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Form NPORT-P NORTHWESTERN MUTUAL SERI For: Mar 31

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StreetInsider.com Top Tickers, 4/24/2024

1. TSLA
2. ENPH
3. TXN
4. BA
5. SPOT
6. META
7. V
8. IBM
9. KMB
10. GM


May 24, 2022 1:40 PM EDT 

  
    NPORT-P
    false
    
      
      
        
          0000742212
          XXXXXXXX
        
      
      
      
      
        S000000047
        C000000082
      
      
      
    
  
  
    
      NORTHWESTERN MUTUAL SERIES FUND INC
      811-03990
      0000742212
      549300T1UBX7MDSNZA55
      720 E WISCONSIN AVE
      MILWAUKEE
      
      53202
      414-271-1444
      Select Bond Portfolio
      S000000047
      03DZ35VFRGD62UKLL347
      2022-12-31
      2022-03-31
      N
    
    
      3886844851.40
      706718391.64
      3180126459.76
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      328416589.70000000
      0.00000000
      0.00000000
      6090000.00000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
        
        
        
        
      
      
      
      
      
    
    
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QNGR7
        
          
        
        4558712.12000000
        PA
        USD
        4672213.52000000
        0.146919110894
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13607HR61
        
          
        
        7886000.00000000
        PA
        USD
        7870338.40000000
        0.247485076445
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-07
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/Ford Credit
        N/A
        Ford Credit Auto Owner Trust 2020-REV2
        34532JAA2
        
          
        
        1575000.00000000
        PA
        USD
        1460637.52000000
        0.045930170969
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300ITVQSU1IHX4H03
        GS Mortgage Securities Trust 2013-GCJ14
        36198FAE2
        
          
        
        1372000.00000000
        PA
        USD
        1392688.80000000
        0.043793503737
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-08-10
          Fixed
          4.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FH6
        
          
        
        2070000.00000000
        PA
        USD
        1958985.38000000
        0.061600864141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-02-05
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833DW7
        
          
        
        2604000.00000000
        PA
        USD
        2268118.27000000
        0.071321637636
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-11
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAH4
        
          
        
        25638000.00000000
        PA
        USD
        23092226.59000000
        0.726141770844
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-08-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAF3
        
          
        
        1073000.00000000
        PA
        USD
        1178787.30000000
        0.037067308955
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B1FM1
        
          
        
        2971635.07000000
        PA
        USD
        2945779.47000000
        0.092630890855
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ECG3
        
          
        
        2812099.41000000
        PA
        USD
        2627772.42000000
        0.082631066822
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QBY7
        
          
        
        2567600.00000000
        PA
        USD
        2551381.09000000
        0.080228919267
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-12-15
          Fixed
          2.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunker Hill Loan Depositary Trust
        N/A
        Bunker Hill Loan Depositary Trust 2019-2
        12061RAA9
        
          
        
        1574388.92000000
        PA
        USD
        1563201.15000000
        0.049155314097
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-25
          Variable
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FY9
        
          
        
        1265000.00000000
        PA
        USD
        1222667.57000000
        0.038447136787
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-14
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JMH62
        
          
        
        200395.51000000
        PA
        USD
        206558.25000000
        0.006495284153
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CQ3
        
          
        
        1891000.00000000
        PA
        USD
        1876465.74000000
        0.059006010098
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622AACB8
        
          
        
        1555262.45000000
        PA
        USD
        1647551.55000000
        0.051807736920
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDEG7
        
          
        
        5918646.58000000
        PA
        USD
        5875051.66000000
        0.184742705497
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138XZE31
        
          
        
        130125.51000000
        PA
        USD
        139895.39000000
        0.004399051162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-07-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Vodafone Group PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857WBL3
        
          
        
        527000.00000000
        PA
        USD
        574180.32000000
        0.018055266897
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2038-05-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2021-4
        85573PAA0
        
          
        
        2742526.25000000
        PA
        USD
        2629338.08000000
        0.082680299455
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2056-08-25
          Variable
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X8NP8
        
          
        
        8190603.77000000
        PA
        USD
        8099826.65000000
        0.254701401107
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gilead Sciences Inc
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BJ1
        
          
        
        943000.00000000
        PA
        USD
        963381.88000000
        0.030293822971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-3
        92539LAA8
        
          
        
        1986025.84000000
        PA
        USD
        1884516.09000000
        0.059259155692
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-06-25
          Variable
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380UXM0
        
          
        
        1889829.07000000
        PA
        USD
        1867295.13000000
        0.058717637604
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-12-20
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-C
        83208AAD5
        
          
        
        4242000.00000000
        PA
        USD
        4230953.41000000
        0.133043558598
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Floating
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAV3
        
          
        
        3165000.00000000
        PA
        USD
        2859382.38000000
        0.089914109271
        Long
        DBT
        
        US
        N
        
        2
        
          2026-07-15
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGJ7
        
          
        
        1536000.00000000
        PA
        USD
        1427020.80000000
        0.044873083446
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        54930094LU45XF2CP718
        Navient Private Education Loan Trust 2014-A
        63939CAD9
        
          
        
        1539000.00000000
        PA
        USD
        1550897.86000000
        0.048768433570
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-10-15
          Floating
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GRAV6
        
          
        
        198266.82000000
        PA
        USD
        204398.23000000
        0.006427361697
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A3C3
        
          
        
        2642000.00000000
        PA
        USD
        2321023.47000000
        0.072985257013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-19
          Fixed
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Principal Strip
        31358DDS0
        
          
        
        11778000.00000000
        PA
        USD
        9534719.84000000
        0.299822034143
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2030-11-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCB3
        
          
        
        3476000.00000000
        PA
        USD
        3607103.63000000
        0.113426421107
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-R1
        92538BAA1
        
          
        
        1550131.34000000
        PA
        USD
        1512447.80000000
        0.047559360268
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-10-25
          Variable
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAN5
        
          
        
        2800000.00000000
        PA
        USD
        2528964.96000000
        0.079524037550
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2027-09-14
          Fixed
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DVL29
        
          
        
        7588765.43000000
        PA
        USD
        7284023.83000000
        0.229048244532
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-G
        63941UAA1
        
          
        
        2935513.61000000
        PA
        USD
        2838557.71000000
        0.089259271476
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-09-16
          Fixed
          1.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMN9
        
          
        
        2022000.00000000
        PA
        USD
        1844751.48000000
        0.058008745983
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2057-12-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAQ0
        
          
        
        3614000.00000000
        PA
        USD
        3345903.72000000
        0.105212914088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A3E9
        
          
        
        3488000.00000000
        PA
        USD
        3078082.53000000
        0.096791198996
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-04
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QCCX2
        
          
        
        2068950.64000000
        PA
        USD
        2204582.60000000
        0.069323740042
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-11-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        N/A
        Hertz Vehicle Financing III LP
        42806MAE9
        
          
        
        4174000.00000000
        PA
        USD
        3805773.06000000
        0.119673639025
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-27
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Student Loan Trust 2019-B
        63941LAB9
        
          
        
        3294665.27000000
        PA
        USD
        3294880.74000000
        0.103608481665
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-12-15
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBX8
        
          
        
        67932000.00000000
        PA
        USD
        66732575.63000000
        2.098425219072
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-04-30
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2V4
        
          
        
        10979000.00000000
        PA
        USD
        10956950.54000000
        0.344544491505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Fixed
          3.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BC6
        
          
        
        1646000.00000000
        PA
        USD
        1694356.22000000
        0.053279523359
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2033-03-28
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        Pfizer Inc
        717081EZ2
        
          
        
        3671000.00000000
        PA
        USD
        3283080.29000000
        0.103237413088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-28
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        Lundin Energy Finance BV
        55037AAA6
        
          
        
        3818000.00000000
        PA
        USD
        3555196.22000000
        0.111794177526
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-07-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        Roche Holdings Inc
        771196BV3
        
          
        
        664000.00000000
        PA
        USD
        644455.46000000
        0.020265089082
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-10
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F032666
        
          
        
        34600000.00000000
        PA
        USD
        34450932.47000000
        1.083319575681
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTRA SPACE STORAGE LP
        549300YNKSKNZFR8UC42
        Extra Space Storage LP
        30225VAH0
        
          
        
        1052000.00000000
        PA
        USD
        1054186.22000000
        0.033149191811
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D4X7
        
          
        
        27233117.48000000
        PA
        USD
        25309890.21000000
        0.795876847360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-10-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300YJIXJB9DCDOI21
        COMM 2013-CCRE10 Mortgage Trust
        12626BAD6
        
          
        
        52000.00000000
        PA
        USD
        52734.23000000
        0.001658243175
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-08-10
          Variable
          4.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-G
        63942KAA2
        
          
        
        2464288.43000000
        PA
        USD
        2338038.01000000
        0.073520284164
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2070-04-15
          Fixed
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TA6
        
          
        
        71514000.00000000
        PA
        USD
        61982524.69000000
        1.949058487902
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-08-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-5
        92538KAA1
        
          
        
        8711096.58000000
        PA
        USD
        8018596.63000000
        0.252147099540
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-09-25
          Variable
          1.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B6YA2
        
          
        
        987000.00000000
        PA
        USD
        976923.14000000
        0.030719631824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHZ5
        
          
        
        2971000.00000000
        PA
        USD
        2730854.07000000
        0.085872499240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-13
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        549300JSCKIU587G1R13
        Navient Private Education Loan Trust 2016-A
        63939NAC7
        
          
        
        754075.71000000
        PA
        USD
        769714.86000000
        0.024203907289
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2045-12-15
          Floating
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2012-C5
        61761AAZ1
        
          
        
        310787.58000000
        PA
        USD
        310751.03000000
        0.009771656376
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-08-15
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BG7
        
          
        
        1398000.00000000
        PA
        USD
        1275944.72000000
        0.040122452240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132L9XD2
        
          
        
        2275782.11000000
        PA
        USD
        2444758.02000000
        0.076876125869
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418EBJ8
        
          
        
        7416914.54000000
        PA
        USD
        6930769.98000000
        0.217940074638
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABR7
        
          
        
        2025000.00000000
        PA
        USD
        1932968.99000000
        0.060782771202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-01-08
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABT1
        
          
        
        717000.00000000
        PA
        USD
        645966.81000000
        0.020312613921
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALTIMORE GAS & ELECTRIC
        88V8C2WYSOD1SPSSLH72
        Baltimore Gas and Electric Co
        059165EN6
        
          
        
        1574000.00000000
        PA
        USD
        1432637.44000000
        0.045049700322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822CC6
        
          
        
        3037000.00000000
        PA
        USD
        2868401.25000000
        0.090197710257
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2028-01-19
          Fixed
          2.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MJ6U4
        
          
        
        6919000.00000000
        PA
        USD
        6777946.36000000
        0.213134491529
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        SoFi Professional Loan Program 2021-B Trust
        83405NAA4
        
          
        
        2854273.62000000
        PA
        USD
        2655774.59000000
        0.083511603189
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-02-15
          Fixed
          1.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAF9
        
          
        
        1569000.00000000
        PA
        USD
        1500024.81000000
        0.047168715740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAH5
        
          
        
        1044000.00000000
        PA
        USD
        951153.90000000
        0.029909310589
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENSTAR GROUP LTD
        213800AMAL5QFXVUCN04
        Enstar Group Ltd
        29359UAC3
        
          
        
        2658000.00000000
        PA
        USD
        2377292.05000000
        0.074754638851
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2031-09-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAD3
        
          
        
        3746000.00000000
        PA
        USD
        3742478.76000000
        0.117683331381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-24
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAQ6
        
          
        
        2205000.00000000
        PA
        USD
        2255923.57000000
        0.070938171753
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          5.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        549300V1P5RKG8RJI005
        SMB Private Education Loan Trust 2018-C
        78449QAB3
        
          
        
        1327445.18000000
        PA
        USD
        1334016.70000000
        0.041948542514
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-11-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DV7
        
          
        
        660000.00000000
        PA
        USD
        651083.40000000
        0.020473506580
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2034-01-31
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        5493008SQ2WS8HE83M61
        SMB Private Education Loan Trust 2016-B
        78449GAB5
        
          
        
        1031107.99000000
        PA
        USD
        1012869.65000000
        0.031849980270
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-17
          Fixed
          2.43000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DE9
        
          
        
        1157000.00000000
        PA
        USD
        1122509.83000000
        0.035297647568
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-23
          Fixed
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AF2
        
          
        
        2119000.00000000
        PA
        USD
        2241043.76000000
        0.070470271807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ELECTRIC CO
        9N0FWODEJVKHC2DYLO03
        DTE Electric Co
        23338VAL0
        
          
        
        1838000.00000000
        PA
        USD
        1619565.67000000
        0.050927712796
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDU5
        
          
        
        1707000.00000000
        PA
        USD
        1656144.54000000
        0.052077945985
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        86562MCG3
        
          
        
        6641000.00000000
        PA
        USD
        5943106.67000000
        0.186882715049
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2028-09-17
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132LQFN2
        
          
        
        96471.88000000
        PA
        USD
        99848.35000000
        0.003139760360
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FERS1
        
          
        
        1222201.40000000
        PA
        USD
        1212536.11000000
        0.038128550085
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617J2XW8
        
          
        
        194450.60000000
        PA
        USD
        205442.95000000
        0.006460213221
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WJYN2
        
          
        
        1613541.34000000
        PA
        USD
        1675839.22000000
        0.052697250917
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PECO ENERGY CO
        YH65D4JBECK76IFEJ279
        PECO Energy Co
        693304BC0
        
          
        
        1898000.00000000
        PA
        USD
        1642440.81000000
        0.051647028216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-09-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJB6
        
          
        
        812000.00000000
        PA
        USD
        749123.98000000
        0.023556421088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-29
          Fixed
          2.59000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        Duke Energy Carolinas LLC
        26442CBG8
        
          
        
        1942000.00000000
        PA
        USD
        1877034.84000000
        0.059023905613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2004-3
        64031QBC4
        
          
        
        520784.61000000
        PA
        USD
        510312.10000000
        0.016046912173
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-10-27
          Floating
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Marathon Oil Corp
        1FRVQX2CRLGC1XLP5727
        Marathon Oil Corp
        565849AM8
        
          
        
        679000.00000000
        PA
        USD
        735451.70000000
        0.023126492273
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-06-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABR5
        
          
        
        1235000.00000000
        PA
        USD
        1163740.50000000
        0.036594157959
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ELECTRIC CO
        9N0FWODEJVKHC2DYLO03
        DTE Electric Co
        23338VAR7
        
          
        
        841000.00000000
        PA
        USD
        850066.93000000
        0.026730601463
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AXQL9
        
          
        
        769437.72000000
        PA
        USD
        753807.19000000
        0.023703685986
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703TAE6
        
          
        
        539000.00000000
        PA
        USD
        565354.24000000
        0.017777728249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLSON COORS BEVERAGE
        54930073LBBH6ZCBE225
        Molson Coors Beverage Co
        60871RAH3
        
          
        
        3666000.00000000
        PA
        USD
        3556753.20000000
        0.111843137215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-07-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140LWH91
        
          
        
        1051872.38000000
        PA
        USD
        1030359.37000000
        0.032399949594
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132AEB47
        
          
        
        4627077.91000000
        PA
        USD
        4967952.98000000
        0.156218724093
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132LQFM4
        
          
        
        111043.49000000
        PA
        USD
        117127.96000000
        0.003683122714
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KYWE5
        
          
        
        2948595.15000000
        PA
        USD
        2761208.48000000
        0.086827002477
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAW9
        
          
        
        776000.00000000
        PA
        USD
        824565.09000000
        0.025928688699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-05-14
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STERIS PLC
        549300BRDKZ1HFI2J358
        STERIS Irish FinCo UnLtd Co
        85917PAB3
        
          
        
        3459000.00000000
        PA
        USD
        3217821.33000000
        0.101185326140
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2051-03-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-2
        92538FAA2
        
          
        
        2779727.42000000
        PA
        USD
        2675807.87000000
        0.084141555496
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-02-25
          Variable
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCC3
        
          
        
        31874000.00000000
        PA
        USD
        30465816.56000000
        0.958006448658
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-05-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE CORP
        GOXNEVUM0LL78B1OS344
        Westlake Corp
        960413AZ5
        
          
        
        1561000.00000000
        PA
        USD
        1283125.89000000
        0.040348266216
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136BLW22
        
          
        
        2480000.00000000
        PA
        USD
        2232970.67000000
        0.070216411147
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2031-11-25
          Variable
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBH5
        
          
        
        458000.00000000
        PA
        USD
        444835.14000000
        0.013987970152
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-06
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SW9
        
          
        
        7769000.00000000
        PA
        USD
        6917748.26000000
        0.217530602871
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CNO GLOBAL FUNDING
        6354008GTNR4833ULD48
        CNO Global Funding
        18977W2A7
        
          
        
        2934000.00000000
        PA
        USD
        2704982.17000000
        0.085058949831
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-07
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABX4
        
          
        
        1051000.00000000
        PA
        USD
        931789.49000000
        0.029300391094
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA TRUST
        N/A
        MFA 2021-NQM2 Trust
        55283WAA9
        
          
        
        1266281.78000000
        PA
        USD
        1197720.73000000
        0.037662676159
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-11-25
          Variable
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        Barclays Commercial Mortgage Trust 2019-C3
        05550MAS3
        
          
        
        363000.00000000
        PA
        USD
        360283.31000000
        0.011329213305
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-05-15
          Fixed
          3.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJT7
        
          
        
        8092000.00000000
        PA
        USD
        7441701.63000000
        0.234006468741
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38381RD22
        
          
        
        1015390.60000000
        PA
        USD
        1023169.51000000
        0.032173862358
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135CB0
        
          
        
        463000.00000000
        PA
        USD
        434521.41000000
        0.013663651917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AG0
        
          
        
        5133000.00000000
        PA
        USD
        4988449.84000000
        0.156863253808
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-15
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-VOLT
        05609VAA3
        
          
        
        6842000.00000000
        PA
        USD
        6666044.97000000
        0.209615719825
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-09-15
          Floating
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TB4
        
          
        
        10793000.00000000
        PA
        USD
        9467484.69000000
        0.297707805327
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-11-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EA4
        
          
        
        891000.00000000
        PA
        USD
        730193.80000000
        0.022961156081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-08-20
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BW8
        
          
        
        954000.00000000
        PA
        USD
        1042912.80000000
        0.032794695846
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDD0
        
          
        
        6685000.00000000
        PA
        USD
        6497506.61000000
        0.204315982154
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-10-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZR8
        
          
        
        3155000.00000000
        PA
        USD
        3150582.46000000
        0.099070980348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QANF3
        
          
        
        2526450.71000000
        PA
        USD
        2661544.65000000
        0.083693044401
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JN8
        
          
        
        2124000.00000000
        PA
        USD
        2000594.64000000
        0.062909279404
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-07-01
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AJ9
        
          
        
        612000.00000000
        PA
        USD
        639546.12000000
        0.020110713460
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2031-04-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2020-PTB
        78449DAB2
        
          
        
        10343369.72000000
        PA
        USD
        9785218.73000000
        0.307699044481
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-09-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-D
        78449MAA4
        
          
        
        6932213.21000000
        PA
        USD
        6576757.05000000
        0.206808035253
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-03-17
          Fixed
          1.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE CORP
        GOXNEVUM0LL78B1OS344
        Westlake Corp
        960413BA9
        
          
        
        992000.00000000
        PA
        USD
        806892.16000000
        0.025372958283
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-08-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA POWER & LIGHT CO
        A89MY1K3YLIGJMYWVX50
        Florida Power & Light Co
        341081GG6
        
          
        
        3767000.00000000
        PA
        USD
        3543115.17000000
        0.111414285401
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-03
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RK6
        
          
        
        7522000.00000000
        PA
        USD
        7326310.51000000
        0.230377961464
        Long
        DBT
        UST
        US
        N
        
        2
        
          2045-02-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        5493004GWEVMOU8S3L34
        COMM 2014-UBS4 Mortgage Trust
        12591QAQ5
        
          
        
        2348000.00000000
        PA
        USD
        2328949.50000000
        0.073234493328
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-08-10
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2014-GC18
        36252RAM1
        
          
        
        3116000.00000000
        PA
        USD
        3155517.42000000
        0.099226161598
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-10
          Fixed
          4.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAE1
        
          
        
        1695000.00000000
        PA
        USD
        1698242.16000000
        0.053401717871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-24
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434LAA3
        
          
        
        2453000.00000000
        PA
        USD
        2365742.50000000
        0.074391459897
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-17
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MHUN7
        
          
        
        1943000.00000000
        PA
        USD
        1856719.67000000
        0.058385089193
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAN3
        
          
        
        2310000.00000000
        PA
        USD
        2356269.79000000
        0.074093587780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        03523TBQ0
        
          
        
        965000.00000000
        PA
        USD
        918631.35000000
        0.028886629560
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2042-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133AP3C1
        
          
        
        550207.41000000
        PA
        USD
        539037.46000000
        0.016950189460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAW1
        
          
        
        2177000.00000000
        PA
        USD
        1882639.67000000
        0.059200151120
        Long
        DBT
        
        US
        N
        
        2
        
          2031-04-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAQ4
        
          
        
        2933000.00000000
        PA
        USD
        2972562.89000000
        0.093473103274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QBM47
        
          
        
        1876708.23000000
        PA
        USD
        1975246.88000000
        0.062112211731
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBT7
        
          
        
        10161000.00000000
        PA
        USD
        9475529.39000000
        0.297960773255
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-03-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQKN1
        
          
        
        584325.49000000
        PA
        USD
        610823.45000000
        0.019207520761
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAJ0
        
          
        
        18823000.00000000
        PA
        USD
        17415686.73000000
        0.547641326543
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-08-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AbbVie Inc
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YAV1
        
          
        
        766000.00000000
        PA
        USD
        799962.95000000
        0.025155067262
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-05-14
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        LYB International Finance III LLC
        50249AAH6
        
          
        
        2635000.00000000
        PA
        USD
        2358717.69000000
        0.074170562707
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FKHX7
        
          
        
        282162.06000000
        PA
        USD
        282036.55000000
        0.008868721214
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-15
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMO 2022-C1 Mortgage Trust
        N/A
        BMO 2022-C1 Mortgage Trust
        05609MCC7
        
          
        
        847000.00000000
        PA
        USD
        842169.90000000
        0.026482277062
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-15
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2013-CCRE6 Mortgage Trust
        12624XAD0
        
          
        
        4482000.00000000
        PA
        USD
        4488731.07000000
        0.141149451973
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-03-10
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY DIRECT
        549300QEX22T2J8IB029
        Morgan Stanley Direct Lending Fund
        61774AAA1
        
          
        
        1896000.00000000
        PA
        USD
        1801620.48000000
        0.056652479163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-11
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        25160PAG2
        
          
        
        5539000.00000000
        PA
        USD
        4895369.70000000
        0.153936321776
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2033-01-07
          Fixed
          3.74000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verizon Master Trust
        5493007MUBNP1GFMEB89
        Verizon Master Trust
        92348KAH6
        
          
        
        2007000.00000000
        PA
        USD
        1931119.34000000
        0.060724608421
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-07-20
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBL2
        
          
        
        2782000.00000000
        PA
        USD
        2858886.97000000
        0.089898530960
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-04-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BZ6
        
          
        
        5306000.00000000
        PA
        USD
        4877734.38000000
        0.153381774018
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-10-13
          Fixed
          1.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QAMZ0
        
          
        
        2537626.02000000
        PA
        USD
        2635632.97000000
        0.082878244099
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-02-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KYWA3
        
          
        
        1396079.10000000
        PA
        USD
        1310109.48000000
        0.041196773039
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-01-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PARAGUAY
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AL4
        
          
        
        1169000.00000000
        PA
        USD
        1128085.00000000
        0.035472960408
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2033-06-28
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132J4H85
        
          
        
        579819.46000000
        PA
        USD
        604068.40000000
        0.018995106252
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAE0
        
          
        
        370443.97000000
        PA
        USD
        334019.24000000
        0.010503331997
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2040-09-30
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        Roche Holdings Inc
        771196BX9
        
          
        
        3841000.00000000
        PA
        USD
        3534396.13000000
        0.111140112656
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-13
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAD2
        
          
        
        2403000.00000000
        PA
        USD
        2210396.67000000
        0.069506565162
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-8
        92538GAA0
        
          
        
        2549803.39000000
        PA
        USD
        2439874.23000000
        0.076722553674
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-11-25
          Variable
          1.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EE6
        
          
        
        857000.00000000
        PA
        USD
        746522.60000000
        0.023474619938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-08
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LYB INT FINANCE III
        N/A
        LYB International Finance III LLC
        50249AAJ2
        
          
        
        1564000.00000000
        PA
        USD
        1415084.22000000
        0.044497734222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-E
        63942EAA6
        
          
        
        6904187.98000000
        PA
        USD
        6498932.86000000
        0.204360830999
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-12-16
          Fixed
          0.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEMPRA ENERGY
        PBBKGKLRK5S5C0Y4T545
        Sempra Energy
        816851BP3
        
          
        
        1577000.00000000
        PA
        USD
        1584632.41000000
        0.049829226291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q9NN9
        
          
        
        3167184.18000000
        PA
        USD
        3345799.59000000
        0.105209639690
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-08-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2019-D
        63941CAB9
        
          
        
        4318987.02000000
        PA
        USD
        4264480.54000000
        0.134097828937
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-12-15
          Fixed
          3.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCA5
        
          
        
        1251000.00000000
        PA
        USD
        1285286.12000000
        0.040416195275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QEEE8
        
          
        
        5308125.60000000
        PA
        USD
        5434934.92000000
        0.170903106803
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B6YJ3
        
          
        
        584000.00000000
        PA
        USD
        580563.38000000
        0.018255984073
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS KKR CAPITAL CORP
        549300TYRSI1T21B1360
        FS KKR Capital Corp
        302635AL1
        
          
        
        228000.00000000
        PA
        USD
        210461.53000000
        0.006618023926
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        5493004IHDYOZ9K9WF47
        Hertz Vehicle Financing LLC
        42806MBA6
        
          
        
        5207000.00000000
        PA
        USD
        5213508.75000000
        0.163940296587
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-09-25
          Fixed
          3.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan Trust
        N/A
        New Residential Mortgage Loan Trust 2019-NQM4
        64828EAA3
        
          
        
        557318.67000000
        PA
        USD
        553898.57000000
        0.017417501379
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AmeriCredit Automobile Receivables Trust
        N/A
        Americredit Automobile Receivables Trust 2022-1
        03066TAC5
        
          
        
        906000.00000000
        PA
        USD
        894631.51000000
        0.028131947622
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-18
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AA5
        
          
        
        4286000.00000000
        PA
        USD
        4310899.60000000
        0.135557489758
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2025-10-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBK1
        
          
        
        4626000.00000000
        PA
        USD
        4464115.81000000
        0.140375417974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-22
          Fixed
          2.08000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617GGSL0
        
          
        
        566265.75000000
        PA
        USD
        580137.44000000
        0.018242590266
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RML3
        
          
        
        5270000.00000000
        PA
        USD
        4989033.43000000
        0.156881604965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-25
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822CB8
        
          
        
        2167000.00000000
        PA
        USD
        1949531.26000000
        0.061303576592
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2032-10-13
          Fixed
          2.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QBHQ4
        
          
        
        2230825.97000000
        PA
        USD
        2356695.73000000
        0.074106981587
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEA5
        
          
        
        17445000.00000000
        PA
        USD
        17190820.94000000
        0.540570356478
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-02-29
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORPORA
        5493003BCZ22YM5BRK17
        Owl Rock Capital Corp III
        69122JAA4
        
          
        
        3366000.00000000
        PA
        USD
        2977551.04000000
        0.093629957100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-13
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGENCY CENTERS LP
        5493008PTR2GAOYBXW28
        Regency Centers LP
        75884RAZ6
        
          
        
        2297000.00000000
        PA
        USD
        2188274.38000000
        0.068810923329
        Long
        DBT
        
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TXX8
        
          
        
        1500421.00000000
        PA
        USD
        1584727.95000000
        0.049832230574
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-05-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BF9
        
          
        
        1590000.00000000
        PA
        USD
        1513471.46000000
        0.047591549554
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACC7
        
          
        
        9924000.00000000
        PA
        USD
        9351385.20000000
        0.294057023150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK AUST
        MSFSBD3QN1GSN7Q6C537
        Commonwealth Bank of Australia
        202712BS3
        
          
        
        1455000.00000000
        PA
        USD
        1406319.96000000
        0.044222139521
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2032-03-14
          Fixed
          3.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYN8
        
          
        
        1828000.00000000
        PA
        USD
        1652627.58000000
        0.051967354157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-10-21
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBL HOLDINGS INC
        N/A
        SBL Holdings Inc
        78397DAB4
        
          
        
        3661000.00000000
        PA
        USD
        3529368.31000000
        0.110982011396
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-18
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAX9
        
          
        
        1477000.00000000
        PA
        USD
        1222603.14000000
        0.038445110767
        Long
        DBT
        
        US
        N
        
        2
        
          2041-04-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-AMERICA APARTMENTS
        549300FXWGE3QSYCUJ38
        Mid-America Apartments LP
        59523UAA5
        
          
        
        1084000.00000000
        PA
        USD
        1102168.37000000
        0.034658004451
        Long
        DBT
        
        US
        N
        
        2
        
          2023-10-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137H6SL0
        
          
        
        2702000.00000000
        PA
        USD
        2669491.56000000
        0.083942937294
        Long
        ABS-MBS
        USGSE
        US
        N
        
        3
        
          2049-07-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040WAN8
        
          
        
        886000.00000000
        PA
        USD
        817322.99000000
        0.025700958761
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACE3
        
          
        
        3654000.00000000
        PA
        USD
        3438340.92000000
        0.108119628684
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-7
        92538QAA8
        
          
        
        3456123.59000000
        PA
        USD
        3264901.46000000
        0.102665774500
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.83000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLOBAL PAYMENTS INC
        549300NOMHGVQBX6S778
        Global Payments Inc
        37940XAG7
        
          
        
        3138000.00000000
        PA
        USD
        2945249.29000000
        0.092614219191
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TRANSMISSION SY
        N/A
        American Transmission Systems Inc
        030288AC8
        
          
        
        733000.00000000
        PA
        USD
        677436.39000000
        0.021302184003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109CD1
        
          
        
        841000.00000000
        PA
        USD
        836087.06000000
        0.026291000391
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2052-03-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622AAEW0
        
          
        
        125117.95000000
        PA
        USD
        134383.31000000
        0.004225722206
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-02-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140BH2
        
          
        
        1050000.00000000
        PA
        USD
        1001099.58000000
        0.031479867001
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132LPVB2
        
          
        
        119713.58000000
        PA
        USD
        125240.68000000
        0.003938229551
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-3
        92537JAA5
        
          
        
        826425.60000000
        PA
        USD
        826632.70000000
        0.025993705296
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828ZR4
        
          
        
        10084000.00000000
        PA
        USD
        10079595.31000000
        0.316955801523
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-05-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QHP66
        
          
        
        4629938.74000000
        PA
        USD
        4593904.11000000
        0.144456648756
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FLTS3
        
          
        
        2306176.23000000
        PA
        USD
        2296706.15000000
        0.072220591824
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLEGHANY CORP
        549300DCJE6AYX159479
        Alleghany Corp
        017175AF7
        
          
        
        1596000.00000000
        PA
        USD
        1384363.66000000
        0.043531717292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QKLU0
        
          
        
        5825208.56000000
        PA
        USD
        5765862.56000000
        0.181309222540
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DVKM6
        
          
        
        4857153.41000000
        PA
        USD
        5057775.46000000
        0.159043218060
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ACD5
        
          
        
        5278000.00000000
        PA
        USD
        5020064.14000000
        0.157857374652
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138WKUZ6
        
          
        
        335626.90000000
        PA
        USD
        350831.41000000
        0.011031995564
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JERSEY CENTRAL PWR & LT
        549300W9UGH9ZPLNPF79
        Jersey Central Power & Light Co
        476556DD4
        
          
        
        1725000.00000000
        PA
        USD
        1606301.28000000
        0.050510610201
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-4
        92538HAA8
        
          
        
        2285673.59000000
        PA
        USD
        2144682.96000000
        0.067440178468
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-07-25
          Variable
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HH3
        
          
        
        528000.00000000
        PA
        USD
        477566.39000000
        0.015017213813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2044-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN & BROWN INC
        549300PC8KTJ71XKFY89
        Brown & Brown Inc
        115236AF8
        
          
        
        525000.00000000
        PA
        USD
        560526.18000000
        0.017625908500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-17
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B77
        
          
        
        4097000.00000000
        PA
        USD
        3810250.97000000
        0.119814448205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / FIN II
        N/A
        GLP Capital LP / GLP Financing II Inc
        361841AL3
        
          
        
        1067000.00000000
        PA
        USD
        1120958.19000000
        0.035248855798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          5.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2020-5
        03464WAA0
        
          
        
        443023.23000000
        PA
        USD
        435057.63000000
        0.013680513511
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTL FUNDING
        549300G6UZOB126GBY72
        GE Capital International Funding Co Unlimited Co
        36164QNA2
        
          
        
        761000.00000000
        PA
        USD
        817153.06000000
        0.025695615263
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2035-11-15
          Fixed
          4.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RER1
        
          
        
        4820000.00000000
        PA
        USD
        4465636.01000000
        0.140423221104
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-02-20
          Fixed
          1.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTARES HOLDINGS
        5493008EAIGV4283RM42
        Antares Holdings LP
        03666HAE1
        
          
        
        2689000.00000000
        PA
        USD
        2480711.51000000
        0.078006693802
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        5493004IHDYOZ9K9WF47
        Hertz Vehicle Financing LLC
        42806MBJ7
        
          
        
        5207000.00000000
        PA
        USD
        5205700.85000000
        0.163694774905
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          3.89000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2022-B34 Mortgage Trust
        08161YBG7
        
          
        
        1557000.00000000
        PA
        USD
        1611252.11000000
        0.050666290488
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-15
          Fixed
          3.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBL4
        
          
        
        2356000.00000000
        PA
        USD
        2181965.25000000
        0.068612530904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-04-15
          Fixed
          3.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        549300MNOMKDMDFI8J66
        Hertz Vehicle Financing III LLC
        42806MAJ8
        
          
        
        5782000.00000000
        PA
        USD
        5546847.22000000
        0.174422221574
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-06-25
          Fixed
          1.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXRT1
        
          
        
        12593723.44000000
        PA
        USD
        12445651.73000000
        0.391357132726
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2060-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JF5
        
          
        
        839000.00000000
        PA
        USD
        753876.00000000
        0.023705849737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434LAL9
        
          
        
        3680000.00000000
        PA
        USD
        3667377.60000000
        0.115321753597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BZ8
        
          
        
        4024000.00000000
        PA
        USD
        3738152.42000000
        0.117547288364
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-12
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANAHER CORP
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851AW2
        
          
        
        841000.00000000
        PA
        USD
        714627.98000000
        0.022471684351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-10
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        N/A
        SLM Student Loan Trust 2003-1
        78442GFM3
        
          
        
        1189534.01000000
        PA
        USD
        1158716.63000000
        0.036436180908
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-12-15
          Floating
          1.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Residential Mortgage Trust
        N/A
        STAR 2021-1 Trust
        85573GAA0
        
          
        
        1255997.61000000
        PA
        USD
        1230281.18000000
        0.038686548964
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAL3
        
          
        
        2600000.00000000
        PA
        USD
        2333571.58000000
        0.073379835975
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2032-11-22
          Fixed
          3.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2018-D
        63940UAB0
        
          
        
        2501268.44000000
        PA
        USD
        2552767.31000000
        0.080272509357
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCR0
        
          
        
        15970000.00000000
        PA
        USD
        14613173.79000000
        0.459515493327
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-07-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2022-BNK40
        06541LBG0
        
          
        
        960000.00000000
        PA
        USD
        966641.09000000
        0.030396309776
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-03-15
          Variable
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE OKLAHOMA
        F3TJNSIZRGXRH8GEIK79
        Public Service Co of Oklahoma
        744533BP4
        
          
        
        1062000.00000000
        PA
        USD
        936497.22000000
        0.029448427031
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAK5
        
          
        
        550000.00000000
        PA
        USD
        599011.33000000
        0.018836085217
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-02-15
          Fixed
          6.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D5F5
        
          
        
        9611274.75000000
        PA
        USD
        8711505.46000000
        0.273935818912
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-10-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-c
        63942JAA5
        
          
        
        4234612.43000000
        PA
        USD
        4026049.72000000
        0.126600302564
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-10-15
          Fixed
          1.06000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAQ3
        
          
        
        4444000.00000000
        PA
        USD
        4142563.48000000
        0.130264111582
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2041-08-14
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863BB5
        
          
        
        1191000.00000000
        PA
        USD
        1191549.29000000
        0.037468613436
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-03-16
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAP5
        
          
        
        2464000.00000000
        PA
        USD
        1961319.36000000
        0.061674256820
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2071-04-19
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B36J4
        
          
        
        4276178.09000000
        PA
        USD
        4376831.63000000
        0.137630741587
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2053-05-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Colombia
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DQ5
        
          
        
        1492000.00000000
        PA
        USD
        1271586.84000000
        0.039985417438
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2049-05-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNGE LTD FINANCE CORP
        549300QHC068L40NNM71
        Bunge Ltd Finance Corp
        120568BC3
        
          
        
        525000.00000000
        PA
        USD
        482967.98000000
        0.015187068379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-05-14
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        31339WNA0
        
          
        
        189054.29000000
        PA
        USD
        203491.18000000
        0.006398839246
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2032-04-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBG8
        
          
        
        836000.00000000
        PA
        USD
        752029.51000000
        0.023647786322
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-12-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        Rogers Communications Inc
        775109BZ3
        
          
        
        1049000.00000000
        PA
        USD
        1062771.95000000
        0.033419172584
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2042-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3620ACVP6
        
          
        
        69845.85000000
        PA
        USD
        75022.48000000
        0.002359103669
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2039-12-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAL7
        
          
        
        1735000.00000000
        PA
        USD
        1742718.46000000
        0.054800288040
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EWB1
        
          
        
        1575000.00000000
        PA
        USD
        1549538.12000000
        0.048725676151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-07
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132LQFK8
        
          
        
        94420.37000000
        PA
        USD
        99288.17000000
        0.003122145337
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        74977RDN1
        
          
        
        7901000.00000000
        PA
        USD
        7877817.36000000
        0.247720254514
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-04-06
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FZ6
        
          
        
        1792000.00000000
        PA
        USD
        1753404.42000000
        0.055136311155
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-02-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397C27
        
          
        
        2178000.00000000
        PA
        USD
        2214590.40000000
        0.069638438220
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-28
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617JLTL5
        
          
        
        562031.85000000
        PA
        USD
        579000.88000000
        0.018206850806
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-05-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        549300D5DIOOMKWXVZ20
        Csail 2015-C2 Commercial Mortgage Trust
        12634NAT5
        
          
        
        1424000.00000000
        PA
        USD
        1424403.70000000
        0.044790787977
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2057-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Port Authority of New York & New Jersey
        54930006MR4KZ4W74Z83
        PORT AUTH OF NEW YORK & NEW JERSEY NY
        73358WJA3
        
          
        
        3110000.00000000
        PA
        USD
        3455188.23000000
        0.108649397240
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2062-10-01
          Fixed
          4.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2C8
        
          
        
        3727000.00000000
        PA
        USD
        3490458.49000000
        0.109758480807
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-13
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Global Advisors
        549300BZ5TGIFZUZDZ37
        State Street Institutional US Government Money Market Fund
        857492706
        
          
        
        101868757.33000000
        NS
        USD
        101868757.33000000
        3.203292655779
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418ECZ1
        
          
        
        2470000.00000000
        PA
        USD
        2380938.12000000
        0.074869290580
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KNJL8
        
          
        
        9480682.30000000
        PA
        USD
        9424895.78000000
        0.296368584685
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140BV1
        
          
        
        2755000.00000000
        PA
        USD
        2432391.92000000
        0.076487270263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-08-12
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS Mortgage Trust 2018-C2
        05491UBA5
        
          
        
        729000.00000000
        PA
        USD
        756806.10000000
        0.023797987582
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          4.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDP3
        
          
        
        525000.00000000
        PA
        USD
        416417.28000000
        0.013094362292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCH2
        
          
        
        4693000.00000000
        PA
        USD
        4365589.95000000
        0.137277243695
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-06-30
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAG2
        
          
        
        2173000.00000000
        PA
        USD
        2072024.60000000
        0.065155415239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-11-22
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KYV71
        
          
        
        1389363.94000000
        PA
        USD
        1303810.17000000
        0.040998689407
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-12-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELECTRIC
        549300RUHPVD434XUK18
        Public Service Electric and Gas Co
        74456QCE4
        
          
        
        437000.00000000
        PA
        USD
        323927.21000000
        0.010185985183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2021-XL2
        05609KAA7
        
          
        
        3317301.23000000
        PA
        USD
        3246656.65000000
        0.102092061151
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-10-15
          Floating
          1.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESSEX PORTFOLIO LP
        5493003GN3O58H286O74
        Essex Portfolio LP
        29717PAY3
        
          
        
        2766000.00000000
        PA
        USD
        2493019.03000000
        0.078393707342
        Long
        DBT
        
        US
        N
        
        2
        
          2028-03-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CAL EDISON
        9R1Z5I36FERIBVKW4P77
        Southern California Edison Co
        842400GK3
        
          
        
        1181000.00000000
        PA
        USD
        1161886.34000000
        0.036535853359
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-01
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAR1
        
          
        
        1686000.00000000
        PA
        USD
        1567120.14000000
        0.049278547876
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2034-02-12
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL REALTY INVS TRST
        549300LI6XZ51GOCJ427
        Federal Realty Investment Trust
        313747AU1
        
          
        
        1461000.00000000
        PA
        USD
        1479904.76000000
        0.046536034925
        Long
        DBT
        
        US
        N
        
        2
        
          2024-01-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKE8
        
          
        
        7510000.00000000
        PA
        USD
        7181804.44000000
        0.225833926130
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-06
          Fixed
          1.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANCE AUTO PARTS
        529900UCNQ5H9FSL0Y70
        Advance Auto Parts Inc
        00751YAE6
        
          
        
        1577000.00000000
        PA
        USD
        1571571.32000000
        0.049418516523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-15
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138Y7DK5
        
          
        
        68987.45000000
        PA
        USD
        73255.84000000
        0.002303551161
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-02-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Non Gold Pool
        31288QFY1
        
          
        
        1278413.56000000
        PA
        USD
        1288772.76000000
        0.040525833683
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Floating
          2.81000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
        46641BAD5
        
          
        
        2999000.00000000
        PA
        USD
        3037381.20000000
        0.095511333855
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2046-12-15
          Fixed
          4.17000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ADY52
        
          
        
        1401964.55000000
        PA
        USD
        1332588.75000000
        0.041903640212
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHSE FIN GLBL FUND
        549300BLFX3KJ2IFOA78
        Brighthouse Financial Global Funding
        10921U2G2
        
          
        
        2108000.00000000
        PA
        USD
        2046726.64000000
        0.064359913541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-15
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEWART INFORMATION SERV
        529900TV1XI0PLKENU10
        Stewart Information Services Corp
        86038AAA0
        
          
        
        1423000.00000000
        PA
        USD
        1295094.19000000
        0.040724612885
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDI
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B69
        
          
        
        1171000.00000000
        PA
        USD
        1057735.03000000
        0.033260785172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-17
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140BW9
        
          
        
        421000.00000000
        PA
        USD
        374308.86000000
        0.011770250797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-12
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AK1
        
          
        
        2302000.00000000
        PA
        USD
        2041659.02000000
        0.064200560758
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAZ4
        
          
        
        68316000.00000000
        PA
        USD
        63160276.88000000
        1.986093247523
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-11-30
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CP5
        
          
        
        2627000.00000000
        PA
        USD
        2628037.32000000
        0.082639396679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDW8
        
          
        
        1966000.00000000
        PA
        USD
        1882445.00000000
        0.059194029665
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-01-31
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TUD5
        
          
        
        3141250.40000000
        PA
        USD
        3356281.90000000
        0.105539258971
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NewRez Warehouse Securitization Trust
        N/A
        NewRez Warehouse Securitization Trust 2021-1
        65246PAA9
        
          
        
        6429000.00000000
        PA
        USD
        6390541.08000000
        0.200952420001
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-05-25
          Floating
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZM9
        
          
        
        2760000.00000000
        PA
        USD
        2601541.50000000
        0.081806227925
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-24
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERGY ARKANSAS LLC
        549300A0I5ONUIFMLP35
        Entergy Arkansas LLC
        29366MAB4
        
          
        
        1412000.00000000
        PA
        USD
        1151276.36000000
        0.036202219457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAA8
        
          
        
        3263797.75000000
        PA
        USD
        3128655.54000000
        0.098381481981
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2027-09-30
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust 2020-INV1
        N/A
        Starwood Mortgage Residential Trust 2020-INV
        85573EAA5
        
          
        
        917447.18000000
        PA
        USD
        896370.94000000
        0.028186644504
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-11-25
          Variable
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAH3
        
          
        
        2987000.00000000
        PA
        USD
        3203604.10000000
        0.100738261214
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-02-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REXFORD INDUSTRIAL REALT
        549300028US163ELJN70
        Rexford Industrial Realty LP
        76169XAB0
        
          
        
        1170000.00000000
        PA
        USD
        1015627.33000000
        0.031936696318
        Long
        DBT
        
        US
        N
        
        2
        
          2031-09-01
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F1YE2
        
          
        
        112705.71000000
        PA
        USD
        113139.16000000
        0.003557693740
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-09-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        292480AK6
        
          
        
        1782000.00000000
        PA
        USD
        1811747.03000000
        0.056970911469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        549300E92LV3L3L4EW68
        Sofi Professional Loan Program 2016-E LLC
        78470RAA5
        
          
        
        57977.10000000
        PA
        USD
        57986.06000000
        0.001823388495
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-07-25
          Floating
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAH1
        
          
        
        2168000.00000000
        PA
        USD
        1953981.44000000
        0.061443513794
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2032-02-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654AV7
        
          
        
        2108000.00000000
        PA
        USD
        1944101.29000000
        0.061132829609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-01
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHER-DANIELS-MIDLAND C
        549300LO13MQ9HYSTR83
        Archer-Daniels-Midland Co
        039482AD6
        
          
        
        2104000.00000000
        PA
        USD
        2059045.77000000
        0.064747292161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AQ9
        
          
        
        1213000.00000000
        PA
        USD
        1037474.17000000
        0.032623676546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AVFH7
        
          
        
        1526221.71000000
        PA
        USD
        1510863.49000000
        0.047509541180
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-08-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAJ9
        
          
        
        3988000.00000000
        PA
        USD
        4435233.66000000
        0.139467210380
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VBT6
        
          
        
        1680000.00000000
        PA
        USD
        1749012.82000000
        0.054998216018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-14
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822CD4
        
          
        
        1957000.00000000
        PA
        USD
        1823527.51000000
        0.057341352083
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2033-01-19
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QKWD6
        
          
        
        4503102.00000000
        PA
        USD
        4468044.99000000
        0.140498972180
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
        
        381000.00000000
        PA
        USD
        397533.82000000
        0.012500566409
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2047-03-29
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKD3
        
          
        
        1586000.00000000
        PA
        USD
        1369175.37000000
        0.043054117102
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-02-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H26A1
        
          
        
        242028.15000000
        PA
        USD
        251721.21000000
        0.007915446545
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Triton Container Finance LLC
        N/A
        Triton Container Finance VIII LLC
        89680HAA0
        
          
        
        1484995.00000000
        PA
        USD
        1368623.37000000
        0.043036759302
        Long
        ABS-O
        CORP
        US
        
        N
        
        2
        
          2045-09-20
          Fixed
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703DBG5
        
          
        
        3143000.00000000
        PA
        USD
        2553340.80000000
        0.080290542917
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NAZ4
        
          
        
        1050000.00000000
        PA
        USD
        1023089.25000000
        0.032171338559
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIDAMERICAN ENERGY CO
        NINLOILYRTLIMK26MZ18
        MidAmerican Energy Co
        595620AW5
        
          
        
        1364000.00000000
        PA
        USD
        1165927.42000000
        0.036662926294
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-08-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QMSH8
        
          
        
        6380258.30000000
        PA
        USD
        6104092.84000000
        0.191944971913
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XDUY0
        
          
        
        1525102.91000000
        PA
        USD
        1509267.78000000
        0.047459363616
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CAMPUS CMNTYS
        RDKVCX5HITZ2GPIR7153
        American Campus Communities Operating Partnership LP
        024836AH1
        
          
        
        1585000.00000000
        PA
        USD
        1448478.50000000
        0.045547827054
        Long
        DBT
        
        US
        N
        
        2
        
          2029-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2020-3
        85573MAA7
        
          
        
        1088643.18000000
        PA
        USD
        1072671.15000000
        0.033730455803
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-04-25
          Variable
          1.49000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NSTAR ELECTRIC CO
        54930080R72Y2Z31UR68
        NSTAR Electric Co
        67021CAQ0
        
          
        
        970000.00000000
        PA
        USD
        874530.77000000
        0.027499874016
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BG6
        
          
        
        3084000.00000000
        PA
        USD
        3116961.58000000
        0.098013762013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-08-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-INV3
        92537MAA8
        
          
        
        526901.59000000
        PA
        USD
        526306.67000000
        0.016549866071
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QM6T6
        
          
        
        4507457.07000000
        PA
        USD
        4619679.45000000
        0.145267161808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJK6
        
          
        
        2372000.00000000
        PA
        USD
        2192165.33000000
        0.068933275381
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-24
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA Inc
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BR9
        
          
        
        5945000.00000000
        PA
        USD
        6185772.50000000
        0.194513412541
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXLJ9
        
          
        
        2322784.85000000
        PA
        USD
        2472512.26000000
        0.077748866005
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CA0
        
          
        
        2911000.00000000
        PA
        USD
        2454876.02000000
        0.077194289317
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        Realty Income Corp
        756109BJ2
        
          
        
        1132000.00000000
        PA
        USD
        1044260.55000000
        0.032837076236
        Long
        DBT
        
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        Astrazeneca Finance LLC
        04636NAE3
        
          
        
        3725000.00000000
        PA
        USD
        3432307.72000000
        0.107929912958
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-28
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A3J8
        
          
        
        4302000.00000000
        PA
        USD
        4235153.98000000
        0.133175646742
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-08
          Fixed
          2.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617G1E38
        
          
        
        1473393.38000000
        PA
        USD
        1490708.54000000
        0.046875762925
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-01-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QMT61
        
          
        
        3081246.26000000
        PA
        USD
        2948901.83000000
        0.092729074372
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2022-A
        448977AE8
        
          
        
        1194000.00000000
        PA
        USD
        1167871.58000000
        0.036724060969
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-17
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38381Y5P5
        
          
        
        1508700.81000000
        PA
        USD
        1515433.84000000
        0.047653257163
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-09-20
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINANCIAL INC
        5PRBRS5FEH7NREC8OR45
        PRUDENTIAL FINANCIAL INC
        744320BJ0
        
          
        
        1063000.00000000
        PA
        USD
        1074586.70000000
        0.033790690829
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          5.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DB8
        
          
        
        2264000.00000000
        PA
        USD
        2180896.08000000
        0.068578910543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELEC & POWER CO
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co
        927804GF5
        
          
        
        1574000.00000000
        PA
        USD
        1382354.43000000
        0.043468536471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN CO GAS CAPITAL
        E8CD46SWUD2TSN8PA636
        Southern Co Gas Capital Corp
        8426EPAD0
        
          
        
        1660000.00000000
        PA
        USD
        1419201.71000000
        0.044627209891
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-01-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JPMBB Commercial Mortgage Securities Trust 2014-C23
        46643ABD4
        
          
        
        907853.72000000
        PA
        USD
        909649.91000000
        0.028604205572
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-09-15
          Fixed
          3.67000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661EF0
        
          
        
        737000.00000000
        PA
        USD
        766913.09000000
        0.024115804817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-04-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXELON CORP
        3SOUA6IRML7435B56G12
        Exelon Corp
        30161NBF7
        
          
        
        735000.00000000
        PA
        USD
        746518.20000000
        0.023474481579
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CD4
        
          
        
        817000.00000000
        PA
        USD
        735192.38000000
        0.023118337880
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2020-4
        80286WAD8
        
          
        
        230457.86000000
        PA
        USD
        230386.44000000
        0.007244568507
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          0.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        Sumitomo Mitsui Financial Group Inc
        86562MCH1
        
          
        
        4264000.00000000
        PA
        USD
        3889928.19000000
        0.122319921525
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2026-09-17
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617JLSR3
        
          
        
        439723.93000000
        PA
        USD
        458269.35000000
        0.014410412786
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        E0KSF7PFQ210NWI8Z391
        John Deere Capital Corp
        24422EWD7
        
          
        
        2625000.00000000
        PA
        USD
        2552446.00000000
        0.080262405671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-08
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2019-C
        63940YAB2
        
          
        
        1907900.86000000
        PA
        USD
        1896200.28000000
        0.059626568439
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-02-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAE1
        
          
        
        528000.00000000
        PA
        USD
        535289.34000000
        0.016832328738
        Long
        DBT
        
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AQQT0
        
          
        
        5059450.35000000
        PA
        USD
        4886409.56000000
        0.153654567572
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-08-25
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC Holdings Corp
        549300HTO5U9D3SLE207
        ITC Holdings Corp
        465685AM7
        
          
        
        2135000.00000000
        PA
        USD
        2141301.64000000
        0.067333851879
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38378GPE2
        
          
        
        503843.32000000
        PA
        USD
        525052.81000000
        0.016510438079
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2041-11-16
          Variable
          4.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DMW43
        
          
        
        1152705.52000000
        PA
        USD
        1101726.54000000
        0.034644110979
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        549300BCCWSDWINK2593
        COMM 2013-CCRE11 Mortgage Trust
        12626LAE2
        
          
        
        6080000.00000000
        PA
        USD
        6185935.49000000
        0.194518537808
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-08-10
          Fixed
          4.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EJ5
        
          
        
        3165000.00000000
        PA
        USD
        2838490.28000000
        0.089257151120
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-05
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAD2
        
          
        
        576000.00000000
        PA
        USD
        547816.32000000
        0.017226243262
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2048-02-10
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDS2
        
          
        
        2205000.00000000
        PA
        USD
        1981887.63000000
        0.062321032043
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJQ3
        
          
        
        10653000.00000000
        PA
        USD
        9930430.45000000
        0.312265269185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-11
          Fixed
          1.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUN COMMUNITIES OPER LP
        549300PUNBPJCGT6X741
        Sun Communities Operating LP
        866677AF4
        
          
        
        1057000.00000000
        PA
        USD
        957614.93000000
        0.030112479554
        Long
        DBT
        
        US
        N
        
        2
        
          2028-11-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae I Pool
        3622A23F7
        
          
        
        233839.36000000
        PA
        USD
        251047.09000000
        0.007894248646
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-08-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSUMERS ENERGY CO
        7NKTFWJ1G6MELP9TU740
        Consumers Energy Co
        210518DJ2
        
          
        
        895000.00000000
        PA
        USD
        680731.52000000
        0.021405800323
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-05-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Starwood Mortgage Residential Trust
        N/A
        Starwood Mortgage Residential Trust 2020-1
        85573AAA3
        
          
        
        584959.40000000
        PA
        USD
        580580.69000000
        0.018256528391
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-02-25
          Variable
          2.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHC6
        
          
        
        4200000.00000000
        PA
        USD
        4210604.45000000
        0.132403679642
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MJ6X8
        
          
        
        13693000.00000000
        PA
        USD
        13430476.71000000
        0.422325240204
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QMT79
        
          
        
        9398189.86000000
        PA
        USD
        8992791.52000000
        0.282780940751
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828XB1
        
          
        
        25935000.00000000
        PA
        USD
        25618917.19000000
        0.805594290484
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-05-15
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QGJT5
        
          
        
        7953249.47000000
        PA
        USD
        7891374.30000000
        0.248146556429
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-12-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGREE LP
        549300DXY3G299V1BO77
        Agree LP
        008513AC7
        
          
        
        523000.00000000
        PA
        USD
        460616.06000000
        0.014484205764
        Long
        DBT
        
        US
        N
        
        2
        
          2033-06-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654AU9
        
          
        
        1585000.00000000
        PA
        USD
        1461704.83000000
        0.045963732841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BY1
        
          
        
        3245000.00000000
        PA
        USD
        3017805.48000000
        0.094895769655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-12
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAM3
        
          
        
        49515000.00000000
        PA
        USD
        45739481.25000000
        1.438291270135
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-09-30
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAQ2
        
          
        
        2344000.00000000
        PA
        USD
        2377865.15000000
        0.074772660146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-24
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BU9
        
          
        
        1039000.00000000
        PA
        USD
        858069.48000000
        0.026982243972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-06-03
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QAH45
        
          
        
        4994083.93000000
        PA
        USD
        5275980.54000000
        0.165904740165
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-01-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780DJ2
        
          
        
        1647000.00000000
        PA
        USD
        1691230.05000000
        0.053181220036
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2032-03-31
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076BZ4
        
          
        
        2049000.00000000
        PA
        USD
        1873252.19000000
        0.058904959085
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-12-15
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179UH62
        
          
        
        1018084.34000000
        PA
        USD
        1068863.14000000
        0.033610711823
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-12-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133ARQM0
        
          
        
        1297115.38000000
        PA
        USD
        1270640.13000000
        0.039955647867
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F022642
        
          
        
        17600000.00000000
        PA
        USD
        16791500.00000000
        0.528013593562
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BZ6
        
          
        
        1396000.00000000
        PA
        USD
        1160259.32000000
        0.036484691243
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QHEW1
        
          
        
        5813131.81000000
        PA
        USD
        5754351.86000000
        0.180947265236
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEB3
        
          
        
        4307000.00000000
        PA
        USD
        4157600.94000000
        0.130736968878
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-02-28
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137B26P0
        
          
        
        1058988.16000000
        PA
        USD
        1008370.33000000
        0.031708497846
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-05-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B5GG4
        
          
        
        1198487.07000000
        PA
        USD
        1168464.61000000
        0.036742708970
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-07-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage Securities LLC
        N/A
        BBCMS Mortgage Trust 2022-C15
        05552FBA4
        
          
        
        1351000.00000000
        PA
        USD
        1383479.12000000
        0.043503902675
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-15
          Variable
          3.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179UKZ4
        
          
        
        288320.43000000
        PA
        USD
        301820.06000000
        0.009490819431
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-01-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBD5
        
          
        
        2608000.00000000
        PA
        USD
        2500542.34000000
        0.078630280010
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-02
          Fixed
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2005-3
        64031QCD1
        
          
        
        5766889.01000000
        PA
        USD
        5746601.67000000
        0.180703558261
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2035-12-24
          Floating
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JPMBB Commercial Mortgage Securities Trust 2013-C12
        46639NAQ4
        
          
        
        1997000.00000000
        PA
        USD
        2011870.46000000
        0.063263850839
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-07-15
          Fixed
          3.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AX4
        
          
        
        2911000.00000000
        PA
        USD
        2627572.23000000
        0.082624771789
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2030-03-31
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XCW38
        
          
        
        3468016.56000000
        PA
        USD
        3320146.75000000
        0.104402978686
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-09-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3132LNP99
        
          
        
        60666.71000000
        PA
        USD
        63359.91000000
        0.001992370768
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2035-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CF4
        
          
        
        1610000.00000000
        PA
        USD
        1577727.24000000
        0.049612091215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J7PZ2
        
          
        
        667147.78000000
        PA
        USD
        690906.02000000
        0.021725740430
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHD4
        
          
        
        5833000.00000000
        PA
        USD
        5774053.10000000
        0.181566776449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-20
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Mortgage Loan Trust Inc
        549300R1KUK063S4I339
        Citigroup Mortgage Loan Trust Inc
        17307GQA9
        
          
        
        87188.97000000
        PA
        USD
        88663.40000000
        0.002788046359
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-04-25
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X54C4
        
          
        
        1405763.50000000
        PA
        USD
        1458437.54000000
        0.045860991959
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DW9
        
          
        
        2334000.00000000
        PA
        USD
        2005722.90000000
        0.063070539029
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2072-01-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622AACC6
        
          
        
        1918852.24000000
        PA
        USD
        2036564.81000000
        0.064040371845
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-02-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAF5
        
          
        
        1154000.00000000
        PA
        USD
        1017622.75000000
        0.031999442879
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2041-05-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAC5
        
          
        
        2172000.00000000
        PA
        USD
        2149864.74000000
        0.067603121045
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-24
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAS2
        
          
        
        2625000.00000000
        PA
        USD
        2711830.30000000
        0.085274291268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-03-15
          Fixed
          5.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BJVY8
        
          
        
        4192950.38000000
        PA
        USD
        3966238.39000000
        0.124719517924
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-11-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hertz Vehicle Financing LLC
        5493004IHDYOZ9K9WF47
        Hertz Vehicle Financing LLC
        42806MAN9
        
          
        
        5129000.00000000
        PA
        USD
        4795744.25000000
        0.150803570571
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-06-26
          Fixed
          2.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742AE5
        
          
        
        1078000.00000000
        PA
        USD
        1272713.58000000
        0.040020848104
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2035-10-01
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4E69
        
          
        
        4638103.95000000
        PA
        USD
        5059812.98000000
        0.159107288468
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        Westpac Banking Corp
        961214EW9
        
          
        
        2667000.00000000
        PA
        USD
        2456472.99000000
        0.077244506502
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2028-11-20
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Auto Owner Trust/Ford Credit
        N/A
        Ford Credit Auto Owner Trust 2019-REV1
        34532PAA8
        
          
        
        1158000.00000000
        PA
        USD
        1170933.59000000
        0.036820346763
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAS2
        
          
        
        4187000.00000000
        PA
        USD
        4174744.82000000
        0.131276063163
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-03-18
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONCOR ELECTRIC DELIVERY
        549300SP2X2BS1KERD24
        Oncor Electric Delivery Co LLC
        68233JCB8
        
          
        
        1011000.00000000
        PA
        USD
        865055.15000000
        0.027201910394
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-11-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        292480AL4
        
          
        
        3871000.00000000
        PA
        USD
        4008996.54000000
        0.126064060367
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBR6
        
          
        
        3240000.00000000
        PA
        USD
        3039597.54000000
        0.095581027310
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          2.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F020646
        
          
        
        400000.00000000
        PA
        USD
        371296.88000000
        0.011675538212
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGC2
        
          
        
        1547000.00000000
        PA
        USD
        1432948.55000000
        0.045059483266
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-03-22
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL SERVICES
        549300MALMDAGL2ZJJ27
        Hyundai Capital Services Inc
        44920UAS7
        
          
        
        1659000.00000000
        PA
        USD
        1590274.47000000
        0.050006642506
        Long
        DBT
        CORP
        KR
        N
        
        2
        
          2025-04-24
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828YH7
        
          
        
        1248000.00000000
        PA
        USD
        1218603.75000000
        0.038319348787
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-09-30
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SY5
        
          
        
        17861000.00000000
        PA
        USD
        16861202.66000000
        0.530205413946
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-05-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BE2
        
          
        
        3758000.00000000
        PA
        USD
        3892125.91000000
        0.122389029469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133D4KR3
        
          
        
        1851737.04000000
        PA
        USD
        1737712.09000000
        0.054642861282
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556CL4
        
          
        
        1784000.00000000
        PA
        USD
        1601497.16000000
        0.050359543252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CBN4
        
          
        
        631000.00000000
        PA
        USD
        575761.98000000
        0.018105002655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORTHERN STATES PWR-MINN
        3S1GHB0TEH85KX44SB51
        Northern States Power Co/MN
        665772CU1
        
          
        
        1062000.00000000
        PA
        USD
        999238.25000000
        0.031421336938
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B9NH3
        
          
        
        6758000.00000000
        PA
        USD
        6620233.44000000
        0.208175162961
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        Bank of Montreal
        06368FAJ8
        
          
        
        841000.00000000
        PA
        USD
        813315.15000000
        0.025574931069
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-03-08
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        9128286F2
        
          
        
        7621000.00000000
        PA
        USD
        7610282.97000000
        0.239307557931
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-02-28
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-R3
        92538EAA5
        
          
        
        1514130.60000000
        PA
        USD
        1481970.47000000
        0.046600991776
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2064-04-25
          Variable
          1.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEK7
        
          
        
        1050000.00000000
        PA
        USD
        1000988.76000000
        0.031476382234
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-21
          Fixed
          2.48000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CC4
        
          
        
        437000.00000000
        PA
        USD
        420890.82000000
        0.013235034056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RJZ6
        
          
        
        1127000.00000000
        PA
        USD
        1037651.44000000
        0.032629250853
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCG4
        
          
        
        28465000.00000000
        PA
        USD
        27148493.75000000
        0.853692269585
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-06-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        Duke Energy Carolinas LLC
        26442CBH6
        
          
        
        1627000.00000000
        PA
        USD
        1607242.27000000
        0.050540199905
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        McDonald's Corp
        58013MFK5
        
          
        
        736000.00000000
        PA
        USD
        704698.26000000
        0.022159441422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JPMBB Commercial Mortgage Securities Trust 2015-C28
        46644FAC5
        
          
        
        5537242.23000000
        PA
        USD
        5454595.01000000
        0.171521324042
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-15
          Fixed
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        B1V7KEBTPIMZEU4LTD58
        Uniform Mortgage-Backed Security, TBA
        01F032641
        
          
        
        1600000.00000000
        PA
        USD
        1602750.00000000
        0.050398939170
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTRA SPACE STORAGE LP
        549300YNKSKNZFR8UC42
        Extra Space Storage LP
        30225VAG2
        
          
        
        949000.00000000
        PA
        USD
        832850.31000000
        0.026189219848
        Long
        DBT
        
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FLNA2
        
          
        
        112961.57000000
        PA
        USD
        117408.77000000
        0.003691952866
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ATLW2
        
          
        
        4965681.41000000
        PA
        USD
        4807090.46000000
        0.151160355439
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELECTRIC
        549300RUHPVD434XUK18
        Public Service Electric and Gas Co
        74456QCH7
        
          
        
        2108000.00000000
        PA
        USD
        1872977.01000000
        0.058896305970
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKK4
        
          
        
        4391000.00000000
        PA
        USD
        4114335.30000000
        0.129376468265
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-02-04
          Fixed
          2.97000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBV2
        
          
        
        23567000.00000000
        PA
        USD
        22637208.32000000
        0.711833589212
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-04-15
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        455780DK9
        
          
        
        1360000.00000000
        PA
        USD
        1422587.49000000
        0.044733676726
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2052-03-31
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI CAPITAL AMERICA
        549300RIPPWJB5Z0FK07
        Hyundai Capital America
        44891ABS5
        
          
        
        2224000.00000000
        PA
        USD
        2037256.41000000
        0.064062119408
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-08
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXNS7
        
          
        
        1899198.49000000
        PA
        USD
        2014885.07000000
        0.063358646126
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2059-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae Strip
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Interest Strip
        31395QDZ0
        
          
        
        2842609.98000000
        PA
        USD
        2930787.88000000
        0.092159475954
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-10-25
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DC6
        
          
        
        2275000.00000000
        PA
        USD
        2214360.94000000
        0.069631222783
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST
        83405YAA0
        
          
        
        1290011.06000000
        PA
        USD
        1204282.21000000
        0.037869003803
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-08-17
          Fixed
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        74977RDP6
        
          
        
        3746000.00000000
        PA
        USD
        3734976.65000000
        0.117447425354
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2033-04-06
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132CWQQ0
        
          
        
        8329361.40000000
        PA
        USD
        8264766.54000000
        0.259887983845
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140GNG80
        
          
        
        261920.88000000
        PA
        USD
        273484.16000000
        0.008599788827
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-04-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ENERGY CO
        549300IX8SD6XXD71I78
        DTE Energy Co
        233331BG1
        
          
        
        1105000.00000000
        PA
        USD
        1033714.15000000
        0.032505441625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans
        N/A
        College Avenue Student Loans LLC
        194204AA1
        
          
        
        964553.32000000
        PA
        USD
        974330.42000000
        0.030638102991
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-11-26
          Floating
          2.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        AerCap Ireland Capital DAC / AerCap Global Aviation Trust
        00774MAT2
        
          
        
        6494000.00000000
        PA
        USD
        6216309.42000000
        0.195473654858
        Long
        DBT
        CORP
        IE
        N
        
        2
        
          2023-10-29
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MJ6T7
        
          
        
        7888000.00000000
        PA
        USD
        7748936.37000000
        0.243667554358
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAT8
        
          
        
        1264000.00000000
        PA
        USD
        1122276.96000000
        0.035290324903
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QADS6
        
          
        
        1462230.34000000
        PA
        USD
        1562037.15000000
        0.049118711779
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Multi-Asset Execution Trust
        R42WS16M9R97TJJKGU15
        Capital One Multi-Asset Execution Trust
        14041NFZ9
        
          
        
        10433000.00000000
        PA
        USD
        10431170.05000000
        0.328011171316
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BX1
        
          
        
        3272000.00000000
        PA
        USD
        2929450.59000000
        0.092117424481
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2032-07-20
          Fixed
          2.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EK2
        
          
        
        1048000.00000000
        PA
        USD
        911023.31000000
        0.028647392533
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-08-05
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31419MCB5
        
          
        
        95778.38000000
        PA
        USD
        102321.11000000
        0.003217517016
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179T4R3
        
          
        
        985724.30000000
        PA
        USD
        1036994.55000000
        0.032608594756
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-07-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        SoFi Professional Loan Program 2017-A LLC
        83404FAA2
        
          
        
        105002.61000000
        PA
        USD
        104980.85000000
        0.003301153313
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-03-26
          Floating
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI INTERNATIONAL CONT
        335800J4SLERP6S94P28
        Adani International Container Terminal Pvt Ltd
        00654UAA0
        
          
        
        885120.00000000
        PA
        USD
        790846.11000000
        0.024868385581
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2031-02-16
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CORE INCOME COR
        5493003I42XBWPE05N35
        OWL Rock Core Income Corp
        69120VAE1
        
          
        
        2395000.00000000
        PA
        USD
        2303463.20000000
        0.072433069223
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-08
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BATZ7
        
          
        
        5274663.30000000
        PA
        USD
        5046573.67000000
        0.158690974521
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q9U92
        
          
        
        902712.59000000
        PA
        USD
        933940.73000000
        0.029368037460
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2033-09-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-B
        63942LAA0
        
          
        
        1100036.98000000
        PA
        USD
        1038515.32000000
        0.032656415810
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-07-15
          Fixed
          0.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023DG7
        
          
        
        4000000.00000000
        PA
        USD
        3781665.88000000
        0.118915581749
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-04
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CN0
        
          
        
        2101000.00000000
        PA
        USD
        2093106.10000000
        0.065818329128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXSB9
        
          
        
        1409181.01000000
        PA
        USD
        1403516.07000000
        0.044133970386
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2055-02-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAJ2
        
          
        
        1050000.00000000
        PA
        USD
        1055207.64000000
        0.033181310660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13607HR53
        
          
        
        3680000.00000000
        PA
        USD
        3662569.75000000
        0.115170569357
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2032-04-07
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA PLC
        PY6ZZQWO2IZFZC3IOL08
        AstraZeneca PLC
        046353AX6
        
          
        
        528000.00000000
        PA
        USD
        405636.66000000
        0.012755362566
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2050-08-06
          Fixed
          2.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISSISSIPPI POWE
        LNZ0J6YZ5SC6ILIRU850
        Mississippi Power Co
        605417CD4
        
          
        
        1887000.00000000
        PA
        USD
        1603397.73000000
        0.050419307228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-30
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CED9
        
          
        
        19017000.00000000
        PA
        USD
        18614374.36000000
        0.585334407154
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XEAS3
        
          
        
        1522233.25000000
        PA
        USD
        1574010.80000000
        0.049495226680
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-06-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESSEX PORTFOLIO LP
        5493003GN3O58H286O74
        Essex Portfolio LP
        29717PAZ0
        
          
        
        1089000.00000000
        PA
        USD
        992338.00000000
        0.031204356573
        Long
        DBT
        
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Capital One Multi-Asset Execution Trust
        R42WS16M9R97TJJKGU15
        Capital One Multi-Asset Execution Trust
        14041NFX4
        
          
        
        3405000.00000000
        PA
        USD
        3112207.80000000
        0.097864278021
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          1.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040WAQ1
        
          
        
        2103000.00000000
        PA
        USD
        2060694.66000000
        0.064799141986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179WXK9
        
          
        
        22618783.26000000
        PA
        USD
        22391048.30000000
        0.704093015901
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-02-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STARBUCKS CORP
        OQSJ1DU9TAOC51A47K68
        Starbucks Corp
        855244AY5
        
          
        
        1342000.00000000
        PA
        USD
        1342241.88000000
        0.042207185688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-05-07
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AJ4
        
          
        
        3668000.00000000
        PA
        USD
        3367410.55000000
        0.105889202602
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F030652
        
          
        
        48400000.00000000
        PA
        USD
        47230526.29000000
        1.485177614401
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Toyota Auto Loan Extended Note Trust
        54930055QDKD6LCRW256
        Toyota Auto Loan Extended Note Trust 2021-1
        89237MAA7
        
          
        
        1735000.00000000
        PA
        USD
        1611317.06000000
        0.050668332859
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-02-27
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A3D1
        
          
        
        4754000.00000000
        PA
        USD
        4316739.96000000
        0.135741141574
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-02
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADANI PORTS AND SPECIAL
        335800QOAXP5TM7OYP69
        Adani Ports & Special Economic Zone Ltd
        00652MAG7
        
          
        
        1187000.00000000
        PA
        USD
        1156334.95000000
        0.036361288289
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-08-04
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Avis Budget Rental Car Funding AESOP LLC
        IHXLB8SL0QWSSG2VG640
        Avis Budget Rental Car Funding AESOP LLC
        05377RDQ4
        
          
        
        2229000.00000000
        PA
        USD
        2167220.59000000
        0.068148880788
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-03-20
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EREY2
        
          
        
        3108768.14000000
        PA
        USD
        3196168.95000000
        0.100504460764
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Floating
          2.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAT8
        
          
        
        34529000.00000000
        PA
        USD
        31835468.33000000
        1.001075546297
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-10-31
          Fixed
          0.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QNPH9
        
          
        
        11605838.52000000
        PA
        USD
        11824328.06000000
        0.371819429498
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America Corp
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GFX2
        
          
        
        539000.00000000
        PA
        USD
        545680.49000000
        0.017159081467
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-19
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-AMERICA APARTMENTS
        549300FXWGE3QSYCUJ38
        Mid-America Apartments LP
        59523UAQ0
        
          
        
        1062000.00000000
        PA
        USD
        1093563.02000000
        0.034387406722
        Long
        DBT
        
        US
        N
        
        2
        
          2029-03-15
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUS 2021-EQAZ Mortgage Trust
        N/A
        EQUS 2021-EQAZ Mortgage Trust
        29478JAA8
        
          
        
        2684000.00000000
        PA
        USD
        2628447.91000000
        0.082652307801
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-10-15
          Floating
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617JNHB6
        
          
        
        1503504.81000000
        PA
        USD
        1546132.43000000
        0.048618583240
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        Aker BP ASA
        00973RAJ2
        
          
        
        341000.00000000
        PA
        USD
        339714.81000000
        0.010682430849
        Long
        DBT
        CORP
        NO
        N
        
        2
        
          2031-01-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Board of Regents of the University of Texas System
        TEHUYFNKZR6XVWLGEU86
        UNIV OF TEXAS TX UNIV REVENUES
        91514AKD6
        
          
        
        925000.00000000
        PA
        USD
        753285.59000000
        0.023687284123
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-08-15
          Fixed
          2.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140JAWQ7
        
          
        
        1038966.83000000
        PA
        USD
        1069109.50000000
        0.033618458684
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-06-01
          Floating
          2.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2021-C
        44935FAE4
        
          
        
        1869000.00000000
        PA
        USD
        1753519.54000000
        0.055139931137
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivables Trust
        N/A
        Santander Drive Auto Receivables Trust 2022-2
        80286MAC2
        
          
        
        6587000.00000000
        PA
        USD
        6571867.68000000
        0.206654287593
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-E
        63941TAA4
        
          
        
        150644.28000000
        PA
        USD
        144677.02000000
        0.004549410906
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          1.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3132DM5S0
        
          
        
        7346809.94000000
        PA
        USD
        7019102.76000000
        0.220717724556
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BW3
        
          
        
        6334000.00000000
        PA
        USD
        6003770.20000000
        0.188790297366
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2025-07-19
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-B
        78449YAA8
        
          
        
        4488555.88000000
        PA
        USD
        4266821.67000000
        0.134171446450
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-17
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        Capital One Financial Corp
        14040HCM5
        
          
        
        1049000.00000000
        PA
        USD
        1026447.32000000
        0.032276934046
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-03
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3129882U1
        
          
        
        125660.87000000
        PA
        USD
        133199.51000000
        0.004188497271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-H
        63935BAA1
        
          
        
        1617110.77000000
        PA
        USD
        1565873.59000000
        0.049239349749
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-01-15
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Paraguay
        529900UXKJTJPCU0HK83
        Paraguay Government International Bond
        699149AH3
        
          
        
        1869000.00000000
        PA
        USD
        1892362.50000000
        0.059505888333
        Long
        DBT
        NUSS
        PY
        N
        
        2
        
          2050-03-30
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEC1
        
          
        
        6422000.00000000
        PA
        USD
        6249910.44000000
        0.196530248689
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-02-28
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE CAPITAL CORP
        5493004EA6C9IHDZ7N66
        STORE Capital Corp
        862121AD2
        
          
        
        733000.00000000
        PA
        USD
        649654.89000000
        0.020428586668
        Long
        DBT
        
        US
        N
        
        2
        
          2031-12-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BT9
        
          
        
        1695000.00000000
        PA
        USD
        1387059.11000000
        0.043616476500
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GKM0
        
          
        
        11578000.00000000
        PA
        USD
        11562412.77000000
        0.363583427146
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-02
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CE2
        
          
        
        2587000.00000000
        PA
        USD
        2138758.84000000
        0.067253892795
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QNPQ9
        
          
        
        5393556.88000000
        PA
        USD
        5527843.34000000
        0.173824639049
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROWN & BROWN INC
        549300PC8KTJ71XKFY89
        Brown & Brown Inc
        115236AE1
        
          
        
        2101000.00000000
        PA
        USD
        2134742.92000000
        0.067127611024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-17
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBH3
        
          
        
        28542000.00000000
        PA
        USD
        26297662.34000000
        0.826937628825
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-01-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDH1
        
          
        
        8845000.00000000
        PA
        USD
        8454230.64000000
        0.265845737488
        Long
        DBT
        UST
        US
        N
        
        2
        
          2024-11-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEB7
        
          
        
        10486000.00000000
        PA
        USD
        10066217.32000000
        0.316535126743
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-22
          Fixed
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SZ2
        
          
        
        25688000.00000000
        PA
        USD
        23175392.50000000
        0.728756947035
        Long
        DBT
        UST
        US
        N
        
        2
        
          2051-08-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DICK'S SPORTING GOODS
        529900SSBV5I4LWSK313
        Dick's Sporting Goods Inc
        253393AG7
        
          
        
        3359000.00000000
        PA
        USD
        2866726.16000000
        0.090145036566
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGREE LP
        549300DXY3G299V1BO77
        Agree LP
        008513AB9
        
          
        
        2302000.00000000
        PA
        USD
        2085316.88000000
        0.065573394844
        Long
        DBT
        
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QA2T6
        
          
        
        1249124.28000000
        PA
        USD
        1300719.68000000
        0.040901508051
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-05-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDZ2
        
          
        
        1876000.00000000
        PA
        USD
        1662846.91000000
        0.052288703956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNGE LTD FINANCE CORP
        549300QHC068L40NNM71
        Bunge Ltd Finance Corp
        120568BB5
        
          
        
        1838000.00000000
        PA
        USD
        1740968.01000000
        0.054745244631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-17
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137BGBR9
        
          
        
        1788439.44000000
        PA
        USD
        1726453.92000000
        0.054288844857
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-07-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        HP Inc
        40434LAK1
        
          
        
        3680000.00000000
        PA
        USD
        3666265.95000000
        0.115286797440
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AT3
        
          
        
        1858000.00000000
        PA
        USD
        1903829.30000000
        0.059866465189
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2023-11-26
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        Duke Energy Corp
        26441CBL8
        
          
        
        3352000.00000000
        PA
        USD
        3064722.34000000
        0.096371083942
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBK6
        
          
        
        5019000.00000000
        PA
        USD
        4684341.26000000
        0.147300471200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE CAPITAL CORP
        5493004EA6C9IHDZ7N66
        STORE Capital Corp
        862121AC4
        
          
        
        1871000.00000000
        PA
        USD
        1693027.24000000
        0.053237733197
        Long
        DBT
        
        US
        N
        
        2
        
          2030-11-18
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAU5
        
          
        
        9266000.00000000
        PA
        USD
        8318406.77000000
        0.261574716454
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-10-31
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOW CHEMICAL CO/THE
        ZQUIP1CSZO8LXRBSOU78
        Dow Chemical Co/The
        260543DD2
        
          
        
        1065000.00000000
        PA
        USD
        990875.44000000
        0.031158365949
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        Lundin Energy Finance BV
        55037AAB4
        
          
        
        4889000.00000000
        PA
        USD
        4527613.38000000
        0.142372117501
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2031-07-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEE8
        
          
        
        550000.00000000
        PA
        USD
        512350.76000000
        0.016111018429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-05-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AZ9
        
          
        
        835000.00000000
        PA
        USD
        730448.26000000
        0.022969157649
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2050-07-09
          Fixed
          3.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38382NXF9
        
          
        
        4856113.13000000
        PA
        USD
        4604207.12000000
        0.144780629898
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2051-02-20
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        53944YAR4
        
          
        
        3167000.00000000
        PA
        USD
        3151479.55000000
        0.099099189603
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-03-18
          Fixed
          3.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QNPJ5
        
          
        
        9589682.11000000
        PA
        USD
        9748102.89000000
        0.306531926115
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        Galaxy Pipeline Assets Bidco Ltd
        36321PAB6
        
          
        
        1480000.00000000
        PA
        USD
        1326649.56000000
        0.041716880658
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2036-03-31
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBC4
        
          
        
        26935000.00000000
        PA
        USD
        24871736.98000000
        0.782098991807
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-12-31
          Fixed
          0.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBF5
        
          
        
        1067000.00000000
        PA
        USD
        1076793.11000000
        0.033860072032
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-03-15
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY PROGRESS LLC
        0NIFZ782LS46WOC9QK20
        Duke Energy Progress LLC
        26442UAK0
        
          
        
        1585000.00000000
        PA
        USD
        1287403.73000000
        0.040482784137
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A3L3
        
          
        
        5249000.00000000
        PA
        USD
        5052981.03000000
        0.158892455817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-08
          Fixed
          3.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBX6
        
          
        
        3143000.00000000
        PA
        USD
        3105625.02000000
        0.097657280592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468R3
        
          
        
        2103000.00000000
        PA
        USD
        1980375.27000000
        0.062273475443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          0.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Impact Funding LLC
        5493007PF8OVQKUTNC92
        Impact Funding Affordable Multifamily Housing Mortgage Loan Trust 2010-1
        45257HAA5
        
          
        
        2495095.65000000
        PA
        USD
        2487011.29000000
        0.078204792214
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Fixed
          5.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TAL9
        
          
        
        10758061.09000000
        PA
        USD
        11083918.24000000
        0.348537027701
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2047-06-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617JLTA9
        
          
        
        276614.79000000
        PA
        USD
        288120.02000000
        0.009060017695
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKE1
        
          
        
        1478000.00000000
        PA
        USD
        1266930.22000000
        0.039838988670
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-02-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2020-GSA2
        36264KAU4
        
          
        
        2620000.00000000
        PA
        USD
        2312744.22000000
        0.072724913592
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-12-12
          Fixed
          1.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKA9
        
          
        
        846000.00000000
        PA
        USD
        769837.95000000
        0.024207777890
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-01
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FYM52
        
          
        
        4334932.17000000
        PA
        USD
        4056749.60000000
        0.127565669206
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-03-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J9XG1
        
          
        
        1053309.13000000
        PA
        USD
        1118123.02000000
        0.035159703054
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-11-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANAHER CORP
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851AV4
        
          
        
        1256000.00000000
        PA
        USD
        1036897.96000000
        0.032605557455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKH4
        
          
        
        869000.00000000
        PA
        USD
        770558.27000000
        0.024230428561
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metropolitan Edison Co
        N/A
        Metropolitan Edison Co
        591894CC2
        
          
        
        1837000.00000000
        PA
        USD
        1909232.00000000
        0.060036354659
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617GGQ81
        
          
        
        382681.59000000
        PA
        USD
        392045.75000000
        0.012327992454
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-03-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ATEP5
        
          
        
        9525662.87000000
        PA
        USD
        8803726.22000000
        0.276835727490
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-06-25
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBXU9
        
          
        
        3059009.76000000
        PA
        USD
        2928579.82000000
        0.092090042866
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F030645
        
          
        
        37600000.00000000
        PA
        USD
        36777500.00000000
        1.156479167271
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-04-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGLO AMERICAN CAPITAL
        TINT358G1SSHR3L3PW36
        Anglo American Capital PLC
        034863BC3
        
          
        
        1545000.00000000
        PA
        USD
        1610861.16000000
        0.050653996952
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2052-03-16
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264ABV6
        
          
        
        5187000.00000000
        PA
        USD
        4933511.31000000
        0.155135695778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NL1
        
          
        
        1577000.00000000
        PA
        USD
        1571678.92000000
        0.049421900037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-17
          Fixed
          3.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust I LLC 2019-2
        03463WAA1
        
          
        
        153146.31000000
        PA
        USD
        153016.73000000
        0.004811655509
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-25
          Variable
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATHENE GLOBAL FUNDING
        549300LM1QSI4MSIL320
        Athene Global Funding
        04685A2V2
        
          
        
        3698000.00000000
        PA
        USD
        3405699.80000000
        0.107093219187
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-24
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2021-6
        03465JAA8
        
          
        
        1961866.34000000
        PA
        USD
        1855016.43000000
        0.058331530317
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-09-25
          Variable
          1.46000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136AA5N1
        
          
        
        1209562.62000000
        PA
        USD
        1127253.21000000
        0.035446804530
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUTONATION INC
        N/A
        AutoNation Inc
        05329WAQ5
        
          
        
        4691000.00000000
        PA
        USD
        4889317.19000000
        0.153745998842
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-06-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        BP Capital Markets America Inc
        10373QBP4
        
          
        
        1051000.00000000
        PA
        USD
        897072.47000000
        0.028208704318
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-06-04
          Fixed
          2.94000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        31418D6K3
        
          
        
        19274361.66000000
        PA
        USD
        17469474.78000000
        0.549332707395
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEF4
        
          
        
        33018000.00000000
        PA
        USD
        33090226.88000000
        1.040531793270
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-03-31
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCU3
        
          
        
        1128000.00000000
        PA
        USD
        1097420.62000000
        0.034508710074
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-08-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-A
        63942BAA2
        
          
        
        764221.65000000
        PA
        USD
        729640.16000000
        0.022943746710
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          0.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFU3
        
          
        
        852000.00000000
        PA
        USD
        711865.79000000
        0.022384826484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-11-20
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140J9XD8
        
          
        
        1444911.29000000
        PA
        USD
        1508794.69000000
        0.047444487164
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SR0
        
          
        
        54471000.00000000
        PA
        USD
        42921445.78000000
        1.349677326455
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-05-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QLR24
        
          
        
        7557545.95000000
        PA
        USD
        7513077.05000000
        0.236250889550
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-08-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2005-4
        64031QCJ8
        
          
        
        1000172.54000000
        PA
        USD
        964237.94000000
        0.030320742027
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-03-22
          Floating
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        SoFi Professional Loan Program 2020-C Trust
        83390UAF4
        
          
        
        2327456.60000000
        PA
        USD
        2280350.27000000
        0.071706276428
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-02-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB Commercial Mortgage Securities Trust
        N/A
        JPMBB Commercial Mortgage Securities Trust 2013-C17
        46640UAD4
        
          
        
        695000.00000000
        PA
        USD
        706062.66000000
        0.022202345376
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-01-15
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mortgage Sec Trust
        N/A
        JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4
        46645UAS6
        
          
        
        674000.00000000
        PA
        USD
        667465.23000000
        0.020988637981
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-12-15
          Fixed
          3.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        Realty Income Corp
        756109BH6
        
          
        
        1121000.00000000
        PA
        USD
        1117811.92000000
        0.035149920424
        Long
        DBT
        
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CRP / CAYMN FI
        N/A
        Broadcom Corp / Broadcom Cayman Finance Ltd
        11134LAH2
        
          
        
        798000.00000000
        PA
        USD
        803334.60000000
        0.025261089776
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2027-01-15
          Fixed
          3.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AES CORP/THE
        2NUNNB7D43COUIRE5295
        AES Corp/The
        00130HCE3
        
          
        
        2275000.00000000
        PA
        USD
        2092025.55000000
        0.065784350920
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAQ8
        
          
        
        7362000.00000000
        PA
        USD
        7399339.55000000
        0.232674380834
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-03-24
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STORE Capital Corp
        862121AA8
        
          
        
        3989000.00000000
        PA
        USD
        4089401.77000000
        0.128592426173
        Long
        DBT
        
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        17327CAN3
        
          
        
        6297000.00000000
        PA
        USD
        6061989.35000000
        0.190621015444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-25
          Fixed
          2.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMware Inc
        549300BUDHS3LRWBE814
        VMware Inc
        928563AC9
        
          
        
        421000.00000000
        PA
        USD
        426440.97000000
        0.013409560135
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-21
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAY2
        
          
        
        119000.00000000
        PA
        USD
        119643.79000000
        0.003762233719
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-15
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKJ0
        
          
        
        3173000.00000000
        PA
        USD
        2784129.94000000
        0.087547774443
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2053-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EM7J4
        
          
        
        39134.42000000
        PA
        USD
        41623.63000000
        0.001308867132
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2034-05-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140H25Z7
        
          
        
        302459.32000000
        PA
        USD
        315806.77000000
        0.009930635589
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-A
        78448YAH4
        
          
        
        8397831.42000000
        PA
        USD
        7722324.98000000
        0.242830751472
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-01-15
          Fixed
          1.07000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        Amgen Inc
        031162DC1
        
          
        
        1170000.00000000
        PA
        USD
        989554.64000000
        0.031116833010
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDP3
        
          
        
        5959000.00000000
        PA
        USD
        5569104.48000000
        0.175122107578
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-12-31
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H022648
        
          
        
        22200000.00000000
        PA
        USD
        21531398.38000000
        0.677061074534
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJD2
        
          
        
        1412000.00000000
        PA
        USD
        1323285.24000000
        0.041611088638
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-19
          Fixed
          1.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE OKLAHOMA
        F3TJNSIZRGXRH8GEIK79
        Public Service Co of Oklahoma
        744533BM1
        
          
        
        1596000.00000000
        PA
        USD
        1428583.85000000
        0.044922234007
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSK CONSUMER HEALTHCARE
        549300N8C3A3L0UVQB07
        GSK Consumer Healthcare Capital US LLC
        36264FAB7
        
          
        
        3061000.00000000
        PA
        USD
        3060959.78000000
        0.096252769150
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-24
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS, TBA
        N/A
        Uniform Mortgage-Backed Security, TBA
        01F030454
        
          
        
        2700000.00000000
        PA
        USD
        2710193.04000000
        0.085222807152
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2037-05-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B0VP8
        
          
        
        1567232.76000000
        PA
        USD
        1510385.62000000
        0.047494514419
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-03-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        North Texas Tollway Authority
        PQGZGRE0F2WPMYQQ1B78
        N TX TOLLWAY AUTH REVENUE
        66285WFB7
        
          
        
        1950000.00000000
        PA
        USD
        2887851.92000000
        0.090809342224
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2049-01-01
          Fixed
          6.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBF2
        
          
        
        664000.00000000
        PA
        USD
        650312.71000000
        0.020449272009
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCF6
        
          
        
        50687000.00000000
        PA
        USD
        47142869.67000000
        1.482421226530
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-05-31
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Angel Oak Mortgage Trust
        N/A
        Angel Oak Mortgage Trust 2020-2
        03464XAL4
        
          
        
        1192356.71000000
        PA
        USD
        1186715.67000000
        0.037316618851
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-01-26
          Variable
          2.53000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TZ65
        
          
        
        1913709.80000000
        PA
        USD
        2000065.19000000
        0.062892630695
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468V4
        
          
        
        5380000.00000000
        PA
        USD
        4934067.89000000
        0.155153197598
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-10
          Fixed
          0.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        Intel Corp
        458140BX7
        
          
        
        857000.00000000
        PA
        USD
        757878.27000000
        0.023831702279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-08-12
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878744AB7
        
          
        
        1245000.00000000
        PA
        USD
        1305010.78000000
        0.041036442937
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2042-03-01
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CC6
        
          
        
        911000.00000000
        PA
        USD
        793002.14000000
        0.024936182571
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-12-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        Stryker Corp
        863667AZ4
        
          
        
        526000.00000000
        PA
        USD
        456538.34000000
        0.014355980674
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAW1
        
          
        
        1977000.00000000
        PA
        USD
        1815815.19000000
        0.057098835941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-4
        92537KAA2
        
          
        
        1139715.70000000
        PA
        USD
        1138506.58000000
        0.035800670017
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q9XH1
        
          
        
        2703739.61000000
        PA
        USD
        2853684.36000000
        0.089734933377
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXRW4
        
          
        
        13563091.54000000
        PA
        USD
        13483526.92000000
        0.423993419463
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2054-12-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United Mexican States
        254900EGTWEU67VP6075
        Mexico Government International Bond
        91087BAF7
        
          
        
        3291000.00000000
        PA
        USD
        3470491.14000000
        0.109130601688
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2029-04-22
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BT2
        
          
        
        2101000.00000000
        PA
        USD
        1754043.36000000
        0.055156402809
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-03
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANS-ALLEGHENY INTERSTA
        N/A
        Trans-Allegheny Interstate Line Co
        893045AE4
        
          
        
        744000.00000000
        PA
        USD
        749068.11000000
        0.023554664239
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-06-01
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CFCRE Commercial Mortgage Trust
        N/A
        CFCRE Commercial Mortgage Trust 2017-C8
        12532CAY1
        
          
        
        1013000.00000000
        PA
        USD
        1017184.40000000
        0.031985658836
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-15
          Fixed
          3.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137FCAZ7
        
          
        
        2622700.18000000
        PA
        USD
        2595013.65000000
        0.081600957786
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2047-10-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans
        N/A
        College Ave Student Loans 2019-A LLC
        19421UAB0
        
          
        
        1570351.82000000
        PA
        USD
        1538945.88000000
        0.048392600089
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-12-28
          Fixed
          3.28000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B7FK9
        
          
        
        2591000.00000000
        PA
        USD
        2475944.65000000
        0.077856798505
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TD0
        
          
        
        7267000.00000000
        PA
        USD
        6969507.19000000
        0.219158177455
        Long
        DBT
        UST
        US
        N
        
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        Walt Disney Co/The
        254687FM3
        
          
        
        525000.00000000
        PA
        USD
        446714.40000000
        0.014047064028
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCP9
        
          
        
        2628000.00000000
        PA
        USD
        2421874.00000000
        0.076156531214
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-22
          Fixed
          1.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oracle Corp
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBG9
        
          
        
        643000.00000000
        PA
        USD
        580576.33000000
        0.018256391289
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-05-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley BAML Trust
        N/A
        Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
        61764RBF4
        
          
        
        499000.00000000
        PA
        USD
        496819.37000000
        0.015622629360
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFICORP
        SGY07Y7FNYBNLM6Z1M11
        PacifiCorp
        695114CY2
        
          
        
        841000.00000000
        PA
        USD
        734787.67000000
        0.023105611657
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2021-4 Mortgage Loan Trust
        19688GAA1
        
          
        
        2709909.24000000
        PA
        USD
        2551177.39000000
        0.080222513861
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-10-25
          Variable
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CQ1
        
          
        
        863000.00000000
        PA
        USD
        783828.38000000
        0.024647711024
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137H0RQ3
        
          
        
        2006463.26000000
        PA
        USD
        1855193.39000000
        0.058337094875
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YED3
        
          
        
        3138000.00000000
        PA
        USD
        2780674.25000000
        0.087439109267
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        Oracle Corp
        68389XBZ7
        
          
        
        1094000.00000000
        PA
        USD
        955538.90000000
        0.030047198188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        168863DY1
        
          
        
        3272000.00000000
        PA
        USD
        3358937.04000000
        0.105622750620
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2042-03-07
          Fixed
          4.34000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-AMERICA APARTMENTS
        549300FXWGE3QSYCUJ38
        Mid-America Apartments LP
        59523UAM9
        
          
        
        1294000.00000000
        PA
        USD
        1320647.81000000
        0.041528153886
        Long
        DBT
        
        US
        N
        
        2
        
          2025-11-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PEF5
        
          
        
        1774000.00000000
        PA
        USD
        1666257.07000000
        0.052395937428
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2022-A
        63942MAA8
        
          
        
        9610000.00000000
        PA
        USD
        9289334.48000000
        0.292105820241
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2070-07-15
          Fixed
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RLJ9
        
          
        
        1105000.00000000
        PA
        USD
        974572.68000000
        0.030645720927
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRIS
        PUSS41EMO3E6XXNV3U28
        Public Service Enterprise Group Inc
        744573AU0
        
          
        
        1350000.00000000
        PA
        USD
        1225828.69000000
        0.038546539123
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        SoFi Professional Loan Program 2017-E LLC
        83404KAC7
        
          
        
        1100428.77000000
        PA
        USD
        1102321.95000000
        0.034662833819
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-11-26
          Fixed
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VER1
        
          
        
        733000.00000000
        PA
        USD
        773222.69000000
        0.024314212022
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-21
          Fixed
          4.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXK92
        
          
        
        9094847.19000000
        PA
        USD
        9469063.14000000
        0.297757440146
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-07-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBW5
        
          
        
        10577000.00000000
        PA
        USD
        9691890.20000000
        0.304764301754
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-04
          Fixed
          1.04000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans
        N/A
        College Ave Student Loans 2018-A LLC
        19423DAB6
        
          
        
        816822.49000000
        PA
        USD
        810832.16000000
        0.025496852727
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2047-12-26
          Fixed
          4.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JQ1
        
          
        
        539000.00000000
        PA
        USD
        490724.34000000
        0.015430969372
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-07-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138ENRL5
        
          
        
        1344981.71000000
        PA
        USD
        1436438.10000000
        0.045169213179
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-03-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization Trust
        N/A
        Mello Warehouse Securitization Trust 2020-2
        58551VAA0
        
          
        
        868000.00000000
        PA
        USD
        865655.62000000
        0.027220792347
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-11-25
          Floating
          1.26000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KLA CORP
        549300H0BF5JCG96TJ81
        KLA Corp
        482480AJ9
        
          
        
        2505000.00000000
        PA
        USD
        2359510.25000000
        0.074195484986
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2020-B
        63941GAB0
        
          
        
        1561469.59000000
        PA
        USD
        1531659.26000000
        0.048163470207
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-01-15
          Fixed
          2.12000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TC2
        
          
        
        19136000.00000000
        PA
        USD
        17315090.00000000
        0.544478033156
        Long
        DBT
        UST
        US
        N
        
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B4B64
        
          
        
        3289304.61000000
        PA
        USD
        3283602.27000000
        0.103253826901
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-05-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133D4KC6
        
          
        
        1417687.05000000
        PA
        USD
        1330392.29000000
        0.041834571889
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2041-11-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pennsylvania Electric Co
        O1PLQWO3TX952VMBJ146
        Pennsylvania Electric Co
        708696BY4
        
          
        
        1531000.00000000
        PA
        USD
        1473264.96000000
        0.046327244486
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBBC3
        
          
        
        1736138.21000000
        PA
        USD
        1722629.08000000
        0.054168571652
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-04-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SQ2
        
          
        
        36259000.00000000
        PA
        USD
        28425073.00000000
        0.893834674805
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-08-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QEKF8
        
          
        
        18809855.19000000
        PA
        USD
        18026990.15000000
        0.566863940101
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-08-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2018-C
        63940VAB8
        
          
        
        207902.09000000
        PA
        USD
        209237.40000000
        0.006579530803
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2042-06-16
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NATURAL RESOURCE
        FY8JBF7CCL2VE4F1B628
        Pioneer Natural Resources Co
        723787AQ0
        
          
        
        2830000.00000000
        PA
        USD
        2508688.31000000
        0.078886432402
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-15
          Fixed
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mississippi Power Co
        LNZ0J6YZ5SC6ILIRU850
        Mississippi Power Co
        605417BZ6
        
          
        
        722000.00000000
        PA
        USD
        723308.58000000
        0.022744648338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSUMERS ENERGY CO
        7NKTFWJ1G6MELP9TU740
        Consumers Energy Co
        210518DN3
        
          
        
        1159000.00000000
        PA
        USD
        962026.00000000
        0.030251186931
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661EJ2
        
          
        
        1685000.00000000
        PA
        USD
        1742851.85000000
        0.054804482527
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CEE7
        
          
        
        20734000.00000000
        PA
        USD
        20672445.94000000
        0.650051065628
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-03-31
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OWL ROCK CAPITAL CORP
        2549000BD79OOCPF2L94
        Owl Rock Capital Corp
        69121KAE4
        
          
        
        3014000.00000000
        PA
        USD
        2829974.26000000
        0.088989362398
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFT6
        
          
        
        4432000.00000000
        PA
        USD
        3770117.81000000
        0.118552449335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        Union Pacific Corp
        907818FX1
        
          
        
        2635000.00000000
        PA
        USD
        2529929.48000000
        0.079554367161
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-14
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-1
        92536PAA2
        
          
        
        233845.40000000
        PA
        USD
        232891.85000000
        0.007323351852
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-01-25
          Variable
          2.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAL7
        
          
        
        1278000.00000000
        PA
        USD
        1128785.12000000
        0.035494975884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-08-16
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-LC19 Mortgage Trust
        200474BB9
        
          
        
        3318777.38000000
        PA
        USD
        3285858.43000000
        0.103324772507
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-02-10
          Fixed
          2.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2019-F
        63935CAB7
        
          
        
        2651311.26000000
        PA
        USD
        2626758.26000000
        0.082599176266
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-08-15
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ELECTRIC
        549300RUHPVD434XUK18
        Public Service Electric and Gas Co
        74456QCD6
        
          
        
        857000.00000000
        PA
        USD
        730673.15000000
        0.022976229380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2012-CCRE3 Mortgage Trust
        12624PAE5
        
          
        
        1244678.15000000
        PA
        USD
        1244025.81000000
        0.039118752846
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-10-15
          Fixed
          2.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        N/A
        SoFi Professional Loan Program 2016-D LLC
        83404LAA9
        
          
        
        72396.47000000
        PA
        USD
        72504.80000000
        0.002279934490
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2039-01-25
          Floating
          1.41000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEC5
        
          
        
        4113000.00000000
        PA
        USD
        3780684.24000000
        0.118884713794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-20
          Fixed
          1.51000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        5493008SQ2WS8HE83M61
        SMB Private Education Loan Trust 2016-B
        78449GAC3
        
          
        
        968065.15000000
        PA
        USD
        968643.38000000
        0.030459272367
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2032-02-17
          Floating
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EF3
        
          
        
        1804000.00000000
        PA
        USD
        1556100.60000000
        0.048932035241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-02-08
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ohio State University/The
        JFC10ZULKO4X2E3HBY86
        OHIO ST UNIV
        677632PA3
        
          
        
        1070000.00000000
        PA
        USD
        1223844.81000000
        0.038484155441
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2111-06-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDF5
        
          
        
        23190000.00000000
        PA
        USD
        21679026.56000000
        0.681703285523
        Long
        DBT
        UST
        US
        N
        
        2
        
          2028-10-31
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XBKE9
        
          
        
        5720471.32000000
        PA
        USD
        5675965.08000000
        0.178482370176
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-06-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS Health Corp
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CX6
        
          
        
        2406000.00000000
        PA
        USD
        2516865.69000000
        0.079143572491
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CY9
        
          
        
        313000.00000000
        PA
        USD
        333801.30000000
        0.010496478810
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac REMICS
        3137F3KK9
        
          
        
        517919.31000000
        PA
        USD
        513870.32000000
        0.016158801434
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-09-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B7FU7
        
          
        
        3303000.00000000
        PA
        USD
        3237031.29000000
        0.101789388911
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        Centene Corp
        15135BAY7
        
          
        
        5747000.00000000
        PA
        USD
        5251033.90000000
        0.165120285826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        Anheuser-Busch InBev Worldwide Inc
        035240AM2
        
          
        
        3138000.00000000
        PA
        USD
        3297323.07000000
        0.103685281441
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-04-15
          Fixed
          4.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3622AAFV1
        
          
        
        451153.51000000
        PA
        USD
        484242.14000000
        0.015227134710
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-03-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT CO LLC
        UDSQCVRUX5BONN0VY111
        Ford Motor Credit Co LLC
        345397B93
        
          
        
        2712000.00000000
        PA
        USD
        2415632.64000000
        0.075960269837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-10
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2020-HR8
        61692BBJ8
        
          
        
        1911000.00000000
        PA
        USD
        1699274.58000000
        0.053434182618
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-07-15
          Fixed
          1.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CQ6
        
          
        
        2313000.00000000
        PA
        USD
        2059578.49000000
        0.064764043696
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-02-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAF2
        
          
        
        1682000.00000000
        PA
        USD
        1684371.38000000
        0.052965547166
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-11-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAK9
        
          
        
        739000.00000000
        PA
        USD
        674881.93000000
        0.021221858266
        Long
        DBT
        
        US
        N
        
        2
        
          2028-04-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust
        78449XAA0
        
          
        
        3575865.53000000
        PA
        USD
        3402090.98000000
        0.106979738794
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2053-07-15
          Fixed
          1.29000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        Israel Electric Corp Ltd
        000000000
        
          
        
        960000.00000000
        PA
        USD
        920367.36000000
        0.028941218899
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2032-02-22
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GILEAD SCIENCES INC
        549300WTZWR07K8MNV44
        Gilead Sciences Inc
        375558BS1
        
          
        
        1828000.00000000
        PA
        USD
        1539159.24000000
        0.048399309256
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-01
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES/SKYMILES
        N/A
        Delta Air Lines Inc / SkyMiles IP Ltd
        830867AB3
        
          
        
        6221000.00000000
        PA
        USD
        6268631.90000000
        0.197118950435
        Long
        DBT
        CORP
        XX
        
        N
        
        2
        
          2028-10-20
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        3650R Commercial Mortgage Trust
        N/A
        3650R 2021-PF1 Commercial Mortgage Trust
        88581EAD3
        
          
        
        1584000.00000000
        PA
        USD
        1478484.37000000
        0.046491370349
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-11-15
          Fixed
          2.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2005-2
        64031QBX8
        
          
        
        7507802.78000000
        PA
        USD
        7337465.00000000
        0.230728717642
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-03-23
          Floating
          1.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650DF4
        
          
        
        1138000.00000000
        PA
        USD
        1128681.69000000
        0.035491723498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYM0
        
          
        
        2620000.00000000
        PA
        USD
        2434893.73000000
        0.076565940405
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-21
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAJ6
        
          
        
        2717000.00000000
        PA
        USD
        2490041.55000000
        0.078300079619
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023CP8
        
          
        
        1294000.00000000
        PA
        USD
        1155411.41000000
        0.036332247305
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-02-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEG6
        
          
        
        2717000.00000000
        PA
        USD
        2580984.26000000
        0.081159799544
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-21
          Fixed
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization Trust
        N/A
        Mello Warehouse Securitization Trust 2021-1
        58550LAA3
        
          
        
        941000.00000000
        PA
        USD
        933582.85000000
        0.029356783820
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-02-25
          Floating
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        Apple Inc
        037833EH9
        
          
        
        4221000.00000000
        PA
        USD
        3859437.12000000
        0.121361120975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-05
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QFA66
        
          
        
        4417375.96000000
        PA
        USD
        4234250.77000000
        0.133147245041
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-10-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        Vodafone Group PLC
        92857WBU3
        
          
        
        422000.00000000
        PA
        USD
        420597.20000000
        0.013225801090
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2050-09-17
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDS7
        
          
        
        4237000.00000000
        PA
        USD
        4079767.56000000
        0.128289475642
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAY7
        
          
        
        27896000.00000000
        PA
        USD
        25184857.50000000
        0.791945157485
        Long
        DBT
        UST
        US
        N
        
        2
        
          2027-11-30
          Fixed
          0.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQQV7
        
          
        
        2073851.26000000
        PA
        USD
        2214969.06000000
        0.069650345293
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2045-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAN1
        
          
        
        16289000.00000000
        PA
        USD
        16214554.22000000
        0.509871365971
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-09-30
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4RG3
        
          
        
        8574843.41000000
        PA
        USD
        9243643.64000000
        0.290669058509
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3129882T4
        
          
        
        97323.40000000
        PA
        USD
        101593.56000000
        0.003194638995
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2039-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BAUL6
        
          
        
        1800757.09000000
        PA
        USD
        1728066.65000000
        0.054339557620
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-07-25
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE CORP
        GOXNEVUM0LL78B1OS344
        Westlake Corp
        960413AT9
        
          
        
        1154000.00000000
        PA
        USD
        1168105.15000000
        0.036731405646
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-15
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        549300ZUZB9UCBWEBN39
        Navient Private Education Refi Loan Trust 2019-A
        63941BAB1
        
          
        
        2529520.18000000
        PA
        USD
        2535064.89000000
        0.079715851620
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          3.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2D6
        
          
        
        5005000.00000000
        PA
        USD
        4448826.63000000
        0.139894645269
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QAD49
        
          
        
        1713739.83000000
        PA
        USD
        1865825.86000000
        0.058671435982
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-12-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunge Ltd Finance Corp
        549300QHC068L40NNM71
        Bunge Ltd Finance Corp
        120568AZ3
        
          
        
        1445000.00000000
        PA
        USD
        1452576.60000000
        0.045676692998
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-25
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCT1
        
          
        
        16535000.00000000
        PA
        USD
        15827143.43000000
        0.497689121180
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-10
          Fixed
          1.56000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140X4RF5
        
          
        
        13804028.83000000
        PA
        USD
        14912179.55000000
        0.468917816278
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-08-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIGHTHOUSE FINANCIAL IN
        5493003T8SZSHOGGAW52
        Brighthouse Financial Inc
        10922NAH6
        
          
        
        1046000.00000000
        PA
        USD
        872376.16000000
        0.027432121679
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-12-22
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2021-E
        78450MAA0
        
          
        
        4788559.12000000
        PA
        USD
        4582709.50000000
        0.144104630994
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT REALTY LP
        549300GTBVIBJRX5BW73
        Spirit Realty LP
        84861TAF5
        
          
        
        747000.00000000
        PA
        USD
        722393.22000000
        0.022715864577
        Long
        DBT
        
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLT Funding LLC
        N/A
        COLT 2021-2 Mortgage Loan Trust
        19685WAA9
        
          
        
        2525758.33000000
        PA
        USD
        2336173.65000000
        0.073461658822
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-08-25
          Variable
          0.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL Commercial Mortgage Trust
        N/A
        CSAIL 2021-C20 Commercial Mortgage Trust
        22945EAU5
        
          
        
        793000.00000000
        PA
        USD
        752364.06000000
        0.023658306344
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-03-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBW9
        
          
        
        841000.00000000
        PA
        USD
        842997.21000000
        0.026508292065
        Long
        DBT
        
        US
        N
        
        2
        
          2032-03-15
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GZH0
        
          
        
        5747000.00000000
        PA
        USD
        5602763.58000000
        0.176180527752
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-24
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3138EQ6N7
        
          
        
        2925022.45000000
        PA
        USD
        3058309.79000000
        0.096169439445
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2046-01-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SP4
        
          
        
        16828000.00000000
        PA
        USD
        12952301.25000000
        0.407288874008
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-08-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL FUNDING MTG SEC I
        N/A
        RESIDENTIAL FUNDING MTG SEC I
        000000000
        
          
        
        2120.31000000
        PA
        USD
        867.61000000
        0.000027282248
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2025-10-25
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAR0
        
          
        
        1581000.00000000
        PA
        USD
        1509936.53000000
        0.047480392654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-24
          Fixed
          3.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ABZ63
        
          
        
        4279871.10000000
        PA
        USD
        4043161.70000000
        0.127138393745
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308HY6
        
          
        
        2386000.00000000
        PA
        USD
        1974183.01000000
        0.062078758029
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-12-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2019-INV2
        92537HAA9
        
          
        
        692908.63000000
        PA
        USD
        693510.28000000
        0.021807632142
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-07-25
          Variable
          2.91000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        Amazon.com Inc
        023135BX3
        
          
        
        7203000.00000000
        PA
        USD
        6759420.46000000
        0.212551939224
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-12
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        UnitedHealth Group Inc
        91324PDY5
        
          
        
        809000.00000000
        PA
        USD
        726589.60000000
        0.022847820965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-05-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GA GLOBAL FUNDING TRUST
        54930029I8ROQ4OROZ88
        GA Global Funding Trust
        36143L2G9
        
          
        
        1467000.00000000
        PA
        USD
        1369450.62000000
        0.043062772418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-06
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617GGSX4
        
          
        
        429670.16000000
        PA
        USD
        440063.12000000
        0.013837912597
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC/DELAWA
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAJ0
        
          
        
        526000.00000000
        PA
        USD
        557624.63000000
        0.017534668418
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-02-15
          Fixed
          5.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742AW5
        
          
        
        1213000.00000000
        PA
        USD
        1449248.13000000
        0.045572028293
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLACKSTONE PRIVATE CRE
        549300ORP3TTCNXSYO43
        Blackstone Private Credit Fund
        09261HAC1
        
          
        
        5441000.00000000
        PA
        USD
        4896690.74000000
        0.153977862263
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-15
          Fixed
          2.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QNLQ3
        
          
        
        4415931.24000000
        PA
        USD
        4113755.34000000
        0.129358231254
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-F
        63942GAA1
        
          
        
        7951775.68000000
        PA
        USD
        7410697.10000000
        0.233031522292
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2070-02-18
          Fixed
          1.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Gold Pool
        3128P8GT2
        
          
        
        2523688.32000000
        PA
        USD
        2611552.93000000
        0.082121040249
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2038-08-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBD2
        
          
        
        42449000.00000000
        PA
        USD
        42037775.31000000
        1.321890051918
        Long
        DBT
        UST
        US
        N
        
        2
        
          2022-12-31
          Fixed
          0.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        Crown Castle International Corp
        22822VAZ4
        
          
        
        3439000.00000000
        PA
        USD
        3324705.01000000
        0.104546314496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          2.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Student Loan Trust 2021-3
        63942WAA6
        
          
        
        4068214.48000000
        PA
        USD
        3825650.45000000
        0.120298689325
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2070-08-25
          Fixed
          1.77000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REALTY INCOME CORP
        549300CUWDAUZSH43859
        Realty Income Corp
        756109BL7
        
          
        
        1531000.00000000
        PA
        USD
        1446434.92000000
        0.045483566087
        Long
        DBT
        
        US
        N
        
        2
        
          2032-12-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2022-A
        78450FAA5
        
          
        
        3214000.00000000
        PA
        USD
        3104539.20000000
        0.097623136667
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-11-16
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAE3
        
          
        
        2101000.00000000
        PA
        USD
        2113765.47000000
        0.066467969017
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          3.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY FLORIDA LLC
        7MOHLM3DKE63RX2ZCN83
        Duke Energy Florida LLC
        26444HAK7
        
          
        
        1569000.00000000
        PA
        USD
        1447814.61000000
        0.045526950840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-12-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140MHUK3
        
          
        
        1242000.00000000
        PA
        USD
        1192138.48000000
        0.037487140687
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2005-1
        64031QBR1
        
          
        
        7765469.60000000
        PA
        USD
        7736677.57000000
        0.243282072832
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          0.37000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2021-1
        92537QAA9
        
          
        
        1448948.64000000
        PA
        USD
        1403310.09000000
        0.044127493285
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2066-01-25
          Variable
          0.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136BHAA7
        
          
        
        7138518.42000000
        PA
        USD
        6640541.80000000
        0.208813765239
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2051-05-25
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        American Tower Corp
        03027XBV1
        
          
        
        2629000.00000000
        PA
        USD
        2621974.08000000
        0.082448736337
        Long
        DBT
        
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CAROLINAS
        MWIUSDMN17TCR56VW396
        Duke Energy Carolinas LLC
        26442CBB9
        
          
        
        1067000.00000000
        PA
        USD
        1001064.49000000
        0.031478763585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RKF8
        
          
        
        1054000.00000000
        PA
        USD
        895865.12000000
        0.028170738847
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2061-02-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QBCR7
        
          
        
        2082040.13000000
        PA
        USD
        2197555.55000000
        0.069102772415
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2049-06-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT Capital Corp
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBD6
        
          
        
        561000.00000000
        PA
        USD
        521683.41000000
        0.016404486318
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-08-15
          Fixed
          4.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CA5
        
          
        
        2645000.00000000
        PA
        USD
        2555238.75000000
        0.080350224506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-09-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        F&G GLOBAL FUNDING
        6354009CCUKJIZ7KFX73
        F&G Global Funding
        30321L2C5
        
          
        
        4210000.00000000
        PA
        USD
        3766159.28000000
        0.118427972209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Crowley Conro LLC
        5493002RTOQUGXZXJJ02
        Crowley Conro LLC
        228023AB3
        
          
        
        1312067.64000000
        PA
        USD
        1415937.13000000
        0.044524554225
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-08-15
          Fixed
          4.18000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDY4
        
          
        
        49097000.00000000
        PA
        USD
        47148462.81000000
        1.482597104442
        Long
        DBT
        UST
        US
        N
        
        2
        
          2032-02-15
          Fixed
          1.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYL2
        
          
        
        10594000.00000000
        PA
        USD
        10268790.16000000
        0.322905088522
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-21
          Fixed
          0.93000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASTR Asset Securitization Trust
        N/A
        MASTR Asset Securitization Trust 2003-12
        55265K3J6
        
          
        
        38878.81000000
        PA
        USD
        39067.00000000
        0.001228473159
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2024-12-25
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS INSTRUMENTS INC
        WDJNR2L6D8RWOEB8T652
        Texas Instruments Inc
        882508BK9
        
          
        
        1057000.00000000
        PA
        USD
        987364.22000000
        0.031047954617
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUST FIBRAUNO
        N/A
        Trust Fibra Uno
        898339AB2
        
          
        
        1319000.00000000
        PA
        USD
        1330594.01000000
        0.041840915033
        Long
        DBT
        
        MX
        N
        
        2
        
          2050-01-15
          Fixed
          6.39000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BD4
        
          
        
        647000.00000000
        PA
        USD
        686942.56000000
        0.021601108279
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-5
        92538CAA9
        
          
        
        439013.18000000
        PA
        USD
        427918.04000000
        0.013456007030
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2065-05-25
          Variable
          1.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBM0
        
          
        
        3294000.00000000
        PA
        USD
        3305104.96000000
        0.103929985232
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-21
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Verus Securitization Trust
        N/A
        Verus Securitization Trust 2020-2
        92537UAA0
        
          
        
        1080804.64000000
        PA
        USD
        1072656.02000000
        0.033729980036
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-05-25
          Variable
          2.23000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MED Trust
        N/A
        Med Trust 2021-MDLN
        58403YAD8
        
          
        
        4333000.00000000
        PA
        USD
        4258198.55000000
        0.133900289937
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-11-15
          Floating
          1.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        Takeda Pharmaceutical Co Ltd
        874060AY2
        
          
        
        1196000.00000000
        PA
        USD
        1066360.90000000
        0.033532028159
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2040-07-09
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        College Ave Student Loans
        N/A
        College Ave Student Loans 2021-A LLC
        19424KAB9
        
          
        
        2016827.51000000
        PA
        USD
        1863378.00000000
        0.058594462313
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2051-07-25
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWMET AEROSPACE INC
        549300HO5WFZUT5N2T22
        Howmet Aerospace Inc
        443201AB4
        
          
        
        2102000.00000000
        PA
        USD
        1919388.75000000
        0.060355736612
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddiemac Strip
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Strips
        3128HXMV4
        
          
        
        3327012.43000000
        PA
        USD
        3280518.73000000
        0.103156864090
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-07-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RLV2
        
          
        
        2221000.00000000
        PA
        USD
        1947667.28000000
        0.061244963200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Northrop Grumman Corp
        RIMU48P07456QXSO0R61
        Northrop Grumman Corp
        666807BN1
        
          
        
        1903000.00000000
        PA
        USD
        1903086.43000000
        0.059843105426
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140QHPZ2
        
          
        
        7215324.62000000
        PA
        USD
        7155147.87000000
        0.224995702546
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2036-03-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617J2YE7
        
          
        
        177636.21000000
        PA
        USD
        185043.57000000
        0.005818748793
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-04-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM Student Loan Trust
        549300Z0R4ETZBES8I71
        SLM Student Loan Trust 2007-2
        78443XAD0
        
          
        
        7828229.99000000
        PA
        USD
        7713172.23000000
        0.242542940590
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2022-07-25
          Floating
          0.32000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bunker Hill Loan Depositary Trust
        N/A
        Bunker Hill Loan Depositary Trust 2019-3
        12062BAA3
        
          
        
        1001352.86000000
        PA
        USD
        991937.04000000
        0.031191748270
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-11-25
          Variable
          2.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHIRE ACQ INV IRELAND DA
        549300XK5HGW68R8K327
        Shire Acquisitions Investments Ireland DAC
        82481LAC3
        
          
        
        884000.00000000
        PA
        USD
        886450.70000000
        0.027874699676
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2023-09-23
          Fixed
          2.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119CB3
        
          
        
        532000.00000000
        PA
        USD
        461287.96000000
        0.014505333855
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-07-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXRS3
        
          
        
        17541043.82000000
        PA
        USD
        17479063.42000000
        0.549634224964
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2060-07-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        Roche Holdings Inc
        771196BY7
        
          
        
        1487000.00000000
        PA
        USD
        1288005.73000000
        0.040501714202
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-12-13
          Fixed
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Loan Trust 2020-I
        63942AAA4
        
          
        
        6592823.14000000
        PA
        USD
        6183838.68000000
        0.194452603009
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-04-15
          Fixed
          1.33000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGM0
        
          
        
        1590000.00000000
        PA
        USD
        1436112.01000000
        0.045158959185
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136B1HY3
        
          
        
        639698.82000000
        PA
        USD
        638545.51000000
        0.020079248988
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-03-25
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STORE Capital Corp
        5493004EA6C9IHDZ7N66
        STORE Capital Corp
        862121AB6
        
          
        
        1348000.00000000
        PA
        USD
        1398945.56000000
        0.043990249372
        Long
        DBT
        
        US
        N
        
        2
        
          2029-03-15
          Fixed
          4.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJL4
        
          
        
        1768000.00000000
        PA
        USD
        1535822.32000000
        0.048294378837
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-10-24
          Fixed
          1.92000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273RBJ7
        
          
        
        943000.00000000
        PA
        USD
        1039895.18000000
        0.032699805908
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2045-12-15
          Fixed
          6.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WEC ENERGY GROUP INC
        549300IGLYTZUK3PVP70
        WEC Energy Group Inc
        92939UAF3
        
          
        
        2669000.00000000
        PA
        USD
        2561195.38000000
        0.080537532466
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-03-15
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae REMICS
        3136ALME8
        
          
        
        849193.89000000
        PA
        USD
        814492.77000000
        0.025611961672
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2044-11-25
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        Eversource Energy
        30040WAP3
        
          
        
        1053000.00000000
        PA
        USD
        1030025.19000000
        0.032389441207
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-01
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YEA9
        
          
        
        9478000.00000000
        PA
        USD
        9004417.99000000
        0.283146538476
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-30
          Fixed
          0.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MITSUBISHI UFJ FIN GRP
        353800V2V8PUY9TK3E06
        Mitsubishi UFJ Financial Group Inc
        606822BY9
        
          
        
        6256000.00000000
        PA
        USD
        5742193.09000000
        0.180564929183
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2027-07-20
          Fixed
          1.54000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fanniemae-Aces
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae-Aces
        3136AV7G8
        
          
        
        1048496.16000000
        PA
        USD
        1046059.77000000
        0.032893653231
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2027-02-25
          Variable
          2.96000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CCJ8
        
          
        
        40028000.00000000
        PA
        USD
        37385526.76000000
        1.175598745303
        Long
        DBT
        UST
        US
        N
        
        2
        
          2026-06-30
          Fixed
          0.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBH3
        
          
        
        1844000.00000000
        PA
        USD
        1644991.98000000
        0.051727250498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XFWU1
        
          
        
        4152776.44000000
        PA
        USD
        4246953.73000000
        0.133546693307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2050-04-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Visio Trust
        N/A
        Visio 2020-1R Trust
        92837MAA5
        
          
        
        1066670.68000000
        PA
        USD
        1040217.25000000
        0.032709933493
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-11-25
          Fixed
          1.31000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H030641
        
          
        
        9000000.00000000
        PA
        USD
        8894179.71000000
        0.279680063750
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-21
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Federal Home Loan Mortgage Corp
        3134A3ZU3
        
          
        
        4007000.00000000
        PA
        USD
        3302106.71000000
        0.103835704390
        Long
        DBT
        USGSE
        US
        N
        
        2
        
          2029-12-14
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OLEODUCTO CENTRAL SA
        254900W4CPYCQFVH5E92
        Oleoducto Central SA
        680617AC1
        
          
        
        1181000.00000000
        PA
        USD
        1113045.26000000
        0.035000031416
        Long
        DBT
        CORP
        CO
        N
        
        2
        
          2027-07-14
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810ST6
        
          
        
        59347000.00000000
        PA
        USD
        48518490.59000000
        1.525678025824
        Long
        DBT
        UST
        US
        N
        
        2
        
          2040-11-15
          Fixed
          1.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mello Warehouse Securitization Trust
        N/A
        Mello Warehouse Securitization Trust 2021-2
        58552NAA7
        
          
        
        2577000.00000000
        PA
        USD
        2563878.95000000
        0.080621918104
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2055-04-25
          Floating
          1.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mississippi Power Co
        LNZ0J6YZ5SC6ILIRU850
        Mississippi Power Co
        605417CB8
        
          
        
        1882000.00000000
        PA
        USD
        1911899.69000000
        0.060120240946
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-30
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBB6
        
          
        
        1380000.00000000
        PA
        USD
        1368811.97000000
        0.043042689884
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAT3
        
          
        
        2022000.00000000
        PA
        USD
        2228850.60000000
        0.070086854350
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-15
          Fixed
          5.88000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Social Professional Loan Program LLC
        549300RC6OGKQI1MHM67
        SoFi Professional Loan Program 2017-D LLC
        78471CAB5
        
          
        
        88650.07000000
        PA
        USD
        88535.04000000
        0.002784010042
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2040-09-25
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        Home Depot Inc/The
        437076CG5
        
          
        
        1687000.00000000
        PA
        USD
        1352663.83000000
        0.042534906932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PACIFIC GAS & ELECTRIC
        1HNPXZSMMB7HMBMVBS46
        Pacific Gas and Electric Co
        694308JU2
        
          
        
        911000.00000000
        PA
        USD
        791645.78000000
        0.024893531437
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-06-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556CM2
        
          
        
        1685000.00000000
        PA
        USD
        1509166.24000000
        0.047456170661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-10-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBT2
        
          
        
        5898000.00000000
        PA
        USD
        5445469.23000000
        0.171234361240
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-19
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGINIA ELEC & POWER CO
        CQKUMNNZVDJLRYV2PT43
        Virginia Electric and Power Co
        927804GD0
        
          
        
        609000.00000000
        PA
        USD
        486970.36000000
        0.015312924380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-12-15
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2015-LC23 Mortgage Trust
        12636FBH5
        
          
        
        1230000.00000000
        PA
        USD
        1230003.32000000
        0.038677811576
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-10-10
          Fixed
          3.52000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        N/A
        SMB Private Education Loan Trust 2020-PT-A
        78449VAB2
        
          
        
        3570341.31000000
        PA
        USD
        3416553.14000000
        0.107434505615
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2054-09-15
          Fixed
          1.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BA0
        
          
        
        2671000.00000000
        PA
        USD
        2683952.24000000
        0.084397657576
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-03-28
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        3IFG42XD94UUZ7FL2766
        Morgan Stanley Capital I Inc
        61774LBF5
        
          
        
        1037000.00000000
        PA
        USD
        1058962.62000000
        0.033299387096
        Long
        ABS-MBS
        CORP
        US
        N
        
        3
        
          2032-03-15
          Variable
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYE8
        
          
        
        5294000.00000000
        PA
        USD
        5120265.90000000
        0.161008248092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-09-10
          Fixed
          0.66000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2019-G
        63941JAA6
        
          
        
        1296068.44000000
        PA
        USD
        1287905.80000000
        0.040498571874
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2068-10-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        County of Clark Department of Aviation
        549300LDD8NZB2EOVG83
        CLARK CNTY NV ARPT REVENUE
        18085PMT8
        
          
        
        1780000.00000000
        PA
        USD
        2573762.88000000
        0.080932721153
        Long
        DBT
        MUN
        US
        N
        
        2
        
          2045-07-01
          Fixed
          6.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Netflix Inc
        549300Y7VHGU0I7CE873
        Netflix Inc
        64110LAU0
        
          
        
        1472000.00000000
        PA
        USD
        1593440.00000000
        0.050106183516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          5.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY FIN
        549300RLHFT5RU20WM87
        Berkshire Hathaway Finance Corp
        084664DB4
        
          
        
        1575000.00000000
        PA
        USD
        1610543.07000000
        0.050643994519
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-15
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179T7M1
        
          
        
        1519399.28000000
        PA
        USD
        1601172.54000000
        0.050349335482
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-08-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617JWB30
        
          
        
        1363921.30000000
        PA
        USD
        1422387.93000000
        0.044727401504
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2049-07-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        Thermo Fisher Scientific Inc
        883556CK6
        
          
        
        2005000.00000000
        PA
        USD
        1831737.20000000
        0.057599508169
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Hyundai Auto Receivables Trust
        N/A
        Hyundai Auto Receivables Trust 2022-A
        448977AD0
        
          
        
        4639000.00000000
        PA
        USD
        4578740.78000000
        0.143979833441
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          2.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140Q9XZ1
        
          
        
        463251.62000000
        PA
        USD
        497143.45000000
        0.015632820150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2048-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140FXKV3
        
          
        
        2799712.02000000
        PA
        USD
        2805707.69000000
        0.088226293057
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2043-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        Kinder Morgan Inc
        49456BAS0
        
          
        
        989000.00000000
        PA
        USD
        820977.08000000
        0.025815862683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-08-01
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae
        21H032647
        
          
        
        10600000.00000000
        PA
        USD
        10657968.75000000
        0.335142922297
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2052-04-21
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Government National Mortgage Association
        38380H3A8
        
          
        
        1596632.16000000
        PA
        USD
        1573492.97000000
        0.049478943366
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2044-08-20
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TARGET CORP
        8WDDFXB5T1Z6J0XC1L66
        Target Corp
        87612EBN5
        
          
        
        2367000.00000000
        PA
        USD
        2175152.92000000
        0.068398315209
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-01-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        Canadian Pacific Railway Co
        13645RBE3
        
          
        
        509000.00000000
        PA
        USD
        479463.44000000
        0.015076867101
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-12-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES OP
        549300147YMUQB3GW319
        Invitation Homes Operating Partnership LP
        46188BAD4
        
          
        
        2101000.00000000
        PA
        USD
        2145684.78000000
        0.067471680989
        Long
        DBT
        
        US
        N
        
        2
        
          2032-04-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARES CAPITAL CORP
        WEQ82666OJYSI5GUAB47
        Ares Capital Corp
        04010LBC6
        
          
        
        2611000.00000000
        PA
        USD
        2212707.75000000
        0.069579237744
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-11-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        Lowe's Cos Inc
        548661EG8
        
          
        
        1260000.00000000
        PA
        USD
        1267366.67000000
        0.039852712967
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK
        2IGI19DL77OX0HC3ZE78
        Canadian Imperial Bank of Commerce
        13607HR46
        
          
        
        7886000.00000000
        PA
        USD
        7879051.01000000
        0.247759046996
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-04-07
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        VMware Inc
        928563AH8
        
          
        
        3666000.00000000
        PA
        USD
        3495379.59000000
        0.109913226226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ING GROEP NV
        549300NYKK9MWM7GGW15
        ING Groep NV
        456837BB8
        
          
        
        2671000.00000000
        PA
        USD
        2685680.43000000
        0.084452001012
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2028-03-28
          Fixed
          4.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810TF5
        
          
        
        11085000.00000000
        PA
        USD
        10691828.91000000
        0.336207664861
        Long
        DBT
        UST
        US
        N
        
        2
        
          2042-02-15
          Fixed
          2.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortgage Trust
        N/A
        UBS-Barclays Commercial Mortgage Trust 2012-C4
        90270RBD5
        
          
        
        2097000.00000000
        PA
        USD
        2096940.45000000
        0.065938901378
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-12-10
          Fixed
          2.79000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUANTA SERVICES INC
        SHVRXXEACT60MMH07S24
        Quanta Services Inc
        74762EAG7
        
          
        
        2103000.00000000
        PA
        USD
        1993820.78000000
        0.062696273410
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORPORATION
        J3WHBG0MTS7O8ZVMDC91
        Exxon Mobil Corp
        30231GBM3
        
          
        
        2101000.00000000
        PA
        USD
        2036697.40000000
        0.064044541176
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-04-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        3617GGTU9
        
          
        
        415374.62000000
        PA
        USD
        426063.42000000
        0.013397687965
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-04-20
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133B5NK4
        
          
        
        782656.08000000
        PA
        USD
        749296.07000000
        0.023561832508
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-02-01
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nelnet Student Loan Trust
        N/A
        Nelnet Student Loan Trust 2004-4
        64031QBK6
        
          
        
        2612513.38000000
        PA
        USD
        2603776.87000000
        0.081876519784
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2037-01-25
          Floating
          0.42000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        549300WEYOS38NWU8D22
        SMB Private Education Loan Trust 2019-A
        78449TAB7
        
          
        
        5508534.02000000
        PA
        USD
        5515941.35000000
        0.173450377517
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2036-07-15
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAG0
        
          
        
        2895000.00000000
        PA
        USD
        2835768.76000000
        0.089171572133
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-11-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        Dell International LLC / EMC Corp
        24703DBE0
        
          
        
        2620000.00000000
        PA
        USD
        2202095.30000000
        0.069245526172
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-12-15
          Fixed
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        Magallanes Inc
        55903VAG8
        
          
        
        3199000.00000000
        PA
        USD
        3193176.99000000
        0.100410377713
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-15
          Fixed
          3.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENER HOUSTON
        549300S8SEQBOJLKHW63
        CenterPoint Energy Houston Electric LLC
        15189XAY4
        
          
        
        1157000.00000000
        PA
        USD
        1158597.48000000
        0.036432434202
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-03-01
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJS9
        
          
        
        6367000.00000000
        PA
        USD
        5912937.20000000
        0.185934027304
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFX7
        
          
        
        2119000.00000000
        PA
        USD
        1847617.11000000
        0.058098856551
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-10-30
          Fixed
          1.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SMB Private Education Loan Trust
        54930027GONY06ZX8P67
        SMB Private Education Loan Trust 2016-C
        78449KAC4
        
          
        
        1060309.93000000
        PA
        USD
        1065028.84000000
        0.033490141146
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-09-15
          Floating
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAPESTRY INC
        549300LJNVY5SW3VTN33
        Tapestry Inc
        876030AA5
        
          
        
        3768000.00000000
        PA
        USD
        3424267.63000000
        0.107677089994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Government National Mortgage Association
        549300M8ZYFG0OCMTT87
        Ginnie Mae II Pool
        36179TZ73
        
          
        
        4548282.18000000
        PA
        USD
        4778199.94000000
        0.150251884648
        Long
        ABS-MBS
        USGA
        US
        N
        
        2
        
          2048-06-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CDZ1
        
          
        
        3845000.00000000
        PA
        USD
        3737159.75000000
        0.117516073567
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-02-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAIN CAPITAL SPECIALTY F
        549300V2JL72R0EYBK64
        Bain Capital Specialty Finance Inc
        05684BAC1
        
          
        
        1736000.00000000
        PA
        USD
        1565433.14000000
        0.049225499671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-13
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        Comcast Corp
        20030NDQ1
        
          
        
        2629000.00000000
        PA
        USD
        2030790.58000000
        0.063858799506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2062-08-15
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Pool
        3133KYWH8
        
          
        
        2596886.17000000
        PA
        USD
        2437120.23000000
        0.076635953344
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2042-03-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        United States Treasury
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810SS8
        
          
        
        15650000.00000000
        PA
        USD
        12824441.33000000
        0.403268281694
        Long
        DBT
        UST
        US
        N
        
        2
        
          2050-11-15
          Fixed
          1.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BMW US CAPITAL LLC
        KK5MZM9DIXLXZL9DZL15
        BMW US Capital LLC
        05565ECB9
        
          
        
        2102000.00000000
        PA
        USD
        2124029.84000000
        0.066790735113
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-04-01
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALMART INC
        Y87794H0US1R65VBXU25
        Walmart Inc
        931142EU3
        
          
        
        523000.00000000
        PA
        USD
        464537.27000000
        0.014607509351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-09-22
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Pool
        3140XGNM7
        
          
        
        10926000.00000000
        PA
        USD
        10699686.81000000
        0.336454758808
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2052-01-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
    
    
      2022-04-26
      NORTHWESTERN MUTUAL SERIES FUND INC
      Phillip Rinzel
      Phillip Rinzel
      Controller and Chief Accounting Officer
    
  
  XXXX

Select Bond Portfolio

SCHEDULE OF INVESTMENTS

March 31, 2022 (unaudited)

 

Corporate Bonds (30.8%)    Shares/ Par +     

Value

$ (000’s)

  

Basic Materials (0.5%)

      

Anglo American Capital PLC

      

3.875%, 3/16/29 144A

      1,191,000        1,191  

4.750%, 3/16/52 144A

      1,545,000        1,611  

The Dow Chemical Co.
3.600%, 11/15/50

      1,065,000        991  

LYB International Finance III, LLC

      

3.375%, 10/1/40

      2,635,000        2,359  

3.625%, 4/1/51

      1,564,000        1,415  

Teck Resources, Ltd.

      

5.200%, 3/1/42

      1,245,000        1,305  

6.125%, 10/1/35

      1,078,000        1,273  

6.250%, 7/15/41

      1,213,000        1,449  

Westlake Chemical Corp.

      

3.125%, 8/15/51

      1,561,000        1,283  

3.375%, 8/15/61

      992,000        807  

3.600%, 8/15/26

      1,154,000        1,168  
     

 

 

  

Total

         14,852  
     

 

 

  

Communications (2.7%)

      

Amazon.com, Inc.

      

1.000%, 5/12/26

      7,203,000        6,759  

1.650%, 5/12/28

      3,245,000        3,018  

2.100%, 5/12/31

      4,024,000        3,738  

2.500%, 6/3/50

      2,101,000        1,754  

2.700%, 6/3/60

      1,039,000        858  

3.100%, 5/12/51

      463,000        434  

AT&T, Inc.

      

1.700%, 3/25/26

      5,270,000        4,989  

2.250%, 2/1/32

      869,000        770  

3.100%, 2/1/43

      1,586,000        1,369  

3.300%, 2/1/52

      1,478,000        1,267  

3.500%, 6/1/41

      1,127,000        1,038  

3.500%, 9/15/53

      3,173,000        2,784  

3.500%, 2/1/61

      1,054,000        896  

3.550%, 9/15/55

      1,105,000        975  

3.650%, 6/1/51

      846,000        770  

3.650%, 9/15/59

      2,221,000        1,948  

3.800%, 12/1/57

      2,022,000        1,845  

Charter Communications Operating LLC / Charter Communications Operating Capital Corp.

      

2.250%, 1/15/29

      817,000        735  

3.500%, 6/1/41

      1,396,000        1,160  

3.500%, 3/1/42

      2,587,000        2,139  

3.900%, 6/1/52

      2,911,000        2,455  

4.400%, 12/1/61

      911,000        793  

Comcast Corp.

      

2.450%, 8/15/52

      525,000        416  

2.650%, 8/15/62

      2,629,000        2,031  

Netflix, Inc.

      

3.625%, 6/15/25 144A

      119,000        120  

5.375%, 11/15/29 144A

      1,472,000        1,593  

5.875%, 11/15/28

      2,022,000        2,229  

T-Mobile USA, Inc.

      

2.250%, 2/15/26 144A

      9,292,000        8,756  

2.250%, 2/15/26

      1,235,000        1,164  
Corporate Bonds (30.8%)    Shares/ Par +     

Value

$ (000’s)

  

Communications continued

      

2.875%, 2/15/31

      717,000        646  

3.375%, 4/15/29 144A

      5,278,000        5,020  

3.375%, 4/15/29

      5,187,000        4,933  

3.500%, 4/15/31 144A

      3,654,000        3,438  

Verizon Communications, Inc.

      

1.680%, 10/30/30

      2,119,000        1,848  

2.355%, 3/15/32 144A

      1,590,000        1,436  

2.550%, 3/21/31

      1,536,000        1,427  

2.650%, 11/20/40

      4,432,000        3,770  

2.875%, 11/20/50

      852,000        712  

3.700%, 3/22/61

      1,547,000        1,433  

4.329%, 9/21/28

      733,000        773  

Vodafone Group PLC

      

4.250%, 9/17/50

      422,000        421  

5.000%, 5/30/38

      527,000        574  

The Walt Disney Co.
2.750%, 9/1/49

      525,000        447  
     

 

 

  

Total

         85,681  
     

 

 

  

Consumer, Cyclical (2.6%)

      

Advance Auto Parts, Inc.
3.900%, 4/15/30

      1,577,000        1,572  

AutoNation, Inc.
4.750%, 6/1/30

      4,691,000        4,889  

BMW US Capital LLC
3.700%, 4/1/32 144A

      2,102,000        2,124  

Delta Air Lines, Inc./SkyMiles IP, Ltd.

      

4.500%, 10/20/25 144A

      4,286,000        4,311  

4.750%, 10/20/28 144A

      6,221,000        6,269  

Dick’s Sporting Goods, Inc.
4.100%, 1/15/52

      3,359,000        2,867  

Ford Motor Co.
4.750%, 1/15/43

      863,000        784  

Ford Motor Credit Co. LLC

      

2.700%, 8/10/26

      4,097,000        3,810  

2.900%, 2/10/29

      2,712,000        2,416  

3.625%, 6/17/31

      2,013,000        1,818  

General Motors Financial Co., Inc.
3.100%, 1/12/32

      2,205,000        1,982  

The Home Depot, Inc.

      

2.375%, 3/15/51

      1,687,000        1,353  

2.875%, 4/15/27

      2,101,000        2,093  

3.125%, 12/15/49

      2,049,000        1,873  

3.250%, 4/15/32

      2,627,000        2,628  

3.300%, 4/15/40

      437,000        421  

3.625%, 4/15/52

      1,891,000        1,876  

Hyundai Capital America

      

0.800%, 1/8/24 144A

      2,025,000        1,933  

1.300%, 1/8/26 144A

      2,224,000        2,037  

2.000%, 6/15/28 144A

      1,051,000        932  

Hyundai Motor Co.

      

2.125%, 4/24/25 144A

      1,659,000        1,590  

Lowe’s Companies, Inc.

      

3.350%, 4/1/27

      1,260,000        1,267  

4.250%, 4/1/52

      1,685,000        1,743  
 

Select Bond Portfolio

 

Corporate Bonds (30.8%)    Shares/ Par +      Value
$ (000’s)		  

Consumer, Cyclical continued

      

4.450%, 4/1/62

      737,000        767  

Magallanes, Inc.

      

3.638%, 3/15/25 144A

      2,101,000        2,114  

3.755%, 3/15/27 144A

      3,199,000        3,193  

4.054%, 3/15/29 144A

      1,050,000        1,055  

4.279%, 3/15/32 144A

      1,735,000        1,743  

5.050%, 3/15/42 144A

      2,310,000        2,356  

5.141%, 3/15/52 144A

      2,205,000        2,256  

5.391%, 3/15/62 144A

      2,625,000        2,712  

Marriott International, Inc.

      

2.850%, 4/15/31

      1,398,000        1,276  

3.500%, 10/15/32

      1,590,000        1,513  

4.625%, 6/15/30

      3,758,000        3,892  

5.750%, 5/1/25

      647,000        687  

McDonald’s Corp.
3.625%, 9/1/49

      736,000        705  

Starbucks Corp.
1.300%, 5/7/22

      1,342,000        1,342  

Tapestry, Inc.
3.050%, 3/15/32

      3,768,000        3,424  

Target Corp.
2.950%, 1/15/52

      2,367,000        2,175  

Walmart, Inc.
2.500%, 9/22/41

      523,000        465  
     

 

 

  

Total

         84,263  
     

 

 

  

Consumer, Non-cyclical (3.8%)

      

AbbVie, Inc.

      

2.300%, 11/21/22

      3,294,000        3,305  

3.200%, 11/21/29

      3,143,000        3,106  

4.050%, 11/21/39

      1,251,000        1,285  

4.250%, 11/21/49

      3,476,000        3,607  

4.300%, 5/14/36

      766,000        800  

4.450%, 5/14/46

      776,000        825  

Adani International Container Terminal Private, Ltd.
3.000%, 2/16/31 144A

      885,120        791  

Adani Ports & Special Economic Zone, Ltd.
4.200%, 8/4/27 144A

      1,187,000        1,156  

Altria Group, Inc.
2.350%, 5/6/25

      458,000        445  

Amgen, Inc.
3.000%, 1/15/52

      1,170,000        990  

Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc.

      

4.700%, 2/1/36

      2,987,000        3,204  

4.900%, 2/1/46

      3,988,000        4,435  

Anheuser-Busch InBev Worldwide, Inc.

      

3.750%, 7/15/42

      965,000        919  

4.375%, 4/15/38

      3,138,000        3,297  

Archer-Daniels-Midland Co.
2.900%, 3/1/32

      2,104,000        2,059  

AstraZeneca Finance LLC
1.750%, 5/28/28

      3,725,000        3,432  

AstraZeneca PLC
2.125%, 8/6/50

      528,000        406  

BAT Capital Corp.
4.390%, 8/15/37

      561,000        522  

Bunge, Ltd. Finance Corp.
1.630%, 8/17/25

      1,838,000        1,741  
Corporate Bonds (30.8%)    Shares/ Par +     

Value

$ (000’s)

  

Consumer, Non-cyclical continued

      

2.750%, 5/14/31

      525,000        483  

3.750%, 9/25/27

      1,445,000        1,453  

Centene Corp.

      

2.450%, 7/15/28

      5,747,000        5,251  

3.000%, 10/15/30

      1,151,000        1,057  

CVS Health Corp.

      

3.000%, 8/15/26

      1,138,000        1,129  

4.300%, 3/25/28

      2,406,000        2,517  

Danaher Corp.

      

2.600%, 10/1/50

      1,256,000        1,037  

2.800%, 12/10/51

      841,000        715  

DH Europe Finance II SARL

      

2.050%, 11/15/22

      1,682,000        1,684  

2.200%, 11/15/24

      2,895,000        2,836  

Gilead Sciences, Inc.

      

2.600%, 10/1/40

      1,828,000        1,539  

2.800%, 10/1/50

      1,695,000        1,387  

4.000%, 9/1/36

      943,000        963  

Global Payments, Inc.

      

1.500%, 11/15/24

      1,569,000        1,500  

2.150%, 1/15/27

      3,138,000        2,945  

2.900%, 11/15/31

      1,044,000        951  

GSK Consumer Healthcare Company

      

3.375%, 3/24/27 144A

      3,061,000        3,061  

3.375%, 3/24/29 144A

      2,172,000        2,150  

3.625%, 3/24/32 144A

      3,746,000        3,742  

4.000%, 3/24/52 144A

      1,695,000        1,698  

HCA, Inc.

      

3.500%, 9/1/30

      2,645,000        2,555  

3.500%, 7/15/51

      532,000        461  

3.625%, 3/15/32 144A

      545,000        534  

4.625%, 3/15/52 144A

      533,000        537  

5.375%, 2/1/25

      5,945,000        6,186  

5.875%, 2/1/29

      954,000        1,043  

Molson Coors Beverage Co.
4.200%, 7/15/46

      3,666,000        3,557  

Pfizer, Inc.
2.550%, 5/28/40

      3,671,000        3,283  

Quanta Services, Inc.
0.950%, 10/1/24

      2,103,000        1,994  

Roche Holdings, Inc.

      

2.076%, 12/13/31 144A

      3,841,000        3,534  

2.314%, 3/10/27 144A

      664,000        644  

2.607%, 12/13/51 144A

      1,487,000        1,288  

Shire Acquisitions Investments Ireland DAC
2.875%, 9/23/23

      884,000        886  

STERIS Irish FinCo Unlimited Co.
3.750%, 3/15/51

      3,459,000        3,218  

Stryker Corp.
2.900%, 6/15/50

      526,000        457  

Takeda Pharmaceutical Co., Ltd.

      

2.050%, 3/31/30

      2,911,000        2,628  

3.025%, 7/9/40

      1,196,000        1,066  

3.175%, 7/9/50

      835,000        730  

4.400%, 11/26/23

      1,858,000        1,904  

Thermo Fisher Scientific, Inc.

      

1.750%, 10/15/28

      2,005,000        1,832  

2.000%, 10/15/31

      1,784,000        1,601  

2.800%, 10/15/41

      1,685,000        1,509  
 

Select Bond Portfolio

 

Corporate Bonds (30.8%)    Shares/ Par +     

Value

$ (000’s)

  

Consumer, Non-cyclical continued

      

UnitedHealth Group, Inc.

      

2.750%, 5/15/40

      809,000        727  

2.900%, 5/15/50

      1,876,000        1,663  

3.050%, 5/15/41

      550,000        512  

3.250%, 5/15/51

      1,774,000        1,666  
     

 

 

  

Total

         120,438  
     

 

 

  

Energy (1.4%)

      

Aker BP ASA
4.000%, 1/15/31 144A

      341,000        340  

BP Capital Markets America, Inc.
2.939%, 6/4/51

      1,051,000        897  

Diamondback Energy, Inc.

      

3.125%, 3/24/31

      1,581,000        1,510  

4.400%, 3/24/51

      2,344,000        2,378  

Energy Transfer LP

      

4.400%, 3/15/27

      1,782,000        1,812  

4.950%, 5/15/28

      3,871,000        4,009  

5.150%, 3/15/45

      1,067,000        1,077  

5.300%, 4/15/47

      2,782,000        2,859  

6.100%, 2/15/42

      550,000        599  

6.125%, 12/15/45

      943,000        1,040  

Exxon Mobil Corp.
3.452%, 4/15/51

      2,101,000        2,037  

Galaxy Pipeline Assets Bidco, Ltd.

      

1.750%, 9/30/27 144A

      2,974,887        2,852  

2.160%, 3/31/34 144A

      2,403,000        2,210  

2.625%, 3/31/36 144A

      1,480,000        1,327  

2.940%, 9/30/40 144A

      370,444        334  

Kinder Morgan, Inc.

      

3.250%, 8/1/50

      989,000        821  

3.600%, 2/15/51

      1,264,000        1,122  

Lundin Energy Finance B.V.

      

2.000%, 7/15/26 144A

      3,818,000        3,555  

3.100%, 7/15/31 144A

      4,889,000        4,527  

Marathon Oil Corp.
5.200%, 6/1/45

      679,000        735  

MPLX LP
4.950%, 3/14/52

      1,680,000        1,749  

Oleoducto Central SA
4.000%, 7/14/27 144A

      1,181,000        1,113  

Petroleos Mexicanos
2.460%, 12/15/25

      2,567,600        2,551  

Pioneer Natural Resources Co.
1.900%, 8/15/30

      2,830,000        2,509  
     

 

 

  

Total

         43,963  
     

 

 

  

Financial (13.9%)

      

AerCap Ireland Capital DAC / AerCap Global Aviation Trust
1.150%, 10/29/23

      6,494,000        6,216  

Agree LP

      

2.000%, 6/15/28

      2,302,000        2,085  

2.600%, 6/15/33

      523,000        461  

Alleghany Corp.
3.250%, 8/15/51

      1,596,000        1,384  

American Campus Communities Operating Partnership LP
2.250%, 1/15/29

      1,585,000        1,448  
Corporate Bonds (30.8%)    Shares/ Par +      Value
$ (000’s)		  

Financial continued

   

American Homes 4 Rent, LP

      

3.625%, 4/15/32

      2,419,000        2,360  

4.300%, 4/15/52

      946,000        920  

American Tower Corp.

      

3.650%, 3/15/27

      2,629,000        2,622  

4.050%, 3/15/32

      841,000        843  

Antares Holdings LP
3.750%, 7/15/27 144A

      2,689,000        2,481  

Ares Capital Corp.
3.200%, 11/15/31

      2,611,000        2,213  

Athene Global Funding

      

1.730%, 10/2/26 144A

      4,754,000        4,317  

1.985%, 8/19/28 144A

      2,642,000        2,321  

2.500%, 3/24/28 144A

      3,698,000        3,406  

2.514%, 3/8/24 144A

      4,302,000        4,235  

2.646%, 10/4/31 144A

      3,488,000        3,078  

3.205%, 3/8/27 144A

      5,249,000        5,053  

Bain Capital Specialty Finance, Inc.
2.550%, 10/13/26

      1,736,000        1,565  

Banco Santander SA

   

1.722%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.900%), 9/14/27

      2,800,000        2,529  

3.225%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.600%), 11/22/32

      2,600,000        2,334  

4.175%, (US Treasury Yield Curve Rate
T Note Constant Maturity 1 Year plus 2.000%), 3/24/28

      7,362,000        7,399  

Bank of America Corp.

      

1.197%, (US SOFR plus 1.010%), 10/24/26

      2,372,000        2,192  

1.319%, (US SOFR plus 1.150%), 6/19/26

      1,412,000        1,323  

1.530%, (US SOFR plus 0.650%), 12/6/25

      7,510,000        7,182  

1.658%, (US SOFR plus 0.910%), 3/11/27

      10,653,000        9,930  

1.734%, (US SOFR plus 0.960%), 7/22/27

      6,367,000        5,913  

1.922%, (US SOFR plus 1.370%), 10/24/31

      1,768,000        1,536  

2.496%, (ICE LIBOR USD 3 Month plus 0.990%), 2/13/31

      2,971,000        2,731  

2.592%, (US SOFR plus 2.150%), 4/29/31

      812,000        749  

2.687%, (US SOFR plus 1.320%), 4/22/32

      8,092,000        7,442  

2.972%, (US SOFR plus 1.330%), 2/4/33

      4,391,000        4,114  

3.004%, (ICE LIBOR USD 3 Month plus 0.790%), 12/20/23

      4,200,000        4,211  

3.384%, (US SOFR plus 1.330%), 4/2/26

      11,578,000        11,562  

3.419%, (ICE LIBOR USD 3 Month plus 1.040%), 12/20/28

      5,833,000        5,774  

3.500%, 4/19/26

      539,000        546  

Bank of Montreal
2.650%, 3/8/27

      841,000        813  

Berkshire Hathaway Finance Corp.
3.850%, 3/15/52

      1,575,000        1,611  

Blackstone Private Credit Fund

      

2.350%, 11/22/24 144A

      2,173,000        2,072  

2.625%, 12/15/26 144A

      5,441,000        4,897  

3.250%, 3/15/27 144A

      2,717,000        2,490  

4.000%, 1/15/29 144A

      3,614,000        3,346  

Brighthouse Financial Global Funding
1.200%, 12/15/23 144A

      2,108,000        2,047  

Brighthouse Financial, Inc.
3.850%, 12/22/51

      1,046,000        872  
 

Select Bond Portfolio

 

Corporate Bonds (30.8%)    Shares/ Par +     

Value

$ (000’s)

  

Financial continued

      

Brixmor Operating Partnership LP

      

2.250%, 4/1/28

      739,000        675  

2.500%, 8/16/31

      1,278,000        1,129  

Brown & Brown, Inc.

      

4.200%, 3/17/32

      2,101,000        2,135  

4.950%, 3/17/52

      525,000        561  

Canadian Imperial Bank of Commerce

      

3.300%, 4/7/25

      7,886,000        7,879  

3.450%, 4/7/27

      7,886,000        7,870  

3.600%, 4/7/32

      3,680,000        3,663  

Capital One Financial Corp.
2.636%, (US SOFR plus 1.290%), 3/3/26

      1,049,000        1,026  

Citigroup, Inc.

      

2.014%, (US SOFR plus 0.694%), 1/25/26

      6,297,000        6,062  

3.290%, (US SOFR plus 1.528%), 3/17/26

      1,577,000        1,572  

CNO Global Funding
1.750%, 10/7/26 144A

      2,934,000        2,705  

Commonwealth Bank of Australia
3.784%, 3/14/32 144A

      1,455,000        1,406  

Cooperatieve Rabobank U.A.

      

1.000%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.420%), 4/6/33 144A

      3,746,000        3,735  

3.649%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.220%), 4/6/28 144A

      7,901,000        7,878  

Crown Castle International Corp.

      

1.050%, 7/15/26

      3,165,000        2,859  

2.100%, 4/1/31

      2,177,000        1,883  

2.900%, 3/15/27

      3,439,000        3,325  

2.900%, 4/1/41

      1,477,000        1,223  

4.000%, 3/1/27

      528,000        535  

Deutsche Bank AG
3.742%, (US SOFR plus 2.257%), 1/7/33

      5,539,000        4,895  

Enstar Group, Ltd.
3.100%, 9/1/31

      2,658,000        2,377  

Essex Portfolio LP

      

1.700%, 3/1/28

      2,766,000        2,493  

2.550%, 6/15/31

      1,089,000        992  

Extra Space Storage LP

      

2.350%, 3/15/32

      949,000        833  

3.900%, 4/1/29

      1,052,000        1,054  

F&G Global Funding
2.000%, 9/20/28 144A

      4,210,000        3,766  

Federal Realty Investment Trust
3.950%, 1/15/24

   

 

1,461,000

 

      1,480  

FS KKR Capital Corp.
3.250%, 7/15/27

      228,000        210  

GA Global Funding Trust

      

0.800%, 9/13/24 144A

      3,727,000        3,490  

1.950%, 9/15/28 144A

      5,005,000        4,449  

2.250%, 1/6/27 144A

      1,467,000        1,369  

GLP Capital LP / GLP Financing II, Inc.
5.300%, 1/15/29

      1,067,000        1,121  

The Goldman Sachs Group, Inc.

      

0.657%, (US SOFR plus 0.505%), 9/10/24

      5,294,000        5,120  

0.925%, (US SOFR plus 0.486%), 10/21/24

      10,594,000        10,269  

1.757%, (US SOFR plus 0.730%), 1/24/25

      5,747,000        5,603  

1.948%, (US SOFR plus 0.913%), 10/21/27

      2,620,000        2,435  

2.650%, (US SOFR plus 1.264%), 10/21/32

      1,828,000        1,653  
Corporate Bonds (30.8%)    Shares/ Par +      Value
$ (000’s)		  

Financial continued

      

3.102%, (US SOFR plus 1.410%), 2/24/33

      2,760,000        2,602  

3.615%, (US SOFR plus 1.846%), 3/15/28

      3,155,000        3,151  

ING Groep NV

      

3.869%, (US SOFR plus 1.640%), 3/28/26

      2,671,000        2,684  

4.017%, (US SOFR plus 1.830%), 3/28/28

      2,671,000        2,686  

4.252%, (US SOFR plus 2.070%), 3/28/33

      1,646,000        1,694  

Invitation Homes Operating Partnership LP
4.150%, 4/15/32

      2,101,000        2,146  

JPMorgan Chase & Co.

      

1.040%, (US SOFR plus 0.695%), 2/4/27

      10,577,000        9,692  

1.045%, (US SOFR plus 0.800%), 11/19/26

      5,898,000        5,445  

1.470%, (US SOFR plus 0.765%), 9/22/27

      2,628,000        2,422  

1.561%, (US SOFR plus 0.605%), 12/10/25

      16,535,000        15,827  

2.083%, (US SOFR plus 1.850%), 4/22/26

      4,626,000        4,464  

2.182%, (US SOFR plus 1.890%), 6/1/28

      3,240,000        3,040  

2.301%, (US SOFR plus 1.160%), 10/15/25

      664,000        650  

Lloyds Banking Group PLC

      

3.511%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.600%), 3/18/26

      3,167,000        3,151  

3.750%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.800%), 3/18/28

      4,187,000        4,175  

Mid-America Apartments LP

      

3.950%, 3/15/29

      1,062,000        1,094  

4.000%, 11/15/25

      1,294,000        1,321  

4.300%, 10/15/23

      1,084,000        1,102  

Mitsubishi UFJ Financial Group, Inc.

      

0.953%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.550%), 7/19/25

      6,334,000        6,004  

1.538%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.750%), 7/20/27

      6,256,000        5,742  

1.640%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.670%), 10/13/27

      5,306,000        4,878  

2.309%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.950%), 7/20/32

      3,272,000        2,929  

2.341%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.830%), 1/19/28

      3,037,000        2,868  

2.494%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 0.970%), 10/13/32

      2,167,000        1,950  

2.852%, (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year plus 1.100%), 1/19/33

      1,957,000        1,824  

Morgan Stanley

      

0.790%, (US SOFR plus 0.525%), 5/30/25

      9,478,000        9,004  

0.791%, (US SOFR plus 0.509%), 1/22/25

      10,486,000        10,066  

0.864%, (US SOFR plus 0.745%), 10/21/25

      2,103,000        1,980  

0.985%, (US SOFR plus 0.720%), 12/10/26

      5,380,000        4,934  

1.164%, (US SOFR plus 0.560%), 10/21/25

      2,717,000        2,581  

1.512%, (US SOFR plus 0.858%), 7/20/27

      4,113,000        3,781  

2.239%, (US SOFR plus 1.178%), 7/21/32

      3,138,000        2,781  

2.475%, (US SOFR plus 1.000%), 1/21/28

      1,050,000        1,001  

Morgan Stanley Direct Lending Fund
4.500%, 2/11/27 144A

      1,896,000        1,802  
 

Select Bond Portfolio

 

Corporate Bonds (30.8%)    Shares/ Par +     

Value

$ (000’s)

  

Financial continued

      

Owl Rock Capital Corp.
3.400%, 7/15/26

      3,014,000        2,830  

Owl Rock Capital Corp. III
3.125%, 4/13/27 144A

      3,366,000        2,978  

OWL Rock Core Income Corp.
4.700%, 2/8/27 144A

      2,395,000        2,303  

Prudential Financial, Inc.

      

5.125%, (US Treasury Yield Curve Rate T Note Constant Maturity 5 year plus
3.162%), 3/1/52

      1,063,000        1,075  

Realty Income Corp.

      

2.200%, 6/15/28

      1,132,000        1,044  

2.850%, 12/15/32

      1,531,000        1,446  

3.400%, 1/15/28

      1,121,000        1,118  

Regency Centers LP
2.950%, 9/15/29

      2,297,000        2,188  

Rexford Industrial Realty, Inc.
2.150%, 9/1/31

      1,170,000        1,016  

SBL Holdings, LLC
5.000%, 2/18/31 144A

      3,661,000        3,529  

Spirit Realty LP
3.400%, 1/15/30

      747,000        722  

Stewart Information Services Corp.
3.600%, 11/15/31

      1,423,000        1,295  

Store Capital Corp.

      

2.700%, 12/1/31

      733,000        650  

2.750%, 11/18/30

      1,871,000        1,693  

4.500%, 3/15/28

      3,989,000        4,089  

4.625%, 3/15/29

      1,348,000        1,399  

Sumitomo Mitsui Financial Group, Inc.

      

1.402%, 9/17/26

      4,264,000        3,890  

1.902%, 9/17/28

      6,641,000        5,943  

Sun Communities Operating LP
2.300%, 11/1/28

      1,057,000        958  

Trust Fibra Uno
6.390%, 1/15/50 144A

      1,319,000        1,331  

Wells Fargo & Co.
3.526%, (US SOFR plus 1.510%), 3/24/28

      10,979,000        10,957  

Westpac Banking Corp.
1.953%, 11/20/28

      2,667,000        2,456  
     

 

 

  

Total

         440,734  
     

 

 

  

Industrial (1.1%)

      

The Boeing Co.

      

2.196%, 2/4/26

      4,000,000        3,782  

3.250%, 2/1/28

      2,264,000        2,181  

3.250%, 2/1/35

      1,294,000        1,155  

3.625%, 2/1/31

      2,275,000        2,214  

3.750%, 2/1/50

      2,313,000        2,060  

5.150%, 5/1/30

      313,000        334  

Canadian Pacific Railway Co.

      

1.350%, 12/2/24

      2,608,000        2,501  

1.750%, 12/2/26

      509,000        479  

3.000%, 12/2/41

      836,000        752  

Crowley Conro LLC
4.181%, 8/15/43

      1,312,068        1,416  

GE Capital International Funding Co. Unlimited Co.
4.418%, 11/15/35

      761,000        817  
Corporate Bonds (30.8%)    Shares/ Par +      Value
$ (000’s)		  

Industrial continued

      

Howmet Aerospace, Inc.
3.000%, 1/15/29

      1,925,000        1,758  

John Deere Capital Corp.

      

2.125%, 3/7/25

      1,575,000        1,550  

2.350%, 3/8/27

      2,625,000        2,552  

Northrop Grumman Corp.

      

3.250%, 8/1/23

      3,084,000        3,117  

3.250%, 1/15/28

      1,903,000        1,903  

Union Pacific Corp.

      

2.400%, 2/5/30

      2,070,000        1,959  

2.800%, 2/14/32

      2,635,000        2,530  

3.375%, 2/14/42

      1,265,000        1,223  

3.500%, 2/14/53

      1,792,000        1,753  
     

 

 

  

Total

         36,036  
     

 

 

  

Technology (2.5%)

      

Analog Devices, Inc.

      

1.700%, 10/1/28

      1,585,000        1,462  

2.100%, 10/1/31

      2,108,000        1,944  

Apple, Inc.

      

1.400%, 8/5/28

      4,221,000        3,859  

1.700%, 8/5/31

      3,165,000        2,839  

2.375%, 2/8/41

      857,000        747  

2.550%, 8/20/60

      891,000        730  

2.650%, 5/11/50

      2,604,000        2,268  

2.650%, 2/8/51

      1,804,000        1,556  

2.700%, 8/5/51

      1,048,000        911  

Broadcom Corp. / Broadcom Cayman Finance, Ltd.
3.875%, 1/15/27

      798,000        803  

Broadcom, Inc.

      

2.450%, 2/15/31 144A

      1,844,000        1,645  

3.150%, 11/15/25

      1,380,000        1,369  

3.419%, 4/15/33 144A

      5,019,000        4,684  

3.469%, 4/15/34 144A

      2,356,000        2,182  

4.000%, 4/15/29 144A

      2,403,000        2,402  

4.150%, 11/15/30

      2,933,000        2,973  

4.150%, 4/15/32 144A

      1,578,000        1,575  

Dell International LLC / EMC Corp.

      

3.375%, 12/15/41 144A

      2,620,000        2,202  

3.450%, 12/15/51 144A

      3,143,000        2,553  

4.900%, 10/1/26

      539,000        565  

6.100%, 7/15/27

      1,073,000        1,179  

HP, Inc.

      

2.200%, 6/17/25

      2,453,000        2,366  

4.000%, 4/15/29

      3,680,000        3,666  

4.200%, 4/15/32

      3,680,000        3,667  

Intel Corp.

      

2.450%, 11/15/29

      1,050,000        1,001  

2.800%, 8/12/41

      2,755,000        2,432  

3.050%, 8/12/51

      421,000        374  

3.200%, 8/12/61

      857,000        758  

KLA-Tencor Corp.
3.300%, 3/1/50

      2,505,000        2,360  

NXP BV / NXP Funding LLC / NXP USA, Inc.

      

2.650%, 2/15/32 144A

      2,168,000        1,954  

3.250%, 5/11/41 144A

      1,154,000        1,018  

Oracle Corp.

      

3.650%, 3/25/41

      1,094,000        956  

4.375%, 5/15/55

      643,000        581  
 

Select Bond Portfolio

 

Corporate Bonds (30.8%)    Shares/ Par +      Value
$ (000’s)		  

Technology continued

      

Texas Instruments, Inc.
1.125%, 9/15/26

      1,057,000        987  

VMware, Inc.

      

0.600%, 8/15/23

      5,133,000        4,989  

1.000%, 8/15/24

      3,666,000        3,495  

1.400%, 8/15/26

      3,668,000        3,367  

1.800%, 8/15/28

      2,302,000        2,042  

3.900%, 8/21/27

      421,000        426  

4.700%, 5/15/30

      2,119,000        2,241  
     

 

 

  

Total

         79,128  
     

 

 

  

Utilities (2.3%)

      

The AES Corp.
1.375%, 1/15/26

      2,275,000        2,092  

American Transmission Systems, Inc.
2.650%, 1/15/32 144A

      733,000        677  

Baltimore Gas & Electric Co.
2.250%, 6/15/31

      1,574,000        1,433  

CenterPoint Energy Houston Electric LLC
3.600%, 3/1/52

      1,157,000        1,159  

Consumers Energy Co.

      

2.500%, 5/1/60

      895,000        681  

2.650%, 8/15/52

      1,159,000        962  

DTE Electric Co.

      

2.950%, 3/1/50

      1,838,000        1,620  

3.650%, 3/1/52

      841,000        850  

DTE Energy Co.
1.050%, 6/1/25

      1,105,000        1,034  

Duke Energy Carolinas LLC

      

2.550%, 4/15/31

      1,067,000        1,001  

2.850%, 3/15/32

      1,942,000        1,877  

3.550%, 3/15/52

      1,627,000        1,607  

Duke Energy Corp.

      

2.550%, 6/15/31

      3,352,000        3,065  

3.500%, 6/15/51

      631,000        576  

Duke Energy Florida LLC
2.400%, 12/15/31

      1,569,000        1,448  

Duke Energy Progress LLC
2.500%, 8/15/50

      1,585,000        1,287  

Entergy Arkansas LLC
2.650%, 6/15/51

      1,412,000        1,151  

Eversource Energy

      

1.400%, 8/15/26

      886,000        817  

2.900%, 3/1/27

      2,103,000        2,061  

3.375%, 3/1/32

      1,053,000        1,030  

Exelon Corp.

      

2.750%, 3/15/27 144A

      1,050,000        1,023  

4.100%, 3/15/52 144A

      735,000        747  

Florida Power & Light Co.
2.450%, 2/3/32

      3,767,000        3,543  

Israel Electric Corp., Ltd.
3.750%, 2/22/32 144A

      960,000        920  

ITC Holdings Corp.
2.700%, 11/15/22

      2,135,000        2,141  

Jersey Central Power & Light Co.
2.750%, 3/1/32 144A

      1,725,000        1,606  

Metropolitan Edison Co.
4.300%, 1/15/29 144A

      1,837,000        1,909  

MidAmerican Energy Co.
2.700%, 8/1/52

      1,364,000        1,166  
Corporate Bonds (30.8%)    Shares/ Par +     

Value

$ (000’s)

  

Utilities continued

      

Mississippi Power Co.

      

3.100%, 7/30/51

      1,887,000        1,603  

3.950%, 3/30/28

      1,882,000        1,912  

4.250%, 3/15/42

      722,000        723  

Northern States Power Co.
3.200%, 4/1/52

      1,062,000        999  

NSTAR Electric Co.
3.100%, 6/1/51

      970,000        875  

Oncor Electric Delivery Co. LLC
2.700%, 11/15/51 144A

      1,011,000        865  

Pacific Gas & Electric Co.

      

2.100%, 8/1/27

      839,000        754  

3.950%, 12/1/47

      2,386,000        1,974  

4.200%, 6/1/41

      911,000        792  

4.500%, 7/1/40

      539,000        491  

4.750%, 2/15/44

      528,000        478  

4.950%, 7/1/50

      2,124,000        2,001  

PacifiCorp
2.900%, 6/15/52

      841,000        735  

PECO Energy Co.
2.850%, 9/15/51

      1,898,000        1,642  

Pennsylvania Electric Co.
3.250%, 3/15/28 144A

      1,531,000        1,473  

Public Service Company of Oklahoma

      

2.200%, 8/15/31

      1,596,000        1,429  

3.150%, 8/15/51

      1,062,000        936  

Public Service Electric & Gas Co.

      

1.900%, 8/15/31

      2,108,000        1,873  

2.050%, 8/1/50

      437,000        324  

2.700%, 5/1/50

      857,000        731  

Public Service Enterprise Group, Inc.

      

1.600%, 8/15/30

      1,213,000        1,037  

2.450%, 11/15/31

      1,350,000        1,226  

Sempra Energy
3.700%, 4/1/29

      1,577,000        1,585  

Southern California Edison Co.
4.125%, 3/1/48

      1,181,000        1,162  

Southern Co. Gas Capital Corp.
1.750%, 1/15/31

      1,660,000        1,419  

Trans-Allegheny Interstate Line Co.
3.850%, 6/1/25 144A

      744,000        749  

Virginia Electric & Power Co.

      

2.450%, 12/15/50

      609,000        487  

2.950%, 11/15/51

      1,574,000        1,382  

WEC Energy Group, Inc.
0.800%, 3/15/24

      2,669,000        2,561  
     

 

 

  

Total

         73,701  
     

 

 

  

Total Corporate Bonds (Cost: $1,041,723)

         978,796  
     

 

 

  
Governments (37.2%)                

Governments (37.2%)

      

Colombia Government International Bond
5.200%, 5/15/49

      1,492,000        1,272  

Federal Home Loan Mortgage Corp.
0.000%, 12/14/29 PO

      4,007,000        3,302  

Federal National Mortgage Association
0.000%, 11/15/30 PO

      11,778,000        9,535  
 

Select Bond Portfolio

 

Governments (37.2%)    Shares/ Par +      Value
$ (000’s)		  

Governments continued

      

Philippine Government International Bond
4.200%, 3/29/47

      381,000        398  

Republic of Chile

      

3.500%, 1/31/34

      660,000        651  

4.340%, 3/7/42

      3,272,000        3,359  

Republic of Indonesia

      

3.550%, 3/31/32

      1,647,000        1,691  

4.300%, 3/31/52

      1,360,000        1,423  

Republic of Paraguay

      

3.849%, 6/28/33 144A

      1,169,000        1,128  

4.950%, 4/28/31 144A

      612,000        640  

5.400%, 3/30/50 144A

      1,869,000        1,892  

Republic of Peru

      

2.392%, 1/23/26

      1,157,000        1,123  

3.600%, 1/15/72

      2,334,000        2,006  

United Mexican States

      

3.500%, 2/12/34

      1,686,000        1,567  

3.750%, 4/19/71

      2,464,000        1,961  

4.280%, 8/14/41

      4,444,000        4,143  

4.500%, 4/22/29

      3,291,000        3,470  

4.600%, 2/10/48

      576,000        548  

US Treasury

      

0.125%, 5/31/22

      10,084,000        10,080  

0.125%, 9/30/22

      16,289,000        16,215  

0.125%, 12/31/22

      42,449,000        42,038  

0.125%, 4/30/23 b

      67,932,000        66,733  

0.125%, 8/31/23

      1,128,000        1,097  

0.250%, 5/15/24

      31,874,000        30,466  

0.250%, 6/15/24

      28,465,000        27,148  

0.250%, 8/31/25

      18,823,000        17,416  

0.250%, 9/30/25

      49,515,000        45,739  

0.250%, 10/31/25

      34,529,000        31,835  

0.375%, 10/31/23

      6,685,000        6,498  

0.375%, 4/15/24

      23,567,000        22,637  

0.375%, 11/30/25 b

      68,316,000        63,160  

0.375%, 12/31/25

      26,935,000        24,872  

0.375%, 1/31/26

      28,542,000        26,298  

0.500%, 8/31/27

      25,638,000        23,092  

0.500%, 10/31/27

      9,266,000        8,318  

0.625%, 11/30/27

      27,896,000        25,185  

0.750%, 11/15/24

      8,845,000        8,454  

0.750%, 3/31/26

      10,161,000        9,476  

0.750%, 5/31/26 b

      50,687,000        47,143  

0.875%, 6/30/26

      40,028,000        37,386  

1.000%, 7/31/28

      15,970,000        14,613  

1.125%, 5/15/40

      54,471,000        42,921  

1.125%, 8/15/40

      36,259,000        28,425  

1.125%, 1/15/25

      4,237,000        4,080  

1.250%, 6/30/28

      4,693,000        4,366  

1.375%, 11/15/40 b

      59,347,000        48,518  

1.375%, 8/15/50

      16,828,000        12,952  

1.375%, 2/29/24

      3,640,000        3,587  

1.375%, 10/31/28

      23,190,000        21,679  

1.375%, 12/31/28

      5,959,000        5,569  

1.500%, 9/30/24

      1,248,000        1,219  

1.500%, 2/15/25

      3,845,000        3,737  

1.625%, 11/15/50

      15,650,000        12,824  

1.750%, 8/15/41 b

      71,514,000        61,983  

1.750%, 3/15/25

      7,415,000        7,258  

1.750%, 1/31/29

      1,966,000        1,882  
Governments (37.2%)    Shares/ Par +      Value
$ (000’s)		  

Governments continued

      

1.875%, 2/15/32 b

      47,745,000        45,850  

1.875%, 2/15/41

      7,769,000        6,918  

1.875%, 11/15/51

      12,650,000        11,096  

1.875%, 2/28/27

      6,422,000        6,250  

1.875%, 2/28/29

      2,015,000        1,945  

2.000%, 11/15/41

      19,136,000        17,315  

2.000%, 8/15/51

      25,688,000        23,175  

2.125%, 5/15/25

      25,935,000        25,619  

2.250%, 5/15/41

      17,861,000        16,861  

2.250%, 2/15/52

      9,391,000        9,007  

2.250%, 3/31/24

      10,666,000        10,651  

2.375%, 2/15/42

      14,599,000        14,081  

2.375%, 3/31/29

      13,869,000        13,828  

2.500%, 2/15/45

      7,522,000        7,326  

2.500%, 2/28/26

      7,621,000        7,610  

2.500%, 3/31/27

      33,018,000        33,090  

2.750%, 2/15/28

      26,464,000        26,873  
     

 

 

  

Total

         1,184,503  
     

 

 

  

Total Governments (Cost: $1,253,531)

         1,184,503  
     

 

 

  
Municipal Bonds (0.4%)                

Municipal Bonds (0.4%)

      

County of Clark Department of Aviation
6.820%, 7/1/45 RB

      1,780,000        2,574  

North Texas Tollway Authority, Series 2009-B
6.718%, 1/1/49 RB

      1,950,000        2,888  

The Ohio State University
4.800%, 6/1/11 RB

      1,070,000        1,224  

Port Authority of New York & New Jersey
4.458%, 10/1/62 RB

      3,110,000        3,455  

The University of Texas System
2.439%, 8/15/49 RB

      925,000        753  
     

 

 

  

Total Municipal Bonds (Cost: $10,513)

         10,894  
     

 

 

  
Structured Products (38.3%)                

Asset Backed Securities (7.5%)

      

AmeriCredit Automobile Receivables Trust,
Series 2022-1, Class A3
2.450%, 11/18/26

      906,000        895  

Avis Budget Rental Car Funding AESOP LLC,
Series 2019-3A, Class A
2.360%, 3/20/26 144A

      2,229,000        2,167  

Avis Budget Rental Car Funding AESOP LLC,
Series 2020-1A, Class A
2.330%, 8/20/26 144A

      1,707,000        1,656  

Avis Budget Rental Car Funding AESOP LLC,
Series 2021-2A, Class A
1.660%, 2/20/28 144A

      4,820,000        4,466  

Capital One Multi-Asset Execution Trust,
Series 2021-A2, Class A2
1.390%, 7/15/30

      3,405,000        3,112  

Capital One Multi-Asset Execution Trust,
Series 2022-A1, Class A1
2.800%, 3/15/27

      10,433,000        10,431  
 

Select Bond Portfolio

 

Structured Products (38.3%)    Shares/ Par +      Value
$ (000’s)		  

Asset Backed Securities continued

      

College Avenue Student Loans LLC, Series 2017-A, Class A1

      

1.837%, (ICE LIBOR USD 1 Month plus 1.650%), 11/26/46 144A

      964,553        974  

College Avenue Student Loans LLC,
Series 2018-A, Class A2
4.130%, 12/26/47 144A

      816,822        811  

College Avenue Student Loans LLC,
Series 2019-A, Class A2
3.280%, 12/28/48 144A

      1,570,352        1,539  

College Avenue Student Loans LLC,
Series 2021-A, Class A2
1.600%, 7/25/51 144A

      2,016,828        1,863  

Ford Credit Auto Owner Trust,
Series 2019-1, Class A
3.520%, 7/15/30 144A

      1,158,000        1,171  

Ford Credit Auto Owner Trust,
Series 2020-2, Class A
1.060%, 4/15/33 144A

      1,575,000        1,461  

Hertz Vehicle Financing III LLC,
Series 2022- 1A, Class A
1.990%, 6/25/26 144A

      5,782,000        5,547  

Hertz Vehicle Financing III LP,
Series 2021-2A, Class A
1.680%, 12/27/27 144A

      4,174,000        3,806  

Hertz Vehicle Financing LLC,
Series 2022-2A, Class A
2.330%, 6/26/28 144A

      5,129,000        4,796  

Hertz Vehicle Financing LLC,
Series 2022-4A, Class A
3.730%, 9/25/26 144A

      5,207,000        5,213  

Hertz Vehicle Financing LLC,
Series 2022-5A, Class A
3.890%, 9/25/28 144A

      5,207,000        5,206  

Hyundai Auto Receivables Trust,
Series 2021- C, Class A4
1.030%, 12/15/27

      1,869,000        1,753  

Hyundai Auto Receivables Trust,
Series 2022- A, Class A3
2.220%, 10/15/26

      3,507,000        3,461  

Hyundai Auto Receivables Trust,
Series 2022- A, Class A4
2.350%, 4/17/28

      1,194,000        1,168  

Navient Private Education Loan Trust, Series 2014-AA, Class A3

      

1.997%, (ICE LIBOR USD 1 Month plus 1.600%), 10/15/31 144A

      1,539,000        1,551  

Navient Private Education Refi Loan Trust,
Series 2018-C, Class A2
3.520%, 6/16/42 144A

      207,902        209  

Navient Private Education Refi Loan Trust,
Series 2018-DA, Class A2A
4.000%, 12/15/59 144A

      2,501,268        2,553  

Navient Private Education Refi Loan Trust,
Series 2019-A, Class A2A
3.420%, 1/15/43 144A

      2,529,520        2,535  

Navient Private Education Refi Loan Trust,
Series 2019-C, Class A2
3.130%, 2/15/68 144A

      1,907,901        1,896  
Structured Products (38.3%)    Shares/ Par +      Value
$ (000’s)		  

Asset Backed Securities continued

      

Navient Private Education Refi Loan Trust,
Series 2019-D, Class A2A
3.010%, 12/15/59 144A

      4,318,987        4,264  

Navient Private Education Refi Loan Trust,
Series 2020-BA, Class A2
2.120%, 1/15/69 144A

      1,561,470        1,532  

Navient Private Education Refi Loan Trust,
Series 2020-GA, Class A
1.170%, 9/16/69 144A

      2,935,514        2,839  

Navient Private Education Refi Loan Trust,
Series 2021-A, Class A
0.840%, 5/15/69 144A

      764,222        730  

Navient Private Education Refi Loan Trust,
Series 2021-FA, Class A
1.110%, 2/18/70 144A

      7,951,776        7,411  

Navient Private Education Refi Loan Trust,
Series 2022-A, Class A
2.230%, 7/15/70 144A

      9,610,000        9,289  

Navient Student Loan Trust,
Series 2016-AA, Class A2B

      

2.547%, (ICE LIBOR USD 1 Month plus 2.150%), 12/15/45 144A

      754,076        770  

Navient Student Loan Trust,
Series 2019-BA, Class A2A
3.390%, 12/15/59 144A

      3,294,665        3,295  

Navient Student Loan Trust,
Series 2019-FA, Class A2
2.600%, 8/15/68 144A

      2,651,311        2,627  

Navient Student Loan Trust,
Series 2019-GA, Class A
2.400%, 10/15/68 144A

      1,296,068        1,288  

Navient Student Loan Trust,
Series 2020-EA, Class A 1.690%, 5/15/69 144A

      150,644        145  

Navient Student Loan Trust,
Series 2020-HA, Class A
1.310%, 1/15/69 144A

      1,617,111        1,566  

Navient Student Loan Trust,
Series 2020-IA, Class A1A
1.330%, 4/15/69 144A

      6,592,823        6,184  

Navient Student Loan Trust,
Series 2021-3A, Class A1A
1.770%, 8/25/70 144A

      4,068,214        3,826  

Navient Student Loan Trust,
Series 2021-BA, Class A
0.940%, 7/15/69 144A

      1,100,037        1,038  

Navient Student Loan Trust,
Series 2021-CA, Class A
1.060%, 10/15/69 144A

      4,234,612        4,026  

Navient Student Loan Trust,
Series 2021-EA, Class A
0.970%, 12/16/69 144A

      6,904,188        6,499  

Navient Student Loan Trust,
Series 2021-GA, Class A
1.580%, 4/15/70 144A

      2,464,288        2,338  

Nelnet Student Loan Trust,
Series 2004-3, Class A5

      

0.438%, (ICE LIBOR USD 3 Month plus 0.180%), 10/27/36

      520,785        510  
 

Select Bond Portfolio

 

Structured Products (38.3%)    Shares/ Par +     

Value

$ (000’s)

  

Asset Backed Securities continued

      

Nelnet Student Loan Trust,
Series 2004-4, Class A5

      

0.418%, (ICE LIBOR USD 3 Month plus 0.160%), 1/25/37

      2,612,513        2,604  

Nelnet Student Loan Trust,
Series 2005-1, Class A5

      

0.368%, (ICE LIBOR USD 3 Month plus 0.110%), 10/25/33

      7,765,470        7,737  

Nelnet Student Loan Trust, Series 2005-2, Class A5

      

0.314%, (ICE LIBOR USD 3 Month plus 0.100%), 3/23/37

      7,507,803        7,337  

Nelnet Student Loan Trust,
Series 2005-3, Class A5

      

1.054%, (ICE LIBOR USD 3 Month plus 0.120%), 12/24/35

      5,766,889        5,747  

Nelnet Student Loan Trust,
Series 2005-4, Class A4

      

0.394%, (ICE LIBOR USD 3 Month plus 0.180%), 3/22/32

      1,000,173        964  

Santander Drive Auto Receivables Trust,
Series 2020-4, Class A3
0.480%, 7/15/24

      230,458        230  

Santander Drive Auto Receivables Trust,
Series 2022-2, Class A3
2.980%, 10/15/26

      6,587,000        6,572  

SLM Student Loan Trust, Series 2003-1, Class A5C

      

1.576%, (ICE LIBOR USD 3 Month plus 0.750%), 12/15/32 144A

      1,189,534        1,159  

SLM Student Loan Trust, Series 2007-2, Class A4

      

0.318%, (ICE LIBOR USD 3 Month plus 0.060%), 7/25/22

      7,828,230        7,713  

SMB Private Education Loan Trust, Series 2016-B, Class A2A
2.430%, 2/17/32 144A

      1,031,108        1,013  

SMB Private Education Loan Trust, Series 2016-B, Class A2B

      

1.847%, (ICE LIBOR USD 1 Month plus 1.450%), 2/17/32 144A

      968,065        969  

SMB Private Education Loan Trust, Series 2016-C, Class A2B

      

1.497%, (ICE LIBOR USD 1 Month plus 1.100%), 9/15/34 144A

      1,060,310        1,065  

SMB Private Education Loan Trust, Series 2018-C, Class A2A
3.630%, 11/15/35 144A

      1,327,445        1,334  

SMB Private Education Loan Trust, Series 2019-A, Class A2A
3.440%, 7/15/36 144A

      5,508,534        5,516  

SMB Private Education Loan Trust, Series 2020-BA, Class A1A
1.290%, 7/15/53 144A

      3,575,866        3,402  

SMB Private Education Loan Trust, Series 2020-PTA, Class A2A
1.600%, 9/15/54 144A

      3,570,341        3,417  

SMB Private Education Loan Trust, Series 2021-A, Class APT1
1.070%, 1/15/53 144A

      8,397,831        7,722  
Structured Products (38.3%)    Shares/ Par +     

Value

$ (000’s)

  

Asset Backed Securities continued

      

SMB Private Education Loan Trust, Series 2021-BA, Class 144A
1.310%, 7/17/51 144A

      4,488,556        4,267  

SMB Private Education Loan Trust, Series 2021-C, Class A2

      

1.197%, (ICE LIBOR USD 1 Month plus 0.800%), 1/15/53 144A

      4,242,000        4,231  

SMB Private Education Loan Trust, Series 2021-D, Class A1A
1.340%, 3/17/53 144A

      6,932,213        6,577  

SMB Private Education Loan Trust,
Series 2021-E, Class A1A
1.680%, 2/15/51 144A

      4,788,559        4,583  

SMB Private Education Loan Trust,
Series 2022-A, Class APT
2.850%, 11/16/54 144A

      3,214,000        3,105  

SMB Private Education Loan Trust,
Series 2020-PTB, Class A2A
1.600%, 9/15/54 144A

      10,343,370        9,785  

SoFi Professional Loan Program LLC, Series 2016-D, Class A1

      

1.137%, (ICE LIBOR USD 1 Month plus 0.950%), 1/25/39 144A

      72,396        72  

SoFi Professional Loan Program LLC, Series 2016-E, Class A1

      

1.037%, (ICE LIBOR USD 1 Month plus 0.850%), 7/25/39 144A

      57,977        58  

SoFi Professional Loan Program LLC, Series 2017-A, Class A1

      

0.887%, (ICE LIBOR USD 1 Month plus 0.700%), 3/26/40 144A

      105,003        105  

SoFi Professional Loan Program LLC,
Series 2017-D, Class A2FX
2.650%, 9/25/40 144A

      88,650        88  

SoFi Professional Loan Program LLC,
Series 2017-E, Class A2B
2.720%, 11/26/40 144A

      1,100,429        1,102  

SoFi Professional Loan Program LLC,
Series 2020-C, Class AFX
1.950%, 2/15/46 144A

      2,327,457        2,280  

SoFi Professional Loan Program LLC,
Series 2021-A, Class AFX
1.030%, 8/17/43 144A

      1,290,011        1,204  

SoFi Professional Loan Program LLC,
Series 2021-B, Class AFX
1.140%, 2/15/47 144A

      2,854,274        2,656  

Toyota Auto Loan Extended Note Trust, Series 2021-1A, Class A
1.070%, 2/27/34 144A

      1,735,000        1,611  

Triton Container Finance VIII LLC, Series 2020-1A, Class A
2.110%, 9/20/45 144A

      1,484,995        1,369  

Verizon Owner Trust, Series 2022-2, Class A 1.530%, 7/20/28

      2,007,000        1,931  
     

 

 

  

Total

         239,942  
     

 

 

  

Mortgage Securities (30.8%)

      

3650R Commercial Mortgage Trust,
Series 2021-PF1, Class A5
2.522%, 11/15/54

      1,584,000        1,478  
 

Select Bond Portfolio

 

Structured Products (38.3%)    Shares/ Par +      Value
$ (000’s)		  

Mortgage Securities continued

      

Angel Oak Mortgage Trust, Series 2019-2, Class A1
3.628%, (AFC), 3/25/49 144A

      153,146        153  

Angel Oak Mortgage Trust, Series 2020-2, Class A1A
2.531%, (AFC), 1/26/65 144A

      1,192,357        1,187  

Angel Oak Mortgage Trust, Series 2020-5, Class A1
1.373%, (AFC), 5/25/65 144A

      443,023        435  

Angel Oak Mortgage Trust, Series 2021-6, Class A1
1.458%, (AFC), 9/25/66 144A

      1,961,866        1,855  

BANK, Series 2022-BNK40, Class A4
3.507%, 3/17/64

      960,000        967  

Barclays Commercial Mortgage Securities LLC, Series 2018-C2, Class ASB
4.236%, 12/15/51

      729,000        757  

Barclays Commercial Mortgage Securities LLC, Series 2019-C3, Class A3
3.319%, 5/15/52

      363,000        360  

BBCMS Mortgage Trust, Series 2022-C15, Class A5
3.662%, (AFC), 4/15/55

      1,351,000        1,383  

Benchmark Mortgage Trust, Series 2022-B34, Class A5
3.786%, 4/15/55

      1,557,000        1,611  

Bunker Hill Loan Depositary Trust, Series 2019-2, Class A1
2.879%, (AFC), 7/25/49 144A ∑

      1,574,389        1,563  

Bunker Hill Loan Depositary Trust, Series 2019-3, Class A1
2.724%, (AFC), 11/25/59 144A ∑

      1,001,353        992  

BX Commercial Mortgage Trust, Series 2021- VOLT, Class A

      

1.097%, (ICE LIBOR USD 1 Month plus 0.700%), 9/15/36 144A

      6,842,000        6,666  

BX Trust, Series 2021-XL2, Class A

      

1.086%, (ICE LIBOR USD 1 Month plus 0.689%), 10/15/38 144A

      3,317,301        3,247  

CFCRE Commercial Mortgage Trust, Series 2017-C8, Class ASB
3.367%, 6/15/50

      1,013,000        1,017  

Citigroup Mortgage Loan Trust, Series 2005-1, Class 3A1
6.500%, 4/25/35

      87,189        89  

COLT Funding LLC, Series 2021-2, Class A1
0.924%, (AFC), 8/25/66 144A

      2,525,758        2,336  

COLT Funding LLC, Series 2021-4, Class A1
1.397%, (AFC), 10/25/66 144A

      2,709,909        2,551  

COMM Mortgage Trust, Series 2012-CR3, Class A3
2.822%, 10/15/45

      1,244,678        1,244  

COMM Mortgage Trust, Series 2013-CR10, Class A4
4.210%, (AFC), 8/10/46

      52,000        53  

COMM Mortgage Trust, Series 2013-CR11, Class A4
4.258%, 8/10/50

      6,080,000        6,186  

COMM Mortgage Trust, Series 2013-CR6, Class A4
3.101%, 3/10/46

      4,482,000        4,489  
Structured Products (38.3%)    Shares/ Par +      Value
$ (000’s)		  

Mortgage Securities continued

      

COMM Mortgage Trust, Series 2014-UBS4, Class A4
3.420%, 8/10/47

      2,348,000        2,329  

COMM Mortgage Trust, Series 2015-LC19, Class A3
2.922%, 2/10/48

      3,318,777        3,286  

COMM Mortgage Trust, Series 2015-LC23, Class A3
3.521%, 10/10/48

      1,230,000        1,230  

CSAIL Commercial Mortgage Trust, Series 2015-C2, Class A4
3.504%, 6/15/57

      1,424,000        1,424  

CSAIL Commercial Mortgage Trust, Series 2021-C20, Class A3
2.805%, 3/17/54

      793,000        752  

EQUS Mortgage Trust, Series 2021-EQAZ, Class A

      

1.152%, (ICE LIBOR USD 1 Month plus 0.755%), 10/15/38 144A

      2,684,000        2,628  

Federal Home Loan Bank

      

2.000%, 11/1/41

      3,269,424        3,068  

2.000%, 12/1/41

      1,389,364        1,304  

2.000%, 1/1/42

      1,396,079        1,310  

2.000%, 2/1/42

      5,545,481        5,198  

2.500%, 2/1/52

      782,656        749  

2.500%, 3/1/52

      2,591,000        2,476  

3.000%, 12/1/51

      9,480,682        9,425  

3.000%, 3/1/52

      4,874,000        4,795  

3.000%, 4/1/52

      6,758,000        6,620  

Federal Home Loan Mortgage Corp.

      

2.500%, 1/1/36

      8,329,361        8,265  

2.500%, 8/1/51

      1,152,706        1,102  

2.500%, 9/1/51

      7,588,765        7,284  

2.500%, 1/1/52

      7,346,810        7,019  

2.808%, (ICE LIBOR USD 12 Month plus 1.641%), 5/1/49

      1,278,414        1,289  

3.000%, 8/1/51

      550,207        539  

3.000%, 9/1/51

      1,297,115        1,271  

3.000%, 11/1/51

      769,438        754  

4.000%, 1/1/35

      60,667        63  

4.000%, 1/1/36

      119,714        125  

4.000%, 10/1/36

      579,819        604  

4.000%, 3/1/37

      301,936        316  

4.000%, 8/1/38

      2,523,688        2,612  

4.000%, 7/1/49

      4,857,153        5,058  

4.500%, 6/1/39

      97,323        102  

4.500%, 7/1/39

      125,661        133  

5.000%, 5/1/48

      2,275,782        2,445  

5.000%, 3/1/49

      4,627,078        4,968  

Federal Home Loan Mortgage Corp.,
Series 2012-264, Class 30
3.000%, 7/15/42

      3,327,012        3,281  

Federal Home Loan Mortgage Corp.,
Series 2017-4742, Class PA
3.000%, 10/15/47

      2,622,700        2,595  

Federal Home Loan Mortgage Corp.,
Series 2018-4767, Class KA
3.000%, 3/15/48

      1,222,201        1,213  

Federal Home Loan Mortgage Corp.,
Series 2439, Class LH
6.000%, 4/15/32

      189,054        203  
 

Select Bond Portfolio

 

Structured Products (38.3%)    Shares/ Par +      Value
$ (000’s)		  

Mortgage Securities continued

      

Federal Home Loan Mortgage Corp.,
Series 4205, Class PA
1.750%, 5/15/43

      1,058,988        1,008  

Federal Home Loan Mortgage Corp.,
Series 4426, Class QC
1.750%, 7/15/37

      1,788,439        1,726  

Federal Home Loan Mortgage Corp.,
Series 4705, Class A
4.500%, 9/15/42

      112,706        113  

Federal Home Loan Mortgage Corp.,
Series 4763, Class CA
3.000%, 9/15/38

      517,919        514  

Federal Home Loan Mortgage Corp.,
Series 4880, Class DA
3.000%, 5/15/50

      2,306,176        2,297  

Federal Home Loan Mortgage Corp.,
Series 4897, Class F

      

0.747%, (ICE LIBOR USD 1 Month plus 0.350%), 12/15/48

      282,162        282  

Federal Home Loan Mortgage Corp.,
Series 5091, Class AB 1.500%, 3/25/51

      4,334,932        4,057  

Federal Home Loan Mortgage Corp.,
Series 5119, Class AB 1.500%, 8/25/49

      2,006,463        1,855  

Federal National Mortgage Association

      

1.500%, 10/1/41

      9,611,275        8,711  

1.500%, 11/1/41

      19,274,362        17,469  

2.000%, 2/1/42

      10,229,014        9,559  

2.000%, 10/1/51

      27,233,117        25,310  

2.000%, 3/1/52

      4,415,931        4,114  

2.030%, (ICE LIBOR USD 12 Month plus 1.579%), 6/1/45

      1,038,967        1,069  

2.392%, (ICE LIBOR USD 12 Month plus 1.584%), 1/1/46

      3,108,768        3,196  

2.500%, 12/1/35

      7,953,249        7,891  

2.500%, 2/1/36

      5,813,132        5,754  

2.500%, 3/1/36

      11,845,263        11,749  

2.500%, 4/1/36

      1,736,138        1,723  

2.500%, 5/1/36

      10,328,311        10,234  

2.500%, 6/1/36

      5,720,471        5,676  

2.500%, 4/1/42

      2,470,000        2,381  

2.500%, 8/1/50

      18,809,855        18,027  

2.500%, 10/1/50

      4,417,376        4,234  

2.500%, 6/1/51

      3,059,010        2,929  

2.500%, 9/1/51

      3,468,017        3,320  

2.500%, 12/1/51

      18,859,694        18,046  

2.500%, 3/1/52

      3,185,000        3,049  

3.000%, 1/1/43

      2,799,712        2,806  

3.000%, 11/1/50

      8,190,604        8,100  

3.000%, 6/1/51

      7,443,749        7,384  

3.000%, 8/1/51

      7,557,546        7,513  

3.000%, 9/1/51

      1,051,872        1,030  

3.000%, 1/1/52

      10,926,000        10,700  

3.000%, 4/1/52

      28,500,000        27,957  

3.000%, 12/1/54

      13,563,092        13,484  

3.000%, 2/1/55

      1,409,181        1,403  

3.000%, 7/1/60

      30,134,767        29,925  

3.500%, 4/1/50

      4,152,776        4,247  

3.500%, 7/1/50

      5,308,126        5,435  

3.500%, 1/1/52

      4,507,457        4,620  
Structured Products (38.3%)    Shares/ Par +     

Value

$ (000’s)

  

Mortgage Securities continued

      

3.500%, 2/1/52

      4,558,712        4,672  

3.500%, 3/1/52

      26,589,078        27,100  

4.000%, 9/1/33

      902,713        934  

4.000%, 12/1/36

      112,962        117  

4.000%, 10/1/37

      667,148        691  

4.000%, 6/1/38

      1,522,233        1,574  

4.000%, 9/1/45

      584,325        611  

4.000%, 1/1/46

      2,925,022        3,058  

4.000%, 2/1/47

      1,613,541        1,676  

4.000%, 4/1/47

      795,815        829  

4.000%, 10/1/47

      544,487        568  

4.000%, 7/1/48

      9,094,847        9,469  

4.000%, 12/1/48

      1,444,911        1,509  

4.000%, 2/1/49

      2,537,626        2,636  

4.000%, 5/1/49

      1,449,520        1,507  

4.000%, 12/1/49

      1,405,764        1,458  

4.000%, 8/1/59

      1,899,198        2,015  

4.500%, 5/1/34

      39,134        42  

4.500%, 6/1/41

      95,778        102  

4.500%, 3/1/43

      1,344,982        1,436  

4.500%, 10/1/45

      2,073,851        2,215  

4.500%, 2/1/46

      68,987        73  

4.500%, 7/1/48

      2,322,785        2,472  

4.500%, 8/1/48

      3,167,184        3,346  

4.500%, 10/1/48

      2,703,740        2,854  

4.500%, 11/1/48

      1,053,309        1,118  

4.500%, 1/1/49

      4,994,084        5,276  

4.500%, 2/1/49

      2,526,451        2,662  

4.500%, 6/1/49

      2,082,040        2,198  

4.500%, 7/1/49

      2,230,826        2,357  

4.500%, 8/1/49

      1,876,708        1,975  

5.000%, 7/1/44

      130,126        140  

5.000%, 10/1/48

      463,252        497  

5.000%, 12/1/48

      1,462,230        1,562  

5.000%, 8/1/49

      22,378,872        24,156  

5.000%, 11/1/49

      2,068,951        2,205  

5.500%, 12/1/48

      1,713,740        1,866  

5.500%, 6/1/49

      4,638,104        5,060  

Federal National Mortgage Association
Stripped, Series 414, Class A35
3.500%, 10/25/42 PO

      2,842,610        2,931  

Federal National Mortgage Association,
Series 2012-151, Class NX
1.500%, 1/25/43

      1,209,563        1,127  

Federal National Mortgage Association,
Series 2013-11, Class AP
1.500%, 1/25/43

      4,279,871        4,043  

Federal National Mortgage Association,
Series 2013-43, Class BP
1.750%, 5/25/43

      1,401,965        1,333  

Federal National Mortgage Association,
Series 2014-73, Class MA
2.500%, 11/25/44

      849,194        814  

Federal National Mortgage Association,
Series 2015-84, Class PA
1.700%, 8/25/33

      5,059,450        4,886  

Federal National Mortgage Association,
Series 2016-48, Class MA
2.000%, 6/25/38

      4,965,681        4,807  
 

Select Bond Portfolio

 

Structured Products (38.3%)    Shares/ Par +      Value
$ (000’s)		  

Mortgage Securities continued

      

Federal National Mortgage Association,
Series 2016-57, Class PC
1.750%, 6/25/46

      9,525,663        8,804  

Federal National Mortgage Association,
Series 2017-13, Class PA
3.000%, 8/25/46

      1,526,222        1,511  

Federal National Mortgage Association,
Series 2017-M7, Class A2
2.961%, (AFC), 2/25/27

      1,048,496        1,046  

Federal National Mortgage Association,
Series 2018-14, Class KC
3.000%, 3/25/48

      2,971,635        2,946  

Federal National Mortgage Association,
Series 2018-15, Class AB
3.000%, 3/25/48

      639,699        639  

Federal National Mortgage Association,
Series 2018-8, Class KL
2.500%, 3/25/47

      1,567,233        1,510  

Federal National Mortgage Association,
Series 2019-15, Class AB
3.500%, 5/25/53

      4,276,178        4,377  

Federal National Mortgage Association,
Series 2019-25, Class PA
3.000%, 5/25/48

      3,289,305        3,284  

Federal National Mortgage Association,
Series 2019-35, Class A
3.000%, 7/25/49

      1,198,487        1,168  

Federal National Mortgage Association,
Series 2020-48, Class AB
2.000%, 7/25/50

      1,800,757        1,728  

Federal National Mortgage Association,
Series 2020-48, Class DA
2.000%, 7/25/50

      5,274,663        5,047  

Federal National Mortgage Association,
Series 2021-27, Class EC
1.500%, 5/25/51

      7,138,518        6,641  

Federal National Mortgage Association,
Series 2021-78, Class ND
1.500%, 11/25/51

      4,192,950        3,966  

Federal National Mortgage Association,
Series 2022-M3, Class A2
1.764%, (CSTR), 11/25/31

      2,480,000        2,233  

Freddie Mac, Series 5217, Class CD 2.500%, 7/25/49 Æ

      2,702,000        2,669  

Government National Mortgage Association

      

3.000%, 2/20/52

      22,618,783        22,391  

3.500%, 1/20/48

      1,473,393        1,491  

3.500%, 4/21/52

      10,600,000        10,658  

4.000%, 6/20/47

      10,758,061        11,084  

4.000%, 3/20/48

      382,682        392  

4.000%, 4/20/48

      1,411,311        1,446  

4.000%, 5/20/49

      562,032        579  

4.000%, 6/20/49

      1,503,505        1,546  

4.000%, 7/20/49

      1,363,921        1,422  

4.500%, 8/15/47

      233,839        251  

4.500%, 6/20/48

      1,913,710        2,000  

4.500%, 2/20/49

      1,918,852        2,037  

4.500%, 3/20/49

      194,451        205  

4.500%, 4/20/49

      177,636        185  

4.500%, 5/20/49

      716,339        746  

5.000%, 12/20/39

      69,846        75  
Structured Products (38.3%)    Shares/ Par +      Value
$ (000’s)		  

Mortgage Securities continued

      

5.000%, 3/20/48

      3,141,250        3,356  

5.000%, 5/20/48

      1,500,421        1,585  

5.000%, 6/20/48

      4,548,282        4,778  

5.000%, 7/20/48

      985,724        1,037  

5.000%, 8/20/48

      1,519,399        1,601  

5.000%, 12/20/48

      1,018,084        1,069  

5.000%, 1/20/49

      1,843,583        1,949  

5.000%, 2/20/49

      125,118        134  

5.000%, 3/20/49

      451,154        484  

Government National Mortgage Association TBA

      

2.500%, 4/21/52

      22,200,000        21,531  

3.000%, 4/21/52

      9,000,000        8,894  

3.500%, 5/1/47

      12,700,000        12,730  

Government National Mortgage Association,
Series 2012-141, Class WA
4.529%, 11/16/41

      503,843        525  

Government National Mortgage Association,
Series 2017-167, Class BQ
2.500%, 8/20/44

      1,596,632        1,573  

Government National Mortgage Association,
Series 2018-11, Class PC
2.750%, 12/20/47

      1,889,829        1,867  

Government National Mortgage Association,
Series 2019-132, Class NA
3.500%, 9/20/49

      1,508,701        1,515  

Government National Mortgage Association,
Series 2019-31, Class JC
3.500%, 3/20/49

      1,015,391        1,023  

Government National Mortgage Association,
Series 2021-23, Class MG
1.500%, 2/20/51

      4,856,113        4,604  

GS Mortgage Securities Trust, Series 2013- GC14, Class A5
4.243%, 8/10/46

      1,372,000        1,393  

GS Mortgage Securities Trust, Series 2014- GC18, Class A4
4.074%, 1/10/47

      3,116,000        3,156  

GS Mortgage Securities Trust, Series 2020- GSA2, Class A4
1.721%, 12/12/53

      2,620,000        2,313  

Impact Funding Affordable Multifamily Housing Mortgage Loan Trust, Series 2010-1, Class A1
5.314%, 1/25/51 144A

      2,495,096        2,487  

JP Morgan Chase Commercial Mortgage Securities Trust, Series 2013-C16, Class A4 4.166%, 12/15/46

      2,999,000        3,037  

JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP4, Class A3
3.392%, 12/15/49

      674,000        667  

JPMBB Commercial Mortgage Securities Trust, Series 2013-C12, Class A5
3.663%, 7/15/45

      1,997,000        2,012  

JPMBB Commercial Mortgage Securities Trust, Series 2013-C17, Class A4
4.198%, 1/15/47

      695,000        706  

JPMBB Commercial Mortgage Securities Trust, Series 2014-C23, Class A4
3.669%, 9/15/47

      907,854        910  
 

Select Bond Portfolio

 

Structured Products (38.3%)    Shares/ Par +      Value
$ (000’s)		  

Mortgage Securities continued

      

JPMBB Commercial Mortgage Securities
Trust, Series 2015-C28, Class A3
2.912%, 10/15/48

      5,537,242        5,455  

MASTR Asset Securitization Trust, Series 2003-12, Class 1A1
5.250%, 12/25/24

      38,879        39  

MED Trust, Series 2021-MDLN, Class A
1.347%, (ICE LIBOR USD 1 Month plus
0.950%), 11/15/38 144A

      4,333,000        4,258  

Mello Warehouse Securitization Trust, Series 2020-2, Class A

      

0.987%, (ICE LIBOR USD 1 Month plus
0.800%), 11/25/53 144A

      868,000        866  

Mello Warehouse Securitization Trust, Series 2021-1, Class A

      

0.887%, (ICE LIBOR USD 1 Month plus
0.700%), 2/25/55 144A

      941,000        934  

Mello Warehouse Securitization Trust, Series 2021-2, Class A

      

0.937%, (ICE LIBOR USD 1 Month plus

0.750%), 4/25/55 144A

      2,577,000        2,564  

MFRA Trust, Series 2021-NQM2, Class A1 1.029%, (AFC), 11/25/64 144A

      1,266,282        1,198  

Morgan Stanley Bank of America Merrill Lynch Trust, Series 2012-C5, Class A4
3.176%, 8/15/45

      310,788        311  

Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C20, Class A4
3.249%, 2/15/48

      499,000        497  

Morgan Stanley Capital I Trust, Series 2020- HR8, Class A3 1.790%, 7/15/53

      1,911,000        1,699  

Morgan Stanley Capital I Trust, Series 2022- L8, Class A5 3.795%, 3/15/32 Æ

      1,037,000        1,059  

New Residential Mortgage Loan Trust, Series 2019-NQM4, Class A1 2.492%, (AFC), 9/25/59 144A

      557,319        554  

NewRez Warehouse Securitization Trust, Series 2021-1, Class A

      

0.937%, (ICE LIBOR USD 1 Month plus 0.750%), 5/25/55 144A

      6,429,000        6,391  

Residential Funding Mortgage Securities I, Series 2003-S18, Class A1
4.500%, 10/25/25

      2,120        1  

Starvest Emerging Markets CBO I, Series 2020-INV1, Class A1
1.027%, (AFC), 11/25/55 144A

      917,447        896  

Starwood Mortgage Residential Trust, Series 2020-1, Class A1
2.275%, (AFC), 2/25/50 144A

      584,959        581  

Starwood Mortgage Residential Trust, Series 2020-3, Class A1
1.486%, (AFC), 4/25/65 144A

      1,088,643        1,073  

Starwood Mortgage Residential Trust, Series 2021-1, Class A1
1.219%, (AFC), 5/25/65 144A

      1,255,998        1,230  

Starwood Mortgage Residential Trust, Series 2021-4, Class A1
1.162%, (AFC), 8/25/56 144A

      2,742,526        2,629  
Structured Products (38.3%)    Shares/ Par +      Value
$ (000’s)		  

Mortgage Securities continued

      

UBS-Barclays Commercial Mortgage Trust, Series 2012-C4, Class A4
2.791%, 12/10/45

      2,097,000        2,097  

Uniform Mortgage Backed Security TBA

      

2.000%, 4/13/52

      400,000        371  

2.500%, 4/13/52

      17,600,000        16,792  

3.000%, 5/1/32

      2,700,000        2,710  

3.000%, 4/1/47

      37,600,000        36,777  

3.000%, 5/12/52

      48,400,000        47,231  

3.500%, 4/13/52

      1,600,000        1,603  

3.500%, 6/13/52

      34,600,000        34,451  

Verus Securitization Trust, Series 2019-3, Class A1
2.784%, (AFC), 7/25/59 144A ∑

      826,426        827  

Verus Securitization Trust, Series 2019-4, Class A1
2.642%, (AFC), 11/25/59 144A ∑

      1,139,716        1,138  

Verus Securitization Trust, Series 2019-INV2, Class A1
2.913%, (AFC), 7/25/59 144A

      692,909        693  

Verus Securitization Trust, Series 2019-INV3, Class A1
2.692%, (AFC), 11/25/59 144A

      526,902        526  

Verus Securitization Trust, Series 2020-1, Class A1
2.417%, (AFC), 1/25/60 144A

      233,845        233  

Verus Securitization Trust, Series 2020-2, Class A1
2.226%, (AFC), 5/25/60 144A

      1,080,805        1,073  

Verus Securitization Trust, Series 2020-5, Class A1
1.218%, (AFC), 5/25/65 144A ∑

      439,013        428  

Verus Securitization Trust, Series 2021-1, Class A1
0.815%, (AFC), 1/25/66 144A

      1,448,949        1,403  

Verus Securitization Trust, Series 2021-2, Class A1
1.031%, (AFC), 2/25/66 144A

      2,779,727        2,676  

Verus Securitization Trust, Series 2021-3, Class A1
1.046%, (AFC), 6/25/66 144A

      1,986,026        1,885  

Verus Securitization Trust, Series 2021-4, Class A1
0.938%, (AFC), 7/25/66 144A

      2,285,674        2,145  

Verus Securitization Trust, Series 2021-5, Class A1
1.013%, (AFC), 9/25/66 144A

      8,711,097        8,019  

Verus Securitization Trust, Series 2021-7, Class A1
1.829%, (AFC), 10/25/66 144A

      3,456,124        3,265  

Verus Securitization Trust, Series 2021-8, Class A1
1.824%, (AFC), 11/25/66 144A

      2,549,803        2,440  

Verus Securitization Trust, Series 2021-R1, Class A1
0.820%, (AFC), 10/25/63 144A

      1,550,131        1,512  

Verus Securitization Trust, Series 2021-R3, Class A1
1.020%, (AFC), 5/25/64 144A

      1,514,131        1,482  
 

Select Bond Portfolio

 

Structured Products (38.3%)    Shares/ Par +      Value
$ (000’s)		  

Mortgage Securities continued

      

Visio Trust, Series 2020-1R, Class A1 1.312%, 11/25/55 144A

      1,066,671        1,040  
     

 

 

  

Total

         979,393  
     

 

 

  

Total Structured Products (Cost: $1,253,591)

 

      1,219,335  
     

 

 

  
Short-Term Investments (3.2%)                

Money Market Funds (3.2%)

      

State Street Institutional U.S. Government Money Market Fund - Premier Class 0.250%#

      101,868,757        101,869  
     

 

 

  

Total

         101,869  
     

 

 

  

Total Short-Term Investments (Cost: $101,869)

 

      101,869  
     

 

 

  

Total Investments (109.9%) (Cost: $3,661,227)@

 

      3,495,397  
  

 

 

  

Other Assets, Less Liabilities (-9.9%)

         (314,137 ) 
     

 

 

  

Net Assets (100.0%)

         3,181,260  
     

 

 

  

    

 

 

+

All par is stated in U.S. Dollar unless otherwise noted.

144A

Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold as transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2022 the value of these securities (in thousands) was $465,347 representing 14.7% of the net assets.

b

Cash or securities with an aggregate value of $333,387 (in thousands) has been pledged as collateral for futures, swap contracts outstanding, short sales, when issued securities or written options on 3/31/2022.

∑

Stepped coupon bond for which the coupon rate of interest adjusts on specified date(s); rate shown is effective rate at period-end.

Æ

Security valued using significant unobservable inputs.

#

7-Day yield as of 3/31/2022.

@

At March 31, 2022, the aggregate cost of investments, including derivatives, for federal tax purposes (in thousands) was $3,661,227 and the net unrealized depreciation of investments based on that cost was $165,830 which is comprised of $4,197 aggregate gross unrealized appreciation and $170,027 aggregate gross unrealized depreciation. Because tax adjustments are calculated annually, these amounts do not reflect tax adjustments. For the previous fiscal year’s federal income tax information, please refer to the Notes to the Financial Statements section in the Portfolio’s most recent annual report.

Select Bond Portfolio

 

The Fair Value Measurements and Disclosures Topic of the FASB Accounting Standards Codification defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. It establishes and requires disclosure of a fair value hierarchy, separately for each major category of asset and liability, which segregates fair value measurements into levels. A summary of the fair value hierarchy is described below:

Level 1 - fair value is determined by unadjusted quoted prices in active markets for identical securities or derivatives

Level 2 - fair value is determined by other significant observable inputs

Level 3 - fair value is determined by significant unobservable inputs

The categorization of a value determined for a financial instrument within the hierarchy is based upon the pricing transparency of the instrument and does not necessarily correspond to the Portfolio’s perceived risk of that instrument.

The following is a summary of the inputs used in valuing the Portfolio’s Investments at March 31, 2022.

 

          Valuation Inputs                
  

 

  
Description          Level 1 - Quoted
Prices		                    Level 2 - Other
Significant
Observable Inputs		                   

Level 3

- Significant

Unobservable

Inputs

  
          (Amounts in thousands)  

Assets:

                  

Municipal Bonds

       $ —           $ 10,894           $ —    

Corporate Bonds

         —             978,796             —    

Governments

         —             1,184,503             —    

Structured Products

                                       

Mortgage Securities

         —             975,665             3,728    

All Others

         —             239,942             —    

Short-Term Investments

         101,869             —             —    
     

 

 

  

Total Assets:

       $     101,869           $     3,389,800           $     3,728    
     

 

 

  

Management has determined that the amount of Level 3 securities compared to total net assets is not material; therefore, the reconciliation of Level 3 securities and assumptions is not shown for the period ended March 31, 2022.

Abbreviations

Abbreviations that may be used in the preceding statements

 

ADR    American Depositary Receipt
AFC    Available Funds Cap security - Security accrues interest at an assumed or uncapped rate. If the interest rate on the underlying loans is lower than the uncapped rate, then the security will pay at the lower rate.
CSTR    Collateral Strip Rate security - interest is based on the weighted net interest rate of the collateral.
EXE    Security receives collateral principal and interest paid which exceeds the amount of principal and income obligated to all bonds in the deal.
IO    Interest Only Security
PO    Principal Only Security
GDR    Global Depositary Receipt
GO    General Obligation
RB    Revenue Bond
CPURNSA    U.S. Consumer Price Index - All Urban Consumers - Not Seasonally Adjusted
LIBOR    London Interbank Offered Rate
SOFR    Secured Overnight Financing Rate
ICE    Intercontinental Exchange
SONIO    Sterling Overnight Interbank Average Rate
DAC    Designated Activity Company
TBA    To Be Announced
OIS    Overnight Index Swaps
DIFC    Dubai International Financial Centre
EURIBOR    Euro Interbank Offered Rate
SDR    Swedish Depository Receipt
ETF    Exchange Traded Fund
Currency Abbreviations
ARS    Argentine Peso
AUD    Australian Dollar
BRL    Brazilian Real
CAD    Canadian Dollar
CHF    Swiss Franc
CNH    Chinese Yuan Renminbi - Offshore
CNY    Chinese Yuan Renminbi
DKK    Danish Krone
EUR    Euro
GBP    British Pound
HKD    Hong Kong Dollar
IDR    Indonesian Rupiah
INR    Indian Rupee
JPY    Japanese Yen
KES    Kenyan Shilling
KRW    South Korean Won
MXN    Mexican New Peso
NOK    Norwegian Krone
NZD    New Zealand Dollar
PHP    Philippines Peso
PLN    Polish Zloty
RUB    Russian Ruble
SEK    Swedish Krona
THB    Thai Baht
TWD    Taiwan Dollar
USD    United States Dollar
ZAR    South African Rand

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