0001752724-23-091244.txt : 20230428 0001752724-23-091244.hdr.sgml : 20230428 20230428140224 ACCESSION NUMBER: 0001752724-23-091244 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230228 FILED AS OF DATE: 20230428 DATE AS OF CHANGE: 20230428 PERIOD START: 20230228 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: 23863785 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 S000007336 JPMorgan Intermediate Bond Trust C000020140 JPMorgan Intermediate Bond Trust NPORT-P 1 primary_doc.xml NPORT-P false 0001303608 XXXXXXXX S000007336 C000020140 JPMorgan Institutional Trust 811-21638 0001303608 5493005FRK56SHN6MJ34 277 Park Avenue New York 10172 800-480-4111 JPMorgan Intermediate Bond Trust S000007336 5493001V1VDT1J53V683 2023-02-28 2023-02-28 N 80950576.63 477641.59 80472935.04 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 382826.40000000 0.00000000 0.00000000 0.00000000 USD N Intermediate U.S. Government/Credit 4TRUSD0 WRKCo, Inc. 549300JEB576INN13W07 WRKCo, Inc. 96145DAB1 80000.00000000 PA USD 76486.18000000 0.095045843626 Long DBT CORP US N 2 2024-09-15 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-93, Class AS 38375Y2X9 37922.39000000 PA USD 1465.02000000 0.001820512696 Long ABS-MBS USGA US N 2 2038-12-20 Floating 1.10214000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140KEB98 291366.09000000 PA USD 258258.06000000 0.320925364374 Long ABS-MBS USGSE US N 2 2050-04-01 Fixed 3.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-45, Class QA 38375KW24 53069.96000000 PA USD 2193.48000000 0.002725736297 Long ABS-MBS USGA US N 2 2037-07-20 Floating 2.04213960 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 94974BFY1 21000.00000000 PA USD 20157.67000000 0.025049005594 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31401XSY4 34579.10000000 PA USD 34789.76000000 0.043231628102 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1491, Class I 312915QG9 34.03000000 PA USD 33.98000000 0.000042225376 Long ABS-MBS USGSE US N 2 2023-04-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-91, Class SD 31393EQX0 3689.58000000 PA USD 3497.43000000 0.004346094743 Long ABS-MBS USGSE US N 2 2033-09-25 Floating 4.80499920 N N N N N N Corporate Office Properties LP H0TWO5VRNEP6CQAWPX27 Corporate Office Properties LP 22003BAN6 26000.00000000 PA USD 20014.39000000 0.024870958155 Long DBT CORP US N 2 2029-01-15 Fixed 2.00000000 N N N N N N GM Financial Automobile Leasing Trust N/A GM Financial Automobile Leasing Trust, Series 2021-1, Class A4 36261RAD0 78000.00000000 PA USD 77005.50000000 0.095691178607 Long ABS-O CORP US N 2 2025-02-20 Fixed 0.33000000 N N N N N N Humana, Inc. 529900YLDW34GJAO4J06 Humana, Inc. 444859BF8 50000.00000000 PA USD 47799.34000000 0.059398032364 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967ML2 350000.00000000 PA USD 291218.67000000 0.361883992245 Long DBT CORP US N 2 2031-01-29 Variable 2.66600160 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LQ1 1206000.00000000 PA USD 1149517.54000000 1.428452360322 Long DBT UST US N 2 2024-02-15 None 0.00000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2005-54CB, Class 1A11 12668APD1 51660.76000000 PA USD 40234.44000000 0.049997480494 Long ABS-MBS CORP US N 2 2035-11-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-25, Class DC 3136ACKP5 133773.04000000 PA USD 125331.96000000 0.155744238653 Long ABS-MBS USGSE US N 2 2039-06-25 Fixed 2.50000000 N N N N N N Spirit Airlines Pass-Through Trust N/A Spirit Airlines Pass-Through Trust, Series 2017-1, Class AA 84858WAA4 33368.03000000 PA USD 29691.76000000 0.036896578937 Long ABS-O CORP US N 2 2030-02-15 Fixed 3.37500000 N N N N N N Xilinx, Inc. 6EY4K7ZMF9UX1CU6KC79 Xilinx, Inc. 983919AK7 50000.00000000 PA USD 42129.64000000 0.052352558011 Long DBT CORP US N 2 2030-06-01 Fixed 2.37500000 N N N N N N Hasbro, Inc. 549300NUB6D2R1ITYR45 Hasbro, Inc. 418056AZ0 75000.00000000 PA USD 66118.23000000 0.082162070970 Long DBT CORP US N 2 2029-11-19 Fixed 3.90000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2450, Class SW 31392KMK9 4631.76000000 PA USD 423.92000000 0.000526785806 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 3.41214120 N N N N N N VOLT XCIV LLC N/A VOLT XCIV LLC, Series 2021-NPL3, Class A1 92873AAA6 91159.35000000 PA USD 83891.74000000 0.104248391037 Long ABS-O CORP US Y 2 2051-02-27 Variable 2.23949880 N N N N N N JPMorgan Prime Money Market Fund 549300YD7H8SEEU7VG41 JPMorgan Prime Money Market Fund, Class Institutional 4812A2603 979211.66200000 NS USD 979701.27000000 1.217429523992 Long STIV RF US N 1 N N N Extra Space Storage LP 549300YNKSKNZFR8UC42 Extra Space Storage LP 30225VAG2 100000.00000000 PA USD 76572.56000000 0.095153184063 Long DBT CORP US N 2 2032-03-15 Fixed 2.35000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-56, Class A5 31393RGG9 370610.67000000 PA USD 358357.06000000 0.445313768935 Long ABS-MBS USGSE US N 2 2043-05-25 Fixed 5.23100000 N N N N N N Norfolk Southern Corp. 54930036C8MWP850MI84 Norfolk Southern Corp. 655844CE6 150000.00000000 PA USD 126945.25000000 0.157748999631 Long DBT CORP US N 2 2029-11-01 Fixed 2.55000000 N N N N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 AvalonBay Communities, Inc. 05348EBH1 100000.00000000 PA USD 83092.58000000 0.103255311812 Long DBT CORP US N 2 2031-01-15 Fixed 2.45000000 N N N N N N FRTKL N/A FRTKL, Series 2021-SFR1, Class A 30322DAA7 156000.00000000 PA USD 134391.00000000 0.167001489299 Long ABS-O CORP US Y 2 2038-09-17 Fixed 1.57100000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CM9 200000.00000000 PA USD 174963.56000000 0.217419135903 Long DBT CORP GB N 2 2027-05-24 Variable 1.58900040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3611 31398LSE9 10553.17000000 PA USD 8888.12000000 0.011044856255 Long ABS-MBS USGSE US N 2 2034-07-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-46, Class SK 31393YT54 9201.72000000 PA USD 8639.74000000 0.010736205900 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 3.80324880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 329, Class 1 3136FAWE6 2079.85400000 PA USD 1757.16000000 0.002183541583 Long ABS-MBS USGSE US N 2 2033-01-25 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-53, Class ES 38375LFW5 13894.94000000 PA USD 444.33000000 0.000552148371 Long ABS-MBS USGA US N 2 2037-09-20 Floating 1.95213960 N N N N N N Flex Intermediate Holdco LLC 549300290TQIGM30A243 Flex Intermediate Holdco LLC 33939HAA7 114000.00000000 PA USD 92004.60000000 0.114329867494 Long DBT CORP US Y 2 2031-06-30 Fixed 3.36300000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-55, Class SA 38375QK73 33451.90000000 PA USD 870.09000000 0.001081220660 Long ABS-MBS USGA US N 2 2038-06-20 Floating 1.60214040 N N N N N N Principal Financial Group, Inc. CUMYEZJOAF02RYZ1JJ85 Principal Financial Group, Inc. 74251VAM4 150000.00000000 PA USD 138628.00000000 0.172266613528 Long DBT CORP US N 2 2026-11-15 Fixed 3.10000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 United Mexican States 91087BAM2 200000.00000000 PA USD 161400.00000000 0.200564326279 Long DBT NUSS MX N 2 2031-05-24 Fixed 2.65900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H26, Class FG 38376RKA3 409871.14000000 PA USD 404460.39000000 0.502604247998 Long ABS-MBS USGA US N 2 2065-10-20 Floating 4.91157000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31412BPZ9 18914.87000000 PA USD 18608.18000000 0.023123525929 Long ABS-MBS USGSE US N 2 2036-02-01 Variable 4.25000160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1996-14, Class SE 31359KAJ6 966.33000000 PA USD 10.90000000 0.000013544926 Long ABS-MBS USGSE US N 2 2023-08-25 Floating 7.26000120 N N N N N N Duquesne Light Holdings, Inc. 4CUJ1D8WDXK9X7QI6B93 Duquesne Light Holdings, Inc. 266233AH8 51000.00000000 PA USD 40543.83000000 0.050381945159 Long DBT CORP US Y 2 2030-10-01 Fixed 2.53200000 N N N N N N Atmos Energy Corp. QVLWEGTD2S8GJMO8D383 Atmos Energy Corp. 049560AR6 42000.00000000 PA USD 36264.60000000 0.045064343660 Long DBT CORP US N 2 2029-09-15 Fixed 2.62500000 N N N N N N Fox Corp. 549300DDU6FDRBIELS05 Fox Corp. 35137LAH8 35000.00000000 PA USD 33421.21000000 0.041530994219 Long DBT CORP US N 2 2029-01-25 Fixed 4.70900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-17, Class JI 38375JTD7 50577.43000000 PA USD 4020.99000000 0.004996698576 Long ABS-MBS USGA US N 2 2037-04-16 Floating 2.22000120 N N N N N N Coterra Energy, Inc. FCNMH6O7VWU7LHXMK351 Coterra Energy, Inc. 127097AG8 60000.00000000 PA USD 56232.42000000 0.069877431427 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-56, Class S 31394D6N5 14202.38000000 PA USD 1063.83000000 0.001321972411 Long ABS-MBS USGSE US N 2 2035-07-25 Floating 2.09300040 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 Leidos, Inc. 52532XAH8 100000.00000000 PA USD 77964.99000000 0.096883492519 Long DBT CORP US N 2 2031-02-15 Fixed 2.30000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271BA6 18000.00000000 PA USD 17017.58000000 0.021146960765 Long DBT CORP US N 2 2035-04-15 Fixed 4.75000000 N N N N N N Alimentation Couche-Tard, Inc. 549300OSW32RVX8CCZ87 Alimentation Couche-Tard, Inc. 01626PAH9 50000.00000000 PA USD 46364.43000000 0.057614935974 Long DBT CORP CA Y 2 2027-07-26 Fixed 3.55000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2466, Class DH 31392MM82 15984.00000000 PA USD 16586.34000000 0.020611078733 Long ABS-MBS USGSE US N 2 2032-06-15 Fixed 6.50000000 N N N N N N VOLT CI LLC N/A VOLT CI LLC, Series 2021-NP10, Class A1 92873EAA8 71946.74000000 PA USD 64625.55000000 0.080307186469 Long ABS-O CORP US Y 2 2051-05-25 Variable 1.99180080 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 928563AK1 15000.00000000 PA USD 12262.61000000 0.015238179139 Long DBT CORP US N 2 2028-08-15 Fixed 1.80000000 N N N N N N CSX Corp. 549300JVQR4N1MMP3Q88 CSX Corp. 126408HH9 162000.00000000 PA USD 151063.55000000 0.187719697218 Long DBT CORP US N 2 2027-06-01 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-183, Class KA 31359EHA2 4014.10000000 PA USD 4012.49000000 0.004986136019 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 6.50000000 N N N N N N Triton Container International Ltd. N/A Triton Container International Ltd. 89681LAA0 51000.00000000 PA USD 39023.16000000 0.048492278777 Long DBT CORP BM N 2 2032-03-15 Fixed 3.25000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 Capital One Financial Corp. 14040HCQ6 42000.00000000 PA USD 41058.67000000 0.051021713051 Long DBT CORP US N 2 2025-05-09 Variable 4.16599920 N N N N N N PG&E Wildfire Recovery Funding LLC N/A PG&E Wildfire Recovery Funding LLC, Series A-2 693342AB3 83000.00000000 PA USD 76896.11000000 0.095555244706 Long DBT CORP US N 2 2036-06-01 Fixed 4.26300000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RAY5 61000.00000000 PA USD 60523.81000000 0.075210143596 Long DBT CORP US N 2 2024-02-01 Fixed 4.90000000 N N N N N N Entergy Mississippi LLC 54930043I78H35DVVW89 Entergy Mississippi LLC 29364NAT5 186000.00000000 PA USD 167104.50000000 0.207653044985 Long DBT CORP US N 2 2028-06-01 Fixed 2.85000000 N N N N N N Fells Point Funding Trust N/A Fells Point Funding Trust 314382AA0 200000.00000000 PA USD 182236.42000000 0.226456783152 Long DBT CORP US Y 2 2027-01-31 Fixed 3.04600000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust, Series 2021-1, Class A3 03063FAC8 40297.77000000 PA USD 39640.90000000 0.049259915747 Long ABS-O CORP US N 2 2025-08-18 Fixed 0.37000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128QSZW9 25354.87000000 PA USD 25791.61000000 0.032050042647 Long ABS-MBS USGSE US N 2 2036-06-01 Variable 3.35499840 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-116, Class HI 31396X6G4 19750.06000000 PA USD 560.20000000 0.000696134669 Long ABS-MBS USGSE US N 2 2038-01-25 Floating 0.00001080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-101, Class DO 3136AGZH8 122894.70000000 PA USD 89616.79000000 0.111362646280 Long ABS-MBS USGSE US N 2 2043-10-25 None 0.00000000 N N N N N N Otis Worldwide Corp. 549300ZLBKR8VSU25153 Otis Worldwide Corp. 68902VAK3 44000.00000000 PA USD 37073.98000000 0.046070122807 Long DBT CORP US N 2 2030-02-15 Fixed 2.56500000 N N N N N N Invesco Finance plc 549300OYQ3LAJYXXO449 Invesco Finance plc 46132FAD2 125000.00000000 PA USD 120673.75000000 0.149955696210 Long DBT CORP GB N 2 2026-01-15 Fixed 3.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multi-Family Structured Pass-Through Certificates, Series K737, Class AM 3137FQXK4 305000.00000000 PA USD 277930.91000000 0.345371906544 Long ABS-MBS USGSE US N 2 2026-10-25 Fixed 2.09700000 N N N N N N Drive Auto Receivables Trust N/A Drive Auto Receivables Trust, Series 2021-3, Class B 262081AD4 28000.00000000 PA USD 27449.29000000 0.034109965029 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.11000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31371HKW7 4190.54000000 PA USD 4221.05000000 0.005245303899 Long ABS-MBS USGSE US N 2 2029-03-01 Fixed 6.50000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122CP1 22000.00000000 PA USD 20183.68000000 0.025081327020 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 Campbell Soup Co. 134429BJ7 74000.00000000 PA USD 61560.94000000 0.076498937151 Long DBT CORP US N 2 2030-04-24 Fixed 2.37500000 N N N N N N RPM International, Inc. 549300TJCKW4BRXPJ474 RPM International, Inc. 749685AY9 17000.00000000 PA USD 13394.72000000 0.016644999953 Long DBT CORP US N 2 2032-01-15 Fixed 2.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2444, Class ES 31392KUY0 11581.74000000 PA USD 965.90000000 0.001200279323 Long ABS-MBS USGSE US N 2 2032-03-15 Floating 3.36214080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3607, Class AO 31398LQK7 15951.58000000 PA USD 13004.67000000 0.016160302831 Long ABS-MBS USGSE US N 2 2036-04-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1994-9, Class E 31359F6T0 5.81000000 PA USD 5.76000000 0.000007157685 Long ABS-MBS USGSE US N 2 2023-11-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2201, Class C 3133TMGW0 4292.64000000 PA USD 4447.24000000 0.005526379767 Long ABS-MBS USGSE US N 2 2029-11-15 Fixed 8.00000000 N N N N N N 20 Times Square Trust N/A 20 Times Square Trust, Series 2018-20TS, Class A 90137LAA8 145000.00000000 PA USD 142807.76000000 0.177460608251 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.09989880 N N N N N N Home Partners of America Trust N/A Home Partners of America Trust, Series 2022-1, Class D 43730NAG1 96812.52000000 PA USD 89140.17000000 0.110770372617 Long ABS-O CORP US Y 2 2039-04-17 Fixed 4.73000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128S4YT8 13075.82000000 PA USD 12911.60000000 0.016044649040 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 3.52299960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2063, Class PG 3133TEB78 13903.32000000 PA USD 14158.09000000 0.017593604598 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-39 31393A5Z6 2207.81000000 PA USD 321.36000000 0.000399339231 Long ABS-MBS USGSE US N 2 2033-05-25 Variable 6.00000120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128QHVC1 12758.95000000 PA USD 12699.40000000 0.015780957900 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.41500040 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-130, Class SX 31393UWF6 919.91000000 PA USD 892.43000000 0.001108981547 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 4.59450000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-92, Class ZC 38376CR35 230739.17000000 PA USD 229561.57000000 0.285265561503 Long ABS-MBS USGA US N 2 2039-10-20 Fixed 5.00000000 N N N N N N Office Properties Income Trust N/A Office Properties Income Trust 67623CAF6 29000.00000000 PA USD 19357.05000000 0.024054112094 Long DBT CORP US N 2 2031-10-15 Fixed 3.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3122, Class OH 31396JLG8 18121.51000000 PA USD 15392.05000000 0.019126989704 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-36, Class DE 313920LG3 15776.83000000 PA USD 16445.62000000 0.020436212487 Long ABS-MBS USGSE US N 2 2031-08-25 Fixed 7.00000000 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust, Series 2021-A, Class A3 89240BAC2 77119.38000000 PA USD 75009.75000000 0.093211152249 Long ABS-O CORP US N 2 2025-05-15 Fixed 0.26000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC Trust, Whole Loan, Series 2007-W7, Class 1A4 31396WVA1 3008.97000000 PA USD 3374.91000000 0.004193844798 Long ABS-MBS USGSE US N 2 2037-07-25 Floating 12.14484120 N N N N N N Steel Dynamics, Inc. 549300HGGKEL4FYTTQ83 Steel Dynamics, Inc. 858119BN9 33000.00000000 PA USD 27744.06000000 0.034476262095 Long DBT CORP US N 2 2027-10-15 Fixed 1.65000000 N N N N N N Mercedes-Benz Auto Lease Trust N/A Mercedes-Benz Auto Lease Trust, Series 2021-A, Class A3 58770GAC4 15651.75000000 PA USD 15520.59000000 0.019286720426 Long ABS-O CORP US N 2 2024-01-16 Fixed 0.25000000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust, Series 2023-1, Class A2 337955AC2 17000.00000000 PA USD 16968.91000000 0.021086480804 Long ABS-O CORP US Y 2 2026-12-15 Fixed 5.38000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CAU5 2500000.00000000 PA USD 2109570.30000000 2.621465588339 Long DBT UST US N 2 2027-10-31 Fixed 0.50000000 N N N N N N Element Fleet Management Corp. 5493000PGBS1C22ELQ16 Element Fleet Management Corp. 286181AF9 10000.00000000 PA USD 9527.23000000 0.011839048737 Long DBT CORP CA Y 2 2024-04-06 Fixed 1.60000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XAD2 38000.00000000 PA USD 37746.36000000 0.046905658382 Long DBT CORP US N 2 2024-02-15 Fixed 5.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAE7 27000.00000000 PA USD 25923.98000000 0.032214532733 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1745, Class D 3133T54P5 1450.22000000 PA USD 1459.01000000 0.001813044347 Long ABS-MBS USGSE US N 2 2024-08-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31373UED5 675.89000000 PA USD 670.28000000 0.000832926001 Long ABS-MBS USGSE US N 2 2029-03-01 Variable 4.09500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CFP3 115.45000000 PA USD 115.36000000 0.000143352544 Long ABS-MBS USGA US N 2 2025-03-20 Fixed 8.50000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAL5 90000.00000000 PA USD 83519.61000000 0.103785962272 Long DBT CORP KY Y 2 2026-04-15 Fixed 4.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CAB7 1600000.00000000 PA USD 1441500.00000000 1.791285479128 Long DBT UST US N 2 2025-07-31 Fixed 0.25000000 N N N N N N PG&E Recovery Funding LLC N/A PG&E Recovery Funding LLC, Series A-1 71710TAD0 74000.00000000 PA USD 73244.04000000 0.091016985976 Long DBT CORP US N 2 2032-07-15 Fixed 5.04500000 N N N N N N Boston Properties LP BVHHEFJI6SHNOKQT2572 Boston Properties LP 10112RAZ7 152000.00000000 PA USD 145156.16000000 0.180378856478 Long DBT CORP US N 2 2025-01-15 Fixed 3.20000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-33, Class XS 38375QFE4 19439.96000000 PA USD 1058.42000000 0.001315249654 Long ABS-MBS USGA US N 2 2038-04-16 Floating 3.11000040 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AK4 200000.00000000 PA USD 157171.99000000 0.195310373508 Long DBT CORP CH Y 2 2033-02-11 Variable 2.74600080 N N N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 Mid-America Apartments LP 59523UAS6 36000.00000000 PA USD 28105.13000000 0.034924947109 Long DBT CORP US N 2 2031-02-15 Fixed 1.70000000 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2004-7, Class 30PO 576434TQ7 4765.67900000 PA USD 3525.34000000 0.004380777211 Long ABS-MBS CORP US N 2 2034-08-25 None 0.00000000 N N N N N N Healthpeak Properties Interim, Inc. PZ9HF5U52KPF0MH0QN75 Healthpeak Properties Interim, Inc. 42250PAD5 28000.00000000 PA USD 23675.14000000 0.029420003120 Long DBT CORP US N 2 2028-12-01 Fixed 2.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multi-Family Structured Pass-Through Certificates, Series K-151, Class A2 3137H9JG5 300000.00000000 PA USD 284260.38000000 0.353237246608 Long ABS-MBS USGSE US N 2 2032-10-25 Variable 3.80000160 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1997-1, Class 2Z 911760KE5 63758.42000000 PA USD 65049.81000000 0.080834394778 Long ABS-MBS USGSE US N 2 2027-02-15 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H29, Class FA 38375BZQ8 140991.82000000 PA USD 140489.38000000 0.174579664492 Long ABS-MBS USGA US N 2 2062-10-20 Floating 4.90656960 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp., Series N 06051GJP5 250000.00000000 PA USD 203081.13000000 0.252359541626 Long DBT CORP US N 2 2032-03-11 Variable 2.65100040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3149, Class SO 31396RJA6 4038.37000000 PA USD 3185.43000000 0.003958386752 Long ABS-MBS USGSE US N 2 2036-05-15 None 0.00000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 Quanta Services, Inc. 74762EAH5 69000.00000000 PA USD 52699.41000000 0.065487123060 Long DBT CORP US N 2 2032-01-15 Fixed 2.35000000 N N N N N N APA Infrastructure Ltd. 261700SS8OEHDOCOUJ33 APA Infrastructure Ltd. 00205GAD9 100000.00000000 PA USD 94864.48000000 0.117883708296 Long DBT CORP AU Y 2 2027-07-15 Fixed 4.25000000 N N N N N N GLS Auto Receivables Issuer Trust N/A GLS Auto Receivables Issuer Trust, Series 2021-3A, Class C 36263LAE9 66000.00000000 PA USD 62296.96000000 0.077413555214 Long ABS-O CORP US Y 2 2026-09-15 Fixed 1.11000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2296, Class PD 3133TRUS2 5463.41000000 PA USD 5704.72000000 0.007088992090 Long ABS-MBS USGSE US N 2 2031-03-15 Fixed 7.00000000 N N N N N N CarMax Auto Owner Trust N/A CarMax Auto Owner Trust, Series 2020-3, Class A3 14315FAD9 26053.22000000 PA USD 25661.75000000 0.031888671622 Long ABS-O CORP US N 2 2025-03-17 Fixed 0.62000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CEP2 6000000.00000000 PA USD 5518125.00000000 6.857119101294 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1541, Class O 3133T0BX1 182.73000000 PA USD 182.35000000 0.000226597923 Long ABS-MBS USGSE US N 2 2023-07-15 Floating 2.99000160 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833QB9 140000.00000000 PA USD 114881.00000000 0.142757313304 Long DBT UST US N 2 2027-11-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36210APW1 1519.65000000 PA USD 1527.63000000 0.001898315252 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 7.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2033, Class SN 3133TCX78 174.09000000 PA USD 6.66000000 0.000008276074 Long ABS-MBS USGSE US N 2 2024-03-15 Floating 22.15802880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-14, Class NI 38374XAF2 16138.73000000 PA USD 2075.10000000 0.002578630938 Long ABS-MBS USGA US N 2 2039-03-20 Fixed 6.50000000 N N N N N N Cameron LNG LLC 549300C39FLHGVD73K22 Cameron LNG LLC 133434AA8 84000.00000000 PA USD 72917.41000000 0.090611097959 Long DBT CORP US Y 2 2031-07-15 Fixed 2.90200000 N N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2018-1, Class A 90931VAA4 98041.37000000 PA USD 83802.92000000 0.104138018525 Long ABS-O CORP US N 2 2030-03-01 Fixed 3.70000000 N N N N N N Healthcare Realty Holdings LP 549300IYGAS4GE6VDL07 Healthcare Realty Holdings LP 42225UAH7 29000.00000000 PA USD 22127.52000000 0.027496847218 Long DBT CORP US N 2 2031-03-15 Fixed 2.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-58, Class APO 31394JY76 9239.01900000 PA USD 6299.07000000 0.007827563387 Long ABS-MBS USGSE US N 2 2043-09-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-178, Class PK 31359D6L2 262.43000000 PA USD 262.25000000 0.000325885963 Long ABS-MBS USGSE US N 2 2023-09-25 Fixed 6.50000000 N N N N N N Chevron USA, Inc. VA8TZDWPEZYU430RZ444 Chevron USA, Inc. 166756AR7 100000.00000000 PA USD 96168.43000000 0.119504066742 Long DBT CORP US N 2 2028-01-15 Fixed 3.85000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468T9 83000.00000000 PA USD 82988.85000000 0.103126411331 Long DBT CORP US N 2 2023-11-10 Floating 5.02578720 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GLE7 168000.00000000 PA USD 166244.52000000 0.206584387555 Long DBT CORP US N 2 2027-01-20 Variable 5.07999960 N N N N N N Citizens Financial Group, Inc. 2138004JDDA4ZQUPFW65 Citizens Financial Group, Inc. 174610AW5 50000.00000000 PA USD 38088.65000000 0.047331006357 Long DBT CORP US N 2 2032-09-30 Fixed 2.63800000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 Microchip Technology, Inc. 595017BB9 72000.00000000 PA USD 68807.88000000 0.085504374813 Long DBT CORP US N 2 2024-02-15 Fixed 0.97200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-1, Class SA 31392BVQ6 1972.14000000 PA USD 2198.79000000 0.002732334789 Long ABS-MBS USGSE US N 2 2032-02-25 Floating 10.18225080 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CBS9 2000000.00000000 PA USD 1734140.62000000 2.154936462971 Long DBT UST US N 2 2028-03-31 Fixed 1.25000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co. 723787AQ0 72000.00000000 PA USD 56112.06000000 0.069727865613 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31405JWZ3 12658.48000000 PA USD 12507.76000000 0.015542815722 Long ABS-MBS USGSE US N 2 2034-09-01 Variable 3.89599920 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2006-38, Class ZK 38374NQB6 196107.84000000 PA USD 197954.35000000 0.245988728883 Long ABS-MBS USGA US N 2 2036-08-20 Fixed 6.50000000 N N N N N N S&P Global, Inc. Y6X4K52KMJMZE7I7MY94 S&P Global, Inc. 78409VBC7 44000.00000000 PA USD 37660.03000000 0.046798380078 Long DBT CORP US Y 2 2032-03-01 Fixed 2.90000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CSM6 216.32000000 PA USD 219.96000000 0.000273334133 Long ABS-MBS USGA US N 2 2026-11-20 Fixed 8.00000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GYG3 150000.00000000 PA USD 130244.51000000 0.161848837668 Long DBT CORP US N 2 2027-09-10 Variable 1.54199880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31403DET2 15915.98000000 PA USD 16079.98000000 0.019981848545 Long ABS-MBS USGSE US N 2 2033-04-01 Variable 4.23399960 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833RY8 53000.00000000 PA USD 43069.13000000 0.053520018846 Long DBT UST US N 2 2028-02-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series G95-1, Class C 31359LMA0 557.53000000 PA USD 566.94000000 0.000704510155 Long ABS-MBS USGSE US N 2 2025-01-25 Fixed 8.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31402CPA4 22560.66000000 PA USD 23150.05000000 0.028767498027 Long ABS-MBS USGSE US N 2 2033-12-01 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 3617H9N97 98491.75000000 PA USD 96246.60000000 0.119601204991 Long ABS-MBS USGA US N 2 2048-11-20 Fixed 4.50000000 N N N N N N CarMax Auto Owner Trust N/A CarMax Auto Owner Trust, Series 2022-2, Class A3 14317HAC5 76000.00000000 PA USD 73820.59000000 0.091733438035 Long ABS-O CORP US N 2 2027-02-16 Fixed 3.49000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 Brixmor Operating Partnership LP 11120VAK9 10000.00000000 PA USD 8403.59000000 0.010442753201 Long DBT CORP US N 2 2028-04-01 Fixed 2.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2021-M11, Class A2 3136BF4D2 117000.00000000 PA USD 91865.48000000 0.114156989495 Long ABS-MBS USGSE US N 2 2031-03-25 Variable 1.45865160 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2003-9, Class 8A1 576434LD4 47723.91000000 PA USD 45719.86000000 0.056813958602 Long ABS-MBS CORP US N 2 2034-01-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36207UDY1 525.37000000 PA USD 525.16000000 0.000652592079 Long ABS-MBS USGA US N 2 2026-11-15 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36209DEH3 18740.78000000 PA USD 19213.60000000 0.023875853403 Long ABS-MBS USGA US N 2 2028-09-15 Fixed 6.50000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAG2 17000.00000000 PA USD 16362.94000000 0.020333469870 Long DBT CORP US N 2 2026-01-15 Fixed 4.12500000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust, Series 2022-2, Class A3 33844XAE8 200000.00000000 PA USD 195844.16000000 0.243366493222 Long ABS-O CORP US Y 2 2026-12-15 Fixed 4.03000000 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 WP Carey, Inc. 92936UAH2 100000.00000000 PA USD 75254.79000000 0.093515652141 Long DBT CORP US N 2 2033-04-01 Fixed 2.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2586, Class WI 31393MWB3 6559.87000000 PA USD 1097.38000000 0.001363663447 Long ABS-MBS USGSE US N 2 2033-03-15 Fixed 6.50000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 94974BGL8 30000.00000000 PA USD 29022.79000000 0.036065280812 Long DBT CORP US N 2 2027-07-22 Fixed 4.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-45, Class DC 31394DQ60 21898.81000000 PA USD 20739.56000000 0.025772093424 Long ABS-MBS USGSE US N 2 2035-06-25 Floating 7.38100080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multi-Family Structured Pass-Through Certificates, Series K081, Class A1 3137FJEG0 92658.24000000 PA USD 90851.16000000 0.112896540874 Long ABS-MBS USGSE US N 2 2028-02-25 Fixed 3.87900000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAB8 50000.00000000 PA USD 42513.09000000 0.052829053617 Long DBT CORP US N 2 2029-08-15 Fixed 3.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3819, Class ZQ 3137A8N20 101651.45000000 PA USD 105263.99000000 0.130806699106 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N Amur Equipment Finance Receivables X LLC 549300K5Y88MV8B4M421 Amur Equipment Finance Receivables X LLC, Series 2022-1A, Class A2 03236VAB7 86187.76000000 PA USD 81875.52000000 0.101742927556 Long ABS-O CORP US Y 2 2027-10-20 Fixed 1.64000000 N N N N N N Commonwealth Edison Co. D8YOXB8L2ZDC8P7Q0771 Commonwealth Edison Co., Series 122 202795JK7 200000.00000000 PA USD 184189.17000000 0.228883375396 Long DBT CORP US N 2 2027-08-15 Fixed 2.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140LEPQ4 400000.00000000 PA USD 330492.62000000 0.410687916174 Long ABS-MBS USGSE US N 2 2032-01-01 Fixed 1.96000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2500, Class MC 31392UXE9 22512.72000000 PA USD 23149.30000000 0.028766566036 Long ABS-MBS USGSE US N 2 2032-09-15 Fixed 6.00000000 N N N N N N MRCD MARK Mortgage Trust N/A MRCD MARK Mortgage Trust, Series 2019-PARK, Class A 55348UAG3 200000.00000000 PA USD 183760.64000000 0.228350860955 Long ABS-MBS CORP US Y 2 2036-12-15 Fixed 2.71752000 N N N N N N Universal Health Services, Inc. 549300YGMGQDO0NMJD09 Universal Health Services, Inc. 913903AW0 4000.00000000 PA USD 3257.48000000 0.004047919960 Long DBT CORP US N 2 2030-10-15 Fixed 2.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2014-M2, Class A2 3136AJDU7 183736.57000000 PA USD 180704.75000000 0.224553447578 Long ABS-MBS USGSE US N 2 2023-12-25 Variable 3.51299880 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAJ6 45000.00000000 PA USD 41443.05000000 0.051499364325 Long DBT CORP US N 2 2026-10-15 Fixed 3.25000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833PE4 100000.00000000 PA USD 82808.42000000 0.102902199303 Long DBT UST US N 2 2027-08-15 None 0.00000000 N N N N N N Gold Key Resorts LLC 549300MORAF4RGEXUA95 Gold Key Resorts LLC, Series 2014-A, Class A 38061LAA7 2634.79000000 PA USD 2595.09000000 0.003224798497 Long ABS-O CORP US Y 2 2031-03-17 Fixed 3.22000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBN9 27000.00000000 PA USD 25541.88000000 0.031739714709 Long DBT CORP US N 2 2027-12-01 Fixed 4.25000000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A MASTR Adjustable Rate Mortgages Trust, Series 2004-3, Class 4A2 576433KX3 6779.53000000 PA USD 5943.51000000 0.007385725395 Long ABS-MBS CORP US N 2 2034-04-25 Variable 2.88846720 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31292GN77 391.29000000 PA USD 393.24000000 0.000488661187 Long ABS-MBS USGSE US N 2 2025-08-01 Fixed 7.50000000 N N N N N N Bristol-Myers Squibb Co. HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co. 110122DQ8 100000.00000000 PA USD 78945.01000000 0.098101318114 Long DBT CORP US N 2 2030-11-13 Fixed 1.45000000 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XBR0 72000.00000000 PA USD 62604.98000000 0.077796317443 Long DBT CORP US N 2 2026-09-15 Fixed 1.45000000 N N N N N N CVS Pass-Through Trust N/A CVS Pass-Through Trust 126650BY5 36579.88000000 PA USD 35553.11000000 0.044180207895 Long ABS-O CORP US Y 2 2034-01-10 Fixed 5.92600000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 Smithfield Foods, Inc. 832248BC1 18000.00000000 PA USD 14014.44000000 0.017415097377 Long DBT CORP US Y 2 2030-10-15 Fixed 3.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31403R2E7 4387.12000000 PA USD 4489.30000000 0.005578645786 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3316, Class JO 31397HKD9 2184.75000000 PA USD 1668.03000000 0.002072783848 Long ABS-MBS USGSE US N 2 2037-05-15 None 0.00000000 N N N N N N NextEra Energy Capital Holdings, Inc. UMI46YPGBLUE4VGNNT48 NextEra Energy Capital Holdings, Inc. 65339KAT7 89000.00000000 PA USD 83080.35000000 0.103240114156 Long DBT CORP US N 2 2027-05-01 Fixed 3.55000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CRE5 535.61000000 PA USD 544.92000000 0.000677146918 Long ABS-MBS USGA US N 2 2026-09-20 Fixed 8.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 9128285M8 1000000.00000000 PA USD 947929.69000000 1.177948448790 Long DBT UST US N 2 2028-11-15 Fixed 3.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2064, Class TE 3133TELZ5 2391.64000000 PA USD 2474.19000000 0.003074561650 Long ABS-MBS USGSE US N 2 2028-06-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-81, Class GE 31396XAU8 34673.20000000 PA USD 36381.75000000 0.045209920555 Long ABS-MBS USGSE US N 2 2037-08-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CZ30 4451.72000000 PA USD 4544.73000000 0.005647526087 Long ABS-MBS USGA US N 2 2028-03-20 Fixed 6.00000000 N N N N N N Office Properties Income Trust N/A Office Properties Income Trust 67623CAD1 17000.00000000 PA USD 13459.43000000 0.016725412082 Long DBT CORP US N 2 2026-06-15 Fixed 2.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2011-137, Class WA 38377YX39 108775.35000000 PA USD 111480.29000000 0.138531408037 Long ABS-MBS USGA US N 2 2040-07-20 Variable 5.59554120 N N N N N N Targa Resources Partners LP N/A Targa Resources Partners LP 87612BBU5 14000.00000000 PA USD 11866.40000000 0.014745827269 Long DBT CORP US N 2 2032-01-15 Fixed 4.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1998-36, Class ZB 31359T5E4 1477.07000000 PA USD 1494.61000000 0.001857282823 Long ABS-MBS USGSE US N 2 2028-07-18 Fixed 6.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3202, Class HI 31397ABD4 83228.10000000 PA USD 6557.87000000 0.008149162195 Long ABS-MBS USGSE US N 2 2036-08-15 Floating 2.06214120 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2000-2, Class ZE 31359XSV2 15118.96630000 PA USD 15803.58000000 0.019638379030 Long ABS-MBS USGSE US N 2 2030-02-25 Fixed 7.50000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 Fifth Third Bancorp 316773CY4 64000.00000000 PA USD 60433.77000000 0.075098255046 Long DBT CORP US N 2 2025-01-28 Fixed 2.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140FXVK5 196801.53000000 PA USD 162866.92000000 0.202387200018 Long ABS-MBS USGSE US N 2 2062-03-01 Fixed 2.50000000 N N N N N N CPS Auto Receivables Trust N/A CPS Auto Receivables Trust, Series 2021-B, Class B 12656QAB0 28476.14000000 PA USD 28365.19000000 0.035248111661 Long ABS-O CORP US Y 2 2025-12-15 Fixed 0.81000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31401N3H0 10459.52000000 PA USD 10304.89000000 0.012805410906 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 4.50000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162DE7 35000.00000000 PA USD 30349.86000000 0.037714369414 Long DBT CORP US N 2 2032-02-22 Fixed 3.35000000 N N N N N N Archer-Daniels-Midland Co. 549300LO13MQ9HYSTR83 Archer-Daniels-Midland Co. 039482AB0 53000.00000000 PA USD 47747.02000000 0.059333016717 Long DBT CORP US N 2 2030-03-27 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2256, Class MC 3133TPS67 8195.97000000 PA USD 8644.06000000 0.010741574164 Long ABS-MBS USGSE US N 2 2030-09-15 Fixed 7.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2210, Class Z 3133TNDG6 17261.35000000 PA USD 18343.67000000 0.022794831567 Long ABS-MBS USGSE US N 2 2030-01-15 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-88, Class VI 31396XUU6 45242.68000000 PA USD 3836.49000000 0.004767428947 Long ABS-MBS USGSE US N 2 2037-09-25 Floating 1.92300120 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 Niagara Mohawk Power Corp. 65364UAK2 28000.00000000 PA USD 26984.27000000 0.033532106150 Long DBT CORP US Y 2 2024-10-01 Fixed 3.50800000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CZN6 293.95500000 PA USD 297.48000000 0.000369664657 Long ABS-MBS USGA US N 2 2028-02-20 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2009-103, Class MB 31398GJB6 19783.29000000 PA USD 19983.63000000 0.024832734123 Long ABS-MBS USGSE US N 2 2039-12-25 Floating 3.31569720 N N N N N N GE Capital Mortgage Services, Inc. Trust N/A GE Capital Mortgage Services, Inc. Trust, Series 1999-HE1, Class M 36157RD93 9049.16710000 PA USD 7423.89000000 0.009225325255 Long ABS-O CORP US N 2 2029-04-25 Variable 6.70500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2014-M13, Class A2 3136ALYF2 302110.85000000 PA USD 292733.99000000 0.363767010429 Long ABS-MBS USGSE US N 2 2024-08-25 Variable 3.02100120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 3132H3XT5 86907.12000000 PA USD 81007.20000000 0.100663906392 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 20 Year 3128P7CW1 2366.28000000 PA USD 2390.79000000 0.002970924322 Long ABS-MBS USGSE US N 2 2026-08-01 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2020-M50, Class A1 3136BCGR5 256257.13000000 PA USD 234919.19000000 0.291923228453 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 0.67000000 N N N N N N GM Financial Automobile Leasing Trust N/A GM Financial Automobile Leasing Trust, Series 2022-2, Class A3 36266FAC3 82000.00000000 PA USD 80163.29000000 0.099615218408 Long ABS-O CORP US N 2 2025-06-20 Fixed 3.42000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2021-2, Class C 80286XAE4 74000.00000000 PA USD 72593.00000000 0.090207968634 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.90000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2021-M3, Class 1A1 3136BDXP8 8483.72000000 PA USD 7979.21000000 0.009915395773 Long ABS-MBS USGSE US N 2 2033-11-25 Fixed 1.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 3128M4J38 11117.79000000 PA USD 11437.90000000 0.014213350108 Long ABS-MBS USGSE US N 2 2037-02-01 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-68, Class PG 31394E7B8 83163.10000000 PA USD 83570.43000000 0.103849113939 Long ABS-MBS USGSE US N 2 2035-08-25 Fixed 5.50000000 N N N N N N Office Properties Income Trust N/A Office Properties Income Trust 67623CAE9 70000.00000000 PA USD 51732.32000000 0.064285364979 Long DBT CORP US N 2 2027-02-01 Fixed 2.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31407WSP9 22394.59000000 PA USD 22960.55000000 0.028532015128 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 5.60700000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31402Q4R9 19886.18000000 PA USD 19827.27000000 0.024638432772 Long ABS-MBS USGSE US N 2 2034-08-01 Variable 3.84999840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140HVY73 384201.04000000 PA USD 340223.01000000 0.422779422461 Long ABS-MBS USGSE US N 2 2029-11-01 Fixed 2.52000000 N N N N N N Schlumberger Holdings Corp. 529900IKZG65COT1D505 Schlumberger Holdings Corp. 806851AH4 94000.00000000 PA USD 88580.13000000 0.110074436773 Long DBT CORP US Y 2 2029-05-01 Fixed 4.30000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC UMBS, 30 Year 3133KPZA9 388841.29000000 PA USD 383601.07000000 0.476683334352 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-47, Class PE 31393CRH8 46648.51000000 PA USD 47694.45000000 0.059267690405 Long ABS-MBS USGSE US N 2 2033-06-25 Fixed 5.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-79, Class DO 31396KYB2 14252.51000000 PA USD 12377.98000000 0.015381544110 Long ABS-MBS USGSE US N 2 2036-08-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31416BYE2 58636.40000000 PA USD 60634.45000000 0.075347630815 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-50, Class VZ 31394AJV9 152580.49500000 PA USD 153534.78000000 0.190790580614 Long ABS-MBS USGSE US N 2 2034-07-25 Fixed 5.50000000 N N N N N N Raytheon Technologies Corp. I07WOS4YJ0N7YRFE7309 Raytheon Technologies Corp. 913017CY3 100000.00000000 PA USD 95183.63000000 0.118280301262 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-56, Class TP 31394D6U9 12548.12000000 PA USD 11841.15000000 0.014714450260 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 4.29900120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2306, Class SE 3133TSK69 1112.76000000 PA USD 34.45000000 0.000042809424 Long ABS-MBS USGSE US N 2 2024-05-15 Floating 7.16000040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31407KGJ2 24172.36000000 PA USD 23894.44000000 0.029692517102 Long ABS-MBS USGSE US N 2 2035-09-01 Variable 3.88699920 N N N N N N Walt Disney Co. (The) 549300GZKULIZ0WOW665 Walt Disney Co. (The) 254687DF0 50000.00000000 PA USD 52819.29000000 0.065636092400 Long DBT CORP US N 2 2025-10-30 Fixed 7.70000000 N N N N N N DT Auto Owner Trust N/A DT Auto Owner Trust, Series 2022-2A, Class A 23345AAA1 61847.39000000 PA USD 60898.43000000 0.075675666570 Long ABS-O CORP US Y 2 2026-06-15 Fixed 2.88000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3607, Class OP 31398LQS0 86585.89000000 PA USD 69531.70000000 0.086403832500 Long ABS-MBS USGSE US N 2 2037-07-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31292GQD1 750.10000000 PA USD 754.21000000 0.000937221936 Long ABS-MBS USGSE US N 2 2026-04-01 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2089, Class PJ 3133TGKG3 3618.30000000 PA USD 288.78000000 0.000358853569 Long ABS-MBS USGSE US N 2 2028-10-15 Fixed 7.00000000 N N N N N N Pioneer Natural Resources Co. FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co. 723787AT4 50000.00000000 PA USD 44523.06000000 0.055326750512 Long DBT CORP US N 2 2026-01-15 Fixed 1.12500000 N N N N N N Altria Group, Inc. XSGZFLO9YTNO9VCQV219 Altria Group, Inc. 02209SBL6 84000.00000000 PA USD 63406.64000000 0.078792503303 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N Bunge Ltd. Finance Corp. 549300QHC068L40NNM71 Bunge Ltd. Finance Corp. 120568BB5 50000.00000000 PA USD 45574.46000000 0.056633276737 Long DBT CORP US N 2 2025-08-17 Fixed 1.63000000 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2005-22, Class 2A1 126694LU0 62830.89830000 PA USD 49113.49000000 0.061031065880 Long ABS-MBS CORP US N 2 2035-11-25 Variable 3.50880840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 15 Year 31416BXJ2 687.26000000 PA USD 683.91000000 0.000849863372 Long ABS-MBS USGSE US N 2 2024-01-01 Fixed 6.00000000 N N N N N N World Omni Auto Receivables Trust N/A World Omni Auto Receivables Trust, Series 2023-A, Class A3 98164JAD6 58000.00000000 PA USD 57530.64000000 0.071490669467 Long ABS-O CORP US N 2 2028-05-15 Fixed 4.83000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179WLP1 111829.94000000 PA USD 96955.75000000 0.120482432946 Long ABS-MBS USGA US N 2 2051-08-20 Fixed 2.50000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2023-1, Class B 80287GAD2 43000.00000000 PA USD 42367.50000000 0.052648135648 Long ABS-O CORP US N 2 2028-02-15 Fixed 4.98000000 N N N N N N MVW LLC N/A MVW LLC, Series 2021-2A, Class A 55400KAA3 78799.74000000 PA USD 69781.87000000 0.086714707205 Long ABS-O CORP US Y 2 2039-05-20 Fixed 1.43000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2410, Class QX 31339NHV1 4741.05000000 PA USD 346.35000000 0.000430393149 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 4.06213920 N N N N N N OneMain Direct Auto Receivables Trust N/A OneMain Direct Auto Receivables Trust, Series 2023-1A, Class A 682685AA0 140000.00000000 PA USD 141712.90000000 0.176100076292 Long ABS-O CORP US Y 2 2029-11-14 Fixed 5.41000000 N N N N N N Amazon.com, Inc. ZXTILKJKG63JELOEG630 Amazon.com, Inc. 023135CH7 100000.00000000 PA USD 91546.48000000 0.113760582927 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N N Gray Oak Pipeline LLC N/A Gray Oak Pipeline LLC 38937LAC5 40000.00000000 PA USD 36195.31000000 0.044978240177 Long DBT CORP US Y 2 2025-10-15 Fixed 2.60000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2259, Class ZM 3133TQC54 9280.02000000 PA USD 9705.77000000 0.012060912150 Long ABS-MBS USGSE US N 2 2030-10-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36203LAX0 71.13000000 PA USD 71.13000000 0.000088389966 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 7.00000000 N N N N N N BA Credit Card Trust 5493006DQ60M1CRKHH19 BA Credit Card Trust, Series 2020-A1, Class A1 05522RDC9 88000.00000000 PA USD 84740.65000000 0.105303292290 Long ABS-O CORP US N 2 2026-05-15 Fixed 0.34000000 N N N N N N Triton Container International Ltd. 549300O4LZFLCX53XZ54 Triton Container International Ltd. 89680YAA3 110000.00000000 PA USD 96937.50000000 0.120459754514 Long DBT CORP BM Y 2 2026-04-15 Fixed 2.05000000 N N N N N N Eaton Corp. 0NZWDMRCE180888QQE14 Eaton Corp. 278062AG9 140000.00000000 PA USD 129265.15000000 0.160631832225 Long DBT CORP US N 2 2027-09-15 Fixed 3.10300000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810SR0 750000.00000000 PA USD 474697.27000000 0.589884375118 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-79, Class SB 31396XDL5 15212.50000000 PA USD 15944.76000000 0.019813816896 Long ABS-MBS USGSE US N 2 2037-08-25 Floating 7.08766920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-56, Class FC 31395NXA0 77349.69000000 PA USD 76891.57000000 0.095549603058 Long ABS-MBS USGSE US N 2 2036-07-25 Floating 4.90700160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2005-68, Class KI 38374L3B5 111837.66000000 PA USD 8116.51000000 0.010086012143 Long ABS-MBS USGA US N 2 2035-09-20 Floating 1.70214120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36206HPN2 1333.10000000 PA USD 1332.57000000 0.001655923198 Long ABS-MBS USGA US N 2 2027-07-15 Fixed 7.50000000 N N N N N N PG&E Energy Recovery Funding LLC N/A PG&E Energy Recovery Funding LLC, Series A-2 71710TAB4 16000.00000000 PA USD 11673.81000000 0.014506504571 Long DBT CORP US N 2 2036-01-15 Fixed 2.28000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3152, Class MO 31396R2P1 67252.50000000 PA USD 56176.74000000 0.069808240462 Long ABS-MBS USGSE US N 2 2036-03-15 None 0.00000000 N N N N N N Takeda Pharmaceutical Co. Ltd. 549300ZLMVP4X0OGR454 Takeda Pharmaceutical Co. Ltd. 874060AX4 200000.00000000 PA USD 163080.04000000 0.202652034400 Long DBT CORP JP N 2 2030-03-31 Fixed 2.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2344, Class ZD 313399C47 83668.32000000 PA USD 85907.65000000 0.106753469296 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31415RBR4 15280.05000000 PA USD 15804.77000000 0.019639857788 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 6.00000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A Seasoned Credit Risk Transfer Trust, Series 2018-2, Class M55D 35563PFP9 173997.56850000 PA USD 164779.79000000 0.204764235227 Long ABS-MBS USGSE US N 2 2057-11-25 Fixed 4.00000000 N N N N N N CommonSpirit Health 4SXHN5XW08IBO0UG2V58 CommonSpirit Health 20268JAF0 50000.00000000 PA USD 41879.75000000 0.052042031248 Long DBT CORP US N 2 2030-10-01 Fixed 2.78200000 N N N N N N Northern Trust Corp. 549300GLF98S992BC502 Northern Trust Corp. 665859AS3 17000.00000000 PA USD 15407.14000000 0.019145741350 Long DBT CORP US N 2 2032-05-08 Variable 3.37500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GKG3 154000.00000000 PA USD 148392.85000000 0.184400941665 Long DBT CORP US N 2 2025-02-04 Variable 1.84299840 N N N N N N Textron, Inc. 3PPKBHUG1HD6BO7RNR87 Textron, Inc. 883203CB5 100000.00000000 PA USD 86802.38000000 0.107865308947 Long DBT CORP US N 2 2030-06-01 Fixed 3.00000000 N N N N N N Canadian Imperial Bank of Commerce 2IGI19DL77OX0HC3ZE78 Canadian Imperial Bank of Commerce 13607GAP9 150000.00000000 PA USD 146210.41000000 0.181688924266 Long DBT CORP CA N 2 2024-04-02 Fixed 3.10000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-14, Class ES 31396PC33 16454.58000000 PA USD 1242.93000000 0.001544531710 Long ABS-MBS USGSE US N 2 2037-03-25 Floating 1.82300040 N N N N N N NACC Reperforming Loan REMIC Trust N/A NACC Reperforming Loan REMIC Trust, Series 2004-R2, Class A1 62951MAM2 21049.20960000 PA USD 18379.85000000 0.022839790782 Long ABS-MBS CORP US Y 2 2034-10-25 Variable 6.50000160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2125, Class JZ 3133TJHS5 7071.21000000 PA USD 7058.83000000 0.008771682052 Long ABS-MBS USGSE US N 2 2029-02-15 Fixed 6.00000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities, Inc. 015271AW9 30000.00000000 PA USD 22951.24000000 0.028520446021 Long DBT CORP US N 2 2032-05-18 Fixed 2.00000000 N N N N N N Charter Communications Operating LLC N/A Charter Communications Operating LLC 161175AY0 160000.00000000 PA USD 156560.85000000 0.194550938054 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3417, Class EO 31397RH33 144509.00000000 PA USD 123201.67000000 0.153097025650 Long ABS-MBS USGSE US N 2 2036-11-15 None 0.00000000 N N N N N N CenterPoint Energy, Inc. 21TPXMRRHFKOBHDC8J74 CenterPoint Energy, Inc. 15189TBA4 29000.00000000 PA USD 25678.70000000 0.031909734604 Long DBT CORP US N 2 2026-06-01 Fixed 1.45000000 N N N N N N Cigna Corp. 549300VIWYMSIGT1U456 Cigna Corp. 125523BX7 72000.00000000 PA USD 70247.30000000 0.087293075572 Long DBT CORP US N 2 2024-06-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-37, Class Z 31392DCF7 12178.65410000 PA USD 12405.60000000 0.015415866208 Long ABS-MBS USGSE US N 2 2032-06-25 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1608, Class L 3133T1W81 1486.95000000 PA USD 1489.47000000 0.001850895582 Long ABS-MBS USGSE US N 2 2023-09-15 Fixed 6.50000000 N N N N N N Quanta Services, Inc. SHVRXXEACT60MMH07S24 Quanta Services, Inc. 74762EAF9 21000.00000000 PA USD 17380.20000000 0.021597571893 Long DBT CORP US N 2 2030-10-01 Fixed 2.90000000 N N N N N N NRG Energy, Inc. 5E2UPK5SW04M13XY7I38 NRG Energy, Inc. 629377CP5 37000.00000000 PA USD 31194.74000000 0.038764262772 Long DBT CORP US Y 2 2027-12-02 Fixed 2.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-106, Class US 31394UN81 22359.48000000 PA USD 22546.07000000 0.028016959973 Long ABS-MBS USGSE US N 2 2035-11-25 Floating 7.63767000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2163, Class PC 3133TLFS2 1685.92010000 PA USD 142.94000000 0.000177624936 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-53, Class SW 38375LGF1 10489.65000000 PA USD 10473.73000000 0.013015220576 Long ABS-MBS USGA US N 2 2037-09-20 Floating 6.41142000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31402CPL0 21271.46000000 PA USD 21433.41000000 0.026634308776 Long ABS-MBS USGSE US N 2 2033-11-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multi-Family Structured Pass-Through Certificates, Series KL3L, Class ALNZ 3137FJF53 500000.00000000 PA USD 479298.65000000 0.595602297544 Long ABS-MBS USGSE US N 2 2025-04-25 Variable 3.45560760 N N N N N N American Credit Acceptance Receivables Trust N/A American Credit Acceptance Receivables Trust, Series 2022-1, Class A 02530WAA2 13307.83000000 PA USD 13253.82000000 0.016469910030 Long ABS-O CORP US Y 2 2025-12-15 Fixed 0.99000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-20 31359N4H1 391.62000000 PA USD 2.71000000 0.000003367591 Long ABS-MBS USGSE US N 2 2027-03-25 Floating 1.83999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2423, Class MC 31339WBV7 5418.00000000 PA USD 5673.30000000 0.007049947907 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H15, Class FJ 38376RDE3 403951.06000000 PA USD 401560.84000000 0.499001111119 Long ABS-MBS USGA US N 2 2065-06-20 Floating 4.83157080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, STRIPS, Series 262, Class 35 3128HXKY0 188402.63000000 PA USD 175167.95000000 0.217673121917 Long ABS-MBS USGSE US N 2 2042-07-15 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2020-M50, Class X1 3136BCGU8 2577555.42000000 PA USD 187032.83000000 0.232417060353 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.89179280 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2004-4, Class 10A1 576434QG2 19718.66000000 PA USD 19147.19000000 0.023793328763 Long ABS-MBS CORP US N 2 2024-05-25 Fixed 5.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2015-M7, Class A2 3136ANLF2 539926.29000000 PA USD 514910.64000000 0.639855672896 Long ABS-MBS USGSE US N 2 2024-12-25 Fixed 2.59000000 N N N N N N Sherwin-Williams Co. (The) Z15BMIOX8DDH0X2OBP21 Sherwin-Williams Co. (The) 824348BD7 110000.00000000 PA USD 105697.78000000 0.131345749906 Long DBT CORP US N 2 2025-02-01 Fixed 3.30000000 N N N N N N Smithfield Foods, Inc. CVTIPZRZJC0JQEZLL598 Smithfield Foods, Inc. 832248BB3 7000.00000000 PA USD 6396.21000000 0.007948274779 Long DBT CORP US Y 2 2029-04-01 Fixed 5.20000000 N N N N N N JB Hunt Transport Services, Inc. 549300XCD1MPI1C5GK90 JB Hunt Transport Services, Inc. 445658CF2 60000.00000000 PA USD 57676.51000000 0.071671935379 Long DBT CORP US N 2 2026-03-01 Fixed 3.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31403DTT6 16413.73000000 PA USD 16284.03000000 0.020235412057 Long ABS-MBS USGSE US N 2 2035-04-01 Variable 3.52000080 N N N N N N American Tower Corp. 5493006ORUSIL88JOE18 American Tower Corp. 03027XBJ8 68000.00000000 PA USD 56104.93000000 0.069719005491 Long DBT CORP US N 2 2028-01-31 Fixed 1.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3117, Class OK 31396HVU0 2897.10000000 PA USD 2398.28000000 0.002980231799 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XCM5 33000.00000000 PA USD 31733.78000000 0.039434102887 Long DBT CORP US N 2 2028-05-06 Fixed 4.50000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LR9 200000.00000000 PA USD 188401.48000000 0.234117818501 Long DBT UST US N 2 2024-05-15 None 0.00000000 N N N N N N Gray Oak Pipeline LLC N/A Gray Oak Pipeline LLC 38937LAB7 50000.00000000 PA USD 44026.79000000 0.054710058702 Long DBT CORP US Y 2 2027-10-15 Fixed 3.45000000 N N N N N N Graphic Packaging International LLC SO75N4VY5NXGQSK8YQ65 Graphic Packaging International LLC 38869PAP9 41000.00000000 PA USD 35831.01000000 0.044525541391 Long DBT CORP US Y 2 2026-04-15 Fixed 1.51200000 N N N N N N American Airlines Pass-Through Trust N/A American Airlines Pass-Through Trust, Series 2021-1, Class B 02376LAA3 71625.00000000 PA USD 62644.94000000 0.077845973890 Long ABS-O CORP US N 2 2030-07-11 Fixed 3.95000000 N N N N N N Westlake Automobile Receivables Trust N/A Westlake Automobile Receivables Trust, Series 2020-3A, Class B 96042QAG5 18330.56000000 PA USD 18290.47000000 0.022728722384 Long ABS-O CORP US Y 2 2025-11-17 Fixed 0.78000000 N N N N N N GLS Auto Receivables Issuer Trust N/A GLS Auto Receivables Issuer Trust, Series 2021-2A, Class B 36261XAC9 18669.71000000 PA USD 18554.51000000 0.023056832698 Long ABS-O CORP US Y 2 2025-09-15 Fixed 0.77000000 N N N N N N Blackstone Secured Lending Fund 549300KM7KWQHVBNH962 Blackstone Secured Lending Fund 09261LAD0 55000.00000000 PA USD 54580.31000000 0.067824430627 Long DBT CORP US N 2 2023-07-14 Fixed 3.65000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128S4DJ3 7004.49000000 PA USD 7115.75000000 0.008842413907 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 4.02500160 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2075, Class PM 3133TGCK3 10571.77000000 PA USD 10650.51000000 0.013234896918 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.25000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CGP2 220.97000000 PA USD 221.36000000 0.000275073849 Long ABS-MBS USGA US N 2 2025-05-20 Fixed 8.50000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co. 694308HP5 100000.00000000 PA USD 91852.24000000 0.114140536758 Long DBT CORP US N 2 2026-03-01 Fixed 2.95000000 N N N N N N L3Harris Technologies, Inc. 549300UTE50ZMDBG8A20 L3Harris Technologies, Inc. 502431AL3 70000.00000000 PA USD 66870.94000000 0.083097428926 Long DBT CORP US N 2 2026-12-15 Fixed 3.85000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 Air Lease Corp. 00914AAU6 100000.00000000 PA USD 97160.88000000 0.120737338524 Long DBT CORP US N 2 2028-02-01 Fixed 5.30000000 N N N N N N Resolution Funding Corp. N/A Resolution Funding Corp. STRIPS 76116EGH7 60000.00000000 PA USD 52684.70000000 0.065468843622 Long DBT USGA US N 2 2026-01-15 None 0.00000000 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2004-10, Class 1A1 576434VU5 233.84000000 PA USD 219.75000000 0.000273073176 Long ABS-MBS CORP US N 2 2019-09-25 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1798, Class F 3133T6MS7 144.69000000 PA USD 144.33000000 0.000179352225 Long ABS-MBS USGSE US N 2 2023-05-15 Fixed 5.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833PC8 100000.00000000 PA USD 84494.45000000 0.104997350920 Long DBT UST US N 2 2027-02-15 None 0.00000000 N N N N N N Kellogg Co. LONOZNOJYIBXOHXWDB86 Kellogg Co. 487836BU1 95000.00000000 PA USD 88663.35000000 0.110177850423 Long DBT CORP US N 2 2027-11-15 Fixed 3.40000000 N N N N N N Becton Dickinson and Co. ICE2EP6D98PQUILVRZ91 Becton Dickinson and Co. 075887CL1 50000.00000000 PA USD 39448.56000000 0.049020903711 Long DBT CORP US N 2 2031-02-11 Fixed 1.95700000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2003-52, Class AP 38373QR86 23416.19000000 PA USD 21023.37000000 0.026124771004 Long ABS-MBS USGA US N 2 2033-06-16 None 0.00000000 N N N N N N DT Auto Owner Trust N/A DT Auto Owner Trust, Series 2021-4A, Class D 26253WAG3 57000.00000000 PA USD 51301.23000000 0.063749669344 Long ABS-O CORP US Y 2 2027-09-15 Fixed 1.99000000 N N N N N N Evergy Metro, Inc. 1128SIJQ26096WL7IO82 Evergy Metro, Inc. 485134BN9 47000.00000000 PA USD 46966.77000000 0.058363436075 Long DBT CORP US N 2 2023-03-15 Fixed 3.15000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AY4 60000.00000000 PA USD 48619.05000000 0.060416648126 Long DBT CORP US Y 2 2030-09-01 Fixed 2.50000000 N N N N N N Northrop Grumman Corp. RIMU48P07456QXSO0R61 Northrop Grumman Corp. 666807BM3 150000.00000000 PA USD 143597.16000000 0.178441559175 Long DBT CORP US N 2 2025-01-15 Fixed 2.93000000 N N N N N N Lennar Corp. 529900G61XVRLX5TJX09 Lennar Corp. 526057CT9 140000.00000000 PA USD 138454.27000000 0.172050727280 Long DBT CORP US N 2 2026-06-01 Fixed 5.25000000 N N N N N N VOLT XCVI LLC N/A VOLT XCVI LLC, Series 2021-NPL5, Class A1 92873FAA5 91938.14000000 PA USD 85064.15000000 0.105705290800 Long ABS-O CORP US Y 2 2051-03-27 Variable 2.11569840 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDG3 2000000.00000000 PA USD 1781562.50000000 2.213865443225 Long DBT UST US N 2 2026-10-31 Fixed 1.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L9G30 172194.96000000 PA USD 165262.61000000 0.205364213344 Long ABS-MBS USGSE US N 2 2025-03-01 Fixed 2.96000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828M56 500000.00000000 PA USD 470781.25000000 0.585018117912 Long DBT UST US N 2 2025-11-15 Fixed 2.25000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust, Series 2022-P3, Class A3 14686MAC7 22000.00000000 PA USD 21293.54000000 0.026460498786 Long ABS-O CORP US N 2 2027-11-10 Fixed 4.61000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H26, Class MA 38375BYQ9 735.96000000 PA USD 725.78000000 0.000901893288 Long ABS-MBS USGA US N 2 2062-07-20 Floating 4.87963080 N N N N N N ITC Holdings Corp. 549300HTO5U9D3SLE207 ITC Holdings Corp. 465685AQ8 39000.00000000 PA USD 33270.99000000 0.041344322763 Long DBT CORP US Y 2 2030-05-14 Fixed 2.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2283, Class K 3133TRJM8 503.49000000 PA USD 503.55000000 0.000625738330 Long ABS-MBS USGSE US N 2 2023-12-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2011-118, Class NT 3136A1Y82 56744.78000000 PA USD 59690.45000000 0.074174565610 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 7.00000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29273RBD0 50000.00000000 PA USD 48522.48000000 0.060296645047 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC Trust, Whole Loan, Series 2003-W4, Class 2A 31393AP68 9506.12000000 PA USD 9525.00000000 0.011836277619 Long ABS-MBS USGSE US N 2 2042-10-25 Variable 5.17466160 N N N N N N OGE Energy Corp. CE5OG6JPOZMDSA0LAQ19 OGE Energy Corp. 670837AC7 18000.00000000 PA USD 17802.68000000 0.022122568278 Long DBT CORP US N 2 2023-05-26 Fixed 0.70300000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust, Series 2021-4A, Class B 30165JAD8 74000.00000000 PA USD 72640.76000000 0.090267317780 Long ABS-O CORP US N 2 2026-05-15 Fixed 1.05000000 N N N N N N PPG Industries, Inc. 549300BKPEP01R3V6C59 PPG Industries, Inc. 693506BU0 37000.00000000 PA USD 32742.41000000 0.040687480807 Long DBT CORP US N 2 2026-03-15 Fixed 1.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-21, Class PE 31392CPT5 8766.49000000 PA USD 9051.64000000 0.011248055008 Long ABS-MBS USGSE US N 2 2032-04-25 Fixed 6.50000000 N N N N N N CIG Auto Receivables Trust N/A CIG Auto Receivables Trust, Series 2021-1A, Class A 12598NAA0 16179.36000000 PA USD 15966.88000000 0.019841304398 Long ABS-O CORP US Y 2 2025-04-14 Fixed 0.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140LFVK7 199475.00000000 PA USD 171628.26000000 0.213274512623 Long ABS-MBS USGSE US N 2 2032-03-01 Fixed 2.58000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31410S5Y9 29483.18000000 PA USD 29821.57000000 0.037057887829 Long ABS-MBS USGSE US N 2 2034-10-01 Variable 4.31899920 N N N N N N United Airlines Pass-Through Trust N/A United Airlines Pass-Through Trust, Series 2016-2, Class AA 90932EAA1 88282.80000000 PA USD 78664.17000000 0.097752331216 Long ABS-O CORP US N 2 2028-10-07 Fixed 2.87500000 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 Credit Suisse Group AG 225433AT8 250000.00000000 PA USD 247000.00000000 0.306935493128 Long DBT CORP CH N 2 2023-06-09 Fixed 3.80000000 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US Bancorp, Series X 91159HHR4 68000.00000000 PA USD 63410.23000000 0.078796964430 Long DBT CORP US N 2 2027-04-27 Fixed 3.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-29, Class J 31359PFV3 3955.96000000 PA USD 4050.32000000 0.005033145613 Long ABS-MBS USGSE US N 2 2027-04-20 Fixed 7.50000000 N N N N N N Macquarie Bank Ltd. 4ZHCHI4KYZG2WVRT8631 Macquarie Bank Ltd. 55608PAQ7 100000.00000000 PA USD 96909.53000000 0.120424997487 Long DBT CORP AU Y 2 2025-07-29 Fixed 4.00000000 N N N N N N UBS-BAMLL Trust N/A UBS-BAMLL Trust, Series 2012-WRM, Class A 90269PAA9 3676.06000000 PA USD 3639.53000000 0.004522675851 Long ABS-MBS CORP US Y 2 2030-06-10 Fixed 3.66300000 N N N N N N Washington Mutual MSC Mortgage Pass-Through Certificates Trust N/A Washington Mutual MSC Mortgage Pass-Through Certificates Trust, Series 2003-MS7, Class P 939336TX1 62.48300000 PA USD 47.37000000 0.000058864511 Long ABS-MBS CORP US N 2 2033-03-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, 30 Year 31403MJ75 6741.43000000 PA USD 6682.67000000 0.008304245392 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 Arrow Electronics, Inc. 042735BC3 16000.00000000 PA USD 16000.00000000 0.019882461093 Long DBT CORP US N 2 2023-03-01 Fixed 4.50000000 N N N N N N Pacific Gas and Electric Co. 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co. 694308JM0 75000.00000000 PA USD 67726.56000000 0.084160668386 Long DBT CORP US N 2 2030-07-01 Fixed 4.55000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128QPNJ7 24860.65000000 PA USD 25056.29000000 0.031136294441 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 3.56799960 N Y N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31400RV24 3690.31000000 PA USD 3739.58000000 0.004647003365 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36295VHP7 61742.72000000 PA USD 62531.24000000 0.077704684151 Long ABS-MBS USGA US N 2 2038-12-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1998-43, Class EA 31359TL63 216.34000000 PA USD 215.82000000 0.000268189547 Long ABS-MBS USGSE US N 2 2023-04-25 None 0.00000000 N N N N N N American Electric Power Co., Inc. 1B4S6S7G0TW5EE83BO58 American Electric Power Co., Inc. 025537AN1 100000.00000000 PA USD 81298.46000000 0.101025841743 Long DBT CORP US N 2 2030-03-01 Fixed 2.30000000 N N N N N N United Auto Credit Securitization Trust N/A United Auto Credit Securitization Trust, Series 2021-1, Class C 90943UAC8 21005.88000000 PA USD 20935.48000000 0.026015554160 Long ABS-O CORP US Y 2 2026-06-10 Fixed 0.84000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36225BYK8 9999.86000000 PA USD 10499.43000000 0.013047156779 Long ABS-MBS USGA US N 2 2033-06-15 Fixed 7.00000000 N N N N N N McDonald's Corp. UE2136O97NLB5BYP9H04 McDonald's Corp. 58013MFM1 58000.00000000 PA USD 48016.07000000 0.059667352726 Long DBT CORP US N 2 2030-03-01 Fixed 2.12500000 N N N N N N HSBC Holdings plc MLU0ZO3ML4LN2LL2TL39 HSBC Holdings plc 404280CS6 200000.00000000 PA USD 188137.29000000 0.233789521789 Long DBT CORP GB N 2 2025-05-24 Variable 0.97599960 N N N N N N Paramount Global 5KYC8KF17ROCY24M3H09 Paramount Global 124857AR4 100000.00000000 PA USD 90583.34000000 0.112563733328 Long DBT CORP US N 2 2027-01-15 Fixed 2.90000000 N N N N N N Microchip Technology, Inc. 5493007PTFULNYZJ1R12 Microchip Technology, Inc. 595017BC7 22000.00000000 PA USD 20550.86000000 0.025537604649 Long DBT CORP US N 2 2024-09-01 Fixed 0.98300000 N N N N N N Goodman US Finance Three LLC N/A Goodman US Finance Three LLC 38239JAA9 52000.00000000 PA USD 46718.83000000 0.058055332487 Long DBT CORP US Y 2 2028-03-15 Fixed 3.70000000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust, Series 2023-1, Class C 337955AJ7 200000.00000000 PA USD 197387.38000000 0.245284181447 Long ABS-O CORP US Y 2 2029-05-15 Fixed 5.43000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-165, Class SD 31359D4W0 62.58000000 PA USD 61.42000000 0.000076323797 Long ABS-MBS USGSE US N 2 2023-09-25 Floating 3.30566760 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDZ1 500000.00000000 PA USD 469140.63000000 0.582979395205 Long DBT UST US N 2 2025-02-15 Fixed 1.50000000 N N N N N N Nomura Asset Acceptance Corp. Alternative Loan Trust N/A Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A2 65535VAU2 6179.51000000 PA USD 5941.72000000 0.007383501045 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 6.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36209BDK1 3705.20000000 PA USD 3747.31000000 0.004656609079 Long ABS-MBS USGA US N 2 2028-11-15 Fixed 6.00000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NBS9 16000.00000000 PA USD 15129.21000000 0.018800370574 Long DBT CORP US N 2 2026-03-01 Fixed 3.15000000 N N N N N N GM Financial Automobile Leasing Trust N/A GM Financial Automobile Leasing Trust, Series 2023-1, Class A3 362541AD6 44000.00000000 PA USD 43971.73000000 0.054641638183 Long ABS-O CORP US N 2 2026-04-20 Fixed 5.16000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1987, Class PE 3133TBEZ9 2477.42000000 PA USD 2534.25000000 0.003149195439 Long ABS-MBS USGSE US N 2 2027-09-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2021-M3, Class X1 3136BDXR4 97742.41000000 PA USD 8547.93000000 0.010622117853 Long ABS-MBS USGSE US N 2 2033-11-25 Variable 1.94266080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H21, Class DF 38375BWC2 1297.69770000 PA USD 1285.08000000 0.001596909568 Long ABS-MBS USGA US N 2 2061-05-20 Floating 4.83905160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 4096, Class HA 3137ATB92 94243.27000000 PA USD 85036.58000000 0.105671030835 Long ABS-MBS USGSE US N 2 2041-12-15 Fixed 2.00000000 N N N N N N World Omni Select Auto Trust N/A World Omni Select Auto Trust, Series 2020-A, Class A3 98163DAD0 10294.19000000 PA USD 10233.83000000 0.012717107925 Long ABS-O CORP US N 2 2025-07-15 Fixed 0.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 218, Class 2 31364HVN4 3.34000000 PA USD 0.01000000 0.000000012426 Long ABS-MBS USGSE US N 2 2023-04-25 Fixed 7.50000000 N N N N N N Life Storage LP X0MIGH67XZCB7HL1A534 Life Storage LP 53227JAC8 25000.00000000 PA USD 19934.27000000 0.024771396731 Long DBT CORP US N 2 2030-10-15 Fixed 2.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2306, Class K 3133TSJA2 458.00700000 PA USD 446.57000000 0.000554931915 Long ABS-MBS USGSE US N 2 2024-05-15 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCY5 3000000.00000000 PA USD 2569804.68000000 3.193377597974 Long DBT UST US N 2 2028-09-30 Fixed 1.25000000 N N N N N N Prudential Insurance Co. of America (The) X574KRZ6V5A7UBU45C31 Prudential Insurance Co. of America (The) 743917AH9 150000.00000000 PA USD 157161.60000000 0.195297462335 Long DBT CORP US Y 2 2025-07-01 Fixed 8.30000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558BF9 57000.00000000 PA USD 54434.83000000 0.067643649349 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967KA8 50000.00000000 PA USD 47750.11000000 0.059336856517 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N Consolidated Edison Co. of New York, Inc. VZFZPMWDHTQCFKYOBP05 Consolidated Edison Co. of New York, Inc. 209111FP3 155000.00000000 PA USD 146468.86000000 0.182010088146 Long DBT CORP US N 2 2028-05-15 Fixed 3.80000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust, Series 2022-4A, Class C 30166BAE2 82000.00000000 PA USD 80235.44000000 0.099704875881 Long ABS-O CORP US N 2 2028-12-15 Fixed 4.92000000 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A3D1 82000.00000000 PA USD 70609.04000000 0.087742593164 Long DBT CORP US Y 2 2026-10-02 Fixed 1.73000000 N N N N N N Westlake Automobile Receivables Trust N/A Westlake Automobile Receivables Trust, Series 2021-3A, Class D 96043JAL9 72000.00000000 PA USD 65562.37000000 0.081471329419 Long ABS-O CORP US Y 2 2027-01-15 Fixed 2.12000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1981, Class Z 3133TAUE0 5235.94000000 PA USD 5234.58000000 0.006504770824 Long ABS-MBS USGSE US N 2 2027-05-15 Fixed 6.00000000 N N N N N N Reperforming Loan REMIC Trust N/A Reperforming Loan REMIC Trust, Series 2005-R1, Class 2APO 12669GXG1 27725.72000000 PA USD 14852.55000000 0.018456577969 Long ABS-MBS CORP US Y 2 2035-03-25 None 0.00000000 N N N N N N Lear Corp. 549300UPNBTXA1SYTQ33 Lear Corp. 521865BC8 14000.00000000 PA USD 10584.22000000 0.013152521397 Long DBT CORP US N 2 2032-01-15 Fixed 2.60000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36241K3Y2 21250.91000000 PA USD 22119.75000000 0.027487191798 Long ABS-MBS USGA US N 2 2035-06-15 Fixed 7.00000000 N N N N N N Nissan Motor Co. Ltd. 353800DRBDH1LUTNAY26 Nissan Motor Co. Ltd. 654744AC5 200000.00000000 PA USD 182309.86000000 0.226548043648 Long DBT CORP JP Y 2 2027-09-17 Fixed 4.34500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140J7XD2 128418.95000000 PA USD 123779.63000000 0.153815229851 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 4.00000000 N N N N N N Arrow Electronics, Inc. 549300YNNLBXT8N8R512 Arrow Electronics, Inc. 042735BF6 100000.00000000 PA USD 91598.84000000 0.113825648280 Long DBT CORP US N 2 2028-01-12 Fixed 3.87500000 N N N N N N Santander Consumer Auto Receivables Trust N/A Santander Consumer Auto Receivables Trust, Series 2021-AA, Class A3 80282YAC0 16096.09000000 PA USD 15839.90000000 0.019683512217 Long ABS-O CORP US Y 2 2025-10-15 Fixed 0.33000000 N N N N N N MASTR Resecuritization Trust N/A MASTR Resecuritization Trust, Series 2005-PO, Class 3PO 576435BB6 3595.09630000 PA USD 2177.94000000 0.002706425457 Long ABS-MBS CORP US Y 2 2035-05-28 None 0.00000000 N N N N N N Brixmor Operating Partnership LP 549300CJHBL7JBUA6503 Brixmor Operating Partnership LP 11120VAA1 50000.00000000 PA USD 47934.95000000 0.059566548649 Long DBT CORP US N 2 2025-02-01 Fixed 3.85000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36203YHF4 172.54000000 PA USD 172.20000000 0.000213984987 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31374GNC7 514.48000000 PA USD 519.95000000 0.000646117852 Long ABS-MBS USGSE US N 2 2027-09-01 Fixed 7.00000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 Roper Technologies, Inc. 776743AN6 174000.00000000 PA USD 147579.70000000 0.183390477713 Long DBT CORP US N 2 2027-09-15 Fixed 1.40000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-27, Class J 31359NR78 2972.30730000 PA USD 3059.09000000 0.003801389869 Long ABS-MBS USGSE US N 2 2027-04-18 Fixed 7.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust, Series 2020-3, Class B 03066PAD1 75000.00000000 PA USD 72160.93000000 0.089671055199 Long ABS-O CORP US N 2 2025-12-18 Fixed 0.76000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multi-Family Structured Pass-Through Certificates, Series K088, Class A2 3137FKZZ2 480000.00000000 PA USD 458786.93000000 0.570113330366 Long ABS-MBS USGSE US N 2 2029-01-25 Fixed 3.69000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-76, Class 2A 31397KYA3 63055.23000000 PA USD 53585.85000000 0.066588661111 Long ABS-MBS USGSE US N 2 2037-10-25 Variable 2.01443040 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2543, Class YX 31393HGW6 48955.35000000 PA USD 50415.29000000 0.062648752620 Long ABS-MBS USGSE US N 2 2032-12-15 Fixed 6.00000000 N N N N N N Roper Technologies, Inc. 54930003T4SXCIWVXY35 Roper Technologies, Inc. 776743AD8 15000.00000000 PA USD 14265.70000000 0.017727326576 Long DBT CORP US N 2 2026-12-15 Fixed 3.80000000 N N N N N N SpringCastle America Funding LLC N/A SpringCastle America Funding LLC, Series 2020-AA, Class A 85022WAP9 42232.71000000 PA USD 38084.99000000 0.047326458244 Long ABS-O CORP US Y 2 2037-09-25 Fixed 1.97000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140HSEN7 150000.00000000 PA USD 144191.86000000 0.179180565401 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.81000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128S4ZC4 9359.49000000 PA USD 9583.74000000 0.011909271104 Long ABS-MBS USGSE US N 2 2037-03-01 Variable 5.25099960 N Y N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2575, Class ME 31393KSG1 90300.39000000 PA USD 92873.74000000 0.115409907633 Long ABS-MBS USGSE US N 2 2033-02-15 Fixed 6.00000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 Ventas Realty LP 92277GAD9 44000.00000000 PA USD 43031.25000000 0.053472947120 Long DBT CORP US N 2 2024-05-01 Fixed 3.75000000 N N N N N N Plains All American Pipeline LP N/A Plains All American Pipeline LP 72650RBJ0 30000.00000000 PA USD 29268.78000000 0.036370961224 Long DBT CORP US N 2 2025-10-15 Fixed 4.65000000 N N N N N N GM Financial Consumer Automobile Receivables Trust N/A GM Financial Consumer Automobile Receivables Trust, Series 2021-1, Class A3 36261LAC5 20542.70000000 PA USD 19945.98000000 0.024785948207 Long ABS-O CORP US N 2 2025-10-16 Fixed 0.35000000 N N N N N N Republic Services, Inc. NKNQHM6BLECKVOQP7O46 Republic Services, Inc. 760759AS9 200000.00000000 PA USD 185159.14000000 0.230088712320 Long DBT CORP US N 2 2027-11-15 Fixed 3.37500000 N N N N N N Scentre Group Trust 1 N/A Scentre Group Trust 1 806213AB0 150000.00000000 PA USD 143507.41000000 0.178330030995 Long DBT CORP AU Y 2 2025-02-12 Fixed 3.50000000 N N N N N N Zoetis, Inc. 549300HD9Q1LOC9KLJ48 Zoetis, Inc. 98978VAS2 80000.00000000 PA USD 65562.04000000 0.081470919343 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N Campbell Soup Co. 5493007JDSMX8Z5Z1902 Campbell Soup Co. 134429BF5 50000.00000000 PA USD 48683.35000000 0.060496550766 Long DBT CORP US N 2 2025-03-15 Fixed 3.95000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2435, Class CJ 31392K2Z8 37036.64000000 PA USD 38307.36000000 0.047602787174 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 6.50000000 N N N N N N JPMorgan Mortgage Trust N/A JPMorgan Mortgage Trust, Series 2003-A1, Class 1A1 466247AA1 77295.20000000 PA USD 68834.72000000 0.085537727641 Long ABS-MBS CORP US N 2 2033-10-25 Variable 3.06503640 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31391SQG8 9439.48000000 PA USD 9564.33000000 0.011885151194 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.00000000 N N N N N N Sabra Health Care LP 549300OVKLRFSIQG0H81 Sabra Health Care LP 78574MAA1 52000.00000000 PA USD 38634.73000000 0.048009594754 Long DBT CORP US N 2 2031-12-01 Fixed 3.20000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-74, Class CS 31394FDF9 7874.63000000 PA USD 7577.08000000 0.009415687393 Long ABS-MBS USGSE US N 2 2035-05-25 Floating 7.32324960 N N N N N N Seasoned Credit Risk Transfer Trust N/A Seasoned Credit Risk Transfer Trust, Series 2019-4, Class M55D 35563PMT3 193583.32000000 PA USD 183351.67000000 0.227842652823 Long ABS-MBS USGSE US N 2 2059-02-25 Fixed 4.00000000 N N N N N N CoreVest American Finance Trust N/A CoreVest American Finance Trust, Series 2019-3, Class A 21872NAA8 56086.19000000 PA USD 52724.61000000 0.065518437936 Long ABS-O CORP US Y 2 2052-10-15 Fixed 2.70500000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust, Series 2022-2, Class A3 03065WAD7 31000.00000000 PA USD 30526.15000000 0.037933436856 Long ABS-O CORP US N 2 2028-04-18 Fixed 4.38000000 N N N N N N DT Auto Owner Trust N/A DT Auto Owner Trust, Series 2023-1A, Class C 23346KAE0 176000.00000000 PA USD 173432.93000000 0.215517092689 Long ABS-O CORP US Y 2 2028-10-16 Fixed 5.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-247, Class SA 31359FP51 602.11000000 PA USD 581.92000000 0.000723125109 Long ABS-MBS USGSE US N 2 2023-12-25 Floating 6.89999760 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2021-3, Class B 80287EAD7 51028.35000000 PA USD 50714.68000000 0.063020790747 Long ABS-O CORP US N 2 2025-12-15 Fixed 0.60000000 N N N N N N Private Export Funding Corp. CYQE6SAYPFKNQJ6FMH60 Private Export Funding Corp., Series KK 742651DT6 200000.00000000 PA USD 196713.75000000 0.244447092556 Long DBT CORP US N 2 2024-01-15 Fixed 3.55000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 2A 31393LFK4 158951.07000000 PA USD 166296.55000000 0.206649042833 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 6.50000000 N N N N N N AvalonBay Communities, Inc. K9G90K85RBWD2LAGQX17 AvalonBay Communities, Inc. 05348EBA6 28000.00000000 PA USD 26055.22000000 0.032377618620 Long DBT CORP US N 2 2027-05-15 Fixed 3.35000000 N N N N N N Ovintiv Exploration, Inc. T8W3X1PFLPW2YE0UIP44 Ovintiv Exploration, Inc. 651290AR9 40000.00000000 PA USD 39647.50000000 0.049268117262 Long DBT CORP US N 2 2026-01-01 Fixed 5.37500000 N N N N N N Nomura Asset Acceptance Corp. Alternative Loan Trust N/A Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A5 65535VAX6 6703.52000000 PA USD 6599.59000000 0.008201005712 Long ABS-MBS CORP US N 2 2033-04-25 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-106, Class ST 38376JFW9 88209.71000000 PA USD 3630.09000000 0.004510945199 Long ABS-MBS USGA US N 2 2038-02-20 Floating 1.40213880 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833WQ9 10000.00000000 PA USD 8043.29000000 0.009995025030 Long DBT UST US N 2 2028-05-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 3132G7LR4 257331.97000000 PA USD 243296.38000000 0.302333175593 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 3.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC - GNMA, Series 24, Class ZE 3133T2KA7 641.25000000 PA USD 640.28000000 0.000795646386 Long ABS-MBS USGSE US N 2 2023-11-25 Fixed 6.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3117, Class EO 31396HUN7 25926.95000000 PA USD 21639.10000000 0.026889910240 Long ABS-MBS USGSE US N 2 2036-02-15 None 0.00000000 N N N N N N Healthcare Realty Holdings LP 549300IYGAS4GE6VDL07 Healthcare Realty Holdings LP 42225UAG9 68000.00000000 PA USD 57917.84000000 0.071971825025 Long DBT CORP US N 2 2030-02-15 Fixed 3.10000000 N N N N N N eBay, Inc. OML71K8X303XQONU6T67 eBay, Inc. 278642AY9 100000.00000000 PA USD 82133.60000000 0.102063631653 Long DBT CORP US N 2 2031-05-10 Fixed 2.60000000 N N N N N N General Motors Financial Co., Inc. 5493008B6JBRUJ90QL97 General Motors Financial Co., Inc. 37045XDE3 200000.00000000 PA USD 153618.35000000 0.190894429193 Long DBT CORP US N 2 2031-01-08 Fixed 2.35000000 N N N N N N PepsiCo, Inc. FJSUNZKFNQ5YPJ5OT455 PepsiCo, Inc. 713448EZ7 33000.00000000 PA USD 26808.17000000 0.033313274813 Long DBT CORP US N 2 2030-05-01 Fixed 1.62500000 N N N N N N Expedia Group, Inc. N/A Expedia Group, Inc. 30212PAR6 100000.00000000 PA USD 84318.46000000 0.104778656275 Long DBT CORP US N 2 2030-02-15 Fixed 3.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 31348SG32 4301.76000000 PA USD 4225.38000000 0.005250684590 Long ABS-MBS USGSE US N 2 2026-07-01 Variable 3.87500040 N Y N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 95000U2A0 170000.00000000 PA USD 157293.06000000 0.195460821606 Long DBT CORP US N 2 2028-05-22 Variable 3.58400160 N N N N N N CarMax Auto Owner Trust N/A CarMax Auto Owner Trust, Series 2021-1, Class A3 14316NAC3 26991.33000000 PA USD 26071.77000000 0.032398184541 Long ABS-O CORP US N 2 2025-12-15 Fixed 0.34000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2022-4, Class A3 80286FAC7 110000.00000000 PA USD 108517.71000000 0.134849946688 Long ABS-O CORP US N 2 2027-02-16 Fixed 4.14000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H18, Class FA 38376REW2 208460.40000000 PA USD 207405.34000000 0.257733037693 Long ABS-MBS USGA US N 2 2065-06-20 Floating 4.84157160 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GWL4 149000.00000000 PA USD 138400.24000000 0.171983586694 Long DBT CORP US N 2 2028-06-05 Variable 3.69100080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 31283LA48 1072.04000000 PA USD 1095.45000000 0.001361265125 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 10.00000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust, Series 2022-2A, Class D 30166QAF6 75000.00000000 PA USD 70686.77000000 0.087839184646 Long ABS-O CORP US N 2 2028-07-17 Fixed 4.56000000 N N N N N N Air Lease Corp. 5493004NW4M4P8TMMK63 Air Lease Corp. 00912XAT1 250000.00000000 PA USD 246761.64000000 0.306639294164 Long DBT CORP US N 2 2023-09-15 Fixed 3.00000000 N N N N N N Williams Cos., Inc. (The) D71FAKCBLFS2O0RBPG08 Williams Cos., Inc. (The) 969457BY5 50000.00000000 PA USD 40572.60000000 0.050417696309 Long DBT CORP US N 2 2031-03-15 Fixed 2.60000000 N N N N N N Charter Communications Operating LLC N/A Charter Communications Operating LLC 161175BX1 50000.00000000 PA USD 36781.55000000 0.045706733551 Long DBT CORP US N 2 2032-02-01 Fixed 2.30000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust, Series 2021-P3, Class A3 14687JAE9 90000.00000000 PA USD 84522.68000000 0.105032431037 Long ABS-O CORP US N 2 2026-11-10 Fixed 0.70000000 N N N N N N Societe Generale SA O2RNE8IBXP4R0TD8PU41 Societe Generale SA 83367TBJ7 200000.00000000 PA USD 191751.48000000 0.238280708793 Long DBT CORP FR Y 2 2025-04-14 Fixed 4.25000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 31337NHS0 3239.19000000 PA USD 3172.41000000 0.003942207399 Long ABS-MBS USGSE US N 2 2027-01-01 Variable 3.74199840 N Y N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust, Series 2021-2, Class B 03066RAD7 55000.00000000 PA USD 51646.79000000 0.064179080798 Long ABS-O CORP US N 2 2027-01-19 Fixed 0.69000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-110 31396LVP2 21435.65000000 PA USD 17634.69000000 0.021913814863 Long ABS-MBS USGSE US N 2 2036-11-25 None 0.00000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 251526CK3 150000.00000000 PA USD 118173.24000000 0.146848427910 Long DBT CORP DE N 2 2032-05-28 Variable 3.03500160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 3132H4CL3 80817.87000000 PA USD 77611.54000000 0.096444276527 Long ABS-MBS USGSE US N 2 2042-06-01 Fixed 4.00000000 N N N N N N World Omni Auto Receivables Trust N/A World Omni Auto Receivables Trust, Series 2022-B, Class A3 98163QAD1 140000.00000000 PA USD 135272.97000000 0.168097472687 Long ABS-O CORP US N 2 2027-07-15 Fixed 3.25000000 N N N N N N Keurig Dr Pepper, Inc. DYTQ8KRTKO7Y2BVU5K74 Keurig Dr Pepper, Inc. 49271VAH3 18000.00000000 PA USD 17645.10000000 0.021926750889 Long DBT CORP US N 2 2025-05-25 Fixed 4.41700000 N N N N N N First Investors Auto Owner Trust N/A First Investors Auto Owner Trust, Series 2021-1A, Class A 32059FAA7 3409.71000000 PA USD 3381.50000000 0.004202033886 Long ABS-O CORP US Y 2 2026-03-16 Fixed 0.45000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36241KHA9 30108.03000000 PA USD 30895.36000000 0.038392237072 Long ABS-MBS USGA US N 2 2035-12-15 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2010-130, Class CP 38377LK72 28050.36000000 PA USD 29693.59000000 0.036898852993 Long ABS-MBS USGA US N 2 2040-10-16 Fixed 7.00000000 N N N N N N ONE Gas, Inc. 549300HXDWI0LATTX840 ONE Gas, Inc. 68235PAH1 26000.00000000 PA USD 21225.98000000 0.026376545094 Long DBT CORP US N 2 2030-05-15 Fixed 2.00000000 N N N N N N NGPL PipeCo LLC 549300K3NT1HSQFEM073 NGPL PipeCo LLC 62928CAA0 22000.00000000 PA USD 18184.68000000 0.022597262037 Long DBT CORP US Y 2 2031-07-15 Fixed 3.25000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 3136195D6 1116.74400000 PA USD 1093.64000000 0.001359015921 Long ABS-MBS USGSE US N 2 2027-09-01 Variable 3.37200120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CX40 1023.84000000 PA USD 1041.31000000 0.001293987847 Long ABS-MBS USGA US N 2 2027-10-20 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-50, Class KB 38375QD89 66407.35000000 PA USD 67703.08000000 0.084131490874 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 6.00000000 N N N N N N VOLT XCIII LLC N/A VOLT XCIII LLC, Series 2021-NPL2, Class A1 92873CAA2 66303.30000000 PA USD 59919.62000000 0.074459344586 Long ABS-O CORP US Y 2 2051-02-27 Variable 1.89249840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-62, Class SA 31358UVD5 15.32000000 PA USD 15.23000000 0.000018925617 Long ABS-MBS USGSE US N 2 2023-04-25 Floating 7.83399960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2038, Class PN 3133TDA22 2522.11000000 PA USD 261.86000000 0.000325401328 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7.00000000 N N N N N N Citigroup, Inc. 6SHGI4ZSSLCXXQSBB395 Citigroup, Inc. 172967JT9 115000.00000000 PA USD 112520.13000000 0.139823569183 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-91, Class WA 38378TTL4 273571.06000000 PA USD 263518.53000000 0.327462307506 Long ABS-MBS USGA US N 2 2043-04-20 Variable 4.45686840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31411VHW2 13123.51000000 PA USD 13112.56000000 0.016294372752 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 4.25900160 N N N N N N Martin Marietta Materials, Inc. 5299005MZ4WZECVATV08 Martin Marietta Materials, Inc. 573284AQ9 78000.00000000 PA USD 72514.05000000 0.090109861115 Long DBT CORP US N 2 2027-06-01 Fixed 3.45000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31402TVS1 6187.19000000 PA USD 6311.32000000 0.007842785896 Long ABS-MBS USGSE US N 2 2033-09-01 Fixed 6.00000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAR2 334000.00000000 PA USD 278297.71000000 0.345827711965 Long DBT CORP KY Y 2 2027-11-18 Fixed 2.52800000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31406QGE1 9872.79000000 PA USD 9662.53000000 0.012007179799 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.04499960 N N N N N N Merrill Lynch Mortgage Investors Trust N/A Merrill Lynch Mortgage Investors Trust, Series 2004-A, Class A1 59020UAR6 11366.77000000 PA USD 10256.88000000 0.012745751096 Long ABS-MBS CORP US N 2 2029-04-25 Floating 5.07700080 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-27, Class SA 38375JJ55 64831.05000000 PA USD 2241.43000000 0.002785321548 Long ABS-MBS USGA US N 2 2037-05-20 Floating 1.60214040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L8K52 500000.00000000 PA USD 474431.51000000 0.589554127439 Long ABS-MBS USGSE US N 2 2027-02-01 Fixed 3.34000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 912828ZC7 1500000.00000000 PA USD 1395703.13000000 1.734375823755 Long DBT UST US N 2 2025-02-28 Fixed 1.12500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202C5F6 1277.04000000 PA USD 1294.24000000 0.001608292277 Long ABS-MBS USGA US N 2 2028-09-20 Fixed 7.50000000 N N N N N N Global Payments, Inc. 549300NOMHGVQBX6S778 Global Payments, Inc. 37940XAG7 45000.00000000 PA USD 39433.87000000 0.049002649127 Long DBT CORP US N 2 2027-01-15 Fixed 2.15000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31418XEZ7 59780.33000000 PA USD 60310.72000000 0.074945346494 Long ABS-MBS USGSE US N 2 2040-08-01 Fixed 5.00000000 N N N N N N US Auto Funding Trust N/A US Auto Funding Trust, Series 2022-1A, Class A 90355FAA6 59977.75000000 PA USD 59223.21000000 0.073593948040 Long ABS-O CORP US Y 2 2025-04-15 Fixed 3.98000000 N N N N N N Dollar General Corp. OPX52SQVOZI8IVSWYU66 Dollar General Corp. 256677AF2 109000.00000000 PA USD 103774.76000000 0.128956101760 Long DBT CORP US N 2 2028-05-01 Fixed 4.12500000 N N N N N N Commercial Mortgage Trust N/A Commercial Mortgage Trust, Series 2015-CR25, Class A4 12593PAW2 281000.00000000 PA USD 268351.80000000 0.333468388926 Long ABS-MBS CORP US N 2 2048-08-10 Fixed 3.75900000 N N N N N N UnitedHealth Group, Inc. 549300GHBMY8T5GXDE41 UnitedHealth Group, Inc. 91324PED0 73000.00000000 PA USD 60172.30000000 0.074773338352 Long DBT CORP US N 2 2031-05-15 Fixed 2.30000000 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Trust N/A Washington Mutual Mortgage Pass-Through Certificates WMALT Trust, Series 2005-4, Class CB7 9393366B4 59702.33000000 PA USD 54241.85000000 0.067403842016 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-124, Class HB 31396PGJ4 35240.47000000 PA USD 36234.45000000 0.045026877647 Long ABS-MBS USGSE US N 2 2036-11-25 Floating 3.95007840 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust, Series 2023-1A, Class D 30168BAF7 21000.00000000 PA USD 20904.01000000 0.025976447844 Long ABS-O CORP US N 2 2029-06-15 Fixed 6.69000000 N N N N N N WP Carey, Inc. 54930042CRNE713E3Q67 WP Carey, Inc. 92936UAG4 12000.00000000 PA USD 9674.24000000 0.012021731275 Long DBT CORP US N 2 2031-02-01 Fixed 2.40000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2004-AR3, Class A2 92922FNJ3 9261.09000000 PA USD 8470.47000000 0.010525861888 Long ABS-MBS CORP US N 2 2034-06-25 Variable 3.16179720 N N N N N N WEC Energy Group, Inc. 549300IGLYTZUK3PVP70 WEC Energy Group, Inc. 976657AL0 20000.00000000 PA USD 19040.82000000 0.023661147677 Long DBT CORP US N 2 2025-06-15 Fixed 3.55000000 N N N N N N HCA, Inc. L3CJ6J7LJ2DX62FTXD46 HCA, Inc. 404119BX6 150000.00000000 PA USD 136539.69000000 0.169671567132 Long DBT CORP US N 2 2029-06-15 Fixed 4.12500000 N N N N N N AstraZeneca plc PY6ZZQWO2IZFZC3IOL08 AstraZeneca plc 046353AW8 77000.00000000 PA USD 60792.06000000 0.075543485483 Long DBT CORP GB N 2 2030-08-06 Fixed 1.37500000 N N N N N N Citigroup Global Markets Mortgage Securities VII, Inc. 549300VB2N1G56GWKB41 Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-UP2, Class PO1 79549AXS3 94.72900000 PA USD 82.07000000 0.000101984598 Long ABS-MBS CORP US N 2 2033-06-25 None 0.00000000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1996-2, Class 1Z 911760HH2 14307.12000000 PA USD 14490.46000000 0.018006625448 Long ABS-MBS USGSE US N 2 2026-06-15 Fixed 6.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-116, Class SB 31393T4W3 32822.66000000 PA USD 2398.31000000 0.002980269079 Long ABS-MBS USGSE US N 2 2033-11-25 Floating 2.98299960 N N N N N N 7-Eleven, Inc. 549300K23JPL0SS3LB18 7-Eleven, Inc. 817826AE0 100000.00000000 PA USD 76774.96000000 0.095404697196 Long DBT CORP US Y 2 2031-02-10 Fixed 1.80000000 N N N N N N Constellation Brands, Inc. 5493005GKEG8QCVY7037 Constellation Brands, Inc. 21036PBF4 11000.00000000 PA USD 9342.05000000 0.011608934103 Long DBT CORP US N 2 2030-05-01 Fixed 2.87500000 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust, Series 2020-A, Class A3 89232HAC9 20675.79000000 PA USD 20598.91000000 0.025597314165 Long ABS-O CORP US N 2 2024-05-15 Fixed 1.66000000 N N N N N N Marathon Petroleum Corp. 3BNYRYQHD39K4LCKQF12 Marathon Petroleum Corp. 56585ABH4 105000.00000000 PA USD 103522.92000000 0.128643151823 Long DBT CORP US N 2 2025-05-01 Fixed 4.70000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 Avolon Holdings Funding Ltd. 05401AAF8 120000.00000000 PA USD 116036.50000000 0.144193199791 Long DBT CORP KY Y 2 2024-07-01 Fixed 3.95000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-44, Class PD 3139204E7 2879.52300000 PA USD 3005.42000000 0.003734696638 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 3617ALMQ0 65980.95000000 PA USD 63849.54000000 0.079342874679 Long ABS-MBS USGA US N 2 2048-05-20 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1602, Class SA 3133T1D82 151.52000000 PA USD 147.71000000 0.000183552395 Long ABS-MBS USGSE US N 2 2023-10-15 Floating 8.25824880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2012-47, Class HF 3136A6GB4 24587.92000000 PA USD 24589.53000000 0.030556273345 Long ABS-MBS USGSE US N 2 2027-05-25 Floating 5.01699960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2474, Class NR 31392R3C3 15914.40000000 PA USD 16306.78000000 0.020263682431 Long ABS-MBS USGSE US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust, Series 2019-4, Class A3 43813VAC2 7576.36000000 PA USD 7563.59000000 0.009398923993 Long ABS-O CORP US N 2 2024-01-18 Fixed 1.83000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31283HCS2 1935.09000000 PA USD 1979.87000000 0.002460293015 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 8.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31410PSM6 20494.16000000 PA USD 20693.25000000 0.025714546126 Long ABS-MBS USGSE US N 2 2036-09-01 Variable 3.83199840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CYW7 574.44000000 PA USD 585.86000000 0.000728021166 Long ABS-MBS USGA US N 2 2027-12-20 Fixed 8.00000000 N N N N N N Kilroy Realty LP 5493008CT3N3JR7P1552 Kilroy Realty LP 49427RAR3 70000.00000000 PA USD 48024.59000000 0.059677940137 Long DBT CORP US N 2 2033-11-15 Fixed 2.65000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, Other 36180B5V9 283779.67000000 PA USD 269954.22000000 0.335459642258 Long ABS-MBS USGA US N 2 2033-11-20 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31418AHB7 118818.73000000 PA USD 113965.33000000 0.141619452482 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4.00000000 N N N N N N SCF Equipment Leasing LLC N/A SCF Equipment Leasing LLC, Series 2022-2A, Class A3 78397WAC0 150000.00000000 PA USD 151090.10000000 0.187752689677 Long ABS-O CORP US Y 2 2030-10-21 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2423, Class MT 31339WCD6 10899.42000000 PA USD 11459.83000000 0.014240601506 Long ABS-MBS USGSE US N 2 2032-03-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-46, Class HI 31397LRU5 13895.48000000 PA USD 683.39000000 0.000849217192 Long ABS-MBS USGSE US N 2 2038-06-25 Floating 0.57953880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2011-118, Class MT 3136A12F1 62836.87000000 PA USD 66508.01000000 0.082646432576 Long ABS-MBS USGSE US N 2 2041-11-25 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2004-28, Class S 38374GDC3 6070.02000000 PA USD 6200.44000000 0.007705000441 Long ABS-MBS USGA US N 2 2034-04-16 Floating 7.04000160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-72, Class US 38375LV72 27208.17000000 PA USD 498.37000000 0.000619301383 Long ABS-MBS USGA US N 2 2037-11-20 Floating 1.95213960 N N N N N N JPMorgan Mortgage Trust N/A JPMorgan Mortgage Trust, Series 2006-A2, Class 5A3 466247K93 14613.34000000 PA USD 13892.07000000 0.017263033830 Long ABS-MBS CORP US N 2 2033-11-25 Variable 4.18381200 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 Mercedes-Benz Finance North America LLC 233851DZ4 150000.00000000 PA USD 140757.02000000 0.174912248360 Long DBT CORP US Y 2 2025-03-10 Fixed 2.12500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3179, Class OA 31396UFA3 8802.22000000 PA USD 7214.44000000 0.008965051413 Long ABS-MBS USGSE US N 2 2036-07-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 3132HBPL3 312488.94000000 PA USD 291239.49000000 0.361909864298 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.50000000 N N N N N N Merrill Lynch Mortgage Investors Trust N/A Merrill Lynch Mortgage Investors Trust, Series 2003-E, Class A1 589929Y36 36601.94000000 PA USD 33733.04000000 0.041918490960 Long ABS-MBS CORP US N 2 2028-10-25 Floating 5.23699920 N N N N N N Pennsylvania Electric Co. O1PLQWO3TX952VMBJ146 Pennsylvania Electric Co. 708696BY4 132000.00000000 PA USD 119371.22000000 0.148337102332 Long DBT CORP US Y 2 2028-03-15 Fixed 3.25000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A Seasoned Credit Risk Transfer Trust, Series 2017-4, Class M60C 35563PDB2 243939.29340000 PA USD 228711.99000000 0.284209827672 Long ABS-MBS USGSE US N 2 2057-06-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2013-128 3136AHNE6 95654.42000000 PA USD 72322.36000000 0.089871656804 Long ABS-MBS USGSE US N 2 2043-12-25 None 0.00000000 N N N N N N Santander UK Group Holdings plc 549300F5XIFGNNW4CF72 Santander UK Group Holdings plc 80281LAT2 200000.00000000 PA USD 202444.52000000 0.251568455778 Long DBT CORP GB N 2 2029-01-10 Variable 6.53400000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multi-Family Structured Pass-Through Certificates, Series KLU2, Class A7 3137FPHV0 212757.28000000 PA USD 197572.26000000 0.245513923285 Long ABS-MBS USGSE US N 2 2025-09-25 Variable 2.22900120 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2010-105, Class B 38377DD94 295740.23000000 PA USD 295433.49000000 0.367121554412 Long ABS-MBS USGA US N 2 2040-08-20 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31292GMZ6 181.73000000 PA USD 181.93000000 0.000226076009 Long ABS-MBS USGSE US N 2 2024-11-01 Fixed 8.00000000 N N N N N N Healthpeak Properties Interim, Inc. PZ9HF5U52KPF0MH0QN75 Healthpeak Properties Interim, Inc. 40414LAM1 3000.00000000 PA USD 2890.07000000 0.003591356520 Long DBT CORP US N 2 2025-02-01 Fixed 3.40000000 N N N N N N Edison International 549300I7ROF15MAEVP56 Edison International 281020AM9 50000.00000000 PA USD 46614.91000000 0.057926195902 Long DBT CORP US N 2 2028-03-15 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-25, Class SA 31393XRE9 13429.04000000 PA USD 13520.23000000 0.016800965434 Long ABS-MBS USGSE US N 2 2034-04-25 Floating 6.82824960 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2004-HYB3, Class 2A 12669FYY3 4702.55000000 PA USD 4334.77000000 0.005386618492 Long ABS-MBS CORP US N 2 2034-06-20 Variable 2.71321560 N N N N N N Brookfield Finance, Inc. 549300XH8D8K6OYWGD17 Brookfield Finance, Inc. 11271LAD4 47000.00000000 PA USD 45086.93000000 0.056027445721 Long DBT CORP CA N 2 2029-03-29 Fixed 4.85000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2990, Class SL 31395V4J5 763.26000000 PA USD 759.89000000 0.000944280210 Long ABS-MBS USGSE US N 2 2034-06-15 Floating 7.67117880 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2075, Class PH 3133TGCG2 10908.61000000 PA USD 11116.41000000 0.013813849332 Long ABS-MBS USGSE US N 2 2028-08-15 Fixed 6.50000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GJD2 60000.00000000 PA USD 54424.80000000 0.067631185532 Long DBT CORP US N 2 2026-06-19 Variable 1.31900040 N N N N N N Progress Residential Trust N/A Progress Residential Trust, Series 2021-SFR8, Class E1 74333TAJ8 100000.00000000 PA USD 84164.92000000 0.104587859207 Long ABS-O CORP US Y 2 2038-10-17 Fixed 2.38200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Whole Loan, Series 2007-106, Class A7 31396XF25 11709.42000000 PA USD 12011.90000000 0.014926633400 Long ABS-MBS USGSE US N 2 2037-10-25 Variable 6.18395760 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2015-H20, Class FA 38376RFG6 362757.87000000 PA USD 360610.16000000 0.448113592254 Long ABS-MBS USGA US N 2 2065-08-20 Floating 4.86156960 N N N N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 CNA Financial Corp. 126117AS9 52000.00000000 PA USD 51089.59000000 0.063486674090 Long DBT CORP US N 2 2024-05-15 Fixed 3.95000000 N N N N N N Essex Portfolio LP 5493003GN3O58H286O74 Essex Portfolio LP 29717PAW7 53000.00000000 PA USD 39861.92000000 0.049534567094 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N Lloyds Banking Group plc 549300PPXHEU2JF0AM85 Lloyds Banking Group plc 53944YAD5 250000.00000000 PA USD 233005.77000000 0.289545509784 Long DBT CORP GB N 2 2027-01-11 Fixed 3.75000000 N N N N N N American Credit Acceptance Receivables Trust N/A American Credit Acceptance Receivables Trust, Series 2023-1, Class C 02530UAE8 133000.00000000 PA USD 131063.25000000 0.162866248055 Long ABS-O CORP US Y 2 2029-04-12 Fixed 5.59000000 N N N N N N Gilead Sciences, Inc. 549300WTZWR07K8MNV44 Gilead Sciences, Inc. 375558AZ6 25000.00000000 PA USD 24216.01000000 0.030092117291 Long DBT CORP US N 2 2025-02-01 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140HNWP3 95261.43000000 PA USD 92854.24000000 0.115385675884 Long ABS-MBS USGSE US N 2 2049-06-01 Fixed 4.50000000 N N N N N N Anheuser-Busch InBev Worldwide, Inc. 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide, Inc. 035240AQ3 165000.00000000 PA USD 162200.71000000 0.201559331617 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31371EX83 318.90000000 PA USD 320.82000000 0.000398668197 Long ABS-MBS USGSE US N 2 2024-07-01 Fixed 8.50000000 N N N N N N Puget Energy, Inc. SYBSJ96YIDMIUY7WDR33 Puget Energy, Inc. 745310AM4 17000.00000000 PA USD 14471.16000000 0.017982642229 Long DBT CORP US N 2 2028-06-15 Fixed 2.37900000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140HSAH4 300000.00000000 PA USD 289481.64000000 0.359725465283 Long ABS-MBS USGSE US N 2 2028-12-01 Fixed 3.88000000 N N N N N N CoreVest American Finance Trust N/A CoreVest American Finance Trust, Series 2022-1, Class A 21873EAA7 98610.54000000 PA USD 97162.12000000 0.120738879415 Long ABS-O CORP US Y 2 2055-06-17 Variable 4.74400080 N N N N N N Dell International LLC N/A Dell International LLC 24703TAG1 100000.00000000 PA USD 96620.38000000 0.120065684135 Long DBT CORP US N 2 2029-10-01 Fixed 5.30000000 N N N N N N QUALCOMM, Inc. H1J8DDZKZP6H7RWC0H53 QUALCOMM, Inc. 747525BQ5 32000.00000000 PA USD 30629.40000000 0.038061740863 Long DBT CORP US N 2 2032-05-20 Fixed 4.25000000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust, Series 2021-4, Class A 33845AAA5 52683.91000000 PA USD 51125.94000000 0.063531844556 Long ABS-O CORP US Y 2 2026-07-17 Fixed 0.81000000 N N N N N N Air Canada Pass-Through Trust N/A Air Canada Pass-Through Trust, Series 2017-1, Class AA 00908PAA5 76960.00000000 PA USD 65970.22000000 0.081978145779 Long ABS-O CORP CA Y 2 2030-01-15 Fixed 3.30000000 N N N N N N SCE Recovery Funding LLC N/A SCE Recovery Funding LLC, Series A-2 78433LAB2 25000.00000000 PA USD 17612.57000000 0.021886327361 Long DBT CORP US N 2 2038-05-15 Fixed 1.94200000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 Boeing Co. (The) 097023CT0 54000.00000000 PA USD 53244.06000000 0.066163934462 Long DBT CORP US N 2 2025-05-01 Fixed 4.87500000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHF9 42000.00000000 PA USD 41994.53000000 0.052184663053 Long DBT CORP US N 2 2024-03-05 Variable 3.54999960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2455, Class GK 31392K5C6 17067.76000000 PA USD 17288.33000000 0.021483409287 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 6.50000000 N N N N N N PNC Financial Services Group, Inc. (The) CFGNEKW0P8842LEUIA51 PNC Financial Services Group, Inc. (The) 693475BL8 74000.00000000 PA USD 72890.58000000 0.090577757557 Long DBT CORP US N 2 2027-01-26 Variable 4.75800120 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LV0 200000.00000000 PA USD 180615.64000000 0.224442714696 Long DBT UST US N 2 2025-05-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2271, Class PC 3133TQKD8 7815.17000000 PA USD 8228.95000000 0.010225736138 Long ABS-MBS USGSE US N 2 2030-12-15 Fixed 7.25000000 N N N N N N CarMax Auto Owner Trust N/A CarMax Auto Owner Trust, Series 2020-1, Class A3 14315XAC2 21918.88000000 PA USD 21703.79000000 0.026970297515 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.89000000 N N N N N N Cox Communications, Inc. 5493001NEDZNIFRP2R92 Cox Communications, Inc. 224044CL9 67000.00000000 PA USD 51652.89000000 0.064186660986 Long DBT CORP US Y 2 2030-10-01 Fixed 1.80000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2006-59, Class SD 38374NQ34 12793.32000000 PA USD 646.83000000 0.000803785769 Long ABS-MBS USGA US N 2 2036-10-20 Floating 2.10214080 N N N N N N Securitized Asset-Backed Receivables LLC Trust N/A Securitized Asset-Backed Receivables LLC Trust, Series 2006-CB1, Class AF2 81375WHH2 20644.97000000 PA USD 16376.37000000 0.020350158710 Long ABS-O CORP US N 2 2036-01-25 Variable 2.88787680 N N N N N N Take-Two Interactive Software, Inc. BOMSTHHJK882EWYX3334 Take-Two Interactive Software, Inc. 874054AG4 22000.00000000 PA USD 20760.89000000 0.025798599230 Long DBT CORP US N 2 2027-04-14 Fixed 3.70000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138LER78 435749.47000000 PA USD 403423.99000000 0.501316361581 Long ABS-MBS USGSE US N 2 2026-07-01 Fixed 2.21000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31406P5W5 45080.54000000 PA USD 44169.51000000 0.054887410255 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 3.69500040 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833RZ5 200000.00000000 PA USD 159422.69000000 0.198107214457 Long DBT UST US N 2 2028-08-15 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36209DBS2 381.99000000 PA USD 381.81000000 0.000474457654 Long ABS-MBS USGA US N 2 2028-08-15 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31416JAY7 28455.70000000 PA USD 29359.85000000 0.036484129708 Long ABS-MBS USGSE US N 2 2036-09-01 Fixed 6.00000000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABF1 150000.00000000 PA USD 136012.08000000 0.169015930551 Long DBT CORP US N 2 2030-04-15 Fixed 3.87500000 N N N N N N Tyson Foods, Inc. WD6L6041MNRW1JE49D58 Tyson Foods, Inc. 902494AX1 73000.00000000 PA USD 71512.84000000 0.088865703685 Long DBT CORP US N 2 2024-08-15 Fixed 3.95000000 N N N N N N F&G Global Funding 6354009CCUKJIZ7KFX73 F&G Global Funding 30321L2D3 50000.00000000 PA USD 43827.68000000 0.054462633900 Long DBT CORP US Y 2 2027-04-11 Fixed 2.30000000 N N N N N N Safehold Operating Partnership LP 54930012UY5Z4Q8NL108 Safehold Operating Partnership LP 78646UAA7 88000.00000000 PA USD 67766.79000000 0.084210660349 Long DBT CORP US N 2 2031-06-15 Fixed 2.80000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833PB0 300000.00000000 PA USD 255812.01000000 0.317885771002 Long DBT UST US N 2 2026-11-15 None 0.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2022-5, Class B 80287HAD0 44000.00000000 PA USD 43042.48000000 0.053486902122 Long ABS-O CORP US N 2 2027-03-15 Fixed 4.43000000 N N N N N N Seasoned Loans Structured Transaction N/A Seasoned Loans Structured Transaction, Series 2018-2, Class A1 35564CAN7 229805.10000000 PA USD 217700.25000000 0.270526046914 Long ABS-MBS USGSE US N 2 2028-11-25 Fixed 3.50000000 N N N N N N Welltower OP LLC T6IZ0MBEG5ACZDTR7D06 Welltower OP LLC 42217KBC9 100000.00000000 PA USD 99118.35000000 0.123169796094 Long DBT CORP US N 2 2024-01-15 Fixed 4.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-22, Class SA 38374TRY2 41009.12000000 PA USD 1762.14000000 0.002189729999 Long ABS-MBS USGA US N 2 2039-04-20 Floating 1.67213880 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-76, Class SA 38375LT67 28002.10000000 PA USD 769.34000000 0.000956023288 Long ABS-MBS USGA US N 2 2037-11-20 Floating 1.93214160 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 Boeing Co. (The) 097023DG7 86000.00000000 PA USD 78118.10000000 0.097073755245 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N World Omni Automobile Lease Securitization Trust N/A World Omni Automobile Lease Securitization Trust, Series 2020-B, Class A4 98163GAE1 60000.00000000 PA USD 59605.15000000 0.074068567239 Long ABS-O CORP US N 2 2026-02-17 Fixed 0.52000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC Trust, Whole Loan, Series 2003-W1, Class 1A1 31392GVX0 48717.61000000 PA USD 46443.88000000 0.057713664820 Long ABS-MBS USGSE US N 2 2042-12-25 Variable 4.83289920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1720, Class PL 3133T5DV2 5238.72000000 PA USD 5250.59000000 0.006524665712 Long ABS-MBS USGSE US N 2 2024-04-15 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-39, Class PD 31359PSF4 6185.17000000 PA USD 6323.76000000 0.007858244510 Long ABS-MBS USGSE US N 2 2027-05-20 Fixed 7.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-20, Class IB 31359N4S7 500.18000000 PA USD 3.88000000 0.000004821496 Long ABS-MBS USGSE US N 2 2027-03-25 Floating 1.83999960 N N N N N N Vistra Operations Co. LLC 549300ZH5GKBTJZ7NM23 Vistra Operations Co. LLC 92840VAK8 100000.00000000 PA USD 97991.00000000 0.121768890312 Long DBT CORP US Y 2 2024-05-13 Fixed 4.87500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140QM4X9 73787.15000000 PA USD 62706.35000000 0.077922285261 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31402BEZ3 10626.43000000 PA USD 10707.34000000 0.013305516935 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N General Motors Co. 54930070NSV60J38I987 General Motors Co. 37045VAV2 50000.00000000 PA USD 50535.91000000 0.062798641524 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2007-91, Class ES 31396XYW8 123125.68000000 PA USD 9397.59000000 0.011677951096 Long ABS-MBS USGSE US N 2 2037-10-25 Floating 1.84299840 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust, Series 2022-1, Class A 33845VAA9 96434.94000000 PA USD 93774.32000000 0.116529016809 Long ABS-O CORP US Y 2 2026-10-15 Fixed 1.79000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA Trust, Whole Loan, Series 2005-W3, Class 2AF 31394FSB2 47374.06610000 PA USD 46873.84000000 0.058247956255 Long ABS-MBS USGSE US N 2 2045-03-25 Floating 4.83699960 N N N N N N Public Storage 549300LMZF40TKJ6DM64 Public Storage 74460DAJ8 36000.00000000 PA USD 28976.63000000 0.036007919911 Long DBT CORP US N 2 2031-11-09 Fixed 2.25000000 N N N N N N BP Capital Markets America, Inc. 5493009NTB34VXE1T760 BP Capital Markets America, Inc. 10373QBT6 150000.00000000 PA USD 125691.45000000 0.156190960274 Long DBT CORP US N 2 2032-01-12 Fixed 2.72100000 N N N N N N Intel Corp. KNX4USFCNGPY45LOCE31 Intel Corp. 458140CE8 100000.00000000 PA USD 98539.01000000 0.122449877031 Long DBT CORP US N 2 2028-02-10 Fixed 4.87500000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61772BAB9 127000.00000000 PA USD 112127.27000000 0.139335380204 Long DBT CORP US N 2 2027-05-04 Variable 1.59300000 N N N N N N Progress Residential Trust N/A Progress Residential Trust, Series 2022-SFR3, Class A 74331UAA6 129848.55000000 PA USD 118900.66000000 0.147752359151 Long ABS-O CORP US Y 2 2039-04-17 Fixed 3.20000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3232, Class ST 31397BP96 17043.80000000 PA USD 1339.00000000 0.001663913462 Long ABS-MBS USGSE US N 2 2036-10-15 Floating 2.11214160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 3140XF6U0 376483.55000000 PA USD 321976.99000000 0.400105936039 Long ABS-MBS USGSE US N 2 2052-03-01 Fixed 2.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A AmeriCredit Automobile Receivables Trust, Series 2020-2, Class A3 03066EAD6 582.73000000 PA USD 581.45000000 0.000722541062 Long ABS-O CORP US N 2 2024-12-18 Fixed 0.66000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1706, Class K 3133T4UA2 2759.60000000 PA USD 2760.33000000 0.003430134614 Long ABS-MBS USGSE US N 2 2024-03-15 Fixed 7.00000000 N N N N N N Alternative Loan Trust N/A Alternative Loan Trust, Series 2004-2CB, Class 1A9 12667FAQ8 374348.70000000 PA USD 366693.53000000 0.455673115212 Long ABS-MBS CORP US N 2 2034-03-25 Fixed 5.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 3132Y15Q7 135203.95000000 PA USD 134382.64000000 0.166991100713 Long ABS-MBS USGSE US N 2 2046-11-01 Fixed 4.50000000 N N N N N N NXP BV N/A NXP BV 62954HBA5 100000.00000000 PA USD 78465.00000000 0.097504831855 Long DBT CORP US N 2 2031-05-11 Fixed 2.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-52, Class SX 31393CV67 4224.00000000 PA USD 4508.08000000 0.005601982825 Long ABS-MBS USGSE US N 2 2031-10-25 Floating 9.09900000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust, Series 2021-2A, Class B 30165XAD7 11691.60000000 PA USD 11649.82000000 0.014476693305 Long ABS-O CORP US N 2 2025-09-15 Fixed 0.57000000 N N N N N N AMSR Trust N/A AMSR Trust, Series 2020-SFR5, Class A 03217JAA9 100000.00000000 PA USD 89701.22000000 0.111467563542 Long ABS-O CORP US Y 2 2037-11-17 Fixed 1.37900000 N N N N N N Nomura Asset Acceptance Corp. Alternative Loan Trust N/A Nomura Asset Acceptance Corp. Alternative Loan Trust, Series 2003-A1, Class A1 65535VAT5 1582.34000000 PA USD 1494.95000000 0.001857705325 Long ABS-MBS CORP US N 2 2033-05-25 Fixed 5.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2410, Class OE 31339NKQ8 4426.32000000 PA USD 4443.99000000 0.005522341142 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.37500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31403BBP7 30286.20000000 PA USD 29808.94000000 0.037042193111 Long ABS-MBS USGSE US N 2 2033-11-01 Variable 3.72800160 N N N N N N Niagara Mohawk Power Corp. 3T97Y9RR5EN5Y18QHB56 Niagara Mohawk Power Corp. 65364UAN6 29000.00000000 PA USD 23085.85000000 0.028687719651 Long DBT CORP US Y 2 2030-06-27 Fixed 1.96000000 N N N N N N International Flavors & Fragrances, Inc. BZLRL03D3GPGMOGFO832 International Flavors & Fragrances, Inc. 459506AP6 40000.00000000 PA USD 33488.68000000 0.041614836072 Long DBT CORP US Y 2 2027-10-15 Fixed 1.83200000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-36, Class SA 31393X5V5 23169.82000000 PA USD 23373.63000000 0.029045330567 Long ABS-MBS USGSE US N 2 2034-05-25 Floating 6.82824960 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2345, Class NE 313399SN8 7680.19000000 PA USD 7941.72000000 0.009868808682 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31411SM94 7083.17000000 PA USD 7227.27000000 0.008980994661 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 5.69199960 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2022-1, Class A2 80286EAB2 8449.38000000 PA USD 8438.12000000 0.010485662037 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.36000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CF65 723.19000000 PA USD 724.85000000 0.000900737620 Long ABS-MBS USGA US N 2 2025-04-20 Fixed 8.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2009-69 31396Q5D7 23071.39000000 PA USD 17991.97000000 0.022357790219 Long ABS-MBS USGSE US N 2 2039-09-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-49, Class Z 313921AG3 3506.64880000 PA USD 3623.59000000 0.004502867949 Long ABS-MBS USGSE US N 2 2031-09-25 Fixed 6.50000000 N N N N N N VMware, Inc. 549300BUDHS3LRWBE814 VMware, Inc. 928563AJ4 25000.00000000 PA USD 21590.57000000 0.026829604250 Long DBT CORP US N 2 2026-08-15 Fixed 1.40000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LZ1 200000.00000000 PA USD 173703.49000000 0.215853305106 Long DBT UST US N 2 2026-05-15 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-121, Class DX 31394VBA7 33466.34000000 PA USD 33203.98000000 0.041261052530 Long ABS-MBS USGSE US N 2 2026-01-25 Fixed 5.50000000 N N N N N N O'Reilly Automotive, Inc. 549300K2RLMQL149Q332 O'Reilly Automotive, Inc. 67103HAF4 62000.00000000 PA USD 58258.29000000 0.072394886518 Long DBT CORP US N 2 2027-09-01 Fixed 3.60000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2410, Class NG 31339NLX2 6126.23000000 PA USD 6339.21000000 0.007877443511 Long ABS-MBS USGSE US N 2 2032-02-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31403EDC8 26673.44000000 PA USD 27088.92000000 0.033662149872 Long ABS-MBS USGSE US N 2 2033-09-01 Variable 4.06000080 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3481, Class SJ 31397Y4R9 41936.66000000 PA USD 2694.07000000 0.003347796372 Long ABS-MBS USGSE US N 2 2038-08-15 Floating 1.26213840 N N N N N N Regeneron Pharmaceuticals, Inc. 549300RCBFWIRX3HYQ56 Regeneron Pharmaceuticals, Inc. 75886FAE7 28000.00000000 PA USD 21799.55000000 0.027089294045 Long DBT CORP US N 2 2030-09-15 Fixed 1.75000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 Bank of America Corp. 06051GHD4 250000.00000000 PA USD 227545.97000000 0.282760868467 Long DBT CORP US N 2 2028-12-20 Variable 3.41899920 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-51, Class 2A 31392W7D6 16804.52000000 PA USD 17269.72000000 0.021460283499 Long ABS-MBS USGSE US N 2 2042-08-25 Variable 7.49999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-74, Class SW 31394AR81 12104.02000000 PA USD 12439.25000000 0.015457681509 Long ABS-MBS USGSE US N 2 2031-11-25 Floating 6.30428040 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468U6 90000.00000000 PA USD 68495.17000000 0.085115784537 Long DBT CORP US N 2 2032-02-13 Variable 1.79399880 N N N N N N Rogers Communications, Inc. 54930030NVF3Y2OL0A78 Rogers Communications, Inc. 775109CC3 100000.00000000 PA USD 87347.89000000 0.108543189031 Long DBT CORP CA Y 2 2032-03-15 Fixed 3.80000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31387Y5U3 9359.75000000 PA USD 9825.73000000 0.012209980902 Long ABS-MBS USGSE US N 2 2031-08-01 Fixed 6.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-31, Class TS 38374TXN9 23114.01000000 PA USD 253.91000000 0.000315522231 Long ABS-MBS USGA US N 2 2039-03-20 Floating 1.70214120 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co. 94974BGH7 99000.00000000 PA USD 94778.92000000 0.117777386835 Long DBT CORP US N 2 2025-02-19 Fixed 3.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31283GHW0 195.38000000 PA USD 196.36000000 0.000244007503 Long ABS-MBS USGSE US N 2 2024-08-01 Fixed 8.00000000 N N N N N N Citigroup Mortgage Loan Trust, Inc. 549300R1KUK063S4I339 Citigroup Mortgage Loan Trust, Inc., Series 2003-UP3, Class A3 17307GAV0 2117.64000000 PA USD 2072.43000000 0.002575313052 Long ABS-MBS CORP US N 2 2033-09-25 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2172, Class QC 3133TLLL0 12780.13000000 PA USD 13321.69000000 0.016554248945 Long ABS-MBS USGSE US N 2 2029-07-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2005-68, Class DP 38374L4C2 10494.30000000 PA USD 9633.73000000 0.011971391369 Long ABS-MBS USGA US N 2 2035-06-17 Floating 5.37348960 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2022-3, Class A3 80285UAD3 73000.00000000 PA USD 71894.50000000 0.089339974942 Long ABS-O CORP US N 2 2026-12-15 Fixed 3.40000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2344, Class ZJ 313399C70 12083.72000000 PA USD 12599.12000000 0.015656344575 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-28, Class QS 31396YY71 13916.95000000 PA USD 13967.15000000 0.017356332278 Long ABS-MBS USGSE US N 2 2038-04-25 Floating 6.84900000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2012-H24, Class FA 38375BWP3 4332.01000000 PA USD 4238.02000000 0.005266391735 Long ABS-MBS USGA US N 2 2060-03-20 Floating 4.84157160 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2196, Class TL 3133TMSB3 88.98000000 PA USD 93.59000000 0.000116299970 Long ABS-MBS USGSE US N 2 2029-11-15 Fixed 7.50000000 N N N N N N Mercedes-Benz Auto Receivables Trust N/A Mercedes-Benz Auto Receivables Trust, Series 2023-1, Class A3 58770AAC7 63000.00000000 PA USD 62242.87000000 0.077346340069 Long ABS-O CORP US N 2 2027-11-15 Fixed 4.51000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-33, Class ID 31359S6G0 13886.33000000 PA USD 1683.64000000 0.002092181674 Long ABS-MBS USGSE US N 2 2031-07-25 Fixed 6.00000000 N N N N N N Tesla Auto Lease Trust N/A Tesla Auto Lease Trust, Series 2021-B, Class A4 88161KAD7 51000.00000000 PA USD 48161.68000000 0.059848295549 Long ABS-O CORP US Y 2 2025-09-22 Fixed 0.63000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1997-81, Class PI 31359RLD2 1868.93000000 PA USD 113.02000000 0.000140444734 Long ABS-MBS USGSE US N 2 2027-12-18 Fixed 7.00000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162DQ0 46000.00000000 PA USD 45775.63000000 0.056883261406 Long DBT CORP US N 2 2030-03-02 Fixed 5.25000000 N N N N N N VOLT XCVII LLC N/A VOLT XCVII LLC, Series 2021-NPL6, Class A1 91835EAA7 101725.74000000 PA USD 92510.44000000 0.114958451501 Long ABS-O CORP US Y 2 2051-04-25 Variable 2.23949880 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 Athene Global Funding 04685A2U4 68000.00000000 PA USD 59763.20000000 0.074264968675 Long DBT CORP US Y 2 2026-01-08 Fixed 1.45000000 N N N N N N GSR Mortgage Loan Trust N/A GSR Mortgage Loan Trust, Series 2006-1F, Class 1A3 3623416K0 16698.57000000 PA USD 28893.53000000 0.035904655379 Long ABS-MBS CORP US N 2 2036-02-25 Fixed 5.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2004-61, Class SH 31394ARP3 13774.02000000 PA USD 13457.72000000 0.016723287144 Long ABS-MBS USGSE US N 2 2032-11-25 Floating 5.52917160 N N N N N N Mylan, Inc. 30ZMPDNA1RHIBH89C294 Mylan, Inc. 628530BK2 75000.00000000 PA USD 69919.94000000 0.086886280418 Long DBT CORP US N 2 2028-04-15 Fixed 4.55000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2002-28, Class PK 31392CA46 9140.48000000 PA USD 9426.23000000 0.011713540701 Long ABS-MBS USGSE US N 2 2032-05-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31406H3D7 13744.91000000 PA USD 13834.79000000 0.017191854619 Long ABS-MBS USGSE US N 2 2035-01-01 Variable 4.90200120 N N N N N N DT Auto Owner Trust N/A DT Auto Owner Trust, Series 2021-1A, Class B 23344GAC5 7809.97000000 PA USD 7775.83000000 0.009662664840 Long ABS-O CORP US Y 2 2025-09-15 Fixed 0.62000000 N N N N N N Carvana Auto Receivables Trust N/A Carvana Auto Receivables Trust, Series 2021-P4, Class A4 14687KAD8 150000.00000000 PA USD 133030.34000000 0.165310659955 Long ABS-O CORP US N 2 2027-12-10 Fixed 1.64000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-27, Class OH 31395BZL0 17554.79000000 PA USD 15027.89000000 0.018674464890 Long ABS-MBS USGSE US N 2 2036-04-25 None 0.00000000 N N N N N N Westlake Automobile Receivables Trust N/A Westlake Automobile Receivables Trust, Series 2022-3A, Class A3 96043PAG6 183000.00000000 PA USD 182597.40000000 0.226905356327 Long ABS-O CORP US Y 2 2026-07-15 Fixed 5.49000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2010-71, Class HJ 31398TDU2 51684.41000000 PA USD 53041.12000000 0.065911750296 Long ABS-MBS USGSE US N 2 2040-07-25 Fixed 5.50000000 N N N N N N Morgan Stanley Capital I Trust N/A Morgan Stanley Capital I Trust, Series 2021-PLZA, Class A 61773PAA9 147000.00000000 PA USD 113252.95000000 0.140734210755 Long ABS-MBS CORP US Y 3 2043-11-09 Fixed 2.57400000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CYH0 899.91000000 PA USD 916.06000000 0.001138345456 Long ABS-MBS USGA US N 2 2027-11-20 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-71, Class DS 31393EKS7 48380.77000000 PA USD 41528.89000000 0.051606033729 Long ABS-MBS USGSE US N 2 2033-08-25 Floating 1.37923920 N N N N N N British Airways Pass-Through Trust N/A British Airways Pass-Through Trust, Series 2018-1, Class AA 11042TAA1 47480.03000000 PA USD 42966.90000000 0.053392982346 Long ABS-O CORP US Y 2 2031-09-20 Fixed 3.80000000 N N N N N N VOLT C LLC N/A VOLT C LLC, Series 2021-NPL9, Class A1 91835DAA9 46965.70000000 PA USD 42489.76000000 0.052800062504 Long ABS-O CORP US Y 2 2051-05-25 Variable 1.99180080 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-25, Class J 31358TWE5 3.79000000 PA USD 3.78000000 0.000004697231 Long ABS-MBS USGSE US N 2 2023-03-25 Fixed 7.50000000 N N N N N N Verizon Communications, Inc. 2S72QS2UO2OESLG6Y829 Verizon Communications, Inc. 92343VGH1 25000.00000000 PA USD 21577.58000000 0.026813462177 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CCF6 3000000.00000000 PA USD 2667304.68000000 3.314536345262 Long DBT UST US N 2 2026-05-31 Fixed 0.75000000 N N N N N N Mitsubishi UFJ Financial Group, Inc. 353800V2V8PUY9TK3E06 Mitsubishi UFJ Financial Group, Inc. 606822BN3 225000.00000000 PA USD 210811.49000000 0.261965702997 Long DBT CORP JP N 2 2025-02-25 Fixed 2.19300000 N N N N N N Intuit, Inc. VI90HBPH7XSFMB9E4M29 Intuit, Inc. 46124HAD8 125000.00000000 PA USD 100797.81000000 0.125256783476 Long DBT CORP US N 2 2030-07-15 Fixed 1.65000000 N N N N N N RALI Trust N/A RALI Trust, Series 2002-QS16, Class A3 76110GW49 103.96000000 PA USD 103.44000000 0.000128540110 Long ABS-MBS CORP US N 3 2017-10-25 Floating 8.22497760 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, STRIPS, Series 300, Class 1 31364HT56 1640.10000000 PA USD 1600.81000000 0.001989252658 Long ABS-MBS USGSE US N 2 2024-09-25 None 0.00000000 N N N N N N Southern Co. (The) 549300FC3G3YU2FBZD92 Southern Co. (The), Series 21-B 842587DH7 167000.00000000 PA USD 140340.62000000 0.174394807310 Long DBT CORP US N 2 2028-03-15 Fixed 1.75000000 N N N N N N WaMu Mortgage Pass-Through Certificates Trust N/A WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR5, Class A7 929227R65 18416.34000000 PA USD 17036.84000000 0.021170894278 Long ABS-MBS CORP US N 2 2033-06-25 Variable 3.23301240 N N N N N N Public Service Enterprise Group, Inc. PUSS41EMO3E6XXNV3U28 Public Service Enterprise Group, Inc. 744573AN6 100000.00000000 PA USD 96527.71000000 0.119950527406 Long DBT CORP US N 2 2024-06-15 Fixed 2.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-54, Class 3A 31393LFM0 51282.71000000 PA USD 53890.79000000 0.066967595966 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 7.00000000 N N N N N N Virginia Electric and Power Co. CQKUMNNZVDJLRYV2PT43 Virginia Electric and Power Co. 927804FQ2 21000.00000000 PA USD 20591.84000000 0.025588528602 Long DBT CORP US N 2 2024-02-15 Fixed 3.45000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1927, Class PH 3133T8TQ0 15185.63000000 PA USD 15575.69000000 0.019355190651 Long ABS-MBS USGSE US N 2 2027-01-15 Fixed 7.50000000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AK5 58000.00000000 PA USD 55364.63000000 0.068799068870 Long DBT NUSS CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2019-65, Class PA 3136B7AE1 164990.02000000 PA USD 147702.76000000 0.183543398692 Long ABS-MBS USGSE US N 2 2048-05-25 Fixed 2.50000000 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 Sabine Pass Liquefaction LLC 785592AX4 20000.00000000 PA USD 18734.86000000 0.023280945314 Long DBT CORP US N 2 2030-05-15 Fixed 4.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31410ERP5 22401.27000000 PA USD 23139.14000000 0.028753940673 Long ABS-MBS USGSE US N 2 2046-07-01 Variable 3.54399840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31374AUY4 64.04000000 PA USD 63.89000000 0.000079393152 Long ABS-MBS USGSE US N 2 2025-05-01 Fixed 8.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-22, Class UD 31393ANT0 43386.17000000 PA USD 41699.45000000 0.051817980764 Long ABS-MBS USGSE US N 2 2033-04-25 Fixed 4.00000000 N N N N N N World Omni Automobile Lease Securitization Trust N/A World Omni Automobile Lease Securitization Trust, Series 2021-A, Class A3 98163JAC9 64809.34000000 PA USD 63185.10000000 0.078517205776 Long ABS-O CORP US N 2 2024-08-15 Fixed 0.42000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3138L7US3 215881.09000000 PA USD 206908.32000000 0.257115413893 Long ABS-MBS USGSE US N 2 2029-09-01 Fixed 3.76000000 N N N N N N Broadcom, Inc. 549300WV6GIDOZJTV909 Broadcom, Inc. 11135FBQ3 57000.00000000 PA USD 41275.39000000 0.051291020986 Long DBT CORP US Y 2 2036-11-15 Fixed 3.18700000 N N N N N N Corebridge Financial, Inc. 549300XY1661QCIA7J65 Corebridge Financial, Inc. 21871XAC3 80000.00000000 PA USD 74643.76000000 0.092756353378 Long DBT CORP US Y 2 2027-04-05 Fixed 3.65000000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust, Series 2019-4, Class C 33845FAE6 76680.79000000 PA USD 75943.58000000 0.094371579664 Long ABS-O CORP US Y 2 2025-12-15 Fixed 2.77000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-79, Class OK 38376CXX2 40967.97000000 PA USD 34220.96000000 0.042524806611 Long ABS-MBS USGA US N 2 2037-11-16 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 3617LMSM9 318508.24000000 PA USD 313412.65000000 0.389463426236 Long ABS-MBS USGA US N 2 2049-09-20 Fixed 4.50000000 N N N N N N World Omni Auto Receivables Trust N/A World Omni Auto Receivables Trust, Series 2021-A, Class A3 98164EAC9 82561.34000000 PA USD 79625.18000000 0.098946533962 Long ABS-O CORP US N 2 2026-01-15 Fixed 0.30000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2224, Class CB 3133TNK45 5304.49000000 PA USD 5629.76000000 0.006995842760 Long ABS-MBS USGSE US N 2 2030-03-15 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2009-6, Class SA 38375Y5V0 8663.59000000 PA USD 27.10000000 0.000033675918 Long ABS-MBS USGA US N 2 2039-02-16 Floating 1.50999840 N N N N N N Westlake Automobile Receivables Trust N/A Westlake Automobile Receivables Trust, Series 2023-1A, Class A3 96042XAD7 50000.00000000 PA USD 49632.63000000 0.061676177183 Long ABS-O CORP US Y 2 2028-01-18 Fixed 5.21000000 N N N N N N BMW Vehicle Lease Trust N/A BMW Vehicle Lease Trust, Series 2023-1, Class A3 05593AAC3 16000.00000000 PA USD 15980.12000000 0.019857757135 Long ABS-O CORP US N 2 2025-11-25 Fixed 5.16000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDV0 1000000.00000000 PA USD 961992.19000000 1.195423268110 Long DBT UST US N 2 2024-01-31 Fixed 0.87500000 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 Cheniere Corpus Christi Holdings LLC 16412XAC9 50000.00000000 PA USD 50167.18000000 0.062340437782 Long DBT CORP US N 2 2025-03-31 Fixed 5.87500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202EWE5 33910.06000000 PA USD 35755.33000000 0.044431497350 Long ABS-MBS USGA US N 2 2038-09-20 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-44, Class P 31395NBC0 13045.70000000 PA USD 10761.28000000 0.013372545682 Long ABS-MBS USGSE US N 2 2033-12-25 None 0.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-64, Class SX 31393DJU6 4747.59000000 PA USD 4227.63000000 0.005253480562 Long ABS-MBS USGSE US N 2 2033-07-25 Floating 2.33607600 N N N N N N Impac Secured Assets CMN Owner Trust N/A Impac Secured Assets CMN Owner Trust, Series 2002-2, Class APO 45254TLJ1 423.22000000 PA USD 303.87000000 0.000377605215 Long ABS-MBS CORP US N 2 2033-04-25 None 0.00000000 N N N N N N Advance Auto Parts, Inc. 529900UCNQ5H9FSL0Y70 Advance Auto Parts, Inc. 00751YAG1 50000.00000000 PA USD 41064.72000000 0.051029231106 Long DBT CORP US N 2 2032-03-15 Fixed 3.50000000 N N N N N N Phillips 66 5493005JBO5YSIGK1814 Phillips 66 718546AZ7 28000.00000000 PA USD 24959.83000000 0.031016428054 Long DBT CORP US N 2 2026-02-15 Fixed 1.30000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31391REW8 4802.30000000 PA USD 4862.33000000 0.006042192940 Long ABS-MBS USGSE US N 2 2033-03-01 Fixed 6.00000000 N N N N N N American Airlines Pass-Through Trust N/A American Airlines Pass-Through Trust, Series 2016-3, Class AA 023771R91 31774.67000000 PA USD 28140.45000000 0.034968837642 Long ABS-O CORP US N 2 2028-10-15 Fixed 3.00000000 N N N N N N Physicians Realty LP 549300P6Q1UMT0X60U20 Physicians Realty LP 71951QAC6 37000.00000000 PA USD 29544.27000000 0.036713299925 Long DBT CORP US N 2 2031-11-01 Fixed 2.62500000 N N N N N N Seasoned Credit Risk Transfer Trust N/A Seasoned Credit Risk Transfer Trust, Series 2019-1, Class MT 35563PJE0 334964.39510000 PA USD 307134.41000000 0.381661747328 Long ABS-MBS USGSE US N 2 2058-07-25 Fixed 3.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CQX4 449.26000000 PA USD 456.79000000 0.000567631837 Long ABS-MBS USGA US N 2 2026-08-20 Fixed 8.00000000 N N N N N N Cargill, Inc. QXZYQNMR4JZ5RIRN4T31 Cargill, Inc. 141781BQ6 75000.00000000 PA USD 58598.25000000 0.072817339110 Long DBT CORP US Y 2 2031-02-02 Fixed 1.70000000 N N N N N N Aon Global Ltd. VVT2B79I2Z4U3R6BY589 Aon Global Ltd. 00185AAK0 143000.00000000 PA USD 137754.08000000 0.171180633503 Long DBT CORP GB N 2 2025-12-15 Fixed 3.87500000 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 Brighthouse Financial Global Funding 10921U2A5 38000.00000000 PA USD 35873.90000000 0.044578838813 Long DBT CORP US Y 2 2024-04-12 Fixed 1.00000000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1998-1, Class 2E 911760LH7 17748.59000000 PA USD 17747.70000000 0.022054247171 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2040, Class PE 3133TD3W4 11592.76000000 PA USD 11979.47000000 0.014886334137 Long ABS-MBS USGSE US N 2 2028-03-15 Fixed 7.50000000 N N N N N N Honda Auto Receivables Owner Trust N/A Honda Auto Receivables Owner Trust, Series 2023-1, Class A3 43815JAC7 34000.00000000 PA USD 33935.55000000 0.042170140784 Long ABS-O CORP US N 2 2027-04-21 Fixed 5.04000000 N N N N N N AutoZone, Inc. GA3JGKJ41LJKXDN23E90 AutoZone, Inc. 053332BA9 83000.00000000 PA USD 64000.69000000 0.079530701804 Long DBT CORP US N 2 2031-01-15 Fixed 1.65000000 N N N N N N VOLT XCIX LLC N/A VOLT XCIX LLC, Series 2021-NPL8, Class A1 92872VAA1 68051.39000000 PA USD 61571.39000000 0.076511922883 Long ABS-O CORP US Y 2 2051-04-25 Variable 2.11569840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31401A3J4 22236.05000000 PA USD 22997.82000000 0.028578328836 Long ABS-MBS USGSE US N 2 2033-05-01 Fixed 6.00000000 N N N N N N CNA Financial Corp. 549300YX2GSZD7YG1R84 CNA Financial Corp. 126117AT7 38000.00000000 PA USD 37187.60000000 0.046211313134 Long DBT CORP US N 2 2026-03-01 Fixed 4.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2169, Class TB 3133TL5G9 29671.90000000 PA USD 30632.58000000 0.038065692502 Long ABS-MBS USGSE US N 2 2029-06-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140J8TU7 77505.17000000 PA USD 72017.67000000 0.089493032613 Long ABS-MBS USGSE US N 2 2029-10-01 Variable 3.12099840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2014-H15, Class FA 38378U8D2 435782.83000000 PA USD 433298.34000000 0.538439836678 Long ABS-MBS USGA US N 2 2064-07-20 Floating 4.89156840 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3171, Class MO 31396TUG6 14161.74000000 PA USD 12493.70000000 0.015525344010 Long ABS-MBS USGSE US N 2 2036-06-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multi-Family Structured Pass-Through Certificates, Series K069, Class A2 3137FBU79 480000.00000000 PA USD 452311.10000000 0.562066115489 Long ABS-MBS USGSE US N 2 2027-09-25 Variable 3.18700080 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust, Series 2022-5A, Class B 30167FAD4 107000.00000000 PA USD 107161.41000000 0.133164535314 Long ABS-O CORP US N 2 2027-03-15 Fixed 5.97000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA Trust, Whole Loan, Series 2004-W2, Class 2A2 31393XGQ4 13845.59000000 PA USD 14372.68000000 0.017860265681 Long ABS-MBS USGSE US N 2 2044-02-25 Fixed 7.00000000 N N N N N N BAT Capital Corp. 2138005GYEXN7XRHFA84 BAT Capital Corp. 05526DAZ8 200000.00000000 PA USD 192749.94000000 0.239521448924 Long DBT CORP US N 2 2024-08-15 Fixed 3.22200000 N N N N N N CPS Auto Receivables Trust N/A CPS Auto Receivables Trust, Series 2022-C, Class B 12664DAC7 200000.00000000 PA USD 196663.06000000 0.244384102434 Long ABS-O CORP US Y 2 2030-04-15 Fixed 4.88000000 N N N N N N Albemarle Corp. HDBLS2Q6GV1LSKQPBS54 Albemarle Corp. 012653AE1 50000.00000000 PA USD 47525.24000000 0.059057420953 Long DBT CORP US N 2 2032-06-01 Fixed 5.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2412, Class SP 31339DW95 15675.11000000 PA USD 16336.82000000 0.020301011752 Long ABS-MBS USGSE US N 2 2032-02-15 Floating 6.92427960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2001-81, Class LO 31392BNB8 1689.68400000 PA USD 1524.33000000 0.001894214494 Long ABS-MBS USGSE US N 2 2032-01-25 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1518, Class G 312915YY1 131.35000000 PA USD 130.85000000 0.000162601252 Long ABS-MBS USGSE US N 2 2023-05-15 Floating 4.19199840 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-189, Class PL 31359EXF3 1651.39000000 PA USD 1650.94000000 0.002051546894 Long ABS-MBS USGSE US N 2 2023-10-25 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-10, Class XI 31396YKW1 10511.64000000 PA USD 639.70000000 0.000794925647 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 1.61300160 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2004-90, Class SI 38374JXC5 63506.82000000 PA USD 2666.68000000 0.003313760084 Long ABS-MBS USGA US N 2 2034-10-20 Floating 1.50213960 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31373TSU5 130.01000000 PA USD 130.12000000 0.000161694114 Long ABS-MBS USGSE US N 2 2024-10-01 Fixed 7.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36204JM60 0.08000000 PA USD 0.08000000 0.000000099412 Long ABS-MBS USGA US N 2 2024-02-15 Fixed 7.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2003-34, Class GE 31393CAU7 109602.64000000 PA USD 112541.20000000 0.139849751899 Long ABS-MBS USGSE US N 2 2033-05-25 Fixed 6.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833LM0 1890000.00000000 PA USD 1848046.63000000 2.296482201228 Long DBT UST US N 2 2023-08-15 None 0.00000000 N N N N N N Amgen, Inc. 62QBXGPJ34PQ72Z12S66 Amgen, Inc. 031162DB3 43000.00000000 PA USD 35984.18000000 0.044715878676 Long DBT CORP US N 2 2028-08-15 Fixed 1.65000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-122, Class M 31359BPE1 73.17000000 PA USD 73.06000000 0.000090788287 Long ABS-MBS USGSE US N 2 2023-07-25 Fixed 6.50000000 N N N N N N American Credit Acceptance Receivables Trust N/A American Credit Acceptance Receivables Trust, Series 2022-2, Class A 02530BAA8 23372.76000000 PA USD 23258.17000000 0.028901853757 Long ABS-O CORP US Y 2 2026-02-13 Fixed 2.66000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CDW8 1000000.00000000 PA USD 875820.31000000 1.088341452395 Long DBT UST US N 2 2029-01-31 Fixed 1.75000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31371NT54 4334.62000000 PA USD 4350.08000000 0.005405643522 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 5.50000000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1996-1, Class 1Z 92260MAH6 47554.70000000 PA USD 48247.31000000 0.059954703995 Long ABS-MBS USGSE US N 2 2026-02-15 Fixed 6.75000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2441, Class GF 3133TVJF4 11770.09000000 PA USD 12168.59000000 0.015121344827 Long ABS-MBS USGSE US N 2 2032-04-15 Fixed 6.50000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A Seasoned Credit Risk Transfer Trust, Series 2019-3, Class M55D 35563PLQ0 53660.91000000 PA USD 50829.64000000 0.063163646230 Long ABS-MBS USGSE US N 2 2058-10-25 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CPT4 306.72000000 PA USD 310.58000000 0.000385943422 Long ABS-MBS USGA US N 2 2026-06-20 Fixed 8.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 1671, Class L 3133T36F0 634.75000000 PA USD 632.78000000 0.000786326483 Long ABS-MBS USGSE US N 2 2024-02-15 Fixed 7.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2007-40, Class SB 38375KA77 86769.79000000 PA USD 3896.16000000 0.004841578100 Long ABS-MBS USGA US N 2 2037-07-20 Floating 2.15214120 N N N N N N GLS Auto Receivables Issuer Trust N/A GLS Auto Receivables Issuer Trust, Series 2021-4A, Class A 36263DAA5 37872.10000000 PA USD 37389.24000000 0.046461881850 Long ABS-O CORP US Y 2 2025-07-15 Fixed 0.84000000 N N N N N N Packaging Corp. of America 549300XZP8MFZFY8TJ84 Packaging Corp. of America 695156AU3 100000.00000000 PA USD 85985.11000000 0.106849725261 Long DBT CORP US N 2 2029-12-15 Fixed 3.00000000 N N N N N N Workday, Inc. 549300J0DYC0N31V7G13 Workday, Inc. 98138HAG6 30000.00000000 PA USD 28021.37000000 0.034820862425 Long DBT CORP US N 2 2027-04-01 Fixed 3.50000000 N N N N N N Exeter Automobile Receivables Trust N/A Exeter Automobile Receivables Trust, Series 2022-3A, Class A3 30166YAC6 150000.00000000 PA USD 149048.24000000 0.185215364551 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.21000000 N N N N N N Boeing Co. (The) RVHJWBXLJ1RFUBSY1F30 Boeing Co. (The) 097023CH6 100000.00000000 PA USD 93099.90000000 0.115690946221 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2484, Class LZ 31392R3H2 23289.67000000 PA USD 23845.36000000 0.029631527653 Long ABS-MBS USGSE US N 2 2032-07-15 Fixed 6.50000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp. 68389XCE3 168000.00000000 PA USD 139283.27000000 0.173080887295 Long DBT CORP US N 2 2031-03-25 Fixed 2.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Bonds 912810FJ2 500000.00000000 PA USD 556679.69000000 0.691760142367 Long DBT UST US N 2 2029-08-15 Fixed 6.12500000 N N N N N N T-Mobile USA, Inc. 549300V2JRLO5DIFGE82 T-Mobile USA, Inc. 87264ABX2 100000.00000000 PA USD 78408.91000000 0.097435131402 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N AbbVie, Inc. FR5LCKFTG8054YNNRU85 AbbVie, Inc. 00287YBF5 100000.00000000 PA USD 95650.75000000 0.118860769714 Long DBT CORP US N 2 2028-11-14 Fixed 4.25000000 N N N N N N Goldman Sachs Group, Inc. (The) 784F5XWPLTWKTBV3E584 Goldman Sachs Group, Inc. (The) 38141GZK3 80000.00000000 PA USD 71487.60000000 0.088834339103 Long DBT CORP US N 2 2028-02-24 Variable 2.63999880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 1993-54, Class Z 31358UYY6 71.87000000 PA USD 71.62000000 0.000088998866 Long ABS-MBS USGSE US N 2 2023-04-25 Fixed 7.00000000 N N N N N N HF Sinclair Corp. N/A HF Sinclair Corp. 403949AB6 40000.00000000 PA USD 40026.69000000 0.049739319163 Long DBT CORP US N 2 2026-04-01 Fixed 5.87500000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury Notes 91282CAL5 580000.00000000 PA USD 487811.72000000 0.606181096486 Long DBT UST US N 2 2027-09-30 Fixed 0.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202CLW1 180.53000000 PA USD 182.31000000 0.000226548217 Long ABS-MBS USGA US N 2 2025-12-20 Fixed 8.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31406QGB7 10218.05000000 PA USD 10199.23000000 0.012674112103 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 5.79399840 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2013-H03, Class FA 38375BF64 124.03000000 PA USD 122.90000000 0.000152722154 Long ABS-MBS USGA US N 2 2060-08-20 Floating 4.69157040 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31371EW35 67.85000000 PA USD 67.83000000 0.000084289208 Long ABS-MBS USGSE US N 2 2024-05-01 Fixed 8.00000000 N N N N N N Assurant, Inc. H3F39CAXWQRVWURFXL38 Assurant, Inc. 04621XAH1 14000.00000000 PA USD 13879.74000000 0.017247711908 Long DBT CORP US N 2 2023-09-27 Fixed 4.20000000 N N N N N N Aviation Capital Group LLC 549300ODEK8HY3445C77 Aviation Capital Group LLC 05369AAC5 100000.00000000 PA USD 99590.88000000 0.123756987303 Long DBT CORP US Y 2 2023-05-01 Fixed 3.87500000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Structured Pass-Through Certificates, Whole Loan, Series T-41, Class 3A 31392MEN8 16190.02000000 PA USD 15405.56000000 0.019143777957 Long ABS-MBS USGSE US N 2 2032-07-25 Variable 4.36943880 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA 31410D5T3 7935.22000000 PA USD 8012.01000000 0.009956154819 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 4.02300000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2020-M50, Class A2 3136BCGS3 165000.00000000 PA USD 141280.82000000 0.175563150430 Long ABS-MBS USGSE US N 2 2030-10-25 Fixed 1.20000000 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NBN0 80000.00000000 PA USD 76794.04000000 0.095428407031 Long DBT CORP US N 2 2025-08-15 Fixed 3.37500000 N N N N N N Santander Retail Auto Lease Trust N/A Santander Retail Auto Lease Trust, Series 2022-A, Class A3 80287CAC3 34000.00000000 PA USD 32338.06000000 0.040185013736 Long ABS-O CORP US Y 2 2025-07-21 Fixed 1.34000000 N N N N N N SLG Office Trust N/A SLG Office Trust, Series 2021-OVA, Class A 78449RAA3 155000.00000000 PA USD 125274.63000000 0.155672997309 Long ABS-MBS CORP US Y 2 2041-07-15 Fixed 2.58540000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA UMBS, 30 Year 31402HGD7 25667.42000000 PA USD 25862.91000000 0.032138643864 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128NFF28 28820.88000000 PA USD 29074.61000000 0.036129675133 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 5.09900040 N Y N N N N DT Auto Owner Trust N/A DT Auto Owner Trust, Series 2022-1A, Class A 23345YAA9 74809.77000000 PA USD 73594.17000000 0.091452076357 Long ABS-O CORP US Y 2 2026-04-15 Fixed 1.58000000 N N N N N N UDR, Inc. P3CH2EG5X6Z1XWU1OO74 UDR, Inc. 90265EAT7 48000.00000000 PA USD 36158.86000000 0.044932945445 Long DBT CORP US N 2 2032-08-01 Fixed 2.10000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36179WQA9 35645.72000000 PA USD 30876.29000000 0.038368539664 Long ABS-MBS USGA US N 2 2051-10-20 Fixed 2.50000000 N N N N N N Toyota Auto Receivables Owner Trust N/A Toyota Auto Receivables Owner Trust, Series 2020-C, Class A4 89237VAC3 56000.00000000 PA USD 53486.53000000 0.066465240733 Long ABS-O CORP US N 2 2025-10-15 Fixed 0.57000000 N N N N N N Seasoned Credit Risk Transfer Trust N/A Seasoned Credit Risk Transfer Trust, Series 2018-1, Class M60C 35563PEL9 170439.16000000 PA USD 160087.59000000 0.198933454981 Long ABS-MBS USGSE US N 2 2057-05-25 Fixed 3.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2005-73, Class PS 31394EC48 37349.80000000 PA USD 37043.13000000 0.046031786937 Long ABS-MBS USGSE US N 2 2035-08-25 Floating 5.15750040 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61744YAK4 150000.00000000 PA USD 138457.23000000 0.172054405535 Long DBT CORP US N 2 2028-07-22 Variable 3.59100000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2990, Class UZ 31395V4P1 284316.73000000 PA USD 287194.21000000 0.356882981659 Long ABS-MBS USGSE US N 2 2035-06-15 Fixed 5.75000000 N N N N N N Vendee Mortgage Trust N/A Vendee Mortgage Trust, Series 1994-1, Class 1 911760DD5 7008.09000000 PA USD 6925.93000000 0.008606533360 Long ABS-MBS USGSE US N 2 2024-02-15 Variable 4.41407160 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 31410GAH6 8378.64000000 PA USD 8428.58000000 0.010473807120 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.00000000 N N N N N N Marvell Technology, Inc. N/A Marvell Technology, Inc. 573874AJ3 52000.00000000 PA USD 41840.79000000 0.051993617455 Long DBT CORP US N 2 2031-04-15 Fixed 2.95000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 36202C4S9 7.20000000 PA USD 7.19000000 0.000008934680 Long ABS-MBS USGA US N 2 2028-08-20 Fixed 8.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36204DKT5 387.46000000 PA USD 397.24000000 0.000493631802 Long ABS-MBS USGA US N 2 2024-01-15 Fixed 6.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, Other 3140JBPU4 396236.13000000 PA USD 377051.70000000 0.468544734714 Long ABS-MBS USGSE US N 2 2059-08-01 Fixed 4.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2004-71, Class SB 38374JBS4 10387.33000000 PA USD 10188.42000000 0.012660679015 Long ABS-MBS USGA US N 2 2034-09-20 Floating 6.88551120 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, 30 Year 31296SLS3 13979.91000000 PA USD 14344.96000000 0.017825819317 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A Santander Drive Auto Receivables Trust, Series 2020-4, Class C 80286WAF3 22785.30000000 PA USD 22576.35000000 0.028054587531 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01000000 N N N N N N CHL Mortgage Pass-Through Trust N/A CHL Mortgage Pass-Through Trust, Series 2004-5, Class 1A4 12669FVR1 11126.26000000 PA USD 10958.68000000 0.013617845545 Long ABS-MBS CORP US N 2 2034-06-25 Fixed 5.50000000 N N N N N N Equinix, Inc. 549300EVUN2BTLJ3GT74 Equinix, Inc. 29444UBR6 37000.00000000 PA USD 31230.67000000 0.038808911324 Long DBT CORP US N 2 2028-05-15 Fixed 2.00000000 N N N N N N Credit Acceptance Auto Loan Trust N/A Credit Acceptance Auto Loan Trust, Series 2021-2A, Class A 22537CAA7 250000.00000000 PA USD 242586.63000000 0.301451202046 Long ABS-O CORP US Y 2 2030-02-15 Fixed 0.96000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class A 05377RDU5 100000.00000000 PA USD 92850.69000000 0.115381264463 Long ABS-O CORP US Y 2 2026-08-20 Fixed 2.33000000 N N N N N N MASTR Alternative Loan Trust N/A MASTR Alternative Loan Trust, Series 2005-6, Class 3A1 576434W59 7245.04310000 PA USD 5140.47000000 0.006387824673 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 5.50000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36202SBN7 6741.61000000 PA USD 6917.24000000 0.008595734698 Long ABS-MBS USGA US N 2 2033-02-15 Fixed 6.50000000 N N N N N N Citigroup Global Markets Mortgage Securities VII, Inc. 549300VB2N1G56GWKB41 Citigroup Global Markets Mortgage Securities VII, Inc., Series 2003-HYB1, Class A 79549AYG8 2661.38000000 PA USD 2608.41000000 0.003241350646 Long ABS-MBS CORP US N 2 2033-09-25 Variable 4.23998640 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2450, Class GZ 31392KPH3 18890.07000000 PA USD 20013.39000000 0.024869715501 Long ABS-MBS USGSE US N 2 2032-05-15 Fixed 7.00000000 N N N N N N BXP Trust N/A BXP Trust, Series 2017-GM, Class A 056083AA6 100000.00000000 PA USD 90421.45000000 0.112362560101 Long ABS-MBS CORP US Y 2 2039-06-13 Fixed 3.37900000 N N N N N N Flagship Credit Auto Trust N/A Flagship Credit Auto Trust, Series 2021-3, Class A 33846QAA9 50067.89000000 PA USD 48583.46000000 0.060372422076 Long ABS-O CORP US Y 2 2027-07-15 Fixed 0.36000000 N N N N N N Duke Energy Corp. I1BZKREC126H0VB1BL91 Duke Energy Corp. 26441CAN5 150000.00000000 PA USD 147202.52000000 0.182921773546 Long DBT CORP US N 2 2024-04-15 Fixed 3.75000000 N N N N N N HF Sinclair Corp. N/A HF Sinclair Corp. 403949AA8 12000.00000000 PA USD 11780.50000000 0.014639083306 Long DBT CORP US N 2 2023-10-01 Fixed 2.62500000 N N N N N N Duquesne Light Holdings, Inc. 4CUJ1D8WDXK9X7QI6B93 Duquesne Light Holdings, Inc. 266233AJ4 14000.00000000 PA USD 11010.95000000 0.013682799060 Long DBT CORP US Y 2 2032-01-07 Fixed 2.77500000 N N N N N N SITE Centers Corp. W2AVA6SODOQ1LCYJQR54 SITE Centers Corp. 23317HAD4 12000.00000000 PA USD 11386.21000000 0.014149117332 Long DBT CORP US N 2 2025-02-01 Fixed 3.62500000 N N N N N N MASTR Adjustable Rate Mortgages Trust N/A MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 2A1 576433UE4 18357.85000000 PA USD 17251.31000000 0.021437406242 Long ABS-MBS CORP US N 2 2034-04-21 Variable 4.06382040 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA, Series 2008-40, Class SA 38375QKS7 52986.24000000 PA USD 2626.88000000 0.003264302462 Long ABS-MBS USGA US N 2 2038-05-16 Floating 1.81000080 N N N N N N Comcast Corp. 51M0QTTNCGUN7KFCFZ59 Comcast Corp. 20030NBL4 77000.00000000 PA USD 74369.79000000 0.092415903512 Long DBT CORP US N 2 2025-02-15 Fixed 3.37500000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA I, 30 Year 36225BCA4 0.80000000 PA USD 0.80000000 0.000000994123 Long ABS-MBS USGA US N 2 2025-12-15 Fixed 9.50000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-72, Class GO 31396KJK9 17462.26000000 PA USD 15245.22000000 0.018944530844 Long ABS-MBS USGSE US N 2 2036-08-25 None 0.00000000 N N N N N N GNMA 549300M8ZYFG0OCMTT87 GNMA II, 30 Year 3617K1XV0 54350.53000000 PA USD 52894.53000000 0.065729589673 Long ABS-MBS USGA US N 2 2049-07-20 Fixed 4.50000000 N N N N N N Crown Castle, Inc. 54930012H97VSM0I2R19 Crown Castle, Inc. 22822VAT8 72000.00000000 PA USD 57604.04000000 0.071581880257 Long DBT CORP US N 2 2031-01-15 Fixed 2.25000000 N N N N N N JPMorgan Mortgage Trust N/A JPMorgan Mortgage Trust, Series 2006-A2, Class 4A1 466247K51 6334.60000000 PA USD 6227.21000000 0.007738266284 Long ABS-MBS CORP US N 2 2034-08-25 Variable 3.64898880 N N N N N N Realty Income Corp. 549300CUWDAUZSH43859 Realty Income Corp. 756109AU8 150000.00000000 PA USD 140494.27000000 0.174585741069 Long DBT CORP US N 2 2028-01-15 Fixed 3.65000000 N N N N N N Banc of America Funding Trust N/A Banc of America Funding Trust, Series 2004-1 05946XGF4 6246.56000000 PA USD 4365.22000000 0.005424457300 Long ABS-MBS CORP US N 2 2034-03-25 None 0.00000000 N N N N N N United States of America 254900HROIFWPRGM1V77 U.S. Treasury STRIPS Bonds 912833PA2 47000.00000000 PA USD 40429.71000000 0.050240133505 Long DBT UST US N 2 2026-08-15 None 0.00000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC 3128S4ZA8 11151.11000000 PA USD 11052.85000000 0.013734866255 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 3.99300120 N Y N N N N Mid-America Apartments LP 549300FXWGE3QSYCUJ38 Mid-America Apartments LP 59523UAP2 50000.00000000 PA USD 47590.46000000 0.059138466835 Long DBT CORP US N 2 2028-06-15 Fixed 4.20000000 N N N N N N FHLMC Pool S6XOOCT0IEG5ABCC6L87 FHLMC Gold Pools, Other 3132XFJB5 400000.00000000 PA USD 345317.29000000 0.429109848955 Long ABS-MBS USGSE US N 2 2028-11-01 Fixed 1.80000000 N N N N N N Nissan Auto Lease Trust N/A Nissan Auto Lease Trust, Series 2023-A, Class A3 65480VAD5 72000.00000000 PA USD 71611.74000000 0.088988602148 Long ABS-O CORP US N 2 2026-01-15 Fixed 4.91000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA ACES, Series 2018-M2, Class A2 3136B0YM2 475947.51000000 PA USD 440548.68000000 0.547449499364 Long ABS-MBS USGSE US N 2 2028-01-25 Variable 2.90545560 N N N N N N DT Auto Owner Trust N/A DT Auto Owner Trust, Series 2021-3A, Class C 23344QAC3 95000.00000000 PA USD 89685.15000000 0.111447594095 Long ABS-O CORP US Y 2 2027-05-17 Fixed 0.87000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-77, Class PC 31396KGX4 20862.61000000 PA USD 21386.74000000 0.026576314122 Long ABS-MBS USGSE US N 2 2036-08-25 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, Multi-Family Structured Pass-Through Certificates, Series K083, Class A2 3137FJXV6 297000.00000000 PA USD 289360.00000000 0.359574308873 Long ABS-MBS USGSE US N 2 2028-09-25 Variable 4.05000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 2351, Class PZ 313399HV2 7406.87000000 PA USD 7549.37000000 0.009381253456 Long ABS-MBS USGSE US N 2 2031-08-15 Fixed 6.50000000 N N N N N N FHLMC S6XOOCT0IEG5ABCC6L87 FHLMC, REMIC, Series 3137, Class XP 31396N2Q8 41990.13000000 PA USD 43848.41000000 0.054488394114 Long ABS-MBS USGSE US N 2 2036-04-15 Fixed 6.00000000 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2008-16, Class IS 31396YTG7 6289.82000000 PA USD 384.67000000 0.000478011644 Long ABS-MBS USGSE US N 2 2038-03-25 Floating 1.58299920 N N N N N N FNMA B1V7KEBTPIMZEU4LTD58 FNMA, REMIC, Series 2006-65, Class QO 31396KAA0 12104.69000000 PA USD 10183.58000000 0.012654664571 Long ABS-MBS USGSE US N 2 2036-07-25 None 0.00000000 N N N N N N 2023-03-30 JPMorgan Institutional Trust Timothy J. Clemens Timothy J. Clemens Treasurer and Principal Financial Officer