0001752724-20-216523.txt : 20201027 0001752724-20-216523.hdr.sgml : 20201027 20201027132415 ACCESSION NUMBER: 0001752724-20-216523 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200831 FILED AS OF DATE: 20201027 PERIOD START: 20210228 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: 201263282 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 2021-02-28 2020-08-31 N 2030219012.61 75124356.79 1955094655.82 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 34555.86000000 USD N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DF2 633000.00000000 PA USD 936312.55000000 0.047890906315 Long DBT CORP US N 2 2040-10-15 Fixed 5.70000000 N N N N N N American Municipal Power, Inc. EARKGGZJJEMVD66XQ486 02765UDV3 1315000.00000000 PA USD 2207622.00000000 0.112916374326 Long DBT MUN US N 2 2050-02-15 Fixed 7.49900000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKH4 2065000.00000000 PA USD 2093059.45000000 0.107056681054 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N Bear Stearns ARM Trust N/A 07387AGZ2 677579.30000000 PA USD 680567.22000000 0.034809937103 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.84000100 N N N N N N Baltimore Gas and Electric Co. 88V8C2WYSOD1SPSSLH72 059165EH9 376000.00000000 PA USD 433485.74000000 0.022172110118 Long DBT CORP US N 2 2046-08-15 Fixed 3.50000000 N N N N N N BXG Receivables Note Trust N/A 05606UAA8 79950.67000000 PA USD 80242.04000000 0.004104253457 Long ABS-O CORP US Y 2 2027-12-02 Fixed 2.66000000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAE3 400000.00000000 PA USD 389978.01000000 0.019946758528 Long DBT CORP GB Y 2 2040-09-02 Fixed 3.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393NXU8 180124.44000000 PA USD 202488.85000000 0.010356984476 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 6.00000000 N N N N N N GSMPS Mortgage Loan Trust N/A 362341LM9 532683.51000000 PA USD 75246.39000000 0.003848733859 Long ABS-MBS CORP US Y 3 2035-09-25 Variable 4.24942600 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393DJU6 43717.18000000 PA USD 56283.03000000 0.002878787982 Long ABS-MBS USGSE US N 2 2033-07-25 Floating 13.36092500 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401YSJ5 34658.20000000 PA USD 34935.91000000 0.001786916551 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.28800200 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGA1 1189000.00000000 PA USD 1323489.98000000 0.067694419605 Long DBT CORP US N 2 2027-10-21 Fixed 3.24800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375Y5V0 271883.72000000 PA USD 34689.51000000 0.001774313581 Long ABS-MBS USGA US N 2 2039-02-16 Floating 5.93812100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TCX78 8676.48000000 PA USD 1602.45000000 0.000081962783 Long ABS-MBS USGSE US N 2 2024-03-15 Floating 28.36778000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAH4 1500000.00000000 PA USD 1542579.68000000 0.078900511308 Long DBT CORP US Y 2 2024-12-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359QPC2 78267.00000000 PA USD 82172.60000000 0.004202998548 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 7.00000000 N N N N N N Bear Stearns ARM Trust N/A 07384MM66 37728.23000000 PA USD 35858.18000000 0.001834089203 Long ABS-MBS CORP US N 2 2034-05-25 Variable 3.68539900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406QGE1 17285.19000000 PA USD 17350.34000000 0.000887442454 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 3.54499900 N N N N N N BP Capital Markets plc 549300CRVT18MXX0AG93 05565QDA3 451000.00000000 PA USD 504032.93000000 0.025780487328 Long DBT CORP GB N 2 2025-03-17 Fixed 3.50600000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2D5 425000.00000000 PA USD 464664.68000000 0.023766863594 Long DBT CORP FR Y 2 2025-01-09 Fixed 3.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403KJW4 74679.57000000 PA USD 81964.47000000 0.004192353027 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410RP29 105817.32000000 PA USD 108469.27000000 0.005548031635 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 2.18999900 N N N N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 637417AH9 783000.00000000 PA USD 875528.17000000 0.044781881398 Long DBT CORP US N 2 2025-11-15 Fixed 4.00000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BT2 500000.00000000 PA USD 502940.78000000 0.025724625582 Long DBT CORP US N 2 2050-06-03 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393X5V5 441717.47000000 PA USD 683283.21000000 0.034948855696 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 19.04339200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397T4Y5 268819.49000000 PA USD 63801.16000000 0.003263328443 Long ABS-MBS USGSE US N 2 2038-04-15 Floating 6.63811900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31287UNA6 19560.20000000 PA USD 22377.85000000 0.001144591640 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 7.00000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MBP4 1315000.00000000 PA USD 1438313.84000000 0.073567478470 Long DBT CORP JP N 2 2029-07-16 Fixed 3.04000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406YB58 65492.11000000 PA USD 66459.73000000 0.003399310094 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.88100100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392MN99 195682.71000000 PA USD 230447.72000000 0.011787036464 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XPH2 568878.61000000 PA USD 90945.43000000 0.004651714929 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 5.50000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAD7 390000.00000000 PA USD 389305.35000000 0.019912353033 Long DBT CORP IE N 2 2023-01-23 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359S6G0 96352.87000000 PA USD 15906.97000000 0.000813616361 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 6.00000000 N N N N N N Regency Centers LP 5493008PTR2GAOYBXW28 75884RAZ6 745000.00000000 PA USD 767662.35000000 0.039264715276 Long DBT CORP US N 2 2029-09-15 Fixed 2.95000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAH3 149000.00000000 PA USD 173349.60000000 0.008866557917 Long DBT CORP US N 2 2025-05-25 Fixed 4.41700000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967LP4 1573000.00000000 PA USD 1775933.64000000 0.090836197353 Long DBT CORP US N 2 2028-07-24 Variable 3.66800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AHAX6 275805.43000000 PA USD 307041.50000000 0.015704687191 Long ABS-MBS USGSE US N 2 2041-11-15 Fixed 4.00000000 N N N N N N American Homes 4 Rent Trust N/A 02665UAD7 2000000.00000000 PA USD 2204741.60000000 0.112769046421 Long ABS-O CORP US Y 3 2036-10-17 Fixed 5.14900000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578DAX0 400000.00000000 PA USD 449274.44000000 0.022979677155 Long DBT CORP FR N 2 2026-12-02 Fixed 3.37500000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBH4 1410000.00000000 PA USD 1548163.05000000 0.079186091854 Long DBT CORP US N 2 2025-03-19 Fixed 2.99200000 N N N N N N Prudential Financial, Inc. 5PRBRS5FEH7NREC8OR45 744320AY8 300000.00000000 PA USD 339537.40000000 0.017366801090 Long DBT CORP US N 2 2047-12-07 Fixed 3.90500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312905PC0 87.51000000 PA USD 88.99000000 0.000004551697 Long ABS-MBS USGSE US N 2 2021-04-15 Fixed 9.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374CUL3 32107.14000000 PA USD 31163.41000000 0.001593959141 Long ABS-MBS USGA US N 2 2033-10-20 None 0.00000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AM0 250000.00000000 PA USD 261697.82000000 0.013385429663 Long DBT CORP CH Y 2 2025-09-11 Variable 2.59300100 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AP4 135000.00000000 PA USD 154306.83000000 0.007892550344 Long DBT CORP US N 2 2026-04-15 Fixed 3.80000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CT0 605000.00000000 PA USD 658108.24000000 0.033661195791 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128KRW91 520531.32000000 PA USD 599951.42000000 0.030686566413 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.00000000 N N N N N N Brookfield Finance, Inc. N/A 11271LAB8 427000.00000000 PA USD 502989.77000000 0.025727131343 Long DBT CORP CA N 2 2047-09-20 Fixed 4.70000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271AS8 653000.00000000 PA USD 792707.99000000 0.040545760157 Long DBT CORP US N 2 2050-02-01 Fixed 4.00000000 N N N N N N CSFB Mortgage-Backed Pass-Through Certificates N/A 225458QV3 2305220.52000000 PA USD 2320780.76000000 0.118704265959 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Air Canada Pass-Through Trust N/A 00908PAA5 440721.60000000 PA USD 409719.96000000 0.020956528052 Long ABS-O CORP CA Y 2 2030-01-15 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359D5S8 6057.32000000 PA USD 6579.27000000 0.000336519256 Long ABS-MBS USGSE US N 2 2023-09-25 Floating 12.49999900 N N N N N N American Airlines Pass-Through Trust N/A 023767AA4 89476.77000000 PA USD 79960.30000000 0.004089842901 Long ABS-O CORP US N 2 2021-01-31 Fixed 5.25000000 N N N N N N Chevron Corp. N/A 166764BY5 615000.00000000 PA USD 655432.25000000 0.033524323134 Long DBT CORP US N 2 2030-05-11 Fixed 2.23600000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669G3R0 328614.18000000 PA USD 295766.17000000 0.015127971892 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313399C70 44039.20000000 PA USD 52520.02000000 0.002686315971 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N State of California N/A 13063A7D0 350000.00000000 PA USD 580849.50000000 0.029709533411 Long DBT MUN US N 2 2039-10-01 Fixed 7.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XJE5 64653.95000000 PA USD 65199.98000000 0.003334875874 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.67513000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339DW95 123009.10000000 PA USD 167866.74000000 0.008586118298 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 15.77624000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312915HW4 46454.99000000 PA USD 48987.38000000 0.002505627021 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7.00000000 N N N N N N Banc of America Funding Trust N/A 05946XV83 142095.54050000 PA USD 127899.64000000 0.006541864334 Long ABS-MBS CORP US N 3 2035-11-25 None 0.00000000 N N N N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 04621XAH1 660000.00000000 PA USD 708374.24000000 0.036232222204 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393DXG1 323060.26000000 PA USD 58350.30000000 0.002984525574 Long ABS-MBS USGSE US N 2 2033-08-25 Fixed 5.50000000 N N N N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 124857AQ6 792000.00000000 PA USD 894260.72000000 0.045740021708 Long DBT CORP US N 2 2026-01-15 Fixed 4.00000000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AN7 400000.00000000 PA USD 454590.73000000 0.023251596982 Long DBT CORP US N 2 2027-06-15 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B2GX4 2580000.00000000 PA USD 2990756.64000000 0.152972472769 Long ABS-MBS USGSE US N 2 2028-06-25 Variable 3.43599800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358PQU4 4908.13000000 PA USD 5093.88000000 0.000260543906 Long ABS-MBS USGSE US N 2 2022-08-25 Fixed 6.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBR9 1809000.00000000 PA USD 2109922.28000000 0.107919188143 Long DBT CORP US Y 2 2039-11-21 Fixed 4.05000000 N N N N N N Conagra Brands, Inc. 54930035UDEIH090K650 205887CD2 220000.00000000 PA USD 282902.66000000 0.014470023697 Long DBT CORP US N 2 2038-11-01 Fixed 5.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359XSV2 120507.05000000 PA USD 141425.88000000 0.007233710121 Long ABS-MBS USGSE US N 2 2030-02-25 Fixed 7.50000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650CX6 779000.00000000 PA USD 917091.83000000 0.046907796881 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAE1 2000000.00000000 PA USD 1935692.06000000 0.099007587905 Long DBT CORP KY Y 2 2022-05-01 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359RA69 2452.95900000 PA USD 2437.23000000 0.000124660460 Long ABS-MBS USGSE US N 2 2023-04-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359G5C6 267385.98000000 PA USD 287738.41000000 0.014717364662 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LZ1 1500000.00000000 PA USD 1461556.92000000 0.074756325257 Long DBT UST US N 2 2026-05-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359WVD0 3150.45000000 PA USD 229.73000000 0.000011750326 Long ABS-MBS USGSE US N 2 2023-08-25 Floating 7.87487000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T2W48 78884.64000000 PA USD 84534.97000000 0.004323830038 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 6.50000000 N N N N N N Commercial Mortgage Trust 549300NMFC2YLCA2NF13 12625XAA5 3500000.00000000 PA USD 3743807.55000000 0.191489835996 Long ABS-MBS CORP US Y 2 2030-08-10 Fixed 4.35300000 N N N N N N Covidien International Finance SA 549300938QUWMPITJ642 22303QAP5 399000.00000000 PA USD 424246.40000000 0.021699532487 Long DBT CORP LU N 2 2023-06-15 Fixed 2.95000000 N N N N N N Citizens Bank NA DRMSV1Q0EKMEXLAU1P80 17401QAQ4 720000.00000000 PA USD 773904.95000000 0.039584014395 Long DBT CORP US N 2 2023-03-29 Fixed 3.70000000 N N N N N N Diageo Capital plc 213800L23DJLALFC4O95 25243YBC2 870000.00000000 PA USD 897509.77000000 0.045906205478 Long DBT CORP GB N 2 2025-09-29 Fixed 1.37500000 N N N N N N Alternative Loan Trust N/A 12667GYN7 68834.06210000 PA USD 46268.76000000 0.002366573907 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 6.00000000 N N N N N N Albemarle Corp. HDBLS2Q6GV1LSKQPBS54 012725AD9 150000.00000000 PA USD 161550.56000000 0.008263055679 Long DBT CORP US N 2 2044-12-01 Fixed 5.45000000 N N N N N N Dai-ichi Life Insurance Co. Ltd. (The) 3538001235ACEIORUV72 23380YAD9 526000.00000000 PA USD 573340.00000000 0.029325434361 Long DBT CORP JP Y 2 2026-07-24 Variable 4.00000000 N N N N N N Alternative Loan Trust N/A 02147WAJ8 996804.40200000 PA USD 748772.45000000 0.038298526762 Long ABS-MBS CORP US N 2 2036-09-25 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H7EG5 8085243.10000000 PA USD 8855995.01000000 0.452970140531 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L16H7 2500000.00000000 PA USD 2537515.83000000 0.129789922060 Long ABS-MBS USGSE US N 2 2021-09-01 Fixed 2.12000000 N N N N N N American Airlines Pass-Through Trust N/A 023771R91 346349.31000000 PA USD 322564.15000000 0.016498646192 Long ABS-O CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313921KW7 28458.17000000 PA USD 32442.48000000 0.001659381549 Long ABS-MBS USGSE US N 2 2031-10-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359LMW2 10043.71000000 PA USD 11171.87000000 0.000571423484 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 8.50000000 N N N N N N Hydro-Quebec 6THEVG93PYJH84S4D167 448814DX8 1000000.00000000 PA USD 1106569.93000000 0.056599302069 Long DBT NUSS CA N 2 2022-01-15 Fixed 8.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359EFW6 4250.00000000 PA USD 5052.20000000 0.000258412040 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 26.76624800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358QLK9 7869.18000000 PA USD 8251.92000000 0.000422072659 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 7.75000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833CR9 686000.00000000 PA USD 781732.91000000 0.039984402170 Long DBT CORP US N 2 2027-05-11 Fixed 3.20000000 N N N N N N Invesco Finance plc 549300OYQ3LAJYXXO449 46132FAB6 657000.00000000 PA USD 719666.98000000 0.036809827997 Long DBT CORP GB N 2 2024-01-30 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381RB45 1878519.40000000 PA USD 1904750.80000000 0.097424991384 Long ABS-MBS USGSE US N 2 2021-07-01 Fixed 4.26000000 N N N N N N Credit Acceptance Auto Loan Trust 549300J9CNONESCISQ91 22534BAA2 610177.62000000 PA USD 613051.13000000 0.031356595864 Long ABS-O CORP US Y 2 2027-02-16 Fixed 3.01000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31288LGJ4 55468.93000000 PA USD 59447.65000000 0.003040653291 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 5.50000000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AQ8 807000.00000000 PA USD 926795.73000000 0.047404136021 Long DBT CORP US N 2 2049-11-15 Fixed 3.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FFPD5 59021.82000000 PA USD 12640.18000000 0.000646525218 Long ABS-MBS USGSE US N 2 2038-01-25 Fixed 6.00000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FAL5 1838000.00000000 PA USD 2065128.92000000 0.105628078612 Long DBT CORP US N 2 2028-09-15 Fixed 4.11000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TAK43 4128.34000000 PA USD 4743.55000000 0.000242625081 Long ABS-MBS USGSE US N 2 2027-07-15 Fixed 7.25000000 N N N N N N Bank of Nova Scotia (The) L3I9ZG2KFGXZ61BMYR72 064159VK9 3330000.00000000 PA USD 3428210.82000000 0.175347562318 Long DBT CORP CA N 2 2023-05-01 Fixed 1.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312911GX2 2602.54000000 PA USD 2727.13000000 0.000139488387 Long ABS-MBS USGSE US N 2 2022-08-15 Fixed 7.50000000 N N N N N N Republic of South Africa N/A 836205AR5 640000.00000000 PA USD 688000.00000000 0.035190112046 Long DBT NUSS ZA N 2 2025-09-16 Fixed 5.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405FTF9 29463.58000000 PA USD 32973.21000000 0.001686527550 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339NW36 256979.34000000 PA USD 305911.16000000 0.015646872088 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TGKG3 54360.79000000 PA USD 5540.21000000 0.000283372980 Long ABS-MBS USGSE US N 2 2028-10-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312905D33 9.29900000 PA USD 9.53000000 0.000000487444 Long ABS-MBS USGSE US N 2 2021-05-15 Floating 44.49654000 N N N N N N BOC Aviation Ltd. 254900H06V5RMEB3KE72 09681LAJ9 310000.00000000 PA USD 327921.88000000 0.016772685610 Long DBT CORP SG Y 2 2024-10-10 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JRE51 93353.46000000 PA USD 93772.20000000 0.004796299745 Long ABS-MBS USGSE US N 2 2034-12-01 Variable 4.19299900 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3139205U0 222432.40000000 PA USD 266940.68000000 0.013653593661 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 7.00000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781BG8 115000.00000000 PA USD 122683.70000000 0.006275077251 Long DBT CORP US Y 2 2023-03-01 Fixed 3.25000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BB4 200000.00000000 PA USD 225790.61000000 0.011548832652 Long DBT CORP GB N 2 2026-05-25 Fixed 3.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TLTY4 90716.50000000 PA USD 106316.31000000 0.005437911135 Long ABS-MBS USGSE US N 2 2029-08-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TNK45 21745.46000000 PA USD 26286.47000000 0.001344511372 Long ABS-MBS USGSE US N 2 2030-03-15 Fixed 8.00000000 N N N N N N Comision Federal de Electricidad 4469000001BFPONMPF32 200447AB6 831000.00000000 PA USD 848918.44000000 0.043420835787 Long DBT NUSS MX Y 2 2021-05-26 Fixed 4.87500000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GXU7 222541.53000000 PA USD 174480.33000000 0.008924392968 Long ABS-MBS CORP US N 2 2035-08-25 Variable 3.05844800 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AL9 828000.00000000 PA USD 1018714.30000000 0.052105625523 Long DBT CORP US N 2 2043-01-15 Fixed 4.15000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283LA48 10204.01000000 PA USD 11022.45000000 0.000563780887 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 10.00000000 N N N N N N China Southern Power Grid International Finance BVI Co. Ltd. N/A 16892DAC2 1234000.00000000 PA USD 1354315.00000000 0.069271070634 Long DBT CORP VG Y 2 2027-05-08 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B3TZ1 2500650.00000000 PA USD 2798265.11000000 0.143126835402 Long ABS-MBS USGSE US N 2 2033-08-15 Fixed 3.00000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833EA4 850000.00000000 PA USD 830178.14000000 0.042462299077 Long DBT CORP US N 2 2060-08-20 Fixed 2.55000000 N N N N N N Boston Gas Co. FN7P4E7K9JOBORDEUX61 100743AJ2 308000.00000000 PA USD 383208.40000000 0.019600503681 Long DBT CORP US Y 2 2042-02-15 Fixed 4.48700000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TKGP9 17149.03000000 PA USD 1699.58000000 0.000086930829 Long ABS-MBS USGSE US N 2 2029-04-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313920YX2 45780.82000000 PA USD 46572.29000000 0.002382098987 Long ABS-MBS USGSE US N 2 2021-09-25 Fixed 6.50000000 N N N N N N BlackRock, Inc. 549300LRIF3NWCU26A80 09247XAR2 1400000.00000000 PA USD 1457806.20000000 0.074564481860 Long DBT CORP US N 2 2031-01-28 Fixed 1.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396FSM6 124521.95000000 PA USD 126552.65000000 0.006472967926 Long ABS-MBS USGSE US N 2 2035-08-15 Floating 0.96188000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B4KB1 3684366.00000000 PA USD 3862312.40000000 0.197551171678 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LALA5 4022000.00000000 PA USD 4635531.36000000 0.237100098770 Long ABS-MBS USGSE US N 2 2030-07-01 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PES6 127832.07000000 PA USD 139847.22000000 0.007152964158 Long ABS-MBS USGSE US N 2 2037-01-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TMGW0 46981.19000000 PA USD 54137.05000000 0.002769024499 Long ABS-MBS USGSE US N 2 2029-11-15 Fixed 8.00000000 N N N N N N Brookfield Finance, Inc. N/A 11271LAC6 337000.00000000 PA USD 381308.62000000 0.019503332939 Long DBT CORP CA N 2 2028-01-25 Fixed 3.90000000 N N N N N N Camillo Issuer LLC N/A 133715AA0 4865149.31000000 PA USD 4854506.80000000 0.248300346254 Long ABS-O USGA US N 3 2023-12-05 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393UQ89 21269.34000000 PA USD 23471.80000000 0.001200545453 Long ABS-MBS USGSE US N 2 2033-06-25 Floating 13.84974000 N N N N N N CoreVest American Finance Trust N/A 21872GAL9 2000000.00000000 PA USD 2014004.00000000 0.103013119799 Long ABS-O CORP US Y 3 2052-06-15 Fixed 4.21900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WTRM0 2731213.20000000 PA USD 3004585.96000000 0.153679820619 Long ABS-MBS USGSE US N 2 2043-06-01 Fixed 3.00000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BH2 173000.00000000 PA USD 247172.33000000 0.012642473819 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HGD7 245006.28000000 PA USD 279137.13000000 0.014277422792 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371HKW7 49330.91000000 PA USD 55342.57000000 0.002830684940 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BWA6 20119.48000000 PA USD 20232.04000000 0.001034836852 Long ABS-MBS USGA US N 2 2061-05-20 Floating 0.86375200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396JMD4 25319.37000000 PA USD 38568.31000000 0.001972708067 Long ABS-MBS USGSE US N 2 2036-03-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359VSW4 24896.44000000 PA USD 27954.63000000 0.001429835119 Long ABS-MBS USGSE US N 2 2029-04-25 Fixed 6.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MN2S8 637789.60000000 PA USD 685762.46000000 0.035075665413 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 3.50000000 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 06367WB85 950000.00000000 PA USD 997457.35000000 0.051018366145 Long DBT CORP CA N 2 2025-05-01 Fixed 1.85000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAB8 985000.00000000 PA USD 1013060.31000000 0.051816432876 Long DBT CORP US N 2 2026-06-01 Fixed 3.75000000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YBC0 380000.00000000 PA USD 417163.73000000 0.021337265116 Long DBT CORP US N 2 2029-11-15 Fixed 2.87500000 N N N N N N American Homes 4 Rent Trust N/A 02665UAA3 3601141.89000000 PA USD 3888086.64000000 0.198869483297 Long ABS-O CORP US Y 2 2036-10-17 Fixed 3.78600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NFGD3 117528.28000000 PA USD 122844.32000000 0.006283292710 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 3.23399900 N Y N N N N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 225433AC5 340000.00000000 PA USD 376488.42000000 0.019256787331 Long DBT CORP GG N 2 2025-03-26 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31384VRC8 13751.35000000 PA USD 15029.33000000 0.000768726463 Long ABS-MBS USGSE US N 2 2028-06-01 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397BAA9 191369.60000000 PA USD 182740.74000000 0.009346899878 Long ABS-MBS USGSE US N 2 2036-09-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XB94 586507.18000000 PA USD 67501.52000000 0.003452596005 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396KHT2 42914.30000000 PA USD 39850.65000000 0.002038297730 Long ABS-MBS USGSE US N 2 2036-08-25 None 0.00000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RKG6 1000000.00000000 PA USD 1013507.47000000 0.051839304403 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N Business Jet Securities LLC N/A 12326QAB0 3098031.69000000 PA USD 3101235.98000000 0.158623316306 Long ABS-O CORP US Y 3 2034-07-15 Fixed 5.19300000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCZ2 918000.00000000 PA USD 1029165.25000000 0.052640175090 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCH0 525000.00000000 PA USD 545313.52000000 0.027891924228 Long DBT CORP US Y 2 2023-03-15 Fixed 2.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339GK42 87151.67000000 PA USD 97903.81000000 0.005007625063 Long ABS-MBS USGSE US N 2 2031-10-15 Fixed 6.50000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBB3 325000.00000000 PA USD 379118.78000000 0.019391326085 Long DBT CORP US N 2 2025-11-15 Fixed 4.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TQKD8 88568.49000000 PA USD 105795.91000000 0.005411293498 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 7.25000000 N N N N N N Diageo Capital plc 213800L23DJLALFC4O95 25243YBD0 1180000.00000000 PA USD 1226282.14000000 0.062722392307 Long DBT CORP GB N 2 2030-04-29 Fixed 2.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAW9 190000.00000000 PA USD 229030.53000000 0.011714549437 Long DBT CORP US N 2 2046-05-14 Fixed 4.45000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBJ3 250000.00000000 PA USD 279923.92000000 0.014317665856 Long DBT CORP US N 2 2025-10-29 Fixed 4.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375KE99 2500000.00000000 PA USD 2938124.25000000 0.150280409250 Long ABS-MBS USGA US N 2 2037-07-16 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QTN9 121575.65000000 PA USD 130888.19000000 0.006694723941 Long ABS-MBS USGSE US N 2 2039-05-25 Fixed 6.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCC1 453000.00000000 PA USD 453510.91000000 0.023196365897 Long DBT CORP US Y 2 2020-09-15 Fixed 3.37500000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HBG9 1069000.00000000 PA USD 1164391.89000000 0.059556803888 Long DBT CORP US N 2 2025-02-05 Fixed 3.20000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AT7 1050000.00000000 PA USD 1270762.37000000 0.064997485733 Long DBT CORP US N 2 2050-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402REL9 474450.24000000 PA USD 500099.82000000 0.025579314971 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 3.66900100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392K2Z8 188795.42000000 PA USD 222111.13000000 0.011360633069 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Noble Energy, Inc. 02VFQXG2D1LR5ZH3K186 655044AE5 999000.00000000 PA USD 1377733.89000000 0.070468909824 Long DBT CORP US N 2 2041-03-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ABAC5 190780.06000000 PA USD 213255.78000000 0.010907695919 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371HDQ8 17511.57000000 PA USD 19837.71000000 0.001014667496 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 6.00000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781BB9 600000.00000000 PA USD 621072.14000000 0.031766857842 Long DBT CORP US Y 2 2022-03-01 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396Y4G4 131817.32000000 PA USD 25946.21000000 0.001327107612 Long ABS-MBS USGSE US N 2 2038-04-25 Floating 6.72486800 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 29717PAV9 2000000.00000000 PA USD 2116321.92000000 0.108246519609 Long DBT CORP US N 2 2032-03-15 Fixed 2.65000000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 257469AJ5 920000.00000000 PA USD 1163939.82000000 0.059533681222 Long DBT CORP US N 2 2033-08-01 Fixed 5.25000000 N N N N N N Republic of Panama 549300SHS4T08CL0LP14 698299BH6 325000.00000000 PA USD 417625.00000000 0.021360858348 Long DBT NUSS PA N 2 2050-04-16 Fixed 4.50000000 N N N N N N Anheuser-Busch Cos. LLC N/A 03522AAJ9 2235000.00000000 PA USD 2748589.05000000 0.140585983487 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAT4 813000.00000000 PA USD 866222.91000000 0.044305932064 Long DBT CORP FR Y 2 2024-11-21 Fixed 2.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393YT54 394918.31000000 PA USD 548414.17000000 0.028050517573 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 16.01839400 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCZ82 122951.88000000 PA USD 22813.86000000 0.001166892862 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 5.50000000 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AM2 594000.00000000 PA USD 553664.22000000 0.028319049328 Long DBT CORP US N 2 2029-09-15 Fixed 4.15000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAC9 600000.00000000 PA USD 583012.72000000 0.029820178693 Long DBT CORP IE N 2 2025-01-15 Fixed 3.50000000 N N N N N N Banc of America Funding Trust N/A 058927AG9 175487.37000000 PA USD 163882.55000000 0.008382333280 Long ABS-MBS CORP US N 2 2036-02-20 Variable 3.50407800 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAE1 264000.00000000 PA USD 303314.67000000 0.015514065730 Long DBT CORP US N 2 2027-03-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394ABD7 45299.20000000 PA USD 47518.80000000 0.002430511477 Long ABS-MBS USGSE US N 2 2024-07-25 Fixed 5.50000000 N N N N N N Alternative Loan Trust N/A 12667F2M6 634150.59000000 PA USD 104676.95000000 0.005354060463 Long ABS-MBS CORP US N 3 2035-03-25 Floating 6.92487000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395XBJ3 45947.13000000 PA USD 41720.80000000 0.002133952945 Long ABS-MBS USGSE US N 2 2035-08-15 None 0.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967ME8 1000000.00000000 PA USD 1161416.81000000 0.059404633251 Long DBT CORP US N 2 2030-03-20 Variable 3.98000200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393KA39 292392.37000000 PA USD 346081.05000000 0.017701498439 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36200MGS6 37171.67000000 PA USD 42561.45000000 0.002176950863 Long ABS-MBS USGA US N 2 2033-04-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8CB8 3832927.36000000 PA USD 4320798.45000000 0.221002008119 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396WVA1 10196.50000000 PA USD 21526.12000000 0.001101026998 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 38.12922000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393A6T9 144209.52000000 PA USD 150111.16000000 0.007677948459 Long ABS-MBS USGSE US N 2 2023-05-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TVR99 86048.13000000 PA USD 99002.25000000 0.005063808532 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FH3G6 3791000.36000000 PA USD 4168305.74000000 0.213202247143 Long ABS-MBS USGSE US N 2 2048-07-15 Fixed 4.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AM1 700000.00000000 PA USD 1026992.17000000 0.052529025484 Long DBT CORP GB N 2 2042-01-14 Fixed 6.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TD3W4 85476.22000000 PA USD 99624.45000000 0.005095633078 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7.50000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AT5 395000.00000000 PA USD 442769.64000000 0.022646966922 Long DBT CORP US N 2 2026-07-01 Fixed 3.20000000 N N N N N N Exeter Automobile Receivables Trust N/A 30167EAD7 3540000.00000000 PA USD 3616357.09000000 0.184970946508 Long ABS-O CORP US Y 2 2025-08-15 Fixed 3.11000000 N N N N N N Diamondback Energy, Inc. 549300R22LSX6OHWEN64 25278XAP4 1085000.00000000 PA USD 1190518.05000000 0.060893115658 Long DBT CORP US N 2 2025-05-31 Fixed 4.75000000 N N N N N N American Homes 4 Rent N/A 02666AAE8 1275000.00000000 PA USD 1401898.33000000 0.071704882718 Long ABS-O CORP US Y 3 2052-04-17 Fixed 5.63900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283YQW1 41836.43000000 PA USD 46964.90000000 0.002402180368 Long ABS-MBS USGSE US N 2 2029-07-01 Fixed 7.00000000 N N N N N N BB-UBS Trust N/A 05490AAA1 483000.00000000 PA USD 454822.89000000 0.023263471599 Long ABS-MBS CORP US Y 2 2030-06-05 Fixed 2.89220000 N N N N N N ANZ New Zealand Int'l Ltd. 213800VD256NU2D97H12 00182EBM0 1245000.00000000 PA USD 1359953.64000000 0.069559478153 Long DBT CORP NZ Y 2 2030-02-13 Fixed 2.55000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833CD0 569000.00000000 PA USD 701992.90000000 0.035905826754 Long DBT CORP US N 2 2046-08-04 Fixed 3.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393A5Z6 39819.14000000 PA USD 7208.92000000 0.000368724858 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 6.00000100 N N N N N N AIG SunAmerica Global Financing X 549300Q3UB1GMKCGGR05 00139PAA6 520000.00000000 PA USD 788465.53000000 0.040328765037 Long DBT CORP US Y 2 2032-03-15 Fixed 6.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359FP77 11027.30000000 PA USD 11105.99000000 0.000568053826 Long ABS-MBS USGSE US N 2 2023-12-25 Floating 1.17513000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJV9 143847.36000000 PA USD 145016.28000000 0.007417353403 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.83200100 N N N N N N Exeter Automobile Receivables Trust N/A 30167GAE0 2170000.00000000 PA USD 2207569.86000000 0.112913707447 Long ABS-O CORP US Y 2 2024-09-16 Fixed 2.44000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TQ5B9 11733.54000000 PA USD 14209.02000000 0.000726768903 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7.50000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CU7 515000.00000000 PA USD 614781.25000000 0.031445088766 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410DVM9 24385.74000000 PA USD 26738.69000000 0.001367641710 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.50000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CN6 810000.00000000 PA USD 920927.69000000 0.047103995055 Long DBT CORP US N 2 2026-06-15 Fixed 3.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36223NYF5 17.70000000 PA USD 17.72000000 0.000000906349 Long ABS-MBS USGA US N 2 2022-11-15 Fixed 7.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2E3 290000.00000000 PA USD 308808.49000000 0.015795065936 Long DBT CORP FR Y 2 2023-03-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132FYA80 3297939.21000000 PA USD 3647255.32000000 0.186551342112 Long ABS-MBS USGSE US N 2 2046-01-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393BE50 62724.84000000 PA USD 65540.94000000 0.003352315439 Long ABS-MBS USGSE US N 2 2023-05-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TLFS2 19675.56000000 PA USD 2122.72000000 0.000108573771 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394AVD5 103759.10000000 PA USD 98524.35000000 0.005039364703 Long ABS-MBS USGSE US N 2 2032-12-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396KYB2 171603.28000000 PA USD 167741.26000000 0.008579700195 Long ABS-MBS USGSE US N 2 2036-08-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397FR79 314226.72000000 PA USD 63917.11000000 0.003269259102 Long ABS-MBS USGSE US N 2 2037-03-15 Floating 6.28812000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339MTG3 114592.10000000 PA USD 134847.92000000 0.006897257869 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Exelon Generation Co. LLC S2PEWKCZFFECR4533P43 30161MAJ2 235000.00000000 PA USD 275059.71000000 0.014068869206 Long DBT CORP US N 2 2041-10-01 Fixed 5.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJE0 4685000.00000000 PA USD 4765448.52000000 0.243745156062 Long DBT CORP US N 2 2041-06-19 Variable 2.67599900 N N N N N N BAMLL Re-REMIC Trust N/A 05523HAA7 2600000.00000000 PA USD 2586492.22000000 0.132294986961 Long ABS-MBS CORP US Y 2 2021-05-27 Variable 0.91819100 N N N N N N AerCap Ireland Capital DAC N/A 00774MAN5 370000.00000000 PA USD 402415.47000000 0.020582914939 Long DBT CORP IE N 2 2025-07-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359LMA0 9184.97000000 PA USD 10414.91000000 0.000532706177 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 8.80000000 N N N N N N Australia & New Zealand Banking Group Ltd. JHE42UYNWWTJB8YTTU19 052528AK2 263000.00000000 PA USD 297349.11000000 0.015208936770 Long DBT CORP AU Y 2 2026-05-19 Fixed 4.40000000 N N N N N N Drive Auto Receivables Trust N/A 26208BAN0 1892619.38000000 PA USD 1925670.57000000 0.098495004539 Long ABS-O CORP US Y 2 2024-03-15 Fixed 4.18000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T7HX0 38823.46480000 PA USD 38587.79000000 0.001973704438 Long ABS-MBS USGSE US N 2 2024-02-15 None 0.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCJ6 443000.00000000 PA USD 488718.33000000 0.024997169755 Long DBT CORP US Y 2 2024-06-15 Fixed 3.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YTG7 95863.50000000 PA USD 15300.14000000 0.000782577966 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 6.02487000 N N N N N N Deutsche Telekom AG 549300V9QSIG4WX4GJ96 251566AA3 685000.00000000 PA USD 757596.30000000 0.038749852737 Long DBT CORP DE Y 2 2050-01-21 Fixed 3.62500000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAE2 2080000.00000000 PA USD 2029870.79000000 0.103824681017 Long DBT CORP US N 2 2029-10-01 Fixed 3.25000000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DG2 895000.00000000 PA USD 992742.74000000 0.050777221299 Long DBT CORP US N 2 2029-08-15 Fixed 3.25000000 N N N N N N Banc of America Funding Trust N/A 05946XLS0 66523.93000000 PA USD 65892.49000000 0.003370296665 Long ABS-MBS CORP US N 2 2034-12-20 Variable 4.40781800 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAD2 974000.00000000 PA USD 1110550.82000000 0.056802918298 Long DBT CORP US N 2 2024-02-15 Fixed 5.00000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAW5 400000.00000000 PA USD 410880.00000000 0.021015862264 Long DBT CORP CA N 2 2078-03-01 Variable 6.25000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDM0 1345000.00000000 PA USD 1383987.07000000 0.070788750093 Long DBT CORP US N 2 2031-01-15 Fixed 1.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396L4T4 214020.42000000 PA USD 212056.10000000 0.010846334184 Long ABS-MBS USGSE US N 2 2036-12-25 Floating 0.23513000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAJ1 1000000.00000000 PA USD 993586.09000000 0.050820357318 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBB8 475000.00000000 PA USD 521845.94000000 0.026691594621 Long DBT CORP US N 2 2024-02-15 Fixed 3.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TKA26 58288.89000000 PA USD 66162.33000000 0.003384098555 Long ABS-MBS USGSE US N 2 2029-03-15 Fixed 6.00000000 N N N N N N Alternative Loan Trust N/A 12668AYH2 737100.94000000 PA USD 100532.17000000 0.005142061521 Long ABS-MBS CORP US N 3 2035-12-25 Floating 4.92486800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCZH2 242304.47000000 PA USD 50735.60000000 0.002595045710 Long ABS-MBS USGSE US N 2 2036-05-25 Fixed 5.50000000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687DZ6 100000.00000000 PA USD 146870.51000000 0.007512194336 Long DBT CORP US N 2 2034-12-15 Fixed 6.20000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GBN1 1290000.00000000 PA USD 1401182.25000000 0.071668256359 Long DBT CORP US N 2 2030-10-15 Fixed 2.61000000 N N N N N N FREED ABS Trust N/A 30312JAA6 1068098.62000000 PA USD 1069063.11000000 0.054680887537 Long ABS-O CORP US Y 2 2026-11-18 Fixed 2.62000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 042735BC3 190000.00000000 PA USD 203435.42000000 0.010405400034 Long DBT CORP US N 2 2023-03-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31364HVN4 1596.50000000 PA USD 118.40000000 0.000006055972 Long ABS-MBS USGSE US N 2 2023-04-25 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358FKA6 4.76000000 PA USD 4.86000000 0.000000248581 Long ABS-MBS USGSE US N 2 2020-11-25 Floating 21.33730400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AJXA7 485746.44000000 PA USD 544130.88000000 0.027831434062 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 4.00000000 N N N N N N American International Group, Inc. ODVCVCQG2BP6VHV36M30 026874DC8 605000.00000000 PA USD 704593.15000000 0.036038825429 Long DBT CORP US N 2 2035-01-15 Fixed 3.87500000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PDT6 815000.00000000 PA USD 944372.45000000 0.048303157455 Long DBT CORP US N 2 2039-08-15 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392MEN8 279434.62000000 PA USD 318094.71000000 0.016270041404 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 5.26538900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392GKS3 94284.01000000 PA USD 99600.34000000 0.005094399890 Long ABS-MBS USGSE US N 2 2023-08-25 Fixed 6.88111000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBC3 630000.00000000 PA USD 642958.10000000 0.032886290087 Long DBT CORP US N 2 2030-06-15 Fixed 2.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381PSZ2 1429258.47000000 PA USD 1428725.20000000 0.073077034697 Long ABS-MBS USGSE US N 2 2021-01-01 Fixed 3.87000000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05525MAG1 1300000.00000000 PA USD 1398745.66000000 0.071543628633 Long ABS-MBS CORP US Y 3 2046-08-15 Variable 4.35436200 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282U3 569000.00000000 PA USD 606585.12000000 0.031025869678 Long DBT UST US N 2 2024-08-31 Fixed 1.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AFK60 2000000.00000000 PA USD 2111109.80000000 0.107979927913 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.00000000 N N N N N N John Sevier Combined Cycle Generation LLC N/A 478045AA5 728312.24000000 PA USD 925229.17000000 0.047324008955 Long DBT CORP US N 2 2042-01-15 Fixed 4.62600000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAR2 590000.00000000 PA USD 576610.90000000 0.029492735724 Long DBT CORP US N 2 2031-02-15 Fixed 2.00000000 N N N N N N Charter Communications Operating LLC N/A 161175AZ7 528000.00000000 PA USD 729878.41000000 0.037332126494 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397H3E6 208136.72000000 PA USD 238477.87000000 0.012197765938 Long ABS-MBS USGSE US N 2 2037-05-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394E7B8 391436.69000000 PA USD 448482.01000000 0.022939145614 Long ABS-MBS USGSE US N 2 2035-08-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31401A3J4 92790.63000000 PA USD 109333.78000000 0.005592249954 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14686UAE5 4675000.00000000 PA USD 4799362.48000000 0.245479801487 Long ABS-O CORP US Y 2 2024-06-17 Fixed 3.00000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BY4 725000.00000000 PA USD 897876.71000000 0.045924973879 Long DBT CORP US N 2 2039-06-15 Fixed 5.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HVY73 6200000.00000000 PA USD 6738292.18000000 0.344652989559 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 2.52000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393HXK3 281168.78000000 PA USD 331528.02000000 0.016957133968 Long ABS-MBS USGSE US N 2 2033-01-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394D6N5 433409.70000000 PA USD 101485.92000000 0.005190844325 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 6.53487100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BJQ71 353000.00000000 PA USD 383505.87000000 0.019615718802 Long ABS-MBS USGSE US N 2 2025-05-25 Fixed 2.77000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3139204T4 26989.70000000 PA USD 32412.63000000 0.001657854769 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395N5A1 259509.39000000 PA USD 259494.05000000 0.013272710312 Long ABS-MBS USGSE US N 2 2046-02-25 Floating 0.39512900 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAC7 350000.00000000 PA USD 402158.21000000 0.020569756497 Long DBT CORP US N 2 2036-10-01 Fixed 6.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391REW8 11627.36000000 PA USD 12984.43000000 0.000664133061 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833DG2 150000.00000000 PA USD 181120.93000000 0.009264049157 Long DBT CORP US N 2 2047-11-13 Fixed 3.75000000 N N N N N N Reliance Steel & Aluminum Co. 549300E287ZOFT3C5Z56 759509AF9 2500000.00000000 PA USD 2505296.10000000 0.128141933821 Long DBT CORP US N 2 2025-08-15 Fixed 1.30000000 N N N N N N ACC Trust N/A 00108GAA3 1578695.55000000 PA USD 1586988.44000000 0.081171949157 Long ABS-O CORP US Y 2 2023-02-21 Fixed 2.82000000 N N N N N N B2R Mortgage Trust 549300JNS8TBD8XLZ117 05605GAA0 139061.95000000 PA USD 138973.92000000 0.007108296244 Long ABS-O CORP US Y 2 2048-11-15 Fixed 3.33600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397NUK9 870937.48000000 PA USD 193728.11000000 0.009908886478 Long ABS-MBS USGSE US N 2 2036-10-25 Fixed 5.50000000 N N N N N N Alphabet, Inc. 5493006MHB84DD0ZWV18 02079KAF4 1770000.00000000 PA USD 1674835.79000000 0.085665202194 Long DBT CORP US N 2 2050-08-15 Fixed 2.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129115U0 4572.02000000 PA USD 4572.52000000 0.000233877167 Long ABS-MBS USGSE US N 2 2022-09-15 Floating 1.31188000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397BYN5 65021.37000000 PA USD 61120.67000000 0.003126225618 Long ABS-MBS USGSE US N 2 2036-05-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HTZ66 2355236.05000000 PA USD 2572287.33000000 0.131568429300 Long ABS-MBS USGSE US N 2 2044-01-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393AP68 46199.20000000 PA USD 53314.08000000 0.002726930884 Long ABS-MBS USGSE US N 2 2042-10-25 Variable 5.76873000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DTT6 84930.81000000 PA USD 86247.24000000 0.004411409940 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 3.07300000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669FNP4 39904.33000000 PA USD 38646.47000000 0.001976705827 Long ABS-MBS CORP US N 2 2034-05-20 Variable 3.27238600 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833DQ0 1094000.00000000 PA USD 1176002.70000000 0.060150678459 Long DBT CORP US N 2 2049-09-11 Fixed 2.95000000 N N N N N N Children's National Medical Center N/A 16876DAA6 650000.00000000 PA USD 637891.12000000 0.032627122073 Long DBT CORP US N 2 2050-07-15 Fixed 2.92800000 N N N N N N Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust N/A 1729734K2 75668.02900000 PA USD 64638.82000000 0.003306173427 Long ABS-MBS CORP US N 3 2035-11-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AW7J0 3815000.00000000 PA USD 4248181.81000000 0.217287781814 Long ABS-MBS USGSE US N 2 2027-05-25 Variable 3.06100100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394JY76 96066.98700000 PA USD 83994.12000000 0.004296166415 Long ABS-MBS USGSE US N 2 2043-09-25 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376R2M7 7988126.88000000 PA USD 855528.39000000 0.043758924277 Long ABS-MBS USGA US N 2 2067-03-20 Variable 2.32287800 N N N N N N Chase Funding Trust N/A 161546HC3 421906.69420000 PA USD 439927.22000000 0.022501581633 Long ABS-O CORP US N 3 2034-11-25 Variable 4.99447400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TCC63 43387.40000000 PA USD 48934.03000000 0.002502898253 Long ABS-MBS USGSE US N 2 2027-12-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397SHK3 1866772.82000000 PA USD 2025313.36000000 0.103591575680 Long ABS-MBS USGSE US N 2 2031-04-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8A95 3955228.40000000 PA USD 4291589.84000000 0.219508033906 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 2.92000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BK0 200000.00000000 PA USD 286125.00000000 0.014634841292 Long DBT NUSS CO N 2 2037-09-18 Fixed 7.37500000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAA9 425000.00000000 PA USD 616247.54000000 0.031520087181 Long DBT CORP US N 2 2040-05-01 Fixed 5.75000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAE5 400000.00000000 PA USD 421115.81000000 0.021539407759 Long DBT CORP ES N 2 2023-02-23 Fixed 3.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412BTY8 80494.28000000 PA USD 80608.02000000 0.004122972755 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.87500000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 67103HAF4 432000.00000000 PA USD 497199.02000000 0.025430943638 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MF5 355000.00000000 PA USD 386173.64000000 0.019752171018 Long DBT CORP US N 2 2025-04-24 Variable 3.35200000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAB9 840000.00000000 PA USD 837607.24000000 0.042842285794 Long DBT CORP GB Y 2 2025-09-02 Fixed 1.20000000 N N N N N N Vendee Mortgage Trust N/A 911760DS2 138549.87000000 PA USD 148731.55000000 0.007607383589 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T2DL1 57453.72000000 PA USD 60882.85000000 0.003114061501 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 6.00000000 N N N N N N Mylan, Inc. 30ZMPDNA1RHIBH89C294 628530BC0 520000.00000000 PA USD 661999.40000000 0.033860222472 Long DBT CORP US N 2 2043-11-29 Fixed 5.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RHF6 2279289.46000000 PA USD 2283539.65000000 0.116799442073 Long ABS-MBS USGA US N 2 2065-09-20 Floating 0.68375200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129413U9 458368.72000000 PA USD 528364.04000000 0.027024985129 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N Banc of America Funding Trust N/A 05946XXQ1 39594.58000000 PA USD 40163.51000000 0.002054300024 Long ABS-MBS CORP US N 2 2035-03-20 Variable 3.86476600 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GCA4 26411.42400000 PA USD 24258.93000000 0.001240805908 Long ABS-MBS CORP US N 3 2033-09-25 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SN9 7000000.00000000 PA USD 6601875.00000000 0.337675466522 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Progress Energy, Inc. 549300FBMTW0JYWMNB26 743263AG0 300000.00000000 PA USD 426962.69000000 0.021838466425 Long DBT CORP US N 2 2031-10-30 Fixed 7.00000000 N N N N N N Kimco Realty Corp. 549300EA7I6T15IBYS12 49446RAW9 1250000.00000000 PA USD 1278514.89000000 0.065394014872 Long DBT CORP US N 2 2030-10-01 Fixed 2.70000000 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A 32052WAB5 1116030.24000000 PA USD 288824.16000000 0.014772899058 Long ABS-MBS CORP US N 3 2037-08-25 Floating 5.47486900 N N N N N N Baker Hughes Holdings LLC 549300XU3XH6F05YEQ93 057224AZ0 300000.00000000 PA USD 364055.67000000 0.018620871829 Long DBT CORP US N 2 2040-09-15 Fixed 5.12500000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BK9 760000.00000000 PA USD 885074.66000000 0.045270169265 Long DBT CORP JP N 2 2039-07-18 Fixed 3.75100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359SDC1 25933.51000000 PA USD 31093.87000000 0.001590402280 Long ABS-MBS USGSE US N 2 2031-03-25 Fixed 7.00000000 N N N N N N Citigroup Mortgage Loan Trust N/A 17323MAD7 413075.52000000 PA USD 414559.58000000 0.021204066962 Long ABS-MBS CORP US Y 2 2058-06-25 Variable 4.50000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AY2 615000.00000000 PA USD 636719.80000000 0.032567210907 Long DBT CORP JP N 2 2040-07-09 Fixed 3.02500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHC6 1747000.00000000 PA USD 1841136.90000000 0.094171240994 Long DBT CORP US N 2 2023-12-20 Variable 3.00399800 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2C6 675000.00000000 PA USD 737434.22000000 0.037718594227 Long DBT CORP US N 2 2024-01-24 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359LZB4 55413.84000000 PA USD 59127.65000000 0.003024285797 Long ABS-MBS USGSE US N 2 2023-11-25 Fixed 6.50000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AC3 226000.00000000 PA USD 249546.38000000 0.012763902722 Long DBT NUSS CO N 2 2023-09-18 Fixed 5.87500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 85325WAA6 570000.00000000 PA USD 591619.59000000 0.030260406484 Long DBT CORP GB Y 2 2026-01-30 Variable 2.81900200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374UF97 231190.30000000 PA USD 33907.83000000 0.001734331885 Long ABS-MBS USGA US N 2 2039-06-20 Floating 5.79200000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GJB6 1510000.00000000 PA USD 1606781.50000000 0.082184332877 Long DBT CORP US N 2 2031-04-29 Variable 2.59200000 N N N N N N Banc of America Funding Trust N/A 05946X3C5 90829.27230000 PA USD 68070.25000000 0.003481685646 Long ABS-MBS CORP US N 3 2036-01-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393FQX7 230091.74000000 PA USD 266977.84000000 0.013655494336 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358F6Z7 89.07000000 PA USD 89.28000000 0.000004566530 Long ABS-MBS USGSE US N 2 2021-03-25 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292J5A4 82270.95000000 PA USD 96416.23000000 0.004931537698 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392R3H2 132371.07000000 PA USD 159518.30000000 0.008159108794 Long ABS-MBS USGSE US N 2 2032-07-15 Fixed 6.50000000 N N N N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506AL5 365000.00000000 PA USD 451795.89000000 0.023108645336 Long DBT CORP US N 2 2048-09-26 Fixed 5.00000000 N N N N N N CRH America, Inc. 549300RN11MJ182CNF63 12626PAN3 893000.00000000 PA USD 1065289.32000000 0.054487864146 Long DBT CORP US Y 2 2045-05-18 Fixed 5.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128K7XQ6 462163.09000000 PA USD 541513.47000000 0.027697557680 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.50000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAJ7 265000.00000000 PA USD 306950.75000000 0.015700045472 Long DBT CORP NL Y 2 2025-09-14 Fixed 4.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828G53 5100000.00000000 PA USD 5208773.41000000 0.266420523144 Long DBT UST US N 2 2021-11-30 Fixed 1.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403K4Q3 101720.16000000 PA USD 102187.98000000 0.005226753584 Long ABS-MBS USGSE US N 2 2034-05-01 Variable 2.71000100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339WBV7 136829.37000000 PA USD 163362.79000000 0.008355748378 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31378HQW4 25017.83000000 PA USD 25964.30000000 0.001328032886 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.00000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00080QAF2 1216000.00000000 PA USD 1372748.14000000 0.070213896596 Long DBT CORP NL Y 2 2025-07-28 Fixed 4.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312907DL9 1117.76000000 PA USD 1153.71000000 0.000059010442 Long ABS-MBS USGSE US N 2 2021-09-15 Fixed 8.50000000 N N N N N N FMR LLC 6X064LF7Y6B4DKF2GZ26 30251BAB4 500000.00000000 PA USD 744958.19000000 0.038103433395 Long DBT CORP US Y 2 2039-11-15 Fixed 6.45000000 N N N N N N MRCD MARK Mortgage Trust N/A 55348UAG3 2050000.00000000 PA USD 2109696.82000000 0.107907656221 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NBM2 555000.00000000 PA USD 691071.84000000 0.035347231805 Long DBT CORP US N 2 2034-08-15 Fixed 4.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375PYG0 255114.91000000 PA USD 34491.66000000 0.001764193866 Long ABS-MBS USGA US N 2 2038-02-20 Floating 5.67200200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T36V5 14101.36000000 PA USD 15847.25000000 0.000810561777 Long ABS-MBS USGSE US N 2 2024-02-15 Floating 10.00000100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396HVU0 169481.17000000 PA USD 160424.57000000 0.008205463071 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCS8 696000.00000000 PA USD 802381.34000000 0.041040536713 Long DBT CORP US N 2 2025-10-15 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31412QDW6 278327.48000000 PA USD 318444.75000000 0.016287945397 Long ABS-MBS USGSE US N 2 2039-08-01 Fixed 6.50000000 N N N N N N GE Capital Mortgage Services, Inc. Trust N/A 36157RD93 69873.62220000 PA USD 61956.98000000 0.003169001552 Long ABS-O CORP US N 3 2029-04-25 Variable 6.70500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202DYY1 94589.60000000 PA USD 105268.48000000 0.005384316288 Long ABS-MBS USGA US N 2 2033-08-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395DFA2 360366.72000000 PA USD 392386.53000000 0.020069950517 Long ABS-MBS USGSE US N 2 2036-01-25 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36210APW1 9275.63000000 PA USD 10214.00000000 0.000522429948 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396X6G4 527253.21000000 PA USD 21363.09000000 0.001092688271 Long ABS-MBS USGSE US N 2 2038-01-25 Floating 2.50418900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371LPA1 17552.59000000 PA USD 18921.40000000 0.000967799689 Long ABS-MBS USGSE US N 2 2024-04-01 Fixed 4.50000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DCH4 91811.96990000 PA USD 93973.49000000 0.004806595410 Long ABS-MBS CORP US N 2 2034-09-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394B2B9 289175.89000000 PA USD 287533.95000000 0.014706906857 Long ABS-MBS USGSE US N 2 2044-08-25 Floating 0.42513100 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122DJ4 975000.00000000 PA USD 1387846.90000000 0.070986174294 Long DBT CORP US N 2 2045-08-15 Fixed 5.00000000 N N N N N N MASTR Asset Securitization Trust N/A 55265K4C0 19187.90200000 PA USD 17265.62000000 0.000883109160 Long ABS-MBS CORP US N 3 2033-12-25 None 0.00000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCN9 620000.00000000 PA USD 886546.54000000 0.045345453600 Long DBT CORP US N 2 2058-10-15 Fixed 4.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410S5Y9 89416.66000000 PA USD 94716.51000000 0.004844599708 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.13300100 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAV1 1180000.00000000 PA USD 1235548.94000000 0.063196374473 Long DBT CORP FR N 2 2050-05-29 Fixed 3.12700000 N N N N N N GSMPS Mortgage Loan Trust N/A 362341LL1 705022.89000000 PA USD 582586.99000000 0.029798403277 Long ABS-MBS CORP US Y 2 2035-09-25 Floating 0.52512800 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PJE0 4024393.14000000 PA USD 4531958.86000000 0.231802529177 Long ABS-MBS USGSE US N 3 2058-07-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392GVR3 536075.48000000 PA USD 649759.83000000 0.033234187821 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 7.00000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 26138EAX7 250000.00000000 PA USD 280246.59000000 0.014334169916 Long DBT CORP US N 2 2027-06-15 Fixed 3.43000000 N N N N N N Impac Secured Assets Trust N/A 45254TTN4 203277.23000000 PA USD 193493.13000000 0.009896867623 Long ABS-MBS CORP US N 2 2036-05-25 Floating 0.52512800 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400FV0 552000.00000000 PA USD 605162.86000000 0.030953123328 Long DBT CORP US N 2 2042-03-15 Fixed 4.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312915YY1 11402.40000000 PA USD 12349.26000000 0.000631645120 Long ABS-MBS USGSE US N 2 2023-05-15 Floating 8.79400100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QSZC3 11485.62000000 PA USD 11525.52000000 0.000589512122 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 3.84500200 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392BWF9 11027.27000000 PA USD 14277.80000000 0.000730286892 Long ABS-MBS USGSE US N 2 2023-12-25 Floating 23.88704400 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T6MS7 35773.45000000 PA USD 37095.72000000 0.001897387417 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 5.00000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VCZ5 400000.00000000 PA USD 543327.81000000 0.027790358302 Long DBT CORP US N 2 2055-03-15 Fixed 4.67200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LXDY3 254113.84000000 PA USD 272926.14000000 0.013959740475 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 4.00000000 N N N N N N Western Union Co. (The) 28ID94QU1140NC23S047 959802AU3 1100000.00000000 PA USD 1145216.75000000 0.058576025799 Long DBT CORP US N 2 2022-03-15 Fixed 3.60000000 N N N N N N Banc of America Alternative Loan Trust N/A 05948KSR1 6185.67800000 PA USD 4893.33000000 0.000250286091 Long ABS-MBS CORP US N 3 2019-07-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397EBP9 125280.42000000 PA USD 117761.90000000 0.006023334964 Long ABS-MBS USGSE US N 2 2036-12-15 None 0.00000000 N N N N N N Dell International LLC N/A 25272KAK9 1410000.00000000 PA USD 1660002.79000000 0.084906517700 Long DBT CORP US Y 2 2026-06-15 Fixed 6.02000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403KWA7 41608.32000000 PA USD 46987.61000000 0.002403341948 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396H5M7 142185.45000000 PA USD 142241.31000000 0.007275418076 Long ABS-MBS USGSE US N 2 2036-01-15 Floating 0.46188000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TU3J5 63755.28000000 PA USD 76258.49000000 0.003900501173 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 7.00000000 N N N N N N Guardian Life Insurance Co. of America (The) N1YIDVMMKBHFYCCAIX69 401378AC8 208000.00000000 PA USD 275901.45000000 0.014111922876 Long DBT CORP US Y 2 2077-01-24 Fixed 4.85000000 N N N N N N Healthcare Trust of America Holdings LP 549300IYGAS4GE6VDL07 42225UAG9 1604000.00000000 PA USD 1693340.33000000 0.086611680153 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385XNG8 21093.27000000 PA USD 23509.84000000 0.001202491139 Long ABS-MBS USGSE US N 2 2022-12-01 Fixed 6.50000000 N N N N N N HSBC Bank plc MP6I5ZYZBEU3UXPYFY54 44328MAK0 575000.00000000 PA USD 584635.44000000 0.029903178255 Long DBT CORP GB Y 2 2021-01-19 Fixed 4.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XSE6 169063.21000000 PA USD 28227.55000000 0.001443794545 Long ABS-MBS USGA US N 2 2038-09-20 Floating 7.44199900 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680AV5 850000.00000000 PA USD 834074.54000000 0.042661593775 Long DBT CORP US N 2 2048-07-15 Fixed 5.20000000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 655844BV9 600000.00000000 PA USD 723675.50000000 0.037014857456 Long DBT CORP US N 2 2052-08-15 Fixed 4.05000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040QAJ3 670000.00000000 PA USD 703874.99000000 0.036002092681 Long DBT CORP US N 2 2030-01-15 Fixed 3.10000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36210ASU2 4751.27000000 PA USD 5289.98000000 0.000270574111 Long ABS-MBS USGA US N 2 2028-10-15 Fixed 6.50000000 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 92936UAE9 350000.00000000 PA USD 394302.77000000 0.020167963163 Long DBT CORP US N 2 2026-10-01 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828F96 1100000.00000000 PA USD 1123546.88000000 0.057467646216 Long DBT UST US N 2 2021-10-31 Fixed 2.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359U4D4 22241.95000000 PA USD 1427.39000000 0.000073008741 Long ABS-MBS USGSE US N 2 2028-12-25 Floating 7.97487100 N N N N N N LB-UBS Commercial Mortgage Trust N/A 50180CAU4 2086070.37000000 PA USD 503.37000000 0.000025746579 Long ABS-MBS CORP US Y 3 2038-11-15 Variable 0.87540500 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513EBD2 350000.00000000 PA USD 378278.33000000 0.019348338397 Long DBT CORP US Y 2 2024-03-15 Fixed 3.20000000 N N N N N N Home Equity Mortgage Loan Asset-Backed Trust N/A 456606KH4 36559.24000000 PA USD 36154.82000000 0.001849261870 Long ABS-O CORP US N 3 2036-03-25 Floating 0.37513100 N N N N N N Kellogg Co. LONOZNOJYIBXOHXWDB86 487836BX5 620000.00000000 PA USD 637586.19000000 0.032611525385 Long DBT CORP US N 2 2030-06-01 Fixed 2.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCG91 3.92000000 PA USD 0.00000000 0.000000 Long ABS-MBS USGSE US N 2 2020-11-25 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BE73 302575.35000000 PA USD 303179.14000000 0.015507133585 Long ABS-MBS USGA US N 2 2063-01-20 Fixed 1.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400KQ66 33496.98000000 PA USD 37186.91000000 0.001902051641 Long ABS-MBS USGSE US N 2 2027-03-01 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393XRE9 208943.47000000 PA USD 313471.22000000 0.016033557202 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 19.04339200 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591CS9 6839000.00000000 PA USD 10655079.86000000 0.544990485666 Long DBT USGA US N 2 2036-04-01 Fixed 5.88000000 N N N N N N MASTR Asset Securitization Trust N/A 55265K6X2 10566.41000000 PA USD 8769.50000000 0.000448546057 Long ABS-MBS CORP US N 3 2034-02-25 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SL3 8859000.00000000 PA USD 9970527.66000000 0.509976723138 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92937EAJ3 400000.00000000 PA USD 352778.20000000 0.018044047072 Long ABS-MBS CORP US Y 3 2045-03-15 Variable 4.39825300 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XBQ7 239603.05000000 PA USD 42047.94000000 0.002150685639 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375QK73 197696.58000000 PA USD 33826.00000000 0.001730146410 Long ABS-MBS USGA US N 2 2038-06-20 Floating 6.04199900 N N N N N N Csma Sfr Holdings Ii jul23 N/A N/A 2968413.10000000 PA USD 2965444.69000000 0.151677806553 Long ABS-MBS CORP US N 3 2023-07-25 Fixed 0.00000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 694308JE8 4500000.00000000 PA USD 4515615.00000000 0.230966566583 Long DBT CORP US N 2 2022-06-16 Fixed 1.75000000 N N N N N N Kabbage Funding LLC N/A 48283PAE1 1209443.25000000 PA USD 1198195.43000000 0.061285801504 Long ABS-O CORP US Y 3 2024-03-15 Fixed 3.82500000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433LY0 32091.43000000 PA USD 30654.93000000 0.001567951194 Long ABS-MBS CORP US N 2 2034-05-25 Variable 3.89240300 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 62854AAN4 300000.00000000 PA USD 339958.46000000 0.017388337643 Long DBT CORP NL N 2 2026-06-15 Fixed 3.95000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCH2 443000.00000000 PA USD 513872.86000000 0.026283784187 Long DBT CORP US N 2 2028-05-01 Fixed 3.55000000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RJZ6 646000.00000000 PA USD 683963.17000000 0.034983634575 Long DBT CORP US N 2 2041-06-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGA69 3000000.00000000 PA USD 3324165.30000000 0.170025798500 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.00000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BJ8 400000.00000000 PA USD 423304.05000000 0.021651332775 Long DBT CORP GB Y 2 2024-03-15 Variable 3.88500100 N N N N N N Westgate Resorts LLC 5493001B6N5F6HQT6Z27 96033DAA8 492583.74000000 PA USD 493659.20000000 0.025249887443 Long ABS-O CORP US Y 2 2030-12-20 Fixed 3.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398S6Q1 37500.08000000 PA USD 37598.68000000 0.001923113026 Long ABS-MBS USGSE US N 2 2039-02-25 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AVYL7 1181268.00000000 PA USD 1277575.60000000 0.065345971674 Long ABS-MBS USGSE US N 2 2026-12-25 Variable 2.56500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31364HJ81 1965.05000000 PA USD 2153.13000000 0.000110129194 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 9.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BM0 991000.00000000 PA USD 1039964.40000000 0.053192534535 Long DBT CORP GB N 2 2023-11-22 Variable 3.03300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393WXE4 9021.79000000 PA USD 9574.30000000 0.000489710304 Long ABS-MBS USGSE US N 2 2023-07-15 Floating 8.43811900 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526BX6 1000000.00000000 PA USD 1033189.96000000 0.052846032642 Long DBT CORP DE N 2 2021-10-14 Fixed 4.25000000 N N N N N N FNMA N/A 3136AN6U6 8555000.00000000 PA USD 9537206.39000000 0.487813025400 Long ABS-MBS USGSE US N 2 2027-04-25 Variable 3.09200000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 533000.00000000 PA USD 562981.25000000 0.028795600679 Long DBT NUSS CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YX2 10153900.00000000 PA USD 10993579.91000000 0.562304227944 Long DBT UST US N 2 2026-12-31 Fixed 1.75000000 N N N N N N NCUA Guaranteed Notes Trust N/A 62889AAA1 200393.26000000 PA USD 200413.00000000 0.010250808031 Long ABS-O CORP US N 2 2020-12-07 Floating 0.50350000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BMTX4 3560000.00000000 PA USD 3971725.75000000 0.203147491512 Long ABS-MBS USGSE US N 2 2025-11-25 Fixed 3.15100000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAS2 750000.00000000 PA USD 815639.14000000 0.041718652218 Long DBT CORP NL Y 2 2024-03-16 Fixed 3.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394KZD9 50201.16000000 PA USD 67417.05000000 0.003448275499 Long ABS-MBS USGSE US N 2 2033-07-15 Floating 12.96290900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T54P5 12904.38000000 PA USD 14140.32000000 0.000723255007 Long ABS-MBS USGSE US N 2 2024-08-15 Fixed 7.50000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 404119BT5 850000.00000000 PA USD 1003094.76000000 0.051306710752 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LL2 38462000.00000000 PA USD 38301668.08000000 1.959069754806 Long DBT UST US N 2 2023-02-15 None 0.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XAV7 82000.00000000 PA USD 102092.06000000 0.005221847428 Long DBT CORP US N 2 2034-07-08 Fixed 4.30000000 N N N N N N Korea Gas Corp. 988400TFZILHBD5M3R71 50066AAK9 653000.00000000 PA USD 660550.31000000 0.033786103810 Long DBT NUSS KR Y 2 2021-07-18 Fixed 1.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394ATX4 37716.62000000 PA USD 45450.96000000 0.002324744731 Long ABS-MBS USGSE US N 2 2032-11-25 Floating 8.50000000 N N N N N N RALI Trust N/A 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 Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081EZ2 550000.00000000 PA USD 574186.85000000 0.029368749399 Long DBT CORP US N 2 2040-05-28 Fixed 2.55000000 N N N N N N ONEOK, Inc. 2T3D6M0JSY48PSZI1Q41 682680AY9 615000.00000000 PA USD 604573.95000000 0.030923001513 Long DBT CORP US N 2 2029-09-01 Fixed 3.40000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 03523TBT4 780000.00000000 PA USD 905576.26000000 0.046318793686 Long DBT CORP US N 2 2048-10-06 Fixed 4.43900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374DPV5 470158.88000000 PA USD 70630.65000000 0.003612646057 Long ABS-MBS USGA US N 2 2038-01-16 Floating 6.37812000 N N N N N N Public Service Electric and Gas Co. 549300RUHPVD434XUK18 74456QAU0 317000.00000000 PA USD 445850.85000000 0.022804565941 Long DBT CORP US N 2 2039-11-01 Fixed 5.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375K3J9 262357.07000000 PA USD 23813.89000000 0.001218042815 Long ABS-MBS USGA US N 2 2037-08-20 Floating 6.61700200 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BFC9 850000.00000000 PA USD 888844.18000000 0.045462974253 Long DBT CORP US N 2 2022-03-08 Fixed 3.50000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AH9 353000.00000000 PA USD 376541.99000000 0.019259527352 Long DBT CORP US N 2 2025-03-15 Fixed 3.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AMCU9 54757.20000000 PA USD 54819.74000000 0.002803943013 Long ABS-MBS USGSE US N 2 2039-11-15 Floating 0.61188100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TBEZ9 19689.74000000 PA USD 23058.21000000 0.001179390978 Long ABS-MBS USGSE US N 2 2027-09-15 Fixed 7.50000000 N N N N N N DXC Technology Co. 549300DOVZ3EDJB7O259 23355LAC0 478000.00000000 PA USD 519704.42000000 0.026582059260 Long DBT CORP US N 2 2024-04-15 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HTSS6 1208496.19000000 PA USD 1103144.07000000 0.056424074748 Long ABS-MBS USGSE US N 2 2043-09-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392F6E2 45852.89000000 PA USD 61002.85000000 0.003120199312 Long ABS-MBS USGSE US N 2 2032-12-25 Floating 14.16226000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136195D6 11913.50900000 PA USD 11979.08000000 0.000612710999 Long ABS-MBS USGSE US N 2 2027-09-01 Variable 2.51799800 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAA1 945000.00000000 PA USD 944481.66000000 0.048308743374 Long DBT CORP GB Y 2 2023-09-02 Fixed 0.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGC26 3348863.00000000 PA USD 3731691.62000000 0.190870125335 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.00000000 N N N N N N Honeywell International, Inc. ISRPG12PN4EIEOEMW547 438516BZ8 1050000.00000000 PA USD 1108076.28000000 0.056676349490 Long DBT CORP US N 2 2030-06-01 Fixed 1.95000000 N N N N N N Banc of America Mortgage Trust N/A 05948XT27 46216.56000000 PA USD 45523.32000000 0.002328445830 Long ABS-MBS CORP US N 2 2034-02-25 Variable 3.84932200 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669FXJ7 131120.69000000 PA USD 135052.11000000 0.006907701864 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.55763900 N N N N N N PPL Capital Funding, Inc. 549300MROK5WY0D2NU17 69352PAF0 200000.00000000 PA USD 213182.64000000 0.010903954924 Long DBT CORP US N 2 2023-06-01 Fixed 3.40000000 N N N N N N Xylem, Inc. 549300DF5MV96DRYLQ48 98419MAJ9 197000.00000000 PA USD 220940.92000000 0.011300778678 Long DBT CORP US N 2 2026-11-01 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394EKR8 123490.97000000 PA USD 184234.39000000 0.009423297713 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 16.93717600 N N N N N N Mars, Inc. 54930073HKEO6GZBSS03 571676AL9 1570000.00000000 PA USD 1557785.18000000 0.079678248588 Long DBT CORP US Y 2 2032-07-16 Fixed 1.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RJ9 17000000.00000000 PA USD 22555546.96000000 1.153680559294 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N MASTR Alternative Loan Trust N/A 576434VU5 4166.07000000 PA USD 4181.44000000 0.000213874043 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 4.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 880591EJ7 304000.00000000 PA USD 469821.30000000 0.024030616553 Long DBT USGA US N 2 2060-09-15 Fixed 4.62500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABG9 2105000.00000000 PA USD 2135375.15000000 0.109221062194 Long DBT CORP US Y 2 2026-02-15 Fixed 1.50000000 N N N N N N PECO Energy Co. YH65D4JBECK76IFEJ279 693304AY3 410000.00000000 PA USD 430858.90000000 0.022037751405 Long DBT CORP US N 2 2050-06-15 Fixed 2.80000000 N N N N N N Credit Acceptance Auto Loan Trust 549300JDZNIORD1CFR68 22534DAC4 2097000.00000000 PA USD 2165534.36000000 0.110763658094 Long ABS-O CORP US Y 2 2027-10-15 Fixed 3.89000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGZH8 1732542.14000000 PA USD 1504117.03000000 0.076933207582 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48248XAA6 2806597.55490000 PA USD 117001.44000000 0.005984438638 Long ABS-O CORP US Y 3 2039-03-25 Variable 1.79225300 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EBM6 1500000.00000000 PA USD 1522990.16000000 0.077898538337 Long DBT CORP GB N 2 2031-06-24 Variable 2.64499900 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617JSK70 1195693.98000000 PA USD 1290546.90000000 0.066009433157 Long ABS-MBS USGA US N 2 2049-06-20 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A4XU8 6534.13000000 PA USD 6535.97000000 0.000334304529 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 0.62512900 N N N N N N Hutchison Whampoa International 12 II Ltd. 2549005GEGKY2Q53V676 44842CAB9 539000.00000000 PA USD 564434.06000000 0.028869909613 Long DBT CORP KY Y 2 2022-11-08 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3139204E7 30290.86700000 PA USD 36042.70000000 0.001843527109 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 7.00000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBD0 875000.00000000 PA USD 914912.75000000 0.046796340385 Long DBT CORP JP N 2 2026-05-25 Variable 2.22599900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WQAD4 1520102.91000000 PA USD 1634502.07000000 0.083602196197 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N ML-CFC Commercial Mortgage Trust N/A 55312VBD9 399528.20000000 PA USD 4.00000000 0.000000204593 Long ABS-MBS CORP US Y 3 2049-12-12 Variable 0.74467400 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AF5 454000.00000000 PA USD 488334.30000000 0.024977527228 Long DBT CORP US Y 2 2023-05-30 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359KL96 2839.39000000 PA USD 2952.42000000 0.000151011614 Long ABS-MBS USGSE US N 2 2022-08-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358QTJ4 1475.26000000 PA USD 1465.30000000 0.000074947777 Long ABS-MBS USGSE US N 2 2022-09-25 Floating 0.19571800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358R6V0 14118.01000000 PA USD 14881.55000000 0.000761167749 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 7.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359PX84 6489.58000000 PA USD 7260.35000000 0.000371355421 Long ABS-MBS USGSE US N 2 2027-07-18 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398TDU2 293622.83000000 PA USD 343610.41000000 0.017575129110 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 5.50000000 N N N N N N Diageo Investment Corp. S4G8DPIPDVCF6CB81Z61 386088AF5 255000.00000000 PA USD 292624.18000000 0.014967264072 Long DBT CORP US N 2 2022-09-15 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397YVF5 261992.92000000 PA USD 48603.83000000 0.002486009045 Long ABS-MBS USGSE US N 2 2039-02-15 Floating 5.83812000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FBV9 691797.70000000 PA USD 674783.49000000 0.034514108459 Long ABS-MBS CORP US N 2 2033-09-25 Variable 3.49640600 N N N N N N United States of America 254900HROIFWPRGM1V77 912828VB3 2221000.00000000 PA USD 2316693.87000000 0.118495227998 Long DBT UST US N 2 2023-05-15 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A8N20 939498.13000000 PA USD 1120244.79000000 0.057298749534 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N CD Commercial Mortgage Trust 5493006ZXL5DGZK5G872 12513YBD1 60321.40000000 PA USD 2103.12000000 0.000107571262 Long ABS-MBS CORP US Y 3 2049-12-11 Variable 1.38006400 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140J73J2 4144639.89000000 PA USD 4625651.00000000 0.236594733980 Long ABS-MBS USGSE US N 2 2047-09-01 Fixed 4.00000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 110122CQ9 545000.00000000 PA USD 697224.66000000 0.035661938818 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N N International Lease Finance Corp. N/A 459745GN9 506000.00000000 PA USD 548164.99000000 0.028037772410 Long DBT CORP US N 2 2022-08-15 Fixed 5.87500000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918CC6 297000.00000000 PA USD 310717.56000000 0.015892711847 Long DBT CORP US N 2 2050-06-01 Fixed 2.52500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378GPG7 317321.99000000 PA USD 351474.56000000 0.017977367947 Long ABS-MBS USGA US N 2 2042-01-20 Variable 3.67944800 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373Q2Q3 399791.62000000 PA USD 457162.64000000 0.023383146112 Long ABS-MBS USGA US N 2 2033-05-20 Fixed 6.50000000 N N N N N N RALI Trust N/A 76110HCC1 3411.70000000 PA USD 0.03000000 0.000000001534 Long ABS-MBS CORP US N 3 2018-05-25 Floating 7.37487000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36209UJR8 3718.23000000 PA USD 3780.20000000 0.000193351252 Long ABS-MBS USGA US N 2 2028-07-15 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BK84 123825.78000000 PA USD 124051.66000000 0.006345046242 Long ABS-MBS USGA US N 2 2063-02-20 Fixed 1.65000000 N N N N N N RALI Trust N/A 76110GW49 378.69000000 PA USD 340.96000000 0.000017439564 Long ABS-MBS CORP US N 2 2017-10-25 Floating 16.25654500 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407LE60 39307.62000000 PA USD 44937.09000000 0.002298461093 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 7.50000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAJ4 350000.00000000 PA USD 402219.20000000 0.020572876039 Long DBT CORP CA N 2 2044-06-10 Fixed 4.50000000 N N N N N N Enbridge, Inc. 98TPTUM4IVMFCZBCUR27 29250NAR6 215000.00000000 PA USD 240560.23000000 0.012304275359 Long DBT CORP CA N 2 2027-07-15 Fixed 3.70000000 N N N N N N Tricon American Homes Trust N/A 89613BAA5 1730126.40000000 PA USD 1734640.47000000 0.088724117005 Long ABS-O CORP US Y 3 2033-11-17 Fixed 2.58900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SJ8 5365000.00000000 PA USD 6346627.34000000 0.324619952343 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N Barclays plc 213800LBQA1Y9L22JB70 06738EAE5 1000000.00000000 PA USD 1092540.00000000 0.055881693336 Long DBT CORP GB N 2 2025-03-16 Fixed 3.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359GP34 42221.96000000 PA USD 45125.02000000 0.002308073415 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 6.50000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAK7 375000.00000000 PA USD 479679.37000000 0.024534841245 Long DBT CORP US N 2 2042-09-01 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L4QU0 2500000.00000000 PA USD 2689148.28000000 0.137545682097 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 3.59000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96950FAQ7 512000.00000000 PA USD 563702.60000000 0.028832496591 Long DBT CORP US N 2 2025-01-15 Fixed 3.90000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 9393363L5 3242816.82000000 PA USD 485944.86000000 0.024855311150 Long ABS-MBS CORP US N 3 2035-04-25 Floating 4.87487200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F1G44 2467000.00000000 PA USD 2823175.35000000 0.144400954787 Long ABS-MBS USGSE US N 2 2027-04-25 Fixed 3.24300000 N N N N N N Nevada Power Co. MJZFGXRJ52U8U4MKJ519 641423BP2 100000.00000000 PA USD 147256.20000000 0.007531921769 Long DBT CORP US N 2 2036-04-01 Fixed 6.65000000 N N N N N N Mizuho Financial Group, Inc. 353800CI5L6DDAN5XZ33 60687YBA6 720000.00000000 PA USD 776049.62000000 0.039693710874 Long DBT CORP JP N 2 2030-09-13 Variable 2.86899800 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UFZ8 1222176.03000000 PA USD 1225941.07000000 0.062704947116 Long ABS-MBS USGA US N 2 2064-04-20 Floating 0.76375100 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWL4 2093000.00000000 PA USD 2371662.79000000 0.121306801332 Long DBT CORP US N 2 2028-06-05 Variable 3.69100100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CPT4 3891.47000000 PA USD 4327.68000000 0.000221353988 Long ABS-MBS USGA US N 2 2026-06-20 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202C5F6 12412.09000000 PA USD 14109.42000000 0.000721674521 Long ABS-MBS USGA US N 2 2028-09-20 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4ZC4 144714.20000000 PA USD 152341.50000000 0.007792026823 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 2.96500000 N Y N N N N American Homes 4 Rent Trust N/A 02665XAA7 2687174.81000000 PA USD 2885499.06000000 0.147588713999 Long ABS-O CORP US Y 2 2036-12-17 Fixed 3.67800000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828SA9 2453000.00000000 PA USD 2850744.48000000 0.145811072190 Long DBT UST US N 2 2022-01-15 Fixed 0.12500000 N N N N N N Flagship Credit Auto Trust N/A 33843NAG6 2547190.90000000 PA USD 2584834.56000000 0.132210200273 Long ABS-O CORP US Y 2 2022-09-15 Fixed 6.22000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L5EA4 1464192.09000000 PA USD 1582602.71000000 0.080947626003 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 3.69000000 N N N N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 75886FAE7 1270000.00000000 PA USD 1238445.50000000 0.063344528936 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAE0 1216000.00000000 PA USD 1315560.00000000 0.067288813668 Long DBT NUSS MX N 2 2028-01-11 Fixed 3.75000000 N N N N N N VNDO Mortgage Trust N/A 91830MAA4 5000000.00000000 PA USD 4998119.50000000 0.255645908760 Long ABS-MBS CORP US Y 2 2029-12-13 Fixed 3.80800000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAR1 305000.00000000 PA USD 334495.12000000 0.017108896441 Long DBT CORP US N 2 2031-08-15 Fixed 3.00000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220DW0 121910.29000000 PA USD 119780.46000000 0.006126581116 Long ABS-MBS CORP US N 2 2043-09-25 Floating 0.81513000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BZ6 503000.00000000 PA USD 647425.53000000 0.033114792067 Long DBT CORP US N 2 2037-02-06 Fixed 4.10000000 N N N N N N New Century Home Equity Loan Trust N/A 64352VED9 344692.77000000 PA USD 355717.80000000 0.018194402963 Long ABS-O CORP US N 3 2033-11-25 Variable 5.00152300 N N N N N N Bank of New York Mellon Corp. (The) WFLLPEPC7FZXENRZV188 06406FAC7 254000.00000000 PA USD 283338.38000000 0.014492310086 Long DBT CORP US N 2 2026-05-04 Fixed 2.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912834KV9 500000.00000000 PA USD 365501.94000000 0.018694846252 Long DBT UST US N 2 2041-11-15 None 0.00000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48247KAA5 2843152.94000000 PA USD 58452.38000000 0.002989746804 Long ABS-O CORP US Y 3 2038-08-25 Variable 0.87818400 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAE8 1650000.00000000 PA USD 1685675.92000000 0.086219657702 Long DBT CORP AU Y 2 2021-01-14 Fixed 6.25000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHF9 547000.00000000 PA USD 585547.51000000 0.029949829194 Long DBT CORP US N 2 2024-03-05 Variable 3.55000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473QAZ6 1256000.00000000 PA USD 1715118.29000000 0.087725588369 Long DBT CORP US N 2 2042-02-01 Fixed 5.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395ND20 136734.71000000 PA USD 129595.08000000 0.006628583409 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N Alternative Loan Trust N/A 12668ANU5 2977957.12000000 PA USD 491473.11000000 0.025138072396 Long ABS-MBS CORP US N 3 2035-11-25 Floating 4.67487000 N N N N N N Quest Diagnostics, Inc. 8MCWUBXQ0WE04KMXBX50 74834LAZ3 150000.00000000 PA USD 170096.80000000 0.008700182341 Long DBT CORP US N 2 2026-06-01 Fixed 3.45000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAY6 935000.00000000 PA USD 1051235.55000000 0.053769036034 Long DBT CORP US N 2 2049-10-15 Fixed 3.70000000 N N N N N N Upstart Securitization Trust N/A 91679UAA0 4147548.69000000 PA USD 4182508.79000000 0.213928710691 Long ABS-O CORP US Y 2 2030-04-22 Fixed 2.32200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L5FJ4 1921515.42000000 PA USD 2085491.13000000 0.106669573454 Long ABS-MBS USGSE US N 2 2023-11-01 Fixed 3.76000000 N N N N N N Pepco Holdings LLC 0IYTXJPU5BH89F2Z1F31 713291AH5 316000.00000000 PA USD 450880.85000000 0.023061842487 Long DBT CORP US N 2 2032-08-15 Fixed 7.45000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAQ1 1765000.00000000 PA USD 1907008.58000000 0.097540473261 Long DBT CORP US N 2 2024-04-24 Variable 3.73700200 N N N N N N Nevada Power Co. MJZFGXRJ52U8U4MKJ519 641423CA4 305000.00000000 PA USD 407601.48000000 0.020848171150 Long DBT CORP US N 2 2041-05-15 Fixed 5.45000000 N N N N N N Toorak Mortgage Corp. Ltd. N/A 89052LAA1 2795000.00000000 PA USD 2836686.87000000 0.145092047669 Long ABS-MBS CORP US N 2 2022-09-25 Variable 3.72100000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAC5 490000.00000000 PA USD 483382.79000000 0.024724265321 Long DBT CORP US Y 2 2023-05-01 Fixed 3.87500000 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A 32051GYZ2 553383.62000000 PA USD 420934.74000000 0.021530146315 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283YKV9 87556.11000000 PA USD 96764.70000000 0.004949361388 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810FD5 799000.00000000 PA USD 1762067.62000000 0.090126972356 Long DBT UST US N 2 2028-04-15 Fixed 3.62500000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020UAR6 128503.73000000 PA USD 123115.08000000 0.006297141656 Long ABS-MBS CORP US N 2 2029-04-25 Floating 0.63163100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TNXB5 41748.49000000 PA USD 50176.01000000 0.002566423566 Long ABS-MBS USGSE US N 2 2030-05-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NBC0 754495.87000000 PA USD 716181.89000000 0.036631571155 Long ABS-MBS USGSE US N 2 2033-12-25 None 0.00000000 N N N N N N Province of Quebec Canada 549300WN65YFEQH74Y36 74815HCC4 377000.00000000 PA USD 503664.39000000 0.025761637090 Long DBT NUSS CA N 2 2026-03-06 Variable 7.36499900 N N N N N N Liberty Mutual Insurance Co. CNC20I6IOMGF7KY49D67 53079QAB3 100000.00000000 PA USD 126355.18000000 0.006462867648 Long DBT CORP US Y 2 2025-05-15 Fixed 8.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468C6 2873000.00000000 PA USD 3287538.42000000 0.168152391507 Long DBT CORP US N 2 2025-07-23 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359E2U4 2168.07700000 PA USD 2152.89000000 0.000110116919 Long ABS-MBS USGSE US N 2 2023-09-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397HCU0 13050.71000000 PA USD 12397.88000000 0.000634131956 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392CNN0 9089.34500000 PA USD 8856.41000000 0.000452991366 Long ABS-MBS USGSE US N 2 2032-04-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MEF5 38306.40000000 PA USD 40428.27000000 0.002067842080 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 5.00000000 N N N N N N NatWest Markets plc RR3QWICWWIPCS8A4S074 63906AAA8 1025000.00000000 PA USD 1082407.43000000 0.055363428403 Long DBT CORP GB Y 2 2022-09-29 Fixed 3.62500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LH1 18545000.00000000 PA USD 18495955.34000000 0.946038867475 Long DBT UST US N 2 2022-05-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LP3 1052000.00000000 PA USD 1043731.43000000 0.053385212163 Long DBT UST US N 2 2023-11-15 None 0.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GFD1 685000.00000000 PA USD 1000759.36000000 0.051187258735 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGA2 1000000.00000000 PA USD 1095663.64000000 0.056041462582 Long DBT CORP US N 2 2024-09-09 Fixed 3.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390RK44 8311.84000000 PA USD 8849.41000000 0.000452633327 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 7.00000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YBW8 1832000.00000000 PA USD 2027605.35000000 0.103708807344 Long DBT CORP US Y 2 2029-11-21 Fixed 3.20000000 N N N N N N Tri-State Generation & Transmission Association, Inc. 549300VDHNFNPADSSV98 89566EAK4 417000.00000000 PA USD 483554.29000000 0.024733037275 Long DBT CORP US N 2 2046-06-01 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AJLC8 1800814.88000000 PA USD 1944694.05000000 0.099468025459 Long ABS-MBS USGSE US N 2 2024-01-25 Variable 3.50100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FAWE6 38867.16400000 PA USD 36773.62000000 0.001880912511 Long ABS-MBS USGSE US N 2 2033-01-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140K22K9 3653940.46000000 PA USD 3867750.49000000 0.197829321382 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396LM80 45500.11000000 PA USD 43686.66000000 0.002234503576 Long ABS-MBS USGSE US N 2 2036-12-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YCX8 275260.20000000 PA USD 53017.45000000 0.002711758729 Long ABS-MBS USGSE US N 2 2038-02-25 Floating 5.73486800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138NJAF5 122950.77000000 PA USD 122926.65000000 0.006287503760 Long ABS-MBS USGSE US N 2 2020-11-01 Variable 3.45700100 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAE3 200000.00000000 PA USD 208074.45000000 0.010642679083 Long DBT CORP CH Y 2 2023-08-15 Variable 2.85900100 N N N N N N UBS-Barclays Commercial Mortgage Trust 549300G1IXWLFE766Q13 90349GBF1 857000.00000000 PA USD 895944.82000000 0.045826160760 Long ABS-MBS CORP US N 2 2046-04-10 Fixed 3.24430000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617JSLW4 1310076.65000000 PA USD 1491321.54000000 0.076278738503 Long ABS-MBS USGA US N 2 2049-07-15 Fixed 5.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABC8 2275000.00000000 PA USD 2572820.25000000 0.131595687315 Long DBT CORP US Y 2 2027-04-15 Fixed 3.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375KHZ8 214772.13000000 PA USD 31835.82000000 0.001628351850 Long ABS-MBS USGA US N 2 2037-06-16 Floating 6.30812200 N N N N N N Structured Asset Mortgage Investments II Trust N/A 86359LDX4 263487.39000000 PA USD 259307.06000000 0.013263146069 Long ABS-MBS CORP US N 2 2034-10-19 Floating 0.82138000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393BL86 10500.47000000 PA USD 11166.87000000 0.000571167742 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 3.75000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BFY1 637000.00000000 PA USD 721444.15000000 0.036900727432 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBC0 200000.00000000 PA USD 259750.00000000 0.013285801750 Long DBT CORP MX N 2 2046-01-31 Fixed 6.12500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254AL4 700000.00000000 PA USD 768413.47000000 0.039303133877 Long DBT CORP GB Y 2 2024-01-26 Fixed 5.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36183SYB1 1470874.55000000 PA USD 1636256.83000000 0.083691949396 Long ABS-MBS USGA US N 2 2045-03-20 Fixed 4.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BQ96 1014648.97000000 PA USD 1013277.77000000 0.051827555611 Long ABS-MBS USGA US N 2 2063-03-20 Floating 0.57375000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405XXV0 252732.30000000 PA USD 254348.41000000 0.013009518963 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 2.62000100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617KQD96 1659726.03000000 PA USD 1845425.57000000 0.094390599683 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.00000000 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAP4 1094000.00000000 PA USD 1153173.84000000 0.058983018370 Long DBT CORP JP N 2 2025-01-16 Fixed 2.64800000 N N N N N N LV Tower 52 Issuer N/A 50244VAC6 3288442.14000000 PA USD 3316689.86000000 0.169643441565 Long ABS-O CORP US Y 3 2019-07-15 Fixed 5.75000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 023135BU9 460000.00000000 PA USD 469596.50000000 0.024019118389 Long DBT CORP US N 2 2060-06-03 Fixed 2.70000000 N N N N N N Vendee Mortgage Trust N/A 911760HH2 163690.98000000 PA USD 185408.09000000 0.009483330612 Long ABS-MBS USGSE US N 2 2026-06-15 Fixed 6.75000000 N N N N N N Blackstone Holdings Finance Co. LLC 549300D2L6J4NC1QVZ22 09256BAH0 429000.00000000 PA USD 517384.00000000 0.026463373446 Long DBT CORP US Y 2 2045-07-15 Fixed 4.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGNN8 3500000.00000000 PA USD 3628164.40000000 0.185574871743 Long ABS-MBS USGSE US N 2 2030-03-25 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202SBN7 32632.36000000 PA USD 37185.69000000 0.001901989240 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L5RM4 1693792.29000000 PA USD 1910476.82000000 0.097717868253 Long ABS-MBS USGSE US N 2 2025-12-01 Fixed 3.97000000 N N N N N N Rush Obligated Group N/A 78200JAA0 1137000.00000000 PA USD 1325649.80000000 0.067804890983 Long DBT CORP US N 2 2029-11-15 Fixed 3.92200000 N N N N N N RALI Trust N/A 76110HFL8 6553.22000000 PA USD 5897.90000000 0.000301668258 Long ABS-MBS CORP US N 2 2018-07-25 Fixed 5.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2F9 1395000.00000000 PA USD 1527063.97000000 0.078106907277 Long DBT CORP US N 2 2027-06-17 Variable 3.19600100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BYW2 92623.38000000 PA USD 96908.02000000 0.004956691979 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 53227JAB0 859000.00000000 PA USD 967066.25000000 0.049463909438 Long DBT CORP US N 2 2029-06-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGBP8 284507.34000000 PA USD 333999.45000000 0.017083543704 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Evergy, Inc. 549300PGTHDQY6PSUI61 30034WAB2 985000.00000000 PA USD 1065236.80000000 0.054485177831 Long DBT CORP US N 2 2029-09-15 Fixed 2.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410XDA1 63924.66000000 PA USD 67763.66000000 0.003466004052 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 4.25599900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397PAT7 44376.92000000 PA USD 6811.27000000 0.000348385689 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 5.83812000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392R3C3 125116.86000000 PA USD 142558.84000000 0.007291659233 Long ABS-MBS USGSE US N 2 2032-07-15 Fixed 6.50000000 N N N N N N FirstEnergy Transmission LLC 549300AINIIPOLYX2R63 33767BAC3 240000.00000000 PA USD 277389.94000000 0.014188056786 Long DBT CORP US Y 2 2049-04-01 Fixed 4.55000000 N N N N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 806851AK7 1126000.00000000 PA USD 1229403.89000000 0.062882064883 Long DBT CORP US Y 2 2028-05-17 Fixed 3.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393EBW8 60919.97000000 PA USD 76490.45000000 0.003912365561 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 9.85476600 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WCX0 440000.00000000 PA USD 627748.00000000 0.032108317524 Long DBT MUN US N 2 2040-11-01 Fixed 5.64700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CLW1 1010.86000000 PA USD 1108.63000000 0.000056704671 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TSK69 22767.70000000 PA USD 2863.54000000 0.000146465542 Long ABS-MBS USGSE US N 2 2024-05-15 Floating 10.00000100 N N N N N N Boston Scientific Corp. Y6ZDD9FP4P8JSSJMW954 101137AW7 530000.00000000 PA USD 607338.38000000 0.031064397736 Long DBT CORP US N 2 2026-03-01 Fixed 3.75000000 N N N N N N Estee Lauder Cos., Inc. (The) 549300VFZ8XJ9NUPU221 29736RAQ3 1880000.00000000 PA USD 2064383.78000000 0.105589965879 Long DBT CORP US N 2 2030-04-15 Fixed 2.60000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377LK72 149041.48000000 PA USD 179767.38000000 0.009194817215 Long ABS-MBS USGA US N 2 2040-10-16 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36241KYC6 2521.60000000 PA USD 2603.35000000 0.000133157235 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 9.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LM0 13900000.00000000 PA USD 13816338.40000000 0.706683861002 Long DBT UST US N 2 2023-08-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359D4W0 2784.43000000 PA USD 3034.91000000 0.000155230847 Long ABS-MBS USGSE US N 2 2023-09-25 Floating 13.41007200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359TL71 15344.41000000 PA USD 3013.47000000 0.000154134225 Long ABS-MBS USGSE US N 2 2023-04-25 Floating 21.25000100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375LT67 467597.28000000 PA USD 66888.43000000 0.003421237421 Long ABS-MBS USGA US N 2 2037-11-20 Floating 6.37200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402TVS1 31008.28000000 PA USD 35473.76000000 0.001814426728 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397FDQ2 47875.34000000 PA USD 48083.78000000 0.002459409310 Long ABS-MBS USGSE US N 2 2037-02-15 Floating 0.60188000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418A3V8 2872170.09000000 PA USD 3200541.68000000 0.163702645827 Long ABS-MBS USGSE US N 2 2043-12-01 Fixed 4.50000000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92936QAG3 766208.79000000 PA USD 777325.02000000 0.039758945567 Long ABS-MBS CORP US N 2 2045-04-15 Fixed 3.44000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375Y2X9 248320.82000000 PA USD 34365.81000000 0.001757756837 Long ABS-MBS USGA US N 2 2038-12-20 Floating 5.54199800 N N N N N N Nomura Holdings, Inc. 549300B3CEAHYG7K8164 65535HAS8 700000.00000000 PA USD 726568.09000000 0.037162808861 Long DBT CORP JP N 2 2030-07-16 Fixed 2.67900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407WSP9 344941.84000000 PA USD 356811.02000000 0.018250319437 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.40500200 N N N N N N MASTR Resecuritization Trust N/A 576435BB6 103463.77400000 PA USD 86426.08000000 0.004420557324 Long ABS-MBS CORP US Y 3 2035-05-28 None 0.00000000 N N N N N N RFMSI Trust N/A 76111XRG0 12.72000000 PA USD 12.80000000 0.000000654699 Long ABS-MBS CORP US N 2 2019-12-25 Fixed 4.75000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 55608PAQ7 1000000.00000000 PA USD 1142773.16000000 0.058451040035 Long DBT CORP AU Y 2 2025-07-29 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T4J72 3685.12000000 PA USD 3693.70000000 0.000188926914 Long ABS-MBS USGSE US N 2 2024-03-15 Floating 0.77474900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403QVP2 82799.60000000 PA USD 95097.03000000 0.004864062704 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374L4C2 64117.12000000 PA USD 83568.96000000 0.004274420154 Long ABS-MBS USGA US N 2 2035-06-17 Floating 16.04365900 N N N N N N Goodgreen Trust N/A 38217VAA8 517516.12000000 PA USD 546703.20000000 0.027963004163 Long ABS-O CORP US Y 2 2052-10-15 Fixed 3.74000000 N N N N N N Reynolds American, Inc. 02S2RPPVO9RP4NEU2740 761713BW5 100000.00000000 PA USD 134666.85000000 0.006887996425 Long DBT CORP US N 2 2041-08-04 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T4U79 1427.59000000 PA USD 1402.76000000 0.000071748955 Long ABS-MBS USGSE US N 2 2024-03-15 Floating 0.00001100 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 78013XW20 1000000.00000000 PA USD 1097348.21000000 0.056127625674 Long DBT CORP CA N 2 2023-10-05 Fixed 3.70000000 N N N N N N NiSource, Inc. 549300D8GOWWH0SJB189 65473PAL9 740000.00000000 PA USD 730232.86000000 0.037350256051 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393BUX1 64081.33000000 PA USD 71672.96000000 0.003665958565 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 4.00000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FAS7 41509.97060000 PA USD 41744.05000000 0.002135142146 Long ABS-MBS CORP US N 2 2033-08-25 Variable 2.86692500 N N N N N N Mid-Atlantic Interstate Transmission LLC N/A 59524QAA3 315000.00000000 PA USD 356789.11000000 0.018249198776 Long DBT CORP US Y 2 2028-05-15 Fixed 4.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TV5T9 152349.03000000 PA USD 186842.71000000 0.009556709156 Long ABS-MBS USGSE US N 2 2031-06-15 Fixed 8.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359SGY0 1518.10000000 PA USD 1524.86000000 0.000077994177 Long ABS-MBS USGSE US N 2 2021-03-25 Fixed 7.00000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AR0 475000.00000000 PA USD 562224.00000000 0.028756868539 Long DBT CORP GB N 2 2028-03-22 Fixed 4.37500000 N N N N N N Resolution Funding Corp. N/A 76116EHJ2 510000.00000000 PA USD 476075.12000000 0.024350489557 Long DBT USGA US N 2 2027-10-15 None 0.00000000 N N N N N N Time Warner Entertainment Co. LP N/A 88731EAJ9 700000.00000000 PA USD 1087671.61000000 0.055632682886 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N Securitized Asset-Backed Receivables LLC Trust N/A 81375WHH2 195531.82000000 PA USD 188800.03000000 0.009656822979 Long ABS-O CORP US N 3 2036-01-25 Variable 3.20356100 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FNJ3 45430.05730000 PA USD 45422.77000000 0.002323302857 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.66469200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BM82 946820.54000000 PA USD 946433.10000000 0.048408556444 Long ABS-MBS USGA US N 2 2063-02-20 Floating 0.61375000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395V4P1 1701420.74000000 PA USD 1973841.34000000 0.100958863251 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 5.75000000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 665859AV6 1885000.00000000 PA USD 1969804.17000000 0.100752368389 Long DBT CORP US N 2 2030-05-01 Fixed 1.95000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376WBS3 199960.75000000 PA USD 189357.91000000 0.009685357659 Long ABS-MBS USGA US N 2 2035-08-20 None 0.00000000 N N N N N N United Airlines Pass-Through Trust N/A 90931EAA2 866390.07000000 PA USD 727903.42000000 0.037231108879 Long ABS-O CORP US N 2 2031-08-25 Fixed 4.55000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396N7B6 201559.35000000 PA USD 194083.17000000 0.009927047236 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376XM59 1001248.86000000 PA USD 964114.04000000 0.049312908565 Long ABS-MBS USGA US N 2 2040-03-20 None 0.00000000 N N N N N N Home Depot, Inc. (The) QEKMOTMBBKA8I816DO57 437076BZ4 1630000.00000000 PA USD 1784559.97000000 0.091277420491 Long DBT CORP US N 2 2049-12-15 Fixed 3.12500000 N N N N N N Citigroup Global Markets Mortgage Securities VII, Inc. 549300VB2N1G56GWKB41 79549AXS3 655.46300000 PA USD 596.15000000 0.000030492129 Long ABS-MBS CORP US N 3 2033-06-25 None 0.00000000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAJ2 151000.00000000 PA USD 157282.70000000 0.008044761389 Long DBT CORP US N 2 2022-10-01 Fixed 3.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EPR30 3441015.91000000 PA USD 3881974.22000000 0.198556842679 Long ABS-MBS USGSE US N 2 2026-01-01 Variable 3.78200200 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 74977RCM4 500000.00000000 PA USD 808657.79000000 0.041361567205 Long DBT CORP NL Y 2 2110-09-30 Fixed 5.80000000 N N N N N N MASTR Reperforming Loan Trust N/A 57643QAE5 1458615.24700000 PA USD 796591.07000000 0.040744373559 Long ABS-MBS CORP US Y 2 2035-05-25 Floating 0.52162900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392MWQ1 242439.44000000 PA USD 46220.35000000 0.002364097812 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 7.83812200 N N N N N N Sierra Timeshare Receivables Funding LLC N/A 82652MAC4 2318284.32000000 PA USD 2306351.18000000 0.117966215760 Long ABS-O CORP US Y 3 2036-05-20 Fixed 3.12000000 N N N N N N Vendee Mortgage Trust N/A 911760MJ2 750533.07000000 PA USD 845471.30000000 0.043244520027 Long ABS-MBS USGSE US N 2 2029-01-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358QKR5 5285.50000000 PA USD 5441.08000000 0.000278302637 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 7.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LS7 20600000.00000000 PA USD 20354382.29000000 1.041094467186 Long DBT UST US N 2 2024-08-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373AGM2 526928.88000000 PA USD 99159.53000000 0.005071853155 Long ABS-MBS USGA US N 2 2039-08-16 Floating 6.08811800 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGU8 325000.00000000 PA USD 409822.62000000 0.020961778949 Long DBT CORP US N 2 2046-12-07 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358TV97 5485.11000000 PA USD 5739.13000000 0.000293547424 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 6.50000000 N N N N N N Vendee Mortgage Trust N/A 911760TM8 3321803.96000000 PA USD 3842805.66000000 0.196553432774 Long ABS-MBS USGSE US N 2 2033-05-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31385WZX0 266631.98000000 PA USD 268274.96000000 0.013721839973 Long ABS-MBS USGSE US N 2 2033-01-01 Variable 2.28300100 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200KH3 2675000.00000000 PA USD 2768369.38000000 0.141597716088 Long DBT CORP US N 2 2027-05-15 Fixed 1.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395FEZ3 19760.83000000 PA USD 18732.60000000 0.000958142867 Long ABS-MBS USGSE US N 2 2032-12-15 None 0.00000000 N N N N N N Thornburg Mortgage Securities Trust N/A 885220GF4 267505.20000000 PA USD 262379.83000000 0.013420313396 Long ABS-MBS CORP US N 2 2044-12-25 Variable 3.23257700 N N N N N N Progressive Corp. (The) 529900TACNVLY9DCR586 743315AU7 360000.00000000 PA USD 363600.00000000 0.018597565029 Long DBT CORP US N 2 2023-03-15 Variable 5.37500200 N N N N N N Impac Secured Assets Trust N/A 45256VAQ0 69517.49000000 PA USD 69098.43000000 0.003534275427 Long ABS-MBS CORP US N 2 2036-08-25 Floating 0.52512800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JVK92 4697830.29000000 PA USD 5074309.90000000 0.259542927238 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N Citibank Credit Card Issuance Trust R8AG6FXVDQAMDKCSJJ64 17305EDT9 800000.00000000 PA USD 1173018.48000000 0.059998040325 Long ABS-O CORP US N 2 2039-06-15 Fixed 6.15000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397BF22 157758.30000000 PA USD 33833.93000000 0.001730552016 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400FH1 200000.00000000 PA USD 261360.02000000 0.013368151727 Long DBT CORP US N 2 2038-02-01 Fixed 5.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402AF27 18085.53000000 PA USD 18225.65000000 0.000932213176 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.52699800 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375JTE5 78820.47000000 PA USD 72089.42000000 0.003687259836 Long ABS-MBS USGA US N 2 2037-04-16 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T4EV4 2619.56000000 PA USD 3144.45000000 0.000160833645 Long ABS-MBS USGSE US N 2 2024-02-15 Floating 18.84431200 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BG4 380000.00000000 PA USD 514055.28000000 0.026293114682 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FGCE5 47932.14000000 PA USD 7551.30000000 0.000386237053 Long ABS-MBS USGSE US N 2 2037-04-25 Fixed 5.50000000 N N N N N N CRH America, Inc. 549300RN11MJ182CNF63 12626PAM5 417000.00000000 PA USD 471896.42000000 0.024136755660 Long DBT CORP US Y 2 2025-05-18 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WRUE8 785807.21000000 PA USD 840178.65000000 0.042973809349 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N Digital Realty Trust LP CD4SPTZ3YBTHY0C1AH38 25389JAR7 252000.00000000 PA USD 287687.73000000 0.014714772460 Long DBT CORP US N 2 2027-08-15 Fixed 3.70000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746SK8 500000.00000000 PA USD 517264.64000000 0.026457268371 Long DBT CORP US N 2 2023-01-24 Fixed 3.06900000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339MWA2 132305.79000000 PA USD 155966.26000000 0.007977427565 Long ABS-MBS USGSE US N 2 2032-01-15 Fixed 6.50000000 N N N N N N Upjohn, Inc. N/A 91533BAE0 567000.00000000 PA USD 614383.42000000 0.031424740391 Long DBT CORP US Y 2 2040-06-22 Fixed 3.85000000 N N N N N N MASTR Alternative Loan Trust N/A 576434NV2 201340.27000000 PA USD 206247.62000000 0.010549239617 Long ABS-MBS CORP US N 2 2034-04-25 Fixed 6.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393YT96 152735.51000000 PA USD 243837.92000000 0.012471924020 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 23.29948100 N N N N N N United Mexican States 254900EGTWEU67VP6075 91087BAA8 788000.00000000 PA USD 857935.00000000 0.043882018573 Long DBT NUSS MX N 2 2025-01-30 Fixed 3.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AWWF0 3376000.00000000 PA USD 3871971.20000000 0.198045204024 Long ABS-MBS USGSE US N 2 2029-04-25 Variable 3.29400000 N N N N N N OneMain Direct Auto Receivables Trust N/A 68268XAB7 1863000.00000000 PA USD 1905154.47000000 0.097445638467 Long ABS-O CORP US Y 2 2025-04-14 Fixed 3.71000000 N N N N N N Air Canada Pass-Through Trust N/A 00908PAB3 623832.00000000 PA USD 511360.39000000 0.026155275320 Long ABS-O CORP CA Y 2 2030-01-15 Fixed 3.55000000 N N N N N N CWABS, Inc. Asset-Backed Certificates Trust N/A 126673BC5 71267.78000000 PA USD 66312.75000000 0.003391792300 Long ABS-O CORP US N 2 2034-10-25 Floating 1.07512900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397PFM7 197584.30000000 PA USD 38476.06000000 0.001967989625 Long ABS-MBS USGSE US N 2 2037-11-15 Floating 6.25812100 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 278062AD6 170000.00000000 PA USD 204692.66000000 0.010469705872 Long DBT CORP US N 2 2032-11-02 Fixed 4.00000000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AM7 900000.00000000 PA USD 939828.35000000 0.048070733925 Long DBT CORP US N 2 2022-11-15 Fixed 2.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393UQ97 224822.10000000 PA USD 12607.87000000 0.000644872613 Long ABS-MBS USGSE US N 2 2033-06-25 Floating 6.92487000 N N N N N N Ladder Capital Commercial Mortgage Trust N/A 50184BAC2 998000.00000000 PA USD 1116996.83000000 0.057132621516 Long ABS-MBS CORP US Y 2 2036-02-15 Fixed 3.98510000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339NKQ8 44399.59000000 PA USD 48618.07000000 0.002486737399 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.37500000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 747525BK8 2055000.00000000 PA USD 2166535.80000000 0.110814880167 Long DBT CORP US N 2 2030-05-20 Fixed 2.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L9YD8 4710877.25000000 PA USD 5363978.43000000 0.274359014487 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.10000000 N N N N N N Crown Castle International Corp. 54930012H97VSM0I2R19 22822VAT8 1235000.00000000 PA USD 1262381.04000000 0.064568793957 Long DBT CORP US N 2 2031-01-15 Fixed 2.25000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747WAL3 559000.00000000 PA USD 584634.12000000 0.029903110739 Long DBT CORP US N 2 2021-07-28 Fixed 5.50000000 N N N N N N Grupo Televisa SAB 549300O4AF0C816ILN62 40049JBB2 221000.00000000 PA USD 247026.90000000 0.012635035304 Long DBT CORP MX N 2 2026-01-30 Fixed 4.62500000 N N N N N N VOLT LXXXVII LLC N/A 92870GAA6 2650746.52000000 PA USD 2631355.78000000 0.134589687111 Long ABS-O CORP US Y 3 2050-02-25 Variable 2.98140100 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GWM2 493000.00000000 PA USD 513696.05000000 0.026274740635 Long DBT CORP US N 2 2023-07-24 Variable 2.90499800 N N N N N N COBALT CMBS Commercial Mortgage Trust N/A 190749AG6 480533.00310000 PA USD 3008.14000000 0.000153861604 Long ABS-MBS CORP US N 3 2048-08-15 Variable 1.08995000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398LZP6 139478.50000000 PA USD 132469.75000000 0.006775618234 Long ABS-MBS USGSE US N 2 2040-01-15 None 0.00000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FEV6 314820.18000000 PA USD 324158.09000000 0.016580173703 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393U4Q3 95653.06000000 PA USD 113759.48000000 0.005818617510 Long ABS-MBS USGSE US N 2 2033-12-25 Fixed 7.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2N2 425000.00000000 PA USD 444107.78000000 0.022715410667 Long DBT CORP US N 2 2026-04-30 Variable 2.18800100 N N N N N N Foundation Finance Trust 5493002KPTN6JUQ40J20 35041JAA3 1084988.55000000 PA USD 1115047.18000000 0.057032900002 Long ABS-O CORP US Y 2 2034-11-15 Fixed 3.86000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61744YAR9 1265000.00000000 PA USD 1598201.53000000 0.081745480979 Long DBT CORP US N 2 2039-04-22 Variable 4.45700200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8UK8 2871903.78000000 PA USD 3259588.07000000 0.166722775303 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.17000000 N N N N N N Carvana Auto Receivables Trust N/A 14686XAE9 5240000.00000000 PA USD 5355487.50000000 0.273924716844 Long ABS-O CORP US Y 2 2024-10-15 Fixed 2.71000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AP4 612000.00000000 PA USD 639761.57000000 0.032722792632 Long DBT CORP GB N 2 2023-11-07 Variable 2.90700000 N N N N N N JB Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 445658CF2 515000.00000000 PA USD 595574.79000000 0.030462708709 Long DBT CORP US N 2 2026-03-01 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L9X98 4853724.72000000 PA USD 5375198.08000000 0.274932881842 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.78000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373SF69 23135.00600000 PA USD 22867.23000000 0.001169622653 Long ABS-MBS USGA US N 2 2033-03-16 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374NQ34 286358.29000000 PA USD 55304.58000000 0.002828741812 Long ABS-MBS USGA US N 2 2036-10-20 Floating 6.54199900 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SR0 1378700.00000000 PA USD 1353495.64000000 0.069229161665 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 125523BZ2 300000.00000000 PA USD 352851.20000000 0.018047780906 Long DBT CORP US N 2 2026-02-25 Fixed 4.50000000 N N N N N N Baxalta, Inc. 5493000JW8DCO3T45R55 07177MAL7 149000.00000000 PA USD 155595.58000000 0.007958467869 Long DBT CORP US N 2 2022-06-23 Fixed 3.60000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PCQ3 400000.00000000 PA USD 527905.15000000 0.027001513631 Long DBT CORP US N 2 2035-07-15 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392DS45 332052.47000000 PA USD 396584.88000000 0.020284689481 Long ABS-MBS USGSE US N 2 2032-08-25 Fixed 6.50000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 251526BL2 1000000.00000000 PA USD 1034023.73000000 0.052888678659 Long DBT CORP DE N 2 2022-11-16 Fixed 3.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LLL7 86084.38000000 PA USD 90959.60000000 0.004652439703 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 3.78000000 N Y N N N N Advocate Health & Hospitals Corp. 549300AEHU3PPOUCIL87 007589AD6 710000.00000000 PA USD 732030.92000000 0.037442223977 Long DBT CORP US N 2 2030-06-15 Fixed 2.21100000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAF7 872000.00000000 PA USD 947317.16000000 0.048453774715 Long DBT CORP JP N 2 2026-07-14 Fixed 2.63200000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A 22541QYW6 190675.37000000 PA USD 171826.54000000 0.008788655806 Long ABS-MBS CORP US N 3 2033-10-25 None 0.00000000 N N N N N N Alternative Loan Trust N/A 12667GGP2 3665276.97000000 PA USD 636810.72000000 0.032571861321 Long ABS-MBS CORP US N 3 2035-06-25 Floating 4.89487000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397NBW4 18.83000000 PA USD 0.03000000 0.000000001534 Long ABS-MBS USGSE US N 2 2024-03-25 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374MM63 83335.35000000 PA USD 78286.95000000 0.004004253695 Long ABS-MBS USGA US N 2 2036-03-20 None 0.00000000 N N N N N N DuPont de Nemours, Inc. 5493004JF0SDFLM8GD76 26078JAE0 980000.00000000 PA USD 1261117.66000000 0.064504174068 Long DBT CORP US N 2 2038-11-15 Fixed 5.31900000 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RJG8 313000.00000000 PA USD 390166.25000000 0.019956386706 Long DBT CORP US N 2 2041-10-15 Fixed 5.37500000 N N N N N N AerCap Ireland Capital DAC N/A 00772BAR2 775000.00000000 PA USD 784781.38000000 0.040140326590 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LJJ5 82142.20000000 PA USD 86687.34000000 0.004433920359 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 3.21300000 N Y N N N N GNMA 549300M8ZYFG0OCMTT87 38374BNE9 540348.05000000 PA USD 591650.91000000 0.030262008452 Long ABS-MBS USGA US N 2 2033-01-20 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418BA63 2250368.20000000 PA USD 2509300.94000000 0.128346775054 Long ABS-MBS USGSE US N 2 2044-03-01 Fixed 4.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2L7 440000.00000000 PA USD 458835.41000000 0.023468705652 Long DBT CORP FR Y 2 2026-06-09 Variable 2.21900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398RM85 170658.57000000 PA USD 193075.19000000 0.009875490653 Long ABS-MBS USGSE US N 2 2040-06-25 Fixed 5.00000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93363EAM7 61862.12000000 PA USD 49419.20000000 0.002527713932 Long ABS-MBS CORP US N 3 2036-09-25 Variable 3.25816200 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967AR2 250000.00000000 PA USD 327918.89000000 0.016772532676 Long DBT CORP US N 2 2028-01-15 Fixed 6.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31282YAK5 79.12000000 PA USD 2.58000000 0.000000131962 Long ABS-MBS USGSE US N 2 2022-04-01 Fixed 9.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617KFSY9 2810256.14000000 PA USD 3006896.96000000 0.153798024614 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TJVQ3 10901.04000000 PA USD 18088.13000000 0.000925179246 Long ABS-MBS USGSE US N 2 2029-03-15 Floating 29.87560400 N N N N N N Fomento Economico Mexicano SAB de CV 549300A8MDWDJNMLV153 344419AC0 1060000.00000000 PA USD 1130880.93000000 0.057842771276 Long DBT CORP MX N 2 2050-01-16 Fixed 3.50000000 N N N N N N Cameron LNG LLC 549300C39FLHGVD73K22 133434AD2 961000.00000000 PA USD 1072774.56000000 0.054870722335 Long DBT CORP US Y 2 2039-01-15 Fixed 3.70100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128Q3NB3 30105.30000000 PA USD 31964.35000000 0.001634925956 Long ABS-MBS USGSE US N 2 2036-05-01 Variable 3.75000100 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359PFV3 13763.00000000 PA USD 15926.00000000 0.000814589715 Long ABS-MBS USGSE US N 2 2027-04-20 Fixed 7.50000000 N N N N N N Alternative Loan Trust N/A 12667FAQ8 4848743.06000000 PA USD 4902508.83000000 0.250755574181 Long ABS-MBS CORP US N 2 2034-03-25 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396VM96 28700.62000000 PA USD 26824.04000000 0.001372007228 Long ABS-MBS USGSE US N 2 2037-05-25 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374L3B5 1293038.64000000 PA USD 279061.66000000 0.014273562621 Long ABS-MBS USGA US N 2 2035-09-20 Floating 6.14200000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 22535WAE7 500000.00000000 PA USD 539716.02000000 0.027605620955 Long DBT CORP FR Y 2 2023-04-24 Fixed 3.75000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 695156AV1 845000.00000000 PA USD 1010241.54000000 0.051672257248 Long DBT CORP US N 2 2049-12-15 Fixed 4.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EQC9 84377.04000000 PA USD 87052.72000000 0.004452608969 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 3.15299900 N N N N N N Enable Midstream Partners LP 549300TLGDBYE711G509 292480AL4 325000.00000000 PA USD 319643.00000000 0.016349233989 Long DBT CORP US N 2 2028-05-15 Fixed 4.95000000 N N N N N N Credit Suisse AG 549300D0YARF5HYP1809 22546QAP2 402000.00000000 PA USD 448700.97000000 0.022950345072 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N ASB Bank Ltd. 549300IBZWZL1KTPF918 00216LAC7 905000.00000000 PA USD 979607.37000000 0.050105367895 Long DBT CORP NZ Y 2 2024-05-23 Fixed 3.12500000 N N N N N N Banc of America Funding Trust N/A 06051GCR8 88479.68000000 PA USD 73706.66000000 0.003769979104 Long ABS-MBS CORP US N 3 2034-09-20 None 0.00000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325CX1 581000.00000000 PA USD 644546.88000000 0.032967553672 Long DBT NUSS CO N 2 2026-01-28 Fixed 4.50000000 N N N N N N Banc of America Funding Trust N/A 05946XP23 185417.01740000 PA USD 178905.88000000 0.009150752853 Long ABS-MBS CORP US N 2 2035-10-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398P5R6 368819.41000000 PA USD 498599.36000000 0.025502568815 Long ABS-MBS USGSE US N 2 2040-03-25 Floating 12.30973900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398F4S7 101874.63000000 PA USD 15868.36000000 0.000811641520 Long ABS-MBS USGSE US N 2 2039-12-25 Floating 6.00486800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T0R71 35294.27000000 PA USD 37659.95000000 0.001926246889 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TE4B7 58174.70000000 PA USD 67299.82000000 0.003442279369 Long ABS-MBS USGSE US N 2 2028-05-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400JBY4 14982.08000000 PA USD 16758.59000000 0.000857175377 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LAAD1 2811471.87000000 PA USD 3145203.22000000 0.160872171106 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.96000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JPF1 25479.93000000 PA USD 25572.40000000 0.001307987821 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 2.41999900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H3XA6 449768.16000000 PA USD 492663.10000000 0.025198938503 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBQ2 820000.00000000 PA USD 812195.71000000 0.041542526218 Long DBT CORP US N 2 2030-08-15 Fixed 2.65000000 N N N N N N HERO Funding Trust N/A 42771XAC0 1627681.09000000 PA USD 1743673.06000000 0.089186119700 Long ABS-O CORP KY Y 2 2047-09-20 Fixed 4.46000000 N Y N N N N American Airlines Pass-Through Trust N/A 023761AA7 468243.69000000 PA USD 447260.43000000 0.022876663729 Long ABS-O CORP US N 2 2029-02-15 Fixed 3.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GFH1 8638.12000000 PA USD 9928.76000000 0.000507840373 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.00000000 N N N N N N GSR Mortgage Loan Trust N/A 362341NB1 491093.18000000 PA USD 509190.85000000 0.026044306779 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 6.00000000 N N N N N N Fiserv, Inc. GI7UBEJLXYLGR2C7GV83 337738AV0 375000.00000000 PA USD 472736.48000000 0.024179723400 Long DBT CORP US N 2 2049-07-01 Fixed 4.40000000 N N N N N N Invesco Finance plc 549300OYQ3LAJYXXO449 46132FAD2 390000.00000000 PA USD 439323.36000000 0.022470695149 Long DBT CORP GB N 2 2026-01-15 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394V4X5 147509.71000000 PA USD 139697.77000000 0.007145320027 Long ABS-MBS USGSE US N 2 2036-03-25 None 0.00000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918CD4 716000.00000000 PA USD 752383.79000000 0.038483241093 Long DBT CORP US N 2 2060-06-01 Fixed 2.67500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L74J2 2472286.29000000 PA USD 2702219.52000000 0.138214255353 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 3.11000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394PR88 16138.26000000 PA USD 17142.97000000 0.000876835806 Long ABS-MBS USGSE US N 2 2034-02-15 Fixed 5.50000000 N N N N N N Halliburton Co. ENYF8GB5SMQZ25S06U51 406216BE0 540000.00000000 PA USD 560819.18000000 0.028685014218 Long DBT CORP US N 2 2043-08-01 Fixed 4.75000000 N N N N N N GTP Acquisition Partners I LLC N/A 36246MAU3 1436000.00000000 PA USD 1540304.00000000 0.078784113874 Long DBT CORP US Y 2 2025-06-16 Fixed 3.48200000 N N N N N N HP, Inc. WHKXQACZ14C5XRO8LW03 40434LAB1 665000.00000000 PA USD 721525.00000000 0.036904862782 Long DBT CORP US N 2 2027-06-17 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BR95 302165.22000000 PA USD 303246.19000000 0.015510563086 Long ABS-MBS USGA US N 2 2063-04-20 Fixed 1.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397LYN3 22338.08000000 PA USD 554.28000000 0.000028350545 Long ABS-MBS USGSE US N 2 2023-06-25 Floating 6.32486900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B2KH2 2000000.00000000 PA USD 2234318.00000000 0.114281832511 Long ABS-MBS USGSE US N 2 2043-06-15 Fixed 3.00000000 N N N N N N Baxalta, Inc. 5493000JW8DCO3T45R55 07177MAN3 50000.00000000 PA USD 68884.17000000 0.003523316367 Long DBT CORP US N 2 2045-06-23 Fixed 5.25000000 N N N N N N Banco Nacional de Panama 529900H2Q7WMDKKIW109 059626AC5 1250000.00000000 PA USD 1262500.00000000 0.064574878573 Long DBT CORP PA Y 2 2030-08-11 Fixed 2.50000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GBP2 14910.21500000 PA USD 12953.79000000 0.000662565874 Long ABS-MBS CORP US N 3 2033-10-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHP98 69910.44000000 PA USD 70437.82000000 0.003602783107 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 4.21200000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TGWC9 155924.72000000 PA USD 176323.85000000 0.009018686101 Long ABS-MBS USGSE US N 2 2028-11-15 Fixed 6.00000000 N N N N N N GLS Auto Receivables Trust N/A 36251DAE1 151299.52000000 PA USD 151874.85000000 0.007768158413 Long ABS-O CORP US Y 2 2021-10-15 Fixed 6.90000000 N N N N N N Spruce ABS Trust N/A 85209BAA3 249821.14000000 PA USD 255289.23000000 0.013057640418 Long ABS-O CORP US Y 2 2028-06-15 Fixed 4.32000000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585AAG7 200000.00000000 PA USD 215618.89000000 0.011028565259 Long DBT CORP US N 2 2024-09-15 Fixed 3.62500000 N N N N N N Alternative Loan Trust N/A 12667GQN6 1683512.44000000 PA USD 250506.31000000 0.012813001623 Long ABS-MBS CORP US N 3 2035-07-25 Floating 4.57486900 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374DPT0 141047.66000000 PA USD 27409.07000000 0.001401930587 Long ABS-MBS USGA US N 2 2038-01-16 Floating 6.99811900 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAG2 406000.00000000 PA USD 455615.78000000 0.023304026669 Long DBT CORP US N 2 2026-01-15 Fixed 4.12500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VCQ5 1895000.00000000 PA USD 2364649.43000000 0.120948079059 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDJ2 3429000.00000000 PA USD 3700914.28000000 0.189295913064 Long DBT CORP US N 2 2023-02-25 Fixed 3.75000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FNH7 54255.53000000 PA USD 54391.77000000 0.002782053024 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.66469200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397F6H0 41169.90000000 PA USD 39783.14000000 0.002034844700 Long ABS-MBS USGSE US N 2 2037-02-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373RTZ2 80440.86000000 PA USD 270.88000000 0.000013855083 Long ABS-MBS USGA US N 2 2031-08-16 Floating 8.08812000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833BA7 1130000.00000000 PA USD 1312760.29000000 0.067145612929 Long DBT CORP US N 2 2045-02-09 Fixed 3.45000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 10373QBM1 1070000.00000000 PA USD 1061086.90000000 0.054272917008 Long DBT CORP US N 2 2030-08-10 Fixed 1.74900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YX48 129883.52000000 PA USD 130170.00000000 0.006657989658 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.47400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179ACQ7 338895.65000000 PA USD 345840.67000000 0.017689203383 Long ABS-MBS USGA US N 2 2063-04-20 Variable 4.10699900 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AZ9 590000.00000000 PA USD 599480.05000000 0.030662456583 Long DBT CORP JP N 2 2050-07-09 Fixed 3.17500000 N N N N N N National Australia Bank Ltd. 549300E2IPL06NDXMZ63 63254AAP3 800000.00000000 PA USD 905714.34000000 0.046325856259 Long DBT CORP AU N 2 2026-01-14 Fixed 3.37500000 N N N N N N WFRBS Commercial Mortgage Trust N/A 92935VAG3 1610702.36000000 PA USD 1622930.17000000 0.083010311811 Long ABS-MBS CORP US Y 2 2044-03-15 Fixed 4.37500000 N N N N N N Lendmark Funding Trust 549300PMR5HYNUPR5R97 52604FAB3 3319000.00000000 PA USD 3218777.15000000 0.164635361281 Long ABS-O CORP US Y 3 2027-12-20 Fixed 3.40000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661CX3 739000.00000000 PA USD 934825.94000000 0.047814868564 Long DBT CORP US N 2 2042-04-15 Fixed 4.65000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAD7 452000.00000000 PA USD 456338.50000000 0.023340992654 Long DBT CORP GB N 2 2021-01-08 Fixed 3.12500000 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 465685AQ8 440000.00000000 PA USD 477417.64000000 0.024419157332 Long DBT CORP US Y 2 2030-05-14 Fixed 2.95000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RMJ2 1763171.71000000 PA USD 1775897.23000000 0.090834335039 Long ABS-MBS USGA US N 2 2065-12-20 Floating 0.82374800 N N N N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 858119BK5 909000.00000000 PA USD 997590.88000000 0.051025195993 Long DBT CORP US N 2 2030-04-15 Fixed 3.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128NHY72 76251.70000000 PA USD 79990.93000000 0.004091409577 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 2.99800100 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31409JS50 78894.26000000 PA USD 91510.71000000 0.004680628108 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.50000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 92922FY93 1214981.95920000 PA USD 1189856.74000000 0.060859290697 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 5.50000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABH7 1550000.00000000 PA USD 1587649.50000000 0.081205761330 Long DBT CORP US Y 2 2028-02-15 Fixed 2.05000000 N N N N N N NACC Reperforming Loan REMIC Trust N/A 62951MAM2 236867.47000000 PA USD 235071.87000000 0.012023554424 Long ABS-MBS CORP US Y 2 2034-10-25 Variable 6.50000200 N N N N N N Shire Acquisitions Investments Ireland DAC 549300XK5HGW68R8K327 82481LAD1 1713000.00000000 PA USD 1918327.13000000 0.098119399195 Long DBT CORP IE N 2 2026-09-23 Fixed 3.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312911GW4 2061.06000000 PA USD 2164.95000000 0.000110733769 Long ABS-MBS USGSE US N 2 2022-08-15 Fixed 8.00000000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YAE0 175000.00000000 PA USD 251793.64000000 0.012878846517 Long DBT CORP US N 2 2032-04-15 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397RCW4 1133544.30000000 PA USD 7698.81000000 0.000393781957 Long ABS-MBS USGSE US N 2 2038-01-15 Variable 0.24999800 N Y N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 80281LAF2 200000.00000000 PA USD 207088.16000000 0.010592231909 Long DBT CORP GB N 2 2023-01-10 Fixed 3.57100000 N N N N N N Mid-State Capital Corp. Trust N/A 59548PAB5 615532.49000000 PA USD 659958.92000000 0.033755855146 Long ABS-O CORP US Y 3 2040-10-15 Fixed 6.08300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NC96 34056.35000000 PA USD 34268.16000000 0.001752762194 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 0.63513000 N N N N N N International Business Machines Corp. VGRQXHF3J8VDLUA7XE92 459200JZ5 1530000.00000000 PA USD 1736814.20000000 0.088835299857 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N Toledo Edison Co. (The) N/A 889175BD6 300000.00000000 PA USD 419174.94000000 0.021440135328 Long DBT CORP US N 2 2037-05-15 Fixed 6.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405YXX4 144396.92000000 PA USD 144985.21000000 0.007415764222 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 3.47800000 N N N N N N Plains All American Pipeline LP N/A 72650RBN1 462000.00000000 PA USD 464658.62000000 0.023766553635 Long DBT CORP US N 2 2030-09-15 Fixed 3.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TQC54 81638.66000000 PA USD 96911.78000000 0.004956884297 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7.00000000 N N N N N N Delmarva Power & Light Co. NJ98T8DDD027ZFXUDB24 247109BR1 235000.00000000 PA USD 274946.98000000 0.014063103245 Long DBT CORP US N 2 2042-06-01 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828A83 880000.00000000 PA USD 886531.25000000 0.045344671541 Long DBT UST US N 2 2020-12-31 Fixed 2.37500000 N N N N N N State Street Corp. 549300ZFEEJ2IP5VME73 857477AL7 369000.00000000 PA USD 394473.23000000 0.020176681923 Long DBT CORP US N 2 2023-05-15 Fixed 3.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MDV25 510666.68000000 PA USD 552736.35000000 0.028271590245 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WCW2 1825000.00000000 PA USD 2603727.50000000 0.133176544278 Long DBT MUN US N 2 2040-11-01 Fixed 5.64700000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 42217KAX4 350000.00000000 PA USD 455590.62000000 0.023302739774 Long DBT CORP US N 2 2041-03-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T6J36 9327.36000000 PA USD 9980.15000000 0.000510468890 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406DJX5 398913.06000000 PA USD 402730.44000000 0.020599025157 Long ABS-MBS USGSE US N 2 2034-11-01 Variable 2.91700100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LAG52 1827857.12000000 PA USD 2102463.04000000 0.107537659813 Long ABS-MBS USGSE US N 2 2030-09-01 Fixed 3.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GNM1 65393.70000000 PA USD 73391.76000000 0.003753872467 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBW2 530000.00000000 PA USD 576600.35000000 0.029492196108 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N Credit Suisse Group Funding Guernsey Ltd. 549300PXR5FKNXF0OH19 225433AT8 800000.00000000 PA USD 864041.90000000 0.044194376851 Long DBT CORP GG N 2 2023-06-09 Fixed 3.80000000 N N N N N N Nomura Asset Acceptance Corp. Alternative Loan Trust N/A 65535VAX6 33793.92000000 PA USD 34893.95000000 0.001784770363 Long ABS-MBS CORP US N 2 2033-04-25 Fixed 7.00000000 N N N N N N CPS Auto Receivables Trust N/A 126189AC3 375854.20000000 PA USD 376440.34000000 0.019254328115 Long ABS-O CORP US Y 2 2021-05-17 Fixed 4.20000000 N N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638BM3 88000.00000000 PA USD 144705.00000000 0.007401431923 Long DBT NUSS PE N 2 2050-11-18 Fixed 5.62500000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AC2 1162000.00000000 PA USD 1322180.41000000 0.067627437171 Long DBT CORP CH Y 2 2028-01-09 Fixed 4.28200000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 760759AX8 910000.00000000 PA USD 896548.84000000 0.045857055428 Long DBT CORP US N 2 2031-02-15 Fixed 1.45000000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PBA0 175000.00000000 PA USD 195791.89000000 0.010014445562 Long DBT CORP NL Y 2 2027-01-19 Fixed 3.60000000 N N N N N N American Tower Trust #1 5493004YGM0MQZJOEJ36 03027WAJ1 750000.00000000 PA USD 767408.55000000 0.039251733808 Long DBT CORP US Y 2 2023-03-15 Fixed 3.07000000 N N N N N N Reckitt Benckiser Treasury Services plc 213800LAXWIUOOBZ3908 75625QAC3 700000.00000000 PA USD 723260.91000000 0.036993651834 Long DBT CORP GB Y 2 2022-06-24 Fixed 2.37500000 N N N N N N MASTR Alternative Loan Trust N/A 576434SQ8 157442.04000000 PA USD 134357.18000000 0.006872157294 Long ABS-MBS CORP US N 3 2034-07-25 None 0.00000000 N N N N N N Alternative Loan Trust N/A 12668AZU2 510316.33000000 PA USD 496588.11000000 0.025399696558 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AW8 460000.00000000 PA USD 450552.92000000 0.023045069386 Long DBT CORP GB N 2 2030-08-06 Fixed 1.37500000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 09659W2K9 1065000.00000000 PA USD 1149694.15000000 0.058805037729 Long DBT CORP FR Y 2 2031-01-13 Variable 3.05200100 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAT7 585000.00000000 PA USD 690732.22000000 0.035329860779 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N MASTR Alternative Loan Trust N/A 576434SK1 270527.44000000 PA USD 286909.12000000 0.014674947790 Long ABS-MBS CORP US N 2 2034-07-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313399C47 511775.38000000 PA USD 595394.82000000 0.030453503528 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141DD7 125000.00000000 PA USD 151929.27000000 0.007770941910 Long DBT CORP US N 2 2043-03-15 Fixed 4.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284M9 1212000.00000000 PA USD 1359333.75000000 0.069527771760 Long DBT UST US N 2 2025-04-30 Fixed 2.87500000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AY4 2945000.00000000 PA USD 2890990.47000000 0.147869590937 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N United Airlines Pass-Through Trust N/A 90932JAA0 1314000.00000000 PA USD 1211606.81000000 0.061971772384 Long ABS-O CORP US N 2 2032-05-01 Fixed 2.70000000 N N N N N N MetLife, Inc. C4BXATY60WC6XEOZDX54 59156RBG2 600000.00000000 PA USD 804482.00000000 0.041147982150 Long DBT CORP US N 2 2043-11-13 Fixed 4.87500000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 68902VAF4 1430000.00000000 PA USD 1525677.10000000 0.078035971069 Long DBT CORP US Y 2 2030-02-15 Fixed 2.56500000 N N N N N N Air Canada Pass-Through Trust N/A 009089AA1 580278.91000000 PA USD 530928.86000000 0.027156171616 Long ABS-O CORP CA Y 2 2025-05-15 Fixed 4.12500000 N N N N N N FNMA/FHLMC N/A 01F022691 7357046.00000000 PA USD 7743578.28000000 0.396071783887 Long ABS-MBS USGSE US N 2 2050-09-25 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PXY2 83622.96000000 PA USD 86982.50000000 0.004449017327 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 0.92513200 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RJX1 2340000.00000000 PA USD 2481458.71000000 0.126922689017 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397MRK5 456778.06000000 PA USD 88923.59000000 0.004548301011 Long ABS-MBS USGSE US N 2 2038-09-25 Floating 5.67487100 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060BD7 415000.00000000 PA USD 428631.46000000 0.021923821372 Long DBT CORP JP N 2 2060-07-09 Fixed 3.37500000 N N N N N N Drive Auto Receivables Trust N/A 26208EAG9 1678684.11000000 PA USD 1700968.47000000 0.087001847452 Long ABS-O CORP US N 2 2023-03-15 Fixed 3.84000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGL7 1700000.00000000 PA USD 1926507.05000000 0.098537789168 Long DBT CORP US N 2 2028-04-24 Variable 3.70500100 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VFE9 2190000.00000000 PA USD 2475004.89000000 0.126592586329 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAC7 800000.00000000 PA USD 882366.94000000 0.045131673669 Long DBT CORP FR Y 2 2024-07-11 Fixed 4.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392MQP0 127937.71000000 PA USD 151445.38000000 0.007746191702 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N Aetna, Inc. 549300QKBENKLBXQ8968 00817YAG3 440000.00000000 PA USD 634185.57000000 0.032437589050 Long DBT CORP US N 2 2037-12-15 Fixed 6.75000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AX6 1325000.00000000 PA USD 1321658.92000000 0.067600763782 Long DBT CORP US Y 2 2025-09-01 Fixed 1.62500000 N N N N N N World Omni Auto Receivables Trust N/A 98162QAC4 4898604.85000000 PA USD 4977758.96000000 0.254604499336 Long ABS-O CORP US N 2 2023-07-17 Fixed 2.87000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TLLL0 128764.69000000 PA USD 151445.97000000 0.007746221879 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 7.00000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CS2 2503000.00000000 PA USD 2643300.31000000 0.135200630932 Long DBT CORP US N 2 2023-05-01 Fixed 4.50800000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HN6 600000.00000000 PA USD 805223.87000000 0.041185927627 Long DBT CORP US N 2 2048-11-15 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392B5S1 3792.54000000 PA USD 4750.65000000 0.000242988235 Long ABS-MBS USGSE US N 2 2032-03-25 Floating 10.00000100 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EBG8 408000.00000000 PA USD 492523.28000000 0.025191786931 Long DBT CORP US Y 2 2029-02-01 Fixed 4.56900000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GHD4 4155000.00000000 PA USD 4643206.31000000 0.237492660326 Long DBT CORP US N 2 2028-12-20 Variable 3.41899900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TPGX1 40086.39000000 PA USD 47521.74000000 0.002430661853 Long ABS-MBS USGSE US N 2 2030-08-15 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396RJA6 29128.33000000 PA USD 24976.90000000 0.001277528938 Long ABS-MBS USGSE US N 2 2036-05-15 None 0.00000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 21036PBD9 220000.00000000 PA USD 295615.35000000 0.015120257687 Long DBT CORP US N 2 2048-11-15 Fixed 5.25000000 N N N N N N CPS Auto Trust N/A 12655CAD8 2964000.00000000 PA USD 3048029.99000000 0.155901914054 Long ABS-O CORP US Y 2 2024-06-17 Fixed 4.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T5X32 102603.43000000 PA USD 101792.51000000 0.005206525919 Long ABS-MBS USGSE US N 2 2024-02-15 Floating 0.10000100 N N N N N N Duke Energy Progress LLC 0NIFZ782LS46WOC9QK20 144141DB1 273000.00000000 PA USD 338212.84000000 0.017299051940 Long DBT CORP US N 2 2042-05-15 Fixed 4.10000000 N N N N N N Entergy Arkansas LLC 549300A0I5ONUIFMLP35 29364DAU4 175000.00000000 PA USD 199636.52000000 0.010211092307 Long DBT CORP US N 2 2026-04-01 Fixed 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAM2 338000.00000000 PA USD 357830.60000000 0.018302469342 Long DBT CORP US N 2 2038-04-15 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339NJ23 95701.59000000 PA USD 152338.36000000 0.007791866217 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 19.07911100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402HJY8 22537.46000000 PA USD 25262.77000000 0.001292150736 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 6.00000000 N N N N N N Charter Communications Operating LLC N/A 161175BT0 1475000.00000000 PA USD 1677301.12000000 0.085791299925 Long DBT CORP US N 2 2050-03-01 Fixed 4.80000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAU4 542000.00000000 PA USD 567628.38000000 0.029033294030 Long DBT CORP JP N 2 2022-10-18 Fixed 2.77800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TTK67 42961.46000000 PA USD 49549.11000000 0.002534358623 Long ABS-MBS USGSE US N 2 2031-05-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339NLX2 122391.57000000 PA USD 144326.23000000 0.007382058437 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAD1 569000.00000000 PA USD 762599.09000000 0.039005737534 Long DBT CORP US N 2 2040-06-01 Fixed 6.35000000 N N N N N N WRKCo, Inc. 549300JEB576INN13W07 96145DAF2 400000.00000000 PA USD 449500.77000000 0.022991253577 Long DBT CORP US N 2 2025-03-15 Fixed 3.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375XML5 94275.94000000 PA USD 13635.23000000 0.000697420452 Long ABS-MBS USGA US N 2 2038-08-20 Floating 5.84200100 N N N N N N Emera US Finance LP N/A 29103DAM8 700000.00000000 PA USD 867847.07000000 0.044389005279 Long DBT CORP US N 2 2046-06-15 Fixed 4.75000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAK7 343000.00000000 PA USD 363674.21000000 0.018601360753 Long DBT CORP US N 2 2023-02-06 Fixed 3.35000000 N N N N N N Vendee Mortgage Trust N/A 92260MAH6 211437.67000000 PA USD 240707.94000000 0.012311830492 Long ABS-MBS USGSE US N 2 2026-02-15 Fixed 6.75000000 N N N N N N Texas Eastern Transmission LP 549300SIOULUXXIDGA69 882384AC4 554000.00000000 PA USD 567875.13000000 0.029045914902 Long DBT CORP US Y 2 2022-10-15 Fixed 2.80000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CRE5 2555.80000000 PA USD 2958.39000000 0.000151316970 Long ABS-MBS USGA US N 2 2026-09-20 Fixed 8.00000000 N N N N N N Brooklyn Union Gas Co. (The) 83BQ1DXS6VA5GZFK8S35 114259AQ7 440000.00000000 PA USD 553807.84000000 0.028326395264 Long DBT CORP US Y 2 2048-03-15 Fixed 4.27300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312914MW1 22911.07000000 PA USD 24218.43000000 0.001238734397 Long ABS-MBS USGSE US N 2 2023-02-15 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396R2P1 224464.85000000 PA USD 213416.60000000 0.010915921608 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440BH6 275000.00000000 PA USD 335395.32000000 0.017154940248 Long DBT CORP US N 2 2026-06-01 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38381AH74 4893184.78000000 PA USD 5096447.68000000 0.260675239678 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406H3D7 304061.73000000 PA USD 314389.69000000 0.016080535490 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 2.57100100 N N N N N N Airbus SE MINO79WLOO247M1IL051 009279AC4 150000.00000000 PA USD 170111.71000000 0.008700944964 Long DBT CORP NL Y 2 2047-04-10 Fixed 3.95000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGT0 526000.00000000 PA USD 571233.22000000 0.029217675896 Long DBT CORP US N 2 2025-10-01 Variable 3.09300100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TRUS2 52564.17000000 PA USD 62375.32000000 0.003190398982 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 7.00000000 N N N N N N BB-UBS Trust N/A 05538UAA1 4400000.00000000 PA USD 4260747.04000000 0.217930473458 Long ABS-MBS CORP US Y 2 2036-11-05 Fixed 3.43020000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGMM1 4000000.00000000 PA USD 4445665.60000000 0.227388765386 Long ABS-MBS USGSE US N 2 2033-10-25 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TGCG2 111749.47000000 PA USD 127647.36000000 0.006528960611 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296QYC8 72613.92000000 PA USD 81248.63000000 0.004155738943 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 6.00000000 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 65364UAK2 493000.00000000 PA USD 541061.27000000 0.027674428365 Long DBT CORP US Y 2 2024-10-01 Fixed 3.50800000 N N N N N N Edison International 549300I7ROF15MAEVP56 281020AQ0 1591000.00000000 PA USD 1694499.48000000 0.086670968843 Long DBT CORP US N 2 2024-11-15 Fixed 3.55000000 N N N N N N Analog Devices, Inc. GYVOE5EZ4GDAVTU4CQ61 032654AP0 300000.00000000 PA USD 363761.50000000 0.018605825498 Long DBT CORP US N 2 2036-12-05 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AFGG1 368502.56000000 PA USD 369467.45000000 0.018897675818 Long ABS-MBS USGSE US N 2 2041-01-15 Floating 0.61188100 N N N N N N CHL Mortgage Pass-Through Trust N/A 126694LU0 978614.01000000 PA USD 900434.98000000 0.046055825344 Long ABS-MBS CORP US N 2 2035-11-25 Variable 3.45729200 N N N N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 775109BN0 560000.00000000 PA USD 696807.27000000 0.035640589979 Long DBT CORP CA N 2 2049-05-01 Fixed 4.35000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 5899292M9 697084.92000000 PA USD 682254.72000000 0.034896250059 Long ABS-MBS CORP US N 2 2028-10-25 Floating 0.81163100 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MAT5 175000.00000000 PA USD 208641.58000000 0.010671686886 Long DBT CORP CA N 2 2029-04-01 Fixed 4.20000000 N N N N N N Berkshire Hathaway Finance Corp. 549300RLHFT5RU20WM87 084664BU4 1000000.00000000 PA USD 1296444.69000000 0.066311095789 Long DBT CORP US N 2 2042-05-15 Fixed 4.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828RC6 13000000.00000000 PA USD 13242734.44000000 0.677344925504 Long DBT UST US N 2 2021-08-15 Fixed 2.12500000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBZ5 490000.00000000 PA USD 495897.41000000 0.025364368345 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 46849LSQ5 675000.00000000 PA USD 741212.78000000 0.037911861596 Long DBT CORP US Y 2 2026-04-29 Fixed 3.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396J5T8 42485.68000000 PA USD 41042.85000000 0.002099276875 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312941XL6 443256.25000000 PA USD 510959.97000000 0.026134794470 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375B7P1 1779153.18000000 PA USD 1784491.35000000 0.091273910687 Long ABS-MBS USGA US N 2 2063-08-20 Floating 0.76375100 N N N N N N Emory University 95MD72NUUVZ3P8PQ6919 29157TAD8 1060000.00000000 PA USD 1114434.92000000 0.057001583871 Long DBT CORP US N 2 2030-09-01 Fixed 2.14300000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339NHV1 57412.72000000 PA USD 12400.69000000 0.000634275683 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 8.48812000 N N N N N N Academic Loan Funding Trust N/A 00389VAA0 878548.18000000 PA USD 849168.91000000 0.043433646932 Long ABS-O CORP US Y 2 2044-12-26 Floating 0.97512800 N N N N N N Impac CMB Trust N/A 45254NPE1 112109.79000000 PA USD 104990.22000000 0.005370083729 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.77513000 N N N N N N Ascension Health N/A 04352EAA3 430000.00000000 PA USD 481103.43000000 0.024607679662 Long DBT CORP US N 2 2029-11-15 Fixed 2.53200000 N N N N N N ONEOK Partners LP T4DHW82NMF6BXJT50795 68268NAL7 334000.00000000 PA USD 363202.69000000 0.018577243251 Long DBT CORP US N 2 2023-09-15 Fixed 5.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202C5G4 1616.19000000 PA USD 1649.71000000 0.000084380057 Long ABS-MBS USGA US N 2 2028-09-20 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392A7G7 278966.89000000 PA USD 9999.93000000 0.000511480606 Long ABS-MBS USGSE US N 2 2032-03-25 Floating 1.59999800 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38379HTQ8 507316.06000000 PA USD 564942.24000000 0.028895902217 Long ABS-MBS USGA US N 2 2041-10-20 Variable 4.60360100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374UJV4 131203.77000000 PA USD 24950.10000000 0.001276158160 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 6.00000000 N N N N N N Masco Corp. 5GCSNMQXHEYA1JO8QN11 574599AY2 600000.00000000 PA USD 754346.17000000 0.038583613727 Long DBT CORP US N 2 2032-08-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TNCF9 48430.67000000 PA USD 57930.46000000 0.002963051421 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 8.00000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05971KAE9 800000.00000000 PA USD 850334.83000000 0.043493281896 Long DBT CORP ES N 2 2025-05-28 Fixed 2.74600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TGE96 33036.76000000 PA USD 37422.77000000 0.001914115507 Long ABS-MBS USGSE US N 2 2028-09-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TGCK3 125611.15000000 PA USD 140370.46000000 0.007179727057 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BYQ9 19604.78000000 PA USD 19614.39000000 0.001003245031 Long ABS-MBS USGA US N 2 2062-07-20 Floating 0.71375000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128283C2 1650000.00000000 PA USD 1716322.26000000 0.087787169531 Long DBT UST US N 2 2022-10-31 Fixed 2.00000000 N N N N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158BA3 1080000.00000000 PA USD 1142362.62000000 0.058430041563 Long DBT CORP US N 2 2050-05-15 Fixed 2.80000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374LM73 913010.74000000 PA USD 147499.72000000 0.007544377432 Long ABS-MBS USGA US N 2 2035-08-20 Floating 5.50000100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8BP8 4356715.71000000 PA USD 4605827.01000000 0.235580768240 Long ABS-MBS USGSE US N 2 2023-08-01 Fixed 2.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339DMW5 178817.43000000 PA USD 210624.85000000 0.010773128010 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.50000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AA4 192000.00000000 PA USD 193021.79000000 0.009872759327 Long DBT CORP US N 2 2020-12-15 Fixed 3.00000000 N N N N N N Port Authority of New York & New Jersey 54930006MR4KZ4W74Z83 73358WJA3 2060000.00000000 PA USD 2690730.80000000 0.137626625493 Long DBT MUN US N 2 2062-10-01 Fixed 4.45800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617LNSC9 5279374.10000000 PA USD 5565246.88000000 0.284653577433 Long ABS-MBS USGA US N 2 2050-03-20 Fixed 3.00000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 98978VAS2 760000.00000000 PA USD 789728.72000000 0.040393375208 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Citicorp Mortgage Securities REMIC Pass-Through Certificates Trust N/A 1729732E8 34864.63200000 PA USD 29562.12000000 0.001512055690 Long ABS-MBS CORP US N 3 2035-08-25 None 0.00000000 N N N N N N Westpac Banking Corp. EN5TNI6CI43VEPAMHL14 961214CX9 690000.00000000 PA USD 766180.98000000 0.039188945543 Long DBT CORP AU N 2 2026-05-13 Fixed 2.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395B4J9 43491.65000000 PA USD 42347.49000000 0.002166007148 Long ABS-MBS USGSE US N 2 2036-04-25 None 0.00000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AU3 939000.00000000 PA USD 1039327.77000000 0.053159971917 Long DBT CORP GB N 2 2025-08-18 Fixed 4.25000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LBE0 653000.00000000 PA USD 774859.88000000 0.039632857554 Long DBT CORP US N 2 2050-02-15 Fixed 3.55000000 N N N N N N Citigroup Global Markets Mortgage Securities VII, Inc. 549300VB2N1G56GWKB41 79549AYG8 38378.99000000 PA USD 38207.42000000 0.001954249114 Long ABS-MBS CORP US N 2 2033-09-25 Variable 4.24000100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 383742AS2 216287.02000000 PA USD 32579.16000000 0.001666372515 Long ABS-MBS USGA US N 2 2037-12-20 Floating 6.39200200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381TR44 2401561.27000000 PA USD 2460053.31000000 0.125827836656 Long ABS-MBS USGSE US N 2 2022-02-01 Fixed 3.16000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358TPN3 4661.25000000 PA USD 4874.09000000 0.000249301995 Long ABS-MBS USGSE US N 2 2023-02-25 Fixed 6.50000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 88059FAV3 5000000.00000000 PA USD 4821069.95000000 0.246590104251 Long DBT USGA US N 2 2025-11-01 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A12F1 387228.59000000 PA USD 476684.01000000 0.024381633317 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 7.00000000 N N N N N N Eni SpA BUCRF72VH5RBN7X3VL35 26874RAC2 925000.00000000 PA USD 1092767.71000000 0.055893340342 Long DBT CORP IT Y 2 2040-10-01 Fixed 5.70000000 N N N N N N nVent Finance SARL 549300KO1OQ4MVFB6X02 67078AAD5 450000.00000000 PA USD 482944.74000000 0.024701859757 Long DBT CORP LU N 2 2028-04-15 Fixed 4.55000000 N N N N N N BAMLL Re-REMIC Trust N/A 05525HAN7 1950000.00000000 PA USD 1931553.00000000 0.098795881531 Long ABS-MBS CORP US Y 2 2047-01-27 None 0.00000000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 075887BX6 600000.00000000 PA USD 753579.90000000 0.038544420228 Long DBT CORP US N 2 2047-06-06 Fixed 4.66900000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148LAC0 557000.00000000 PA USD 611633.26000000 0.031284074056 Long DBT CORP US N 2 2025-01-23 Fixed 3.50000000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494AZ6 300000.00000000 PA USD 393102.95000000 0.020106594267 Long DBT CORP US N 2 2034-08-15 Fixed 4.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RDD5 1504455.92000000 PA USD 1502775.29000000 0.076864579703 Long ABS-MBS USGA US N 2 2065-06-20 Floating 0.60374900 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AG3 410000.00000000 PA USD 452845.93000000 0.023162353221 Long DBT CORP US N 2 2029-05-03 Fixed 4.80000000 N N N N N N Gold Key Resorts LLC 549300MORAF4RGEXUA95 38061LAA7 240342.53000000 PA USD 240370.27000000 0.012294559206 Long ABS-O CORP US Y 2 2031-03-17 Fixed 3.22000000 N N N N N N Nomura Asset Acceptance Corp. Alternative Loan Trust N/A 65535VAU2 59342.43000000 PA USD 60588.51000000 0.003099006476 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HVYM0 4550000.00000000 PA USD 4999289.75000000 0.255705765197 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 2.39000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828J43 12700000.00000000 PA USD 13004601.63000000 0.665164808838 Long DBT UST US N 2 2022-02-28 Fixed 1.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T0PQ1 1185.84000000 PA USD 1203.44000000 0.000061554052 Long ABS-MBS USGSE US N 2 2023-08-15 Floating 2.18200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8J70 4235000.00000000 PA USD 4794129.60000000 0.245212147950 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.24000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359N4H1 24174.70000000 PA USD 494.37000000 0.000025286243 Long ABS-MBS USGSE US N 2 2027-03-25 Floating 1.84000000 N N N N N N Potomac Electric Power Co. 549300BXF2DWUNN57U06 737679DB3 1085000.00000000 PA USD 1645675.21000000 0.084173684639 Long DBT CORP US N 2 2037-11-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NJD0 491372.55000000 PA USD 96020.49000000 0.004911296223 Long ABS-MBS USGSE US N 2 2036-06-25 Floating 6.40487200 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 756109AT1 556000.00000000 PA USD 721240.49000000 0.036890310545 Long DBT CORP US N 2 2047-03-15 Fixed 4.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400FEM5 131090.75000000 PA USD 132275.49000000 0.006765682142 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 2.63400100 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UM6 316860.05000000 PA USD 321086.84000000 0.016423084122 Long ABS-MBS CORP US N 2 2034-11-21 Variable 3.31737100 N N N N N N Hydro-Quebec 6THEVG93PYJH84S4D167 448814EJ8 350000.00000000 PA USD 445652.54000000 0.022794422698 Long DBT NUSS CA N 2 2024-07-07 Fixed 8.05000000 N N N N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 459506AK7 300000.00000000 PA USD 346346.98000000 0.017715100338 Long DBT CORP US N 2 2028-09-26 Fixed 4.45000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AU4 375000.00000000 PA USD 458087.46000000 0.023430449192 Long DBT CORP US N 2 2060-06-01 Fixed 4.60000000 N N N N N N Pretium Mortgage Credit Partners I LLC N/A 74142FAA8 3420075.13000000 PA USD 3389615.94000000 0.173373495237 Long ABS-MBS CORP US Y 2 2060-02-27 Variable 3.10489900 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGE3 588000.00000000 PA USD 608694.24000000 0.031133747830 Long DBT CORP US N 2 2023-01-20 Variable 3.12400100 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433UE4 134577.09000000 PA USD 133651.56000000 0.006836065947 Long ABS-MBS CORP US N 2 2034-04-21 Variable 4.10118800 N N N N N N Exeter Automobile Receivables Trust N/A 30166EAC0 239567.41000000 PA USD 240099.94000000 0.012280732254 Long ABS-O CORP US Y 2 2022-11-15 Fixed 3.64000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBP9 500000.00000000 PA USD 578905.94000000 0.029610123391 Long DBT CORP US N 2 2037-11-15 Fixed 3.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393HGW6 250292.37000000 PA USD 286665.21000000 0.014662472179 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359PSF4 86276.68000000 PA USD 98488.62000000 0.005037537170 Long ABS-MBS USGSE US N 2 2027-05-20 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397SMD3 531330.36000000 PA USD 34634.77000000 0.001771513716 Long ABS-MBS USGSE US N 2 2041-04-25 Variable 2.99644900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TNSS4 56863.95000000 PA USD 68044.49000000 0.003480368062 Long ABS-MBS USGSE US N 2 2030-04-15 Fixed 8.00000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBF4 2113000.00000000 PA USD 2329582.50000000 0.119154461041 Long DBT NUSS MX N 2 2046-01-23 Fixed 4.60000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RC4 5214400.00000000 PA USD 7554158.33000000 0.386383252980 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403DQT9 204790.81000000 PA USD 208968.79000000 0.010688423160 Long ABS-MBS USGSE US N 2 2035-06-01 Variable 3.31700000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAL4 382000.00000000 PA USD 412534.47000000 0.021100485788 Long DBT CORP US N 2 2026-09-01 Fixed 2.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31389DS73 235830.84000000 PA USD 268694.51000000 0.013743299292 Long ABS-MBS USGSE US N 2 2031-09-01 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359VRN5 49063.91000000 PA USD 53476.29000000 0.002735227669 Long ABS-MBS USGSE US N 2 2029-04-18 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8F82 3747910.88000000 PA USD 4207496.84000000 0.215206809935 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.26000000 N N N N N N Natwest Group plc 2138005O9XJIJN4JPN90 780097BG5 290000.00000000 PA USD 345066.04000000 0.017649582283 Long DBT CORP GB N 2 2029-05-18 Variable 4.89200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138NJAD0 355921.55000000 PA USD 355863.19000000 0.018201839432 Long ABS-MBS USGSE US N 2 2021-01-01 Variable 4.30099900 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AQ1 490000.00000000 PA USD 506576.52000000 0.025910587934 Long DBT CORP CH Y 2 2026-06-05 Variable 2.19300100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402BEZ3 112378.19000000 PA USD 129065.53000000 0.006601497764 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410KLP7 151267.17000000 PA USD 156350.02000000 0.007997056282 Long ABS-MBS USGSE US N 2 2023-02-01 Fixed 6.00000000 N N N N N N MASTR Alternative Loan Trust N/A 576434LD4 271407.48000000 PA USD 282620.30000000 0.014455581429 Long ABS-MBS CORP US N 2 2034-01-25 Fixed 6.00000000 N N N N N N National Rural Utilities Cooperative Finance Corp. 4NYF266XZC35SCTGX023 637432NL5 306000.00000000 PA USD 328726.40000000 0.016813835535 Long DBT CORP US N 2 2024-02-07 Fixed 2.95000000 N N N N N N JP Morgan Mortgage Trust N/A 466247K51 220788.97000000 PA USD 224453.18000000 0.011480425222 Long ABS-MBS CORP US N 2 2034-08-25 Variable 3.09214400 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XYW8 833833.70000000 PA USD 183505.37000000 0.009386009493 Long ABS-MBS USGSE US N 2 2037-10-25 Floating 6.28486900 N N N N N N GSMPS Mortgage Loan Trust N/A 36298XAD4 2191318.20000000 PA USD 380531.17000000 0.019463567601 Long ABS-MBS CORP US Y 3 2036-04-25 Variable 5.89869700 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396KAA0 218347.26000000 PA USD 207324.57000000 0.010604323907 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RV24 12766.11000000 PA USD 14243.51000000 0.000728533012 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404EVB9 78873.05000000 PA USD 80340.11000000 0.004109269582 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 3.71099900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397JJN5 12533.03000000 PA USD 11697.15000000 0.000598290725 Long ABS-MBS USGSE US N 2 2037-06-15 None 0.00000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBG9 441000.00000000 PA USD 548036.21000000 0.028031185516 Long DBT CORP MX N 2 2049-04-22 Fixed 4.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373QR86 116964.65900000 PA USD 111401.64000000 0.005698017723 Long ABS-MBS USGA US N 2 2033-06-16 None 0.00000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AD0 300000.00000000 PA USD 462978.63000000 0.023680624803 Long DBT CORP GB N 2 2037-09-15 Fixed 6.45000000 N N N N N N Medtronic, Inc. D56MRZY2INAN94ZONZ37 585055BU9 97000.00000000 PA USD 133162.69000000 0.006811061019 Long DBT CORP US N 2 2045-03-15 Fixed 4.62500000 N N N N N N CVS Health Corp. 549300EJG376EN5NQE29 126650DP2 470000.00000000 PA USD 457673.41000000 0.023409271189 Long DBT CORP US N 2 2040-08-21 Fixed 2.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396HUN7 289265.95000000 PA USD 272678.86000000 0.013947092494 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L9LN0 8961771.15000000 PA USD 9950567.90000000 0.508955812977 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 2.79000000 N N N N N N San Diego Gas & Electric Co. KNIRVXKVNJJ4P8OTMS63 797440BP8 379000.00000000 PA USD 429324.34000000 0.021959261088 Long DBT CORP US N 2 2041-11-15 Fixed 3.95000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378TTL4 746868.48000000 PA USD 827438.41000000 0.042322166220 Long ABS-MBS USGA US N 2 2043-04-20 Variable 4.48134100 N N N N N N Memorial Sloan-Kettering Cancer Center 549300IZ71UAMEHWL382 586054AC2 200000.00000000 PA USD 270714.51000000 0.013846619098 Long DBT CORP US N 2 2055-07-01 Fixed 4.20000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 413875AR6 850000.00000000 PA USD 955161.94000000 0.048855022807 Long DBT CORP US N 2 2025-04-27 Fixed 3.83200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132G7H73 445419.44000000 PA USD 473922.75000000 0.024240399235 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 3.00000000 N N N N N N Penske Truck Leasing Co. LP N/A 709599BC7 1131000.00000000 PA USD 1227296.45000000 0.062774272659 Long DBT CORP US Y 2 2023-08-01 Fixed 4.12500000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GAQ2 1277000.00000000 PA USD 1349388.29000000 0.069019077208 Long DBT CORP US Y 2 2022-04-11 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810QK7 235000.00000000 PA USD 346166.02000000 0.017705844521 Long DBT UST US N 2 2040-08-15 Fixed 3.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810SC3 3757000.00000000 PA USD 5193465.47000000 0.265637546220 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N Progress Energy, Inc. 549300FBMTW0JYWMNB26 743263AS4 673000.00000000 PA USD 697779.71000000 0.035690328748 Long DBT CORP US N 2 2022-04-01 Fixed 3.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QPL7 353526.11000000 PA USD 420230.26000000 0.021494113277 Long ABS-MBS USGSE US N 2 2039-08-25 Fixed 6.00000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GBH0 38505.16800000 PA USD 39481.64000000 0.002019423452 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393MWB3 86534.31000000 PA USD 17160.58000000 0.000877736530 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 6.50000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BK9 615000.00000000 PA USD 809125.91000000 0.041385510803 Long DBT CORP US N 2 2035-11-03 Fixed 4.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TSJA2 9638.84700000 PA USD 9553.61000000 0.000488652044 Long ABS-MBS USGSE US N 2 2024-05-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L5G20 1913134.42000000 PA USD 2073953.17000000 0.106079425046 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 3.38000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374NPR2 133716.31000000 PA USD 9401.01000000 0.000480846795 Long ABS-MBS USGA US N 2 2036-06-20 Floating 6.34200100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381RTA2 2560251.24000000 PA USD 2955745.18000000 0.151181691955 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 4.54000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TDA22 39756.05000000 PA USD 6019.71000000 0.000307898647 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397BHE4 94431.05000000 PA USD 81885.64000000 0.004188320997 Long ABS-MBS USGSE US N 2 2036-09-15 None 0.00000000 N N N N N N BCAP LLC Trust N/A 05531UAQ3 36364.82000000 PA USD 36585.51000000 0.001871290982 Long ABS-MBS CORP US Y 2 2034-11-26 Variable 5.50000100 N N N N N N Scentre Group Trust 1 N/A 806213AB0 420000.00000000 PA USD 444127.14000000 0.022716400900 Long DBT CORP AU Y 2 2025-02-12 Fixed 3.50000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAU6 1000000.00000000 PA USD 1045058.42000000 0.053453085603 Long DBT CORP FR Y 2 2024-10-16 Fixed 2.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381TYU8 831967.43000000 PA USD 830598.29000000 0.042483789085 Long ABS-MBS USGSE US N 2 2022-03-01 Variable 0.95500100 N N N N N N Nordea Bank Abp 529900ODI3047E2LIV03 65557FAD8 945000.00000000 PA USD 1005827.33000000 0.051446477386 Long DBT CORP FI Y 2 2022-09-21 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T8Z83 2486.44000000 PA USD 2500.92000000 0.000127918103 Long ABS-MBS USGSE US N 2 2027-02-15 Floating 0.86188000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402CPA4 387063.63000000 PA USD 455432.30000000 0.023294641957 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 75513EBG5 199000.00000000 PA USD 246595.41000000 0.012612965273 Long DBT CORP US Y 2 2047-04-15 Fixed 4.35000000 N N N N N N ORIX Corp. 35380016EMHNBOVYE123 686330AH4 553000.00000000 PA USD 574880.39000000 0.029404222874 Long DBT CORP JP N 2 2022-07-18 Fixed 2.90000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375KA77 713210.84000000 PA USD 146069.57000000 0.007471227521 Long ABS-MBS USGA US N 2 2037-07-20 Floating 6.59200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374TRY2 538931.13000000 PA USD 89333.82000000 0.004569283626 Long ABS-MBS USGA US N 2 2039-04-20 Floating 6.11200100 N N N N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 126117AS9 463000.00000000 PA USD 511150.74000000 0.026144552054 Long DBT CORP US N 2 2024-05-15 Fixed 3.95000000 N N N N N N Commercial Mortgage Trust N/A 12624KAE6 2318971.20000000 PA USD 54162.12000000 0.002770306789 Long ABS-MBS CORP US N 3 2045-08-15 Variable 1.78780300 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397EPT6 155790.59000000 PA USD 145897.87000000 0.007462445338 Long ABS-MBS USGSE US N 2 2037-01-15 None 0.00000000 N N N N N N CVS Pass-Through Trust N/A 126650BY5 835840.75000000 PA USD 955125.52000000 0.048853159981 Long ABS-O CORP US Y 2 2034-01-10 Fixed 5.92600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XAU8 206810.17000000 PA USD 237374.89000000 0.012141350256 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 6.00000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 59020UNN1 183592.91000000 PA USD 181276.87000000 0.009272025242 Long ABS-MBS CORP US N 2 2034-12-25 Variable 3.00406000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359EK34 7366.80800000 PA USD 7282.98000000 0.000372512910 Long ABS-MBS USGSE US N 2 2023-09-25 None 0.00000000 N N N N N N vMobo, Inc. N/A 91834VAA0 2922337.91000000 PA USD 2756605.41000000 0.140996007625 Long ABS-MBS CORP US N 2 2024-05-31 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GVM2 273378.75000000 PA USD 306318.50000000 0.015667706885 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 6.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828G38 400000.00000000 PA USD 433921.88000000 0.022194417989 Long DBT UST US N 2 2024-11-15 Fixed 2.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CZN6 4755.27000000 PA USD 5345.67000000 0.000273422567 Long ABS-MBS USGA US N 2 2028-02-20 Fixed 7.50000000 N N N N N N Pfizer, Inc. 765LHXWGK1KXCLTFYQ30 717081EU3 950000.00000000 PA USD 1173327.72000000 0.060013857462 Long DBT CORP US N 2 2039-03-15 Fixed 3.90000000 N N N N N N TC PipeLines LP 6HL0C5LCIE4TN8UZHL06 87233QAC2 391000.00000000 PA USD 421477.00000000 0.021557882056 Long DBT CORP US N 2 2027-05-25 Fixed 3.90000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RE0 7780000.00000000 PA USD 11292244.51000000 0.577580449948 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N Park Aerospace Holdings Ltd. 635400CPI3EOIFF6OC33 70014LAA8 620000.00000000 PA USD 615518.61000000 0.031482803564 Long DBT CORP KY Y 2 2022-08-15 Fixed 5.25000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 824348AV8 381000.00000000 PA USD 412783.31000000 0.021113213560 Long DBT CORP US N 2 2024-06-01 Fixed 3.12500000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851AU3 1013000.00000000 PA USD 1112248.64000000 0.056889759106 Long DBT CORP US N 2 2023-12-01 Fixed 4.05000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373APX8 97979.59000000 PA USD 5091.11000000 0.000260402225 Long ABS-MBS USGA US N 2 2038-12-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396YKW1 254451.12000000 PA USD 48738.08000000 0.002492875721 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 6.05486900 N N N N N N Morgan Stanley Capital I Trust 5493004BO35O1811XR94 61751NAP7 401868.47000000 PA USD 326.56000000 0.000016703027 Long ABS-MBS CORP US Y 3 2044-02-12 Variable 0.36510500 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359GDE3 14144.62000000 PA USD 15160.12000000 0.000775416164 Long ABS-MBS USGSE US N 2 2023-12-25 Fixed 6.50000000 N N N N N N Duquesne Light Holdings, Inc. 4CUJ1D8WDXK9X7QI6B93 266233AG0 750000.00000000 PA USD 804175.31000000 0.041132295441 Long DBT CORP US Y 2 2027-08-01 Fixed 3.61600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3837H1U90 260592.87000000 PA USD 260526.58000000 0.013325522589 Long ABS-MBS USGA US N 2 2029-02-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L7EW2 9670509.80000000 PA USD 10876739.37000000 0.556328019087 Long ABS-MBS USGSE US N 2 2026-09-01 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396WSA5 1647751.50000000 PA USD 423858.86000000 0.021679710429 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 6.97487000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393ANT0 1029640.23000000 PA USD 1148689.29000000 0.058753640729 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375UCP3 1205000.93000000 PA USD 1210149.78000000 0.061897247603 Long ABS-MBS USGA US N 2 2064-01-20 Floating 0.81375100 N N N N N N Kroger Co. (The) 6CPEOKI6OYJ13Q6O7870 501044CR0 1100000.00000000 PA USD 1395097.04000000 0.071357007490 Long DBT CORP US N 2 2042-04-15 Fixed 5.00000000 N N N N N N Plains All American Pipeline LP N/A 72650RBE1 610000.00000000 PA USD 563972.88000000 0.028846320986 Long DBT CORP US N 2 2044-06-15 Fixed 4.70000000 N N N N N N National Retail Properties, Inc. 5493008JKH5SOTI0JS97 637417AL0 620000.00000000 PA USD 691300.25000000 0.035358914615 Long DBT CORP US N 2 2028-10-15 Fixed 4.30000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RT7 11193300.00000000 PA USD 13121958.09000000 0.671167406188 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BCSN9 171873.94000000 PA USD 172297.97000000 0.008812768705 Long ABS-MBS USGSE US N 2 2046-02-15 Variable 3.75000100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394US60 3135438.10000000 PA USD 3670577.74000000 0.187744247015 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31407KGJ2 48183.24000000 PA USD 49182.31000000 0.002515597383 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 2.90700000 N N N N N N SART N/A N/A 2837442.36000000 PA USD 2823255.15000000 0.144405036431 Long ABS-MBS CORP US N 2 2024-07-15 Fixed 4.75000000 N N N N N N BAMLL Commercial Mortgage Securities Trust N/A 05524UAA7 560000.00000000 PA USD 585734.58000000 0.029959397528 Long ABS-MBS CORP US Y 2 2030-12-10 Fixed 2.95900000 N N N N N N DH Europe Finance II SARL 222100KDGL314CKTZ511 23291KAJ4 1000000.00000000 PA USD 1122024.31000000 0.057389769168 Long DBT CORP LU N 2 2039-11-15 Fixed 3.25000000 N N N N N N KGS-Alpha SBA COOF Trust N/A 48250BAA9 863773.44000000 PA USD 101939.95000000 0.005214067242 Long ABS-MBS CORP US Y 3 2041-07-25 Variable 3.67462800 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T1WB4 22613.75000000 PA USD 23995.06000000 0.001227309374 Long ABS-MBS USGSE US N 2 2023-10-15 Fixed 6.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377QRC3 420647.08000000 PA USD 487996.72000000 0.024960260545 Long ABS-MBS USGA US N 2 2037-02-20 Variable 5.85891000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374MSK6 183927.37000000 PA USD 29534.65000000 0.001510650643 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 6.00000000 N N N N N N Ohio State University (The) JFC10ZULKO4X2E3HBY86 677632G96 325000.00000000 PA USD 436185.75000000 0.022310211359 Long DBT MUN US N 2 2056-12-01 Fixed 4.04800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359EFX4 2824.38000000 PA USD 3172.51000000 0.000162268869 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 10.50000100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375LV72 228887.64000000 PA USD 32484.95000000 0.001661553823 Long ABS-MBS USGA US N 2 2037-11-20 Floating 6.39200200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36213GR52 41636.25000000 PA USD 45954.89000000 0.002350519953 Long ABS-MBS USGA US N 2 2028-03-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375JTD7 735015.41000000 PA USD 166381.62000000 0.008510156759 Long ABS-MBS USGA US N 2 2037-04-16 Floating 6.64812000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358KV39 63.24000000 PA USD 71.64000000 0.000003664272 Long ABS-MBS USGSE US N 2 2021-12-25 Floating 28.82999900 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GGK9 1855000.00000000 PA USD 1923416.33000000 0.098379703728 Long DBT CORP US N 2 2023-04-24 Variable 2.88100100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375LGF1 37567.51000000 PA USD 50996.08000000 0.002608368850 Long ABS-MBS USGA US N 2 2037-09-20 Floating 19.73099900 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36209DBS2 3200.37000000 PA USD 3212.99000000 0.000164339357 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 8.00000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 867914BS1 265000.00000000 PA USD 302457.95000000 0.015470245857 Long DBT CORP US N 2 2025-05-01 Fixed 4.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38145GAH3 469000.00000000 PA USD 523044.44000000 0.026752896001 Long DBT CORP US N 2 2026-11-16 Fixed 3.50000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 37940XAC6 795000.00000000 PA USD 934117.27000000 0.047778621215 Long DBT CORP US N 2 2049-08-15 Fixed 4.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GH97 34724.28000000 PA USD 38702.50000000 0.001979571673 Long ABS-MBS USGSE US N 2 2025-04-01 Fixed 6.50000000 N N N N N N Office Properties Income Trust N/A 38376AAB9 784000.00000000 PA USD 786613.09000000 0.040234015660 Long DBT CORP US N 2 2022-07-15 Fixed 4.00000000 N N N N N N Airbus Finance BV 529900M7QSB704RUUT95 26824KAA2 557000.00000000 PA USD 582185.75000000 0.029777880486 Long DBT CORP NL Y 2 2023-04-17 Fixed 2.70000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PV4 300000.00000000 PA USD 453297.92000000 0.023185471795 Long DBT UST US N 2 2028-01-15 Fixed 1.75000000 N N N N N N Ohio University 549300P1K3IH2L5SFY61 677704A65 200000.00000000 PA USD 297592.00000000 0.015221360209 Long DBT MUN US N 2 2114-12-01 Fixed 5.59000000 N N N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAA8 500000.00000000 PA USD 550581.72000000 0.028161384327 Long DBT CORP JP Y 2 2024-04-02 Fixed 4.43600000 N N N N N N MASTR Asset Securitization Trust N/A 57643MDJ0 126.77000000 PA USD 126.05000000 0.000006447258 Long ABS-MBS CORP US N 3 2019-07-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392KMK9 78851.55000000 PA USD 16060.10000000 0.000821448718 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 7.83812200 N N N N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 01626PAN6 810000.00000000 PA USD 871306.78000000 0.044565963975 Long DBT CORP CA Y 2 2050-01-25 Fixed 3.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397MUL9 457863.04000000 PA USD 77569.23000000 0.003967543452 Long ABS-MBS USGSE US N 2 2038-09-25 Floating 5.67487100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CGP2 8780.60000000 PA USD 9603.87000000 0.000491222763 Long ABS-MBS USGA US N 2 2025-05-20 Fixed 8.50000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 874060AW6 895000.00000000 PA USD 1107183.94000000 0.056630707710 Long DBT CORP JP N 2 2028-11-26 Fixed 5.00000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VCV4 1445000.00000000 PA USD 1766803.38000000 0.090369198992 Long DBT CORP US N 2 2036-01-15 Fixed 4.27200000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36201SRB7 14297.69000000 PA USD 15766.80000000 0.000806446887 Long ABS-MBS USGA US N 2 2032-07-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31410GRM7 42111.96000000 PA USD 49626.38000000 0.002538310861 Long ABS-MBS USGSE US N 2 2037-11-01 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PC33 626590.20000000 PA USD 117982.74000000 0.006034630581 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 6.26487100 N N N N N N FNMA, Grantor Trust N/A 3136AV6R5 4849940.59000000 PA USD 5336087.48000000 0.272932436499 Long ABS-O USGSE US N 2 2027-06-25 Fixed 2.89800000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 94973VBK2 100000.00000000 PA USD 127338.06000000 0.006513140405 Long DBT CORP US N 2 2044-08-15 Fixed 4.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XF25 138208.72000000 PA USD 159535.96000000 0.008160012075 Long ABS-MBS USGSE US N 2 2037-10-25 Variable 6.20019000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396LVP2 411427.36000000 PA USD 387889.31000000 0.019839924826 Long ABS-MBS USGSE US N 2 2036-11-25 None 0.00000000 N N N N N N Swiss Re Finance Luxembourg SA 549300CLQZ6TM98LW631 87089NAA8 600000.00000000 PA USD 685461.60000000 0.035060276900 Long DBT CORP LU Y 2 2049-04-02 Variable 5.00000000 N N N N N N Carvana Auto Receivables Trust N/A 14686YAD9 1202000.00000000 PA USD 1216931.72000000 0.062244133110 Long ABS-O CORP US Y 2 2023-09-15 Fixed 2.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36179ACJ3 426313.20830000 PA USD 431726.36000000 0.022082120613 Long ABS-MBS USGA US N 2 2063-05-20 Variable 4.20000100 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBM1 496000.00000000 PA USD 647691.99000000 0.033128421075 Long DBT CORP GB N 2 2048-05-30 Fixed 5.25000000 N N N N N N Qwest Corp. 549300R2L4N683OO1509 74913GAX3 741000.00000000 PA USD 785371.08000000 0.040170488813 Long DBT CORP US N 2 2021-12-01 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402DNT3 13372.38000000 PA USD 13402.83000000 0.000685533560 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.90499900 N N N N N N Morgan Stanley Capital I Trust N/A 61750WAA1 338377.45900000 PA USD 3.38000000 0.000000172881 Long ABS-MBS CORP US Y 3 2043-12-15 Variable 0.28960200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A0GK7 167502.55000000 PA USD 168480.48000000 0.008617510129 Long ABS-MBS USGSE US N 2 2041-08-25 Floating 0.72513000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393GQV9 24844.12000000 PA USD 25550.48000000 0.001306866648 Long ABS-MBS USGSE US N 2 2022-12-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397MT31 256.65000000 PA USD 0.92000000 0.000000047056 Long ABS-MBS USGSE US N 2 2024-02-25 Fixed 5.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746RW3 993000.00000000 PA USD 1088942.13000000 0.055697667975 Long DBT CORP US N 2 2026-04-22 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PAS0 237353.10000000 PA USD 39820.99000000 0.002036780668 Long ABS-MBS USGSE US N 2 2032-07-25 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397KYA3 827600.11000000 PA USD 887475.98000000 0.045392992986 Long ABS-MBS USGSE US N 2 2037-10-25 Variable 1.94454400 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 56585ABG6 485000.00000000 PA USD 527854.56000000 0.026998926033 Long DBT CORP US N 2 2023-05-01 Fixed 4.50000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 606822BD5 1260000.00000000 PA USD 1372788.50000000 0.070215960946 Long DBT CORP JP N 2 2024-03-07 Fixed 3.40700000 N N N N N N Vendee Mortgage Trust N/A 911760LH7 388598.54000000 PA USD 437789.75000000 0.022392253423 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NE29 294830.82000000 PA USD 275946.52000000 0.014114228136 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828T34 6240000.00000000 PA USD 6304350.00000000 0.322457533257 Long DBT UST US N 2 2021-09-30 Fixed 1.12500000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GLD8 19671.93000000 PA USD 18450.45000000 0.000943711341 Long ABS-MBS CORP US N 2 2034-08-25 Variable 2.95065400 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400JA25 20701.71000000 PA USD 23492.32000000 0.001201595018 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L4HK2 3527206.85000000 PA USD 3889666.68000000 0.198950299844 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 3.25000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A 589929Y36 72022.57000000 PA USD 70814.01000000 0.003622024631 Long ABS-MBS CORP US N 2 2028-10-25 Floating 0.79162900 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 11120VAA1 400000.00000000 PA USD 424111.82000000 0.021692648933 Long DBT CORP US N 2 2025-02-01 Fixed 3.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403MJ75 60732.98000000 PA USD 67680.19000000 0.003461734693 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Coca-Cola Femsa SAB de CV 5493008KEVFYPMGTXO33 191241AJ7 675000.00000000 PA USD 674635.50000000 0.034506539005 Long DBT CORP MX N 2 2032-09-01 Fixed 1.85000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373V7C8 724053.49000000 PA USD 756431.50000000 0.038690275058 Long ABS-MBS USGA US N 2 2032-11-20 Fixed 6.00000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CAM6 129000.00000000 PA USD 164494.79000000 0.008413648388 Long DBT CORP US N 2 2041-12-15 Fixed 4.25000000 N N N N N N University of Southern California 0GMCSQ6M60R4T46U5511 914886AD8 570000.00000000 PA USD 591589.88000000 0.030258886864 Long DBT CORP US N 2 2120-10-01 Fixed 3.22600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PRZ6 784962.10000000 PA USD 273364.31000000 0.013982152177 Long ABS-MBS USGSE US N 2 2036-08-25 Floating 6.32486900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392DCF7 55701.58000000 PA USD 63344.60000000 0.003239976121 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 6.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAK6 259000.00000000 PA USD 286481.81000000 0.014653091559 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LAF61 7000000.00000000 PA USD 8142605.94000000 0.416481417703 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.12000000 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAG8 310000.00000000 PA USD 313715.24000000 0.016046038439 Long DBT CORP US N 2 2050-05-01 Fixed 3.15000000 N N N N N N America Movil SAB de CV 5493000FNR3UCEAONM59 02364WBH7 880000.00000000 PA USD 995225.00000000 0.050904184973 Long DBT CORP MX N 2 2029-04-22 Fixed 3.62500000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAF0 410000.00000000 PA USD 392933.92000000 0.020097948650 Long DBT CORP GB Y 2 2050-09-02 Fixed 3.55000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129145M2 23509.94000000 PA USD 24453.29000000 0.001250747114 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392GVX0 415151.16000000 PA USD 460135.28000000 0.023535191947 Long ABS-MBS USGSE US N 2 2042-12-25 Variable 5.21893100 N N N N N N FNMA/FHLMC N/A 01F0206A2 22855000.00000000 PA USD 23514124.26000000 1.202710272364 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.00000000 N N N N N N Oportun Funding X LLC N/A 68376PAA5 5756000.00000000 PA USD 5856201.60000000 0.299535451266 Long ABS-O CORP US Y 2 2024-10-08 Fixed 4.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358QW27 3316.62000000 PA USD 3446.91000000 0.000176303995 Long ABS-MBS USGSE US N 2 2022-10-25 Fixed 7.00000000 N N N N N N Drive Auto Receivables Trust N/A 26208JAF0 489661.71000000 PA USD 492391.13000000 0.025185027667 Long ABS-O CORP US N 2 2024-08-15 Fixed 3.63000000 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 06675FAR8 540000.00000000 PA USD 586959.90000000 0.030022070709 Long DBT CORP FR Y 2 2023-07-20 Fixed 3.75000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967JL6 500000.00000000 PA USD 555520.33000000 0.028413986419 Long DBT CORP US N 2 2025-03-26 Fixed 3.87500000 N N N N N N Credit Agricole SA 969500TJ5KRTCJQWXH05 225313AF2 1250000.00000000 PA USD 1388487.63000000 0.071018946620 Long DBT CORP FR Y 2 2025-03-17 Fixed 4.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375LUK4 145935.28000000 PA USD 140820.60000000 0.007202751006 Long ABS-MBS USGA US N 2 2037-03-20 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393CDP5 933996.88000000 PA USD 1096715.39000000 0.056095257932 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 6.00000000 N N N N N N Jefferies Group LLC NY9Q8VBNB6D1L6YV0J84 472319AE2 749000.00000000 PA USD 900484.04000000 0.046058334685 Long DBT CORP US N 2 2027-06-08 Fixed 6.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313399HV2 40824.90000000 PA USD 46615.51000000 0.002384309622 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334BP8 450000.00000000 PA USD 559547.43000000 0.028619966216 Long DBT CORP US N 2 2043-02-15 Fixed 4.15000000 N N N N N N American Homes 4 Rent Trust N/A 02665UAE5 850000.00000000 PA USD 943330.51000000 0.048249863871 Long ABS-O CORP US Y 2 2036-10-17 Fixed 6.23100000 N N N N N N SITE Centers Corp. W2AVA6SODOQ1LCYJQR54 23317HAF9 330000.00000000 PA USD 347510.63000000 0.017774619196 Long DBT CORP US N 2 2027-06-01 Fixed 4.70000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408GW7 191000.00000000 PA USD 246276.18000000 0.012596637163 Long DBT CORP US N 2 2042-05-30 Fixed 4.75000000 N N N N N N Baltimore Gas and Electric Co. 88V8C2WYSOD1SPSSLH72 059165EM8 450000.00000000 PA USD 462864.53000000 0.023674788769 Long DBT CORP US N 2 2050-06-15 Fixed 2.90000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61746BDZ6 946000.00000000 PA USD 1085951.15000000 0.055544684077 Long DBT CORP US N 2 2026-01-27 Fixed 3.87500000 N N N N N N Shell International Finance BV 213800ITMMKU4Z7I4F78 822582CD2 2280000.00000000 PA USD 2426940.82000000 0.124134185154 Long DBT CORP NL N 2 2029-11-07 Fixed 2.37500000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 949746RE3 702000.00000000 PA USD 782150.86000000 0.040005779652 Long DBT CORP US N 2 2024-01-16 Fixed 4.48000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404ADZ4 428774.15000000 PA USD 462567.23000000 0.023659582344 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AGGA4 1101351.42000000 PA USD 1013646.29000000 0.051846404826 Long ABS-MBS USGSE US N 2 2043-09-25 None 0.00000000 N N N N N N Continental Airlines Pass-Through Trust N/A 210795QB9 142995.80000000 PA USD 133827.58000000 0.006845069091 Long DBT CORP US N 2 2024-10-29 Fixed 4.00000000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AU9 370000.00000000 PA USD 383029.17000000 0.019591336350 Long DBT CORP US N 2 2025-05-04 Fixed 1.50000000 N N N N N N Entergy Corp. 4XM3TW50JULSLG8BNC79 29364GAJ2 336000.00000000 PA USD 373490.97000000 0.019103472503 Long DBT CORP US N 2 2026-09-01 Fixed 2.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31395VXP9 1233142.82000000 PA USD 1547745.79000000 0.079164749665 Long ABS-MBS USGSE US N 2 2035-07-15 Fixed 5.50000000 N N N N N N Deutsche Telekom International Finance BV 529900ERDFHS6C1M4U58 25156PAR4 232000.00000000 PA USD 303685.78000000 0.015533047420 Long DBT CORP NL Y 2 2042-03-06 Fixed 4.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TUYS1 287625.36000000 PA USD 321753.55000000 0.016457185284 Long ABS-MBS USGSE US N 2 2031-09-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396TUG6 36962.04000000 PA USD 35970.11000000 0.001839814245 Long ABS-MBS USGSE US N 2 2036-06-15 None 0.00000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604BV4 540000.00000000 PA USD 573303.46000000 0.029323565398 Long DBT CORP US N 2 2027-05-01 Fixed 3.45000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 05526DBF1 265000.00000000 PA USD 288498.93000000 0.014756264058 Long DBT CORP US N 2 2047-08-15 Fixed 4.54000000 N N N N N N Siemens Financieringsmaatschappij NV TAFO772JB70PDRN5VS48 82620KAF0 513000.00000000 PA USD 676491.55000000 0.034601473027 Long DBT CORP NL Y 2 2045-05-27 Fixed 4.40000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BU7 268000.00000000 PA USD 352101.77000000 0.018009448747 Long DBT CORP US N 2 2056-08-08 Fixed 3.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TNDG6 91304.15000000 PA USD 110652.09000000 0.005659679426 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 8.00000000 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MAN8 455000.00000000 PA USD 526061.88000000 0.026907233285 Long DBT CORP CA N 2 2035-03-15 Fixed 4.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392WB41 49947.44000000 PA USD 51819.01000000 0.002650460418 Long ABS-MBS USGSE US N 2 2022-10-15 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PGJ4 615466.90000000 PA USD 630936.29000000 0.032271393516 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 3.54410600 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396KGX4 595113.86000000 PA USD 685453.33000000 0.035059853903 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 6.50000000 N N N N N N Anheuser-Busch Cos. LLC N/A 03522AAH3 3945000.00000000 PA USD 4705060.31000000 0.240656394614 Long DBT CORP US N 2 2036-02-01 Fixed 4.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394PPU1 229181.41000000 PA USD 181212.30000000 0.009268722588 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BA52 239307.13000000 PA USD 227394.11000000 0.011630849141 Long ABS-MBS USGSE US N 2 2036-04-25 None 0.00000000 N N N N N N Kabbage Funding LLC N/A 48283PAF8 3070000.00000000 PA USD 2942595.00000000 0.150509081043 Long ABS-O CORP US Y 3 2024-03-15 Fixed 4.07100000 N N N N N N Credit Acceptance Auto Loan Trust N/A 22533YAE5 604000.00000000 PA USD 606596.48000000 0.031026450724 Long ABS-O CORP US Y 2 2026-06-15 Fixed 3.35000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406VQ74 84286.90000000 PA USD 84631.09000000 0.004328746424 Long ABS-MBS USGSE US N 2 2035-05-01 Variable 2.13500200 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 902494AY9 210000.00000000 PA USD 273749.65000000 0.014001861709 Long DBT CORP US N 2 2044-08-15 Fixed 5.15000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 58013MEZ3 700000.00000000 PA USD 886663.79000000 0.045351450752 Long DBT CORP US N 2 2035-12-09 Fixed 4.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QHL5 264365.54000000 PA USD 304157.00000000 0.015557149578 Long ABS-MBS USGSE US N 2 2051-02-25 Variable 5.84776800 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36225BYK8 65242.28000000 PA USD 80391.35000000 0.004111890427 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 7.00000000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 91324PDX7 600000.00000000 PA USD 628146.00000000 0.032128674595 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N American Campus Communities Operating Partnership LP RDKVCX5HITZ2GPIR7153 024836AD0 500000.00000000 PA USD 526880.88000000 0.026949123840 Long DBT CORP US N 2 2027-11-15 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313615TX4 1089.33000000 PA USD 1170.58000000 0.000059873315 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396LQW3 63415.53000000 PA USD 59554.55000000 0.003046121057 Long ABS-MBS USGSE US N 2 2036-11-25 None 0.00000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 9393363R2 888701.99000000 PA USD 147378.07000000 0.007538155227 Long ABS-MBS CORP US N 3 2035-04-25 Floating 4.82487100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396CJT8 943556.98000000 PA USD 1056235.61000000 0.054024781196 Long ABS-MBS USGSE US N 2 2035-10-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312914CC6 5144.00000000 PA USD 5335.85000000 0.000272920289 Long ABS-MBS USGSE US N 2 2022-12-15 Floating 4.58762400 N N N N N N GE Capital International Funding Co. Unlimited Co. 549300G6UZOB126GBY72 36164QNA2 3583000.00000000 PA USD 3699370.79000000 0.189216965991 Long DBT CORP IE N 2 2035-11-15 Fixed 4.41800000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RK6 17900000.00000000 PA USD 21872261.67000000 1.118731597208 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LE8 3100000.00000000 PA USD 3095975.05000000 0.158354228056 Long DBT UST US N 2 2021-08-15 None 0.00000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833CX6 1125000.00000000 PA USD 1268529.48000000 0.064883276941 Long DBT CORP US N 2 2027-06-20 Fixed 3.00000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408HR7 95000.00000000 PA USD 106304.03000000 0.005437283033 Long DBT CORP US N 2 2049-09-15 Fixed 3.35000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAL1 554000.00000000 PA USD 597782.09000000 0.030575608614 Long DBT CORP US N 2 2027-04-01 Fixed 3.85000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148LAE6 1984000.00000000 PA USD 2221916.84000000 0.113647532787 Long DBT CORP US N 2 2025-05-22 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359B3C9 9564.54000000 PA USD 9546.28000000 0.000488277126 Long ABS-MBS USGSE US N 2 2023-08-25 Floating 1.05513100 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VER1 962000.00000000 PA USD 1165375.36000000 0.059607106823 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YY0 13554900.00000000 PA USD 14439145.50000000 0.738539459305 Long DBT UST US N 2 2024-12-31 Fixed 1.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373QXZ9 640969.13000000 PA USD 703847.62000000 0.036000692749 Long ABS-MBS USGA US N 2 2033-03-20 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T85L7 13204.17000000 PA USD 14912.81000000 0.000762766649 Long ABS-MBS USGSE US N 2 2026-09-15 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374UKD2 123999.79000000 PA USD 17905.09000000 0.000915817039 Long ABS-MBS USGA US N 2 2039-05-20 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FFPE3 154261.84000000 PA USD 30716.02000000 0.001571075850 Long ABS-MBS USGSE US N 2 2038-01-25 Fixed 6.00000000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAU9 795000.00000000 PA USD 914148.47000000 0.046757248672 Long DBT CORP US N 2 2029-06-01 Fixed 3.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TRJM8 33535.75000000 PA USD 35689.95000000 0.001825484504 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 6.50000000 N N N N N N FREED ABS Trust 549300S83C1QQOPJBY76 35634BAA3 461113.99000000 PA USD 461462.82000000 0.023603093519 Long ABS-O CORP US Y 2 2025-10-20 Fixed 3.99000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393LFM0 294805.93000000 PA USD 364985.19000000 0.018668415307 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 7.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128287C8 5000000.00000000 PA USD 5149414.05000000 0.263384385746 Long DBT UST US N 2 2022-07-15 Fixed 1.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377WFA7 723972.01000000 PA USD 134251.34000000 0.006866743745 Long ABS-MBS USGA US N 2 2041-05-20 Floating 6.44199800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358UWA0 12509.15000000 PA USD 13255.20000000 0.000677982519 Long ABS-MBS USGSE US N 2 2023-04-25 Floating 6.00000100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31416BXJ2 36836.46000000 PA USD 38446.61000000 0.001966483304 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 87264ABE4 1980000.00000000 PA USD 2262961.80000000 0.115746917585 Long DBT CORP US Y 2 2030-04-15 Fixed 3.87500000 N N N N N N President & Fellows of Harvard College 6S3X7J22E861RNTJSA74 740816AN3 643000.00000000 PA USD 785812.30000000 0.040193056518 Long DBT CORP US N 2 2056-07-15 Fixed 3.30000000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AB4 729000.00000000 PA USD 756920.82000000 0.038715303003 Long DBT CORP CH Y 2 2023-01-09 Fixed 3.57400000 N N N N N N Duke Realty LP 2549009GZDBNY1KE9O81 26441YAZ0 239000.00000000 PA USD 263365.25000000 0.013470716070 Long DBT CORP US N 2 2026-06-30 Fixed 3.25000000 N N N N N N United Airlines Pass-Through Trust N/A 90932NAA1 186929.00000000 PA USD 139535.10000000 0.007136999714 Long ABS-O CORP US N 2 2026-03-01 Fixed 4.60000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457BY3 575000.00000000 PA USD 544942.78000000 0.027872961463 Long DBT CORP US N 2 2050-05-15 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394FDF9 141615.73000000 PA USD 184877.82000000 0.009456208140 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 19.53839200 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 11135FBA8 1575000.00000000 PA USD 1842377.32000000 0.094234686515 Long DBT CORP US N 2 2029-04-15 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NBG1 320207.79000000 PA USD 302143.91000000 0.015454183207 Long ABS-MBS USGSE US N 2 2036-06-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L96D9 6036215.47000000 PA USD 6886915.13000000 0.352254818430 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 3.08000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BUB6 548.75000000 PA USD 548.43000000 0.000028051327 Long ABS-MBS USGA US N 2 2062-05-20 Floating 0.61375000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374NQB6 1001729.52000000 PA USD 1148112.35000000 0.058724131160 Long ABS-MBS USGA US N 2 2036-08-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BZQ8 851512.96000000 PA USD 852326.92000000 0.043595174149 Long ABS-MBS USGA US N 2 2062-10-20 Floating 0.67875100 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAB8 580000.00000000 PA USD 597927.64000000 0.030583053266 Long DBT CORP US N 2 2030-06-05 Fixed 1.95000000 N N N N N N P -stla7.25 N/A N/A 2600000.00000000 PA USD 2600000.00000000 0.132985888548 Long ABS-MBS CORP US N 3 2022-10-11 Fixed 0.00000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FBX5 82071.50000000 PA USD 77629.50000000 0.003970626167 Long ABS-MBS CORP US N 2 2033-09-25 Variable 3.01191500 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CSM6 3176.03000000 PA USD 3634.75000000 0.000185911714 Long ABS-MBS USGA US N 2 2026-11-20 Fixed 8.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PZ5 300000.00000000 PA USD 475292.08000000 0.024310438299 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137F1G51 1322000.00000000 PA USD 1516434.87000000 0.077563245620 Long ABS-MBS USGSE US N 2 2027-05-25 Fixed 3.32600000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LG3 11793000.00000000 PA USD 11761633.33000000 0.601588945833 Long DBT UST US N 2 2022-02-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31391SQG8 71928.13000000 PA USD 81515.09000000 0.004169367951 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L74C7 2739526.91000000 PA USD 3062739.42000000 0.156654278138 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.14000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358FRF8 3.04000000 PA USD 3.53000000 0.000000180553 Long ABS-MBS USGSE US N 2 2020-12-25 Fixed 652.14540000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 94973VBB2 535000.00000000 PA USD 678610.56000000 0.034709857038 Long DBT CORP US N 2 2043-01-15 Fixed 4.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CYW7 2935.00000000 PA USD 3334.78000000 0.000170568723 Long ABS-MBS USGA US N 2 2027-12-20 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381UM20 1264412.67000000 PA USD 1299446.45000000 0.066464631066 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 2.94000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393XGQ4 200283.51000000 PA USD 236464.27000000 0.012094773483 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NXA0 463411.80000000 PA USD 463390.53000000 0.023701692837 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 0.46513100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358PHW0 9.71000000 PA USD 64.38000000 0.000003292935 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 1184.77500000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 035240AS9 800000.00000000 PA USD 929353.90000000 0.047534982372 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828P79 3000000.00000000 PA USD 3101367.18000000 0.158630026979 Long DBT UST US N 2 2023-02-28 Fixed 1.50000000 N N N N N N Acre N/A N/A 3785000.00000000 PA USD 3747150.00000000 0.191660797028 Long ABS-MBS USGA US N 3 2020-12-15 Fixed 6.71199800 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617KQEA2 3407878.44000000 PA USD 3814059.65000000 0.195083119819 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358FZY8 0.01000000 PA USD 0.02000000 0.000000001022 Long ABS-MBS USGSE US N 2 2021-02-25 Fixed 908.50000000 N N N N N N AMSR Trust N/A 00178UAC3 3500000.00000000 PA USD 3555224.75000000 0.181844123987 Long ABS-O CORP US Y 3 2037-07-17 Fixed 2.53300000 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 780082AD5 337000.00000000 PA USD 399056.03000000 0.020411084896 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174468Q5 985000.00000000 PA USD 1036168.95000000 0.052998403269 Long DBT CORP US N 2 2026-04-28 Variable 2.18800100 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AN6 1370000.00000000 PA USD 1389962.49000000 0.071094383377 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N Hanover Insurance Group, Inc. (The) JJYR6MFKFF6CF8DBZ078 410867AG0 500000.00000000 PA USD 507551.51000000 0.025960457131 Long DBT CORP US N 2 2030-09-01 Fixed 2.50000000 N N N N N N Truist Bank JJKC32MCHWDI71265Z06 86787GAJ1 400000.00000000 PA USD 451050.98000000 0.023070544367 Long DBT CORP US N 2 2026-05-15 Fixed 3.30000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280BS7 1054000.00000000 PA USD 1138757.67000000 0.058245654071 Long DBT CORP GB N 2 2024-05-18 Variable 3.94999900 N N N N N N United States of America 254900HROIFWPRGM1V77 912828QN3 2250000.00000000 PA USD 2296582.02000000 0.117466538674 Long DBT UST US N 2 2021-05-15 Fixed 3.12500000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 26138EAW9 500000.00000000 PA USD 538571.12000000 0.027547061130 Long DBT CORP US N 2 2023-12-15 Fixed 3.13000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAF3 945000.00000000 PA USD 1065308.90000000 0.054488865632 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CYH0 6871.50000000 PA USD 7730.10000000 0.000395382391 Long ABS-MBS USGA US N 2 2027-11-20 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T1W81 118274.38000000 PA USD 126521.79000000 0.006471389486 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393KSG1 687281.20000000 PA USD 801775.31000000 0.041009539237 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339LJW1 158907.98000000 PA USD 159007.12000000 0.008132962745 Long ABS-MBS USGSE US N 2 2031-12-15 Floating 0.61188100 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAP3 700000.00000000 PA USD 836809.64000000 0.042801489815 Long DBT CORP AU Y 2 2030-01-15 Variable 5.03300200 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGE4 1180000.00000000 PA USD 1433716.05000000 0.073332308782 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138M1MA3 716298.90000000 PA USD 785030.30000000 0.040153058454 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAG6 820000.00000000 PA USD 755156.45000000 0.038625058267 Long DBT CORP KY Y 2 2026-05-01 Fixed 4.37500000 N N N N N N Prudential Insurance Co. of America (The) X574KRZ6V5A7UBU45C31 743917AH9 1750000.00000000 PA USD 2307203.59000000 0.118009815183 Long DBT CORP US Y 2 2025-07-01 Fixed 8.30000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 723787AQ0 1050000.00000000 PA USD 1015371.00000000 0.051934621015 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N Prosper Marketplace Issuance Trust N/A 74362DAA6 419681.57000000 PA USD 421746.61000000 0.021571672181 Long ABS-O CORP US Y 2 2025-07-15 Fixed 3.19000000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280AN9 552000.00000000 PA USD 581780.40000000 0.029757147474 Long DBT CORP GB N 2 2022-03-30 Fixed 4.00000000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JBB3 359000.00000000 PA USD 439271.94000000 0.022468065098 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396H5V7 38466.27000000 PA USD 57330.76000000 0.002932377715 Long ABS-MBS USGSE US N 2 2036-01-15 Floating 23.97310600 N N N N N N Fortis, Inc. 549300MQYQ9Y065XPR71 349553AM9 500000.00000000 PA USD 546360.77000000 0.027945489410 Long DBT CORP CA N 2 2026-10-04 Fixed 3.05500000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0JX8 600000.00000000 PA USD 644691.80000000 0.032974966101 Long DBT CORP AU Y 2 2023-03-16 Fixed 3.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394BGL2 17656.28000000 PA USD 18353.90000000 0.000938772961 Long ABS-MBS USGSE US N 2 2034-11-25 Floating 19.31839200 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 36962GT95 1114000.00000000 PA USD 1290762.94000000 0.066020483261 Long DBT CORP US N 2 2026-01-05 Fixed 5.55000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 485000.00000000 PA USD 632573.63000000 0.032355140868 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N CSFB Mortgage-Backed Pass-Through Certificates N/A 225458QQ4 1093019.95000000 PA USD 1133659.96000000 0.057984914266 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Memorial Health Services 549300FTIZOMIONZZ882 58601VAC6 1340000.00000000 PA USD 1402799.97000000 0.071751000179 Long DBT CORP US N 2 2049-11-01 Fixed 3.44700000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AM9 1040000.00000000 PA USD 1045051.04000000 0.053452708127 Long DBT CORP US N 2 2050-03-01 Fixed 3.40000000 N N N N N N RBSSP Resecuritization Trust N/A 74928UAA5 109744.65000000 PA USD 110068.00000000 0.005629804146 Long ABS-MBS CORP US Y 2 2033-11-25 Variable 5.31070900 N N N N N N Anglo American Capital plc TINT358G1SSHR3L3PW36 034863AT7 500000.00000000 PA USD 550706.31000000 0.028167756909 Long DBT CORP GB Y 2 2027-09-11 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381E7J6 5858.03000000 PA USD 5865.08000000 0.000299989567 Long ABS-MBS USGSE US N 2 2029-01-01 Fixed 7.00000000 N N N N N N Alabama Power Co. 0RL818ELFOHP5JHOFU19 010392EZ7 239000.00000000 PA USD 347381.42000000 0.017768010309 Long DBT CORP US N 2 2038-05-15 Fixed 6.12500000 N N N N N N Southwestern Public Service Co. OL6FE7QD5EQ3DOYEO258 845743BN2 200000.00000000 PA USD 253074.20000000 0.012944345136 Long DBT CORP US N 2 2041-08-15 Fixed 4.50000000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAP0 2420000.00000000 PA USD 2487456.10000000 0.127229446031 Long DBT CORP IE N 2 2023-09-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358T4H9 8095.55000000 PA USD 8560.43000000 0.000437852457 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 7.70000000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 049560AM7 125000.00000000 PA USD 154768.15000000 0.007916146133 Long DBT CORP US N 2 2044-10-15 Fixed 4.12500000 N N N N N N Vericrest Opportunity Loan Trust N/A 91834UAA2 2641221.44000000 PA USD 2613818.50000000 0.133692682971 Long ABS-O CORP US Y 3 2050-02-25 Variable 2.98140100 N N N N N N GSR Mortgage Loan Trust N/A 36228F2R6 188263.66000000 PA USD 202798.71000000 0.010372833325 Long ABS-MBS CORP US N 2 2034-05-25 Fixed 6.50000000 N N N N N N Markel Corp. 549300SCNO12JLWIK605 570535AR5 200000.00000000 PA USD 216196.89000000 0.011058129045 Long DBT CORP US N 2 2027-11-01 Fixed 3.50000000 N N N N N N British Airways Pass-Through Trust N/A 11043XAA1 693997.49000000 PA USD 640208.03000000 0.032745628355 Long ABS-O CORP US Y 2 2032-12-15 Fixed 3.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398LQS0 425294.84000000 PA USD 390015.02000000 0.019948651531 Long ABS-MBS USGSE US N 2 2037-07-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L9YA4 3649950.80000000 PA USD 4158573.23000000 0.212704444647 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 3.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132FPDJ2 589732.69000000 PA USD 634111.68000000 0.032433809693 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 4.00000000 N N N N N N BOC Aviation Ltd. 254900H06V5RMEB3KE72 09681LAD2 450000.00000000 PA USD 458296.88000000 0.023441160694 Long DBT CORP SG Y 2 2022-09-18 Fixed 2.75000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 04685A2K6 2800000.00000000 PA USD 2949261.45000000 0.150850059418 Long DBT CORP US Y 2 2026-11-12 Fixed 2.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCHW9 185788.66000000 PA USD 24898.77000000 0.001273532712 Long ABS-MBS USGSE US N 2 2034-04-25 Variable 5.00000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 05369AAA9 700000.00000000 PA USD 621516.22000000 0.031789571832 Long DBT CORP US Y 2 2027-11-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313920BG4 92619.43000000 PA USD 111489.06000000 0.005702489118 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCCH7 55702.50000000 PA USD 8192.10000000 0.000419012960 Long ABS-MBS USGSE US N 2 2033-12-25 Variable 5.00000000 N N N N N N Children's Hospital Corp. (The) 549300NXFO6BISJLOS32 16876BAB8 580000.00000000 PA USD 567916.98000000 0.029048055464 Long DBT CORP US N 2 2050-02-01 Fixed 2.58500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359FE38 4963.41000000 PA USD 4935.04000000 0.000252419492 Long ABS-MBS USGSE US N 2 2023-12-25 Floating 0.77513000 N N N N N N Oncor Electric Delivery Co. LLC 549300SP2X2BS1KERD24 68233JBK9 110000.00000000 PA USD 143959.28000000 0.007363289525 Long DBT CORP US N 2 2029-03-15 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374GDC3 185408.02000000 PA USD 281172.67000000 0.014381537444 Long ABS-MBS USGA US N 2 2034-04-16 Floating 19.21730000 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AL1 1095000.00000000 PA USD 1125893.04000000 0.057587648590 Long DBT CORP US N 2 2030-03-01 Fixed 2.65000000 N N N N N N Vodafone Group plc 213800TB53ELEUKM7Q61 92857WBS8 1105000.00000000 PA USD 1377303.47000000 0.070446894522 Long DBT CORP GB N 2 2049-06-19 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395D5M7 348553.25000000 PA USD 376520.15000000 0.019258410270 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 5.50000000 N N N N N N Vericrest Opportunity Loan Trust N/A 91833HAA2 2429595.18000000 PA USD 2429666.85000000 0.124273617278 Long ABS-O CORP US Y 3 2049-11-25 Variable 3.27750100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8K52 3000000.00000000 PA USD 3385152.99000000 0.173145222402 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.34000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LQ1 11355000.00000000 PA USD 11254205.64000000 0.575634821899 Long DBT UST US N 2 2024-02-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L92X9 8000000.00000000 PA USD 9126172.40000000 0.466789286791 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.92000000 N N N N N N Air Canada Pass-Through Trust N/A 009088AA3 217920.95000000 PA USD 209341.82000000 0.010707503054 Long ABS-O CORP CA Y 2 2027-12-15 Fixed 3.75000000 N N N N N N Spirit Airlines Pass-Through Trust N/A 84858WAA4 345267.81000000 PA USD 322907.16000000 0.016516190611 Long ABS-O CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N General Mills, Inc. 2TGYMUGI08PO8X8L6150 370334CF9 490000.00000000 PA USD 557560.99000000 0.028518362951 Long DBT CORP US N 2 2025-04-17 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BD74 1035177.36000000 PA USD 1031698.65000000 0.052769754493 Long ABS-MBS USGA US N 2 2062-12-20 Floating 0.50375200 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 053332BA9 690000.00000000 PA USD 681065.09000000 0.034835402366 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374D3F4 362205.88000000 PA USD 1171.66000000 0.000059928556 Long ABS-MBS USGA US N 2 2038-04-20 Floating 6.14200000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LF5 11340000.00000000 PA USD 11321196.47000000 0.579061296919 Long DBT UST US N 2 2021-11-15 None 0.00000000 N N N N N N Verizon Owner Trust 549300DBBHVB9QKK8Q94 92348XAA3 2405000.00000000 PA USD 2449079.80000000 0.125266558972 Long ABS-O CORP US N 2 2023-04-20 Fixed 3.23000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967JT9 865000.00000000 PA USD 985739.52000000 0.050419017670 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8K60 2000000.00000000 PA USD 2305894.30000000 0.117942847070 Long ABS-MBS USGSE US N 2 2030-02-01 Fixed 3.55000000 N N N N N N MassMutual Global Funding II 549300K1IE3K7YU6VG29 57629WBR0 626000.00000000 PA USD 654100.06000000 0.033456183722 Long DBT CORP US Y 2 2022-10-17 Fixed 2.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128282S8 3000000.00000000 PA USD 3089179.68000000 0.158006655626 Long DBT UST US N 2 2022-08-31 Fixed 1.62500000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XBA7 350000.00000000 PA USD 380444.68000000 0.019459143774 Long DBT CORP US N 2 2030-01-15 Fixed 2.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31282YWS4 10.29000000 PA USD 0.02000000 0.000000001022 Long ABS-MBS USGSE US N 2 2020-11-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359NR78 6061.98000000 PA USD 7024.44000000 0.000359288998 Long ABS-MBS USGSE US N 2 2027-04-18 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393CV67 51013.08000000 PA USD 83848.92000000 0.004288739665 Long ABS-MBS USGSE US N 2 2031-10-25 Floating 22.42460900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31373UED5 8301.13000000 PA USD 8412.76000000 0.000430299370 Long ABS-MBS USGSE US N 2 2029-03-01 Variable 3.99899900 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 042735BG4 219000.00000000 PA USD 235390.11000000 0.012039831897 Long DBT CORP US N 2 2024-09-08 Fixed 3.25000000 N N N N N N Business Jet Securities LLC N/A 12326RAB8 1909600.68000000 PA USD 1920695.65000000 0.098240545248 Long ABS-O CORP US Y 2 2033-06-15 Fixed 5.43700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393YU78 307501.76000000 PA USD 370323.29000000 0.018941450681 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 7.00000000 N N N N N N Discovery Communications LLC L2Z2MO2EQURH3BREWI15 25470DAT6 175000.00000000 PA USD 208941.02000000 0.010687002768 Long DBT CORP US N 2 2047-09-20 Fixed 5.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138MDZ47 642401.20000000 PA USD 695104.39000000 0.035553490360 Long ABS-MBS USGSE US N 2 2032-10-01 Fixed 4.00000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 36962G3P7 95000.00000000 PA USD 109706.98000000 0.005611338544 Long DBT CORP US N 2 2038-01-14 Fixed 5.87500000 N N N N N N Brookfield Finance, Inc. N/A 11271LAD4 411000.00000000 PA USD 489503.34000000 0.025037321775 Long DBT CORP CA N 2 2029-03-29 Fixed 4.85000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325DT9 295000.00000000 PA USD 315650.00000000 0.016144998353 Long DBT NUSS CO N 2 2051-05-15 Fixed 4.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128S4A23 48881.34000000 PA USD 51319.93000000 0.002624933265 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 3.48800000 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396UFA3 189267.32000000 PA USD 180301.25000000 0.009222123822 Long ABS-MBS USGSE US N 2 2036-07-15 None 0.00000000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 278058AP7 300000.00000000 PA USD 356289.55000000 0.018223647071 Long DBT CORP US N 2 2024-04-01 Fixed 7.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381BJC4 14262.64000000 PA USD 15896.11000000 0.000813060889 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 6.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAL4 323000.00000000 PA USD 365430.30000000 0.018691181979 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 40414LAK5 230000.00000000 PA USD 253835.90000000 0.012983304887 Long DBT CORP US N 2 2024-03-01 Fixed 4.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397LMA4 8280.76000000 PA USD 7562.95000000 0.000386832932 Long ABS-MBS USGSE US N 2 2038-05-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396WFQ4 212033.22000000 PA USD 213762.20000000 0.010933598501 Long ABS-MBS USGSE US N 2 2037-06-25 Floating 0.57512900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395BVH3 1126.33000000 PA USD 1125.70000000 0.000057577774 Long ABS-MBS USGSE US N 2 2036-01-25 None 0.00000000 N N N N N N Phillips 66 Partners LP 549300TL5L4IG0H4FX64 718549AH1 985000.00000000 PA USD 985394.00000000 0.050401344869 Long DBT CORP US N 2 2029-12-15 Fixed 3.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XUU6 1100791.20000000 PA USD 243030.92000000 0.012430647246 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 6.36486800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358TWE5 12151.75000000 PA USD 12867.83000000 0.000658169156 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TDML7 11963.35000000 PA USD 13780.74000000 0.000704863059 Long ABS-MBS USGSE US N 2 2028-04-15 Fixed 6.50000000 N N N N N N Regional Management Issuance Trust N/A 75907PAA8 1402229.26000000 PA USD 1403610.04000000 0.071792433978 Long ABS-O CORP US Y 2 2027-07-15 Fixed 3.83000000 N N N N N N Westlake Automobile Receivables Trust N/A 96041LAF9 2500000.00000000 PA USD 2567113.75000000 0.131303808864 Long ABS-O CORP US Y 2 2024-11-15 Fixed 3.20000000 N N N N N N Biogen, Inc. W8J5WZB5IY3K0NDQT671 09062XAH6 1150000.00000000 PA USD 1178662.92000000 0.060286744505 Long DBT CORP US N 2 2030-05-01 Fixed 2.25000000 N N N N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 124857AJ2 140000.00000000 PA USD 156214.99000000 0.007990149711 Long DBT CORP US N 2 2042-07-01 Fixed 4.85000000 N N N N N N Microsoft Corp. INR2EJN1ERAN0W5ZP974 594918BC7 291000.00000000 PA USD 358394.48000000 0.018331310912 Long DBT CORP US N 2 2035-02-12 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349SF40 180223.53000000 PA USD 183826.54000000 0.009402436831 Long ABS-MBS USGSE US N 2 2033-12-01 Variable 3.98000200 N Y N N N N Texas Health Resources 54930008C10TUBW7Z611 882484AA6 300000.00000000 PA USD 409214.58000000 0.020930678664 Long DBT CORP US N 2 2055-11-15 Fixed 4.33000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBH5 506000.00000000 PA USD 573445.99000000 0.029330855582 Long DBT CORP US N 2 2026-02-15 Fixed 3.70000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38148YAC2 505000.00000000 PA USD 518172.29000000 0.026503693233 Long DBT CORP US N 2 2022-10-31 Variable 2.87600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349UJY5 136975.40000000 PA USD 144735.01000000 0.007402966888 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.87500000 N Y N N N N British Airways Pass-Through Trust N/A 11042TAA1 561150.87000000 PA USD 536322.44000000 0.027432044704 Long ABS-O CORP US Y 2 2031-09-20 Fixed 3.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405H4U9 99462.06000000 PA USD 100798.11000000 0.005155663931 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 2.11100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397ELL7 259327.35000000 PA USD 52315.90000000 0.002675875556 Long ABS-MBS USGSE US N 2 2037-01-15 Floating 5.97812000 N N N N N N Continental Airlines Pass-Through Trust N/A 21079NAA9 303569.32000000 PA USD 288742.27000000 0.014768710514 Long ABS-O CORP US N 2 2022-04-19 Fixed 5.98300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358Q7C3 3171.31600000 PA USD 3159.23000000 0.000161589618 Long ABS-MBS USGSE US N 2 2022-10-25 None 0.00000000 N N N N N N Flagship Credit Auto Trust N/A 33843LAC9 255918.36000000 PA USD 256246.60000000 0.013106608380 Long ABS-O CORP US Y 2 2022-03-15 Fixed 4.65000000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 001192AM5 254000.00000000 PA USD 275227.25000000 0.014077438613 Long DBT CORP US N 2 2026-06-15 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T7DV8 11316.03000000 PA USD 12100.69000000 0.000618931158 Long ABS-MBS USGSE US N 2 2026-07-15 Fixed 6.50000000 N N N N N N American Homes 4 Rent Trust N/A 02665XAE9 2380000.00000000 PA USD 2653009.09000000 0.135697219676 Long ABS-O CORP US Y 3 2036-12-17 Fixed 6.41800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313921AG3 23561.67000000 PA USD 27623.47000000 0.001412896808 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398LQT8 196383.09000000 PA USD 183661.49000000 0.009393994784 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128286U9 50000000.00000000 PA USD 51681640.50000000 2.643434185969 Long DBT UST US N 2 2022-05-15 Fixed 2.12500000 N N N N N N RALI Trust N/A 76110HH44 646248.23000000 PA USD 553158.63000000 0.028293189199 Long ABS-MBS CORP US N 2 2034-12-26 Variable 3.79442900 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAZ7 532000.00000000 PA USD 578210.30000000 0.029574542505 Long DBT CORP US N 2 2025-01-15 Fixed 3.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393CRH8 148510.76000000 PA USD 170581.73000000 0.008724985743 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 5.75000000 N N N N N N Kinder Morgan, Inc. 549300WR7IX8XE0TBO16 49456BAS0 650000.00000000 PA USD 609257.41000000 0.031162553085 Long DBT CORP US N 2 2050-08-01 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284P2 1005600.00000000 PA USD 1023040.88000000 0.052326923249 Long DBT UST US N 2 2021-05-15 Fixed 2.62500000 N N N N N N American Water Capital Corp. 5IDHQUFVC8Q2KIBBFF06 03040WAX3 1096000.00000000 PA USD 1242922.26000000 0.063573508131 Long DBT CORP US N 2 2050-05-01 Fixed 3.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128QS6G6 102919.69000000 PA USD 104787.06000000 0.005359692416 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 3.66099800 N Y N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 92922FY44 189674.33900000 PA USD 185751.97000000 0.009500919530 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31297GXZ9 100864.36000000 PA USD 119563.69000000 0.006115493674 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.50000000 N N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A 22541QPB2 65209.00000000 PA USD 67320.38000000 0.003443330981 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312914LG7 468.37000000 PA USD 470.21000000 0.000024050497 Long ABS-MBS USGSE US N 2 2023-02-15 Floating 1.75500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392KUY0 98550.67000000 PA USD 20219.99000000 0.001034220514 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 7.78812100 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CQX4 2454.27000000 PA USD 2820.53000000 0.000144265649 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 8.00000000 N N N N N N BNZ International Funding Ltd. 549300HVMZ89HDMELW08 05579HAH5 632000.00000000 PA USD 660750.89000000 0.033796363159 Long DBT CORP NZ Y 2 2022-11-03 Fixed 2.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359XEP0 39695.54000000 PA USD 45899.78000000 0.002347701164 Long ABS-MBS USGSE US N 2 2029-12-18 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397QW95 1128257.50000000 PA USD 264294.88000000 0.013518265175 Long ABS-MBS USGSE US N 2 2041-01-25 Floating 6.35487100 N N N N N N Drive Auto Receivables Trust 549300RZ091I85JWZO63 26207KAG6 3351899.11000000 PA USD 3396793.44000000 0.173740613012 Long ABS-O CORP US Y 2 2023-12-15 Fixed 3.53000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VCK8 396000.00000000 PA USD 531601.24000000 0.027190562790 Long DBT CORP US N 2 2046-08-21 Fixed 4.86200000 N N N N N N UBS-Barclays Commercial Mortgage Trust N/A 90269CAH3 6902451.59000000 PA USD 133438.88000000 0.006825187701 Long ABS-MBS CORP US Y 3 2063-05-10 Variable 1.45285200 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556BF8 343000.00000000 PA USD 380834.93000000 0.019479104444 Long DBT CORP US N 2 2024-02-01 Fixed 4.15000000 N N N N N N Welltower, Inc. T6IZ0MBEG5ACZDTR7D06 95040QAK0 414000.00000000 PA USD 440173.11000000 0.022514158518 Long DBT CORP US N 2 2027-02-15 Fixed 2.70000000 N N N N N N Anthem, Inc. 8MYN82XMYQH89CTMTH67 94973VAY3 500000.00000000 PA USD 630039.35000000 0.032225516453 Long DBT CORP US N 2 2042-05-15 Fixed 4.62500000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VDD3 306000.00000000 PA USD 336763.89000000 0.017224940439 Long DBT CORP US N 2 2026-08-15 Fixed 2.62500000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BK5 200000.00000000 PA USD 219209.86000000 0.011212237696 Long DBT CORP GB Y 2 2033-03-15 Variable 4.86600100 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAE7 242000.00000000 PA USD 260667.09000000 0.013332709453 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 126408GU1 150000.00000000 PA USD 203861.89000000 0.010427213301 Long DBT CORP US N 2 2041-04-15 Fixed 5.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RN0 2300000.00000000 PA USD 3000511.71000000 0.153471429174 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359KAJ6 48139.63000000 PA USD 4999.75000000 0.000255729306 Long ABS-MBS USGSE US N 2 2023-08-25 Floating 10.00000100 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359X4V8 64260.22000000 PA USD 8707.16000000 0.000445357465 Long ABS-MBS USGSE US N 2 2030-07-25 Floating 8.92487200 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378VB61 1300000.00000000 PA USD 1573452.01000000 0.080479582168 Long ABS-MBS USGA US N 2 2043-08-16 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375J8N8 86992.37000000 PA USD 82020.45000000 0.004195216316 Long ABS-MBS USGA US N 2 2037-05-20 None 0.00000000 N N N N N N GSMPS Mortgage Loan Trust N/A 36228FEC6 440356.81000000 PA USD 435326.35000000 0.022266254408 Long ABS-MBS CORP US Y 2 2032-06-19 Variable 7.49999900 N N N N N N Thermo Fisher Scientific, Inc. HCHV7422L5HDJZCRFL38 883556BN1 369000.00000000 PA USD 391804.20000000 0.020040165259 Long DBT CORP US N 2 2023-04-15 Fixed 3.00000000 N N N N N N Bear Stearns ARM Trust N/A 07384MG48 257750.42000000 PA USD 247212.11000000 0.012644508503 Long ABS-MBS CORP US N 2 2034-04-25 Variable 3.82428000 N N N N N N CPS Auto Receivables Trust N/A 12635JAD8 330545.08000000 PA USD 332726.68000000 0.017018443532 Long ABS-O CORP US Y 2 2021-08-16 Fixed 4.63000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 485134BM1 1400000.00000000 PA USD 1893485.94000000 0.096848811609 Long DBT CORP US N 2 2041-10-01 Fixed 5.30000000 N N N N N N Natwest Group plc 2138005O9XJIJN4JPN90 780097BM2 900000.00000000 PA USD 949697.70000000 0.048575535571 Long DBT CORP GB N 2 2029-11-01 Variable 3.75400100 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAK5 400000.00000000 PA USD 407054.45000000 0.020820191431 Long DBT CORP US N 2 2042-02-15 Fixed 6.10000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DY56 5567.94000000 PA USD 5112.18000000 0.000261479922 Long ABS-MBS CORP US N 3 2035-05-25 None 0.00000000 N N N N N N Ohio State University (The) JFC10ZULKO4X2E3HBY86 677632PA3 1563000.00000000 PA USD 2321930.28000000 0.118763062089 Long DBT MUN US N 2 2111-06-01 Fixed 4.80000000 N N N N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 45866FAA2 884000.00000000 PA USD 975441.84000000 0.049892307622 Long DBT CORP US N 2 2023-10-15 Fixed 4.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LK4 18375000.00000000 PA USD 18312470.98000000 0.936653932610 Long DBT UST US N 2 2022-11-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TVTX4 133082.02000000 PA USD 158665.91000000 0.008115510393 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392CPT5 84074.82000000 PA USD 98880.72000000 0.005057592465 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617KQD88 1843797.05000000 PA USD 2065596.76000000 0.105652007888 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 5.00000000 N N N N N N Merck & Co., Inc. 4YV9Y5M8S0BRK1RP0397 58933YBB0 840000.00000000 PA USD 837820.17000000 0.042853176827 Long DBT CORP US N 2 2050-06-24 Fixed 2.45000000 N N N N N N MASTR Alternative Loan Trust N/A 576434DT8 109018.78000000 PA USD 113212.41000000 0.005790635745 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 6.50000000 N N N N N N Banc of America Funding Trust N/A 05946XGF4 122399.69000000 PA USD 97481.49000000 0.004986024063 Long ABS-MBS CORP US N 3 2034-03-25 None 0.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 94974BGT1 300000.00000000 PA USD 358231.03000000 0.018322950703 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967MQ1 1900000.00000000 PA USD 2061411.84000000 0.105437955848 Long DBT CORP US N 2 2026-04-08 Variable 3.10600100 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NBS9 740000.00000000 PA USD 830065.61000000 0.042456543345 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 9393366B4 1071897.40660000 PA USD 1015733.95000000 0.051953185334 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N Magellan Midstream Partners LP MZF5TI8NFVZZNUSKDL39 559080AG1 600000.00000000 PA USD 703165.21000000 0.035965788556 Long DBT CORP US N 2 2043-10-15 Fixed 5.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138NXRT6 1507744.47000000 PA USD 1612692.02000000 0.082486646628 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.00000000 N N N N N N Telefonica Emisiones SA 549300Y5MFC4SW5Z3K71 87938WAP8 316000.00000000 PA USD 323094.31000000 0.016525763038 Long DBT CORP ES N 2 2021-02-16 Fixed 5.46200000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GBJ6 19933.77000000 PA USD 19020.35000000 0.000972860825 Long ABS-MBS CORP US N 3 2033-10-25 None 0.00000000 N N N N N N csma sfr N/A N/A 3061308.66000000 PA USD 3038348.85000000 0.155406739052 Long ABS-MBS CORP US N 3 2023-04-25 None 0.00000000 N N N N N N Bear Stearns ARM Trust N/A 07384MYS5 36209.52000000 PA USD 34434.53000000 0.001761271757 Long ABS-MBS CORP US N 2 2033-10-25 Variable 3.31140600 N N N N N N Synchrony Card Issuance Trust N/A 87166PAA9 2600000.00000000 PA USD 2676109.54000000 0.136878771165 Long ABS-O CORP US N 2 2024-09-15 Fixed 3.38000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392BJG2 8792.62000000 PA USD 12353.33000000 0.000631853294 Long ABS-MBS USGSE US N 2 2031-12-25 Floating 17.05791200 N N N N N N Capital One Bank USA NA LKE37K2B8CFZUR7F9816 140420NB2 300000.00000000 PA USD 317799.81000000 0.016254957735 Long DBT CORP US N 2 2023-02-15 Fixed 3.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403EDC8 107764.15000000 PA USD 112959.46000000 0.005777697753 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 2.94800000 N N N N N N VOLT LXXXIII LLC N/A 92870EAA1 2646644.54000000 PA USD 2633420.05000000 0.134695271257 Long ABS-O CORP US Y 2 2049-11-26 Variable 3.32690000 N N N N N N Valero Energy Corp. 549300XTO5VR8SKV1V74 91913YAX8 735000.00000000 PA USD 768290.02000000 0.039296819604 Long DBT CORP US N 2 2023-04-15 Fixed 2.70000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T4SX5 18216.37000000 PA USD 19506.84000000 0.000997744019 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 7.00000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CY9 940000.00000000 PA USD 1052485.59000000 0.053832973603 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137BSRZ8 1640905.00000000 PA USD 1702211.67000000 0.087065435166 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 2.83800000 N N N N N N Conix Mortgage Asset Trust N/A N/A 1078518.87000000 PA USD 17040.60000000 0.000871599743 Long ABS-MBS CORP US N 3 2047-12-25 Variable 0.00000000 Y N N N N N Credit Suisse First Boston Mortgage Securities Corp. N/A 2254W0GJ8 257453.60000000 PA USD 262276.58000000 0.013415032321 Long ABS-MBS CORP US N 2 2033-02-25 Variable 6.72563500 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376CXX2 122795.66000000 PA USD 117547.23000000 0.006012354933 Long ABS-MBS USGA US N 2 2037-11-16 None 0.00000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 097023CV5 745000.00000000 PA USD 863775.77000000 0.044180764723 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 254687CP9 430000.00000000 PA USD 520178.20000000 0.026606292357 Long DBT CORP US N 2 2023-04-26 Fixed 8.87500000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 629377CL4 615000.00000000 PA USD 678253.43000000 0.034691590403 Long DBT CORP US Y 2 2029-06-15 Fixed 4.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397BRQ6 374720.59000000 PA USD 400781.55000000 0.020499342515 Long ABS-MBS USGSE US N 2 2026-10-15 Fixed 5.00000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 03027XAK6 312000.00000000 PA USD 350913.55000000 0.017948673173 Long DBT CORP US N 2 2026-10-15 Fixed 3.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31400RXM8 6068.39000000 PA USD 6764.62000000 0.000345999615 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128JLW39 133233.11000000 PA USD 136566.17000000 0.006985143639 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 3.63899900 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31387Y5U3 28586.47000000 PA USD 34191.97000000 0.001748865196 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N Commercial Mortgage Trust N/A 12625EAC3 1060000.00000000 PA USD 1041126.70000000 0.053251984342 Long ABS-MBS CORP US Y 2 2035-04-12 Variable 3.08635900 N N N N N N Synchrony Card Funding LLC N/A 87166PAE1 4681000.00000000 PA USD 4847735.82000000 0.247954021334 Long ABS-O CORP US N 2 2025-03-15 Fixed 2.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392UXE9 124076.73000000 PA USD 145406.35000000 0.007437304867 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358PKY2 667.23000000 PA USD 691.64000000 0.000035376292 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 8.00000000 N N N N N N Banc of America Alternative Loan Trust N/A 05948KA33 438337.69000000 PA USD 440171.96000000 0.022514099697 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313921M70 313600.88000000 PA USD 377232.00000000 0.019294820272 Long ABS-MBS USGSE US N 2 2031-11-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L4F73 2201992.39000000 PA USD 2333193.61000000 0.119339163607 Long ABS-MBS USGSE US N 2 2023-07-01 Fixed 3.02000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LYA31 599095.96000000 PA USD 656387.75000000 0.033573195448 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N Lehman Mortgage Trust N/A 52520MGG2 243259.05000000 PA USD 211961.88000000 0.010841514980 Long ABS-MBS CORP US N 2 2036-04-25 Variable 5.95907600 N N N N N N Alternative Loan Trust N/A 12668APD1 1183126.11000000 PA USD 1131191.49000000 0.057858655929 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N Blackstone 549300KM7KWQHVBNH962 09261LAA6 795000.00000000 PA USD 801412.06000000 0.040990959573 Long DBT CORP US Y 2 2023-07-14 Fixed 3.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381TYT1 511191.55000000 PA USD 525390.51000000 0.026872893771 Long ABS-MBS USGSE US N 2 2022-03-01 Fixed 2.75000000 N N N N N N Mondelez International, Inc. 549300DV9GIB88LZ5P30 609207AT2 679000.00000000 PA USD 742443.99000000 0.037974836041 Long DBT CORP US N 2 2030-04-13 Fixed 2.75000000 N N N N N N MASTR Alternative Loan Trust N/A 576434QG2 219337.18000000 PA USD 223067.29000000 0.011409539141 Long ABS-MBS CORP US N 2 2024-05-25 Fixed 5.00000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GRM2 189908.66000000 PA USD 196796.48000000 0.010065828752 Long ABS-MBS CORP US N 2 2035-05-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NWL7 255880.52000000 PA USD 241431.28000000 0.012348828190 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N Mitsubishi UFJ Lease & Finance Co. Ltd. 353800MZ3QX9RLMH7B09 60682LAA0 606000.00000000 PA USD 624386.04000000 0.031936358587 Long DBT CORP JP Y 2 2022-09-19 Fixed 2.65200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HSEN7 3000000.00000000 PA USD 3534933.78000000 0.180806272958 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.81000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374EZ91 422251.28000000 PA USD 52532.41000000 0.002686949700 Long ABS-MBS USGA US N 2 2033-12-16 Floating 4.93120100 N N N N N N Hartford Financial Services Group, Inc. (The) IU7C3FTM7Y3BQM112U94 416515BB9 400000.00000000 PA USD 467726.38000000 0.023923464708 Long DBT CORP US N 2 2043-04-15 Fixed 4.30000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375JJ55 343455.80000000 PA USD 53247.40000000 0.002723520308 Long ABS-MBS USGA US N 2 2037-05-20 Floating 6.04199900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406N4K7 1095.03000000 PA USD 1201.83000000 0.000061471704 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397BP96 211782.80000000 PA USD 44617.68000000 0.002282123776 Long ABS-MBS USGSE US N 2 2036-10-15 Floating 6.53811800 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 10112RAX2 483000.00000000 PA USD 539111.72000000 0.027574711965 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90352JAA1 269000.00000000 PA USD 282125.56000000 0.014430276261 Long DBT CORP CH Y 2 2023-05-23 Fixed 3.49100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397M5Z6 456585.42000000 PA USD 95687.43000000 0.004894260731 Long ABS-MBS USGSE US N 2 2039-02-25 Floating 6.37486900 N N N N N N Corning, Inc. 549300X2937PB0CJ7I56 219350BP9 1043000.00000000 PA USD 1196261.83000000 0.061186900922 Long DBT CORP US N 2 2049-11-15 Fixed 3.90000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374XAF2 232542.74000000 PA USD 50648.18000000 0.002590574315 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 383742YT4 105595.73000000 PA USD 6721.22000000 0.000343779774 Long ABS-MBS USGA US N 2 2037-10-16 Fixed 5.50000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A 35563PLJ6 1725000.00000000 PA USD 2060495.77000000 0.105391100316 Long ABS-MBS USGSE US N 3 2058-10-25 Fixed 3.50000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967JC6 1200000.00000000 PA USD 1382938.85000000 0.070735135298 Long DBT CORP US N 2 2026-11-20 Fixed 4.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31408EN81 19989.83000000 PA USD 21114.05000000 0.001079950269 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358UVD5 4616.59000000 PA USD 5261.64000000 0.000269124565 Long ABS-MBS USGSE US N 2 2023-04-25 Floating 18.94199800 N N N N N N MRCD MARK Mortgage Trust N/A 55348UAQ1 2685000.00000000 PA USD 2612457.48000000 0.133623068950 Long ABS-MBS CORP US Y 3 2036-12-15 Fixed 2.71752000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCY5 715000.00000000 PA USD 790303.16000000 0.040422756905 Long DBT CORP US N 2 2039-11-01 Fixed 3.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BXB3 10822.37000000 PA USD 10799.87000000 0.000552396272 Long ABS-MBS USGA US N 2 2060-04-20 Floating 0.59375200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403R2E7 105636.48000000 PA USD 122328.57000000 0.006256912913 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398F7A3 551818.73000000 PA USD 639147.47000000 0.032691382388 Long ABS-MBS USGSE US N 2 2049-12-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T4BL9 7511.71400000 PA USD 7411.26000000 0.000379074229 Long ABS-MBS USGSE US N 2 2024-02-15 None 0.00000000 N N N N N N American Homes 4 Rent N/A 02666AAA6 3836831.67000000 PA USD 4103192.20000000 0.209871792538 Long ABS-O CORP US Y 2 2052-04-17 Fixed 3.46700000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 042735BF6 442000.00000000 PA USD 483265.52000000 0.024718267146 Long DBT CORP US N 2 2028-01-12 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404YDK5 24433.14000000 PA USD 24476.82000000 0.001251950637 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 3.79500100 N N N N N N Jersey Central Power & Light Co. 549300W9UGH9ZPLNPF79 476556DC6 560000.00000000 PA USD 651862.41000000 0.033341731463 Long DBT CORP US Y 2 2026-01-15 Fixed 4.30000000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 40414LAL3 794000.00000000 PA USD 885048.68000000 0.045268840430 Long DBT CORP US N 2 2024-08-15 Fixed 3.87500000 N N N N N N CVS Pass-Through Trust N/A 12665UAA2 639846.02000000 PA USD 682251.97000000 0.034896109401 Long ABS-O CORP US Y 2 2036-01-10 Fixed 4.70400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374H4S6 16950.38000000 PA USD 17910.12000000 0.000916074316 Long ABS-MBS USGA US N 2 2034-08-17 Floating 14.52129800 N N N N N N JP Morgan Mortgage Trust N/A 466247K93 304144.75000000 PA USD 306149.85000000 0.015659080704 Long ABS-MBS CORP US N 2 2033-11-25 Variable 3.83559500 N N N N N N Hess Corp. UASVRYNXNK17ULIGK870 42809HAC1 510000.00000000 PA USD 584548.14000000 0.029898712998 Long DBT CORP US N 2 2040-01-15 Fixed 6.00000000 N N N N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 806851AG6 13000.00000000 PA USD 14392.58000000 0.000736157707 Long DBT CORP US Y 2 2025-12-21 Fixed 4.00000000 N N N N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 134429BK4 315000.00000000 PA USD 316760.80000000 0.016201814017 Long DBT CORP US N 2 2050-04-24 Fixed 3.12500000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A 576433VM5 153864.29000000 PA USD 142468.32000000 0.007287029278 Long ABS-MBS CORP US N 2 2034-12-25 Variable 4.16477500 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378MRL1 1682565.26000000 PA USD 1925435.31000000 0.098482971362 Long ABS-MBS USGA US N 2 2042-11-20 Variable 4.81164800 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 172967EW7 223000.00000000 PA USD 392102.72000000 0.020055434085 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N National Australia Bank Ltd. F8SB4JFBSYQFRQEH3Z21 632525AS0 1025000.00000000 PA USD 1141470.75000000 0.058384423823 Long DBT CORP AU Y 2 2034-08-02 Variable 3.93300000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 9393367B3 893971.77000000 PA USD 159304.34000000 0.008148165078 Long ABS-MBS CORP US N 3 2035-06-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394FN50 1130076.77000000 PA USD 1284351.91000000 0.065692569215 Long ABS-MBS USGSE US N 2 2035-10-25 Fixed 5.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RDE3 3326272.51000000 PA USD 3322785.58000000 0.169955228004 Long ABS-MBS USGA US N 2 2065-06-20 Floating 0.60374900 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374N3Q8 438536.91000000 PA USD 62519.23000000 0.003197759751 Long ABS-MBS USGA US N 2 2036-11-20 Floating 6.64200000 N N N N N N Time Warner Cable LLC 549300U5NFR7S6E3GM41 88732JAJ7 400000.00000000 PA USD 533708.41000000 0.027298341203 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N Arizona Public Service Co. YG6VT0TPHRH4TFVAQV64 040555CM4 200000.00000000 PA USD 263315.39000000 0.013468165810 Long DBT CORP US N 2 2041-09-01 Fixed 5.05000000 N N N N N N RALI Trust N/A 76110HDT3 41.37000000 PA USD 0.01000000 0.000000000511 Long ABS-MBS CORP US N 3 2018-06-25 Floating 7.42487000 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 65364UAN6 1000000.00000000 PA USD 1035634.98000000 0.052971091548 Long DBT CORP US Y 2 2030-06-27 Fixed 1.96000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8M27 3957014.56000000 PA USD 4313521.71000000 0.220629814375 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 3.04000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373Q2J9 302813.71000000 PA USD 337604.34000000 0.017267928127 Long ABS-MBS USGA US N 2 2033-03-20 Fixed 6.50000000 N N N N N N Precision Castparts Corp. 0XOOAY5P5J7Q734SEC89 740189AM7 897000.00000000 PA USD 1001638.02000000 0.051232200805 Long DBT CORP US N 2 2025-06-15 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358Q4G7 20100.82000000 PA USD 21082.94000000 0.001078359041 Long ABS-MBS USGSE US N 2 2022-10-25 Fixed 7.50000000 N N N N N N Mead Johnson Nutrition Co. E4BJRFT3MF4GJDY1SC50 582839AH9 153000.00000000 PA USD 177880.38000000 0.009098300149 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38374JXC5 575093.74000000 PA USD 98323.66000000 0.005029099727 Long ABS-MBS USGA US N 2 2034-10-20 Floating 5.94200200 N N N N N N LV Tower 52 Issuer N/A 50244VAD4 1166665.15000000 PA USD 1176686.80000000 0.060185669092 Long ABS-O CORP US Y 3 2019-07-15 Fixed 7.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BL75 153635.13000000 PA USD 153501.85000000 0.007851376890 Long ABS-MBS USGA US N 2 2062-02-20 Floating 0.56374900 N N N N N N SART N/A N/A 2923671.23000000 PA USD 2938289.59000000 0.150288866129 Long ABS-MBS CORP US N 2 2025-06-15 Fixed 4.75700000 N N N N N N Lendingpoint Asset Securitization Trust N/A 52605WAA7 1484405.80000000 PA USD 1487566.55000000 0.076086676702 Long ABS-O CORP US Y 2 2025-11-10 Fixed 3.07100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EQLH3 1313034.42000000 PA USD 1468211.43000000 0.075096692921 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.50000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VBY8 770000.00000000 PA USD 780334.15000000 0.039912857808 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N HERO N/A 42772AAA3 1007796.23000000 PA USD 957406.42000000 0.048969824409 Long ABS-O CORP KY Y 2 2047-09-20 Fixed 4.00000000 N N N N N N Lincoln National Corp. EFQMQROEDSNBRIP7LE47 534187BC2 598000.00000000 PA USD 632147.66000000 0.032333353176 Long DBT CORP US N 2 2022-03-15 Fixed 4.20000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 36962G6S8 573000.00000000 PA USD 604045.19000000 0.030895956275 Long DBT CORP US N 2 2023-01-09 Fixed 3.10000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38378J4C3 1099212.80000000 PA USD 1267091.83000000 0.064809743417 Long ABS-MBS USGA US N 2 2040-06-20 Variable 5.15027200 N N N N N N ViacomCBS, Inc. 5KYC8KF17ROCY24M3H09 92553PAP7 464000.00000000 PA USD 494442.15000000 0.025289934097 Long DBT CORP US N 2 2043-03-15 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371KNW7 7899.91000000 PA USD 8804.97000000 0.000450360291 Long ABS-MBS USGSE US N 2 2022-05-01 Fixed 6.50000000 N N N N N N OnDeck Asset Securitization Trust LLC N/A 68235RAC8 451557.41000000 PA USD 449038.31000000 0.022967599479 Long ABS-O CORP US Y 2 2022-04-18 Fixed 3.50000000 N N N N N N Business Jet Securities LLC N/A 123262AN7 1219131.60000000 PA USD 1221180.59000000 0.062461456091 Long ABS-O CORP US Y 2 2033-02-15 Fixed 4.33500000 N N N N N N AerCap Ireland Capital DAC N/A 00774MAH8 600000.00000000 PA USD 611548.88000000 0.031279758152 Long DBT CORP IE N 2 2021-12-16 Fixed 4.45000000 N N N N N N GSR Mortgage Loan Trust N/A 36242DLW1 305972.07000000 PA USD 320385.07000000 0.016387189696 Long ABS-MBS CORP US N 2 2034-11-25 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833PA2 1592000.00000000 PA USD 1547132.19000000 0.079133364995 Long DBT UST US N 2 2026-08-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375KYH9 429613.62000000 PA USD 73543.36000000 0.003761626567 Long ABS-MBS USGA US N 2 2037-07-20 Floating 6.59200000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669GBC4 180326.47000000 PA USD 179815.03000000 0.009197254438 Long ABS-MBS CORP US N 2 2034-11-20 Variable 3.55305200 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NCL3 845000.00000000 PA USD 1083081.99000000 0.055397931081 Long DBT CORP US N 2 2038-10-15 Fixed 4.60000000 N N N N N N CK Hutchison International 19 Ltd. 254900FPY8WXG61CMU70 12564CAB2 1215000.00000000 PA USD 1380543.75000000 0.070612629720 Long DBT CORP KY Y 2 2029-04-11 Fixed 3.62500000 N N N N N N City of Los Angeles Department of Airports N/A 544435C32 440000.00000000 PA USD 601414.00000000 0.030761375067 Long DBT MUN US N 2 2039-05-15 Fixed 6.58200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3129093W2 857.53000000 PA USD 887.41000000 0.000045389618 Long ABS-MBS USGSE US N 2 2022-05-15 Fixed 7.00000000 N N N N N N Air Products and Chemicals, Inc. 7QEON6Y1RL5XR3R1W237 009158AY2 1540000.00000000 PA USD 1623306.50000000 0.083029560495 Long DBT CORP US N 2 2027-05-15 Fixed 1.85000000 N N N N N N Business Jet Securities LLC N/A 12326QAA2 1505966.84000000 PA USD 1509883.26000000 0.077228141128 Long ABS-O CORP US Y 2 2034-07-15 Fixed 4.21200000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29278NAR4 500000.00000000 PA USD 478108.34000000 0.024454485545 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N AIA Group Ltd. ZP5ILWVSYE4LJGMMVD57 00131LAH8 445000.00000000 PA USD 501876.56000000 0.025670192412 Long DBT CORP HK Y 2 2029-04-09 Fixed 3.60000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BR5 200000.00000000 PA USD 253250.00000000 0.012953337028 Long DBT NUSS CO N 2 2044-02-26 Fixed 5.62500000 N N N N N N Alternative Loan Trust N/A 12667GWT6 1636418.36930000 PA USD 1616467.48000000 0.082679755437 Long ABS-MBS CORP US N 2 2035-08-25 Fixed 5.50000000 N N N N N N Bear Stearns Commercial Mortgage Securities Trust N/A 07383F6S2 14665.40000000 PA USD 27.15000000 0.000001388679 Long ABS-MBS CORP US Y 3 2041-06-11 Variable 0.71605100 N N N N N N FirstEnergy Corp. 549300SVYJS666PQJH88 337932AJ6 289000.00000000 PA USD 354716.63000000 0.018143194701 Long DBT CORP US N 2 2047-07-15 Fixed 4.85000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392KPH3 77283.52000000 PA USD 93477.25000000 0.004781213519 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 7.00000000 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 40414LAM1 265000.00000000 PA USD 292100.26000000 0.014940466392 Long DBT CORP US N 2 2025-02-01 Fixed 3.40000000 N N N N N N Southern California Edison Co. 9R1Z5I36FERIBVKW4P77 842400GJ6 400000.00000000 PA USD 448736.14000000 0.022952143962 Long DBT CORP US N 2 2028-03-01 Fixed 3.65000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398EP99 34912.33000000 PA USD 35347.64000000 0.001807975889 Long ABS-MBS USGSE US N 2 2039-07-15 Floating 1.36188000 N N N N N N Anheuser-Busch InBev Finance, Inc. 5493000EYEKDT0FBSQ91 03524BAF3 70000.00000000 PA USD 82356.15000000 0.004212386840 Long DBT CORP US N 2 2044-02-01 Fixed 4.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WSPZ5 769481.91000000 PA USD 827421.29000000 0.042321290559 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31390LY75 30527.48000000 PA USD 33011.39000000 0.001688480396 Long ABS-MBS USGSE US N 2 2032-06-01 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312915ZZ7 5353.75000000 PA USD 5677.43000000 0.000290391566 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 7.00000000 N N N N N N American Homes 4 Rent Trust N/A 02665XAC3 500000.00000000 PA USD 543109.60000000 0.027779197205 Long ABS-O CORP US Y 2 2036-12-17 Fixed 4.59600000 N N N N N N MASTR Alternative Loan Trust N/A 576434TQ7 89611.56500000 PA USD 75622.57000000 0.003867974871 Long ABS-MBS CORP US N 3 2034-08-25 None 0.00000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 90351DAB3 300000.00000000 PA USD 343772.42000000 0.017583415666 Long DBT CORP CH Y 2 2025-09-24 Fixed 4.12500000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBG9 900000.00000000 PA USD 1128123.40000000 0.057701727977 Long DBT CORP US N 2 2055-05-15 Fixed 4.37500000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 256677AF2 235000.00000000 PA USD 276997.76000000 0.014167997399 Long DBT CORP US N 2 2028-05-01 Fixed 4.12500000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810PW2 447000.00000000 PA USD 685097.34000000 0.035041645577 Long DBT UST US N 2 2038-02-15 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393CDE0 206206.02000000 PA USD 243204.16000000 0.012439508198 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 6.00000000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAA3 170347.78000000 PA USD 173446.49000000 0.008871513687 Long ABS-O CORP US Y 2 2028-12-26 Fixed 2.66000000 N N N N N N Republic of Colombia 549300MHDRBVRF6B9117 195325BQ7 922000.00000000 PA USD 985099.38000000 0.050386275522 Long DBT NUSS CO N 2 2024-02-26 Fixed 4.00000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 96949LAE5 409000.00000000 PA USD 473844.71000000 0.024236407612 Long DBT CORP US N 2 2048-03-01 Fixed 4.85000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TJHS5 52467.98000000 PA USD 57545.99000000 0.002943386389 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Entergy Louisiana LLC 0V5453U14HDZO63CGH17 29364WAX6 629000.00000000 PA USD 717756.68000000 0.036712119173 Long DBT CORP US N 2 2031-06-01 Fixed 3.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TPS67 54725.60000000 PA USD 65838.73000000 0.003367546926 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 7.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AHNE6 2136411.87000000 PA USD 1974230.22000000 0.100978753848 Long ABS-MBS USGSE US N 2 2043-12-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31282YDY2 476239.35000000 PA USD 82522.79000000 0.004220910212 Long ABS-MBS USGSE US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Abbott Laboratories HQD377W2YR662HK5JX27 002824BP4 660000.00000000 PA USD 667505.73000000 0.034141862544 Long DBT CORP US N 2 2028-01-30 Fixed 1.15000000 N N N N N N Parker-Hannifin Corp. 5493002CONDB4N2HKI23 70109HAN5 592000.00000000 PA USD 743210.20000000 0.038014026471 Long DBT CORP US N 2 2044-11-21 Fixed 4.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A6ZU1 3000000.00000000 PA USD 3362903.70000000 0.172007206402 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 3.00000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 202712BL8 711000.00000000 PA USD 796539.96000000 0.040741759363 Long DBT CORP AU Y 2 2039-09-12 Fixed 3.74300000 N N N N N N Dominion Energy, Inc. ILUL7B6Z54MRYCF6H308 25746UCR8 331000.00000000 PA USD 340032.58000000 0.017392128764 Long DBT CORP US N 2 2022-01-15 Fixed 2.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31405KZ20 29967.97000000 PA USD 30057.25000000 0.001537380807 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 2.18800100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M5CE8 231158.03000000 PA USD 261162.09000000 0.013358027920 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.50000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 90265EAT7 640000.00000000 PA USD 641689.18000000 0.032821386836 Long DBT CORP US N 2 2032-08-01 Fixed 2.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136FCNL6 159217.49000000 PA USD 30388.69000000 0.001554333439 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 6.00000000 N N N N N N Wells Fargo Mortgage-Backed Securities Trust N/A 94985JAG5 211145.23000000 PA USD 211108.72000000 0.010797877195 Long ABS-MBS CORP US N 2 2037-06-25 Fixed 6.00000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U2Q5 1120000.00000000 PA USD 1183684.31000000 0.060543580663 Long DBT CORP US N 2 2041-04-30 Variable 3.06799900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381TNR7 890722.20000000 PA USD 982216.36000000 0.050238813608 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 3.64000000 N N N N N N Burlington Northern Santa Fe LLC N/A 12189LAP6 769000.00000000 PA USD 1081233.92000000 0.055303405222 Long DBT CORP US N 2 2043-09-01 Fixed 5.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L94G4 2725229.71000000 PA USD 3072099.02000000 0.157133006877 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 3.03000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393EKS7 324527.17000000 PA USD 383862.91000000 0.019633980833 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 7.25915900 N N N N N N FNMA/FHLMC N/A 01F0226A8 4892954.00000000 PA USD 5140714.89000000 0.262939437469 Long ABS-MBS USGSE US N 2 2050-10-25 Fixed 2.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T0BV5 4467.34000000 PA USD 5251.83000000 0.000268622799 Long ABS-MBS USGSE US N 2 2023-07-15 Floating 24.50775200 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661DR5 418000.00000000 PA USD 483738.20000000 0.024742443981 Long DBT CORP US N 2 2029-04-05 Fixed 3.65000000 N N N N N N MASTR Alternative Loan Trust N/A 576434UW2 2597.64000000 PA USD 2680.59000000 0.000137107939 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BF64 1571.94000000 PA USD 1565.83000000 0.000080089728 Long ABS-MBS USGA US N 2 2060-08-20 Floating 0.46374800 N N N N N N Dell International LLC N/A 25272KAG8 485000.00000000 PA USD 535597.64000000 0.027394972330 Long DBT CORP US Y 2 2023-06-15 Fixed 5.45000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 38141GVR2 1415000.00000000 PA USD 1610818.55000000 0.082390821600 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AF3W0 734360.55000000 PA USD 849691.51000000 0.043460377095 Long ABS-MBS USGSE US N 2 2034-01-15 Fixed 5.00000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 49271VAC4 215000.00000000 PA USD 281122.71000000 0.014378982069 Long DBT CORP US N 2 2038-05-25 Fixed 4.98500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140JSFW4 1421613.31000000 PA USD 1526137.34000000 0.078059511617 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.00000000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 35137LAK1 690000.00000000 PA USD 946590.83000000 0.048416624084 Long DBT CORP US N 2 2049-01-25 Fixed 5.57600000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358TRH4 2814.33000000 PA USD 3310.68000000 0.000169336046 Long ABS-MBS USGSE US N 2 2023-02-25 Floating 15.50000200 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8C44 3425766.75000000 PA USD 3724245.65000000 0.190489275744 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 2.97000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393T4W3 448496.53000000 PA USD 95350.00000000 0.004877001720 Long ABS-MBS USGSE US N 2 2033-11-25 Floating 7.42487000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137A1XL2 106463.24000000 PA USD 113439.57000000 0.005802254620 Long ABS-MBS USGSE US N 2 2025-09-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136B2HA3 3335000.00000000 PA USD 3817512.80000000 0.195259742981 Long ABS-MBS USGSE US N 2 2028-07-25 Variable 3.48199900 N N N N N N United Airlines Pass-Through Trust N/A 90931CAA6 969591.03000000 PA USD 960699.01000000 0.049138235181 Long ABS-O CORP US N 2 2031-08-25 Fixed 4.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358PHT7 8563.16000000 PA USD 8875.92000000 0.000453989272 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396JMX0 375719.77000000 PA USD 403353.51000000 0.020630894202 Long ABS-MBS USGSE US N 2 2026-03-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132H4CL3 1810738.59000000 PA USD 1982424.91000000 0.101397899283 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 00914AAH5 630000.00000000 PA USD 641122.11000000 0.032792382102 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N UBS-BAMLL Trust N/A 90269PAA9 2236000.00000000 PA USD 2260864.99000000 0.115639669070 Long ABS-MBS CORP US Y 2 2030-06-10 Fixed 3.66300000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LN8 14070000.00000000 PA USD 14004389.20000000 0.716302362052 Long DBT UST US N 2 2023-05-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MZV7 2667550.14000000 PA USD 3139511.12000000 0.160581029192 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 7.00000000 N N N N N N British Airways Pass-Through Trust N/A 11043HAA6 898822.84000000 PA USD 737034.73000000 0.037698160946 Long ABS-O CORP US Y 2 2031-09-20 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418MZT2 88743.36000000 PA USD 106234.85000000 0.005433744585 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128HDR92 6651.37000000 PA USD 6675.62000000 0.000341447406 Long ABS-MBS USGSE US N 2 2030-04-01 Variable 3.73799900 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137FCJK1 1748000.00000000 PA USD 2019705.62000000 0.103304748646 Long ABS-MBS USGSE US N 2 2027-11-25 Variable 3.30300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396QYP8 330303.48000000 PA USD 307746.56000000 0.015740749895 Long ABS-MBS USGSE US N 2 2037-01-25 None 0.00000000 N N N N N N Goodgreen N/A 38218EAA5 2342577.60000000 PA USD 2375113.43000000 0.121483296112 Long ABS-O CORP KY Y 2 2055-04-15 Fixed 2.76000000 N Y N N N N Sumitomo Mitsui Financial Group, Inc. 35380028MYWPB6AUO129 86562MAX8 689000.00000000 PA USD 730621.17000000 0.037370117494 Long DBT CORP JP N 2 2023-01-17 Fixed 3.10200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393UWF6 10623.20000000 PA USD 12465.08000000 0.000637569130 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 11.25730400 N N N N N N Prologis LP GL16H1DHB0QSHP25F723 74340XBP5 905000.00000000 PA USD 974351.93000000 0.049836560449 Long DBT CORP US N 2 2050-04-15 Fixed 3.00000000 N N N N N N Spectra Energy Partners LP 2HKVXE7U4NF5B6UGSU72 84756NAE9 452000.00000000 PA USD 584070.16000000 0.029874265077 Long DBT CORP US N 2 2043-09-25 Fixed 5.95000000 N N N N N N Eli Lilly and Co. FRDRIPF3EKNDJ2CQJL29 532457BZ0 1000000.00000000 PA USD 948670.97000000 0.048523019955 Long DBT CORP US N 2 2060-09-15 Fixed 2.50000000 N N N N N N NBCUniversal Media LLC VTBDOQJ6KOGQ6K786R46 63946BAG5 800000.00000000 PA USD 1191037.29000000 0.060919673963 Long DBT CORP US N 2 2041-04-01 Fixed 5.95000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912833LJ7 1905000.00000000 PA USD 1899734.07000000 0.097168393578 Long DBT UST US N 2 2022-08-15 None 0.00000000 N N N N N N First Horizon Alternative Mortgage Securities Trust N/A 32051GAA3 207930.78000000 PA USD 206186.37000000 0.010546106777 Long ABS-MBS CORP US N 2 2034-10-25 Variable 3.53454800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393Y4T9 79031.44000000 PA USD 101094.38000000 0.005170817673 Long ABS-MBS USGSE US N 2 2034-07-25 Floating 13.88974000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398LSE9 47217.35000000 PA USD 45039.11000000 0.002303679254 Long ABS-MBS USGSE US N 2 2034-07-15 None 0.00000000 N N N N N N United Airlines Pass-Through Trust N/A 909318AA5 992710.73000000 PA USD 930823.16000000 0.047610132697 Long ABS-O CORP US N 2 2030-03-01 Fixed 3.50000000 N N N N N N TransCanada PipeLines Ltd. 5BV01I6231JPDAPMGH09 89352HAT6 394000.00000000 PA USD 468293.57000000 0.023952475579 Long DBT CORP CA N 2 2026-01-15 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403R4H8 56251.45000000 PA USD 64175.10000000 0.003282454883 Long ABS-MBS USGSE US N 2 2028-09-01 Fixed 8.00000000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 666807BN1 200000.00000000 PA USD 226147.16000000 0.011567069621 Long DBT CORP US N 2 2028-01-15 Fixed 3.25000000 N N N N N N Hewlett Packard Enterprise Co. 549300BX44RGX6ANDV88 42824CBJ7 1070000.00000000 PA USD 1083760.60000000 0.055432640909 Long DBT CORP US N 2 2024-04-01 Fixed 1.45000000 N N N N N N GMACM Mortgage Loan Trust N/A 36185N7E4 584835.99000000 PA USD 549838.59000000 0.028123374403 Long ABS-MBS CORP US N 2 2035-06-19 Variable 3.53373500 N N N N N N Southern Natural Gas Co. LLC N/A 843452AZ6 351000.00000000 PA USD 500866.66000000 0.025618537624 Long DBT CORP US N 2 2032-03-01 Fixed 8.00000000 N N N N N N New York State Dormitory Authority 549300C8XO7EXTX2XU71 649902T37 360000.00000000 PA USD 514123.20000000 0.026296588682 Long DBT MUN US N 2 2040-03-15 Fixed 5.60000000 N N N N N N APT Pipelines Ltd. 261700SS8OEHDOCOUJ33 00205GAD9 732000.00000000 PA USD 826073.46000000 0.042252351186 Long DBT CORP AU Y 2 2027-07-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912810RD2 10188000.00000000 PA USD 15031279.64000000 0.768826184208 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31381RAB0 5000000.00000000 PA USD 5056865.85000000 0.258650691665 Long ABS-MBS USGSE US N 2 2021-06-01 Fixed 4.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AHB7 901353.81000000 PA USD 982687.06000000 0.050262889168 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N VNDO Mortgage Trust N/A 91830CAA6 1398491.00000000 PA USD 1441960.58000000 0.073754003454 Long ABS-MBS CORP US Y 2 2030-11-15 Fixed 2.99560000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128LUJ31 42727.70000000 PA USD 42997.77000000 0.002199267941 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 3.88000100 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392K5C6 270695.35000000 PA USD 317486.83000000 0.016238949303 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8NF7 1526916.83000000 PA USD 1655550.32000000 0.084678780900 Long ABS-MBS USGSE US N 2 2024-12-01 Fixed 2.95000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAW2 2008000.00000000 PA USD 2109458.08000000 0.107895445047 Long DBT CORP FR Y 2 2030-01-22 Fixed 3.00000000 N N N N N N Tennessee Valley Authority 549300HE1ISW43LNKM54 88059FBM2 800000.00000000 PA USD 617248.92000000 0.031571306185 Long DBT USGA US N 2 2035-06-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31395NTE7 5010298.82000000 PA USD 5775283.27000000 0.295396606645 Long ABS-MBS USGSE US N 2 2036-07-25 Fixed 6.50000000 N N N N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 573284AQ9 770000.00000000 PA USD 859407.15000000 0.043957316718 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N Lowe's Cos., Inc. WAFCR4OKGSC504WU3E95 548661DS3 403000.00000000 PA USD 511185.43000000 0.026146326392 Long DBT CORP US N 2 2049-04-05 Fixed 4.55000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017CA5 543000.00000000 PA USD 654335.99000000 0.033468251168 Long DBT CORP US N 2 2045-05-15 Fixed 4.15000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312915RW3 29263.86000000 PA USD 29486.83000000 0.001508204726 Long ABS-MBS USGSE US N 2 2023-04-15 Floating 1.31188000 N N N N N N Public Service Co. of Colorado 5BANEF6PGSEK0SNMQF44 744448CM1 214000.00000000 PA USD 240148.55000000 0.012283218578 Long DBT CORP US N 2 2046-06-15 Fixed 3.55000000 N N N N N N WaMu Mortgage Pass-Through Certificates N/A 92922FPH5 567330.75000000 PA USD 588457.81000000 0.030098686436 Long ABS-MBS CORP US N 2 2033-11-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136A2B85 716851.41000000 PA USD 855276.78000000 0.043746054824 Long ABS-MBS USGSE US N 2 2041-12-25 Fixed 6.00000000 N N N N N N HERO Funding 549300Z5C0ID42MSJA91 42771AAB2 1661399.50000000 PA USD 1740439.42000000 0.089020724128 Long ABS-O CORP KY Y 2 2048-09-20 Fixed 3.95000000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 31398GJB6 180586.01000000 PA USD 188149.80000000 0.009623564743 Long ABS-MBS USGSE US N 2 2039-12-25 Floating 3.59956800 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392BVQ6 14096.46000000 PA USD 20889.47000000 0.001068463357 Long ABS-MBS USGSE US N 2 2032-02-25 Floating 24.61832600 N N N N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 4812A2603 52579742.81700000 NS USD 52621806.61000000 2.691522195784 Long STIV RF US N 1 N N N GNMA 549300M8ZYFG0OCMTT87 38375QKS7 2159465.54000000 PA USD 403082.17000000 0.020617015590 Long ABS-MBS USGA US N 2 2038-05-16 Floating 6.23812000 N N N N N N Renaissance Home Equity Loan Trust N/A 75970QAE0 287131.89000000 PA USD 91980.52000000 0.004704658146 Long ABS-O CORP US N 3 2037-06-25 Variable 5.67500000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 776743AJ5 570000.00000000 PA USD 583076.37000000 0.029823434290 Long DBT CORP US N 2 2030-06-30 Fixed 2.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38376RDY9 2244091.06000000 PA USD 2241713.89000000 0.114660120589 Long ABS-MBS USGA US N 2 2065-07-20 Floating 0.60374900 N N N N N N JP Morgan Mortgage Trust N/A 46628KAT7 65768.40000000 PA USD 63113.97000000 0.003228179761 Long ABS-MBS CORP US N 2 2034-08-25 Variable 3.10085600 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCL1 480000.00000000 PA USD 588167.19000000 0.030083821683 Long DBT CORP US Y 2 2042-10-01 Fixed 4.62500000 N N N N N N Ford Foundation (The) 54930013YZ3DULPNNT44 34531XAC8 365000.00000000 PA USD 383202.60000000 0.019600207021 Long DBT CORP US N 2 2070-06-01 Fixed 2.81500000 N N N N N N GSR Mortgage Loan Trust N/A 3623417C7 1050232.59000000 PA USD 782184.67000000 0.040007508980 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392BVX1 6035.77000000 PA USD 6164.78000000 0.000315318748 Long ABS-MBS USGSE US N 2 2022-02-25 Fixed 6.50000000 N N N N N N Suncor Energy, Inc. 549300W70ZOQDVLCHY06 71644EAJ1 1195000.00000000 PA USD 1622910.83000000 0.083009322600 Long DBT CORP CA N 2 2038-05-15 Fixed 6.80000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAN0 65000.00000000 PA USD 69171.73000000 0.003538024606 Long DBT CORP US N 2 2048-04-15 Fixed 4.70000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JAK4 700000.00000000 PA USD 767347.00000000 0.039248585622 Long DBT CORP AU Y 2 2028-11-28 Variable 3.76300100 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 911596AL8 1277000.00000000 PA USD 1671101.76000000 0.085474212464 Long DBT CORP US N 2 2026-06-01 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398QUH8 1000000.00000000 PA USD 1187151.60000000 0.060720927064 Long ABS-MBS USGSE US N 2 2040-10-15 Fixed 4.00000000 N N N N N N Standard Chartered plc U4LOSYZ7YG4W3S5F2G91 853254BP4 550000.00000000 PA USD 621572.58000000 0.031792454557 Long DBT CORP GB Y 2 2030-05-21 Variable 4.30499900 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202SD54 34878.41000000 PA USD 40299.21000000 0.002061240865 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202EWE5 710254.50000000 PA USD 817694.90000000 0.041823801091 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N Teachers Insurance & Annuity Association of America O06XD7BJ4EPXNABVFN69 878091BF3 400000.00000000 PA USD 472371.42000000 0.024161051159 Long DBT CORP US Y 2 2047-05-15 Fixed 4.27000000 N N N N N N AIB Group plc 635400AKJBGNS5WNQL34 00135TAA2 1165000.00000000 PA USD 1275934.20000000 0.065262016659 Long DBT CORP IE Y 2 2023-10-12 Fixed 4.75000000 N N N N N N Oportun Funding XIII LLC N/A 68377FAA6 3010000.00000000 PA USD 3017133.10000000 0.154321586989 Long ABS-O CORP US Y 2 2025-08-08 Fixed 3.08000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140H26Q6 1572295.47000000 PA USD 1719831.72000000 0.087966672860 Long ABS-MBS USGSE US N 2 2047-10-01 Fixed 4.50000000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29279FAA7 800000.00000000 PA USD 837017.67000000 0.042812130221 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N WRKCo, Inc. 549300JEB576INN13W07 92940PAE4 170000.00000000 PA USD 193877.95000000 0.009916550557 Long DBT CORP US N 2 2028-06-01 Fixed 3.90000000 N N N N N N Schlumberger Investment SA 529900EZ29I5KXPV2J32 806854AJ4 800000.00000000 PA USD 817049.29000000 0.041790779160 Long DBT CORP LU N 2 2030-06-26 Fixed 2.65000000 N N N N N N Liberty Mutual Group, Inc. QUR0DG15Z6FFGYCHH861 53079EBJ2 900000.00000000 PA USD 1003832.49000000 0.051344444475 Long DBT CORP US Y 2 2050-10-15 Fixed 3.95100000 N N N N N N Natwest Group plc 2138005O9XJIJN4JPN90 780097BK6 480000.00000000 PA USD 527632.35000000 0.026987560342 Long DBT CORP GB N 2 2025-03-22 Variable 4.26899900 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 20030NDN8 1250000.00000000 PA USD 1241153.76000000 0.063483052153 Long DBT CORP US N 2 2031-02-15 Fixed 1.50000000 N N N N N N Cooperatieve Rabobank UA DG3RU1DBUFHT4ZF9WN62 21684AAC0 783000.00000000 PA USD 892828.75000000 0.045666778707 Long DBT CORP NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358NWF5 239.68000000 PA USD 250.10000000 0.000012792219 Long ABS-MBS USGSE US N 2 2022-06-25 Fixed 7.50000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 93363NAR6 79039.94000000 PA USD 77688.17000000 0.003973627045 Long ABS-MBS CORP US N 3 2036-10-25 Variable 3.32311700 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392CA46 216242.16000000 PA USD 254067.09000000 0.012995129890 Long ABS-MBS USGSE US N 2 2032-05-25 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 313399SN8 35343.49000000 PA USD 41620.19000000 0.002128806903 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3132HTJV9 3404276.50000000 PA USD 3608271.30000000 0.184557371135 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TAUE0 51738.53000000 PA USD 56596.01000000 0.002894796414 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 6.00000000 N N N N N N Commonwealth Bank of Australia MSFSBD3QN1GSN7Q6C537 2027A0HR3 832000.00000000 PA USD 942694.70000000 0.048217343195 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 12669FYY3 234616.37000000 PA USD 228443.12000000 0.011684504344 Long ABS-MBS CORP US N 2 2034-06-20 Variable 2.99967100 N N N N N N Residential Asset Securitization Trust N/A 45660LDY2 1199440.30200000 PA USD 242444.79000000 0.012400667623 Long ABS-MBS CORP US N 3 2035-03-25 Floating 4.87487200 N N N N N N Barrick Gold Corp. 0O4KBQCJZX82UKGCBV73 725906AN1 295000.00000000 PA USD 410298.77000000 0.020986133268 Long DBT CORP CA N 2 2035-10-15 Fixed 6.45000000 N N N N N N Public Service Co. of Oklahoma F3TJNSIZRGXRH8GEIK79 744533BJ8 2490000.00000000 PA USD 3596607.54000000 0.183960788256 Long DBT CORP US N 2 2037-11-15 Fixed 6.62500000 N N N N N N Diamond Resorts Owner Trust N/A 252722AA1 4053538.37000000 PA USD 4132375.64000000 0.211364479346 Long ABS-O CORP US Y 2 2032-02-20 Fixed 2.89000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138LAAW9 3850026.44000000 PA USD 4349037.34000000 0.222446382688 Long ABS-MBS USGSE US N 2 2030-06-01 Fixed 2.97000000 N N N N N N Concho Resources, Inc. SYHS7HRDXLL4I0IQ8776 20605PAM3 505000.00000000 PA USD 494200.78000000 0.025277588403 Long DBT CORP US N 2 2031-02-15 Fixed 2.40000000 N N N N N N Ovintiv, Inc. N/A 012873AK1 760000.00000000 PA USD 793339.64000000 0.040578068056 Long DBT CORP US N 2 2031-11-01 Fixed 7.37500000 N N N N N N Energy Transfer Operating LP 5493008K8W3OKZE54J59 29273RBG3 1191000.00000000 PA USD 1299084.87000000 0.066446136821 Long DBT CORP US N 2 2026-01-15 Fixed 4.75000000 N N N N N N United States of America 254900HROIFWPRGM1V77 9128284N7 1198000.00000000 PA USD 1408117.96000000 0.072023006958 Long DBT UST US N 2 2028-05-15 Fixed 2.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394UZE5 392600.94000000 PA USD 442137.09000000 0.022614612989 Long ABS-MBS USGSE US N 2 2035-12-25 Fixed 6.00000000 N N N N N N Lehman Mortgage Trust N/A 52522UAF0 533926.71000000 PA USD 313554.12000000 0.016037797406 Long ABS-MBS CORP US N 2 2038-03-25 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L8AZ7 3435172.32000000 PA USD 3845775.99000000 0.196705360456 Long ABS-MBS USGSE US N 2 2026-12-01 Fixed 3.11000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373SQC4 180184.46000000 PA USD 563.62000000 0.000028828271 Long ABS-MBS USGA US N 2 2033-02-16 Floating 6.08119900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358QQP3 2147.20000000 PA USD 2209.96000000 0.000113035959 Long ABS-MBS USGSE US N 2 2022-09-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3136AF6A7 1694000.00000000 PA USD 1916190.12000000 0.098010094513 Long ABS-MBS USGSE US N 2 2043-09-25 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31292J5V8 160685.45000000 PA USD 186000.71000000 0.009513642188 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.50000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 913017BT5 2799000.00000000 PA USD 3542966.61000000 0.181217139510 Long DBT CORP US N 2 2042-06-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137B1U75 946215.86000000 PA USD 977103.75000000 0.049977311691 Long ABS-MBS USGSE US N 2 2023-01-25 Fixed 2.52200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393LAX1 15961.49000000 PA USD 21853.71000000 0.001117782708 Long ABS-MBS USGSE US N 2 2023-09-15 Floating 33.80189000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T1D82 13987.90000000 PA USD 17102.09000000 0.000874744859 Long ABS-MBS USGSE US N 2 2023-10-15 Floating 22.18206200 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YCF4 937000.00000000 PA USD 973824.82000000 0.049809599606 Long DBT CORP US Y 2 2022-03-15 Fixed 3.45000000 N N N N N N General Electric Co. 3C7474T6CDKPR9K6YT90 369604BW2 780000.00000000 PA USD 802990.58000000 0.041071698375 Long DBT CORP US N 2 2030-05-01 Fixed 3.62500000 N N N N N N CMS Energy Corp. 549300IA9XFBAGNIBW29 125896BQ2 475000.00000000 PA USD 524185.64000000 0.026811266576 Long DBT CORP US N 2 2026-05-15 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137ABB59 608890.42000000 PA USD 674711.11000000 0.034510406337 Long ABS-MBS USGSE US N 2 2041-05-15 Floating 5.50000100 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBM1 268000.00000000 PA USD 279312.76000000 0.014286405989 Long DBT CORP US N 2 2025-01-15 Fixed 5.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31283HTD7 44618.60000000 PA USD 52320.03000000 0.002676086799 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138EGU44 715112.96000000 PA USD 721487.95000000 0.036902967733 Long ABS-MBS USGSE US N 2 2021-07-01 Variable 4.19800000 N N N N N N Residential Asset Securitization Trust N/A 45661EDV3 280275.05040000 PA USD 272997.85000000 0.013963408328 Long ABS-MBS CORP US N 2 2036-05-25 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393LFK4 1050697.56000000 PA USD 1291234.38000000 0.066044596672 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 141781BM5 1417000.00000000 PA USD 1484751.46000000 0.075942689300 Long DBT CORP US Y 2 2030-04-23 Fixed 2.12500000 N N N N N N Southern Co. Gas Capital Corp. E8CD46SWUD2TSN8PA636 001192AJ2 563000.00000000 PA USD 577337.59000000 0.029529904768 Long DBT CORP US N 2 2021-09-15 Fixed 3.50000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 00287YAM1 790000.00000000 PA USD 950741.62000000 0.048628930429 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31282YDW6 330011.90000000 PA USD 57819.57000000 0.002957379573 Long ABS-MBS USGSE US N 2 2035-09-15 Fixed 5.00000000 N N N N N N Exxon Mobil Corp. J3WHBG0MTS7O8ZVMDC91 30231GAY8 895000.00000000 PA USD 959652.04000000 0.049084684321 Long DBT CORP US N 2 2039-08-16 Fixed 2.99500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359FP36 5115.82000000 PA USD 5718.14000000 0.000292473818 Long ABS-MBS USGSE US N 2 2023-12-25 Floating 12.26800100 N N N N N N AT&T, Inc. 549300Z40J86GGSTL398 00206RGQ9 826000.00000000 PA USD 986788.98000000 0.050472695890 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31339WCD6 118091.86000000 PA USD 141688.56000000 0.007247145787 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128M8RN6 1703483.19000000 PA USD 1905111.75000000 0.097443453406 Long ABS-MBS USGSE US N 2 2041-05-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T86T9 39975.75000000 PA USD 46277.28000000 0.002367009692 Long ABS-MBS USGSE US N 2 2026-09-15 Fixed 8.00000000 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 902674YA2 870000.00000000 PA USD 887729.78000000 0.045405974455 Long DBT CORP CH Y 2 2022-04-21 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 313920LG3 88877.71000000 PA USD 105303.16000000 0.005386090115 Long ABS-MBS USGSE US N 2 2031-08-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31392GWB7 170870.67000000 PA USD 192073.14000000 0.009824237380 Long ABS-MBS USGSE US N 2 2042-12-25 Variable 5.71658000 N N N N N N Buckeye Partners LP 549300C1PQJLVEIUBK50 118230AM3 770000.00000000 PA USD 747346.60000000 0.038225596790 Long DBT CORP US N 2 2043-11-15 Fixed 5.85000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31394FSB2 797216.44000000 PA USD 794173.23000000 0.040620704866 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 0.39512900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TL5G9 189549.26000000 PA USD 219510.27000000 0.011227603192 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 7.00000000 N N N N N N Mayo Clinic 5493001OHMD58DCY4635 578454AD2 225000.00000000 PA USD 292908.15000000 0.014981788688 Long DBT CORP US N 2 2052-11-15 Fixed 4.12800000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAU3 815000.00000000 PA USD 903621.37000000 0.046218804154 Long DBT CORP FR N 2 2049-07-12 Fixed 3.46100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359RLD2 24134.60000000 PA USD 2148.34000000 0.000109884193 Long ABS-MBS USGSE US N 2 2027-12-18 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 312905C42 12.57000000 PA USD 12.57000000 0.000000642935 Long ABS-MBS USGSE US N 2 2021-05-15 Floating 1.11188200 N N N N N N Drive Auto Receivables Trust N/A 26209AAF8 1960000.00000000 PA USD 1998923.64000000 0.102241783232 Long ABS-O CORP US N 2 2025-11-17 Fixed 2.51000000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 224044CK1 275000.00000000 PA USD 342922.07000000 0.017539921608 Long DBT CORP US Y 2 2047-08-15 Fixed 4.60000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296NA23 227682.69000000 PA USD 267899.13000000 0.013702616863 Long ABS-MBS USGSE US N 2 2033-10-01 Fixed 5.50000000 N N N N N N CHL Mortgage Pass-Through Trust N/A 12669FZW6 2420.96620000 PA USD 2488.97000000 0.000127306879 Long ABS-MBS CORP US N 2 2019-06-25 Fixed 4.50000000 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 29278GAA6 740000.00000000 PA USD 823890.81000000 0.042140712090 Long DBT CORP NL Y 2 2027-05-25 Fixed 3.62500000 N N N N N N RBS Commercial Funding, Inc. Trust N/A 74932BAA1 664000.00000000 PA USD 651272.12000000 0.033311539063 Long ABS-MBS CORP US Y 2 2031-03-11 Fixed 3.26000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L96Z0 1809468.72000000 PA USD 2001956.75000000 0.102396922012 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 2.79000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GAV0 11006.38000000 PA USD 11205.94000000 0.000573166110 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31398LQM3 98230.48000000 PA USD 93443.75000000 0.004779500047 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N Headlands Residential LLC N/A 42210BAA1 4600000.00000000 PA USD 4604901.30000000 0.235533419637 Long ABS-MBS CORP US Y 2 2024-06-25 Variable 3.96699800 N N N N N N Healthpeak Properties, Inc. PZ9HF5U52KPF0MH0QN75 40414LAR0 772000.00000000 PA USD 865787.01000000 0.044283636468 Long DBT CORP US N 2 2029-07-15 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373SNF0 120016.44000000 PA USD 16952.86000000 0.000867111980 Long ABS-MBS USGA US N 2 2033-02-20 Floating 6.12000000 N N N N N N Banc of America Alternative Loan Trust N/A 05950AAD8 285943.05940000 PA USD 257693.86000000 0.013180633440 Long ABS-MBS CORP US N 2 2046-05-25 Fixed 6.00000000 N N N N N N Delta Air Lines Pass-Through Trust N/A 24736XAA6 258374.60000000 PA USD 257732.82000000 0.013182626182 Long ABS-O CORP US N 2 2027-07-30 Fixed 3.62500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31406UL48 74673.03000000 PA USD 85867.39000000 0.004391981214 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 912828WJ5 8840000.00000000 PA USD 9592435.96000000 0.490637930570 Long DBT UST US N 2 2024-05-15 Fixed 2.50000000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 046353AG3 240000.00000000 PA USD 295150.75000000 0.015096494132 Long DBT CORP GB N 2 2042-09-18 Fixed 4.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31393KKC8 69739.71000000 PA USD 72723.13000000 0.003719673100 Long ABS-MBS USGSE US N 2 2023-02-15 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 3617K1Y72 4831157.07000000 PA USD 5217589.00000000 0.266871426632 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38377NF41 1067481.71000000 PA USD 1016503.05000000 0.051992523583 Long ABS-MBS USGA US N 2 2040-12-20 None 0.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBW4 1600000.00000000 PA USD 1803294.26000000 0.092235649799 Long DBT CORP US N 2 2040-04-01 Fixed 3.60000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396ER57 3094883.00000000 PA USD 3803038.65000000 0.194519413097 Long ABS-MBS USGSE US N 2 2035-11-15 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31296SLS3 95737.76000000 PA USD 113385.87000000 0.005799507950 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N VOLT LXXXV LLC N/A 91834TAA5 2296835.98000000 PA USD 2285607.21000000 0.116905194497 Long ABS-O CORP US Y 3 2050-01-25 Variable 3.22819900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359W5E7 7892.55000000 PA USD 10098.28000000 0.000516511053 Long ABS-MBS USGSE US N 2 2023-10-25 Floating 22.88963500 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36202CX40 5026.25000000 PA USD 5698.64000000 0.000291476424 Long ABS-MBS USGA US N 2 2027-10-20 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31404J2J3 77246.72000000 PA USD 77701.58000000 0.003974312945 Long ABS-MBS USGSE US N 2 2034-04-01 Variable 3.10900000 N N N N N N Natwest Group plc 2138005O9XJIJN4JPN90 780097BL4 640000.00000000 PA USD 751877.37000000 0.038457338511 Long DBT CORP GB N 2 2030-05-08 Variable 4.44499900 N N N N N N Pennsylvania Electric Co. O1PLQWO3TX952VMBJ146 708696BY4 150000.00000000 PA USD 162831.85000000 0.008328591636 Long DBT CORP US Y 2 2028-03-15 Fixed 3.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375JTV7 411857.94000000 PA USD 43652.91000000 0.002232777316 Long ABS-MBS USGA US N 2 2037-04-20 Floating 6.04199900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397J5M2 143759.57000000 PA USD 137308.52000000 0.007023113668 Long ABS-MBS USGSE US N 2 2037-06-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31371PAK6 117559.76000000 PA USD 139418.33000000 0.007131027113 Long ABS-MBS USGSE US N 2 2038-12-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HVZ64 5456000.00000000 PA USD 5921596.22000000 0.302880282669 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 2.24000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397LPC7 64814.65000000 PA USD 60456.01000000 0.003092229310 Long ABS-MBS USGSE US N 2 2036-09-25 None 0.00000000 N N N N N N Tennessee Gas Pipeline Co. LLC N/A 880451AZ2 930000.00000000 PA USD 974882.57000000 0.049863701846 Long DBT CORP US Y 2 2030-03-01 Fixed 2.90000000 N N N N N N Dominion Energy Gas Holdings LLC 549300BFOD6TDMVV4O24 257375AK1 382000.00000000 PA USD 383096.34000000 0.019594771990 Long DBT CORP US N 2 2020-11-15 Fixed 2.80000000 N N N N N N Coca-Cola Femsa SAB de CV 5493008KEVFYPMGTXO33 191241AH1 790000.00000000 PA USD 849003.13000000 0.043425167547 Long DBT CORP MX N 2 2030-01-22 Fixed 2.75000000 N N N N N N CenterPoint Energy Resources Corp. 2JADVB0458J06WCD4N56 15189WAG5 335000.00000000 PA USD 336677.18000000 0.017220505360 Long DBT CORP US N 2 2021-01-15 Fixed 4.50000000 N N N N N N Royalty Pharma plc 549300FGFN7VOK8BZR03 78081BAC7 840000.00000000 PA USD 837700.63000000 0.042847062545 Long DBT CORP GB Y 2 2027-09-02 Fixed 1.75000000 N N N N N N RFMSI Trust N/A 76111XYC1 166015.03000000 PA USD 146713.96000000 0.007504187051 Long ABS-MBS CORP US N 2 2035-09-25 Variable 2.86148900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393EQX0 67601.73000000 PA USD 85993.20000000 0.004398416196 Long ABS-MBS USGSE US N 2 2033-09-25 Floating 12.20811800 N N N N N N Nutrien Ltd. 5493002QQ7GD21OWF963 67077MAU2 230000.00000000 PA USD 299666.50000000 0.015327467604 Long DBT CORP CA N 2 2049-04-01 Fixed 5.00000000 N N N N N N ACC N/A N/A 2187229.52000000 PA USD 2187229.52000000 0.111873331221 Long ABS-MBS CORP US N 3 2021-01-15 Fixed 0.00000000 N N N N N N DT Auto Owner Trust N/A 23341JAD0 105470.26000000 PA USD 105595.80000000 0.005401058188 Long ABS-O CORP US Y 2 2022-10-17 Fixed 3.77000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396XC69 306040.77000000 PA USD 301261.09000000 0.015409028361 Long ABS-MBS USGSE US N 2 2036-06-27 Floating 0.38209700 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38373XE69 372369.82000000 PA USD 372275.05000000 0.019041280118 Long ABS-MBS USGA US N 2 2032-07-20 Fixed 6.50000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 17307GPS1 180738.68050000 PA USD 153432.17000000 0.007847812868 Long ABS-MBS CORP US N 2 2035-02-25 Variable 2.50792900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3140HNWP3 3943610.15000000 PA USD 4336085.29000000 0.221783905812 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358MQ49 791.22000000 PA USD 807.76000000 0.000041315646 Long ABS-MBS USGSE US N 2 2022-07-25 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31403JD45 8371.38000000 PA USD 8390.09000000 0.000429139836 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 3.90200000 N N N N N N KeyBank NA HUX2X73FUCYHUVH1BK78 49306SAA4 729000.00000000 PA USD 761029.22000000 0.038925441166 Long DBT CORP US N 2 2022-05-22 Fixed 3.18000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAT6 244000.00000000 PA USD 255781.81000000 0.013082835106 Long DBT CORP US N 2 2026-07-15 Fixed 3.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T4UA2 54325.40000000 PA USD 58085.29000000 0.002970970731 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 7.00000000 N N N N N N Flagship Credit Auto Trust 549300A2KXZJ0K08VV65 33844NAA8 399964.63000000 PA USD 401828.47000000 0.020552890818 Long ABS-O CORP US Y 2 2022-10-17 Fixed 2.97000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAE1 1205000.00000000 PA USD 1367521.80000000 0.069946577569 Long DBT CORP US N 2 2026-03-13 Fixed 4.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393BFR1 322101.50000000 PA USD 69501.68000000 0.003554901027 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 6.50000000 N N N N N N Apple, Inc. HWUPKR0MPOU8FGXBT394 037833AL4 150000.00000000 PA USD 183894.82000000 0.009405929245 Long DBT CORP US N 2 2043-05-04 Fixed 3.85000000 N N N N N N Alternative Loan Trust N/A 12667G2U6 2838879.57000000 PA USD 482934.01000000 0.024701310934 Long ABS-MBS CORP US N 3 2035-09-25 Floating 4.87487200 N N N N N N United States of America 254900HROIFWPRGM1V77 912828YB0 130000.00000000 PA USD 141151.56000000 0.007219679087 Long DBT UST US N 2 2029-08-15 Fixed 1.62500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31349UB56 133320.00000000 PA USD 140918.33000000 0.007207749741 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 3.71999900 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31392W7D6 186459.13000000 PA USD 249744.35000000 0.012774028574 Long ABS-MBS USGSE US N 2 2042-08-25 Variable 7.49999900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133TAA28 34476.04000000 PA USD 39673.38000000 0.002029230650 Long ABS-MBS USGSE US N 2 2027-01-15 Fixed 7.50000000 N N N N N N Santander Retail Auto Lease Trust N/A 80286KAD4 3955000.00000000 PA USD 4055721.19000000 0.207443725444 Long ABS-O CORP US Y 2 2024-03-20 Fixed 1.76000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A 92922FFA1 19504.33400000 PA USD 17215.21000000 0.000880530768 Long ABS-MBS CORP US N 3 2033-10-25 None 0.00000000 N N N N N N Texas Eastern Transmission LP 549300SIOULUXXIDGA69 882384AD2 90000.00000000 PA USD 97170.19000000 0.004970101560 Long DBT CORP US Y 2 2028-01-15 Fixed 3.50000000 N N N N N N Yale-New Haven Health Services Corp. 549300AVJD56IH6OKW11 98459HAA0 780000.00000000 PA USD 760595.96000000 0.038903280602 Long DBT CORP US N 2 2050-07-01 Fixed 2.49600000 N N N N N N Southern Natural Gas Co. LLC N/A 84346LAA8 367000.00000000 PA USD 401689.58000000 0.020545786814 Long DBT CORP US Y 2 2047-03-15 Fixed 4.80000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396UD64 29584.85000000 PA USD 5373.06000000 0.000274823522 Long ABS-MBS USGSE US N 2 2036-07-15 Floating 6.93812200 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3137AQUG1 663355.29000000 PA USD 663359.47000000 0.033929787901 Long ABS-MBS USGSE US N 2 2037-07-15 Floating 0.57263000 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138L9P63 7672963.12000000 PA USD 8727584.51000000 0.446402146515 Long ABS-MBS USGSE US N 2 2030-04-01 Fixed 3.08000000 N N N N N N Impac CMB Trust N/A 45254NKF3 729125.36000000 PA USD 716792.42000000 0.036662798799 Long ABS-MBS CORP US N 2 2034-11-25 Floating 0.91513100 N N N N N N MVW LLC N/A 55400DAB7 3858798.69000000 PA USD 3877007.98000000 0.198302827357 Long ABS-O CORP US Y 3 2038-10-20 Fixed 2.44000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31402Q4R9 181818.52000000 PA USD 187868.25000000 0.009609163906 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 3.51100100 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 902613AA6 965000.00000000 PA USD 1071112.33000000 0.054785701899 Long DBT CORP CH Y 2 2030-08-13 Variable 3.12599900 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358QZF5 1352.20000000 PA USD 1352.58000000 0.000069182328 Long ABS-MBS USGSE US N 2 2022-10-25 Floating 1.38200000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464HA1 2245000.00000000 PA USD 2321161.18000000 0.118723723840 Long ABS-O CORP US N 2 2025-12-15 Fixed 3.14000000 N N N N N N Intact US Holdings, Inc. N/A 68245JAB6 500000.00000000 PA USD 525977.88000000 0.026902936818 Long DBT CORP US N 2 2022-11-09 Fixed 4.60000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31393UVB6 20763.55000000 PA USD 20217.22000000 0.001034078832 Long ABS-MBS USGSE US N 2 2033-08-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3133T0BX1 12178.99000000 PA USD 11984.69000000 0.000612997941 Long ABS-MBS USGSE US N 2 2023-07-15 Floating 0.00001100 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31300LUY9 189454.70000000 PA USD 197678.45000000 0.010110940123 Long ABS-MBS USGSE US N 2 2040-07-01 Variable 3.27600000 N Y N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 539439AM1 400000.00000000 PA USD 450288.81000000 0.023031560577 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 3128P7RY1 231331.98000000 PA USD 250038.07000000 0.012789051888 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 3138WQH88 953411.44000000 PA USD 1025287.76000000 0.052441847608 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBG2 316000.00000000 PA USD 352498.00000000 0.018029715285 Long DBT NUSS MX N 2 2026-01-21 Fixed 4.12500000 N N N N N N Vendee Mortgage Trust N/A 911760KE5 317092.12000000 PA USD 362941.74000000 0.018563896071 Long ABS-MBS USGSE US N 2 2027-02-15 Fixed 7.50000000 N N N N N N Pepperdine University 549300G0RVHY0VSFWD76 71338QAC0 600000.00000000 PA USD 643529.66000000 0.032915524477 Long DBT CORP US N 2 2059-12-01 Fixed 3.30100000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31414HWF0 33732.50000000 PA USD 33885.81000000 0.001733205596 Long ABS-MBS USGSE US N 2 2038-01-01 Variable 3.78500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31418AHQ4 540494.50000000 PA USD 584280.32000000 0.029885014429 Long ABS-MBS USGSE US N 2 2032-08-01 Fixed 3.50000000 N N N N N N Progress Residential Trust N/A 74331AAG7 5000000.00000000 PA USD 5137585.50000000 0.262779374119 Long ABS-O CORP US Y 3 2036-10-17 Fixed 3.13600000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 36203CRH7 847.79000000 PA USD 858.96000000 0.000043934445 Long ABS-MBS USGA US N 2 2023-03-15 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394MHQ6 199322.52000000 PA USD 207377.36000000 0.010607024032 Long ABS-MBS USGSE US N 2 2023-11-15 Fixed 5.50000000 N N N N N N Synchrony Card Funding LLC N/A 87166PAF8 5000000.00000000 PA USD 5148481.50000000 0.263336687288 Long ABS-O CORP US N 2 2025-06-15 Fixed 2.34000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396VD39 98260.82000000 PA USD 95655.72000000 0.004892638814 Long ABS-MBS USGSE US N 2 2037-05-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396PXT3 11203.22000000 PA USD 11170.27000000 0.000571341646 Long ABS-MBS USGSE US N 2 2022-03-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31396FM83 305323.21000000 PA USD 335437.27000000 0.017157085924 Long ABS-MBS USGSE US N 2 2035-11-15 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31359T5E4 34808.51000000 PA USD 39137.81000000 0.002001837091 Long ABS-MBS USGSE US N 2 2028-07-18 Fixed 6.00000000 N N N N N N Pacific Life Insurance Co. 8WC3XYHE06SQFW7CQK10 69448FAA9 266000.00000000 PA USD 279916.12000000 0.014317266898 Long DBT CORP US Y 2 2067-10-24 Variable 4.29999800 N N N N N N Renew N/A 75973LAA6 670523.03000000 PA USD 695205.12000000 0.035558642540 Long ABS-O CORP KY Y 2 2052-09-20 Fixed 3.67000000 N Y N N N N Korea Southern Power Co. Ltd. 9884001B6VSIQS4ZY558 50065AAB0 228000.00000000 PA USD 229923.75000000 0.011760236227 Long DBT CORP KR Y 2 2021-01-29 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375BYE6 20251.79000000 PA USD 20275.66000000 0.001037067946 Long ABS-MBS USGA US N 2 2062-09-20 Floating 0.74374900 N N N N N N Nomura Asset Acceptance Corp. Alternative Loan Trust N/A 65535VAT5 39038.33000000 PA USD 40201.29000000 0.002056232412 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396LSR2 43812.51000000 PA USD 40627.45000000 0.002078029822 Long ABS-MBS USGSE US N 2 2036-11-25 None 0.00000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 83368RAT9 815000.00000000 PA USD 882301.07000000 0.045128304523 Long DBT CORP FR Y 2 2024-03-28 Fixed 3.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375KBN1 344048.86000000 PA USD 60211.47000000 0.003079721476 Long ABS-MBS USGA US N 2 2037-05-20 Floating 6.04199900 N N N N N N Union Carbide Corp. QE84C8O80MNLK8IFRL44 905581AS3 850000.00000000 PA USD 1140166.97000000 0.058317737537 Long DBT CORP US N 2 2096-10-01 Fixed 7.75000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 38375LD23 240624.65000000 PA USD 32133.47000000 0.001643576176 Long ABS-MBS USGA US N 2 2037-11-20 Floating 5.84200100 N N N N N N Vendee Mortgage Trust N/A 911760DD5 98093.59000000 PA USD 103967.67000000 0.005317781913 Long ABS-MBS USGSE US N 2 2024-02-15 Variable 5.27076000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 404280CK3 1160000.00000000 PA USD 1172836.62000000 0.059988738474 Long DBT CORP GB N 2 2031-08-18 Variable 2.35699900 N N N N N N Rmip Frn N/A N/A 1789035.67000000 PA USD 1753254.96000000 0.089676218733 Long ABS-MBS CORP US N 3 2021-08-25 Fixed 0.00000000 N N N N N N Starbucks Corp. OQSJ1DU9TAOC51A47K68 855244AZ2 780000.00000000 PA USD 826547.77000000 0.042276611392 Long DBT CORP US N 2 2030-11-15 Fixed 2.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31396KU42 125458.81000000 PA USD 119906.89000000 0.006133047811 Long ABS-MBS USGSE US N 2 2036-09-25 None 0.00000000 N N N N N N Total Capital International SA 549300U37G2I8G4RUG09 89153VAX7 1200000.00000000 PA USD 1249702.79000000 0.063920321518 Long DBT CORP FR N 2 2041-06-29 Fixed 2.98600000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397PTW0 329469.33000000 PA USD 67954.80000000 0.003475780561 Long ABS-MBS USGSE US N 2 2038-01-15 Floating 5.83812000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A 9393365L3 912014.83000000 PA USD 156106.66000000 0.007984608803 Long ABS-MBS CORP US N 3 2035-05-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31397LC23 210012.00000000 PA USD 38517.10000000 0.001970088756 Long ABS-MBS USGSE US N 2 2038-07-25 Floating 7.02487100 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 92343VDU5 457000.00000000 PA USD 618610.50000000 0.031640948849 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N HERO Funding Trust N/A 42770XAA5 741777.14000000 PA USD 756879.43000000 0.038713185970 Long ABS-O CORP US Y 2 2042-09-20 Fixed 3.08000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31358SU66 11533.23000000 PA USD 2313.04000000 0.000118308338 Long ABS-MBS USGSE US N 2 2031-01-25 Fixed 8.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31397Y4R9 398569.40000000 PA USD 79031.13000000 0.004042317325 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 5.68811900 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 31394MNE6 135632.88000000 PA USD 140899.11000000 0.007206766668 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 4.50000000 N N N N N N Sunoco Logistics Partners Operations LP 5493006LL0CKP8WQW329 86765BAP4 170000.00000000 PA USD 160886.12000000 0.008229070624 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 31415RBR4 124116.60000000 PA USD 146257.36000000 0.007480832683 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N 2020-09-30 JPMorgan Institutional Trust Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer