000 0.014303541492 Long DBT CORP US N 2 2022-09-15 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 3132H4CL3 2190236.17000000 PA USD 2361379.45000000 0.114647087226 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YAM1 790000.00000000 PA USD 909440.54000000 0.044154152741 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N MRCD 2019-MARK Mortgage Trust N/A MRCD 2019-MARK Mortgage Trust, Series 2019-PARK, Class A 55348UAG3 2050000.00000000 PA USD 2136882.28000000 0.103747548555 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138M1MA3 794693.16000000 PA USD 856859.53000000 0.041601297612 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912834KV9 500000.00000000 PA USD 345869.70000000 0.016792283707 Long DBT UST US N 2 2041-11-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 3617K1Y72 4872588.25000000 PA USD 5152872.78000000 0.250176588550 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4.00000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822BK9 760000.00000000 PA USD 887446.19000000 0.043086307350 Long DBT CORP JP N 2 2039-07-18 Fixed 3.75100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-42, Class GB 31393BUX1 79600.63000000 PA USD 87817.63000000 0.004263624588 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 4.00000000 N N N N N N Baxalta, Inc. 5493000JW8DCO3T45R55 Baxalta, Inc. 07177MAN3 50000.00000000 PA USD 70210.82000000 0.003408798194 Long DBT CORP US N 2 2045-06-23 Fixed 5.25000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XBK1 1230000.00000000 PA USD 1277644.04000000 0.062030762441 Long DBT CORP US N 2 2023-05-09 Fixed 3.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140HVZ64 5456000.00000000 PA USD 5716311.27000000 0.277532031873 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 2.24000000 N N N N N N Pretium Mortgage Credit Partners I LLC N/A Pretium Mortgage Credit Partners I LLC, Series 2020-CFL1, Class A1 74142FAA8 3479214.34000000 PA USD 3507402.93000000 0.170287553596 Long ABS-MBS CORP US Y 2 2060-02-27 Variable 3.10489900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2043, Class CJ 3133TDML7 13474.05000000 PA USD 15331.82000000 0.000744373592 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-H07, Class HA 38375BQ96 1087184.93000000 PA USD 1085856.28000000 0.052719294922 Long ABS-MBS USGA US N 2 2063-03-20 Floating 2.14438000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3134 31396J5T8 48442.19000000 PA USD 45670.42000000 0.002217339794 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 Nomura Holdings, Inc. 65535HAP4 1094000.00000000 PA USD 1123683.60000000 0.054555845187 Long DBT CORP JP N 2 2025-01-16 Fixed 2.64800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2234, Class PZ 3133TNXB5 46507.71000000 PA USD 55384.24000000 0.002688954455 Long ABS-MBS USGSE US N 2 2030-05-15 Fixed 7.50000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 Atmos Energy Corp. 049560AM7 125000.00000000 PA USD 148791.13000000 0.007223942623 Long DBT CORP US N 2 2044-10-15 Fixed 4.12500000 N N N N N N Business Jet Securities LLC N/A Business Jet Securities LLC, Series 2019-1, Class B 12326QAB0 3562104.87000000 PA USD 3674907.83000000 0.178420066514 Long ABS-O CORP US Y 3 2034-07-15 Fixed 5.19300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2018-160, Class PA 38381AH74 5533768.14000000 PA USD 5739115.76000000 0.278639210287 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N VOLT LXXXIII LLC N/A VOLT LXXXIII LLC, Series 2019-NPL9, Class A1A 92870EAA1 3301823.16000000 PA USD 3324010.42000000 0.161383682983 Long ABS-O CORP US Y 3 2049-11-26 Variable 3.32690000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L4QU0 2500000.00000000 PA USD 2685463.65000000 0.130381665396 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 3.59000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918BU7 324000.00000000 PA USD 412483.79000000 0.020026457438 Long DBT CORP US N 2 2056-08-08 Fixed 3.95000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 UDR, Inc. 90265EAR1 305000.00000000 PA USD 318690.95000000 0.015472731052 Long DBT CORP US N 2 2031-08-15 Fixed 3.00000000 N N N N N N DH Europe Finance II SARL 222100KDGL314CKTZ511 DH Europe Finance II SARL 23291KAJ4 1000000.00000000 PA USD 1080548.79000000 0.052461611529 Long DBT CORP LU N 2 2039-11-15 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-66, Class SG 31394EKR8 133147.19000000 PA USD 191718.01000000 0.009308081094 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 13.30812400 N N N N N N Hydro-Quebec 6THEVG93PYJH84S4D167 Hydro-Quebec 448814EJ8 350000.00000000 PA USD 449202.92000000 0.021809204086 Long DBT NUSS CA N 2 2024-07-07 Fixed 8.05000000 N N N N N N Penske Truck Leasing Co. LP N/A Penske Truck Leasing Co. LP 709599BC7 1131000.00000000 PA USD 1215866.04000000 0.059031385211 Long DBT CORP US Y 2 2023-08-01 Fixed 4.12500000 N N N N N N BNZ International Funding Ltd. 549300HVMZ89HDMELW08 BNZ International Funding Ltd. 05579HAH5 632000.00000000 PA USD 653374.90000000 0.031721936578 Long DBT CORP NZ Y 2 2022-11-03 Fixed 2.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31403KJW4 88012.56000000 PA USD 96273.08000000 0.004674144259 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LJ7 1905000.00000000 PA USD 1862258.56000000 0.090414320987 Long DBT UST US N 2 2022-08-15 None 0.00000000 N N N N N N CoreVest American Finance Trust N/A CoreVest American Finance Trust, Series 2019-2, Class D 21872GAL9 2000000.00000000 PA USD 2158001.80000000 0.104772920167 Long ABS-O CORP US Y 3 2052-06-15 Fixed 4.21900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31403EDC8 116662.10000000 PA USD 123333.14000000 0.005987934408 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.06000100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 31300LJJ5 92924.86000000 PA USD 98567.95000000 0.004785562253 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 4.51100200 N Y N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 General Electric Co. 36962G3P7 95000.00000000 PA USD 121834.83000000 0.005915190115 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G93-14, Class J 31358TV97 7434.08000000 PA USD 7841.51000000 0.000380712333 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-165, Class SD 31359D4W0 3603.95000000 PA USD 3918.06000000 0.000190225322 Long ABS-MBS USGSE US N 2 2023-09-25 Floating 12.65820100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2004-73, Class AE 38374H4S6 33023.06000000 PA USD 35834.95000000 0.001739818917 Long ABS-MBS USGA US N 2 2034-08-17 Floating 11.43339800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 20 Year 31371LPA1 21672.46000000 PA USD 23094.51000000 0.001121259144 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-13, Class SJ 31392A7G7 319817.42000000 PA USD 12102.12000000 0.000587568765 Long ABS-MBS USGSE US N 2 2032-03-25 Floating 1.59999800 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 S&P Global, Inc. 78409VAQ7 960000.00000000 PA USD 1062338.26000000 0.051577473987 Long DBT CORP US N 2 2049-12-01 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2412, Class SP 31339DW95 131383.00000000 PA USD 171620.53000000 0.008332330440 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 12.78299900 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FirstEnergy Corp., Series C 337932AM9 1040000.00000000 PA USD 1048894.16000000 0.050924750891 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828X96 15000000.00000000 PA USD 15001171.80000000 0.728320326430 Long DBT UST US N 2 2020-05-15 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A 31392MEN8 291267.94000000 PA USD 330671.54000000 0.016054399427 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 5.38520800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1990-95, Class J 31358EL59 1.92000000 PA USD 4.66000000 0.000000226247 Long ABS-MBS USGSE US N 2 2020-08-25 Fixed 1118.04000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650CX6 779000.00000000 PA USD 871742.40000000 0.042323874281 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Lehman Mortgage Trust N/A Lehman Mortgage Trust, Series 2008-2, Class 1A6 52522UAF0 590631.61000000 PA USD 381964.95000000 0.018544740422 Long ABS-MBS CORP US N 2 2038-03-25 Fixed 6.00000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 Boardwalk Pipelines LP 096630AG3 410000.00000000 PA USD 435599.53000000 0.021148747318 Long DBT CORP US N 2 2029-05-03 Fixed 4.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2410, Class OE 31339NKQ8 50257.40000000 PA USD 54932.88000000 0.002667040523 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.37500000 N N N N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 ViacomCBS, Inc. 124857AJ2 140000.00000000 PA USD 158756.92000000 0.007707790653 Long DBT CORP US N 2 2042-07-01 Fixed 4.85000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCT7 402000.00000000 PA USD 420090.00000000 0.020395745746 Long DBT NUSS MX Y 2 2030-01-23 Fixed 6.84000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2125, Class JZ 3133TJHS5 58482.44000000 PA USD 63515.43000000 0.003083731012 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 6.00000000 N N N N N N BAMLL Re-REMIC Trust N/A BAMLL Re-REMIC Trust, Series 2014-FRR5, Class A714 05525HAN7 1950000.00000000 PA USD 1909718.85000000 0.092718560574 Long ABS-MBS CORP US Y 2 2047-01-27 None 0.00000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 O'Reilly Automotive, Inc. 67103HAF4 432000.00000000 PA USD 480537.64000000 0.023330532807 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1991-24, Class Z 31358F6Z7 346.47000000 PA USD 348.23000000 0.000016906878 Long ABS-MBS USGSE US N 2 2021-03-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-97, Class KI 31396XB94 631765.47000000 PA USD 75281.11000000 0.003654965314 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC Trust, Whole Loan, Series 2007-W7, Class 1A4 31396WVA1 11806.13000000 PA USD 21647.91000000 0.001051025419 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 29.21472000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 3128LXDY3 347508.08000000 PA USD 367953.40000000 0.017864467121 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-54, Class WA 38378MRL1 1837749.21000000 PA USD 2084489.83000000 0.101203848183 Long ABS-MBS USGA US N 2 2042-11-20 Variable 4.78581800 N N N N N N American Homes 4 Rent Trust N/A American Homes 4 Rent Trust, Series 2014-SFR2, Class A 02665UAA3 3639061.63000000 PA USD 3910085.11000000 0.189838134090 Long ABS-O CORP US Y 3 2036-10-17 Fixed 3.78600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2000-52 31358SU66 12340.22000000 PA USD 2596.18000000 0.000126046864 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 8.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31405KZ20 30766.70000000 PA USD 30947.26000000 0.001502517190 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.18800200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31406QGE1 17788.19000000 PA USD 18489.10000000 0.000897662364 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 3.54499900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2464, Class SI 31392MWQ1 270234.79000000 PA USD 46703.22000000 0.002267483159 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 6.34150100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2423, Class MT 31339WCD6 129265.15000000 PA USD 153618.63000000 0.007458322072 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31415RBR4 142506.00000000 PA USD 167490.99000000 0.008131837574 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31410GFH1 9613.22000000 PA USD 10777.18000000 0.000523241741 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2018-1, Class B 90932NAA1 197751.88000000 PA USD 208775.52000000 0.010136238482 Long ABS-O CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381QZH2 2000000.00000000 PA USD 2038075.18000000 0.098950375355 Long ABS-MBS USGSE US N 2 2021-04-01 Fixed 4.25000000 N N N N N N Colony American Finance Ltd. N/A Colony American Finance Ltd., Series 2016-1, Class A 19625GAA7 429333.64000000 PA USD 429917.88000000 0.020872898122 Long ABS-O CORP KY Y 2 2048-06-15 Fixed 2.54400000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128284M9 1212000.00000000 PA USD 1329743.91000000 0.064560257792 Long DBT UST US N 2 2025-04-30 Fixed 2.87500000 N N N N N N P -stla7.25 N/A P -stla7.25 N/A 2600000.00000000 PA USD 2600000.00000000 0.126232328645 Long ABS-MBS CORP US N 3 2022-10-11 Fixed 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1 31392GVX0 441147.36000000 PA USD 494240.24000000 0.023995806309 Long ABS-MBS USGSE US N 2 2042-12-25 Variable 5.26590000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-55, Class SA 38375QK73 220994.14000000 PA USD 37987.39000000 0.001844321807 Long ABS-MBS USGA US N 2 2038-06-20 Floating 4.55299900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 204, Class E 3129087F7 0.08000000 PA USD 0.21000000 0.000000010195 Long ABS-MBS USGSE US N 2 2023-05-15 Floating 1558.74939100 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XAV7 82000.00000000 PA USD 100814.87000000 0.004894652231 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-79, Class SP 31394BGL2 39919.58000000 PA USD 42163.72000000 0.002047086369 Long ABS-MBS USGSE US N 2 2034-11-25 Floating 15.32643800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138LAAW9 3886159.56000000 PA USD 4332114.13000000 0.210328020994 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.97000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GGT0 526000.00000000 PA USD 552333.92000000 0.026816306504 Long DBT CORP US N 2 2025-10-01 Variable 3.09300100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-H05, Class FB 38375BL75 209547.33000000 PA USD 209135.02000000 0.010153692529 Long ABS-MBS USGA US N 2 2062-02-20 Floating 2.13437900 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-6, Class 2A4 92922FY44 219701.90900000 PA USD 218250.82000000 0.010596272783 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31408EN81 20340.19000000 PA USD 21248.48000000 0.001031632734 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 ViacomCBS, Inc. 124857AQ6 792000.00000000 PA USD 868140.56000000 0.042149001723 Long DBT CORP US N 2 2026-01-15 Fixed 4.00000000 N N N N N N Progress Residential Trust N/A Progress Residential Trust, Series 2015-SFR3, Class D 74332NAG8 295000.00000000 PA USD 295514.33000000 0.014347485393 Long ABS-O CORP US Y 3 2032-11-12 Fixed 4.67300000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2004-2CB, Class 1A9 12667FAQ8 5377298.69000000 PA USD 5540994.95000000 0.269020267518 Long ABS-MBS CORP US N 2 2034-03-25 Fixed 5.75000000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust, Series 2016-2, Class C 33843NAG6 3000000.00000000 PA USD 3077881.20000000 0.149433888911 Long ABS-O CORP US Y 2 2022-09-15 Fixed 6.22000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828G53 5100000.00000000 PA USD 5183074.21000000 0.251642895026 Long DBT UST US N 2 2021-11-30 Fixed 1.87500000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 Arizona Public Service Co. 040555CM4 200000.00000000 PA USD 264404.04000000 0.012837052950 Long DBT CORP US N 2 2041-09-01 Fixed 5.05000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 General Electric Co. 36962G6S8 573000.00000000 PA USD 594781.33000000 0.028877166277 Long DBT CORP US N 2 2023-01-09 Fixed 3.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1505, Class Q 312915ZZ7 6598.80000000 PA USD 7028.85000000 0.000341256962 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138NJAF5 391972.96000000 PA USD 396770.61000000 0.019263568476 Long ABS-MBS USGSE US N 2 2020-11-01 Variable 3.37200000 N N N N N N Time Warner Entertainment Co. LP N/A Time Warner Entertainment Co. LP 88731EAJ9 700000.00000000 PA USD 1017669.04000000 0.049408743349 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAK6 259000.00000000 PA USD 277703.32000000 0.013482744906 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 Otis Worldwide Corp. 68902VAF4 1430000.00000000 PA USD 1468434.18000000 0.071293794616 Long DBT CORP US Y 2 2030-02-15 Fixed 2.56500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1638, Class H 3133T2W48 100242.06000000 PA USD 107459.92000000 0.005217275360 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 Entergy Louisiana LLC 29364WAX6 629000.00000000 PA USD 690133.09000000 0.033506579625 Long DBT CORP US N 2 2031-06-01 Fixed 3.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1865, Class D 3133T7HX0 38823.46480000 PA USD 37966.10000000 0.001843288158 Long ABS-MBS USGSE US N 2 2024-02-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31403JD45 10666.62000000 PA USD 11220.00000000 0.000544741048 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 3.90200000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NAW5 400000.00000000 PA USD 420000.00000000 0.020391376165 Long DBT CORP CA N 2 2078-03-01 Variable 6.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3138 31396N7B6 219822.92000000 PA USD 200784.28000000 0.009748256622 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H31, Class FD 38375BD74 1104041.39000000 PA USD 1100498.96000000 0.053430210150 Long ABS-MBS USGA US N 2 2062-12-20 Floating 2.07438100 N N N N N N Credit Acceptance Auto Loan Trust 549300J9CNONESCISQ91 Credit Acceptance Auto Loan Trust, Series 2018-1A, Class A 22534BAA2 1543000.00000000 PA USD 1552373.42000000 0.075369119897 Long ABS-O CORP US Y 2 2027-02-16 Fixed 3.01000000 N N N N N N Kabbage Funding LLC N/A Kabbage Funding LLC, Series 2019-1, Class B 48283PAF8 3070000.00000000 PA USD 3111908.26000000 0.151085933149 Long ABS-O CORP US Y 3 2024-03-15 Fixed 4.07100000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class PO2 17307GBP2 22559.57500000 PA USD 20228.63000000 0.000982118103 Long ABS-MBS CORP US N 3 2033-10-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-64, Class SX 31393DJU6 46147.32000000 PA USD 57129.48000000 0.002773687421 Long ABS-MBS USGSE US N 2 2033-07-25 Floating 9.61250000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GFD1 685000.00000000 PA USD 981526.63000000 0.047653996973 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N SITE Centers Corp. W2AVA6SODOQ1LCYJQR54 SITE Centers Corp. 23317HAF9 330000.00000000 PA USD 370976.86000000 0.018011258812 Long DBT CORP US N 2 2027-06-01 Fixed 4.70000000 N N N N N N RFMSI Trust N/A RFMSI Trust, Series 2005-SA4, Class 1A1 76111XYC1 173050.48000000 PA USD 160420.34000000 0.007788551184 Long ABS-MBS CORP US N 2 2035-09-25 Variable 4.01602000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2005-58, Class NI 38374LM73 1033924.75000000 PA USD 190084.38000000 0.009228766894 Long ABS-MBS USGA US N 2 2035-08-20 Floating 5.50000100 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 Discover Bank 25466AAK7 343000.00000000 PA USD 359711.96000000 0.017464337827 Long DBT CORP US N 2 2023-02-06 Fixed 3.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2450, Class SW 31392KMK9 87298.96000000 PA USD 16386.27000000 0.000795568084 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 6.34150100 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 NatWest Markets plc 63906AAA8 1025000.00000000 PA USD 1075426.64000000 0.052212926559 Long DBT CORP GB Y 2 2022-09-29 Fixed 3.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2359, Class ZB 3133TV5T9 165824.50000000 PA USD 201910.76000000 0.009802948235 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 8.50000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MAF7 872000.00000000 PA USD 901263.43000000 0.043757146727 Long DBT CORP JP N 2 2026-07-14 Fixed 2.63200000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 MassMutual Global Funding II 57629WBR0 626000.00000000 PA USD 645846.95000000 0.031356447864 Long DBT CORP US Y 2 2022-10-17 Fixed 2.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61746BDJ2 3429000.00000000 PA USD 3649439.64000000 0.177183563079 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 Halliburton Co. 406216BE0 540000.00000000 PA USD 582745.35000000 0.028292808668 Long DBT CORP US N 2 2043-08-01 Fixed 4.75000000 N N N N N N American Homes 4 Rent Trust N/A American Homes 4 Rent Trust, Series 2014-SFR2, Class D 02665UAD7 2000000.00000000 PA USD 2178006.60000000 0.105744171123 Long ABS-O CORP US Y 3 2036-10-17 Fixed 5.14900000 N N N N N N Bear Stearns ARM Trust N/A Bear Stearns ARM Trust, Series 2004-2, Class 14A 07384MM66 41305.87000000 PA USD 41751.84000000 0.002027089226 Long ABS-MBS CORP US N 2 2034-05-25 Variable 4.15367600 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2075, Class PH 3133TGCG2 127306.77000000 PA USD 144278.51000000 0.007004850881 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1695, Class EB 3133T4SX5 22222.36000000 PA USD 23848.10000000 0.001157846614 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 7.00000000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1999-1, Class 2Z 911760MJ2 848166.83000000 PA USD 976612.96000000 0.047415433894 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.50000000 N N N N N N Republic of South Africa N/A Republic of South Africa 836205AR5 640000.00000000 PA USD 706800.00000000 0.034315773033 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-54CB, Class 1A2 12668ANU5 3417579.25000000 PA USD 512322.47000000 0.024873714771 Long ABS-MBS CORP US N 3 2035-11-25 Floating 3.22324900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1745, Class D 3133T54P5 14563.53000000 PA USD 16016.33000000 0.000777607166 Long ABS-MBS USGSE US N 2 2024-08-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-27, Class J 31359NR78 6849.49000000 PA USD 7899.42000000 0.000383523915 Long ABS-MBS USGSE US N 2 2027-04-18 Fixed 7.50000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc., Series B 25746UCR8 331000.00000000 PA USD 338094.35000000 0.016414783500 Long DBT CORP US N 2 2022-01-15 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140HSEN7 3000000.00000000 PA USD 3480151.29000000 0.168964462066 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.81000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L74J2 2493425.05000000 PA USD 2684367.83000000 0.130328462354 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 3.11000000 N N N N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 Schlumberger Holdings Corp. 806851AK7 1126000.00000000 PA USD 1213109.38000000 0.058897546899 Long DBT CORP US Y 2 2028-05-17 Fixed 3.90000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc. 60687YBD0 875000.00000000 PA USD 882533.89000000 0.042847810785 Long DBT CORP JP N 2 2026-05-25 Variable 2.22599900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3275, Class FL 31397FDQ2 49169.28000000 PA USD 49258.81000000 0.002391559343 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 2.09850100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2006-65, Class SA 38374N3Q8 491000.12000000 PA USD 68100.10000000 0.003306320847 Long ABS-MBS USGA US N 2 2036-11-20 Floating 5.15300000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MAA8 500000.00000000 PA USD 542826.81000000 0.026354727798 Long DBT CORP JP Y 2 2024-04-02 Fixed 4.43600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1370, Class JA 3129115U0 6303.81000000 PA USD 6368.84000000 0.000309212886 Long ABS-MBS USGSE US N 2 2022-09-15 Floating 2.80850000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61746BDZ6 946000.00000000 PA USD 1046179.74000000 0.050792963369 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N N Texas Health Resources 54930008C10TUBW7Z611 Texas Health Resources 882484AA6 300000.00000000 PA USD 396377.70000000 0.019244492343 Long DBT CORP US N 2 2055-11-15 Fixed 4.33000000 N N N N N N vMobo, Inc. N/A vMobo, Inc. 91834VAA0 3100000.00000000 PA USD 3100000.00000000 0.150507776461 Long ABS-MBS CORP US N 2 2024-05-31 Fixed 7.50000000 N Y N N N N Markel Corp. 549300SCNO12JLWIK605 Markel Corp. 570535AR5 200000.00000000 PA USD 218187.64000000 0.010593205337 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N Progress Energy, Inc. 549300FBMTW0JYWMNB26 Progress Energy, Inc. 743263AG0 300000.00000000 PA USD 436762.49000000 0.021205210068 Long DBT CORP US N 2 2031-10-30 Fixed 7.00000000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 Healthpeak Properties, Inc. 40414LAK5 230000.00000000 PA USD 250856.47000000 0.012179306293 Long DBT CORP US N 2 2024-03-01 Fixed 4.20000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 2027A0HR3 832000.00000000 PA USD 935100.57000000 0.045399970180 Long DBT CORP AU Y 2 2025-12-09 Fixed 4.50000000 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A 12669FYY3 241469.63000000 PA USD 245550.25000000 0.011921684560 Long ABS-MBS CORP US N 2 2034-06-20 Variable 3.85267000 N N N N N N Mid-State Capital Corp. Trust N/A Mid-State Capital Corp. Trust, Series 2006-1, Class M1 59548PAB5 656391.30000000 PA USD 739719.91000000 0.035914064147 Long ABS-O CORP US Y 3 2040-10-15 Fixed 6.08300000 N N N N N N Csma Sfr Holdings Ii jul23 N/A Csma Sfr Holdings Ii jul23 N/A 2976535.76000000 PA USD 2973559.22000000 0.144368963347 Long ABS-MBS CORP US N 3 2023-07-25 Fixed 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2435, Class CJ 31392K2Z8 202475.68000000 PA USD 236150.81000000 0.011465333329 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Goodgreen N/A Goodgreen, Series 2019-2A, Class A 38218EAA5 2485344.26000000 PA USD 2550176.70000000 0.123813362806 Long ABS-O CORP KY Y 2 2054-10-15 Fixed 2.76000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31390RK44 8800.71000000 PA USD 9322.86000000 0.000452633202 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 15 Year 31416BYW2 125506.74000000 PA USD 131309.40000000 0.006375188974 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138NXRT6 1565831.88000000 PA USD 1636306.47000000 0.079444144648 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 United Mexican States 91087BAE0 1216000.00000000 PA USD 1302260.00000000 0.063225889346 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31400FEM5 136481.85000000 PA USD 143606.10000000 0.006972204773 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 4.63299800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138EGU44 788465.90000000 PA USD 815766.38000000 0.039606188376 Long ABS-MBS USGSE US N 2 2021-07-01 Variable 4.22500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-116, Class HI 31396X6G4 548996.05000000 PA USD 24296.37000000 0.001179610524 Long ABS-MBS USGSE US N 2 2038-01-25 Floating 1.76958400 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A Credit Suisse First Boston Mortgage Securities Corp., Series 2003-21, Class 1A4 22541QPB2 79010.72000000 PA USD 80802.77000000 0.003923046853 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 5.25000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A Merrill Lynch Mortgage Investors Trust, Series 2004-1, Class 2A1 59020UNN1 201991.50000000 PA USD 204980.81000000 0.009952001913 Long ABS-MBS CORP US N 2 2034-12-25 Variable 3.65357500 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967ME8 1000000.00000000 PA USD 1131709.87000000 0.054945527784 Long DBT CORP US N 2 2030-03-20 Variable 3.98000200 N N N N N N GMACM Mortgage Loan Trust N/A GMACM Mortgage Loan Trust, Series 2005-AR3, Class 3A4 36185N7E4 798116.39000000 PA USD 803838.72000000 0.039027089800 Long ABS-MBS CORP US N 2 2035-06-19 Variable 3.88318300 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-128, Class BP 31396PES6 158773.28000000 PA USD 172663.16000000 0.008382951060 Long ABS-MBS USGSE US N 2 2037-01-25 Fixed 5.50000000 N N N N N N B2R Mortgage Trust 549300JNS8TBD8XLZ117 B2R Mortgage Trust, Series 2015-2, Class A 05605GAA0 601925.94000000 PA USD 603834.95000000 0.029316727636 Long ABS-O CORP US Y 2 2048-11-15 Fixed 3.33600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-H08, Class FC 38375BM82 1022985.66000000 PA USD 1022699.94000000 0.049652998050 Long ABS-MBS USGA US N 2 2063-02-20 Floating 2.18437900 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 Grupo Televisa SAB 40049JBC0 200000.00000000 PA USD 269187.50000000 0.013069294218 Long DBT CORP MX N 2 2046-01-31 Fixed 6.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1591, Class PV 3133T1WB4 28750.12000000 PA USD 30535.41000000 0.001482521504 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 6.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31406DJV9 147818.01000000 PA USD 152315.67000000 0.007395062197 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 3.56400000 N N N N N N Synchrony Card Issuance Trust N/A Synchrony Card Issuance Trust, Series 2018-A1, Class A 87166PAA9 2600000.00000000 PA USD 2682719.78000000 0.130248448050 Long ABS-O CORP US N 2 2024-09-15 Fixed 3.38000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1829, Class ZB 3133T6J36 11279.58000000 PA USD 12075.00000000 0.000586252064 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 6.50000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141EC31 685000.00000000 PA USD 875903.51000000 0.042525899898 Long DBT CORP US N 2 2044-07-08 Fixed 4.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-36, Class SA 31393X5V5 479136.49000000 PA USD 714764.36000000 0.034702449844 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 15.05143800 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-33, Class TI 38374UJV4 149255.42000000 PA USD 32393.44000000 0.001572730524 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 6.00000000 N N N N N N Emera US Finance LP N/A Emera US Finance LP 29103DAM8 700000.00000000 PA USD 822234.87000000 0.039920239358 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 3132FPDJ2 619175.53000000 PA USD 658131.59000000 0.031952878138 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.00000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust, Series 2019-3A, Class D 30167EAD7 3540000.00000000 PA USD 3632028.67000000 0.176338244892 Long ABS-O CORP US Y 2 2025-08-15 Fixed 3.11000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 853254BP4 550000.00000000 PA USD 615634.00000000 0.029889582081 Long DBT CORP GB Y 2 2030-05-21 Variable 4.30499900 N N N N N N Springleaf Funding Trust N/A Springleaf Funding Trust, Series 2016-AA, Class B 85172NAB8 2040000.00000000 PA USD 2048652.66000000 0.099463921483 Long ABS-O CORP US Y 2 2029-11-15 Fixed 3.80000000 N N N N N N VOLT LXXXV LLC N/A VOLT LXXXV LLC, Series 2020-NPL1, Class A1A 91834TAA5 2716019.42000000 PA USD 2727963.39000000 0.132445065837 Long ABS-O CORP US Y 3 2050-01-25 Variable 3.22819900 N N N N N N HERO Funding Trust N/A HERO Funding Trust, Series 2017-1A, Class A2 42771XAC0 1798402.01000000 PA USD 1932501.65000000 0.093824685919 Long ABS-O CORP KY Y 2 2047-09-20 Fixed 4.46000000 N Y N N N N Charter Communications Operating LLC N/A Charter Communications Operating LLC 161175AZ7 528000.00000000 PA USD 695721.31000000 0.033777892711 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31405YX48 198896.64000000 PA USD 205566.23000000 0.009980424578 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.81499900 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A Credit Suisse First Boston Mortgage Securities Corp., Series 2003-25, Class 1P 22541QYW6 194895.44000000 PA USD 189061.42000000 0.009179101270 Long ABS-MBS CORP US N 3 2033-10-25 None 0.00000000 N N N N N N Ohio University 549300P1K3IH2L5SFY61 Ohio State University, General Receipts 677704A65 200000.00000000 PA USD 311712.00000000 0.015133896779 Long DBT MUN US N 2 2114-12-01 Fixed 5.59000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2259, Class ZM 3133TQC54 86938.75000000 PA USD 102314.42000000 0.004967456727 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3920, Class LP 3137AF3W0 797718.42000000 PA USD 914107.77000000 0.044380750938 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCB6 250000.00000000 PA USD 271850.00000000 0.013198560977 Long DBT NUSS MX N 2 2026-08-04 Fixed 6.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3138EQLH3 1490502.62000000 PA USD 1643763.02000000 0.079806166828 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 202712BL8 711000.00000000 PA USD 764624.05000000 0.037123182449 Long DBT CORP AU Y 2 2039-09-12 Fixed 3.74300000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NAR6 215000.00000000 PA USD 232833.93000000 0.011304295835 Long DBT CORP CA N 2 2027-07-15 Fixed 3.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31400JA25 21261.58000000 PA USD 23937.04000000 0.001162164730 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3607 31398LQT8 216953.57000000 PA USD 197920.80000000 0.009609232104 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-141, Class WC 38378GPG7 365821.89000000 PA USD 405426.94000000 0.019683841050 Long ABS-MBS USGA US N 2 2042-01-20 Variable 3.69821200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2017-M3, Class A2 3136AVYL7 1181268.00000000 PA USD 1257341.42000000 0.061045052057 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.48299900 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-H18, Class JA 38375B7P1 2039206.61000000 PA USD 2045318.32000000 0.099302036290 Long ABS-MBS USGA US N 2 2063-08-20 Floating 2.33438000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280BM0 991000.00000000 PA USD 1022180.00000000 0.049627754497 Long DBT CORP GB N 2 2023-11-22 Variable 3.03300000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918BZ6 800000.00000000 PA USD 992238.18000000 0.048174052319 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-1, Class BI 31396YCX8 309376.50000000 PA USD 55947.21000000 0.002716287153 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 4.28325100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2256, Class MC 3133TPS67 59472.03000000 PA USD 70925.09000000 0.003443476642 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 7.25000000 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 Bank of New York Mellon Corp. (The) 06406FAC7 254000.00000000 PA USD 269865.91000000 0.013102231631 Long DBT CORP US N 2 2026-05-04 Fixed 2.80000000 N N N N N N MASTR Reperforming Loan Trust N/A MASTR Reperforming Loan Trust, Series 2005-2, Class 1A1F 57643QAE5 1500826.80000000 PA USD 1032787.96000000 0.050142780456 Long ABS-MBS CORP US Y 2 2035-05-25 Floating 1.97674900 N N N N N N Impac Secured Assets Trust N/A Impac Secured Assets Trust, Series 2006-2, Class 2A1 45256VAQ0 84847.28000000 PA USD 84816.10000000 0.004117897619 Long ABS-MBS CORP US N 2 2036-08-25 Floating 1.97674900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G92-59, Class F 31358QZF5 2056.44000000 PA USD 2067.69000000 0.000100388201 Long ABS-MBS USGSE US N 2 2022-10-25 Floating 1.73599900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2210, Class Z 3133TNDG6 105656.94000000 PA USD 127304.47000000 0.006180746036 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2014-H01, Class FD 38375UCP3 1269373.16000000 PA USD 1274968.81000000 0.061900877629 Long ABS-MBS USGA US N 2 2064-01-20 Floating 2.38438100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-44, Class PD 3139204E7 36459.01700000 PA USD 43033.45000000 0.002089312539 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 7.00000000 N N N N N N Brooklyn Union Gas Co. (The) 83BQ1DXS6VA5GZFK8S35 Brooklyn Union Gas Co. (The) 114259AQ7 440000.00000000 PA USD 543181.82000000 0.026371963852 Long DBT CORP US Y 2 2048-03-15 Fixed 4.27300000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 Cargill, Inc. 141781BG8 115000.00000000 PA USD 121157.51000000 0.005882305623 Long DBT CORP US Y 2 2023-03-01 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, STRIPS, Series 134, Class B 31282YAK5 144.38000000 PA USD 7.00000000 0.000000339856 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 9.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 867914BS1 265000.00000000 PA USD 293701.41000000 0.014259466504 Long DBT CORP US N 2 2025-05-01 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2571, Class SK 31393LAX1 20270.60000000 PA USD 27617.77000000 0.001340867468 Long ABS-MBS USGSE US N 2 2023-09-15 Floating 27.34772000 N N N N N N Synchrony Card Funding LLC N/A Synchrony Card Funding LLC, Series 2019-A1, Class A 87166PAE1 4681000.00000000 PA USD 4845602.22000000 0.235258327660 Long ABS-O CORP US N 2 2025-03-15 Fixed 2.95000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 Province of Quebec 74815HCC4 377000.00000000 PA USD 501387.40000000 0.024342807328 Long DBT NUSS CA N 2 2026-03-06 Variable 7.36499900 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-73, Class MI 38375LD23 266237.23000000 PA USD 32041.57000000 0.001555646920 Long ABS-MBS USGA US N 2 2037-11-20 Floating 4.35300100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H32, Class FH 38376RMJ2 1796150.52000000 PA USD 1809190.03000000 0.087837796326 Long ABS-MBS USGA US N 2 2065-12-20 Floating 2.39438200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128JLW39 137272.56000000 PA USD 143841.13000000 0.006983615690 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 4.69400000 N Y N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VCQ5 1895000.00000000 PA USD 2301049.36000000 0.111718007323 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140K22K9 3695654.78000000 PA USD 3826470.72000000 0.185778580568 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1541, Class M 3133T0BV5 5499.05000000 PA USD 6480.48000000 0.000314633108 Long ABS-MBS USGSE US N 2 2023-07-15 Floating 23.40892400 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G92-35, Class E 31358PHT7 13564.82000000 PA USD 14162.99000000 0.000687625849 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 7.50000000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 International Business Machines Corp. 459200JZ5 1530000.00000000 PA USD 1672078.22000000 0.081180895148 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Allergan, Inc. 6T6CAG8O6TSUTMO6BA21 Allergan, Inc. 018490AQ5 525000.00000000 PA USD 541535.26000000 0.026292021889 Long DBT CORP US N 2 2023-03-15 Fixed 2.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-39, Class WC 31395DFA2 417713.16000000 PA USD 452630.26000000 0.021975604513 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 5.50000000 N N N N N N WRKCo, Inc. 549300JEB576INN13W07 WRKCo, Inc. 92940PAE4 170000.00000000 PA USD 187235.57000000 0.009090454617 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-20 31359N4H1 31465.19000000 PA USD 715.19000000 0.000034723115 Long ABS-MBS USGSE US N 2 2027-03-25 Floating 1.84000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 2027A0JX8 600000.00000000 PA USD 636545.63000000 0.030904860447 Long DBT CORP AU Y 2 2023-03-16 Fixed 3.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-33, Class ID 31359S6G0 105364.87000000 PA USD 18331.25000000 0.000889998605 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 6.00000000 N N N N N N MASTR Asset Securitization Trust N/A MASTR Asset Securitization Trust, Series 2004-8, Class 1A1 57643MEE0 300.98000000 PA USD 0.00000000 0.000000 Long ABS-MBS CORP US N 2 2019-08-25 Fixed 4.75000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 Sunoco Logistics Partners Operations LP 86765BAP4 170000.00000000 PA USD 178004.59000000 0.008642282271 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2009-99, Class SC 31398F4S7 110406.89000000 PA USD 14529.68000000 0.000705428977 Long ABS-MBS USGSE US N 2 2039-12-25 Floating 4.55325100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 20 Year 31385XNG8 35217.66000000 PA USD 39293.65000000 0.001907741900 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-1, Class UD 31392BWF9 13882.67000000 PA USD 17598.54000000 0.000854424878 Long ABS-MBS USGSE US N 2 2023-12-25 Floating 18.80637500 N N N N N N Pacific Life Insurance Co. 8WC3XYHE06SQFW7CQK10 Pacific Life Insurance Co. 69448FAA9 266000.00000000 PA USD 298521.16000000 0.014493469683 Long DBT CORP US Y 2 2067-10-24 Variable 4.29999800 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NCN9 620000.00000000 PA USD 847142.10000000 0.041129507683 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N RALI Trust N/A RALI Trust, Series 2002-QS16, Class A3 76110GW49 440.94000000 PA USD 396.87000000 0.000019268393 Long ABS-MBS CORP US N 2 2017-10-25 Floating 13.22134100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-15, Class NO 31396PXT3 20658.73000000 PA USD 20335.78000000 0.000987320332 Long ABS-MBS USGSE US N 2 2022-03-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2396, Class FM 31339LJW1 185793.78000000 PA USD 184711.12000000 0.008967890309 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 2.10849800 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 78013XW20 1000000.00000000 PA USD 1074589.98000000 0.052172305966 Long DBT CORP CA N 2 2023-10-05 Fixed 3.70000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 CSX Corp. 126408HR7 95000.00000000 PA USD 99722.08000000 0.004841596298 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8M27 3989837.88000000 PA USD 4282637.48000000 0.207925885324 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 3.04000000 N N N N N N Exelon Generation Co. LLC S2PEWKCZFFECR4533P43 Exelon Generation Co. LLC 30161MAJ2 235000.00000000 PA USD 278447.05000000 0.013518853663 Long DBT CORP US N 2 2041-10-01 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-40, Class SB 38375KA77 808399.88000000 PA USD 135377.88000000 0.006572717322 Long ABS-MBS USGA US N 2 2037-07-20 Floating 5.10300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-49, Class Z 313921AG3 26979.87000000 PA USD 31324.48000000 0.001520831559 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2410, Class NG 31339NLX2 133377.32000000 PA USD 155853.83000000 0.007566843034 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 3617KQD96 1877759.51000000 PA USD 2070930.94000000 0.100545551930 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.00000000 N N N N N N RBSSP Resecuritization Trust N/A RBSSP Resecuritization Trust, Series 2009-12, Class 1A1 74928UAA5 136319.23000000 PA USD 136996.31000000 0.006651293548 Long ABS-MBS CORP US Y 2 2033-11-25 Variable 5.44893100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-106, Class A7 31396XF25 144740.77000000 PA USD 164631.08000000 0.007992986382 Long ABS-MBS USGSE US N 2 2037-10-25 Variable 6.18484000 N N N N N N Nomura Asset Acceptance Corp. Alternative Loan Trust N/A Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A1 65535VAT5 39287.74000000 PA USD 40946.05000000 0.001987967400 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 5.50000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 Banque Federative du Credit Mutuel SA 06675FAR8 540000.00000000 PA USD 579848.95000000 0.028152185854 Long DBT CORP FR Y 2 2023-07-20 Fixed 3.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 9128334X5 9500000.00000000 PA USD 7739487.27000000 0.375759038696 Long DBT UST US N 2 2034-02-15 None 0.00000000 N N N N N N BB-UBS Trust N/A BB-UBS Trust, Series 2012-TFT, Class A 05490AAA1 483000.00000000 PA USD 483369.69000000 0.023468031371 Long ABS-MBS CORP US Y 2 2030-06-05 Fixed 2.89220000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-80, Class SA 31397MRK5 507413.79000000 PA USD 85423.82000000 0.004147402969 Long ABS-MBS USGSE US N 2 2038-09-25 Floating 4.22325000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468C6 2873000.00000000 PA USD 3190032.04000000 0.154878912639 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31297GXZ9 103139.44000000 PA USD 120838.82000000 0.005866832938 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2018-M8, Class A2 3136B2GX4 2580000.00000000 PA USD 2904558.07000000 0.141018895715 Long ABS-MBS USGSE US N 2 2028-06-25 Variable 3.32500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2003-40, Class TJ 38373QXZ9 711730.07000000 PA USD 803707.23000000 0.039020705842 Long ABS-MBS USGA US N 2 2033-03-20 Fixed 6.50000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 Welltower, Inc. 95040QAK0 414000.00000000 PA USD 429955.41000000 0.020874720237 Long DBT CORP US N 2 2027-02-15 Fixed 2.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1994-37, Class L 31359GP34 51738.34000000 PA USD 55313.47000000 0.002685518509 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-77, Class FG 31396XJE5 68375.85000000 PA USD 68519.78000000 0.003326696687 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 2.12675000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 Sunoco Logistics Partners Operations LP 86765BAT6 244000.00000000 PA USD 257839.85000000 0.012518355647 Long DBT CORP US N 2 2026-07-15 Fixed 3.90000000 N N N N N N Tricon American Homes Trust N/A Tricon American Homes Trust, Series 2016-SFR1, Class A 89613BAA5 1764858.05000000 PA USD 1780103.25000000 0.086425607106 Long ABS-O CORP US Y 3 2033-11-17 Fixed 2.58900000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 Credit Agricole SA 22535WAE7 500000.00000000 PA USD 530394.56000000 0.025751130926 Long DBT CORP FR Y 2 2023-04-24 Fixed 3.75000000 N N N N N N AIG SunAmerica Global Financing X 549300Q3UB1GMKCGGR05 AIG SunAmerica Global Financing X 00139PAA6 520000.00000000 PA USD 760101.90000000 0.036903628017 Long DBT CORP US Y 2 2032-03-15 Fixed 6.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138LYA31 673367.31000000 PA USD 725641.08000000 0.035230524341 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Public Service Co. of Oklahoma F3TJNSIZRGXRH8GEIK79 Public Service Co. of Oklahoma, Series G 744533BJ8 2490000.00000000 PA USD 3723591.39000000 0.180783696954 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N SoFi Consumer Loan Program LLC N/A SoFi Consumer Loan Program LLC, Series 2016-2, Class A 83402QAA0 154942.02000000 PA USD 155530.89000000 0.007551164008 Long ABS-O CORP US Y 2 2025-10-27 Fixed 3.09000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAE7 242000.00000000 PA USD 259297.26000000 0.012589114208 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N American Homes 4 Rent Trust N/A American Homes 4 Rent Trust, Series 2014-SFR2, Class E 02665UAE5 850000.00000000 PA USD 941955.38000000 0.045732777345 Long ABS-O CORP US Y 2 2036-10-17 Fixed 6.23100000 N N N N N N CD Commercial Mortgage Trust 5493006ZXL5DGZK5G872 CD Commercial Mortgage Trust, Series 2007-CD4, Class XC 12513YBD1 62858.20000000 PA USD 2570.40000000 0.000124795222 Long ABS-MBS CORP US Y 3 2049-12-11 Variable 1.30038500 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128282U3 569000.00000000 PA USD 592804.65000000 0.028781196692 Long DBT UST US N 2 2024-08-31 Fixed 1.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 383, Class 33 3136FFPE3 173301.12000000 PA USD 34549.33000000 0.001677400915 Long ABS-MBS USGSE US N 2 2038-01-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3997, Class PF 3137AMCU9 93849.99000000 PA USD 93989.50000000 0.004563274405 Long ABS-MBS USGSE US N 2 2039-11-15 Floating 2.10849800 N N N N N N VOLT LXXXVII LLC N/A VOLT LXXXVII LLC, Series 2020-NPL3, Class A1A 92870GAA6 3164074.49000000 PA USD 3177821.13000000 0.154286062022 Long ABS-O CORP US Y 2 2050-02-25 Variable 2.98140100 N N N N N N Credit Acceptance Auto Loan Trust N/A Credit Acceptance Auto Loan Trust, Series 2017-1A, Class B 22530LAC0 393549.88000000 PA USD 394393.22000000 0.019148144062 Long ABS-O CORP US Y 2 2025-12-15 Fixed 3.04000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, STRIPS, Series 299, Class 300 3132HTJV9 3975423.30000000 PA USD 4186764.75000000 0.203271178416 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3.00000000 N N N N N N COBALT CMBS Commercial Mortgage Trust N/A COBALT CMBS Commercial Mortgage Trust, Series 2006-C1 190749AG6 492410.81310000 PA USD 6559.90000000 0.000318489020 Long ABS-MBS CORP US N 3 2048-08-15 Variable 0.89212300 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2009-60, Class HT 31396QPL7 394213.26000000 PA USD 462893.61000000 0.022473899348 Long ABS-MBS USGSE US N 2 2039-08-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1671, Class QC 3133T36V5 14101.36000000 PA USD 16271.42000000 0.000789992014 Long ABS-MBS USGSE US N 2 2024-02-15 Floating 10.00000100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31403MJ75 62360.29000000 PA USD 69857.94000000 0.003391665554 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1 589929Y36 86902.66000000 PA USD 88039.49000000 0.004274396090 Long ABS-MBS CORP US N 2 2028-10-25 Floating 2.24674900 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VCZ5 400000.00000000 PA USD 531284.82000000 0.025794353847 Long DBT CORP US N 2 2055-03-15 Fixed 4.67200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2033, Class SN 3133TCX78 10584.60000000 PA USD 1986.93000000 0.000096467231 Long ABS-MBS USGSE US N 2 2024-03-15 Floating 26.78279000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RHS4 500000.00000000 PA USD 537923.01000000 0.026116643916 Long DBT CORP US N 2 2025-07-15 Fixed 3.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-58 31395ND20 152182.93000000 PA USD 140870.18000000 0.006839373406 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N GSMPS Mortgage Loan Trust N/A GSMPS Mortgage Loan Trust, Series 2006-RP2, Class 1AS2 36298XAD4 2321099.75000000 PA USD 402462.45000000 0.019539912406 Long ABS-MBS CORP US Y 3 2036-04-25 Variable 4.42082200 N N N N N N EQM Midstream Partners LP 549300NELT611CL6XM83 EQM Midstream Partners LP 26885BAA8 700000.00000000 PA USD 612500.00000000 0.029737423575 Long DBT CORP US N 2 2024-08-01 Fixed 4.00000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122BU1 975000.00000000 PA USD 1329449.02000000 0.064545940619 Long DBT CORP US Y 2 2045-08-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, Other 36179ACJ3 1062595.32000000 PA USD 1074219.69000000 0.052154328055 Long ABS-MBS USGA US N 2 2063-05-20 Variable 4.35800200 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 Air Lease Corp. 00914AAE2 2080000.00000000 PA USD 2111099.27000000 0.102495760328 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 Enbridge, Inc. 29250NAJ4 350000.00000000 PA USD 405555.93000000 0.019690103630 Long DBT CORP CA N 2 2044-06-10 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31407WSP9 424763.28000000 PA USD 440428.10000000 0.021383178716 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 3.54899900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1502, Class PX 312915HW4 58491.12000000 PA USD 61862.16000000 0.003003463273 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-44 31397LMA4 8411.55000000 PA USD 7443.21000000 0.000361374511 Long ABS-MBS USGSE US N 2 2038-05-25 None 0.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GWB6 830000.00000000 PA USD 912271.97000000 0.044291621204 Long DBT CORP US N 2 2027-01-26 Fixed 3.85000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VER1 962000.00000000 PA USD 1129233.76000000 0.054825310426 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2399, Class OH 31339MTG3 122749.05000000 PA USD 143208.73000000 0.006952912103 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6.50000000 N N N N N N UBS-Barclays Commercial Mortgage Trust 549300G1IXWLFE766Q13 UBS-Barclays Commercial Mortgage Trust, Series 2013-C6, Class A4 90349GBF1 857000.00000000 PA USD 896816.82000000 0.043541259829 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.24430000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 Siemens Financieringsmaatschappij NV 82620KAS2 750000.00000000 PA USD 798305.09000000 0.038758427107 Long DBT CORP NL Y 2 2024-03-16 Fixed 3.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 368, Class 3 3136FCG91 230.90000000 PA USD 1.74000000 0.000000084478 Long ABS-MBS USGSE US N 2 2020-11-25 Fixed 4.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 94974BFC9 850000.00000000 PA USD 883233.16000000 0.042881760970 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A6 92922FBV9 801247.19000000 PA USD 820678.56000000 0.039844679114 Long ABS-MBS CORP US N 2 2033-09-25 Variable 4.33091500 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YBR9 1809000.00000000 PA USD 1998095.87000000 0.097009344048 Long DBT CORP US Y 2 2039-11-21 Fixed 4.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1995-2, Class Z 31359LMW2 14574.14000000 PA USD 16273.37000000 0.000790086688 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 8.50000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YBW8 1832000.00000000 PA USD 1932270.89000000 0.093813482314 Long DBT CORP US Y 2 2029-11-21 Fixed 3.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-12, Class IE 38374XPH2 647127.56000000 PA USD 115558.73000000 0.005610479839 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 5.50000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036PBD9 220000.00000000 PA USD 287564.56000000 0.013961516940 Long DBT CORP US N 2 2048-11-15 Fixed 5.25000000 N N N N N N American Homes 4 Rent Trust N/A American Homes 4 Rent Trust, Series 2014-SFR3, Class E 02665XAE9 2380000.00000000 PA USD 2665095.20000000 0.129392758906 Long ABS-O CORP US Y 3 2036-12-17 Fixed 6.41800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G-28, Class S 31358JQC8 19.21000000 PA USD 19.38000000 0.000000940916 Long ABS-MBS USGSE US N 2 2021-09-25 Floating 13.47324800 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141EA58 1786000.00000000 PA USD 1788208.28000000 0.086819113571 Long DBT CORP US N 2 2020-03-15 Fixed 5.37500000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 Regency Centers LP 75884RAZ6 745000.00000000 PA USD 789702.71000000 0.038340773854 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Office Properties Income Trust N/A Office Properties Income Trust 38376AAB9 784000.00000000 PA USD 813002.35000000 0.039471992244 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper, Inc. 26138EAX7 250000.00000000 PA USD 266821.45000000 0.012954420371 Long DBT CORP US N 2 2027-06-15 Fixed 3.43000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-39, Class LW 31393A6T9 192675.90000000 PA USD 200450.80000000 0.009732065870 Long ABS-MBS USGSE US N 2 2023-05-25 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36202SD54 35825.00000000 PA USD 40800.78000000 0.001980914411 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 7.00000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 Energy Transfer Operating LP 29279FAA7 800000.00000000 PA USD 922040.52000000 0.044765893055 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-44, Class GO 31395NBG1 352206.54000000 PA USD 325115.31000000 0.015784639484 Long ABS-MBS USGSE US N 2 2036-06-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-79, Class DO 31396KYB2 193951.47000000 PA USD 185717.43000000 0.009016747561 Long ABS-MBS USGSE US N 2 2036-08-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-91, Class SD 31393EQX0 72607.34000000 PA USD 89634.00000000 0.004351810979 Long ABS-MBS USGSE US N 2 2033-09-25 Floating 9.78874900 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd. 55608JAK4 700000.00000000 PA USD 768425.00000000 0.037307721976 Long DBT CORP AU Y 2 2028-11-28 Variable 3.76300100 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YY0 13554900.00000000 PA USD 14082270.33000000 0.683706837063 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 3129413U9 528514.72000000 PA USD 594518.16000000 0.028864389137 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N RALI Trust N/A RALI Trust, Series 2003-QS12, Class A5 76110HDW6 12.59000000 PA USD 0.00000000 0.000000 Long ABS-MBS CORP US N 3 2018-06-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 3128M5CE8 245671.83000000 PA USD 278077.73000000 0.013500922847 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31401A3J4 103393.60000000 PA USD 120264.61000000 0.005838954528 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2012-14, Class FB 3136A4XU8 124557.61000000 PA USD 124818.17000000 0.006060033944 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 2.07675000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 CSX Corp. 126408GW7 191000.00000000 PA USD 239335.61000000 0.011619958222 Long DBT CORP US N 2 2042-05-30 Fixed 4.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1498, Class I 312915RW3 37516.12000000 PA USD 37989.63000000 0.001844430561 Long ABS-MBS USGSE US N 2 2023-04-15 Floating 2.80850000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 General Electric Co. 36962GT95 1114000.00000000 PA USD 1298859.01000000 0.063060768236 Long DBT CORP US N 2 2026-01-05 Fixed 5.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-247, Class SU 31359FP36 6440.46000000 PA USD 7225.33000000 0.000350796242 Long ABS-MBS USGSE US N 2 2023-12-25 Floating 11.91399800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2444, Class ES 31392KUY0 109108.20000000 PA USD 21150.68000000 0.001026884457 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 6.29150000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 Analog Devices, Inc. 032654AP0 300000.00000000 PA USD 338246.45000000 0.016422168092 Long DBT CORP US N 2 2036-12-05 Fixed 4.50000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2005-4F, Class AP 36242DY56 6170.11000000 PA USD 5901.72000000 0.000286533791 Long ABS-MBS CORP US N 3 2035-05-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-47, Class SI 31397LYN3 45389.52000000 PA USD 1370.93000000 0.000066559879 Long ABS-MBS USGSE US N 2 2023-06-25 Floating 4.87325200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2003-11, Class SK 38373SQC4 215288.39000000 PA USD 3003.32000000 0.000145813875 Long ABS-MBS USGA US N 2 2033-02-16 Floating 6.04149800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 345, Class 6 3136FCCH7 62200.06000000 PA USD 9448.02000000 0.000458709832 Long ABS-MBS USGSE US N 2 2033-12-25 Variable 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L9LN0 9000000.00000000 PA USD 9691823.16000000 0.470546694731 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 2.79000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LZ1 1500000.00000000 PA USD 1402949.90000000 0.068114474172 Long DBT UST US N 2 2026-05-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2015-M10, Class A2 3136AN6U6 8555000.00000000 PA USD 9318175.30000000 0.452405756477 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 3.09200000 N N N N N N WFRBS Commercial Mortgage Trust N/A WFRBS Commercial Mortgage Trust, Series 2013-C11, Class D 92937EAJ3 400000.00000000 PA USD 415488.64000000 0.020172345597 Long ABS-MBS CORP US Y 3 2045-03-15 Variable 4.26056000 N N N N N N JPMorgan U.S. Government Money Market Fund 549300NQ5E5B7ZV4T516 JPMorgan U.S. Government Money Market Fund, Share Class IM 4812C2270 618800.00000000 NS USD 618800.00000000 0.030043294217 Long STIV RF US N 1 N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR10, Class 2P 93363EAM7 62928.22000000 PA USD 52856.20000000 0.002566215849 Long ABS-MBS CORP US N 3 2036-09-25 Variable 3.82690800 N N N N N N Progress Energy, Inc. 549300FBMTW0JYWMNB26 Progress Energy, Inc. 743263AS4 673000.00000000 PA USD 691356.92000000 0.033565997667 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 74977RCM4 500000.00000000 PA USD 873602.37000000 0.042414177490 Long DBT CORP NL Y 2 2110-09-30 Fixed 5.80000000 N N N N N N Upstart Securitization Trust N/A Upstart Securitization Trust, Series 2020-1, Class A 91679UAA0 5270000.00000000 PA USD 5299419.25000000 0.257291550920 Long ABS-O CORP US Y 2 2030-04-22 Fixed 2.32200000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-64CB, Class 1A9 12668AZU2 569067.11000000 PA USD 568418.37000000 0.027597220957 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 CVS Health Corp. 126650CZ1 2382000.00000000 PA USD 2931593.00000000 0.142331465780 Long DBT CORP US N 2 2048-03-25 Fixed 5.05000000 N N N N N N KGS-Alpha SBA COOF Trust N/A KGS-Alpha SBA COOF Trust, Series 2015-2, Class A 48250BAA9 1021242.20000000 PA USD 114203.47000000 0.005544680752 Long ABS-MBS CORP US Y 3 2041-07-25 Variable 4.15819400 N N N N N N HERO Funding Trust N/A HERO Funding Trust, Series 2016-3A, Class A1 42770XAA5 820906.95000000 PA USD 847289.50000000 0.041136664085 Long ABS-O CORP US Y 2 2042-09-20 Fixed 3.08000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBZ5 490000.00000000 PA USD 479715.41000000 0.023290612804 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2283, Class K 3133TRJM8 43792.97000000 PA USD 46720.85000000 0.002268339112 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 Hartford Financial Services Group, Inc. (The) 416515BB9 400000.00000000 PA USD 489586.54000000 0.023769865006 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128287C8 5000000.00000000 PA USD 5100390.60000000 0.247628531706 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2004-1 05946XGF4 138222.46000000 PA USD 115371.94000000 0.005601411017 Long ABS-MBS CORP US N 3 2034-03-25 None 0.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2F9 1395000.00000000 PA USD 1487861.52000000 0.072237009373 Long DBT CORP US N 2 2027-06-17 Variable 3.19600100 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc. 60687YAB5 742000.00000000 PA USD 751022.48000000 0.036462814044 Long DBT CORP JP Y 2 2021-04-12 Fixed 2.63200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31412BTY8 82786.42000000 PA USD 84820.30000000 0.004118101532 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 4.74999800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-46, Class SK 31393YT54 442881.21000000 PA USD 591703.29000000 0.028727724678 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 12.02643700 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 20 Year 3128P7RY1 266619.33000000 PA USD 281597.27000000 0.013671799666 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31400KQ66 36222.19000000 PA USD 39929.51000000 0.001938613472 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4048, Class FJ 3137AQUG1 796584.21000000 PA USD 795185.09000000 0.038606948313 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 2.18088000 N Y N N N N Truist Financial Corp. 549300DRQQI75D2JP341 Truist Financial Corp. 867914BK8 253000.00000000 PA USD 255730.16000000 0.012415928308 Long DBT CORP US N 2 2021-03-03 Fixed 2.90000000 N N N N N N Burlington Northern Santa Fe LLC N/A Burlington Northern Santa Fe LLC 12189LAA9 425000.00000000 PA USD 601192.82000000 0.029188449858 Long DBT CORP US N 2 2040-05-01 Fixed 5.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1970, Class PG 3133TAK43 4516.71000000 PA USD 5165.15000000 0.000250772658 Long ABS-MBS USGSE US N 2 2027-07-15 Fixed 7.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-1, Class HC 31392BVX1 9773.69000000 PA USD 10025.47000000 0.000486745547 Long ABS-MBS USGSE US N 2 2022-02-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-90, Class PM 3136AF6A7 1694000.00000000 PA USD 1956300.48000000 0.094980140430 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 3.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Republic of Colombia 195325BR5 200000.00000000 PA USD 258562.50000000 0.012553440952 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 Standard Chartered plc 85325WAA6 570000.00000000 PA USD 580953.18000000 0.028205797209 Long DBT CORP GB Y 2 2026-01-30 Variable 2.81900200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31371HKW7 54203.97000000 PA USD 61335.59000000 0.002977897828 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N American Airlines Pass-Through Trust N/A American Airlines Pass-Through Trust, Series 2016-2, Class A 023764AA1 241823.50000000 PA USD 261479.81000000 0.012695078965 Long ABS-O CORP US N 2 2028-06-15 Fixed 3.65000000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 Masco Corp. 574599AY2 600000.00000000 PA USD 788639.82000000 0.038289169592 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N Credit Acceptance Auto Loan Trust 549300JDZNIORD1CFR68 Credit Acceptance Auto Loan Trust, Series 2018-3A, Class B 22534DAC4 2097000.00000000 PA USD 2178877.99000000 0.105786477888 Long ABS-O CORP US Y 2 2027-10-15 Fixed 3.89000000 N N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2019-2, Class AA 90932JAA0 1314000.00000000 PA USD 1406108.64000000 0.068267833828 Long ABS-O CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 International Flavors & Fragrances, Inc. 459506AL5 365000.00000000 PA USD 429871.43000000 0.020870642933 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust, Series 2019-2A, Class C 14686UAE5 4675000.00000000 PA USD 4781126.24000000 0.232127961085 Long ABS-O CORP US Y 2 2024-06-17 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31403DQT9 225570.84000000 PA USD 236353.50000000 0.011475174110 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 3.78400000 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2005-6, Class 2A7 05946XP23 205079.93740000 PA USD 201298.92000000 0.009773242855 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2004-HYB1, Class 2A 12669FNP4 43213.62000000 PA USD 44207.89000000 0.002146332653 Long ABS-MBS CORP US N 2 2034-05-20 Variable 3.58799400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31296NA23 242250.07000000 PA USD 278134.30000000 0.013503669371 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2016-1, Class A 90931MAA4 907151.53000000 PA USD 974986.51000000 0.047336468290 Long ABS-O CORP US N 2 2028-07-07 Fixed 3.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2169, Class TB 3133TL5G9 204622.50000000 PA USD 235209.98000000 0.011419655190 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 7.00000000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 Eaton Corp. 278058AP7 300000.00000000 PA USD 354055.70000000 0.017189721338 Long DBT CORP US N 2 2024-04-01 Fixed 7.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-56, Class S 31394D6N5 513988.95000000 PA USD 118931.95000000 0.005774252691 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 5.08325000 N N N N N N Hutchison Whampoa International 12 II Ltd. 2549005GEGKY2Q53V676 Hutchison Whampoa International 12 II Ltd. 44842CAB9 539000.00000000 PA USD 560728.44000000 0.027223867968 Long DBT CORP KY Y 2 2022-11-08 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-21, Class LO 31392CNN0 10291.24500000 PA USD 9588.20000000 0.000465515697 Long ABS-MBS USGSE US N 2 2032-04-25 None 0.00000000 N N N N N N CVS Pass-Through Trust N/A CVS Pass-Through Trust 126650BY5 855979.24000000 PA USD 1018937.82000000 0.049470343755 Long ABS-O CORP US Y 2 2034-01-10 Fixed 5.92600000 N N N N N N World Omni Auto Receivables Trust N/A World Omni Auto Receivables Trust, Series 2018-B, Class A3 98162QAC4 6900000.00000000 PA USD 6986581.20000000 0.339204774670 Long ABS-O CORP US N 2 2023-07-17 Fixed 2.87000000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1996-1, Class 1Z 92260MAH6 238577.69000000 PA USD 269105.80000000 0.013065327609 Long ABS-MBS USGSE US N 2 2026-02-15 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138NJAD0 680282.21000000 PA USD 696912.59000000 0.033835730422 Long ABS-MBS USGSE US N 2 2021-01-01 Variable 4.30700000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 Mizuho Financial Group, Inc. 60687YBA6 720000.00000000 PA USD 748616.77000000 0.036346014669 Long DBT CORP JP N 2 2030-09-13 Variable 2.86899800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31385WZX0 402962.05000000 PA USD 410742.91000000 0.019941936155 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 3.28700200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-36, Class SE 38375KHZ8 230385.00000000 PA USD 31462.62000000 0.001527538379 Long ABS-MBS USGA US N 2 2037-06-16 Floating 4.81150100 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2005-7, Class 30PO 05946XV83 165298.52360000 PA USD 146146.64000000 0.007095550265 Long ABS-MBS CORP US N 3 2035-11-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-53, Class CI 31397LC23 225159.66000000 PA USD 36812.41000000 0.001787275475 Long ABS-MBS USGSE US N 2 2038-07-25 Floating 5.57325000 N N N N N N Canadian Natural Resources Ltd. 549300T15RIMIKZC5Q38 Canadian Natural Resources Ltd. 136385AE1 350000.00000000 PA USD 468963.99000000 0.022768621733 Long DBT CORP CA N 2 2033-06-30 Fixed 6.45000000 N N N N N N Acre N/A Acre N/A 3785000.00000000 PA USD 3785000.00000000 0.183765139969 Long ABS-MBS USGA US N 2 2020-12-15 Fixed 6.71199800 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DBF1 265000.00000000 PA USD 274573.75000000 0.013330801479 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GVR2 1415000.00000000 PA USD 1545595.80000000 0.075040060376 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N Invesco Finance plc 549300OYQ3LAJYXXO449 Invesco Finance plc 46132FAD2 390000.00000000 PA USD 433967.91000000 0.021069530706 Long DBT CORP GB N 2 2026-01-15 Fixed 3.75000000 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 Foundation Finance Trust, Series 2019-1A, Class A 35041JAA3 1300994.28000000 PA USD 1340445.24000000 0.065079816948 Long ABS-O CORP US Y 2 2034-11-15 Fixed 3.86000000 N N N N N N Nevada Power Co. MJZFGXRJ52U8U4MKJ519 Nevada Power Co., Series N 641423BP2 100000.00000000 PA USD 149244.69000000 0.007245963367 Long DBT CORP US N 2 2036-04-01 Fixed 6.65000000 N N N N N N Corning, Inc. 549300X2937PB0CJ7I56 Corning, Inc. 219350BP9 1043000.00000000 PA USD 1101075.15000000 0.053458184691 Long DBT CORP US N 2 2049-11-15 Fixed 3.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2710, Class HB 31394MHQ6 258231.78000000 PA USD 267987.52000000 0.013011034114 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 5.50000000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 Siemens Financieringsmaatschappij NV 82620KAF0 513000.00000000 PA USD 645619.65000000 0.031345412245 Long DBT CORP NL Y 2 2045-05-27 Fixed 4.40000000 N N N N N N Burlington Northern Santa Fe LLC N/A Burlington Northern Santa Fe LLC 12189LAP6 769000.00000000 PA USD 1036654.20000000 0.050330489871 Long DBT CORP US N 2 2043-09-01 Fixed 5.15000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 Entergy Corp. 29364GAJ2 336000.00000000 PA USD 353932.75000000 0.017183752006 Long DBT CORP US N 2 2026-09-01 Fixed 2.95000000 N N N N N N Reliance Standard Life Global Funding II N/A Reliance Standard Life Global Funding II 75951AAJ7 390000.00000000 PA USD 421174.10000000 0.020448379772 Long DBT CORP US Y 2 2023-09-19 Fixed 3.85000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 Banque Federative du Credit Mutuel SA 06675FAT4 813000.00000000 PA USD 836679.19000000 0.040621524031 Long DBT CORP FR Y 2 2024-11-21 Fixed 2.37500000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper, Inc. 26138EAW9 500000.00000000 PA USD 525499.88000000 0.025513489828 Long DBT CORP US N 2 2023-12-15 Fixed 3.13000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-59, Class BG 31394AVD5 123770.41000000 PA USD 114855.78000000 0.005576350987 Long ABS-MBS USGSE US N 2 2032-12-25 None 0.00000000 N N N N N N Kabbage Funding LLC N/A Kabbage Funding LLC, Series 2019-1, Class A 48283PAE1 6044000.00000000 PA USD 6164267.74000000 0.299280719696 Long ABS-O CORP US Y 2 2024-03-15 Fixed 3.82500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3747, Class PY 31398QUH8 1000000.00000000 PA USD 1182049.80000000 0.057389576472 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Qwest Corp. 549300R2L4N683OO1509 Qwest Corp. 74913GAX3 741000.00000000 PA USD 783607.50000000 0.038044845949 Long DBT CORP US N 2 2021-12-01 Fixed 6.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 94974BGU8 325000.00000000 PA USD 408222.22000000 0.019819554398 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-119 31396LM80 49124.83000000 PA USD 46177.23000000 0.002241945874 Long ABS-MBS USGSE US N 2 2036-12-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138MN2S8 691243.40000000 PA USD 731929.61000000 0.035535838105 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XBG9 900000.00000000 PA USD 1148262.04000000 0.055749150463 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2005-68, Class KI 38374L3B5 1457299.74000000 PA USD 327230.54000000 0.015887335795 Long ABS-MBS USGA US N 2 2035-09-20 Floating 4.65300000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 Macquarie Group Ltd. 55608JAP3 700000.00000000 PA USD 840998.54000000 0.040831232342 Long DBT CORP AU Y 2 2030-01-15 Variable 5.03300200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36210APW1 9913.63000000 PA USD 10816.80000000 0.000525165327 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 7.50000000 N N N N N N World Financial Network Credit Card Master Trust N/A World Financial Network Credit Card Master Trust, Series 2019-A, Class A 981464HA1 2245000.00000000 PA USD 2325701.02000000 0.112914867494 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.14000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 Commonwealth Bank of Australia 2027A0HT9 600000.00000000 PA USD 636341.12000000 0.030894931303 Long DBT CORP AU Y 2 2026-05-18 Fixed 2.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2009-103, Class MB 31398GJB6 209550.09000000 PA USD 219566.88000000 0.010660168675 Long ABS-MBS USGSE US N 2 2039-12-25 Floating 4.36406000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2003-1, Class PO3 17307GCA4 28228.15400000 PA USD 26887.46000000 0.001305410264 Long ABS-MBS CORP US N 3 2033-09-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1999-52, Class NS 31359W5E7 9820.03000000 PA USD 12427.75000000 0.000603378393 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 18.82509800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-109 31396LQW3 68299.72000000 PA USD 62471.04000000 0.003033024943 Long ABS-MBS USGSE US N 2 2036-11-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3122, Class ZB 31396JMD4 24572.91000000 PA USD 41004.15000000 0.001990788207 Long ABS-MBS USGSE US N 2 2036-03-15 Fixed 6.00000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 San Diego Gas & Electric Co. 797440BP8 379000.00000000 PA USD 421610.56000000 0.020469570296 Long DBT CORP US N 2 2041-11-15 Fixed 3.95000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 UDR, Inc. 90265EAL4 382000.00000000 PA USD 407349.49000000 0.019777182575 Long DBT CORP US N 2 2026-09-01 Fixed 2.95000000 N N N N N N LB-UBS Commercial Mortgage Trust N/A LB-UBS Commercial Mortgage Trust, Series 2006-C7, Class XW 50180CAU4 2165830.92000000 PA USD 510.70000000 0.000024794942 Long ABS-MBS CORP US Y 3 2038-11-15 Variable 0.82559200 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828J43 12700000.00000000 PA USD 12910343.75000000 0.626808751988 Long DBT UST US N 2 2022-02-28 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1116, Class I 312906C40 50.08000000 PA USD 50.05000000 0.000002429972 Long ABS-MBS USGSE US N 2 2021-08-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2132, Class SB 3133TJVQ3 12050.51000000 PA USD 19226.05000000 0.000933441946 Long ABS-MBS USGSE US N 2 2029-03-15 Floating 23.37833500 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 ABN AMRO Bank NV 00080QAF2 1216000.00000000 PA USD 1353395.07000000 0.065708542793 Long DBT CORP NL Y 2 2025-07-28 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36223NYF5 71.96000000 PA USD 72.13000000 0.000003501976 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.50000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc 539439AP4 612000.00000000 PA USD 626735.21000000 0.030428555770 Long DBT CORP GB N 2 2023-11-07 Variable 2.90700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2423, Class MC 31339WBV7 150697.27000000 PA USD 178225.55000000 0.008653010077 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31406DJX5 410319.06000000 PA USD 430241.91000000 0.020888630069 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 3.77700100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 3132FYA80 3656696.01000000 PA USD 4016415.36000000 0.195000562961 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1699, Class FC 3133T4J72 4481.80000000 PA USD 4454.65000000 0.000216277247 Long ABS-MBS USGSE US N 2 2024-03-15 Floating 2.27625100 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 NBCUniversal Media LLC 63946BAG5 800000.00000000 PA USD 1165250.38000000 0.056573949585 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC Trust, Whole Loan, Series 2009-W1, Class A 31398F7A3 616838.27000000 PA USD 724366.50000000 0.035168642341 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 6.00000000 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2004-8, Class 6A1 576434UW2 2648.61000000 PA USD 2727.89000000 0.000132441502 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.50000000 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2004-2, Class 30PO 06051GCR8 91843.66000000 PA USD 81342.00000000 0.003949226952 Long ABS-MBS CORP US N 3 2034-09-20 None 0.00000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 CSX Corp. 126408GU1 150000.00000000 PA USD 201280.28000000 0.009772337867 Long DBT CORP US N 2 2041-04-15 Fixed 5.50000000 N N N N N N Business Jet Securities LLC N/A Business Jet Securities LLC, Series 2018-1, Class A 123262AN7 1441952.33000000 PA USD 1471313.51000000 0.071433588667 Long ABS-O CORP US Y 2 2033-02-15 Fixed 4.33500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-48, Class GH 31392DS45 350304.75000000 PA USD 398797.65000000 0.019361983083 Long ABS-MBS USGSE US N 2 2032-08-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-130, Class GI 31396PAS0 262505.34000000 PA USD 47081.65000000 0.002285856275 Long ABS-MBS USGSE US N 2 2032-07-25 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-71, Class SC 38375XML5 107053.70000000 PA USD 13993.31000000 0.000679387733 Long ABS-MBS USGA US N 2 2038-08-20 Floating 4.35300100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1065, Class J 312905PC0 341.65000000 PA USD 351.04000000 0.000017043306 Long ABS-MBS USGSE US N 2 2021-04-15 Fixed 9.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CYH0 7907.10000000 PA USD 8882.74000000 0.000431264982 Long ABS-MBS USGA US N 2 2027-11-20 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-48, Class Z 313920YX2 91638.69000000 PA USD 93627.06000000 0.004545677618 Long ABS-MBS USGSE US N 2 2021-09-25 Fixed 6.50000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAJ7 265000.00000000 PA USD 297639.50000000 0.014450664300 Long DBT CORP NL Y 2 2025-09-14 Fixed 4.62500000 N N N N N N Residential Asset Securitization Trust N/A Residential Asset Securitization Trust, Series 2005-A2, Class A4 45660LDY2 1279183.69200000 PA USD 118866.35000000 0.005771067753 Long ABS-MBS CORP US N 3 2035-03-25 Floating 3.42325100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2038, Class PN 3133TDA22 44667.13000000 PA USD 7010.62000000 0.000340371879 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31401YSJ5 41507.57000000 PA USD 42184.45000000 0.002048092829 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 3.28799900 N N N N N N Tricolor Auto Securitization Trust N/A Tricolor Auto Securitization Trust, Series 2018-2A, Class A 89614SAA7 1038648.78000000 PA USD 1040379.17000000 0.050511340501 Long ABS-O CORP US Y 2 2021-10-15 Fixed 3.96000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co. Ltd. 874060AW6 895000.00000000 PA USD 1089701.10000000 0.052905964376 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Home Equity Mortgage Loan Asset-Backed Trust N/A Home Equity Mortgage Loan Asset-Backed Trust, Series 2006-A, Class A3 456606KH4 48231.31000000 PA USD 47741.01000000 0.002317868793 Long ABS-O CORP US N 3 2036-03-25 Floating 1.82675200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2567, Class QD 31393KA39 301757.18000000 PA USD 354021.22000000 0.017188047303 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 Cargill, Inc. 141781BB9 600000.00000000 PA USD 619634.36000000 0.030083803142 Long DBT CORP US Y 2 2022-03-01 Fixed 3.30000000 N N N N N N GE Capital International Funding Co. Unlimited Co. 549300G6UZOB126GBY72 GE Capital International Funding Co. Unlimited Co. 36164QNA2 3583000.00000000 PA USD 4091421.93000000 0.198642199112 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper, Inc. 49271VAH3 149000.00000000 PA USD 167246.70000000 0.008119977076 Long DBT CORP US N 2 2025-05-25 Fixed 4.41700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CX40 6001.68000000 PA USD 6773.37000000 0.000328853179 Long ABS-MBS USGA US N 2 2027-10-20 Fixed 8.00000000 N N N N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 Royal Bank of Scotland Group plc 780097BK6 480000.00000000 PA USD 517489.43000000 0.025124575306 Long DBT CORP GB N 2 2025-03-22 Variable 4.26899900 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHC6 1747000.00000000 PA USD 1810349.43000000 0.087894086234 Long DBT CORP US N 2 2023-12-20 Variable 3.00399800 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 Jackson National Life Global Funding 46849LSQ5 675000.00000000 PA USD 728480.04000000 0.035368358392 Long DBT CORP US Y 2 2026-04-29 Fixed 3.05000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36241KYC6 7272.57000000 PA USD 7477.69000000 0.000363048546 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 9.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31296SLS3 98963.75000000 PA USD 115304.48000000 0.005598135774 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N American Tower Trust #1 5493004YGM0MQZJOEJ36 American Tower Trust #1 03027WAJ1 750000.00000000 PA USD 773651.78000000 0.037561486826 Long DBT CORP US Y 2 2023-03-15 Fixed 3.07000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3621, Class BO 31398LZP6 154134.95000000 PA USD 142692.00000000 0.006927824399 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 Air Lease Corp. 00914AAB8 985000.00000000 PA USD 1057094.44000000 0.051322881830 Long DBT CORP US N 2 2026-06-01 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-30, Class PM 313920BG4 100409.30000000 PA USD 119804.74000000 0.005816627428 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-33, Class IA 31393BFR1 348243.00000000 PA USD 79199.97000000 0.003845229477 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1760, Class ZD 3133T5X32 126521.83000000 PA USD 125268.64000000 0.006081904666 Long ABS-MBS USGSE US N 2 2024-02-15 Floating 1.24999900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-56, Class FC 31395NXA0 505337.80000000 PA USD 502185.86000000 0.024381573277 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 1.91675200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31378HQW4 27254.39000000 PA USD 28170.25000000 0.001367690867 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.00000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 American Water Capital Corp. 03040WAU9 795000.00000000 PA USD 876854.54000000 0.042572073256 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3117, Class EO 31396HUN7 324893.02000000 PA USD 298567.78000000 0.014495733126 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N Spirit Airlines Pass-Through Trust N/A Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA 84858WAA4 356580.17000000 PA USD 382941.43000000 0.018592149401 Long ABS-O CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 265, Class 2 31364HJ81 2508.12000000 PA USD 2770.61000000 0.000134515596 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 9.00000000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 Royal Bank of Canada 780082AD5 337000.00000000 PA USD 389686.91000000 0.018919648496 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-33, Class CI 38374UKD2 139965.93000000 PA USD 21332.00000000 0.001035687705 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1999-17, Class C 31359VSW4 28182.27000000 PA USD 31387.86000000 0.001523908714 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 6.35000000 N N N N N N VNDO Mortgage Trust N/A VNDO Mortgage Trust, Series 2012-6AVE, Class A 91830CAA6 1398491.00000000 PA USD 1449984.56000000 0.070398049041 Long ABS-MBS CORP US Y 2 2030-11-15 Fixed 2.99560000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 393, Class 6 3136FGCE5 53093.61000000 PA USD 8775.34000000 0.000426050616 Long ABS-MBS USGSE US N 2 2037-04-25 Fixed 5.50000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A MASTR Adjustable Rate Mortgages Trust, Series 2004-15, Class 3A1 576433VM5 179551.79000000 PA USD 178158.67000000 0.008649762993 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.31977000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 Tyson Foods, Inc. 902494AZ6 300000.00000000 PA USD 372063.15000000 0.018063999164 Long DBT CORP US N 2 2034-08-15 Fixed 4.87500000 N N N N N N Broadcom Corp. N/A Broadcom Corp. 11134LAF6 1747000.00000000 PA USD 1829937.60000000 0.088845109431 Long DBT CORP US N 2 2024-01-15 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2010-M3, Class A3 31398M6U5 58050.00000000 PA USD 57992.48000000 0.002815586843 Long ABS-MBS USGSE US N 2 2020-03-25 Variable 4.33199900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31403K4Q3 104578.56000000 PA USD 110003.02000000 0.005340745143 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 4.70999900 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 Evergy, Inc. 30034WAB2 985000.00000000 PA USD 1015946.05000000 0.049325090642 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2006-1F, Class 2A4 3623417C7 1132121.42000000 PA USD 919667.51000000 0.044650681294 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-230, Class FA 31359FE38 6207.36000000 PA USD 6171.39000000 0.000299626511 Long ABS-MBS USGSE US N 2 2023-12-25 Floating 2.26087900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1990-140, Class K 31358FRF8 7.65000000 PA USD 19.17000000 0.000000930720 Long ABS-MBS USGSE US N 2 2020-12-25 Fixed 652.14540000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Grantor Trust, Whole Loan, Series 2002-T19, Class A2 31392GVR3 554535.16000000 PA USD 664021.20000000 0.032238823979 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 7.00000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 NiSource, Inc. 65473QBA0 370000.00000000 PA USD 389382.91000000 0.018904889024 Long DBT CORP US N 2 2023-02-15 Fixed 3.85000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2E3 290000.00000000 PA USD 304967.24000000 0.014806432640 Long DBT CORP FR Y 2 2023-03-01 Fixed 3.50000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 ONEOK Partners LP 68268NAJ2 151000.00000000 PA USD 156205.09000000 0.007583897021 Long DBT CORP US N 2 2022-10-01 Fixed 3.37500000 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2003-3, Class 1A1 576434DT8 111339.84000000 PA USD 116070.12000000 0.005635308282 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 6.50000000 N N N N N N Delmarva Power & Light Co. NJ98T8DDD027ZFXUDB24 Delmarva Power & Light Co. 247109BR1 235000.00000000 PA USD 271598.61000000 0.013186355768 Long DBT CORP US N 2 2042-06-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-75, Class WA 38378J4C3 1230430.82000000 PA USD 1400553.14000000 0.067998109328 Long ABS-MBS USGA US N 2 2040-06-20 Variable 5.14939000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust, Series 2018-4A, Class B 30166EAC0 1124733.17000000 PA USD 1131103.21000000 0.054916073898 Long ABS-O CORP US Y 2 2022-11-15 Fixed 3.64000000 N N N N N N Dai-ichi Life Insurance Co. Ltd. (The) 3538001235ACEIORUV72 Dai-ichi Life Insurance Co. Ltd. (The) 23380YAD9 526000.00000000 PA USD 558875.00000000 0.027133881796 Long DBT CORP JP Y 2 2026-07-24 Variable 4.00000000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A BAMLL Commercial Mortgage Securities Trust, Series 2012-PARK, Class A 05524UAA7 560000.00000000 PA USD 582118.32000000 0.028262365800 Long ABS-MBS CORP US Y 2 2030-12-10 Fixed 2.95900000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38148LAE6 1984000.00000000 PA USD 2147253.08000000 0.104251060184 Long DBT CORP US N 2 2025-05-22 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L7EW2 9759641.70000000 PA USD 10693569.53000000 0.519182378192 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2201, Class C 3133TMGW0 52261.43000000 PA USD 59962.36000000 0.002911226282 Long ABS-MBS USGSE US N 2 2029-11-15 Fixed 8.00000000 N N N N N N Structured Asset Mortgage Investments II Trust N/A Structured Asset Mortgage Investments II Trust, Series 2004-AR5, Class 1A1 86359LDX4 281335.97000000 PA USD 284100.10000000 0.013793314304 Long ABS-MBS CORP US N 2 2034-10-19 Floating 2.30675000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHU6 1000000.00000000 PA USD 1171061.93000000 0.056856105542 Long DBT CORP US N 2 2040-04-23 Variable 4.07800100 N N N N N N Nomura Asset Acceptance Corp. Alternative Loan Trust N/A Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5 65535VAX6 33811.34000000 PA USD 35506.42000000 0.001723868491 Long ABS-MBS CORP US N 2 2033-04-25 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LF5 11340000.00000000 PA USD 11156268.75000000 0.541646839731 Long DBT UST US N 2 2021-11-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-58, Class FL 31395NC96 37904.04000000 PA USD 37919.94000000 0.001841047049 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 2.08675100 N N N N N N New Century Home Equity Loan Trust N/A New Century Home Equity Loan Trust, Series 2003-5, Class AI6 64352VED9 385099.71000000 PA USD 398759.20000000 0.019360116301 Long ABS-O CORP US N 3 2033-11-25 Variable 5.05669000 N N N N N N Headlands Residential LLC N/A Headlands Residential LLC, Series 2019-RPL1, Class NOTE 42210BAA1 4600000.00000000 PA USD 4671903.98000000 0.226825122539 Long ABS-MBS CORP US Y 2 2024-06-25 Variable 3.96699800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381RAB0 5000000.00000000 PA USD 5125519.15000000 0.248848545315 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 4.34000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2011-22, Class WA 38377QRC3 452263.36000000 PA USD 528460.65000000 0.025657237864 Long ABS-MBS USGA US N 2 2037-02-20 Variable 5.87821000 N N N N N N Union Carbide Corp. QE84C8O80MNLK8IFRL44 Union Carbide Corp. 905581AS3 850000.00000000 PA USD 1293678.63000000 0.062809256147 Long DBT CORP US N 2 2096-10-01 Fixed 7.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1998-4, Class C 31359RA69 3095.54900000 PA USD 3012.05000000 0.000146237725 Long ABS-MBS USGSE US N 2 2023-04-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 3136195D6 13411.69900000 PA USD 13513.55000000 0.000656094955 Long ABS-MBS USGSE US N 2 2027-09-01 Variable 2.72400100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36200MGS6 38113.50000000 PA USD 42975.83000000 0.002086515037 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8A95 3989366.76000000 PA USD 4260000.49000000 0.206826839185 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 2.92000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381UM20 1281296.12000000 PA USD 1320213.75000000 0.064097559989 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 2.94000000 N N N N N N MRCD 2019-MARK Mortgage Trust N/A MRCD 2019-MARK Mortgage Trust, Series 2019-PARK, Class D 55348UAQ1 2685000.00000000 PA USD 2691013.86000000 0.130651133063 Long ABS-MBS CORP US Y 3 2036-12-15 Fixed 2.71752000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XAK6 312000.00000000 PA USD 335570.03000000 0.016292225504 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2075, Class PM 3133TGCK3 143098.22000000 PA USD 158494.77000000 0.007695063036 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 3617KFSY9 3073166.95000000 PA USD 3221217.66000000 0.156393002420 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2010-157, Class OP 38377NF41 1272943.08000000 PA USD 1178206.58000000 0.057202984699 Long ABS-MBS USGA US N 2 2040-12-20 None 0.00000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-J1, Class 1A4 12667FT47 283630.93000000 PA USD 7033.31000000 0.000341473499 Long ABS-MBS CORP US N 3 2035-02-25 Floating 3.47325100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-50, Class AI 38375K3J9 296121.50000000 PA USD 52165.59000000 0.002532686115 Long ABS-MBS USGA US N 2 2037-08-20 Floating 5.12799800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31391REW8 15159.67000000 PA USD 17070.18000000 0.000828772527 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-103, Class VG 3136AGNN8 3500000.00000000 PA USD 3622933.65000000 0.175896673525 Long ABS-MBS USGSE US N 2 2030-03-25 Fixed 3.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280BB4 200000.00000000 PA USD 218937.21000000 0.010629597632 Long DBT CORP GB N 2 2026-05-25 Fixed 3.90000000 N N N N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 Schlumberger Holdings Corp. 806851AG6 13000.00000000 PA USD 14286.78000000 0.000693635964 Long DBT CORP US Y 2 2025-12-21 Fixed 4.00000000 N N N N N N Tri-State Generation & Transmission Association, Inc. 549300VDHNFNPADSSV98 Tri-State Generation & Transmission Association, Inc. 89566EAK4 417000.00000000 PA USD 492090.90000000 0.023891453927 Long DBT CORP US N 2 2046-06-01 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3102, Class FB 31396H5M7 166742.65000000 PA USD 166823.30000000 0.008099420627 Long ABS-MBS USGSE US N 2 2036-01-15 Floating 1.95850100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138EPR30 3471695.31000000 PA USD 3858552.85000000 0.187336196713 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 3.78299900 N N N N N N CPS Auto Receivables Trust N/A CPS Auto Receivables Trust, Series 2015-B, Class C 126189AC3 1136608.91000000 PA USD 1143139.52000000 0.055500447529 Long ABS-O CORP US Y 2 2021-05-17 Fixed 4.20000000 N N N N N N RALI Trust N/A RALI Trust, Series 2004-QA6, Class NB2 76110HH44 699180.67000000 PA USD 615914.68000000 0.029903209347 Long ABS-MBS CORP US N 2 2034-12-26 Variable 4.03743200 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833KZ2 1535000.00000000 PA USD 1531208.49000000 0.074341543589 Long DBT UST US N 2 2020-05-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-34, Class ED 31393CDP5 988178.09000000 PA USD 1149827.52000000 0.055825155919 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multifamily Structured Pass-Through Certificates, Series KJ09, Class A2 3137BSRZ8 1988380.36000000 PA USD 2052445.78000000 0.099648080856 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 2.83800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31412QDW6 283191.13000000 PA USD 326707.69000000 0.015861950959 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 6.50000000 N N N N N N Fortis, Inc. 549300MQYQ9Y065XPR71 Fortis, Inc. 349553AM9 500000.00000000 PA USD 530540.17000000 0.025758200422 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140HVYM0 4550000.00000000 PA USD 4810166.04000000 0.233537869384 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.39000000 N N N N N N Progress Residential Trust N/A Progress Residential Trust, Series 2019-SFR4, Class D 74331AAG7 5000000.00000000 PA USD 5090195.00000000 0.247133526195 Long ABS-O CORP US Y 3 2036-10-17 Fixed 3.13600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1992-188, Class PZ 31358Q4G7 27183.46000000 PA USD 28663.55000000 0.001391641024 Long ABS-MBS USGSE US N 2 2022-10-25 Fixed 7.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBW2 530000.00000000 PA USD 562704.72000000 0.027319818132 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-60, Class AX 31396WSA5 1827951.75000000 PA USD 479457.30000000 0.023278081332 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 5.52325000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1994-1, Class 1 911760DD5 131776.74000000 PA USD 139214.27000000 0.006758977493 Long ABS-MBS USGSE US N 2 2024-02-15 Variable 5.27192600 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2367, Class ME 31339GK42 92512.79000000 PA USD 102757.61000000 0.004988973998 Long ABS-MBS USGSE US N 2 2031-10-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G93-17, Class SI 31358UWA0 16269.92000000 PA USD 17337.83000000 0.000841767174 Long ABS-MBS USGSE US N 2 2023-04-25 Floating 6.00000100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1807, Class G 3133T6RU7 36.19000000 PA USD 36.64000000 0.000001778904 Long ABS-MBS USGSE US N 2 2020-10-15 Fixed 9.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31381E7J6 20251.24000000 PA USD 21959.20000000 0.001066138827 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 7.00000000 N N N N N N Oportun Funding X LLC N/A Oportun Funding X LLC, Series 2018-C, Class A 68376PAA5 5756000.00000000 PA USD 5968072.91000000 0.289755284981 Long ABS-O CORP US Y 2 2024-10-08 Fixed 4.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2262, Class Z 3133TQ5B9 13950.34000000 PA USD 16757.94000000 0.000813612995 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7.50000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAJ7 400000.00000000 PA USD 521090.63000000 0.025299416792 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-7, Class SG 31396PRZ6 784962.10000000 PA USD 262734.51000000 0.012755995774 Long ABS-MBS USGSE US N 2 2036-08-25 Floating 4.87325200 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 Santander UK Group Holdings plc 80281LAD7 452000.00000000 PA USD 457448.85000000 0.022209551373 Long DBT CORP GB N 2 2021-01-08 Fixed 3.12500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XCD6 640000.00000000 PA USD 664157.21000000 0.032245427386 Long DBT CORP US N 2 2024-11-07 Fixed 3.50000000 N N N N N N Hydro-Quebec 6THEVG93PYJH84S4D167 Hydro-Quebec 448814DX8 1000000.00000000 PA USD 1130396.25000000 0.054881750357 Long DBT NUSS CA N 2 2022-01-15 Fixed 8.40000000 N N N N N N Daimler Finance North America LLC 549300423Z16BB673J12 Daimler Finance North America LLC 233851BR4 305000.00000000 PA USD 305000.00000000 0.014808023167 Long DBT CORP US Y 2 2020-03-02 Fixed 2.25000000 N N N N N N Massachusetts Mutual Life Insurance Co. R6ZXK5P01NP6HXSY1S07 Massachusetts Mutual Life Insurance Co. 575767AN8 523000.00000000 PA USD 560883.39000000 0.027231390930 Long DBT CORP US Y 2 2070-10-15 Fixed 3.72900000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 Welltower, Inc. 95040QAJ3 670000.00000000 PA USD 715593.05000000 0.034742683486 Long DBT CORP US N 2 2030-01-15 Fixed 3.10000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271AS8 653000.00000000 PA USD 788779.82000000 0.038295966718 Long DBT CORP US N 2 2050-02-01 Fixed 4.00000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 Alabama Power Co. 010392EZ7 239000.00000000 PA USD 342621.70000000 0.016634590398 Long DBT CORP US N 2 2038-05-15 Fixed 6.12500000 N N N N N N VNDO Mortgage Trust N/A VNDO Mortgage Trust, Series 2013-PENN, Class A 91830MAA4 5000000.00000000 PA USD 5051185.00000000 0.245239555756 Long ABS-MBS CORP US Y 2 2029-12-13 Fixed 3.80800000 N N N N N N Citigroup Global Markets Mortgage Securities VII, Inc. 549300VB2N1G56GWKB41 Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A 79549AYG8 41890.95000000 PA USD 43054.92000000 0.002090354927 Long ABS-MBS CORP US N 2 2033-09-25 Variable 4.24000100 N N N N N N KGS-Alpha SBA COOF Trust N/A KGS-Alpha SBA COOF Trust, Series 2012-2, Class A 48247KAA5 3227924.28000000 PA USD 66269.29000000 0.003217433382 Long ABS-O CORP US Y 3 2038-08-25 Variable 0.75934100 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 Thermo Fisher Scientific, Inc. 883556BF8 343000.00000000 PA USD 374063.72000000 0.018161128629 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-61, Class ZC 31359QPC2 101537.86000000 PA USD 107253.94000000 0.005207274847 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31409JS50 81343.18000000 PA USD 92817.17000000 0.004506356733 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G-35, Class M 31358JY39 273.38000000 PA USD 275.11000000 0.000013356836 Long ABS-MBS USGSE US N 2 2021-10-25 Fixed 8.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2430, Class WF 31339NW36 285057.27000000 PA USD 336546.71000000 0.016339644192 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6.50000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 Anthem, Inc. 94973VBB2 535000.00000000 PA USD 627573.81000000 0.030469270551 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NCS8 696000.00000000 PA USD 778935.93000000 0.037818037042 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, STRIPS, Series 233, Class 11 31282YDW6 374840.20000000 PA USD 73292.27000000 0.003558405351 Long ABS-MBS USGSE US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Vericrest Opportunity Loan Trust N/A Vericrest Opportunity Loan Trust, Series 2019-NPL8, Class A1A 91833HAA2 3006174.85000000 PA USD 3023120.06000000 0.146775186518 Long ABS-O CORP US Y 3 2049-11-25 Variable 3.27750100 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-22T1, Class A2 12667GGP2 3987081.53000000 PA USD 624567.15000000 0.030323294515 Long ABS-MBS CORP US N 3 2035-06-25 Floating 3.44324900 N N N N N N Citigroup Global Markets Mortgage Securities VII, Inc. 549300VB2N1G56GWKB41 Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1 79549AXS3 662.70300000 PA USD 614.49000000 0.000029834039 Long ABS-MBS CORP US N 3 2033-06-25 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2017-H08, Class XI 38376R2M7 8288094.83000000 PA USD 951474.12000000 0.046194920697 Long ABS-MBS USGA US N 2 2067-03-20 Variable 2.08626100 N N N N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 International Flavors & Fragrances, Inc. 459506AK7 300000.00000000 PA USD 343984.83000000 0.016700771580 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SK5 1290000.00000000 PA USD 1505823.05000000 0.073109057741 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N United Technologies Corp. I07WOS4YJ0N7YRFE7309 United Technologies Corp. 913017CA5 543000.00000000 PA USD 659376.69000000 0.032013328858 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2005-16, Class A23 12669G3R0 392129.66000000 PA USD 361671.77000000 0.017559488358 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31403QVP2 85139.47000000 PA USD 95472.92000000 0.004635295774 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-H03, Class FA 38375BF64 2752.60000000 PA USD 2742.56000000 0.000133153744 Long ABS-MBS USGA US N 2 2060-08-20 Floating 2.03438200 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2004-HYB6, Class A3 12669GBC4 192943.41000000 PA USD 200327.16000000 0.009726063037 Long ABS-MBS CORP US N 2 2034-11-20 Variable 3.93442600 N N N N N N Citizens Bank NA DRMSV1Q0EKMEXLAU1P80 Citizens Bank NA 17401QAQ4 720000.00000000 PA USD 767101.85000000 0.037243481859 Long DBT CORP US N 2 2023-03-29 Fixed 3.70000000 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2004-4, Class 10A1 576434QG2 275446.71000000 PA USD 280770.79000000 0.013631673322 Long ABS-MBS CORP US N 2 2024-05-25 Fixed 5.00000000 N N N N N N Bear Stearns ARM Trust N/A Bear Stearns ARM Trust, Series 2004-1, Class 12A1 07384MG48 289259.39000000 PA USD 297899.28000000 0.014463276852 Long ABS-MBS CORP US N 2 2034-04-25 Variable 4.22925100 N N N N N N Engs Commercial Finance Trust N/A Engs Commercial Finance Trust, Series 2016-1A, Class A2 29332JAB2 53962.27000000 PA USD 54029.81000000 0.002623195666 Long ABS-O CORP US Y 2 2022-02-22 Fixed 2.63000000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 National Australia Bank Ltd. 632525AS0 1025000.00000000 PA USD 1120268.65000000 0.054390046306 Long DBT CORP AU Y 2 2034-08-02 Variable 3.93300000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A MASTR Adjustable Rate Mortgages Trust, Series 2004-4, Class 2A1 576433LY0 32590.89000000 PA USD 31987.03000000 0.001552998955 Long ABS-MBS CORP US N 2 2034-05-25 Variable 4.35835800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31373UED5 9302.35000000 PA USD 9491.74000000 0.000460832478 Long ABS-MBS USGSE US N 2 2029-03-01 Variable 4.06900100 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 94974BGA2 1000000.00000000 PA USD 1068748.00000000 0.051888672605 Long DBT CORP US N 2 2024-09-09 Fixed 3.30000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust, Series 2019-3A, Class C 14686XAE9 5240000.00000000 PA USD 5335235.43000000 0.259030458537 Long ABS-O CORP US Y 2 2024-10-15 Fixed 2.71000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4374, Class NC 3137BCSN9 607326.09000000 PA USD 612771.98000000 0.029750628447 Long ABS-MBS USGSE US N 2 2046-02-15 Variable 3.75000100 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CL4 615000.00000000 PA USD 664189.59000000 0.032246999464 Long DBT CORP US Y 2 2029-06-15 Fixed 4.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128LUJ31 43960.15000000 PA USD 46440.34000000 0.002254720100 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 3.88000100 N Y N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599DB8 200000.00000000 PA USD 234873.58000000 0.011403322669 Long DBT CORP US N 2 2024-07-01 Fixed 6.95000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 Telefonica Emisiones SA 87938WAP8 316000.00000000 PA USD 326819.32000000 0.015867370696 Long DBT CORP ES N 2 2021-02-16 Fixed 5.46200000 N N N N N N American Homes 4 Rent N/A American Homes 4 Rent, Series 2015-SFR1, Class A 02666AAA6 3874973.37000000 PA USD 4111807.87000000 0.199631954758 Long ABS-O CORP US Y 3 2052-04-17 Fixed 3.46700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128S4A23 56180.76000000 PA USD 59134.31000000 0.002871023713 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 3.93400100 N Y N N N N Credit Suisse AG ANGGYXNX0JLX3X63JN86 Credit Suisse AG 22546QAP2 402000.00000000 PA USD 431895.57000000 0.020968916743 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC Trust, Series 2007-42, Class AO 31396VM96 35448.34000000 PA USD 32691.20000000 0.001587187039 Long ABS-MBS USGSE US N 2 2037-05-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31407LE60 40287.06000000 PA USD 45427.42000000 0.002205541927 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 7.50000000 N N N N N N American Homes 4 Rent N/A American Homes 4 Rent, Series 2015-SFR1, Class E 02666AAE8 1275000.00000000 PA USD 1408457.95000000 0.068381894933 Long ABS-O CORP US Y 3 2052-04-17 Fixed 5.63900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-118, Class A2 31396L4T4 247168.62000000 PA USD 244726.74000000 0.011881702412 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 1.72087900 N N N N N N Westlake Automobile Receivables Trust N/A Westlake Automobile Receivables Trust, Series 2019-2A, Class D 96041LAF9 2500000.00000000 PA USD 2565110.50000000 0.124538412171 Long ABS-O CORP US Y 2 2024-11-15 Fixed 3.20000000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 Siemens Financieringsmaatschappij NV 82620KAD5 634000.00000000 PA USD 656772.63000000 0.031886899413 Long DBT CORP NL Y 2 2022-05-27 Fixed 2.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 3132G7H73 497809.27000000 PA USD 517522.01000000 0.025126157095 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2176, Class OJ 3133TLTY4 98844.27000000 PA USD 115043.67000000 0.005585473215 Long ABS-MBS USGSE US N 2 2029-08-15 Fixed 7.00000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-20CB, Class 3A8 12667GQN6 1800873.54000000 PA USD 239169.51000000 0.011611893918 Long ABS-MBS CORP US N 3 2035-07-25 Floating 3.12324800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-53, Class NC 31394ABD7 58269.90000000 PA USD 61296.95000000 0.002976021822 Long ABS-MBS USGSE US N 2 2024-07-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8NF7 1541362.61000000 PA USD 1645241.49000000 0.079877947871 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 2.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138WQH88 1004016.49000000 PA USD 1063124.29000000 0.051615636448 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 FMR LLC 30251BAB4 500000.00000000 PA USD 764643.12000000 0.037124108315 Long DBT CORP US Y 2 2039-11-15 Fixed 6.45000000 N N N N N N KGS-Alpha SBA COOF Trust N/A KGS-Alpha SBA COOF Trust, Series 2013-2, Class A 48248XAA6 3151323.99490000 PA USD 134422.88000000 0.006526351217 Long ABS-O CORP US Y 3 2039-03-25 Variable 2.13029600 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 3128M8RN6 1897417.17000000 PA USD 2091839.04000000 0.101560658911 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 Norfolk Southern Corp. 655844BV9 600000.00000000 PA USD 708646.63000000 0.034405428573 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-28, Class PK 31392CA46 238132.53000000 PA USD 277169.38000000 0.013456821640 Long ABS-MBS USGSE US N 2 2032-05-25 Fixed 6.50000000 N N N N N N Swiss Re Finance Luxembourg SA 549300CLQZ6TM98LW631 Swiss Re Finance Luxembourg SA 87089NAA8 600000.00000000 PA USD 678900.00000000 0.032961203045 Long DBT CORP LU Y 2 2049-04-02 Variable 5.00000000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A Credit Suisse First Boston Mortgage Securities Corp., Series 2003-1, Class DB1 2254W0GJ8 266722.79000000 PA USD 276280.85000000 0.013413682713 Long ABS-MBS CORP US N 2 2033-02-25 Variable 6.73310200 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 9128334Y3 1650000.00000000 PA USD 1330364.44000000 0.064590385079 Long DBT UST US N 2 2034-08-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-91, Class WA 38378TTL4 814636.74000000 PA USD 894344.55000000 0.043421228906 Long ABS-MBS USGA US N 2 2043-04-20 Variable 4.47768000 N N N N N N PPL Capital Funding, Inc. 549300MROK5WY0D2NU17 PPL Capital Funding, Inc. 69352PAF0 200000.00000000 PA USD 210037.37000000 0.010197502429 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-81, Class PI 31359RLD2 27465.77000000 PA USD 2641.45000000 0.000128244763 Long ABS-MBS USGSE US N 2 2027-12-18 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-59, Class 1AP 31394PPU1 244627.81000000 PA USD 203736.63000000 0.009891595859 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N CPS Auto Receivables Trust N/A CPS Auto Receivables Trust, Series 2015-C, Class D 12635JAD8 889523.77000000 PA USD 896288.78000000 0.043515623014 Long ABS-O CORP US Y 2 2021-08-16 Fixed 4.63000000 N N N N N N DT Auto Owner Trust N/A DT Auto Owner Trust, Series 2016-4A, Class D 23341JAD0 725179.84000000 PA USD 728869.41000000 0.035387262654 Long ABS-O CORP US Y 2 2022-10-17 Fixed 3.77000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-51, Class SY 31393Y4T9 86844.36000000 PA USD 108658.27000000 0.005275456326 Long ABS-MBS USGSE US N 2 2034-07-25 Floating 10.98650200 N N N N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 CNA Financial Corp. 126117AS9 463000.00000000 PA USD 502288.74000000 0.024386568193 Long DBT CORP US N 2 2024-05-15 Fixed 3.95000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441CBE4 1098000.00000000 PA USD 1205674.29000000 0.058536566620 Long DBT CORP US N 2 2029-06-15 Fixed 3.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-22, Class AO 31395BA52 263958.31000000 PA USD 244773.48000000 0.011883971681 Long ABS-MBS USGSE US N 2 2036-04-25 None 0.00000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A2K6 2800000.00000000 PA USD 2948928.61000000 0.143173125172 Long DBT CORP US Y 2 2026-11-12 Fixed 2.95000000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1994-1, Class 2ZB 911760DS2 170898.26000000 PA USD 184645.23000000 0.008964691290 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.50000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 Credit Suisse Group Funding Guernsey Ltd. 225433AD3 250000.00000000 PA USD 250132.50000000 0.012144156901 Long DBT CORP GG N 2 2020-03-26 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1990-94, Class H 31358EN32 3.06000000 PA USD 4.77000000 0.000000231587 Long ABS-MBS USGSE US N 2 2020-08-25 Fixed 505.00000000 N N N N N N Occidental Petroleum Corp. IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp. 674599DE2 700000.00000000 PA USD 916056.23000000 0.044475350416 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2003-58, Class BE 38374BNE9 598832.01000000 PA USD 677522.19000000 0.032894309135 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140J73J2 4471995.72000000 PA USD 4839444.94000000 0.234959386202 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp. 56585AAG7 200000.00000000 PA USD 213610.65000000 0.010370988374 Long DBT CORP US N 2 2024-09-15 Fixed 3.62500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H28, Class FA 38375BYE6 65954.13000000 PA USD 66005.69000000 0.003204635366 Long ABS-MBS USGA US N 2 2062-09-20 Floating 2.31437900 N N N N N N Impac Secured Assets Trust N/A Impac Secured Assets Trust, Series 2006-1, Class 2A1 45254TTN4 220934.67000000 PA USD 216379.02000000 0.010505395217 Long ABS-MBS CORP US N 2 2036-05-25 Floating 1.97674900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, STRIPS, Series 310 3132HTSS6 1353888.73000000 PA USD 1231558.53000000 0.059793269655 Long ABS-MBS USGSE US N 2 2043-09-15 None 0.00000000 N N N N N N Plains All American Pipeline LP N/A Plains All American Pipeline LP 72650RBE1 610000.00000000 PA USD 557963.32000000 0.027089618916 Long DBT CORP US N 2 2044-06-15 Fixed 4.70000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 AstraZeneca plc 046353AG3 240000.00000000 PA USD 286101.57000000 0.013890487465 Long DBT CORP GB N 2 2042-09-18 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36225BYK8 69156.49000000 PA USD 83934.63000000 0.004075101461 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 7.00000000 N N N N N N Goodgreen Trust N/A Goodgreen Trust, Series 2017-1A, Class A 38217VAA8 565955.87000000 PA USD 600562.71000000 0.029157857454 Long ABS-O CORP US Y 2 2052-10-15 Fixed 3.74000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-36, Class DE 313920LG3 102497.78000000 PA USD 120210.17000000 0.005836311417 Long ABS-MBS USGSE US N 2 2031-08-25 Fixed 7.00000000 N N N N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 Steel Dynamics, Inc. 858119BK5 909000.00000000 PA USD 953802.06000000 0.046307944269 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2230, Class Z 3133TNSS4 60248.52000000 PA USD 71632.57000000 0.003477825429 Long ABS-MBS USGSE US N 2 2030-04-15 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3194, Class SA 31396UD64 41163.13000000 PA USD 8885.28000000 0.000431388301 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 5.44150100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8CB8 3866178.68000000 PA USD 4253617.22000000 0.206516925709 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2010-147, Class SA 31397QW95 1241857.05000000 PA USD 280342.77000000 0.013610892567 Long ABS-MBS USGSE US N 2 2041-01-25 Floating 4.90325000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 Arrow Electronics, Inc. 042735BC3 190000.00000000 PA USD 201110.16000000 0.009764078388 Long DBT CORP US N 2 2023-03-01 Fixed 4.50000000 N N N N N N SART N/A SART N/A 3581844.80000000 PA USD 3653481.70000000 0.177379808712 Long ABS-MBS CORP US N 2 2025-06-15 Fixed 4.75700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128NFGD3 125702.44000000 PA USD 131272.68000000 0.006373406186 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 3.84599900 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31410GNM1 66528.40000000 PA USD 71922.63000000 0.003491908102 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 Cox Communications, Inc. 224044CK1 275000.00000000 PA USD 322149.04000000 0.015640624419 Long DBT CORP US Y 2 2047-08-15 Fixed 4.60000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1602, Class SA 3133T1D82 17946.12000000 PA USD 21537.85000000 0.001045681907 Long ABS-MBS USGSE US N 2 2023-10-15 Floating 17.30218700 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-108, Class GU 3136AGMM1 4000000.00000000 PA USD 4304336.00000000 0.208979367904 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.00000000 N N N N N N Westlake Automobile Receivables Trust 549300CLH5NTWN3BHD63 Westlake Automobile Receivables Trust, Series 2017-1A, Class C 96042EAE7 32192.93000000 PA USD 32209.93000000 0.001563820949 Long ABS-O CORP US Y 2 2022-10-17 Fixed 2.70000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H29, Class FA 38375BZQ8 1005916.47000000 PA USD 1006974.90000000 0.048889533274 Long ABS-MBS USGA US N 2 2062-10-20 Floating 2.24938100 N N N N N N Nomura Asset Acceptance Corp. Alternative Loan Trust N/A Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2 65535VAU2 83503.27000000 PA USD 87097.72000000 0.004228672313 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 6.00000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 ONEOK, Inc. 682680AV5 850000.00000000 PA USD 966483.26000000 0.046923627887 Long DBT CORP US N 2 2048-07-15 Fixed 5.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H15, Class FA 38375BUB6 2754.51000000 PA USD 2754.39000000 0.000133728101 Long ABS-MBS USGA US N 2 2062-05-20 Floating 2.18437900 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 Mylan NV 62854AAN4 300000.00000000 PA USD 326172.43000000 0.015835963607 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-52, Class SX 31393CV67 56351.80000000 PA USD 89333.40000000 0.004337216579 Long ABS-MBS USGSE US N 2 2031-10-25 Floating 18.06975000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XAW6 1091000.00000000 PA USD 1118559.16000000 0.054307049036 Long DBT CORP US N 2 2022-04-10 Fixed 3.45000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CZN6 5459.49000000 PA USD 6106.38000000 0.000296470218 Long ABS-MBS USGA US N 2 2028-02-20 Fixed 7.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A Burlington Northern Santa Fe LLC 12189LBE0 653000.00000000 PA USD 736749.09000000 0.035769828176 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31402TVS1 31976.17000000 PA USD 36336.19000000 0.001764154568 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967JT9 865000.00000000 PA USD 962589.21000000 0.046734568271 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1798, Class F 3133T6MS7 46572.38000000 PA USD 48358.85000000 0.002347865479 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 5.00000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S9, Class A8 92922FEV6 378996.24000000 PA USD 387201.77000000 0.018798992724 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-14, Class NI 38374XAF2 260138.72000000 PA USD 63778.78000000 0.003096516891 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 6.50000000 N N N N N N Bear Stearns Commercial Mortgage Securities Trust N/A Bear Stearns Commercial Mortgage Securities Trust, Series 2005-PWR8, Class X1 07383F6S2 180577.28000000 PA USD 340.21000000 0.000016517500 Long ABS-MBS CORP US Y 3 2041-06-11 Variable 0.61731400 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828T34 6240000.00000000 PA USD 6254868.73000000 0.303679478906 Long DBT UST US N 2 2021-09-30 Fixed 1.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-27, Class SN 31396Y4G4 141669.88000000 PA USD 26473.72000000 0.001285322816 Long ABS-MBS USGSE US N 2 2038-04-25 Floating 5.27325100 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide, Inc. 035240AQ3 441000.00000000 PA USD 521185.47000000 0.025304021359 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202C5G4 1862.25000000 PA USD 1900.74000000 0.000092282629 Long ABS-MBS USGA US N 2 2028-09-20 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31287UNA6 20357.01000000 PA USD 22992.77000000 0.001116319576 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31292J5A4 84236.25000000 PA USD 97677.79000000 0.004742344187 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H21, Class CF 38375BWA6 43835.14000000 PA USD 43994.42000000 0.002135968493 Long ABS-MBS USGA US N 2 2061-05-20 Floating 2.43438100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-92 3136AGGA4 1216537.99000000 PA USD 1089545.17000000 0.052898393835 Long ABS-MBS USGSE US N 2 2043-09-25 None 0.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A Credit Acceptance Auto Loan Trust, Series 2017-2A, Class C 22533YAE5 604000.00000000 PA USD 611102.25000000 0.029669561560 Long ABS-O CORP US Y 2 2026-06-15 Fixed 3.35000000 N N N N N N Oportun Funding VI LLC N/A Oportun Funding VI LLC, Series 2017-A, Class A 68376GAA5 1455000.00000000 PA USD 1457138.56000000 0.070745382148 Long ABS-O CORP US Y 2 2023-06-08 Fixed 3.23000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7 576433UM6 358272.41000000 PA USD 368041.32000000 0.017868735715 Long ABS-MBS CORP US N 2 2034-11-21 Variable 4.69189800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 365, Class 8 3136FCZH2 267578.56000000 PA USD 57213.32000000 0.002777757928 Long ABS-MBS USGSE US N 2 2036-05-25 Fixed 5.50000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324PDT6 815000.00000000 PA USD 895274.61000000 0.043466384152 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381TYT1 518145.62000000 PA USD 532941.29000000 0.025874776949 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 2.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3149, Class SO 31396RJA6 29491.66000000 PA USD 26237.81000000 0.001273869174 Long ABS-MBS USGSE US N 2 2036-05-15 None 0.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 949746SK8 500000.00000000 PA USD 513776.52000000 0.024944310201 Long DBT CORP US N 2 2023-01-24 Fixed 3.06900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31418MZT2 100995.61000000 PA USD 123378.92000000 0.005990157068 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 7.00000000 N N N N N N Southern Natural Gas Co. LLC N/A Southern Natural Gas Co. LLC 84346LAA8 367000.00000000 PA USD 443024.69000000 0.021509245486 Long DBT CORP US Y 2 2047-03-15 Fixed 4.80000000 N N N N N N Delta Air Lines Pass-Through Trust N/A Delta Air Lines Pass-Through Trust, Series 2015-1, Class AA 24736XAA6 265606.73000000 PA USD 293705.56000000 0.014259667990 Long ABS-O CORP US N 2 2027-07-30 Fixed 3.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1935, Class FL 3133T8Z83 2768.31000000 PA USD 2796.01000000 0.000135748789 Long ABS-MBS USGSE US N 2 2027-02-15 Floating 2.35850000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2006-38, Class SW 38374NPR2 169211.67000000 PA USD 11409.72000000 0.000553952124 Long ABS-MBS USGA US N 2 2036-06-20 Floating 4.85300200 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Indexed Bonds 912810PV4 300000.00000000 PA USD 426128.23000000 0.020688907220 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAE5 400000.00000000 PA USD 415430.71000000 0.020169533043 Long DBT CORP ES N 2 2023-02-23 Fixed 3.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3219, Class DI 31397BF22 173245.44000000 PA USD 36773.46000000 0.001785384418 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-52, Class KB 313921KW7 34215.08000000 PA USD 38657.94000000 0.001876877610 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 6.50000000 N N N N N N Royal Bank of Scotland Group plc 2138005O9XJIJN4JPN90 Royal Bank of Scotland Group plc 780097BM2 900000.00000000 PA USD 935659.36000000 0.045427099935 Long DBT CORP GB N 2 2029-11-01 Variable 3.75400100 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2004-3, Class 2A1 576434NV2 212911.08000000 PA USD 219943.55000000 0.010678456341 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 6.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38148LAC0 557000.00000000 PA USD 595452.83000000 0.028909768203 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RT7 11193300.00000000 PA USD 12560544.13000000 0.609825667145 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31404ADZ4 473491.89000000 PA USD 504059.42000000 0.024472536293 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7 9393366B4 1162239.93660000 PA USD 1162320.36000000 0.056431694490 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2011-130, Class CA 3136A2B85 829889.32000000 PA USD 997581.65000000 0.048433482574 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828P79 3000000.00000000 PA USD 3054257.82000000 0.148286952654 Long DBT UST US N 2 2023-02-28 Fixed 1.50000000 N N N N N N Cameron LNG LLC 549300C39FLHGVD73K22 Cameron LNG LLC 133434AD2 961000.00000000 PA USD 1054451.95000000 0.051194586574 Long DBT CORP US Y 2 2039-01-15 Fixed 3.70100000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-2, Class 1A4 9393363L5 3576724.12000000 PA USD 476256.91000000 0.023122699531 Long ABS-MBS CORP US N 3 2035-04-25 Floating 3.42325100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-19, Class SD 38375JTV7 462350.97000000 PA USD 47752.63000000 0.002318432955 Long ABS-MBS USGA US N 2 2037-04-20 Floating 4.55299900 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967KN0 1000000.00000000 PA USD 1081248.02000000 0.052495559772 Long DBT CORP US N 2 2026-05-01 Fixed 3.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2163, Class PC 3133TLFS2 21925.16000000 PA USD 2407.73000000 0.000116897447 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 7.50000000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 Dominion Energy Gas Holdings LLC 257375AK1 382000.00000000 PA USD 383981.19000000 0.018642630680 Long DBT CORP US N 2 2020-11-15 Fixed 2.80000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JBB3 359000.00000000 PA USD 419887.22000000 0.020385900595 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N Air Canada Pass-Through Trust N/A Air Canada Pass-Through Trust, Series 2017-1, Class AA 00908PAA5 453291.20000000 PA USD 489996.00000000 0.023789744656 Long ABS-O CORP CA Y 2 2030-01-15 Fixed 3.30000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 Life Storage LP 53227JAB0 859000.00000000 PA USD 959478.97000000 0.046583563334 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2006-59, Class SD 38374NQ34 320728.56000000 PA USD 60925.28000000 0.002957976910 Long ABS-MBS USGA US N 2 2036-10-20 Floating 5.05300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-14, Class KI 38374XBQ7 267608.57000000 PA USD 49962.76000000 0.002425736746 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3138WTRM0 2951785.57000000 PA USD 3133470.66000000 0.152132806981 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Liberty Mutual Insurance Co. CNC20I6IOMGF7KY49D67 Liberty Mutual Insurance Co. 53079QAB3 100000.00000000 PA USD 128556.74000000 0.006241544866 Long DBT CORP US Y 2 2025-05-15 Fixed 8.50000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833CX6 1125000.00000000 PA USD 1217776.16000000 0.059124123248 Long DBT CORP US N 2 2027-06-20 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-90, Class AO 31396KU42 141534.72000000 PA USD 132520.57000000 0.006433992363 Long ABS-MBS USGSE US N 2 2036-09-25 None 0.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967LP4 1573000.00000000 PA USD 1722947.91000000 0.083650664159 Long DBT CORP US N 2 2028-07-24 Variable 3.66800000 N N N N N N Invesco Finance plc 549300OYQ3LAJYXXO449 Invesco Finance plc 46132FAB6 657000.00000000 PA USD 718561.96000000 0.034886826725 Long DBT CORP GB N 2 2024-01-30 Fixed 4.00000000 N N N N N N Precision Castparts Corp. 0XOOAY5P5J7Q734SEC89 Precision Castparts Corp. 740189AM7 897000.00000000 PA USD 961589.47000000 0.046686029999 Long DBT CORP US N 2 2025-06-15 Fixed 3.25000000 N N N N N N MASTR Resecuritization Trust N/A MASTR Resecuritization Trust, Series 2005-PO, Class 3PO 576435BB6 113360.87000000 PA USD 96263.10000000 0.004673659721 Long ABS-MBS CORP US Y 3 2035-05-28 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31381TYU8 841949.56000000 PA USD 843789.64000000 0.040966742747 Long ABS-MBS USGSE US N 2 2022-03-01 Variable 2.46200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1999-18, Class Z 31359VRN5 70972.19000000 PA USD 76427.67000000 0.003710631829 Long ABS-MBS USGSE US N 2 2029-04-18 Fixed 5.50000000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 Spectra Energy Partners LP 84756NAE9 452000.00000000 PA USD 572638.58000000 0.027802115932 Long DBT CORP US N 2 2043-09-25 Fixed 5.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-58, Class AP 31395NE29 324349.36000000 PA USD 296845.80000000 0.014412129454 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N Westgate Resorts LLC 5493001B6N5F6HQT6Z27 Westgate Resorts LLC, Series 2017-1A, Class A 96033DAA8 645780.75000000 PA USD 651647.67000000 0.031638078015 Long ABS-O CORP US Y 2 2030-12-20 Fixed 3.05000000 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 BP Capital Markets plc 05565QDA3 451000.00000000 PA USD 490374.38000000 0.023808115344 Long DBT CORP GB N 2 2025-03-17 Fixed 3.50600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 3128KRW91 570070.17000000 PA USD 640684.96000000 0.031105828626 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.00000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XCK0 540000.00000000 PA USD 577912.21000000 0.028058155392 Long DBT CORP US N 2 2025-04-09 Fixed 4.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128Q3NB3 32563.72000000 PA USD 34505.82000000 0.001675288465 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 4.74999800 N Y N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2014-H09, Class TA 38375UFZ8 1284346.08000000 PA USD 1288497.99000000 0.062557731435 Long ABS-MBS USGA US N 2 2064-04-20 Floating 2.33438000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAL1 554000.00000000 PA USD 609318.41000000 0.029582954531 Long DBT CORP US N 2 2027-04-01 Fixed 3.85000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A Seasoned Credit Risk Transfer Trust, Series 2019-3, Class MB 35563PLJ6 1725000.00000000 PA USD 1956579.70000000 0.094993696811 Long ABS-MBS CORP US N 3 2058-10-25 Fixed 3.50000000 N N N N N N CPS Auto Trust N/A CPS Auto Trust, Series 2018-C, Class D 12655CAD8 2964000.00000000 PA USD 3092764.46000000 0.150156484514 Long ABS-O CORP US Y 2 2024-06-17 Fixed 4.40000000 N N N N N N RFMSI Trust N/A RFMSI Trust, Series 2004-S9, Class 2A1 76111XRG0 26.65000000 PA USD 26.77000000 0.000001299707 Long ABS-MBS CORP US N 2 2019-12-25 Fixed 4.75000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HBJ3 250000.00000000 PA USD 271335.20000000 0.013173566976 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N FREED ABS Trust 549300S83C1QQOPJBY76 FREED ABS Trust, Series 2018-2, Class A 35634BAA3 1049308.03000000 PA USD 1058849.28000000 0.051408080884 Long ABS-O CORP US Y 2 2025-10-20 Fixed 3.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-83, Class CS 31392GKS3 120367.06000000 PA USD 127292.31000000 0.006180155657 Long ABS-MBS USGSE US N 2 2023-08-25 Fixed 6.88111000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-65, Class QO 31396KAA0 241825.25000000 PA USD 224671.79000000 0.010908016627 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N Rmip Frn N/A Rmip Frn N/A 2217073.35000000 PA USD 2217073.35000000 0.107640896825 Long ABS-MBS CORP US N 3 2021-08-25 Fixed 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2224, Class CB 3133TNK45 24286.23000000 PA USD 29183.38000000 0.001416879236 Long ABS-MBS USGSE US N 2 2030-03-15 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1991-7, Class K 31358FZY8 0.03000000 PA USD 0.08000000 0.000000003884 Long ABS-MBS USGSE US N 2 2021-02-25 Fixed 908.50000000 N N N N N N International Lease Finance Corp. N/A International Lease Finance Corp. 459745GN9 506000.00000000 PA USD 551330.42000000 0.026767585680 Long DBT CORP US N 2 2022-08-15 Fixed 5.87500000 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2005-E, Class 4A1 05946XXQ1 56193.75000000 PA USD 56545.44000000 0.002745331755 Long ABS-MBS CORP US N 2 2035-03-20 Variable 4.43590600 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122CA4 810000.00000000 PA USD 884158.80000000 0.042926701621 Long DBT CORP US Y 2 2026-06-15 Fixed 3.20000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Indexed Bonds 912810FD5 799000.00000000 PA USD 1668989.39000000 0.081030929686 Long DBT UST US N 2 2028-04-15 Fixed 3.62500000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc 539439AM1 400000.00000000 PA USD 437163.41000000 0.021224675093 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBH5 506000.00000000 PA USD 550672.38000000 0.026735637249 Long DBT CORP US N 2 2026-02-15 Fixed 3.70000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H23, Class FB 38376RHF6 2368127.42000000 PA USD 2372598.92000000 0.115191802543 Long ABS-MBS USGA US N 2 2065-09-20 Floating 2.25438100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8K52 3000000.00000000 PA USD 3304086.24000000 0.160416346199 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.34000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 Enel Finance International NV 29278GAA6 740000.00000000 PA USD 796206.88000000 0.038656557132 Long DBT CORP NL Y 2 2027-05-25 Fixed 3.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4251, Class KW 3137B4KB1 3684366.00000000 PA USD 3854349.75000000 0.187132132444 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 2.50000000 N N N N N N Baxalta, Inc. 5493000JW8DCO3T45R55 Baxalta, Inc. 07177MAL7 149000.00000000 PA USD 154953.54000000 0.007523133148 Long DBT CORP US N 2 2022-06-23 Fixed 3.60000000 N N N N N N GMAT Trust N/A GMAT Trust, Series 2013-1A, Class A 36198GAA8 3977.97000000 PA USD 3978.39000000 0.000193154397 Long ABS-O CORP US Y 3 2043-11-25 Variable 6.96690000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31418AHB7 1098017.52000000 PA USD 1183433.98000000 0.057456779651 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-68, Class UC 31394E4A3 10485.09000000 PA USD 10478.98000000 0.000508763864 Long ABS-MBS USGSE US N 2 2035-06-25 Fixed 5.00000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 Microsoft Corp. 594918BK9 615000.00000000 PA USD 774317.90000000 0.037593827549 Long DBT CORP US N 2 2035-11-03 Fixed 4.20000000 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2003-9, Class 8A1 576434LD4 279949.89000000 PA USD 288823.91000000 0.014022659510 Long ABS-MBS CORP US N 2 2034-01-25 Fixed 6.00000000 N N N N N N GE Capital Mortgage Services, Inc. Trust N/A GE Capital Mortgage Services, Inc. Trust, Series 1999-HE1, Class M 36157RD93 77377.63000000 PA USD 67442.74000000 0.003274405430 Long ABS-O CORP US N 3 2029-04-25 Variable 6.70500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-165, Class SK 31359D5S8 7840.22000000 PA USD 8490.23000000 0.000412208270 Long ABS-MBS USGSE US N 2 2023-09-25 Floating 12.49999900 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38148YAC2 505000.00000000 PA USD 514998.68000000 0.025003647163 Long DBT CORP US N 2 2022-10-31 Variable 2.87600000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 Comision Federal de Electricidad 200447AB6 831000.00000000 PA USD 856709.06000000 0.041593992159 Long DBT NUSS MX Y 2 2021-05-26 Fixed 4.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LH1 18545000.00000000 PA USD 18163283.44000000 0.881843678643 Long DBT UST US N 2 2022-05-15 None 0.00000000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A BAMLL Commercial Mortgage Securities Trust, Series 2014-520M, Class C 05525MAG1 1300000.00000000 PA USD 1470942.72000000 0.071415586480 Long ABS-MBS CORP US Y 3 2046-08-15 Variable 4.21390100 N N N N N N FNMA/FHLMC N/A FNMA/FHLMC UMBS, Single Family, 30 Year 01F030645 15000000.00000000 PA USD 15423897.00000000 0.748844013496 Long ABS-MBS USGSE US N 2 2049-04-25 Fixed 3.00000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 Vodafone Group plc 92857WBM1 496000.00000000 PA USD 625976.44000000 0.030391716806 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 FirstEnergy Corp. 337932AL1 1095000.00000000 PA USD 1118082.05000000 0.054283884918 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 State Street Corp. 857477AL7 369000.00000000 PA USD 387038.31000000 0.018791056594 Long DBT CORP US N 2 2023-05-15 Fixed 3.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2011-2, Class WA 31397QHL5 280653.08000000 PA USD 317086.99000000 0.015394857357 Long ABS-MBS USGSE US N 2 2051-02-25 Variable 5.86222600 N N N N N N Progress Residential Trust N/A Progress Residential Trust, Series 2015-SFR3, Class A 74332NAA1 5187380.29000000 PA USD 5190870.36000000 0.252021405091 Long ABS-O CORP US Y 3 2032-11-12 Fixed 3.06700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31405XXV0 259060.12000000 PA USD 271264.66000000 0.013170142196 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.62000200 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 Tyson Foods, Inc. 902494AY9 210000.00000000 PA USD 269900.52000000 0.013103911977 Long DBT CORP US N 2 2044-08-15 Fixed 5.15000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBB8 475000.00000000 PA USD 511096.03000000 0.024814170010 Long DBT CORP US N 2 2024-02-15 Fixed 3.90000000 N N N N N N Hilton Grand Vacations Trust N/A Hilton Grand Vacations Trust, Series 2017-AA, Class A 43283AAA3 199909.89000000 PA USD 203412.61000000 0.009875864398 Long ABS-O CORP US Y 2 2028-12-26 Fixed 2.66000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 Republic of Peru 715638BM3 88000.00000000 PA USD 135767.50000000 0.006591633722 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.62500000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MBP4 1315000.00000000 PA USD 1399570.62000000 0.067950407102 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N Brookfield Finance, Inc. N/A Brookfield Finance, Inc. 11271LAD4 411000.00000000 PA USD 486761.88000000 0.023632725233 Long DBT CORP CA N 2 2029-03-29 Fixed 4.85000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202DYY1 104599.26000000 PA USD 111062.49000000 0.005392183360 Long ABS-MBS USGA US N 2 2033-08-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 31349SF40 186033.97000000 PA USD 196792.55000000 0.009554454556 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 3.98000200 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-124, Class HB 31396PGJ4 659448.50000000 PA USD 685849.45000000 0.033298605066 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 3.82833700 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122BR8 633000.00000000 PA USD 884066.47000000 0.042922218917 Long DBT CORP US Y 2 2040-10-15 Fixed 5.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-68, Class PG 31394E7B8 441737.79000000 PA USD 499351.40000000 0.024243957705 Long ABS-MBS USGSE US N 2 2035-08-25 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SC3 3757000.00000000 PA USD 4990792.94000000 0.242307467154 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 General Electric Co. 369622SM8 191000.00000000 PA USD 196505.50000000 0.009540518021 Long DBT CORP US N 2 2021-02-11 Fixed 5.30000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 Consolidated Edison Co. of New York, Inc. 209111FA6 596000.00000000 PA USD 836575.01000000 0.040616465999 Long DBT CORP US N 2 2040-06-15 Fixed 5.70000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 Apple, Inc. 037833CD0 569000.00000000 PA USD 678642.98000000 0.032948724493 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2003-HE3, Class A 17307GCU0 2572.28000000 PA USD 2572.19000000 0.000124882128 Long ABS-O CORP US N 2 2033-12-25 Floating 2.38675000 N N N N N N Public Service Electric & Gas Co. 549300RUHPVD434XUK18 Public Service Electric & Gas Co. 74456QAU0 317000.00000000 PA USD 440135.50000000 0.021368972724 Long DBT CORP US N 2 2039-11-01 Fixed 5.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LP3 4845000.00000000 PA USD 4673432.15000000 0.226899316561 Long DBT UST US N 2 2023-11-15 None 0.00000000 N N N N N N Verizon Owner Trust 549300DBBHVB9QKK8Q94 Verizon Owner Trust, Series 2018-A, Class A1A 92348XAA3 2405000.00000000 PA USD 2458014.62000000 0.119338811279 Long ABS-O CORP US N 2 2023-04-20 Fixed 3.23000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1998-43, Class SA 31359TL71 20721.79000000 PA USD 4578.08000000 0.000222269884 Long ABS-MBS USGSE US N 2 2023-04-25 Floating 18.42666800 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 Oncor Electric Delivery Co. LLC 68233JBK9 110000.00000000 PA USD 143396.36000000 0.006962021708 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 General Mills, Inc. 370334CF9 490000.00000000 PA USD 542291.83000000 0.026328754040 Long DBT CORP US N 2 2025-04-17 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828YX2 10153900.00000000 PA USD 10627087.58000000 0.515954619976 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 Northrop Grumman Corp. 666807BN1 200000.00000000 PA USD 216616.25000000 0.010516912946 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 Dominion Energy Gas Holdings LLC, Series C 257375AQ8 807000.00000000 PA USD 876950.95000000 0.042576754048 Long DBT CORP US N 2 2049-11-15 Fixed 3.90000000 N N N N N N British Airways Pass-Through Trust N/A British Airways Pass-Through Trust, Series 2018-1, Class A 11043HAA6 932742.18000000 PA USD 1039094.10000000 0.050448949201 Long ABS-O CORP US Y 2 2031-09-20 Fixed 4.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2209, Class TC 3133TNCF9 52885.10000000 PA USD 62881.40000000 0.003052948288 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 8.00000000 N N N N N N President & Fellows of Harvard College 6S3X7J22E861RNTJSA74 President & Fellows of Harvard College 740816AN3 643000.00000000 PA USD 773863.10000000 0.037571746602 Long DBT CORP US N 2 2056-07-15 Fixed 3.30000000 N N N N N N MVW LLC N/A MVW LLC, Series 2019-2A, Class B 55400DAB7 4346898.68000000 PA USD 4423858.78000000 0.214782305921 Long ABS-O CORP US Y 3 2038-10-20 Fixed 2.44000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31419AEJ2 86320.93000000 PA USD 86399.84000000 0.004194789614 Long ABS-MBS USGSE US N 2 2020-04-01 Variable 4.30300100 N N N N N N Reliance Standard Life Global Funding II N/A Reliance Standard Life Global Funding II 75951AAN8 710000.00000000 PA USD 741331.61000000 0.035992313626 Long DBT CORP US Y 2 2027-01-21 Fixed 2.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2002-52, Class GH 38373XE69 417080.28000000 PA USD 417024.47000000 0.020246911519 Long ABS-MBS USGA US N 2 2032-07-20 Fixed 6.50000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 Roper Technologies, Inc. 776743AA4 192000.00000000 PA USD 193682.94000000 0.009403480205 Long DBT CORP US N 2 2020-12-15 Fixed 3.00000000 N N N N N N LV Tower 52 Issuer N/A LV Tower 52 Issuer, Series 2013-1, Class A 50244VAC6 3908405.48000000 PA USD 3922397.57000000 0.190435915051 Long ABS-O CORP US Y 3 2019-07-15 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2010-14, Class CO 38376WBS3 226442.35000000 PA USD 209237.46000000 0.010158666082 Long ABS-MBS USGA US N 2 2035-08-20 None 0.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 United Mexican States 91087BAA8 788000.00000000 PA USD 841682.50000000 0.040864439213 Long DBT NUSS MX N 2 2025-01-30 Fixed 3.60000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1 576433UE4 156783.49000000 PA USD 160698.95000000 0.007802077949 Long ABS-MBS CORP US N 2 2034-04-21 Variable 4.57548500 N N N N N N OneMain Direct Auto Receivables Trust N/A OneMain Direct Auto Receivables Trust, Series 2018-1A, Class B 68268XAB7 1863000.00000000 PA USD 1926994.98000000 0.093557332158 Long ABS-O CORP US Y 2 2025-04-14 Fixed 3.71000000 N N N N N N ORIX Corp. 35380016EMHNBOVYE123 ORIX Corp. 686330AH4 553000.00000000 PA USD 568821.42000000 0.027616789396 Long DBT CORP JP N 2 2022-07-18 Fixed 2.90000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578DAX0 400000.00000000 PA USD 431955.82000000 0.020971841934 Long DBT CORP FR N 2 2026-12-02 Fixed 3.37500000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XBW5 1400000.00000000 PA USD 1477286.80000000 0.071723597246 Long DBT CORP US N 2 2024-04-13 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-110, Class GL 31394US60 3377670.00000000 PA USD 3909373.35000000 0.189803577505 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3819, Class ZQ 3137A8N20 1030794.29000000 PA USD 1217743.37000000 0.059122531264 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 Dominion Energy, Inc., Series F 257469AJ5 920000.00000000 PA USD 1156678.91000000 0.056157797039 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VCK8 396000.00000000 PA USD 526941.63000000 0.025583488082 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N Boston Gas Co. FN7P4E7K9JOBORDEUX61 Boston Gas Co. 100743AJ2 308000.00000000 PA USD 383355.08000000 0.018612232479 Long DBT CORP US Y 2 2042-02-15 Fixed 4.48700000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A UBS-Barclays Commercial Mortgage Trust, Series 2012-C2, Class XA 90269CAH3 7014616.35000000 PA USD 181161.59000000 0.008795557448 Long ABS-MBS CORP US Y 3 2063-05-10 Variable 1.30676800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 3132H3XA6 527468.67000000 PA USD 568685.43000000 0.027610186959 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2014-188, Class W 38379HTQ8 598097.26000000 PA USD 669623.11000000 0.032510801726 Long ABS-MBS USGA US N 2 2041-10-20 Variable 4.59866900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381RB45 1894996.40000000 PA USD 1946078.53000000 0.094483855603 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 4.26000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31381RTA2 2590881.15000000 PA USD 2987609.62000000 0.145051122851 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.54000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 9128337V6 3600000.00000000 PA USD 2917444.54000000 0.141644545375 Long DBT UST US N 2 2034-05-15 None 0.00000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GGE3 588000.00000000 PA USD 603145.86000000 0.029283271700 Long DBT CORP US N 2 2023-01-20 Variable 3.12400100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31410S5Y9 101373.22000000 PA USD 107930.68000000 0.005240131180 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 4.56599900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31407KGJ2 61034.02000000 PA USD 64249.68000000 0.003119379508 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 3.73399900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-91, Class ES 31396XYW8 916598.60000000 PA USD 183512.39000000 0.008909690894 Long ABS-MBS USGSE US N 2 2037-10-25 Floating 4.83324800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-23, Class KO 31395B4J9 50672.74000000 PA USD 47303.00000000 0.002296603016 Long ABS-MBS USGSE US N 2 2036-04-25 None 0.00000000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 Healthpeak Properties, Inc. 40414LAR0 772000.00000000 PA USD 849316.66000000 0.041235084518 Long DBT CORP US N 2 2029-07-15 Fixed 3.50000000 N N N N N N Airbus Finance BV 529900M7QSB704RUUT95 Airbus Finance BV 26824KAA2 557000.00000000 PA USD 580557.51000000 0.028186587076 Long DBT CORP NL Y 2 2023-04-17 Fixed 2.70000000 N N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2019-1, Class AA 90931CAA6 995490.70000000 PA USD 1125804.61000000 0.054658822122 Long ABS-O CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multifamily Structured Pass-Through Certificates, Series K052, Class A2 3137BMTX4 3560000.00000000 PA USD 3873525.64000000 0.188063139078 Long ABS-MBS USGSE US N 2 2025-11-25 Fixed 3.15100000 N N N N N N Scentre Group Trust 1 N/A Scentre Group Trust 1 806213AB0 420000.00000000 PA USD 448726.25000000 0.021786061331 Long DBT CORP AU Y 2 2025-02-12 Fixed 3.50000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 Telefonica Emisiones SA 87938WAM5 526000.00000000 PA USD 528482.09000000 0.025658278795 Long DBT CORP ES N 2 2020-04-27 Fixed 5.13400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3326, Class JO 31397JJN5 13775.90000000 PA USD 12504.92000000 0.000607125065 Long ABS-MBS USGSE US N 2 2037-06-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LN8 14070000.00000000 PA USD 13648500.23000000 0.662646910209 Long DBT UST US N 2 2023-05-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-22, Class SA 38374TRY2 604221.37000000 PA USD 69982.07000000 0.003397692176 Long ABS-MBS USGA US N 2 2039-04-20 Floating 4.62300100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H26, Class MA 38375BYQ9 27194.31000000 PA USD 27223.31000000 0.001321716082 Long ABS-MBS USGA US N 2 2062-07-20 Floating 2.28438000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 2A 92922FBX5 104547.15000000 PA USD 107155.69000000 0.005202504721 Long ABS-MBS CORP US N 2 2033-09-25 Variable 4.39966800 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-47, Class PH 38375KE99 2500000.00000000 PA USD 2942746.50000000 0.142872978195 Long ABS-MBS USGA US N 2 2037-07-16 Fixed 6.00000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 AIB Group plc 00135TAA2 1165000.00000000 PA USD 1267892.44000000 0.061557313527 Long DBT CORP IE Y 2 2023-10-12 Fixed 4.75000000 N N N N N N Baker Hughes a GE Co. LLC 549300XU3XH6F05YEQ93 Baker Hughes a GE Co. LLC 057224AZ0 300000.00000000 PA USD 360388.00000000 0.017497160175 Long DBT CORP US N 2 2040-09-15 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1999-38, Class SK 31359WVD0 3998.79000000 PA USD 301.76000000 0.000014650718 Long ABS-MBS USGSE US N 2 2023-08-25 Floating 6.42325000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LD0 20675000.00000000 PA USD 20430819.57000000 0.991934588634 Long DBT UST US N 2 2021-05-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G93-37, Class H 31359E2U4 3050.85700000 PA USD 2982.04000000 0.000144780712 Long ABS-MBS USGSE US N 2 2023-09-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-74, Class CS 31394FDF9 166614.13000000 PA USD 212111.40000000 0.010298198443 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 15.54643800 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VDU5 457000.00000000 PA USD 607179.96000000 0.029479130868 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-10, Class S 38375PYG0 287697.88000000 PA USD 35885.94000000 0.001742294527 Long ABS-MBS USGA US N 2 2038-02-20 Floating 4.18299800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31418A3V8 3172879.71000000 PA USD 3497250.66000000 0.169794651795 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LK4 14400000.00000000 PA USD 14047648.27000000 0.682025905042 Long DBT UST US N 2 2022-11-15 None 0.00000000 N N N N N N Camillo Issuer LLC N/A Camillo Issuer LLC, Series 2016-SFR, Class 1-A-1 133715AA0 4904320.52000000 PA USD 4893592.32000000 0.237588289997 Long ABS-O USGA US N 3 2023-12-05 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3074, Class BH 31396FM83 365404.18000000 PA USD 396221.02000000 0.019236885389 Long ABS-MBS USGSE US N 2 2035-11-15 Fixed 5.00000000 N N N N N N Brookfield Finance, Inc. N/A Brookfield Finance, Inc. 11271LAB8 427000.00000000 PA USD 528279.39000000 0.025648437528 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L5RM4 1711928.51000000 PA USD 1910747.04000000 0.092768480119 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.97000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 3617JSLW4 1703700.90000000 PA USD 1917215.95000000 0.093082551493 Long ABS-MBS USGA US N 2 2049-07-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2003-24 38373SF69 25732.56600000 PA USD 24765.45000000 0.001202384778 Long ABS-MBS USGA US N 2 2033-03-16 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-7, Class PF 31359SDC1 30310.89000000 PA USD 35919.56000000 0.001743926808 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 9128337T1 10500000.00000000 PA USD 8676607.17000000 0.421257049156 Long DBT UST US N 2 2033-05-15 None 0.00000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 Welltower, Inc. 42217KAX4 350000.00000000 PA USD 518860.97000000 0.025191164802 Long DBT CORP US N 2 2041-03-15 Fixed 6.50000000 N N N N N N BOC Aviation Ltd. 254900H06V5RMEB3KE72 BOC Aviation Ltd. 09681LAD2 450000.00000000 PA USD 458640.95000000 0.022267428896 Long DBT CORP SG Y 2 2022-09-18 Fixed 2.75000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 Anthem, Inc. 94973VAY3 500000.00000000 PA USD 578915.75000000 0.028106878158 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2019, Class Z 3133TCC63 48393.93000000 PA USD 54177.71000000 0.002630376343 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-6, Class SA 38375Y5V0 309264.84000000 PA USD 39052.88000000 0.001896052301 Long ABS-MBS USGA US N 2 2039-02-16 Floating 4.44150000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CRE5 2907.05000000 PA USD 3359.84000000 0.000163123241 Long ABS-MBS USGA US N 2 2026-09-20 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 3617JSK70 1583619.05000000 PA USD 1682966.44000000 0.081709527981 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.50000000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 Dollar General Corp. 256677AF2 235000.00000000 PA USD 270048.34000000 0.013111088771 Long DBT CORP US N 2 2028-05-01 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G92-35, Class G 31358PHW0 13.92000000 PA USD 122.50000000 0.000005947484 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 1184.77500000 N N N N N N Securitized Asset-Backed Receivables LLC Trust N/A Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2 81375WHH2 204598.04000000 PA USD 189774.24000000 0.009213709320 Long ABS-O CORP US N 3 2036-01-25 Variable 3.27980200 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225401AM0 250000.00000000 PA USD 255233.20000000 0.012391800455 Long DBT CORP CH Y 2 2025-09-11 Variable 2.59300100 N N N N N N Continental Airlines Pass-Through Trust N/A Continental Airlines Pass-Through Trust, Series 2007-1, Class A 21079NAA9 323604.72000000 PA USD 341789.82000000 0.016594201879 Long ABS-O CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Inflation Indexed Notes 912828SA9 2453000.00000000 PA USD 2803724.51000000 0.136123336067 Long DBT UST US N 2 2022-01-15 Fixed 0.12500000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 AT&T, Inc. 00206RJG8 313000.00000000 PA USD 389246.70000000 0.018898275907 Long DBT CORP US N 2 2041-10-15 Fixed 5.37500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VDD3 306000.00000000 PA USD 321779.30000000 0.015622673211 Long DBT CORP US N 2 2026-08-15 Fixed 2.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31292J5V8 188628.25000000 PA USD 219094.62000000 0.010637240029 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31404EVB9 81046.56000000 PA USD 85072.75000000 0.004130358206 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 3.71099900 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967EW7 223000.00000000 PA USD 386879.24000000 0.018783333603 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CSM6 3691.49000000 PA USD 4217.62000000 0.000204769228 Long ABS-MBS USGA US N 2 2026-11-20 Fixed 8.00000000 N N N N N N Renaissance Home Equity Loan Trust N/A Renaissance Home Equity Loan Trust, Series 2007-2, Class AF2 75970QAE0 287131.89000000 PA USD 117557.08000000 0.005707501521 Long ABS-O CORP US N 3 2037-06-25 Variable 5.67500000 N N N N N N csma sfr N/A csma sfr N/A 3070992.53000000 PA USD 3070992.53000000 0.149099437812 Long ABS-MBS CORP US N 3 2023-04-25 None 0.00000000 N N N N N N Banc of America Alternative Loan Trust N/A Banc of America Alternative Loan Trust, Series 2006-4, Class 1A4 05950AAD8 290697.15940000 PA USD 284528.13000000 0.013814095544 Long ABS-MBS CORP US N 2 2046-05-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 20 Year 31410GH97 47300.94000000 PA USD 52775.42000000 0.002562293908 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 6.50000000 N N N N N N RBS Commercial Funding, Inc. Trust N/A RBS Commercial Funding, Inc. Trust, Series 2013-SMV, Class A 74932BAA1 664000.00000000 PA USD 689996.20000000 0.033499933493 Long ABS-MBS CORP US Y 2 2031-03-11 Fixed 3.26000000 N N N N N N Mayo Clinic 5493001OHMD58DCY4635 Mayo Clinic, Series 2016 578454AD2 225000.00000000 PA USD 292649.80000000 0.014208409896 Long DBT CORP US N 2 2052-11-15 Fixed 4.12800000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 AIA Group Ltd. 00131LAH8 445000.00000000 PA USD 493922.28000000 0.023980369066 Long DBT CORP HK Y 2 2029-04-09 Fixed 3.60000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2466, Class PH 31392MN99 210883.90000000 PA USD 246087.61000000 0.011947773869 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L92X9 8000000.00000000 PA USD 8832451.44000000 0.428823428044 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.92000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-28, Class BO 38375J8N8 98042.13000000 PA USD 90372.24000000 0.004387653192 Long ABS-MBS USGA US N 2 2037-05-20 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-42, Class ZC 31359PX84 7695.48000000 PA USD 8578.58000000 0.000416497742 Long ABS-MBS USGSE US N 2 2027-07-18 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-74, Class SH 31393EBW8 60919.97000000 PA USD 74882.64000000 0.003635619239 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 7.24185000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2296, Class PD 3133TRUS2 56853.28000000 PA USD 66849.03000000 0.003245580278 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-179, Class SB 31359EFW6 5287.88000000 PA USD 6302.69000000 0.000306001244 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 25.21750000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3925, Class FL 3137AFGG1 452719.28000000 PA USD 453929.31000000 0.022038674554 Long ABS-MBS USGSE US N 2 2041-01-15 Floating 2.10849800 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 Home Depot, Inc. (The) 437076BZ4 1630000.00000000 PA USD 1731168.77000000 0.084049794274 Long DBT CORP US N 2 2049-12-15 Fixed 3.12500000 N N N N N N American Airlines Pass-Through Trust N/A American Airlines Pass-Through Trust, Series 2016-3, Class AA 023771R91 356590.90000000 PA USD 378658.31000000 0.018384200089 Long ABS-O CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2716, Class UN 31394MNE6 174622.77000000 PA USD 180965.44000000 0.008786034190 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-2, Class NS 38374DPV5 520018.05000000 PA USD 84839.38000000 0.004119027883 Long ABS-MBS USGA US N 2 2038-01-16 Floating 4.88149900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G92-62, Class B 31358Q7C3 4005.14600000 PA USD 3947.94000000 0.000191676022 Long ABS-MBS USGSE US N 2 2022-10-25 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-42, Class SB 38375KYH9 485343.82000000 PA USD 82080.57000000 0.003985085187 Long ABS-MBS USGA US N 2 2037-07-20 Floating 5.10300000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 Valero Energy Corp. 91913YAE0 175000.00000000 PA USD 242660.05000000 0.011781362761 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-81, Class SB 31397MUL9 474111.12000000 PA USD 40819.92000000 0.001981843675 Long ABS-MBS USGSE US N 2 2038-09-25 Floating 4.22325000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2003-52, Class AP 38373QR86 128242.42900000 PA USD 119157.98000000 0.005785226650 Long ABS-MBS USGA US N 2 2033-06-16 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3233, Class OP 31397BYN5 73462.52000000 PA USD 67787.89000000 0.003291162772 Long ABS-MBS USGSE US N 2 2036-05-15 None 0.00000000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 Liberty Mutual Group, Inc. 53079EBJ2 900000.00000000 PA USD 991746.84000000 0.048150197322 Long DBT CORP US Y 2 2050-10-15 Fixed 3.95100000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2004-6F, Class 3A4 36228F2R6 192815.67000000 PA USD 209151.07000000 0.010154471771 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 6.50000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122CC0 545000.00000000 PA USD 662771.08000000 0.032178129533 Long DBT CORP US Y 2 2039-06-15 Fixed 4.12500000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 Sumitomo Mitsui Financial Group, Inc. 86562MAU4 542000.00000000 PA USD 559176.36000000 0.027148513094 Long DBT CORP JP N 2 2022-10-18 Fixed 2.77800000 N N N N N N Conix Mortgage Asset Trust N/A Conix Mortgage Asset Trust, Series 2013-1 N/A 1078518.87000000 PA USD 17040.60000000 0.000827336392 Long ABS-MBS CORP US N 3 2047-12-25 Variable 0.00000000 Y N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XAZ9 550000.00000000 PA USD 582887.96000000 0.028299732511 Long DBT CORP US N 2 2025-07-13 Fixed 4.30000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 Boeing Co. (The) 097023CR4 775000.00000000 PA USD 848539.81000000 0.041197367755 Long DBT CORP US N 2 2059-08-01 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Whole Loan, Series 2007-101, Class A2 31396XC69 327424.32000000 PA USD 321845.24000000 0.015625874657 Long ABS-MBS USGSE US N 2 2036-06-27 Floating 1.73173000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 Cigna Corp. 125523BY5 300000.00000000 PA USD 339051.21000000 0.016461239910 Long DBT CORP US Y 2 2026-02-25 Fixed 4.50000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 Lowe's Cos., Inc. 548661CX3 739000.00000000 PA USD 908373.18000000 0.044102331457 Long DBT CORP US N 2 2042-04-15 Fixed 4.65000000 N N N N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 Berkshire Hathaway Finance Corp. 084664BU4 1000000.00000000 PA USD 1247594.48000000 0.060571829390 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-H04, Class BA 38375BK84 349414.37000000 PA USD 348974.98000000 0.016943047832 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 1.65000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 Republic of Colombia 195325BK0 200000.00000000 PA USD 296312.50000000 0.014386237262 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810RB6 19710000.00000000 PA USD 24443479.69000000 1.186752831329 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N BNZ International Funding Ltd. 549300HVMZ89HDMELW08 BNZ International Funding Ltd. 05579HAC6 450000.00000000 PA USD 454915.56000000 0.022086557875 Long DBT CORP NZ Y 2 2021-09-14 Fixed 2.10000000 N N N N N N FREED ABS Trust N/A FREED ABS Trust, Series 2019-2, Class A 30312JAA6 1736359.94000000 PA USD 1748439.28000000 0.084888293003 Long ABS-O CORP US Y 2 2026-11-18 Fixed 2.62000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2 31393XGQ4 221394.82000000 PA USD 258395.45000000 0.012545330524 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-179, Class SC 31359EFX4 3514.08000000 PA USD 3986.62000000 0.000193553971 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 10.50000100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3232, Class ST 31397BP96 232028.00000000 PA USD 34609.90000000 0.001680341642 Long ABS-MBS USGSE US N 2 2036-10-15 Floating 5.04150100 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GGL7 1700000.00000000 PA USD 1861076.77000000 0.090356944024 Long DBT CORP US N 2 2028-04-24 Variable 3.70500100 N N N N N N Lendmark Funding Trust 549300PMR5HYNUPR5R97 Lendmark Funding Trust, Series 2019-1A, Class B 52604FAB3 3319000.00000000 PA USD 3428604.66000000 0.166461827013 Long ABS-O CORP US Y 3 2027-12-20 Fixed 3.40000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271AP4 135000.00000000 PA USD 149500.87000000 0.007258401136 Long DBT CORP US N 2 2026-04-15 Fixed 3.80000000 N N N N N N State of California N/A State of California, Various Purpose 13063A7D0 350000.00000000 PA USD 566569.50000000 0.027507456663 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1518, Class G 312915YY1 14844.37000000 PA USD 15993.30000000 0.000776489039 Long ABS-MBS USGSE US N 2 2023-05-15 Floating 7.31800100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA Trust, Whole Loan, Series 2004-W15, Class 2AF 31394B2B9 314231.78000000 PA USD 312458.22000000 0.015170126428 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 1.87674800 N N N N N N Lehman Mortgage Trust N/A Lehman Mortgage Trust, Series 2006-2, Class 1A1 52520MGG2 263261.14000000 PA USD 233680.12000000 0.011345379117 Long ABS-MBS CORP US N 2 2036-04-25 Variable 5.83191000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAL4 323000.00000000 PA USD 340447.08000000 0.016529010649 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N 2020-03-30 JPMorgan Institutional Trust Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer