PGIM Core Bond Fund (TAIBX)
A:TPCAX
C:TPCCX
R:TPCRX
R6:TPCQX
Z:TAIBX
$8.87
(
$
)
$
)
1-Day Change
YTD: 7.12%
Overall Morningstar Rating TM
Barron’s Best Fund Families: Ranked #4 for best fund family over the 1-year period ended 12/31/2024, among 48 qualifying fund families based on asset- weighted returns.
Objective
Seeks total return by investing in a diversified portfolio of investment-grade fixed income securities, including U.S. government securities, mortgage-related securities, and corporate debt.
Growth of $10,000
Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost. This chart represents historical performance and does not assume the effects of sales charges or varying fees and expenses of other share classes. If shown with sales charges or these other fees and expenses, performance could have been lower. It is not possible to invest directly in an index. Click here to view benchmark index definitions.
FUND INFORMATION
Style:
Core Bond
Total Net Assets:
$2.314 Billion
Dividends (Paid):
Monthly
Dividends (Accrued):
Daily
Capital Gains:
Annually
Fund Statistics
AS OF
09/30/2025
|
Name
|
Weight
|
|---|---|
| Average Maturity (years) | 6.60 |
| Duration (years) | 5.90 |
| Standard Deviation (3 year) | — |
Source: Morningstar. The Morningstar Rating may be calculated based on its share class adjusted historical returns. If so, the fund’s independent Morningstar Rating metric uses its oldest class to determine its hypothetical rating for certain periods. The Fund’s Overall, 3-, 5-, and 10-year Star Ratings/Fund are, if applicable: 3/430.0, 3/430.0, 3/382.0 and 3/288.0, respectively. Morningstar Ratings are calculated for managed products with a 3-year minimum history. Comparatively, exchange-traded funds and open-ended mutual funds are considered a single population. Rating is calculated based on a Morningstar Risk-Adjusted Return measure accounting for variation in a managed product's monthly excess performance that emphasizes downward variations more and rewards consistency, with no sales load adjustment. In each category, the top 10% receive 5 stars, with 4 stars for the next 22.5%, 3 stars for the next 35%, 2 stars for the next 22.5%, and 1 star for the bottom 10%. Overall Morningstar Rating is derived from a weighted average of the performance associated with its 3-, 5-, and 10-year (if applicable) Morningstar Rating metrics: for 36-59 months of total returns, 100% 3-year rating, for 60-119 months of total returns, 60% 5-year rating/40% 3-year rating, and for 120 or more months of total returns, 50% 10-year rating/30% 5-year rating/20% 3-year rating. While the 10-year overall star rating formula seems to give the most weight to the 10-year period, the most recent three-year period actually has the greatest impact because it is included in all three rating period
Risks of investing in the fund include but are not limited to the following: Fixed Income investments are subject to credit, market, prepayment and interest rate risks, and their value will decline as interest rates rise. Mortgage-backed and asset-backed securities tend to increase in value less than other debt securities when interest rates decline, but are subject to a similar risk of decline in market value during periods of rising interest rates. Foreign securities are subject to currency fluctuations and political uncertainty. Derivatives may carry market, credit and liquidity risks. There is no guarantee the Fund's objective will be achieved. Risks are more fully explained in the fund's prospectus.
- Monthly & Quarterly Performance
- Prices & Yields
Total Returns (%)
as of
| TOTAL RETURNS (%) WITH SALES CHARGE WITHOUT SALES CHARGE | |||||||
|---|---|---|---|---|---|---|---|
| Cumulative | Average Annual | ||||||
| Class | Ticker | YTD | 1-Yr | 3-Yr | 5-Yr | 10-Yr | Since Inception |
Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost.
Due to the Fund's repositioning, performance prior to 2/17/2015 is not attributable to the Fund's current investment strategies.
See Daily Returns for the PGIM Core Bond Fund.
See Performance of other PGIM Investments Mutual Funds.
See Calendar Year Performance for the PGIM Core Bond Fund.
See Daily Returns for the PGIM Core Bond Fund.
See Quarterly SEC Standardized Performance of other PGIM Investments Mutual Funds.
See Calendar Year Performance for the PGIM Core Bond Fund.
|
Fund Expenses
|
Maximum Sales Charge (%)
|
|||
|---|---|---|---|---|
|
Class
|
Gross (%)
|
Net (%)
|
Date*
|
|
| A | 0.68 | 0.66 | 11/30/2026 | 3.25 |
| C | 1.74 | 1.46 | 11/30/2026 | 1.00 |
| R | 30.45 | 0.96 | 11/30/2026 | — |
| R6 | 0.36 | 0.33 | 11/30/2026 | — |
| Z | 0.46 | 0.34 | 11/30/2026 | — |
*This date represents the contractual reduction date through which the net expense ratio is in effect.
Total return describes the return to the investor after net operating expenses but before any sales charges are imposed. Morningstar Category Average is unmanaged, is based on the average return of all funds in this category, and does not take into consideration applicable sales charges. Unless noted otherwise, Morningstar Category Average and index returns reflect performance beginning the closest month-end date to the Fund's inception. Benchmark since inception average is based on Class Z inception date. SEC standardized return describes the return to the investor after net operating expense and maximum sales charges are imposed. All returns assume share price changes as well as the compounding effect of reinvested dividends and capital gains. Returns may reflect fee waivers and/or expense reimbursements. Without such, returns would be lower. All returns 1-year or less are cumulative.
Morningstar Intermediate Core Plus Category Average: Intermediate-term core-plus bond portfolios invest primarily in investment-grade U.S. fixed-income issues including government, corporate, and securitized debt, but generally have greater flexibility than core offerings to hold non-core sectors such as corporate high yield, bank loan, emerging-markets debt, and non-U.S. currency exposures. Their durations (a measure of interest-rate sensitivity) typically range between 75% and 125% of the three-year average of the effective duration of the Morningstar Core Bond Index.
Morningstar Core Bond Index: The index measures the performance of fixed-rate, investment-grade USD-denominated securities with maturities greater than one year. It is market-capitalization weighted.
Bloomberg U.S. Aggregate Bond Index covers the USD-denominated, investment-grade, fixed-rate or step up, taxable bond market of SEC-registered securities and includes bonds from Treasury, Government- Related, Corporate, MBS (agency fixed-rate & hybrid ARM passthroughs), ABS, & CMBS sectors. Securities included in the index must have at least 1 year until final maturity & be rated investment-grade (Baa3/ BBB-/BBB-) or better using middle rating of Moody’s, S&P, & Fitch.
An investment cannot be made directly in an index or average. All indexes and averages are unmanaged.
Prices
AS OF
10/29/2025
|
Class
|
NAV ($)
|
NAV Change ($)
|
NAV Change (%)
|
POP ($)
|
Total Net Assets ($)
|
|---|---|---|---|---|---|
| A | 8.87 | -0.04 | -0.45 | 9.17 | 178,116,012.50 |
| C | 8.87 | -0.05 | -0.56 | — | 5,325,863.86 |
| R | 8.87 | -0.04 | -0.45 | — | 23,860.58 |
| R6 | 8.87 | -0.05 | -0.56 | — | 1,090,661,041.26 |
| Z | 8.87 | -0.04 | -0.45 | — | 1,025,890,655.67 |
NAV (Net Asset Value) is the $U.S. value of a single share of a fund, excluding any sales charges. Change shows the change in $U.S. value over the previous day:
= Gain, 
= Loss, 
= No Change.
See Prices of other PGIM Investments Mutual Funds.
52 Week High/Low
AS OF
10/29/2025
|
Class
|
52 Week High ($)
|
52 Week High Date
|
52 Week Low ($)
|
52 Week Low Date
|
|---|---|---|---|---|
| A | 8.92 | 10/22/2025 | 8.47 | 01/13/2025 |
| C | 8.92 | 10/28/2025 | 8.48 | 01/14/2025 |
| R | 8.92 | 10/22/2025 | 8.47 | 01/13/2025 |
| R6 | 8.92 | 10/28/2025 | 8.48 | 01/14/2025 |
| Z | 8.92 | 10/22/2025 | 8.48 | 01/14/2025 |
For share classes less than one year old, the 52-week high and 52-week low NAVs are calculated from inception to the current date.
Yields
AS OF
09/30/2025
| Class | SEC 30-Day Subsidized Yield (%) | SEC 30-Day Unsubsidized Yield (%) | Offer Distb. Yield (%) | NAV Distb. Yield (%) | SEC-30 Day Sub Taxable Equivalent Yield (%) |
|---|---|---|---|---|---|
| A - View Prospectus | 3.95 | 3.93 | 4.01 | 4.15 | — |
| C - View Prospectus | 3.28 | 2.99 | — | 3.34 | — |
| R - View Prospectus | 3.77 | -21.84 | — | 3.84 | — |
| R6 - View Prospectus | 4.41 | 4.39 | — | 4.47 | — |
| Z - View Prospectus | 4.41 | 4.34 | — | 4.46 | — |
See Yields of other PGIM Investments Mutual Funds.
Past performance does not guarantee future results and current performance may be lower or higher than the past performance data quoted. The investment return and principal value will fluctuate, and shares, when sold, may be worth more or less than the original cost.
This material must be preceded or accompanied by a current prospectus or summary prospectus. Consider a fund's investment objectives, risks, charges, and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.
- Portfolio Summary
- Complete Holdings
Portfolio Attributes
AS OF
09/30/2025
Sector vs Benchmark
|
Sector
|
Fund (% of Assets)
|
Overweight Underweight
|
|---|---|---|
| U.S. Govt Related | 33.4% | -37.2% |
| Treas | 5.2% | —% |
| Agency | 0.2% | —% |
| MBS | 28.0% | —% |
| Foreign Govt Related | 0.4% | -1.7% |
| U.S Municipals | 1.1% | 0.3% |
| Emerging Markets | 2.7% | 1.3% |
| High Yield | 2.1% | 2.1% |
| Non Agency MBS | 2.5% | 2.5% |
| Inv Grade Corp | 26.3% | 2.8% |
| Commercial MBS | 8.8% | 7.3% |
| ABS | 21.6% | 21.3% |
| Cash/Equiv | 1.1% | —% |
Credit Quality (% of Assets)
| AAA | 30.4% |
|---|---|
| AA | 36.4% |
| A | 10.7% |
| BBB | 14.2% |
| BB | 1.7% |
| B | 0.4% |
| Not Rated | 5.2% |
| Cash/Equiv | 1.1% |
Largest Issuers (% of Assets)
|
Largest Issuers
|
% of Assets
|
|---|---|
| Federal National Mortgage Association | 12.1% |
| United States Of America | 11.7% |
| Federal Home Loan Mortgage | 9.6% |
| PGIM AAA CLO ETF | 5.0% |
| Bank of America | 1.3% |
| TIKEHAU CLO | 1.2% |
| CIFC CLO | 1.1% |
| ELMWOOD CLO | 1.1% |
| JPMorgan Chase | 1.1% |
| Citigroup | 1.0% |
FUND STATISTICS
AS OF
09/30/2025
| Average Maturity (years) | 6.6 |
|---|---|
| Duration (years) | 5.9 |
| Standard Deviation (3 year) | — |
All data is unaudited and subject to change. Holdings/allocations may vary. This is not a recommendation to buy or sell any security listed. Total number of holdings based on issuers. Largest holdings exclude cash, cash equivalents, money market funds and enhanced cash strategies. Negative holdings reflect outstanding trades at period end.
Fund Holdings
AS OF
09/30/2025
Holdings are unaudited, may vary and are subject to change. Please refer to the Fund's annual report for audited holdings information. This is not a recommendation to buy or sell any security listed.
Source: Bank of New York Mellon. Holdings are provided to Prudential Financial by the custodian bank and Prudential Financial is not responsible for any errors or omissions related to the holdings data.
© 2025, American Bankers Association. CUSIP Database provided by FactSet Research Systems Inc. All rights reserved.
Consider a fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.
Investment products are distributed by Prudential Investment Management Services LLC (PIMS), member FINRA and SIPC. PGIM Investments is a registered investment advisor and investment manager to PGIM registered investment companies. PGIM Fixed Income is a unit of PGIM, Inc., a registered investment advisor. PGIM Limited acts as a subadvisor to all fixed income funds. PGIM Limited is an indirect, wholly-owned subsidiary of PGIM, Inc. (“PGIM”), the principal asset management business of Prudential Financial, Inc. (“PFI”), a company incorporated and with its principal place of business in the United States. All are Prudential Financial affiliates. PGIM is the principal asset management business of Prudential Financial, Inc. (PFI), and a trading name of PGIM, Inc. and its global subsidiaries and affiliates. ©2025 Prudential Financial, Inc. and its related entities. PGIM, PGIM Investments, PGIM Fixed Income, PGIM Limited, and the PGIM logo are service marks of Prudential Financial, Inc. and its related entities, registered in many jurisdictions worldwide.
This material is being provided for informational or educational purposes only and does not take into account the investment objectives or financial situation of any client or prospective clients. The information is not intended as investment advice and is not a recommendation. Clients seeking information regarding their particular investment needs should contact their financial professional.
INVESTMENT PRODUCTS | Are not insured by the FDIC or any federal government agency | May lose value | Are not a deposit of or guaranteed by any bank or any bank affiliate.
Prudential Financial, Inc. of the United States is not affiliated in any manner with Prudential plc, incorporated in the United Kingdom or with Prudential Assurance Company, a subsidiary of M&G plc, incorporated in the United Kingdom.
4072323 Ed. 12/2024
|
Security ID# (CUSIP/SEDOL)
|
Security Description
|
Ticker Symbol
|
Coupon Rate
|
Maturity Date
|
Shares/Notional
|
Value ($)
|
% of Portfolio
|
|---|---|---|---|---|---|---|---|
| 69344A834 | PGIM Aaa Clo Etf | PAAA | — | — | 2,242,990.00 | 115,513,985.00 | 4.93 |
| 74440W862 | (pipa070) Pgim Core Government Money Mar | — | 4.23 | 12/01/2099 | 49,696,672.00 | 49,696,672.00 | 2.12 |
| 912810TW8 | United States Treasury Note/bond | T | 4.75 | 11/15/2043 | 35,085,000.00 | 35,457,778.00 | 1.51 |
| 912810TS7 | United States Treasury Note/bond | T | 3.88 | 05/15/2043 | 23,285,000.00 | 21,091,116.00 | 0.90 |
| 31418ER85 | Fannie Mae Pool | FN | 5.5 | 05/01/2053 | 16,521,401.00 | 16,726,251.00 | 0.71 |
| 912834KH0 | United States Treasury Strip Coupon | S | — | 05/15/2041 | 34,830,000.00 | 16,556,736.00 | 0.71 |
| 3132DWMX8 | Freddie Mac Pool | FR | 5.0 | 11/01/2054 | 16,106,896.00 | 15,981,826.00 | 0.68 |
| 17180WAJ4 | CIFC Funding 2018-ii Ltd | CIFC | 5.7 | 10/20/2037 | 14,750,000.00 | 14,790,711.00 | 0.63 |
| 29001LAW1 | Elmwood Clo Ii Ltd | ELMW2 | 5.68 | 10/20/2037 | 14,750,000.00 | 14,806,597.00 | 0.63 |
| 31418ED80 | Fannie Mae Pool | FN | 4.0 | 06/01/2052 | 15,568,882.00 | 14,747,380.00 | 0.63 |
| 37148EAN4 | Generate Clo 8 Ltd | GNRT | 5.71 | 01/20/2038 | 14,750,000.00 | 14,795,499.00 | 0.63 |
| 3132DWGH0 | Freddie Mac Pool | FR | 5.5 | 02/01/2053 | 13,999,575.00 | 14,164,053.00 | 0.60 |
| 31418EP20 | Fannie Mae Pool | FN | 5.0 | 03/01/2053 | 13,569,021.00 | 13,516,942.00 | 0.58 |
| 31418DYX4 | Fannie Mae Pool | FN | 2.0 | 05/01/2051 | 16,046,502.00 | 13,033,234.00 | 0.56 |
| 973142AQ5 | THL Credit Wind River 2020-1 Clo Ltd | WINDR | 5.9 | 07/20/2037 | 12,000,000.00 | 12,048,039.00 | 0.51 |
| 67578CAL8 | Octagon 70 Alto Ltd | OCT70 | — | 10/20/2036 | 11,750,000.00 | 11,750,000.00 | 0.50 |
| 06051GJT7 | BANK Of America Corp | BAC | 2.69 | 04/22/2032 | 12,960,000.00 | 11,805,102.00 | 0.50 |
| 3137HLZC9 | Freddie Mac Remics | FHR | 4.31 | 06/25/2055 | 11,212,572.00 | 11,401,952.00 | 0.49 |
| 55820CAW5 | Madison Park Funding Xxix Ltd | MDPK | 5.51 | 03/25/2038 | 11,230,000.00 | 11,246,234.00 | 0.48 |
| 34536BAA5 | FORD Credit Auto Owner Trust 2025-rev2 | FORDR | 4.37 | 02/15/2038 | 11,182,000.00 | 11,245,612.00 | 0.48 |
| 289910AA9 | Elmwood Clo 39 Ltd | ELM39 | 5.42 | 04/17/2038 | 11,000,000.00 | 11,003,300.00 | 0.47 |
| 03990HAA6 | ARES Loan Funding Ix Ltd | ARES | 5.46 | 03/31/2038 | 10,500,000.00 | 10,510,817.00 | 0.45 |
| 88676NAQ0 | Tikehau Us Clo Iii Ltd | TKO | 6.2 | 01/20/2036 | 10,500,000.00 | 10,528,544.00 | 0.45 |
| 88677FAA1 | Tikehau Us Clo Vii Ltd | TKO | 5.49 | 02/25/2038 | 10,500,000.00 | 10,512,045.00 | 0.45 |
| 912810TV0 | United States Treasury Note/bond | T | 4.75 | 11/15/2053 | 10,325,000.00 | 10,342,746.00 | 0.44 |
| 912810SS8 | United States Treasury Note/bond | T | 1.63 | 11/15/2050 | 19,325,000.00 | 10,369,070.00 | 0.44 |
| 3136BWRC2 | Fannie Mae Remics | FNR | 4.31 | 07/25/2055 | 10,211,597.00 | 10,384,079.00 | 0.44 |
| 03330NAU8 | Anchorage Capital Clo 11 Ltd | ANCHC | 5.86 | 07/22/2037 | 10,000,000.00 | 10,064,772.00 | 0.43 |
| 28623MAS8 | Elevation Clo 2021-12 Ltd | AWPT | 5.95 | 04/20/2037 | 10,000,000.00 | 10,033,490.00 | 0.43 |
| 881936AA6 | Texas Debt Capital Clo 2025-i Ltd | TCIFC | 5.4 | 04/24/2038 | 10,000,000.00 | 10,012,970.00 | 0.43 |
| 94949GAN1 | Wellfleet Clo 2020-1 Ltd | WELF | 5.52 | 04/15/2033 | 9,730,990.00 | 9,730,989.00 | 0.42 |
| 31418EDE7 | Fannie Mae Pool | FN | 3.5 | 05/01/2052 | 10,452,912.00 | 9,567,117.00 | 0.41 |
| 36180ACA9 | Ginnie Mae Ii Pool | G2 | 5.5 | 10/20/2054 | 9,534,104.00 | 9,613,749.00 | 0.41 |
| 05610QAC7 | BMO 2023-5c2 Mortgage Trust | BMO | 7.3 | 11/15/2056 | 9,000,000.00 | 9,653,453.00 | 0.41 |
| 68270DAA9 | Onemain Financial Issuance Trust 2025-1 | OMFIT | 4.82 | 07/14/2038 | 9,100,000.00 | 9,190,236.00 | 0.39 |
| 08164AAG7 | Benchmark 2025-v13 Mortgage Trust | BMARK | 5.82 | 02/01/2057 | 8,500,000.00 | 8,932,409.00 | 0.38 |
| 3132DWE58 | Freddie Mac Pool | FR | 4.0 | 10/01/2052 | 9,459,129.00 | 8,935,575.00 | 0.38 |
| 3132DV7B5 | Freddie Mac Pool | FR | 2.0 | 09/01/2050 | 10,974,052.00 | 8,937,292.00 | 0.38 |
| 31418DTQ5 | Fannie Mae Pool | FN | 2.0 | 10/01/2050 | 10,821,121.00 | 8,808,260.00 | 0.38 |
| 3132DWER0 | Freddie Mac Pool | FR | 4.0 | 09/01/2052 | 9,158,944.00 | 8,663,311.00 | 0.37 |
| 12509VAG7 | CBAM 2020-12 Ltd | CBAM | 5.77 | 07/20/2034 | 8,500,000.00 | 8,514,160.00 | 0.36 |
| 682684AA3 | Onemain Direct Auto Receivables Trust 20 | ODART | 5.36 | 04/16/2035 | 8,200,000.00 | 8,463,386.00 | 0.36 |
| 77586RAY6 | Romanian Government International Bond | ROMANI | 5.75 | 09/16/2030 | 7,960,000.00 | 8,109,250.00 | 0.35 |
| 06542BBC0 | BANK 2021-bnk32 | BANK | 2.35 | 04/01/2054 | 9,000,000.00 | 8,212,947.00 | 0.35 |
| 3132DWDJ9 | Freddie Mac Pool | FR | 2.5 | 04/01/2052 | 9,716,839.00 | 8,226,559.00 | 0.35 |
| 3132DWK93 | Freddie Mac Pool | FR | 5.5 | 04/01/2054 | 8,026,912.00 | 8,096,068.00 | 0.35 |
| 3132DWBJ1 | Freddie Mac Pool | FR | 2.5 | 04/01/2051 | 9,574,541.00 | 8,136,361.00 | 0.35 |
| 03881VAG4 | Arbor Multifamily Mortgage Securities Tr | AMMST | 2.25 | 06/01/2054 | 8,900,000.00 | 7,943,276.00 | 0.34 |
| 17327CAM5 | Citigroup Inc | C | 1.12 | 01/28/2027 | 8,090,000.00 | 8,006,598.00 | 0.34 |
| 3618N5C64 | Ginnie Mae Ii Pool | G2 | 5.5 | 12/01/2054 | 8,005,135.00 | 8,075,618.00 | 0.34 |
| 31418ENL0 | Fannie Mae Pool | FN | 6.0 | 01/01/2053 | 7,862,739.00 | 8,056,501.00 | 0.34 |
| 34528QJK1 | FORD Credit Floorplan Master Owner Trust | FORDF | 4.3 | 09/15/2029 | 7,700,000.00 | 7,734,328.00 | 0.33 |
| 36179XHY5 | Ginnie Mae Ii Pool | G2 | 4.5 | 10/20/2052 | 7,954,468.00 | 7,770,588.00 | 0.33 |
| 01F0426B4 | Fannie Mae Or Freddie Mac | FNCL | 4.5 | 11/01/2055 | 8,000,000.00 | 7,756,050.00 | 0.33 |
| 3132DWHE6 | Freddie Mac Pool | FR | 5.0 | 06/01/2053 | 7,780,174.00 | 7,749,815.00 | 0.33 |
| 055986AC7 | BMO 2023-5c1 Mortgage Trust | BMO | 6.53 | 08/01/2056 | 7,200,000.00 | 7,561,095.00 | 0.32 |
| 87240NBG0 | TCW Clo 2017-1 Ltd | TCW | 5.46 | 10/29/2034 | 7,500,000.00 | 7,509,444.00 | 0.32 |
| 081925AB5 | Benchmark 2023-b39 Mortgage Trust | BMARK | 6.79 | 07/01/2056 | 7,000,000.00 | 7,281,129.00 | 0.31 |
| 00193GAB7 | ARI Fleet Lease Trust 2025-b | ARIFL | 4.59 | 03/15/2034 | 7,200,000.00 | 7,244,527.00 | 0.31 |
| 912834LX4 | United States Treasury Strip Coupon | S | — | 11/15/2042 | 16,900,000.00 | 7,349,822.00 | 0.31 |
| 92343VGN8 | Verizon Communications Inc | VZ | 2.36 | 03/15/2032 | 8,190,000.00 | 7,182,597.00 | 0.31 |
| 172967PU9 | Citigroup Inc | C | 6.02 | 01/24/2036 | 6,708,000.00 | 7,033,968.00 | 0.30 |
| 14317YAN4 | Carlyle Us Clo 2021-5 Ltd | CGMS | 5.6 | 03/31/2038 | 7,000,000.00 | 7,023,087.00 | 0.30 |
| 379925AA8 | GM Financial Revolving Receivables Trust | GMREV | 4.52 | 03/11/2037 | 7,000,000.00 | 7,087,341.00 | 0.30 |
| 31418EHK9 | Fannie Mae Pool | FN | 4.5 | 09/01/2052 | 7,096,646.00 | 6,916,115.00 | 0.30 |
| 05377RGC2 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 5.25 | 04/20/2029 | 6,600,000.00 | 6,750,197.00 | 0.29 |
| 097023DG7 | Boeing Co/the | BA | 2.2 | 02/04/2026 | 6,505,000.00 | 6,456,382.00 | 0.28 |
| 25278XAV1 | Diamondback Energy Inc | FANG | 6.25 | 03/15/2033 | 6,065,000.00 | 6,532,218.00 | 0.28 |
| 46647PBE5 | Jpmorgan Chase & Co | JPM | 2.74 | 10/15/2030 | 7,000,000.00 | 6,611,063.00 | 0.28 |
| 86562MDZ0 | Sumitomo Mitsui Financial Group Inc | SUMIBK | 4.95 | 07/08/2033 | 6,400,000.00 | 6,461,083.00 | 0.28 |
| 75888ABE5 | Regatta Vii Funding Ltd | REGT7 | 5.41 | 06/20/2034 | 6,500,000.00 | 6,510,079.00 | 0.28 |
| 80288DAE6 | Santander Drive Auto Receivables Trust 2 | SDART | 5.04 | 03/17/2031 | 6,500,000.00 | 6,599,411.00 | 0.28 |
| 571748CA8 | Marsh & Mclennan Cos Inc | MMC | 4.65 | 03/15/2030 | 6,335,000.00 | 6,444,998.00 | 0.28 |
| 65163LAR0 | Newmont Corp / Newcrest Finance Pty Ltd | NEM | 5.35 | 03/15/2034 | 6,205,000.00 | 6,473,213.00 | 0.28 |
| 38141GA87 | Goldman Sachs Group Inc/the | GS | 5.73 | 04/25/2030 | 6,135,000.00 | 6,418,167.00 | 0.27 |
| 36179W5D6 | Ginnie Mae Ii Pool | G2 | 3.5 | 05/01/2052 | 6,843,554.00 | 6,295,329.00 | 0.27 |
| 31418EGT1 | Fannie Mae Pool | FN | 5.0 | 07/01/2052 | 6,301,650.00 | 6,280,634.00 | 0.27 |
| 06541JAF8 | BANK 2021-bnk34 | BANK | 2.16 | 06/01/2063 | 7,000,000.00 | 6,233,526.00 | 0.27 |
| 00834BAF4 | Affirm Asset Securitization Trust 2024-a | AFFRM | 5.61 | 02/15/2029 | 6,300,000.00 | 6,328,740.00 | 0.27 |
| 303901BN1 | Fairfax Financial Holdings Ltd | FFHCN | 6.0 | 12/07/2033 | 5,900,000.00 | 6,264,118.00 | 0.27 |
| 3128MJZB9 | Freddie Mac Gold Pool | FG | 3.0 | 12/01/2046 | 6,779,938.00 | 6,134,547.00 | 0.26 |
| 3140XJHV8 | Fannie Mae Pool | FN | 2.0 | 02/01/2051 | 7,364,443.00 | 5,975,192.00 | 0.26 |
| 00206RKH4 | AT&T Inc | T | 2.25 | 02/01/2032 | 6,860,000.00 | 6,004,462.00 | 0.26 |
| 03837AAA8 | Aptiv Swiss Holdings Ltd | APTV | 4.65 | 09/13/2029 | 6,095,000.00 | 6,151,701.00 | 0.26 |
| 081916AB4 | Benchmark 2023-b38 Mortgage Trust | BMARK | 5.63 | 04/01/2056 | 6,000,000.00 | 6,144,976.00 | 0.26 |
| 83368RCK6 | Societe Generale Sa | SOCGEN | 5.44 | 10/03/2036 | 6,020,000.00 | 6,011,133.00 | 0.26 |
| 34529BAA4 | FORD Credit Floorplan Master Owner Trust | FORDF | 4.63 | 04/15/2030 | 5,700,000.00 | 5,780,376.00 | 0.25 |
| 46647PEV4 | Jpmorgan Chase & Co | JPM | 5.14 | 01/24/2031 | 5,605,000.00 | 5,788,217.00 | 0.25 |
| 46188BAG7 | Invitation Homes Operating Partnership L | INVH | 4.88 | 02/01/2035 | 6,035,000.00 | 5,959,347.00 | 0.25 |
| 06539WBA3 | BANK 2020-bnk25 | BANK | 2.4 | 01/01/2063 | 6,200,000.00 | 5,768,073.00 | 0.25 |
| 31418DVB5 | Fannie Mae Pool | FN | 1.5 | 12/01/2050 | 7,245,498.00 | 5,568,661.00 | 0.24 |
| 29429CAC9 | Citigroup Commercial Mortgage Trust 2016 | CGCMT | 3.06 | 04/01/2049 | 5,648,220.00 | 5,620,656.00 | 0.24 |
| 36179WFG8 | Ginnie Mae Ii Pool | G2 | 2.5 | 05/01/2051 | 6,546,685.00 | 5,638,871.00 | 0.24 |
| 35564NFY4 | Freddie Mac Stacr Remic Trust 2025-dna1 | STACR | 5.31 | 01/25/2045 | 5,637,875.00 | 5,641,388.00 | 0.24 |
| 78398JAA2 | SCG Trust 2025-snip | SCG | 5.75 | 09/15/2030 | 5,550,000.00 | 5,553,477.00 | 0.24 |
| 891950AA5 | Toyota Auto Loan Extended Note Trust 202 | TALNT | 4.65 | 05/25/2038 | 5,400,000.00 | 5,503,151.00 | 0.24 |
| 61747YED3 | Morgan Stanley | MS | 2.24 | 07/21/2032 | 6,460,000.00 | 5,703,960.00 | 0.24 |
| 61772BAB9 | Morgan Stanley | MS | 1.59 | 05/04/2027 | 5,600,000.00 | 5,511,620.00 | 0.24 |
| 96328GCK1 | Wheels Fleet Lease Funding 1 Llc | WFLF | 4.41 | 05/18/2040 | 5,600,000.00 | 5,631,403.00 | 0.24 |
| 95003CAC4 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 1.96 | 04/15/2054 | 5,921,000.00 | 5,379,827.00 | 0.23 |
| 68269HAA3 | Onemain Financial Issuance Trust 2023-2 | OMFIT | 5.84 | 09/15/2036 | 5,300,000.00 | 5,419,045.00 | 0.23 |
| 858119BK5 | Steel Dynamics Inc | STLD | 3.45 | 04/15/2030 | 5,710,000.00 | 5,498,738.00 | 0.23 |
| 88675CAA0 | Tikehau Us Clo Iv Ltd | TKO | 6.52 | 07/15/2034 | 5,500,000.00 | 5,500,000.00 | 0.23 |
| 31418ED72 | Fannie Mae Pool | FN | 3.5 | 06/01/2052 | 5,920,469.00 | 5,418,769.00 | 0.23 |
| 3132D6J50 | Freddie Mac Pool | FR | 5.0 | 05/01/2040 | 5,292,687.00 | 5,347,911.00 | 0.23 |
| 3132DWDT7 | Freddie Mac Pool | FR | 3.5 | 05/01/2052 | 5,529,144.00 | 5,060,602.00 | 0.22 |
| 06540AAC5 | BANK 2019-bnk20 | BANK | 2.76 | 09/01/2062 | 5,504,322.00 | 5,189,330.00 | 0.22 |
| 05492VAE5 | Bbcms Mortgage Trust 2020-c7 | BBCMS | 1.79 | 04/15/2053 | 5,700,000.00 | 5,062,048.00 | 0.22 |
| 00833BAG3 | Affirm Master Trust | AFRMT | 4.67 | 07/15/2033 | 5,100,000.00 | 5,129,376.00 | 0.22 |
| 233063AQ9 | Dbjpm 20-c9 Mortgage Trust | DBJPM | 1.64 | 08/01/2053 | 5,800,000.00 | 5,246,122.00 | 0.22 |
| 36179VVX5 | Ginnie Mae Ii Pool | G2 | 2.0 | 10/20/2050 | 6,361,433.00 | 5,261,286.00 | 0.22 |
| 446413AT3 | Huntington Ingalls Industries Inc | HII | 4.2 | 05/01/2030 | 5,328,000.00 | 5,251,187.00 | 0.22 |
| 455780EA0 | Indonesia Government International Bond | INDON | 5.6 | 01/15/2035 | 4,950,000.00 | 5,243,287.00 | 0.22 |
| 95000U3E1 | Wells Fargo & Co | WFC | 5.57 | 07/25/2029 | 5,045,000.00 | 5,228,150.00 | 0.22 |
| 3618N5A33 | Ginnie Mae Ii Pool | G2 | 5.0 | 11/01/2054 | 4,974,588.00 | 4,953,819.00 | 0.21 |
| 31418EMR8 | Fannie Mae Pool | FN | 4.5 | 01/01/2053 | 5,083,600.00 | 4,958,841.00 | 0.21 |
| 345397G49 | FORD Motor Credit Co Llc | F | 5.88 | 11/07/2029 | 4,825,000.00 | 4,908,868.00 | 0.21 |
| 682685AA0 | Onemain Direct Auto Receivables Trust 20 | ODART | 5.41 | 11/14/2029 | 4,800,000.00 | 4,841,245.00 | 0.21 |
| 22945EAT8 | Csail 2021-c20 Commercial Mortgage Trust | CSAIL | 2.49 | 03/01/2054 | 5,379,197.00 | 4,952,285.00 | 0.21 |
| 06540EAE3 | BANK 2021-bnk38 | BANK | 2.28 | 12/15/2064 | 5,700,000.00 | 4,975,215.00 | 0.21 |
| 05526DBD6 | BAT Capital Corp | BATSLN | 4.39 | 08/15/2037 | 5,500,000.00 | 5,023,774.00 | 0.21 |
| 05377REZ3 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 3.83 | 08/21/2028 | 4,800,000.00 | 4,771,981.00 | 0.20 |
| 08576PAH4 | Berry Global Inc | AMCR | 1.57 | 01/15/2026 | 4,740,000.00 | 4,699,134.00 | 0.20 |
| 049919AA1 | ATLX 2024-rpl2 Trust | ATLX | 3.85 | 04/25/2063 | 4,792,464.00 | 4,619,477.00 | 0.20 |
| 20268JAS2 | Commonspirit Health | CATMED | 5.32 | 12/01/2034 | 4,510,000.00 | 4,590,389.00 | 0.20 |
| 718547AK8 | Phillips 66 Co | PSX | 3.15 | 12/15/2029 | 5,000,000.00 | 4,782,098.00 | 0.20 |
| 87264ABF1 | T-mobile Usa Inc | TMUS | 3.88 | 04/15/2030 | 4,780,000.00 | 4,685,653.00 | 0.20 |
| 912810TF5 | United States Treasury Note/bond | T | 2.38 | 02/15/2042 | 6,425,000.00 | 4,759,519.00 | 0.20 |
| 83012DAQ6 | Sixth Street Clo Xvi Ltd | SIXST | 6.12 | 01/20/2037 | 4,750,000.00 | 4,760,945.00 | 0.20 |
| 31418EXU9 | Fannie Mae Pool | FN | 5.5 | 11/01/2053 | 4,548,108.00 | 4,597,292.00 | 0.20 |
| 31418EDJ6 | Fannie Mae Pool | FN | 3.0 | 05/01/2037 | 4,771,330.00 | 4,570,206.00 | 0.20 |
| 36179UD90 | Ginnie Mae Ii Pool | G2 | 4.0 | 10/01/2048 | 4,826,374.00 | 4,617,473.00 | 0.20 |
| 36179UXT4 | Ginnie Mae Ii Pool | G2 | 3.5 | 08/01/2049 | 5,143,148.00 | 4,724,838.00 | 0.20 |
| 3618N5JG5 | Ginnie Mae Ii Pool | G2 | 7.0 | 03/01/2055 | 4,499,804.00 | 4,625,472.00 | 0.20 |
| 36179YYX6 | Ginnie Mae Ii Pool | G2 | 6.0 | 06/01/2054 | 4,618,981.00 | 4,711,492.00 | 0.20 |
| 44891ADM6 | Hyundai Capital America | HYNMTR | 5.3 | 01/08/2030 | 4,560,000.00 | 4,683,068.00 | 0.20 |
| 50540RBB7 | Laboratory Corp Of America Holdings | LH | 4.8 | 10/01/2034 | 4,810,000.00 | 4,768,663.00 | 0.20 |
| 95002XBC8 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 1.86 | 08/01/2053 | 5,300,000.00 | 4,779,341.00 | 0.20 |
| 92564RAJ4 | VICI Properties Lp / Vici Note Co Inc | VICI | 5.75 | 02/01/2027 | 4,680,000.00 | 4,739,506.00 | 0.20 |
| 95000U3P6 | Wells Fargo & Co | WFC | 5.24 | 01/24/2031 | 4,235,000.00 | 4,381,333.00 | 0.19 |
| 95000U3D3 | Wells Fargo & Co | WFC | 5.39 | 04/24/2034 | 4,350,000.00 | 4,519,746.00 | 0.19 |
| 36179Y5L4 | Ginnie Mae Ii Pool | G2 | 5.5 | 08/20/2054 | 4,308,189.00 | 4,348,437.00 | 0.19 |
| 36179VX21 | Ginnie Mae Ii Pool | G2 | 3.5 | 11/01/2050 | 4,719,838.00 | 4,343,997.00 | 0.19 |
| 361886DQ4 | GMF Floorplan Owner Revolving Trust | GFORT | 4.73 | 11/15/2029 | 4,400,000.00 | 4,461,966.00 | 0.19 |
| 55336VBQ2 | MPLX Lp | MPLX | 2.65 | 08/15/2030 | 4,920,000.00 | 4,517,310.00 | 0.19 |
| 11135FBK6 | Broadcom Inc | AVGO | 3.42 | 04/15/2033 | 4,847,000.00 | 4,481,205.00 | 0.19 |
| 08161BAX1 | Benchmark 2018-b3 Mortgage Trust | BMARK | 3.76 | 04/01/2051 | 4,437,368.00 | 4,402,275.00 | 0.19 |
| 055451BE7 | BHP Billiton Finance Usa Ltd | BHP | 5.25 | 09/08/2033 | 4,245,000.00 | 4,414,790.00 | 0.19 |
| 05554FAB1 | Bbcms Mortgage Trust 2023-c22 | BBCMS | 6.73 | 11/01/2056 | 4,168,533.00 | 4,408,908.00 | 0.19 |
| 06540JBB7 | BANK 2020-bnk26 | BANK | 2.16 | 03/01/2063 | 5,000,000.00 | 4,551,497.00 | 0.19 |
| 06738ECJ2 | Barclays Plc | BACR | 6.5 | 09/13/2027 | 4,370,000.00 | 4,456,568.00 | 0.19 |
| 3132DWCP6 | Freddie Mac Pool | FR | 2.5 | 11/01/2051 | 5,238,330.00 | 4,439,467.00 | 0.19 |
| 3137FL6V1 | Freddie Mac Multifamily Structured Pass | FHMS | 3.6 | 01/01/2029 | 4,500,000.00 | 4,443,560.00 | 0.19 |
| 3132DWBT9 | Freddie Mac Pool | FR | 2.0 | 06/01/2051 | 5,558,648.00 | 4,514,212.00 | 0.19 |
| 06539XAC8 | BANK 2020-bnk27 | BANK | 1.9 | 04/01/2063 | 4,700,000.00 | 4,181,182.00 | 0.18 |
| 06051GJP5 | BANK Of America Corp | BAC | 2.65 | 03/11/2032 | 4,500,000.00 | 4,101,294.00 | 0.18 |
| 68327LAC0 | Ontario Teachers' Cadillac Fairview Prop | CFPTCN | 4.13 | 02/01/2029 | 4,190,000.00 | 4,161,344.00 | 0.18 |
| 90278PAZ3 | UBS Commercial Mortgage Trust 2019-c18 | UBSCM | 2.78 | 12/01/2052 | 4,400,000.00 | 4,109,085.00 | 0.18 |
| 36179YYZ1 | Ginnie Mae Ii Pool | G2 | 7.0 | 06/01/2054 | 3,995,596.00 | 4,113,566.00 | 0.18 |
| 46514Y8A8 | Israel Government International Bond | ISRAEL | 5.38 | 02/19/2030 | 4,014,000.00 | 4,142,448.00 | 0.18 |
| 46647PBW5 | Jpmorgan Chase & Co | JPM | 1.04 | 02/04/2027 | 4,160,000.00 | 4,113,826.00 | 0.18 |
| 34535QAA3 | FORD Credit Auto Owner Trust 2023-rev1 | FORDR | 4.85 | 08/15/2035 | 4,200,000.00 | 4,274,025.00 | 0.18 |
| 31418DYC0 | Fannie Mae Pool | FN | 2.5 | 04/01/2051 | 4,697,874.00 | 3,987,098.00 | 0.17 |
| 48128BAH4 | Jpmorgan Chase & Co | JPM | 7.04 | 10/01/2173 | 3,920,000.00 | 3,935,880.00 | 0.17 |
| 36179WJQ2 | Ginnie Mae Ii Pool | G2 | 2.0 | 07/01/2051 | 4,831,851.00 | 3,994,622.00 | 0.17 |
| 65535HBM0 | Nomura Holdings Inc | NOMURA | 6.07 | 07/12/2028 | 3,905,000.00 | 4,086,399.00 | 0.17 |
| 65339KCM0 | Nextera Energy Capital Holdings Inc | NEE | 4.9 | 02/28/2028 | 3,870,000.00 | 3,938,049.00 | 0.17 |
| 065403BB2 | BANK 2019-bnk17 | BANK | 3.46 | 04/01/2052 | 4,115,690.00 | 4,020,100.00 | 0.17 |
| 12674UAA1 | Coopr Residential Mortgage Trust 2025-ce | COOPR | 5.5 | 06/25/2060 | 3,987,923.00 | 4,025,943.00 | 0.17 |
| 3133KN4U4 | Freddie Mac Pool | FR | 2.5 | 04/01/2052 | 4,657,959.00 | 3,954,951.00 | 0.17 |
| 3132DWE74 | Freddie Mac Pool | FR | 5.0 | 10/01/2052 | 4,089,470.00 | 4,075,621.00 | 0.17 |
| 31418DXK3 | Fannie Mae Pool | FN | 2.0 | 03/01/2051 | 5,014,313.00 | 4,074,280.00 | 0.17 |
| 969457CP3 | Williams Cos Inc/the | WMB | 5.6 | 03/15/2035 | 3,765,000.00 | 3,909,838.00 | 0.17 |
| 05377RER1 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 1.66 | 02/20/2028 | 3,800,000.00 | 3,690,152.00 | 0.16 |
| 6174467Y9 | Morgan Stanley | MS | 4.35 | 09/08/2026 | 3,800,000.00 | 3,806,915.00 | 0.16 |
| 6174468X0 | Morgan Stanley | MS | 1.93 | 04/28/2032 | 4,245,000.00 | 3,703,887.00 | 0.16 |
| 69344A750 | PGIM Corporate Bond 0-5 Year Etf | PCS | — | — | 75,000.00 | 3,789,000.00 | 0.16 |
| 83368RAZ5 | Societe Generale Sa | SOCGEN | 1.49 | 12/14/2026 | 3,800,000.00 | 3,776,585.00 | 0.16 |
| 80288JAE3 | Santander Drive Auto Receivables Trust 2 | SDART | 4.68 | 09/15/2031 | 3,800,000.00 | 3,821,195.00 | 0.16 |
| 74448MAA4 | PRPM 2024-rpl4 Llc | PRPM | 4.0 | 12/25/2054 | 3,835,134.00 | 3,752,657.00 | 0.16 |
| 749410AA4 | RCKT Mortgage Trust 2024-ces6 | RCKT | 5.34 | 09/01/2044 | 3,625,397.00 | 3,637,935.00 | 0.16 |
| 775109DF5 | Rogers Communications Inc | RCICN | 5.3 | 02/15/2034 | 3,365,000.00 | 3,414,636.00 | 0.15 |
| 802919AE0 | Santander Drive Auto Receivables Trust 2 | SDART | 4.95 | 04/15/2030 | 3,400,000.00 | 3,430,624.00 | 0.15 |
| 80413TBJ7 | Saudi Government International Bond | KSA | 5.13 | 01/13/2028 | 3,440,000.00 | 3,510,717.00 | 0.15 |
| 91087BBC3 | Mexico Government International Bond | MEX | 6.88 | 05/13/2037 | 3,290,000.00 | 3,551,555.00 | 0.15 |
| 857524AH5 | Republic Of Poland Government Internatio | POLAND | 5.38 | 02/12/2035 | 3,355,000.00 | 3,476,473.00 | 0.15 |
| 55336VBX7 | MPLX Lp | MPLX | 5.5 | 06/01/2034 | 3,340,000.00 | 3,405,103.00 | 0.15 |
| 36179TLR4 | Ginnie Mae Ii Pool | G2 | 3.0 | 11/01/2047 | 3,854,845.00 | 3,484,468.00 | 0.15 |
| 00973RAF0 | AKER Bp Asa | AKERBP | 3.75 | 01/15/2030 | 3,695,000.00 | 3,560,436.00 | 0.15 |
| 05553WAB5 | Bbcms Mortgage Trust 2023-c21 | BBCMS | 6.51 | 09/01/2056 | 3,321,229.00 | 3,489,008.00 | 0.15 |
| 11120VAJ2 | Brixmor Operating Partnership Lp | BRX | 4.05 | 07/01/2030 | 3,665,000.00 | 3,595,083.00 | 0.15 |
| 281907AA3 | EFMT 2024-ces1 | EFMT | 5.52 | 01/26/2060 | 3,393,956.00 | 3,420,811.00 | 0.15 |
| 3132DWE66 | Freddie Mac Pool | FR | 4.5 | 10/01/2052 | 3,680,747.00 | 3,586,732.00 | 0.15 |
| 912810QZ4 | United States Treasury Note/bond | T | 3.13 | 02/15/2043 | 4,220,000.00 | 3,443,256.00 | 0.15 |
| 3132DWDK6 | Freddie Mac Pool | FR | 3.0 | 04/01/2052 | 3,608,817.00 | 3,177,655.00 | 0.14 |
| 3132DWEC3 | Freddie Mac Pool | FR | 4.5 | 07/01/2052 | 3,451,379.00 | 3,360,176.00 | 0.14 |
| 3132D6JQ4 | Freddie Mac Pool | FR | 5.0 | 03/01/2040 | 3,200,020.00 | 3,233,405.00 | 0.14 |
| 22966RAH9 | Cubesmart Lp | CUBE | 2.25 | 12/15/2028 | 3,360,000.00 | 3,164,126.00 | 0.14 |
| 06051GHQ5 | BANK Of America Corp | BAC | 3.97 | 02/07/2030 | 3,380,000.00 | 3,355,066.00 | 0.14 |
| 345397A45 | FORD Motor Credit Co Llc | F | 4.27 | 01/09/2027 | 3,200,000.00 | 3,174,943.00 | 0.14 |
| 36179V4V9 | Ginnie Mae Ii Pool | G2 | 2.5 | 01/01/2051 | 3,829,416.00 | 3,299,622.00 | 0.14 |
| 36179XVS2 | Ginnie Mae Ii Pool | G2 | 5.0 | 03/01/2053 | 3,243,135.00 | 3,243,950.00 | 0.14 |
| 38141GYG3 | Goldman Sachs Group Inc/the | GS | 1.54 | 09/10/2027 | 3,405,000.00 | 3,320,750.00 | 0.14 |
| 49326EEP4 | Keycorp | KEY | 6.4 | 03/06/2035 | 3,120,000.00 | 3,385,261.00 | 0.14 |
| 38141GYA6 | Goldman Sachs Group Inc/the | GS | 1.43 | 03/09/2027 | 3,075,000.00 | 3,035,301.00 | 0.13 |
| 38869PAP9 | Graphic Packaging International Llc | GPK | 1.51 | 04/15/2026 | 3,070,000.00 | 3,019,360.00 | 0.13 |
| 36179XHX7 | Ginnie Mae Ii Pool | G2 | 4.0 | 10/01/2052 | 3,169,064.00 | 3,006,989.00 | 0.13 |
| 36179VVY3 | Ginnie Mae Ii Pool | G2 | 2.5 | 10/01/2050 | 3,642,867.00 | 3,146,148.00 | 0.13 |
| 31418DYB2 | Fannie Mae Pool | FN | 2.0 | 04/01/2051 | 3,871,231.00 | 3,134,693.00 | 0.13 |
| 36179UUJ9 | Ginnie Mae Ii Pool | G2 | 3.5 | 06/01/2049 | 3,374,368.00 | 3,106,967.00 | 0.13 |
| 682051AC1 | OMAN Government International Bond | OMAN | 4.75 | 06/15/2026 | 3,073,000.00 | 3,073,000.00 | 0.13 |
| 709599BU7 | Penske Truck Leasing Co Lp / Ptl Finance | PENSKE | 5.75 | 05/24/2026 | 2,930,000.00 | 2,951,975.00 | 0.13 |
| 802920AF5 | Santander Drive Auto Receivables Trust 2 | SDART | 4.78 | 01/15/2031 | 3,000,000.00 | 3,017,519.00 | 0.13 |
| 26078JAD2 | Dupont De Nemours Inc | DD | 4.73 | 11/15/2028 | 2,990,000.00 | 3,014,364.00 | 0.13 |
| 224044CN5 | COX Communications Inc | COXENT | 2.6 | 06/15/2031 | 3,535,000.00 | 3,152,774.00 | 0.13 |
| 12513GBG3 | CDW Llc / Cdw Finance Corp | CDW | 2.67 | 12/01/2026 | 3,145,000.00 | 3,084,835.00 | 0.13 |
| 125523CM0 | Cigna Group/the | CI | 2.38 | 03/15/2031 | 3,336,000.00 | 3,001,858.00 | 0.13 |
| 3132DWBY8 | Freddie Mac Pool | FR | 2.0 | 07/01/2051 | 3,836,009.00 | 3,114,832.00 | 0.13 |
| 3132DWBQ5 | Freddie Mac Pool | FR | 2.5 | 05/01/2051 | 3,490,730.00 | 2,962,416.00 | 0.13 |
| 3132DWEK5 | Freddie Mac Pool | FR | 4.5 | 08/01/2052 | 3,187,189.00 | 3,109,566.00 | 0.13 |
| 3140KEK80 | Fannie Mae Pool | FN | 2.5 | 08/01/2050 | 3,668,373.00 | 3,122,641.00 | 0.13 |
| 96926JAC1 | William Carter Co/the | CRI | 5.63 | 03/15/2027 | 3,100,000.00 | 3,101,117.00 | 0.13 |
| 92840VAF9 | Vistra Operations Co Llc | VST | 5.0 | 07/31/2027 | 3,000,000.00 | 2,996,273.00 | 0.13 |
| 928668CG5 | Volkswagen Group Of America Finance Llc | VW | 5.25 | 03/22/2029 | 2,840,000.00 | 2,900,196.00 | 0.12 |
| 98462YAF7 | Yamana Gold Inc | YRICN | 2.63 | 08/15/2031 | 3,120,000.00 | 2,776,114.00 | 0.12 |
| 3140QLD94 | Fannie Mae Pool | FN | 2.5 | 07/01/2051 | 3,448,382.00 | 2,918,663.00 | 0.12 |
| 31418DY71 | Fannie Mae Pool | FN | 2.0 | 05/01/2041 | 3,154,306.00 | 2,745,831.00 | 0.12 |
| 31418DWR9 | Fannie Mae Pool | FN | 2.0 | 02/01/2051 | 3,391,522.00 | 2,753,600.00 | 0.12 |
| 31418DV66 | Fannie Mae Pool | FN | 1.5 | 01/01/2051 | 3,546,450.00 | 2,726,658.00 | 0.12 |
| 3132ACSZ4 | Freddie Mac Pool | FR | 3.5 | 03/01/2048 | 2,991,353.00 | 2,791,814.00 | 0.12 |
| 12529TAW3 | Cantor Commercial Real Estate Lending 20 | CF | 2.75 | 01/01/2053 | 2,900,000.00 | 2,710,202.00 | 0.12 |
| 12529WAN6 | CF 2020-p1 Mortgage Trust | CF | 2.84 | 04/01/2052 | 2,773,765.00 | 2,756,983.00 | 0.12 |
| 12704PAB4 | CRH Smw Finance Dac | CRHID | 5.13 | 01/09/2030 | 2,650,000.00 | 2,724,630.00 | 0.12 |
| 126650DN7 | CVS Health Corp | CVS | 1.75 | 08/21/2030 | 3,215,000.00 | 2,822,143.00 | 0.12 |
| 10569GAA4 | Bravo Residential Funding Trust 2023-rpl | BRAVO | 5.0 | 05/01/2063 | 2,769,639.00 | 2,761,791.00 | 0.12 |
| 17328FAV7 | Citigroup Commercial Mortgage Trust 2019 | CGCMT | 2.62 | 08/01/2056 | 3,000,000.00 | 2,824,911.00 | 0.12 |
| 224044CU9 | COX Communications Inc | COXENT | 5.45 | 09/01/2034 | 2,750,000.00 | 2,738,219.00 | 0.12 |
| 097023DA0 | Boeing Co/the | BA | 2.75 | 02/01/2026 | 2,799,000.00 | 2,781,843.00 | 0.12 |
| 880591FC1 | Tennessee Valley Authority | TVA | 5.25 | 02/01/2055 | 2,890,000.00 | 2,889,722.00 | 0.12 |
| 693475BR5 | PNC Financial Services Group Inc/the | PNC | 5.58 | 06/12/2029 | 2,655,000.00 | 2,750,035.00 | 0.12 |
| 68269MAB0 | Onemain Financial Issuance Trust 2021-1 | OMFIT | 5.13 | 06/16/2036 | 2,800,000.00 | 2,805,042.00 | 0.12 |
| 34535CAA4 | FORD Credit Auto Owner Trust 2023-rev2 | FORDR | 5.28 | 02/15/2036 | 2,800,000.00 | 2,888,999.00 | 0.12 |
| 37045XEH5 | General Motors Financial Co Inc | GM | 5.8 | 06/23/2028 | 2,705,000.00 | 2,802,585.00 | 0.12 |
| 478160CF9 | Johnson & Johnson | JNJ | 3.63 | 03/03/2037 | 3,205,000.00 | 2,908,519.00 | 0.12 |
| 46658JAA4 | JP Morgan Mortgage Trust Series 2024-he3 | JPMMT | 5.59 | 02/25/2055 | 2,712,907.00 | 2,712,893.00 | 0.12 |
| 36269KAA3 | GM Financial Revolving Receivables Trust | GMREV | 4.98 | 12/11/2036 | 2,600,000.00 | 2,668,127.00 | 0.11 |
| 36179Y2P8 | Ginnie Mae Ii Pool | G2 | 7.0 | 07/01/2054 | 2,427,572.00 | 2,498,115.00 | 0.11 |
| 31418ECA6 | Fannie Mae Pool | FN | 3.0 | 03/01/2052 | 2,926,181.00 | 2,577,116.00 | 0.11 |
| 682687AB4 | Onemain Direct Auto Receivables Trust 20 | ODART | 1.26 | 07/14/2028 | 2,700,000.00 | 2,680,830.00 | 0.11 |
| 682680BL6 | Oneok Inc | OKE | 6.05 | 09/01/2033 | 2,510,000.00 | 2,661,354.00 | 0.11 |
| 67515EAR7 | Ocean Trails Clo V | OCTR | 5.86 | 10/13/2031 | 2,560,774.00 | 2,564,489.00 | 0.11 |
| 694308JQ1 | Pacific Gas And Electric Co | PCG | 4.5 | 07/01/2040 | 3,000,000.00 | 2,609,768.00 | 0.11 |
| 573284BA3 | Martin Marietta Materials Inc | MLM | 5.15 | 12/01/2034 | 2,510,000.00 | 2,559,795.00 | 0.11 |
| 912810TM0 | United States Treasury Note/bond | T | 4.0 | 11/15/2042 | 2,790,000.00 | 2,579,442.00 | 0.11 |
| 802927AF0 | Santander Drive Auto Receivables Trust 2 | SDART | 6.04 | 12/15/2031 | 2,500,000.00 | 2,568,084.00 | 0.11 |
| 808513BG9 | Charles Schwab Corp/the | SCHW | 1.65 | 03/11/2031 | 2,970,000.00 | 2,583,878.00 | 0.11 |
| 10568RAA1 | Bravo Residential Funding Trust 2025-ces | BRAVO | 4.96 | 07/02/2055 | 2,672,030.00 | 2,670,296.00 | 0.11 |
| 097023BS3 | Boeing Co/the | BA | 3.38 | 06/15/2046 | 3,557,000.00 | 2,536,624.00 | 0.11 |
| 06051GHZ5 | BANK Of America Corp | BAC | 2.5 | 02/13/2031 | 2,705,000.00 | 2,503,082.00 | 0.11 |
| 05523RAJ6 | BAE Systems Plc | BALN | 5.13 | 03/26/2029 | 2,570,000.00 | 2,645,864.00 | 0.11 |
| 040555DD3 | Arizona Public Service Co | PNW | 2.2 | 12/15/2031 | 2,875,000.00 | 2,512,802.00 | 0.11 |
| 29273VAU4 | Energy Transfer Lp | ET | 6.55 | 12/01/2033 | 2,285,000.00 | 2,501,293.00 | 0.11 |
| 11135FCL3 | Broadcom Inc | AVGO | 4.9 | 07/15/2032 | 2,600,000.00 | 2,659,032.00 | 0.11 |
| 12503MAC2 | CBOE Global Markets Inc | CBOE | 1.63 | 12/15/2030 | 2,900,000.00 | 2,547,931.00 | 0.11 |
| 3140XGLJ6 | Fannie Mae Pool | FN | 3.0 | 03/01/2052 | 3,017,075.00 | 2,681,245.00 | 0.11 |
| 31418CS47 | Fannie Mae Pool | FN | 3.5 | 01/01/2048 | 2,698,919.00 | 2,513,843.00 | 0.11 |
| 95000U2J1 | Wells Fargo & Co | WFC | 2.57 | 02/11/2031 | 2,740,000.00 | 2,546,396.00 | 0.11 |
| 92343VGJ7 | Verizon Communications Inc | VZ | 2.55 | 03/21/2031 | 2,729,000.00 | 2,481,037.00 | 0.11 |
| 915217XF5 | University Of Virginia | UNIHGR | 2.26 | 09/01/2050 | 3,850,000.00 | 2,264,427.00 | 0.10 |
| 928668CM2 | Volkswagen Group Of America Finance Llc | VW | 4.95 | 08/15/2029 | 2,370,000.00 | 2,393,421.00 | 0.10 |
| 96041KAE4 | Westlake Automobile Receivables Trust 20 | WLAKE | 4.63 | 01/15/2031 | 2,400,000.00 | 2,412,636.00 | 0.10 |
| 95001XBA3 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.47 | 05/01/2052 | 2,448,048.00 | 2,391,178.00 | 0.10 |
| 98138HAJ0 | Workday Inc | WDAY | 3.8 | 04/01/2032 | 2,435,000.00 | 2,326,420.00 | 0.10 |
| 31418D6C1 | Fannie Mae Pool | FN | 2.5 | 11/01/2051 | 2,901,616.00 | 2,456,256.00 | 0.10 |
| 3132D56D9 | Freddie Mac Pool | FR | 1.5 | 10/01/2035 | 2,626,091.00 | 2,362,848.00 | 0.10 |
| 3132DWCU5 | Freddie Mac Pool | FR | 2.5 | 12/01/2051 | 2,750,818.00 | 2,330,729.00 | 0.10 |
| 3132DWMY6 | Freddie Mac Pool | FR | 5.5 | 11/01/2054 | 2,217,787.00 | 2,237,618.00 | 0.10 |
| 3136BQQZ5 | Fannie Mae Remics | FNR | — | 11/01/2053 | 2,879,164.00 | 2,295,573.00 | 0.10 |
| 12515BAD0 | CD 2019-cd8 Mortgage Trust | CD | 2.66 | 08/15/2057 | 2,576,759.00 | 2,407,099.00 | 0.10 |
| 17179VAA8 | CIM Trust 2024-r1 | CIM | 4.75 | 06/01/2064 | 2,455,983.00 | 2,439,145.00 | 0.10 |
| 279158AT6 | Ecopetrol Sa | ECOPET | 8.63 | 01/19/2029 | 2,105,000.00 | 2,285,398.00 | 0.10 |
| 23636ABJ9 | Danske Bank A/s | DANBNK | 4.61 | 10/02/2030 | 2,255,000.00 | 2,263,745.00 | 0.10 |
| 09951LAC7 | BOOZ Allen Hamilton Inc | BAH | 5.95 | 08/04/2033 | 2,320,000.00 | 2,437,531.00 | 0.10 |
| 08162VAD0 | Benchmark 2019-b10 Mortgage Trust | BMARK | 3.46 | 03/01/2062 | 2,463,937.00 | 2,392,037.00 | 0.10 |
| 08163CBA6 | Benchmark 2021-b24 Mortgage Trust | BMARK | 2.01 | 03/01/2054 | 2,600,000.00 | 2,412,800.00 | 0.10 |
| 08163LAE9 | Benchmark 2020-b21 Mortgage Trust | BMARK | 1.7 | 12/03/2053 | 2,600,000.00 | 2,294,183.00 | 0.10 |
| 06541TBA6 | BANK 2020-bnk29 | BANK | 1.74 | 11/01/2053 | 2,568,224.00 | 2,266,664.00 | 0.10 |
| 89182QAA3 | TOWD Point Mortgage Trust 2024-ces4 | TPMT | 5.12 | 09/01/2064 | 2,285,861.00 | 2,287,980.00 | 0.10 |
| 89183HAA2 | TOWD Point Mortgage Trust 2025-ces1 | TPMT | 5.71 | 02/25/2055 | 2,435,169.00 | 2,458,269.00 | 0.10 |
| 72014TAC3 | Piedmont Healthcare Inc | PIEDGA | 2.04 | 01/01/2032 | 2,670,000.00 | 2,291,353.00 | 0.10 |
| 73358XJB9 | PORT Authority Of New York & New Jersey | PORTRN | 5.07 | 07/15/2053 | 2,525,000.00 | 2,396,118.00 | 0.10 |
| 74340XCA7 | Prologis Lp | PLD | 1.75 | 02/01/2031 | 2,660,000.00 | 2,333,125.00 | 0.10 |
| 682680BB8 | Oneok Inc | OKE | 3.1 | 03/15/2030 | 2,415,000.00 | 2,280,966.00 | 0.10 |
| 682680DD2 | Oneok Inc | OKE | 6.25 | 10/15/2055 | 2,370,000.00 | 2,407,458.00 | 0.10 |
| 682696AA7 | Onemain Financial Issuance Trust 2020-2 | OMFIT | 1.75 | 09/14/2035 | 2,490,830.00 | 2,447,945.00 | 0.10 |
| 36267QAA2 | CLUE Opco Llc | FWRD | 9.5 | 10/15/2031 | 2,170,000.00 | 2,320,814.00 | 0.10 |
| 44891ABX4 | Hyundai Capital America | HYNMTR | 2.0 | 06/15/2028 | 2,550,000.00 | 2,397,114.00 | 0.10 |
| 46647PCC8 | Jpmorgan Chase & Co | JPM | 2.58 | 04/22/2032 | 2,565,000.00 | 2,331,300.00 | 0.10 |
| 445545AV8 | Hungary Government International Bond | REPHUN | 5.38 | 09/26/2030 | 2,190,000.00 | 2,253,538.00 | 0.10 |
| 3618N5GS2 | Ginnie Mae Ii Pool | G2 | 7.0 | 02/01/2055 | 2,000,000.00 | 2,055,977.00 | 0.09 |
| 36179W5F1 | Ginnie Mae Ii Pool | G2 | 4.5 | 05/20/2052 | 2,058,768.00 | 2,012,451.00 | 0.09 |
| 31418ED64 | Fannie Mae Pool | FN | 3.0 | 06/01/2052 | 2,314,622.00 | 2,035,453.00 | 0.09 |
| 31418EV98 | Fannie Mae Pool | FN | 6.0 | 09/01/2053 | 1,986,059.00 | 2,034,741.00 | 0.09 |
| 36179U6V9 | Ginnie Mae Ii Pool | G2 | 3.5 | 11/01/2049 | 2,292,185.00 | 2,109,701.00 | 0.09 |
| 36179V4U1 | Ginnie Mae Ii Pool | G2 | 2.0 | 01/20/2051 | 2,408,065.00 | 1,991,599.00 | 0.09 |
| 36179T7K5 | Ginnie Mae Ii Pool | G2 | 4.0 | 08/01/2048 | 2,321,411.00 | 2,217,856.00 | 0.09 |
| 67091TAF2 | OCP Sa | OCPMR | 6.75 | 05/02/2034 | 1,858,000.00 | 2,022,897.00 | 0.09 |
| 620076BZ1 | Motorola Solutions Inc | MSI | 5.4 | 04/15/2034 | 2,020,000.00 | 2,091,794.00 | 0.09 |
| 61747YFF7 | Morgan Stanley | MS | 5.45 | 07/20/2029 | 1,930,000.00 | 1,993,891.00 | 0.09 |
| 638962AA8 | NCR Atleos Corp | NCRATL | 9.5 | 04/01/2029 | 2,000,000.00 | 2,165,456.00 | 0.09 |
| 91153LAA5 | United Wholesale Mortgage Llc | UWMLLC | 5.5 | 11/15/2025 | 2,000,000.00 | 2,000,275.00 | 0.09 |
| 88732JBB3 | TIME Warner Cable Llc | CHTR | 5.5 | 09/01/2041 | 2,180,000.00 | 1,996,249.00 | 0.09 |
| 866677AE7 | SUN Communities Operating Lp | SUI | 2.7 | 07/15/2031 | 2,228,000.00 | 2,015,328.00 | 0.09 |
| 83614BAQ2 | Sound Point Clo Xxiii | SNDPT | 5.75 | 07/15/2034 | 2,200,000.00 | 2,203,300.00 | 0.09 |
| 854938AA5 | STAR Leasing Co Llc | TRAILR | 7.63 | 02/15/2030 | 2,200,000.00 | 2,137,350.00 | 0.09 |
| 74456QCL8 | Public Service Electric And Gas Co | PEG | 4.65 | 03/15/2033 | 2,105,000.00 | 2,116,437.00 | 0.09 |
| 06541RBA0 | BANK 2019-bnk23 | BANK | 2.67 | 10/01/2029 | 2,188,187.00 | 2,050,692.00 | 0.09 |
| 03067BAF6 | Americredit Automobile Receivables Trust | AMCAR | 5.8 | 12/18/2028 | 2,100,000.00 | 2,139,774.00 | 0.09 |
| 00440KAD5 | Accenture Capital Inc | ACN | 4.5 | 10/04/2034 | 2,095,000.00 | 2,068,039.00 | 0.09 |
| 29375UAB5 | Enterprise Fleet Financing 2025-3 Llc | EFF | 4.5 | 04/20/2028 | 2,200,000.00 | 2,211,900.00 | 0.09 |
| 20755TAA9 | Connecticut Avenue Securities Trust 2025 | CAS | 5.36 | 05/25/2045 | 2,001,960.00 | 2,004,130.00 | 0.09 |
| 17305EGS8 | Citibank Credit Card Issuance Trust | CCCIT | 3.96 | 10/13/2030 | 2,100,000.00 | 2,100,814.00 | 0.09 |
| 136385BB6 | Canadian Natural Resources Ltd | CNQCN | 5.0 | 12/15/2029 | 1,955,000.00 | 1,998,811.00 | 0.09 |
| 161175BR4 | Charter Communications Operating Llc / C | CHTR | 5.05 | 03/30/2029 | 2,160,000.00 | 2,187,982.00 | 0.09 |
| 3137H8JY8 | Freddie Mac Remics | FHR | — | 08/01/2052 | 3,079,276.00 | 2,119,980.00 | 0.09 |
| 3132DV7A7 | Freddie Mac Pool | FR | 2.5 | 07/01/2050 | 2,358,747.00 | 2,008,832.00 | 0.09 |
| 3140QKC48 | Fannie Mae Pool | FN | 2.0 | 04/01/2051 | 2,553,078.00 | 2,073,393.00 | 0.09 |
| 3140X8FX0 | Fannie Mae Pool | FN | 2.5 | 11/01/2050 | 2,574,423.00 | 2,209,644.00 | 0.09 |
| 96328GBM8 | Wheels Fleet Lease Funding 1 Llc | WFLF | 5.49 | 02/18/2039 | 2,130,169.00 | 2,155,654.00 | 0.09 |
| 92840VAB8 | Vistra Operations Co Llc | VST | 5.63 | 02/15/2027 | 2,175,000.00 | 2,175,813.00 | 0.09 |
| 95000U2M4 | Wells Fargo & Co | WFC | 5.01 | 04/04/2051 | 2,300,000.00 | 2,149,427.00 | 0.09 |
| 96328GAS6 | Wheels Fleet Lease Funding 1 Llc | WFLF | 5.8 | 04/18/2038 | 1,749,524.00 | 1,762,553.00 | 0.08 |
| 95001QAT8 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.89 | 08/01/2051 | 2,000,000.00 | 1,987,526.00 | 0.08 |
| 95001WAY4 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.75 | 03/01/2052 | 1,982,815.00 | 1,975,463.00 | 0.08 |
| 91324PEW8 | Unitedhealth Group Inc | UNH | 5.05 | 04/15/2053 | 2,140,000.00 | 1,961,178.00 | 0.08 |
| 3140XCHB7 | Fannie Mae Pool | FN | 2.5 | 07/01/2035 | 2,004,611.00 | 1,922,688.00 | 0.08 |
| 3140XFX55 | Fannie Mae Pool | FN | 3.0 | 01/01/2052 | 2,167,950.00 | 1,928,800.00 | 0.08 |
| 3132DWBB8 | Freddie Mac Pool | FR | 2.0 | 03/01/2051 | 2,180,715.00 | 1,771,893.00 | 0.08 |
| 3132D6NV8 | Freddie Mac Pool | FR | 2.5 | 10/01/2035 | 1,857,537.00 | 1,765,318.00 | 0.08 |
| 3133A2BB5 | Freddie Mac Pool | FR | 3.0 | 02/01/2050 | 2,098,624.00 | 1,865,518.00 | 0.08 |
| 11135FBX8 | Broadcom Inc | AVGO | 5.05 | 07/12/2029 | 1,914,000.00 | 1,971,507.00 | 0.08 |
| 134429BJ7 | Campbell's Company/the | CPB | 2.38 | 04/24/2030 | 2,175,000.00 | 1,987,861.00 | 0.08 |
| 125523AH3 | Cigna Group/the | CI | 4.38 | 10/15/2028 | 1,950,000.00 | 1,959,613.00 | 0.08 |
| 224044CJ4 | COX Communications Inc | COXENT | 3.5 | 08/15/2027 | 2,000,000.00 | 1,973,464.00 | 0.08 |
| 05377RGJ7 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 5.2 | 10/20/2027 | 1,800,000.00 | 1,815,222.00 | 0.08 |
| 05377RHY3 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 5.36 | 06/20/2030 | 1,900,000.00 | 1,965,053.00 | 0.08 |
| 05377RJK1 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 5.23 | 12/20/2030 | 1,800,000.00 | 1,855,773.00 | 0.08 |
| 05526DBR5 | BAT Capital Corp | BATSLN | 2.26 | 03/25/2028 | 1,910,000.00 | 1,823,901.00 | 0.08 |
| 05526DBS3 | BAT Capital Corp | BATSLN | 2.73 | 03/25/2031 | 2,180,000.00 | 1,988,049.00 | 0.08 |
| 097023CX1 | Boeing Co/the | BA | 5.93 | 05/01/2060 | 1,950,000.00 | 1,952,460.00 | 0.08 |
| 08162QAA7 | Benchmark 2020-ig3 Mortgage Trust | BMARK | 2.48 | 09/01/2048 | 1,896,601.00 | 1,864,287.00 | 0.08 |
| 74834LBB5 | Quest Diagnostics Inc | DGX | 2.95 | 06/30/2030 | 1,910,000.00 | 1,799,264.00 | 0.08 |
| 89183EAA9 | TOWD Point Mortgage Trust 2024-ces3 | TPMT | 6.29 | 05/01/2064 | 1,834,170.00 | 1,857,239.00 | 0.08 |
| 639057AC2 | Natwest Group Plc | NWG | 1.64 | 06/14/2027 | 1,830,000.00 | 1,795,644.00 | 0.08 |
| 62854AAN4 | UTAH Acquisition Sub Inc | VTRS | 3.95 | 06/15/2026 | 1,887,000.00 | 1,878,447.00 | 0.08 |
| 61767FAZ4 | Morgan Stanley Capital I Trust 2016-ubs1 | MSC | 2.53 | 08/01/2049 | 1,806,505.00 | 1,781,397.00 | 0.08 |
| 59284MAA2 | Mexico City Airport Trust | MEXCAT | 4.25 | 10/31/2026 | 1,972,000.00 | 1,965,452.00 | 0.08 |
| 71643VAB1 | Petroleos Mexicanos | PEMEX | 6.7 | 02/16/2032 | 1,979,000.00 | 1,961,683.00 | 0.08 |
| 36179VDN7 | Ginnie Mae Ii Pool | G2 | 3.0 | 01/01/2050 | 2,125,219.00 | 1,904,548.00 | 0.08 |
| 31418EP46 | Fannie Mae Pool | FN | 6.0 | 03/01/2053 | 1,885,064.00 | 1,934,698.00 | 0.08 |
| 31418EE63 | Fannie Mae Pool | FN | 4.5 | 07/01/2052 | 1,905,736.00 | 1,857,453.00 | 0.08 |
| 31418ECR9 | Fannie Mae Pool | FN | 3.0 | 04/01/2052 | 2,044,040.00 | 1,800,672.00 | 0.08 |
| 31418EAZ3 | Fannie Mae Pool | FN | 2.0 | 01/01/2032 | 1,898,350.00 | 1,802,677.00 | 0.08 |
| 31488VAA5 | Ferguson Enterprises Inc | FERG | 5.0 | 10/03/2034 | 1,805,000.00 | 1,818,146.00 | 0.08 |
| 36179WXL7 | Ginnie Mae Ii Pool | G2 | 3.5 | 02/01/2052 | 1,923,096.00 | 1,763,497.00 | 0.08 |
| 3618N5A74 | Ginnie Mae Ii Pool | G2 | 7.0 | 11/01/2054 | 1,864,366.00 | 1,917,875.00 | 0.08 |
| 46590RAD1 | JP Morgan Chase Commercial Mortgage Secu | JPMCC | 2.63 | 08/01/2049 | 1,833,344.00 | 1,808,140.00 | 0.08 |
| 46590XAY2 | JBS Usa Holding Lux Sarl/ Jbs Usa Food C | JBSSBZ | 5.75 | 04/01/2033 | 1,900,000.00 | 1,981,669.00 | 0.08 |
| 48305QAF0 | Kaiser Foundation Hospitals | KPERM | 2.81 | 06/01/2041 | 2,410,000.00 | 1,780,493.00 | 0.08 |
| 46115HBL0 | Intesa Sanpaolo Spa | ISPIM | 4.0 | 09/23/2029 | 1,790,000.00 | 1,755,419.00 | 0.07 |
| 446150BD5 | Huntington Bancshares Inc/oh | HBAN | 5.71 | 02/02/2035 | 1,535,000.00 | 1,598,928.00 | 0.07 |
| 38141GWV2 | Goldman Sachs Group Inc/the | GS | 3.81 | 04/23/2029 | 1,585,000.00 | 1,571,148.00 | 0.07 |
| 36179W7M4 | Ginnie Mae Ii Pool | G2 | 4.0 | 06/20/2052 | 1,604,712.00 | 1,524,796.00 | 0.07 |
| 36179WJR0 | Ginnie Mae Ii Pool | G2 | 2.5 | 07/01/2051 | 2,033,934.00 | 1,752,508.00 | 0.07 |
| 31418EQ94 | Fannie Mae Pool | FN | 5.5 | 04/01/2053 | 1,706,484.00 | 1,728,038.00 | 0.07 |
| 31418EXV7 | Fannie Mae Pool | FN | 6.0 | 11/01/2053 | 1,655,904.00 | 1,695,357.00 | 0.07 |
| 31418DYY2 | Fannie Mae Pool | FN | 2.5 | 05/01/2051 | 1,919,672.00 | 1,626,680.00 | 0.07 |
| 67091TAH8 | OCP Sa | OCPMR | 6.1 | 04/30/2030 | 1,485,000.00 | 1,555,537.00 | 0.07 |
| 59284MAD6 | Mexico City Airport Trust | MEXCAT | 5.5 | 07/31/2047 | 1,800,000.00 | 1,561,500.00 | 0.07 |
| 574205JJ0 | Maryland Economic Development Corp | MDSDEV | 5.43 | 05/31/2056 | 1,800,000.00 | 1,745,353.00 | 0.07 |
| 570535AU8 | Markel Group Inc | MKL | 3.35 | 09/17/2029 | 1,625,000.00 | 1,569,471.00 | 0.07 |
| 91087BAZ3 | Mexico Government International Bond | MEX | 6.0 | 05/07/2036 | 1,527,000.00 | 1,565,938.00 | 0.07 |
| 86765BAV1 | Energy Transfer Lp | ET | 5.4 | 10/01/2047 | 1,800,000.00 | 1,650,052.00 | 0.07 |
| 80285XAE5 | Santander Drive Auto Receivables Trust 2 | SDART | 5.77 | 11/15/2030 | 1,500,000.00 | 1,527,779.00 | 0.07 |
| 08162MAW8 | Benchmark 2020-b17 Mortgage Trust | BMARK | 2.04 | 03/01/2053 | 1,800,000.00 | 1,635,917.00 | 0.07 |
| 06051GGF0 | BANK Of America Corp | BAC | 3.82 | 01/20/2028 | 1,720,000.00 | 1,712,140.00 | 0.07 |
| 06051GGR4 | BANK Of America Corp | BAC | 3.59 | 07/21/2028 | 1,595,000.00 | 1,580,609.00 | 0.07 |
| 06051GLH0 | BANK Of America Corp | BAC | 5.29 | 04/25/2034 | 1,530,000.00 | 1,582,805.00 | 0.07 |
| 04316JAM1 | Arthur J Gallagher & Co | AJG | 5.0 | 02/15/2032 | 1,680,000.00 | 1,712,864.00 | 0.07 |
| 219868CJ3 | CORP Andina De Fomento | CAF | 5.0 | 01/24/2029 | 1,535,000.00 | 1,571,870.00 | 0.07 |
| 20754LAB5 | Connecticut Avenue Securities Trust 2022 | CAS | 6.26 | 12/25/2041 | 1,520,000.00 | 1,541,143.00 | 0.07 |
| 19565CAA8 | Colonial Enterprises Inc | COLPLN | 3.25 | 05/15/2030 | 1,730,000.00 | 1,610,127.00 | 0.07 |
| 17326DAC6 | Citigroup Commercial Mortgage Trust 2017 | CGCMT | 3.2 | 09/15/2050 | 1,700,000.00 | 1,668,758.00 | 0.07 |
| 200447AL4 | Comision Federal De Electricidad | CFELEC | 4.69 | 05/15/2029 | 1,600,000.00 | 1,576,192.00 | 0.07 |
| 251526CE7 | Deutsche Bank Ag/new York Ny | DB | 2.13 | 11/24/2026 | 1,530,000.00 | 1,523,868.00 | 0.07 |
| 12532BAC1 | Cfcre Commercial Mortgage Trust 2016-c7 | CFCRE | 3.59 | 12/01/2054 | 1,759,537.00 | 1,737,167.00 | 0.07 |
| 125523CL2 | Cigna Group/the | CI | 2.4 | 03/15/2030 | 1,681,000.00 | 1,551,788.00 | 0.07 |
| 3132DWFG3 | Freddie Mac Pool | FR | 5.0 | 11/01/2052 | 1,603,519.00 | 1,599,651.00 | 0.07 |
| 3132DWMR1 | Freddie Mac Pool | FR | 5.0 | 10/01/2054 | 1,593,285.00 | 1,580,913.00 | 0.07 |
| 3132DWDZ3 | Freddie Mac Pool | FR | 3.0 | 06/01/2052 | 1,741,433.00 | 1,531,387.00 | 0.07 |
| 3132DWJQ7 | Freddie Mac Pool | FR | 5.0 | 11/01/2053 | 1,640,409.00 | 1,631,471.00 | 0.07 |
| 3128MJYT1 | Freddie Mac Gold Pool | FG | 3.0 | 09/01/2046 | 1,890,703.00 | 1,710,730.00 | 0.07 |
| 3132DV7D1 | Freddie Mac Pool | FR | 3.0 | 09/01/2050 | 1,971,574.00 | 1,738,374.00 | 0.07 |
| 30217AAC7 | Experian Finance Plc | EXPNLN | 2.75 | 03/08/2030 | 1,735,000.00 | 1,630,805.00 | 0.07 |
| 3140QMP57 | Fannie Mae Pool | FN | 2.5 | 11/01/2036 | 1,832,394.00 | 1,734,472.00 | 0.07 |
| 3140EU4H9 | Fannie Mae Pool | FN | 3.5 | 04/01/2046 | 1,665,477.00 | 1,560,235.00 | 0.07 |
| 31418DJR4 | Fannie Mae Pool | FN | 3.0 | 12/01/2049 | 1,896,855.00 | 1,686,481.00 | 0.07 |
| 31418DPL0 | Fannie Mae Pool | FN | 4.0 | 05/01/2050 | 1,657,371.00 | 1,582,402.00 | 0.07 |
| 31418D3G5 | Fannie Mae Pool | FN | 2.0 | 08/01/2051 | 1,902,478.00 | 1,544,408.00 | 0.07 |
| 31418DVW9 | Fannie Mae Pool | FN | 1.5 | 01/01/2036 | 1,807,815.00 | 1,626,565.00 | 0.07 |
| 91324PEK4 | Unitedhealth Group Inc | UNH | 4.75 | 05/15/2052 | 1,900,000.00 | 1,672,039.00 | 0.07 |
| 912834KV9 | United States Treasury Strip Coupon | S | — | 11/15/2041 | 3,110,000.00 | 1,435,402.00 | 0.06 |
| 91324PFM9 | Unitedhealth Group Inc | UNH | 5.75 | 07/15/2064 | 1,495,000.00 | 1,489,920.00 | 0.06 |
| 95000U3H4 | Wells Fargo & Co | WFC | 6.49 | 10/23/2034 | 1,245,000.00 | 1,383,802.00 | 0.06 |
| 31418DW65 | Fannie Mae Pool | FN | 2.0 | 02/01/2041 | 1,571,447.00 | 1,359,395.00 | 0.06 |
| 31418DV74 | Fannie Mae Pool | FN | 2.0 | 01/01/2051 | 1,653,501.00 | 1,345,240.00 | 0.06 |
| 31418D2L5 | Fannie Mae Pool | FN | 2.0 | 07/01/2051 | 1,872,288.00 | 1,520,297.00 | 0.06 |
| 31418DRP9 | Fannie Mae Pool | FN | 2.0 | 08/01/2040 | 1,660,744.00 | 1,460,757.00 | 0.06 |
| 3140X9V69 | Fannie Mae Pool | FN | 4.0 | 01/01/2050 | 1,562,079.00 | 1,498,712.00 | 0.06 |
| 302491AV7 | FMC Corp | FMC | 4.5 | 10/01/2049 | 1,795,000.00 | 1,377,159.00 | 0.06 |
| 29366MAB4 | Entergy Arkansas Llc | ETR | 2.65 | 06/15/2051 | 2,220,000.00 | 1,346,349.00 | 0.06 |
| 3132DWAN3 | Freddie Mac Pool | FR | 2.0 | 12/01/2050 | 1,684,466.00 | 1,370,080.00 | 0.06 |
| 3132D6CP3 | Freddie Mac Pool | FR | 4.0 | 09/01/2037 | 1,394,869.00 | 1,373,602.00 | 0.06 |
| 3136BUTY6 | Fannie Mae Remics | FNR | 4.31 | 02/25/2055 | 1,359,643.00 | 1,371,108.00 | 0.06 |
| 15132HAH4 | Cencosud Sa | CENSUD | 4.38 | 07/17/2027 | 1,320,000.00 | 1,321,716.00 | 0.06 |
| 16159LAC2 | Chase Home Lending Mortgage Trust 2023-r | CHASE | 3.5 | 06/01/2062 | 1,601,969.00 | 1,483,308.00 | 0.06 |
| 172967ML2 | Citigroup Inc | C | 2.67 | 01/29/2031 | 1,510,000.00 | 1,403,519.00 | 0.06 |
| 25243YBE8 | Diageo Capital Plc | DGELN | 2.13 | 04/29/2032 | 1,665,000.00 | 1,439,726.00 | 0.06 |
| 03522AAJ9 | Anheuser-busch Cos Llc / Anheuser-busch | ABIBB | 4.9 | 02/01/2046 | 1,551,000.00 | 1,441,805.00 | 0.06 |
| 015271AW9 | Alexandria Real Estate Equities Inc | ARE | 2.0 | 05/18/2032 | 1,645,000.00 | 1,391,633.00 | 0.06 |
| 06051GFU8 | BANK Of America Corp | BAC | 4.45 | 03/03/2026 | 1,500,000.00 | 1,500,649.00 | 0.06 |
| 06051GKK4 | BANK Of America Corp | BAC | 2.97 | 02/04/2033 | 1,555,000.00 | 1,415,903.00 | 0.06 |
| 05530QAQ3 | BAT International Finance Plc | BATSLN | 5.93 | 02/02/2029 | 1,295,000.00 | 1,358,600.00 | 0.06 |
| 09659W2M5 | BNP Paribas Sa | BNP | 1.9 | 09/30/2028 | 1,385,000.00 | 1,318,921.00 | 0.06 |
| 09659W2Q6 | BNP Paribas Sa | BNP | 1.68 | 06/30/2027 | 1,425,000.00 | 1,395,079.00 | 0.06 |
| 78466CAC0 | SS&C Technologies Inc | SSNC | 5.5 | 09/30/2027 | 1,325,000.00 | 1,324,973.00 | 0.06 |
| 87264ACB9 | T-mobile Usa Inc | TMUS | 2.55 | 02/15/2031 | 1,635,000.00 | 1,484,598.00 | 0.06 |
| 87612GAC5 | Targa Resources Corp | TRGP | 6.13 | 03/15/2033 | 1,240,000.00 | 1,319,606.00 | 0.06 |
| 87612KAC6 | Targa Resources Corp | TRGP | 6.25 | 07/01/2052 | 1,305,000.00 | 1,330,999.00 | 0.06 |
| 89180LAA6 | TOWD Point Mortgage Trust 2021-sj2 | TPMT | 2.25 | 12/01/2061 | 1,431,979.00 | 1,393,806.00 | 0.06 |
| 89236TLM5 | Toyota Motor Credit Corp | TOYOTA | 4.8 | 01/05/2034 | 1,376,000.00 | 1,398,637.00 | 0.06 |
| 50212YAJ3 | LPL Holdings Inc | LPLA | 5.7 | 05/20/2027 | 1,295,000.00 | 1,319,365.00 | 0.06 |
| 532457CM8 | ELI Lilly & Co | LLY | 5.0 | 02/09/2054 | 1,455,000.00 | 1,377,226.00 | 0.06 |
| 55283QAA2 | MFA 2021-rpl1 Trust | MFRA | 1.13 | 07/25/2060 | 1,636,891.00 | 1,499,765.00 | 0.06 |
| 708696BZ1 | Firstenergy Pennsylvania Electric Co | FE | 3.6 | 06/01/2029 | 1,435,000.00 | 1,398,995.00 | 0.06 |
| 31418EBT6 | Fannie Mae Pool | FN | 3.0 | 02/01/2052 | 1,522,164.00 | 1,340,862.00 | 0.06 |
| 31418EDD9 | Fannie Mae Pool | FN | 3.0 | 05/01/2052 | 1,506,033.00 | 1,325,826.00 | 0.06 |
| 31418EJ76 | Fannie Mae Pool | FN | 5.0 | 10/01/2052 | 1,322,333.00 | 1,317,787.00 | 0.06 |
| 31427MR60 | Freddie Mac Pool | FR | 4.5 | 07/01/2053 | 1,492,379.00 | 1,454,105.00 | 0.06 |
| 316773DK3 | Fifth Third Bancorp | FITB | 6.34 | 07/27/2029 | 1,310,000.00 | 1,380,149.00 | 0.06 |
| 36179WDT2 | Ginnie Mae Ii Pool | G2 | 3.5 | 04/01/2051 | 1,634,704.00 | 1,503,414.00 | 0.06 |
| 37045XDP8 | General Motors Financial Co Inc | GM | 2.4 | 10/15/2028 | 1,385,000.00 | 1,310,274.00 | 0.06 |
| 448579AR3 | Hyatt Hotels Corp | H | 5.25 | 06/30/2029 | 1,460,000.00 | 1,498,017.00 | 0.06 |
| 455780CD6 | Indonesia Government International Bond | INDON | 3.5 | 01/11/2028 | 1,420,000.00 | 1,402,960.00 | 0.06 |
| 39571VAB4 | Greensky Home Improvement Issuer Trust 2 | GSKY | 4.93 | 06/25/2060 | 1,496,634.00 | 1,502,306.00 | 0.06 |
| 42704LAE4 | HERC Holdings Inc | HRI | 6.63 | 06/15/2029 | 1,100,000.00 | 1,130,344.00 | 0.05 |
| 431318AV6 | Hilcorp Energy I Lp / Hilcorp Finance Co | HILCRP | 6.0 | 02/01/2031 | 1,150,000.00 | 1,109,337.00 | 0.05 |
| 38383UT59 | Government National Mortgage Association | GNR | 0.51 | 10/20/2052 | 21,943,118.00 | 1,158,116.00 | 0.05 |
| 38383R4A2 | Government National Mortgage Association | GNR | 3.0 | 08/01/2051 | 10,730,713.00 | 1,159,210.00 | 0.05 |
| 47233WBM0 | Jefferies Financial Group Inc | JEF | 5.88 | 07/21/2028 | 1,210,000.00 | 1,259,606.00 | 0.05 |
| 517834AE7 | LAS Vegas Sands Corp | LVS | 3.5 | 08/18/2026 | 1,230,000.00 | 1,219,514.00 | 0.05 |
| 46647PBL9 | Jpmorgan Chase & Co | JPM | 2.52 | 04/22/2031 | 1,281,000.00 | 1,188,143.00 | 0.05 |
| 379930AF7 | GM Financial Consumer Automobile Receiva | GMCAR | 6.16 | 04/16/2029 | 1,100,000.00 | 1,134,019.00 | 0.05 |
| 364760AQ1 | GAP Inc/the | GAP | 3.88 | 10/01/2031 | 1,250,000.00 | 1,137,795.00 | 0.05 |
| 36179WBY3 | Ginnie Mae Ii Pool | G2 | 2.5 | 03/01/2051 | 1,436,504.00 | 1,237,763.00 | 0.05 |
| 3142G5QF8 | Freddie Mac Strips | FHS | 4.0 | 05/01/2053 | 5,490,037.00 | 1,206,606.00 | 0.05 |
| 31418EJF8 | Fannie Mae Pool | FN | 5.0 | 09/01/2052 | 1,169,806.00 | 1,165,905.00 | 0.05 |
| 31418ELW8 | Fannie Mae Pool | FN | 4.5 | 12/01/2052 | 1,245,528.00 | 1,216,146.00 | 0.05 |
| 31418EPC8 | Fannie Mae Pool | FN | 5.0 | 02/01/2053 | 1,279,798.00 | 1,275,266.00 | 0.05 |
| 31418EES5 | Fannie Mae Pool | FN | 4.0 | 05/01/2052 | 1,166,766.00 | 1,102,553.00 | 0.05 |
| 31418EHP8 | Fannie Mae Pool | FN | 5.0 | 08/01/2052 | 1,106,423.00 | 1,102,733.00 | 0.05 |
| 36179TZ57 | Ginnie Mae Ii Pool | G2 | 4.0 | 06/01/2048 | 1,116,042.00 | 1,067,049.00 | 0.05 |
| 694308JN8 | Pacific Gas And Electric Co | PCG | 4.95 | 07/01/2050 | 1,460,000.00 | 1,257,829.00 | 0.05 |
| 71654QDB5 | Petroleos Mexicanos | PEMEX | 6.49 | 01/23/2027 | 1,048,000.00 | 1,058,480.00 | 0.05 |
| 67021CAV9 | Nstar Electric Co | ES | 5.4 | 06/01/2034 | 1,130,000.00 | 1,174,664.00 | 0.05 |
| 68245XAM1 | 1011778 Bc Ulc / New Red Finance Inc | BCULC | 4.0 | 10/15/2030 | 1,200,000.00 | 1,129,500.00 | 0.05 |
| 682691AC4 | Onemain Finance Corp | OMF | 3.88 | 09/15/2028 | 1,175,000.00 | 1,129,584.00 | 0.05 |
| 552953CK5 | MGM Resorts International | MGM | 6.13 | 09/15/2029 | 1,100,000.00 | 1,119,063.00 | 0.05 |
| 50190DAG1 | LCCM 2017-lc26 | LCCM | 3.29 | 07/03/2050 | 1,135,411.00 | 1,115,482.00 | 0.05 |
| 57701RAM4 | Mattamy Group Corp | MATHOM | 4.63 | 03/01/2030 | 1,150,000.00 | 1,111,003.00 | 0.05 |
| 62482BAA0 | Medline Borrower Lp | MEDIND | 3.88 | 04/01/2029 | 1,175,000.00 | 1,133,871.00 | 0.05 |
| 6174468G7 | Morgan Stanley | MS | 4.43 | 01/23/2030 | 1,200,000.00 | 1,205,732.00 | 0.05 |
| 59833DAB6 | Midwest Gaming Borrower Llc / Midwest Ga | MWGAME | 4.88 | 05/01/2029 | 1,150,000.00 | 1,118,800.00 | 0.05 |
| 629377CP5 | NRG Energy Inc | NRG | 2.45 | 12/02/2027 | 1,215,000.00 | 1,164,716.00 | 0.05 |
| 64966SHN9 | CITY Of New York Ny | NYC | 5.11 | 10/01/2054 | 1,155,000.00 | 1,101,561.00 | 0.05 |
| 651229BG0 | Newell Brands Inc | NWL | 8.5 | 06/01/2028 | 1,075,000.00 | 1,139,976.00 | 0.05 |
| 902613AA6 | UBS Group Ag | UBS | 3.13 | 08/13/2030 | 1,180,000.00 | 1,125,620.00 | 0.05 |
| 90276TAF1 | UBS Commercial Mortgage Trust 2017-c5 | UBSCM | 3.21 | 11/01/2050 | 1,295,500.00 | 1,260,931.00 | 0.05 |
| 91282CPA3 | United States Treasury Note/bond | T | 3.63 | 09/30/2030 | 1,260,000.00 | 1,253,601.00 | 0.05 |
| 86765KAA7 | Sunoco Lp / Sunoco Finance Corp | SUN | 7.0 | 09/15/2028 | 1,075,000.00 | 1,107,845.00 | 0.05 |
| 87612GAK7 | Targa Resources Corp | TRGP | 5.5 | 02/15/2035 | 1,192,000.00 | 1,213,723.00 | 0.05 |
| 77311WAA9 | Rocket Cos Inc | RKT | 6.13 | 08/01/2030 | 1,100,000.00 | 1,129,261.00 | 0.05 |
| 77313LAA1 | Rocket Mortgage Llc / Rocket Mortgage Co | RKT | 2.88 | 10/15/2026 | 1,150,000.00 | 1,127,566.00 | 0.05 |
| 74456QBY1 | Public Service Electric And Gas Co | PEG | 3.2 | 05/15/2029 | 1,265,000.00 | 1,226,319.00 | 0.05 |
| 803014AB5 | Santos Finance Ltd | STOAU | 6.88 | 09/19/2033 | 1,010,000.00 | 1,110,001.00 | 0.05 |
| 80287DAD9 | Santander Drive Auto Receivables Trust 2 | SDART | 5.98 | 04/16/2029 | 1,100,000.00 | 1,117,964.00 | 0.05 |
| 853496AH0 | Standard Industries Inc/ny | BMCAUS | 3.38 | 01/15/2031 | 1,225,000.00 | 1,108,658.00 | 0.05 |
| 096630AH1 | Boardwalk Pipelines Lp | BWP | 3.4 | 02/15/2031 | 1,300,000.00 | 1,217,308.00 | 0.05 |
| 097023CK9 | Boeing Co/the | BA | 3.9 | 05/01/2049 | 1,405,000.00 | 1,058,063.00 | 0.05 |
| 097093AB4 | BOF Vii Al Funding Trust I | BVABS | 6.29 | 07/26/2032 | 1,078,695.00 | 1,097,684.00 | 0.05 |
| 097751CB5 | Bombardier Inc | BBDBCN | 7.25 | 07/01/2031 | 1,050,000.00 | 1,113,105.00 | 0.05 |
| 06738ECU7 | Barclays Plc | BACR | 4.94 | 09/10/2030 | 1,230,000.00 | 1,248,326.00 | 0.05 |
| 00833QAA3 | Affirm Asset Securitization Trust 2024-x | AFFRM | 5.22 | 12/17/2029 | 1,249,685.00 | 1,250,807.00 | 0.05 |
| 00287YAS8 | Abbvie Inc | ABBV | 4.7 | 05/14/2045 | 1,170,000.00 | 1,073,615.00 | 0.05 |
| 00206RKJ0 | AT&T Inc | T | 3.5 | 09/15/2053 | 1,734,000.00 | 1,198,172.00 | 0.05 |
| 00206RLV2 | AT&T Inc | T | 3.65 | 09/15/2059 | 1,717,000.00 | 1,174,019.00 | 0.05 |
| 03066JAE3 | Americredit Automobile Receivables Trust | AMCAR | 1.41 | 08/18/2027 | 1,141,088.00 | 1,128,524.00 | 0.05 |
| 05508WAC9 | B&G Foods Inc | BGS | 8.0 | 09/15/2028 | 1,175,000.00 | 1,139,134.00 | 0.05 |
| 23918KAW8 | Davita Inc | DVA | 6.88 | 09/01/2032 | 1,075,000.00 | 1,111,483.00 | 0.05 |
| 26443TAC0 | DUKE Energy Indiana Llc | DUK | 2.75 | 04/01/2050 | 1,825,000.00 | 1,157,837.00 | 0.05 |
| 22003BAP1 | COPT Defense Properties Lp | CDP | 2.9 | 12/01/2033 | 1,400,000.00 | 1,188,158.00 | 0.05 |
| 172967MY4 | Citigroup Inc | C | 2.56 | 05/01/2032 | 1,415,000.00 | 1,275,352.00 | 0.05 |
| 161917AB5 | Chase Home Lending Mortgage Trust Series | CHASE | 3.25 | 09/01/2064 | 1,362,660.00 | 1,221,975.00 | 0.05 |
| 17888HAA1 | Civitas Resources Inc | CIVI | 8.38 | 07/01/2028 | 1,050,000.00 | 1,088,996.00 | 0.05 |
| 18060TAD7 | Clarios Global Lp / Clarios Us Finance C | POWSOL | 6.75 | 02/15/2030 | 1,050,000.00 | 1,083,705.00 | 0.05 |
| 13648TAG2 | Canadian Pacific Railway Co | CP | 3.5 | 05/01/2050 | 1,585,000.00 | 1,162,411.00 | 0.05 |
| 138616AM9 | Cantor Fitzgerald Lp | CANTOR | 7.2 | 12/12/2028 | 1,155,000.00 | 1,234,078.00 | 0.05 |
| 14317CAF9 | Carmax Auto Owner Trust 2022-1 | CARMX | 2.2 | 11/15/2027 | 1,300,000.00 | 1,285,830.00 | 0.05 |
| 15135UAX7 | Cenovus Energy Inc | CVECN | 3.75 | 02/15/2052 | 1,685,000.00 | 1,192,004.00 | 0.05 |
| 12769GAA8 | Caesars Entertainment Inc | CZR | 4.63 | 10/15/2029 | 1,175,000.00 | 1,123,308.00 | 0.05 |
| 109641AK6 | Brinker International Inc | EAT | 8.25 | 07/15/2030 | 1,025,000.00 | 1,086,018.00 | 0.05 |
| 3136BDJQ2 | Fannie Mae Remics | FNR | 3.5 | 01/01/2051 | 5,594,609.00 | 1,057,267.00 | 0.05 |
| 3133A1B92 | Freddie Mac Pool | FR | 3.5 | 01/01/2050 | 1,235,054.00 | 1,151,047.00 | 0.05 |
| 3133B9MY7 | Freddie Mac Pool | FR | 4.0 | 04/01/2052 | 1,343,972.00 | 1,284,074.00 | 0.05 |
| 3132DMCA1 | Freddie Mac Pool | FR | 4.0 | 02/01/2046 | 1,104,881.00 | 1,074,608.00 | 0.05 |
| 3132DWAD5 | Freddie Mac Pool | FR | 1.5 | 11/01/2050 | 1,610,871.00 | 1,239,110.00 | 0.05 |
| 3128MJSY7 | Freddie Mac Gold Pool | FG | 3.0 | 06/01/2043 | 1,152,463.00 | 1,060,532.00 | 0.05 |
| 31418DRS3 | Fannie Mae Pool | FN | 2.5 | 08/01/2050 | 1,451,586.00 | 1,236,093.00 | 0.05 |
| 31418DLT7 | Fannie Mae Pool | FN | 3.0 | 02/01/2050 | 1,428,843.00 | 1,270,207.00 | 0.05 |
| 31418CYN8 | Fannie Mae Pool | FN | 4.5 | 07/01/2048 | 1,178,810.00 | 1,164,176.00 | 0.05 |
| 31418CCH5 | Fannie Mae Pool | FN | 3.0 | 10/01/2046 | 1,373,541.00 | 1,238,289.00 | 0.05 |
| 95000FAS5 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 2.67 | 07/15/2048 | 1,237,706.00 | 1,226,470.00 | 0.05 |
| 95000GAX2 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 2.4 | 08/15/2049 | 1,138,482.00 | 1,126,281.00 | 0.05 |
| 92840MAB8 | Vistra Corp | VST | 8.0 | 04/15/2174 | 1,075,000.00 | 1,099,690.00 | 0.05 |
| 92328MAB9 | Venture Global Calcasieu Pass Llc | VENTGL | 4.13 | 08/15/2031 | 1,200,000.00 | 1,133,127.00 | 0.05 |
| 922966AB2 | Venture Global Plaquemines Lng Llc | VEGLPL | 7.75 | 05/01/2035 | 1,000,000.00 | 1,128,831.00 | 0.05 |
| 92345YAF3 | Verisk Analytics Inc | VRSK | 4.13 | 03/15/2029 | 1,185,000.00 | 1,182,718.00 | 0.05 |
| SWB8A9KCBB | SWP: Ois Sofr 1.350000 11-may-2054 | — | — | 05/11/2054 | -2,800,000.00 | 1,250,818.00 | 0.05 |
| WNZ5 COMDT | US Ultra Bond Cbt Dec25 | WNZ5 | — | 12/19/2025 | 55,829,063.00 | 1,042,845.00 | 0.04 |
| 91324PEE8 | Unitedhealth Group Inc | UNH | 3.05 | 05/15/2041 | 1,150,000.00 | 874,625.00 | 0.04 |
| 91324PFD9 | Unitedhealth Group Inc | UNH | 5.5 | 04/15/2064 | 865,000.00 | 829,636.00 | 0.04 |
| 95000TBR6 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.37 | 03/01/2050 | 1,011,875.00 | 991,410.00 | 0.04 |
| 95001MAE0 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.19 | 07/15/2050 | 886,680.00 | 873,640.00 | 0.04 |
| 31418DXP2 | Fannie Mae Pool | FN | 2.0 | 03/01/2031 | 901,950.00 | 863,199.00 | 0.04 |
| 3140QPRL3 | Fannie Mae Pool | FN | 4.0 | 07/01/2052 | 1,095,698.00 | 1,040,542.00 | 0.04 |
| 3140J6GR2 | Fannie Mae Pool | FN | 4.0 | 09/01/2048 | 1,045,504.00 | 1,004,569.00 | 0.04 |
| 3138WJFK9 | Fannie Mae Pool | FN | 3.0 | 11/01/2046 | 1,084,911.00 | 980,441.00 | 0.04 |
| 29446MAK8 | Equinor Asa | EQNR | 2.38 | 05/22/2030 | 1,110,000.00 | 1,027,726.00 | 0.04 |
| 3132DWBP7 | Freddie Mac Pool | FR | 2.0 | 05/01/2051 | 1,138,886.00 | 925,016.00 | 0.04 |
| 3133BEVD2 | Freddie Mac Pool | FR | 3.5 | 07/01/2052 | 951,839.00 | 870,051.00 | 0.04 |
| 3132DWF24 | Freddie Mac Pool | FR | 3.5 | 01/01/2053 | 959,191.00 | 877,655.00 | 0.04 |
| 3132DWFD0 | Freddie Mac Pool | FR | 3.5 | 11/01/2052 | 1,054,687.00 | 965,142.00 | 0.04 |
| 3132DWE41 | Freddie Mac Pool | FR | 3.5 | 10/01/2052 | 988,233.00 | 904,380.00 | 0.04 |
| 11120VAM5 | Brixmor Operating Partnership Lp | BRX | 5.5 | 02/15/2034 | 895,000.00 | 922,255.00 | 0.04 |
| 11135FBQ3 | Broadcom Inc | AVGO | 3.19 | 11/15/2036 | 1,000,000.00 | 853,659.00 | 0.04 |
| 12663TAA7 | CSMC 2022-rpl4 Trust | CSMC | 3.9 | 04/25/2062 | 947,932.00 | 913,606.00 | 0.04 |
| 15853BAA9 | Champion Iron Canada Inc | CIACN | 7.88 | 07/15/2032 | 860,000.00 | 898,923.00 | 0.04 |
| 147918AC0 | Cassa Depositi E Prestiti Spa | CDEP | 5.88 | 04/30/2029 | 800,000.00 | 842,834.00 | 0.04 |
| 147918AF3 | Cassa Depositi E Prestiti Spa | CDEP | 4.38 | 10/01/2030 | 1,000,000.00 | 999,956.00 | 0.04 |
| 165183DE1 | Chesapeake Funding Ii Llc | CFII | 5.52 | 05/15/2036 | 880,264.00 | 891,287.00 | 0.04 |
| 172967PG0 | Citigroup Inc | C | 5.83 | 02/13/2035 | 865,000.00 | 897,919.00 | 0.04 |
| 172967KA8 | Citigroup Inc | C | 4.45 | 09/29/2027 | 840,000.00 | 843,375.00 | 0.04 |
| 172967KJ9 | Citigroup Inc | C | 4.6 | 03/09/2026 | 945,000.00 | 946,280.00 | 0.04 |
| 21036PBH0 | Constellation Brands Inc | STZ | 2.25 | 08/01/2031 | 1,030,000.00 | 907,968.00 | 0.04 |
| 225401AF5 | UBS Group Ag | UBS | 3.87 | 01/12/2029 | 870,000.00 | 860,795.00 | 0.04 |
| 19828TAA4 | Columbia Pipelines Operating Co Llc | CPGX | 5.93 | 08/15/2030 | 935,000.00 | 989,225.00 | 0.04 |
| 17328CAC6 | Citigroup Commercial Mortgage Trust 2019 | CGCMT | 2.86 | 12/01/2072 | 942,358.00 | 891,345.00 | 0.04 |
| 29365TAH7 | Entergy Texas Inc | ETR | 4.5 | 03/30/2039 | 1,000,000.00 | 928,781.00 | 0.04 |
| 29279FAA7 | Energy Transfer Lp | ET | 6.25 | 04/15/2049 | 910,000.00 | 918,457.00 | 0.04 |
| 049560AS4 | Atmos Energy Corp | ATO | 3.38 | 09/15/2049 | 1,200,000.00 | 864,177.00 | 0.04 |
| 031162BK5 | Amgen Inc | AMGN | 5.15 | 11/15/2041 | 910,000.00 | 883,844.00 | 0.04 |
| 03027XBA7 | American Tower Corp | AMT | 2.9 | 01/15/2030 | 1,040,000.00 | 980,243.00 | 0.04 |
| 01F0406A0 | Fannie Mae Or Freddie Mac | FNCL | 4.0 | 10/01/2055 | 1,000,000.00 | 942,362.00 | 0.04 |
| 03065UAF6 | Americredit Automobile Receivables Trust | AMCAR | 6.0 | 07/18/2029 | 900,000.00 | 926,482.00 | 0.04 |
| 00287YDB2 | Abbvie Inc | ABBV | 4.75 | 03/15/2045 | 1,008,000.00 | 931,652.00 | 0.04 |
| 00817YAJ7 | Aetna Inc | AET | 4.5 | 05/15/2042 | 1,000,000.00 | 863,948.00 | 0.04 |
| 01626PAH9 | Alimentation Couche-tard Inc | ATDBCN | 3.55 | 07/26/2027 | 940,000.00 | 931,281.00 | 0.04 |
| 09659W2K9 | BNP Paribas Sa | BNP | 3.05 | 01/13/2031 | 1,080,000.00 | 1,014,581.00 | 0.04 |
| 097023CJ2 | Boeing Co/the | BA | 3.6 | 05/01/2034 | 1,160,000.00 | 1,049,571.00 | 0.04 |
| 05964HBB0 | Banco Santander Sa | SANTAN | 5.54 | 03/14/2030 | 1,000,000.00 | 1,034,572.00 | 0.04 |
| 83368RBC5 | Societe Generale Sa | SOCGEN | 1.79 | 06/09/2027 | 1,020,000.00 | 1,001,485.00 | 0.04 |
| 83368RCF7 | Societe Generale Sa | SOCGEN | 6.1 | 04/13/2033 | 805,000.00 | 849,030.00 | 0.04 |
| 80286YAE2 | Santander Drive Auto Receivables Trust 2 | SDART | 5.84 | 06/17/2030 | 1,000,000.00 | 1,023,052.00 | 0.04 |
| 80281LAX3 | Santander Uk Group Holdings Plc | SANUK | 4.32 | 09/22/2029 | 1,035,000.00 | 1,031,687.00 | 0.04 |
| 744573AQ9 | Public Service Enterprise Group Inc | PEG | 1.6 | 08/15/2030 | 1,155,000.00 | 1,013,221.00 | 0.04 |
| 74730DAC7 | Qatarenergy | QPETRO | 2.25 | 07/12/2031 | 1,090,000.00 | 978,907.00 | 0.04 |
| 76720AAU0 | RIO Tinto Finance Usa Plc | RIOLN | 5.25 | 03/14/2035 | 880,000.00 | 906,492.00 | 0.04 |
| 756109AX2 | Realty Income Corp | O | 3.25 | 01/15/2031 | 985,000.00 | 932,686.00 | 0.04 |
| 796253T93 | CITY Of San Antonio Tx Electric & Gas Sy | SANUTL | 5.99 | 02/01/2039 | 775,000.00 | 830,905.00 | 0.04 |
| 880349AU9 | Tenneco Inc | TENINC | 8.0 | 11/17/2028 | 875,000.00 | 876,151.00 | 0.04 |
| 866677AF4 | SUN Communities Operating Lp | SUI | 2.3 | 11/01/2028 | 1,095,000.00 | 1,036,106.00 | 0.04 |
| 87612GAF8 | Targa Resources Corp | TRGP | 6.5 | 03/30/2034 | 930,000.00 | 1,012,627.00 | 0.04 |
| 87264ABD6 | T-mobile Usa Inc | TMUS | 3.75 | 04/15/2027 | 970,000.00 | 964,291.00 | 0.04 |
| 91087BAR1 | Mexico Government International Bond | MEX | 3.5 | 02/12/2034 | 970,000.00 | 842,687.00 | 0.04 |
| 90278KAZ4 | UBS Commercial Mortgage Trust 2018-c14 | UBSCM | 4.18 | 12/01/2051 | 1,033,539.00 | 1,032,360.00 | 0.04 |
| 898813AR1 | Tucson Electric Power Co | FTSCN | 4.0 | 06/15/2050 | 1,315,000.00 | 1,012,651.00 | 0.04 |
| 89180FCD1 | TOWD Point Mortgage Trust 2021-sj1 | TPMT | 2.25 | 07/25/2068 | 941,167.00 | 909,539.00 | 0.04 |
| 631005BJ3 | Narragansett Electric Co/the | PPL | 3.4 | 04/09/2030 | 915,000.00 | 880,118.00 | 0.04 |
| 61690YBT8 | Morgan Stanley Capital I Trust 2016-bnk2 | MSC | 2.79 | 11/15/2049 | 900,000.00 | 886,822.00 | 0.04 |
| 573284AV8 | Martin Marietta Materials Inc | MLM | 2.5 | 03/15/2030 | 885,000.00 | 822,421.00 | 0.04 |
| 591894CE8 | Firstenergy Pennsylvania Electric Co | FE | 5.2 | 04/01/2028 | 865,000.00 | 884,052.00 | 0.04 |
| 59284MAC8 | Mexico City Airport Trust | MEXCAT | 3.88 | 04/30/2028 | 1,018,000.00 | 997,640.00 | 0.04 |
| 55316EAE2 | MMAF Equipment Finance Llc 2019-b | MMAF | 2.29 | 11/12/2041 | 1,046,424.00 | 1,036,003.00 | 0.04 |
| 693304BA4 | PECO Energy Co | EXC | 3.05 | 03/15/2051 | 1,540,000.00 | 1,025,313.00 | 0.04 |
| 71723MAB4 | Pennsylvania Higher Education Assistance | PHEAA | 5.0 | 05/25/2070 | 982,950.00 | 970,730.00 | 0.04 |
| 72650RBJ0 | Plains All American Pipeline Lp / Paa Fi | PAA | 4.65 | 10/15/2025 | 1,000,000.00 | 1,000,000.00 | 0.04 |
| 71654QCG5 | Petroleos Mexicanos | PEMEX | 6.5 | 03/13/2027 | 1,020,000.00 | 1,031,985.00 | 0.04 |
| 695114CW6 | Pacificorp | BRKHEC | 2.7 | 09/15/2030 | 890,000.00 | 822,549.00 | 0.04 |
| 36179T7H2 | Ginnie Mae Ii Pool | G2 | 3.0 | 08/01/2048 | 969,364.00 | 877,772.00 | 0.04 |
| 31418EJ43 | Fannie Mae Pool | FN | 3.5 | 10/01/2052 | 1,002,797.00 | 917,712.00 | 0.04 |
| 31418DYZ9 | Fannie Mae Pool | FN | 3.0 | 05/01/2051 | 977,387.00 | 865,194.00 | 0.04 |
| 36179XDD5 | Ginnie Mae Ii Pool | G2 | 4.0 | 08/20/2052 | 904,727.00 | 859,242.00 | 0.04 |
| 37045VAJ9 | General Motors Co | GM | 5.2 | 04/01/2045 | 950,000.00 | 854,572.00 | 0.04 |
| 3618N5C56 | Ginnie Mae Ii Pool | G2 | 5.0 | 12/01/2054 | 935,739.00 | 931,832.00 | 0.04 |
| 373334KL4 | Georgia Power Co | SO | 2.65 | 09/15/2029 | 1,005,000.00 | 951,674.00 | 0.04 |
| 43730XAA2 | HOME Partners Of America 2021-3 Trust | HPA | 2.2 | 01/01/2041 | 1,032,516.00 | 958,964.00 | 0.04 |
| 446150BC7 | Huntington Bancshares Inc/oh | HBAN | 6.21 | 08/21/2029 | 630,000.00 | 662,888.00 | 0.03 |
| 422806AA7 | Heico Corp | HEI | 5.25 | 08/01/2028 | 725,000.00 | 743,671.00 | 0.03 |
| 448579AQ5 | Hyatt Hotels Corp | H | 5.75 | 01/30/2027 | 730,000.00 | 743,744.00 | 0.03 |
| 39541EAC7 | Greensaif Pipelines Bidco Sarl | GASBCM | 6.51 | 02/23/2042 | 725,000.00 | 784,363.00 | 0.03 |
| 38611TAV9 | Grand Parkway Transportation Corp | GPTTRN | 5.18 | 10/01/2042 | 775,000.00 | 778,538.00 | 0.03 |
| 46590TAD7 | Jpmdb Commercial Mortgage Securities Tru | JPMDB | 3.41 | 03/01/2050 | 790,985.00 | 780,062.00 | 0.03 |
| 379930AG5 | GM Financial Consumer Automobile Receiva | GMCAR | 6.41 | 05/16/2029 | 700,000.00 | 723,297.00 | 0.03 |
| 36179WR34 | Ginnie Mae Ii Pool | G2 | 3.0 | 11/20/2051 | 711,997.00 | 636,214.00 | 0.03 |
| 36179WBX5 | Ginnie Mae Ii Pool | G2 | 2.0 | 03/20/2051 | 921,260.00 | 762,787.00 | 0.03 |
| 31418EGK0 | Fannie Mae Pool | FN | 4.5 | 08/01/2052 | 660,072.00 | 643,280.00 | 0.03 |
| 345340AB9 | FORD Credit Auto Owner Trust 2021-rev1 | FORDR | 1.61 | 10/17/2033 | 630,000.00 | 620,139.00 | 0.03 |
| 36179SGK7 | Ginnie Mae Ii Pool | G2 | 3.0 | 07/01/2046 | 708,986.00 | 642,446.00 | 0.03 |
| 715638DF6 | Peruvian Government International Bond | PERU | 2.78 | 01/23/2031 | 701,000.00 | 646,497.00 | 0.03 |
| 68268VAA3 | Onemain Financial Issuance Trust 2022-2 | OMFIT | 4.89 | 10/14/2034 | 642,398.00 | 643,046.00 | 0.03 |
| 64966SHM1 | CITY Of New York Ny | NYC | 5.09 | 10/01/2049 | 725,000.00 | 701,272.00 | 0.03 |
| 55037AAB4 | AKER Bp Asa | AKERBP | 3.1 | 07/15/2031 | 770,000.00 | 703,534.00 | 0.03 |
| 628530BC0 | Mylan Inc | VTRS | 5.4 | 11/29/2043 | 860,000.00 | 745,284.00 | 0.03 |
| 61744YAP3 | Morgan Stanley | MS | 3.77 | 01/24/2029 | 760,000.00 | 753,467.00 | 0.03 |
| 62854AAP9 | UTAH Acquisition Sub Inc | VTRS | 5.25 | 06/15/2046 | 730,000.00 | 607,220.00 | 0.03 |
| 65473PAL9 | Nisource Inc | NI | 1.7 | 02/15/2031 | 785,000.00 | 681,945.00 | 0.03 |
| 89182FAA7 | TOWD Point Mortgage Trust | TPMT | 7.29 | 10/25/2063 | 779,013.00 | 791,130.00 | 0.03 |
| 90291JAV9 | UBS Commercial Mortgage Trust 2018-c9 | UBSCM | 3.85 | 03/01/2051 | 656,750.00 | 647,954.00 | 0.03 |
| 912834JP4 | United States Treasury Strip Coupon | S | — | 02/15/2041 | 1,400,000.00 | 674,174.00 | 0.03 |
| 878091BG1 | Teachers Insurance & Annuity Association | TIAAGL | 3.3 | 05/15/2050 | 930,000.00 | 640,363.00 | 0.03 |
| 74942AAA1 | RCKT Mortgage Trust 2024-ces3 | RCKT | 6.59 | 05/25/2044 | 679,689.00 | 690,708.00 | 0.03 |
| 74456QBU9 | Public Service Electric And Gas Co | PEG | 3.7 | 05/01/2028 | 590,000.00 | 586,507.00 | 0.03 |
| 80287GAE0 | Santander Drive Auto Receivables Trust 2 | SDART | 5.09 | 05/15/2030 | 800,000.00 | 805,750.00 | 0.03 |
| 845437BP6 | Southwestern Electric Power Co | AEP | 2.75 | 10/01/2026 | 675,000.00 | 665,655.00 | 0.03 |
| 05578AAJ7 | BPCE Sa | BPCEGP | 3.25 | 01/11/2028 | 625,000.00 | 611,924.00 | 0.03 |
| 058498BA3 | BALL Corp | BALL | 5.5 | 09/15/2033 | 735,000.00 | 743,063.00 | 0.03 |
| 055451BL1 | BHP Billiton Finance Usa Ltd | BHP | 5.3 | 02/21/2035 | 675,000.00 | 702,204.00 | 0.03 |
| 084664CV1 | Berkshire Hathaway Finance Corp | BRK | 2.85 | 10/15/2050 | 1,175,000.00 | 771,135.00 | 0.03 |
| 02209SBJ1 | Altria Group Inc | MO | 3.4 | 05/06/2030 | 630,000.00 | 605,103.00 | 0.03 |
| 00206RMN9 | AT&T Inc | T | 3.8 | 12/01/2057 | 1,128,000.00 | 804,743.00 | 0.03 |
| 00115AAJ8 | AEP Transmission Co Llc | AEP | 4.25 | 09/15/2048 | 830,000.00 | 691,475.00 | 0.03 |
| 054989AA6 | BAT Capital Corp | BATSLN | 6.34 | 08/02/2030 | 710,000.00 | 765,292.00 | 0.03 |
| 26857LAA0 | ELFI Graduate Loan Program 2020-a Llc | ELFI | 1.73 | 08/25/2045 | 685,984.00 | 628,859.00 | 0.03 |
| 20755CAA6 | Connecticut Avenue Securities Trust 2023 | CAS | 5.86 | 10/25/2043 | 694,710.00 | 695,360.00 | 0.03 |
| 202795JL5 | Commonwealth Edison Co | EXC | 3.75 | 08/15/2047 | 775,000.00 | 603,461.00 | 0.03 |
| 209111FL2 | Consolidated Edison Co Of New York Inc | ED | 3.88 | 06/15/2047 | 805,000.00 | 634,955.00 | 0.03 |
| 172967LD1 | Citigroup Inc | C | 3.89 | 01/10/2028 | 670,000.00 | 667,460.00 | 0.03 |
| 17325GAC0 | Citigroup Commercial Mortgage Trust 2016 | CGCMT | 2.9 | 11/01/2049 | 703,372.00 | 693,101.00 | 0.03 |
| 14317CAG7 | Carmax Auto Owner Trust 2022-1 | CARMX | 2.47 | 07/17/2028 | 600,000.00 | 593,611.00 | 0.03 |
| 14317JAG2 | Carmax Auto Owner Trust 2021-4 | CARMX | 1.38 | 07/15/2027 | 800,000.00 | 794,494.00 | 0.03 |
| 12594MBB3 | COMM 2016-cor1 Mortgage Trust | COMM | 2.83 | 10/01/2049 | 775,406.00 | 765,722.00 | 0.03 |
| 12189LBG5 | Burlington Northern Santa Fe Llc | BNSF | 3.3 | 09/15/2051 | 875,000.00 | 617,049.00 | 0.03 |
| 12513GBK4 | CDW Llc / Cdw Finance Corp | CDW | 5.1 | 03/01/2030 | 765,000.00 | 778,815.00 | 0.03 |
| 12514MBB0 | CD 2016-cd1 Mortgage Trust | CD | 2.46 | 08/01/2049 | 691,539.00 | 683,788.00 | 0.03 |
| 3133KG4K1 | Freddie Mac Pool | FR | 2.5 | 11/01/2049 | 702,141.00 | 601,634.00 | 0.03 |
| 3133AJBG7 | Freddie Mac Pool | FR | 2.5 | 03/01/2051 | 850,426.00 | 724,798.00 | 0.03 |
| 3136F1EQ9 | Federal National Mortgage Association | FNMA | — | 03/17/2031 | 945,000.00 | 752,364.00 | 0.03 |
| 3137B4RQ1 | Freddie Mac Remics | FHR | 3.5 | 10/01/2041 | 638,291.00 | 609,369.00 | 0.03 |
| 3132DWB69 | Freddie Mac Pool | FR | 2.5 | 08/01/2051 | 796,841.00 | 676,058.00 | 0.03 |
| 3132D56Z0 | Freddie Mac Pool | FR | 1.5 | 02/01/2036 | 689,989.00 | 619,097.00 | 0.03 |
| 3128MJZZ6 | Freddie Mac Gold Pool | FG | 4.5 | 04/01/2047 | 594,995.00 | 588,568.00 | 0.03 |
| 3138WHZM7 | Fannie Mae Pool | FN | 4.0 | 09/01/2046 | 747,834.00 | 725,288.00 | 0.03 |
| 3138LTJW9 | Fannie Mae Pool | FN | 3.5 | 05/01/2042 | 783,574.00 | 744,935.00 | 0.03 |
| 3140KDFJ4 | Fannie Mae Pool | FN | 3.0 | 06/01/2050 | 718,598.00 | 638,032.00 | 0.03 |
| 3140GSRX2 | Fannie Mae Pool | FN | 3.5 | 10/01/2047 | 791,934.00 | 739,061.00 | 0.03 |
| 3140X3AX6 | Fannie Mae Pool | FN | 4.0 | 03/01/2049 | 832,176.00 | 799,048.00 | 0.03 |
| 3140X4DE3 | Fannie Mae Pool | FN | 3.0 | 04/01/2047 | 783,927.00 | 708,469.00 | 0.03 |
| 3140X5R70 | Fannie Mae Pool | FN | 3.5 | 03/01/2049 | 647,342.00 | 604,639.00 | 0.03 |
| 3140X7NL9 | Fannie Mae Pool | FN | 3.5 | 07/01/2047 | 825,781.00 | 780,979.00 | 0.03 |
| 3140XGKP3 | Fannie Mae Pool | FN | 3.0 | 01/01/2050 | 797,896.00 | 702,441.00 | 0.03 |
| 3140X8K71 | Fannie Mae Pool | FN | 5.0 | 06/01/2049 | 773,038.00 | 781,005.00 | 0.03 |
| 3140QNE81 | Fannie Mae Pool | FN | 2.5 | 02/01/2052 | 774,224.00 | 661,697.00 | 0.03 |
| 31418D4Y5 | Fannie Mae Pool | FN | 2.5 | 10/01/2051 | 743,499.00 | 629,755.00 | 0.03 |
| 31418DX80 | Fannie Mae Pool | FN | 1.5 | 04/01/2036 | 757,181.00 | 679,374.00 | 0.03 |
| 31418DUF7 | Fannie Mae Pool | FN | 1.5 | 11/01/2050 | 949,343.00 | 730,260.00 | 0.03 |
| 31418DV90 | Fannie Mae Pool | FN | 3.0 | 01/01/2051 | 901,639.00 | 799,151.00 | 0.03 |
| 31418CN83 | Fannie Mae Pool | FN | 2.5 | 08/01/2032 | 615,340.00 | 592,644.00 | 0.03 |
| 31418CRC0 | Fannie Mae Pool | FN | 3.5 | 11/01/2047 | 721,843.00 | 673,164.00 | 0.03 |
| 3140XGSR1 | Fannie Mae Pool | FN | 3.0 | 02/01/2050 | 704,338.00 | 629,451.00 | 0.03 |
| 95040QAK0 | Welltower Op Llc | WELL | 2.7 | 02/15/2027 | 775,000.00 | 761,547.00 | 0.03 |
| 912834NV6 | United States Treasury Strip Coupon | S | — | 08/15/2044 | 1,620,000.00 | 638,722.00 | 0.03 |
| 92556VAE6 | Viatris Inc | VTRS | 3.85 | 06/22/2040 | 920,000.00 | 701,137.00 | 0.03 |
| 922966AC0 | Venture Global Plaquemines Lng Llc | VEGLPL | 6.5 | 01/15/2034 | 700,000.00 | 737,956.00 | 0.03 |
| 922966AD8 | Venture Global Plaquemines Lng Llc | VEGLPL | 6.75 | 01/15/2036 | 700,000.00 | 744,235.00 | 0.03 |
| USZ5 COMDT | US Long Bond(cbt) Dec25 | USZ5 | — | 12/19/2025 | 35,561,094.00 | 765,527.00 | 0.03 |
| UXYZ5 COMD | US 10yr Ultra Fut Dec25 | UXYZ5 | — | 12/19/2025 | 57,193,828.00 | 658,760.00 | 0.03 |
| CURRENCY | Currency | — | — | — | 689,337.00 | 694,898.00 | 0.03 |
| SWB8ACMDEY | SWP: Ois Sofr 4.497000 13-may-2027 | — | — | 05/13/2027 | 48,850,000.00 | 789,368.00 | 0.03 |
| 98389BAU4 | XCEL Energy Inc | XEL | 3.35 | 12/01/2026 | 510,000.00 | 505,002.00 | 0.02 |
| 96950FAN4 | Williams Cos Inc/the | WMB | 5.4 | 03/04/2044 | 400,000.00 | 388,868.00 | 0.02 |
| 976826BL0 | Wisconsin Power And Light Co | LNT | 3.05 | 10/15/2027 | 535,000.00 | 524,557.00 | 0.02 |
| 91529YAT3 | UNUM Group | UNM | 6.0 | 06/15/2054 | 505,000.00 | 510,797.00 | 0.02 |
| 9151158F9 | Permanent University Fund - University O | UNIHGR | 3.38 | 07/01/2047 | 555,000.00 | 426,727.00 | 0.02 |
| 912834LK2 | United States Treasury Strip Coupon | S | — | 05/15/2042 | 1,195,000.00 | 535,095.00 | 0.02 |
| 91324PEV0 | Unitedhealth Group Inc | UNH | 4.5 | 04/15/2033 | 500,000.00 | 494,471.00 | 0.02 |
| 912834UR7 | United States Treasury Strip Coupon | S | — | 05/15/2049 | 1,210,000.00 | 377,203.00 | 0.02 |
| 31417DHA4 | Fannie Mae Pool | FN | 3.5 | 10/01/2042 | 426,332.00 | 402,051.00 | 0.02 |
| 31418CPJ7 | Fannie Mae Pool | FN | 2.5 | 09/01/2032 | 587,175.00 | 565,516.00 | 0.02 |
| 31418CM27 | Fannie Mae Pool | FN | 2.5 | 07/01/2032 | 544,027.00 | 523,043.00 | 0.02 |
| 31418CDL5 | Fannie Mae Pool | FN | 3.0 | 11/01/2046 | 509,047.00 | 460,029.00 | 0.02 |
| 31418CXM1 | Fannie Mae Pool | FN | 3.5 | 06/01/2048 | 545,179.00 | 505,485.00 | 0.02 |
| 31418D2K7 | Fannie Mae Pool | FN | 1.5 | 07/01/2051 | 742,029.00 | 570,371.00 | 0.02 |
| 3140X4FB7 | Fannie Mae Pool | FN | 4.0 | 03/01/2049 | 544,330.00 | 522,915.00 | 0.02 |
| 3140X9C60 | Fannie Mae Pool | FN | 2.5 | 01/01/2051 | 564,715.00 | 484,580.00 | 0.02 |
| 3140X7SW0 | Fannie Mae Pool | FN | 3.0 | 09/01/2046 | 445,314.00 | 409,410.00 | 0.02 |
| 3140QMRH9 | Fannie Mae Pool | FN | 2.5 | 12/01/2051 | 446,056.00 | 381,715.00 | 0.02 |
| 3140QDAS3 | Fannie Mae Pool | FN | 2.5 | 03/01/2050 | 578,956.00 | 493,823.00 | 0.02 |
| 3138WG5R1 | Fannie Mae Pool | FN | 3.0 | 05/01/2046 | 424,463.00 | 383,942.00 | 0.02 |
| 3138WJ5W4 | Fannie Mae Pool | FN | 4.0 | 03/01/2047 | 374,399.00 | 358,231.00 | 0.02 |
| 3128MJY53 | Freddie Mac Gold Pool | FG | 2.5 | 11/01/2046 | 416,387.00 | 361,891.00 | 0.02 |
| 3128ME6M8 | Freddie Mac Gold Pool | FG | 3.0 | 02/01/2032 | 401,093.00 | 391,591.00 | 0.02 |
| 3132D6CB4 | Freddie Mac Pool | FR | 3.5 | 06/01/2037 | 519,738.00 | 503,706.00 | 0.02 |
| 3132A9AL1 | Freddie Mac Pool | FR | 2.5 | 12/01/2032 | 427,615.00 | 412,362.00 | 0.02 |
| 3132DWAF0 | Freddie Mac Pool | FR | 2.0 | 11/01/2050 | 501,130.00 | 407,809.00 | 0.02 |
| 3132DWC27 | Freddie Mac Pool | FR | 2.5 | 01/01/2052 | 418,167.00 | 353,760.00 | 0.02 |
| 3136AJGX8 | Fannie Mae Remics | FNR | 4.5 | 04/01/2042 | 474,988.00 | 473,487.00 | 0.02 |
| 3136B6XB4 | Fannie Mae-aces | FNA | 2.1 | 06/01/2034 | 431,827.00 | 426,597.00 | 0.02 |
| 3133Q3G96 | Freddie Mac Strips | FHS | — | 10/01/2053 | 443,823.00 | 379,361.00 | 0.02 |
| 31359MGK3 | Federal National Mortgage Association | FNMA | 6.63 | 11/15/2030 | 485,000.00 | 548,338.00 | 0.02 |
| 3133A6G54 | Freddie Mac Pool | FR | 3.0 | 06/01/2050 | 534,890.00 | 475,418.00 | 0.02 |
| 3132DWEA7 | Freddie Mac Pool | FR | 4.5 | 05/01/2052 | 369,629.00 | 359,934.00 | 0.02 |
| 125523BZ2 | Cigna Group/the | CI | 4.5 | 02/25/2026 | 457,000.00 | 456,765.00 | 0.02 |
| 126650CN8 | CVS Health Corp | CVS | 5.13 | 07/20/2045 | 465,000.00 | 421,890.00 | 0.02 |
| 161175BX1 | Charter Communications Operating Llc / C | CHTR | 2.3 | 02/01/2032 | 445,000.00 | 380,340.00 | 0.02 |
| 161175BL7 | Charter Communications Operating Llc / C | CHTR | 5.38 | 05/01/2047 | 530,000.00 | 457,712.00 | 0.02 |
| 17323YAD1 | Citigroup Commercial Mortgage Trust 2015 | CGCMT | 3.76 | 06/10/2048 | 433,846.00 | 426,018.00 | 0.02 |
| 172967LP4 | Citigroup Inc | C | 3.67 | 07/24/2028 | 490,000.00 | 485,569.00 | 0.02 |
| 172967MD0 | Citigroup Inc | C | 4.65 | 07/23/2048 | 440,000.00 | 392,690.00 | 0.02 |
| 21036PBC1 | Constellation Brands Inc | STZ | 4.65 | 11/15/2028 | 450,000.00 | 455,079.00 | 0.02 |
| 23312VAE6 | Dbjpm 2016-c3 Mortgage Trust | DBJPM | 2.63 | 08/10/2049 | 461,095.00 | 456,428.00 | 0.02 |
| 196500AA0 | Colorado Interstate Gas Co Llc / Colorad | KMI | 4.15 | 08/15/2026 | 555,000.00 | 554,003.00 | 0.02 |
| 29278GAF5 | ENEL Finance International Nv | ENELIM | 3.5 | 04/06/2028 | 475,000.00 | 466,012.00 | 0.02 |
| 29278NAF0 | Energy Transfer Lp | ET | 4.95 | 06/15/2028 | 430,000.00 | 437,376.00 | 0.02 |
| 29278NAR4 | Energy Transfer Lp | ET | 5.0 | 05/15/2050 | 565,000.00 | 483,757.00 | 0.02 |
| 29273VAT7 | Energy Transfer Lp | ET | 6.4 | 12/01/2030 | 520,000.00 | 563,526.00 | 0.02 |
| 29379VBW2 | Enterprise Products Operating Llc | EPD | 4.2 | 01/31/2050 | 555,000.00 | 453,056.00 | 0.02 |
| 247361ZV3 | Delta Air Lines 2020-1 Class Aa Pass Thr | DAL | 2.0 | 06/10/2028 | 483,711.00 | 464,258.00 | 0.02 |
| 25160PAQ0 | Deutsche Bank Ag/new York Ny | DB | 5.37 | 01/10/2029 | 525,000.00 | 536,032.00 | 0.02 |
| 053332BA9 | Autozone Inc | AZO | 1.65 | 01/15/2031 | 620,000.00 | 539,825.00 | 0.02 |
| 05491LAA6 | Bbcms 2016-etc Mortgage Trust | BBCMS | 2.94 | 08/05/2036 | 500,000.00 | 486,761.00 | 0.02 |
| 00287YCY3 | Abbvie Inc | ABBV | 4.55 | 03/15/2035 | 360,000.00 | 354,406.00 | 0.02 |
| 00388WAJ0 | ABU Dhabi National Energy Co Pjsc | TAQAUH | 2.0 | 04/29/2028 | 515,000.00 | 487,735.00 | 0.02 |
| 02361DAR1 | Ameren Illinois Co | AEE | 3.7 | 12/01/2047 | 625,000.00 | 487,911.00 | 0.02 |
| 01F0206A2 | Fannie Mae Or Freddie Mac | FNCL | 2.0 | 10/01/2055 | 500,000.00 | 402,882.00 | 0.02 |
| 015271BA6 | Alexandria Real Estate Equities Inc | ARE | 4.75 | 04/15/2035 | 425,000.00 | 415,460.00 | 0.02 |
| 01538TAA3 | ALFA Desarrollo Spa | ALFACL | 4.55 | 09/27/2051 | 649,760.00 | 518,592.00 | 0.02 |
| 085209AG9 | Bermuda Government International Bond | BERMUD | 2.38 | 08/20/2030 | 555,000.00 | 503,523.00 | 0.02 |
| 084423AU6 | W R Berkley Corp | WRB | 4.0 | 05/12/2050 | 545,000.00 | 426,631.00 | 0.02 |
| 07132JBC7 | Battalion Clo X Ltd | BATLN | 5.75 | 01/25/2035 | 400,000.00 | 400,487.00 | 0.02 |
| 08162PAW1 | Benchmark 2018-b1 Mortgage Trust | BMARK | 3.4 | 01/01/2051 | 405,973.00 | 396,164.00 | 0.02 |
| 097093AC2 | BOF Vii Al Funding Trust I | BVABS | 6.63 | 07/26/2032 | 418,602.00 | 426,070.00 | 0.02 |
| 097023BY0 | Boeing Co/the | BA | 3.55 | 03/01/2038 | 495,000.00 | 410,735.00 | 0.02 |
| 09659W2U7 | BNP Paribas Sa | BNP | 3.13 | 01/20/2033 | 475,000.00 | 432,165.00 | 0.02 |
| 05581KAH4 | BNP Paribas Sa | BNP | 5.18 | 01/09/2030 | 465,000.00 | 476,536.00 | 0.02 |
| 06738ECT0 | Barclays Plc | BACR | 4.84 | 09/10/2028 | 400,000.00 | 404,113.00 | 0.02 |
| 85434VAA6 | Stanford Health Care | STNFHC | 3.8 | 11/15/2048 | 450,000.00 | 354,163.00 | 0.02 |
| 83406TAB8 | SOFI Professional Loan Program 2020-atru | SOFI | 2.54 | 05/15/2046 | 464,554.00 | 449,394.00 | 0.02 |
| 78398AAG8 | SFS Auto Receivables Securitization Trus | SFAST | 5.97 | 02/20/2031 | 500,000.00 | 514,592.00 | 0.02 |
| 80386WAB1 | Sasol Financing Usa Llc | SASOL | 6.5 | 09/27/2028 | 400,000.00 | 398,124.00 | 0.02 |
| 806851AK7 | Schlumberger Holdings Corp | SLB | 3.9 | 05/17/2028 | 487,000.00 | 484,970.00 | 0.02 |
| 744448CS8 | Public Service Co Of Colorado | XEL | 3.2 | 03/01/2050 | 720,000.00 | 493,784.00 | 0.02 |
| 74456QBR6 | Public Service Electric And Gas Co | PEG | 2.25 | 09/15/2026 | 370,000.00 | 364,423.00 | 0.02 |
| 74730DAB9 | Qatarenergy | QPETRO | 1.38 | 09/12/2026 | 500,000.00 | 486,160.00 | 0.02 |
| 78462QAE9 | SP Powerassets Ltd | SPSP | 3.0 | 09/26/2027 | 465,000.00 | 456,341.00 | 0.02 |
| 77587AAC0 | Romark Wm-r Ltd | RMRK | 5.62 | 04/20/2031 | 395,551.00 | 396,102.00 | 0.02 |
| 880591EX6 | Tennessee Valley Authority | TVA | 1.5 | 09/15/2031 | 465,000.00 | 403,674.00 | 0.02 |
| 87264ABL8 | T-mobile Usa Inc | TMUS | 3.0 | 02/15/2041 | 640,000.00 | 480,357.00 | 0.02 |
| 89179JAA4 | TOWD Point Mortgage Trust 2020-4 | TPMT | 1.75 | 10/01/2060 | 478,974.00 | 436,345.00 | 0.02 |
| 89838LAG9 | Trustees Of Boston College | BOSCOL | 3.13 | 07/01/2052 | 637,000.00 | 447,652.00 | 0.02 |
| 893574AM5 | Transcontinental Gas Pipe Line Co Llc | WMB | 4.6 | 03/15/2048 | 500,000.00 | 433,755.00 | 0.02 |
| 893574AR4 | Transcontinental Gas Pipe Line Co Llc | WMB | 3.95 | 05/15/2050 | 625,000.00 | 489,332.00 | 0.02 |
| 65535HAX7 | Nomura Holdings Inc | NOMURA | 2.61 | 07/14/2031 | 565,000.00 | 506,893.00 | 0.02 |
| 61747YFR1 | Morgan Stanley | MS | 5.83 | 04/19/2035 | 505,000.00 | 538,169.00 | 0.02 |
| 628530BJ5 | Mylan Inc | VTRS | 5.2 | 04/15/2048 | 625,000.00 | 511,636.00 | 0.02 |
| 597861AA1 | Mymichigan Health | MIHLTH | 3.41 | 06/01/2050 | 740,000.00 | 525,631.00 | 0.02 |
| 50540RAW2 | Laboratory Corp Of America Holdings | LH | 2.95 | 12/01/2029 | 595,000.00 | 564,104.00 | 0.02 |
| 571903BL6 | Marriott International Inc/md | MAR | 4.9 | 04/15/2029 | 510,000.00 | 520,690.00 | 0.02 |
| 575718AF8 | Massachusetts Institute Of Technology | MASSIN | 3.89 | 07/01/2116 | 700,000.00 | 500,636.00 | 0.02 |
| 56585ABD3 | Marathon Petroleum Corp | MPC | 3.8 | 04/01/2028 | 380,000.00 | 375,994.00 | 0.02 |
| 67777JAK4 | Ohiohealth Corp | OHCMED | 3.04 | 11/15/2050 | 795,000.00 | 548,272.00 | 0.02 |
| 709235T88 | Pennsylvania State University/the | PSUHGR | 2.84 | 09/01/2050 | 745,000.00 | 499,353.00 | 0.02 |
| 720186AL9 | Piedmont Natural Gas Co Inc | DUK | 3.5 | 06/01/2029 | 440,000.00 | 429,177.00 | 0.02 |
| 71654QDE9 | Petroleos Mexicanos | PEMEX | 5.95 | 01/28/2031 | 398,000.00 | 385,861.00 | 0.02 |
| 743820AA0 | Providence St Joseph Health Obligated Gr | PSJHOG | 2.53 | 10/01/2029 | 420,000.00 | 393,003.00 | 0.02 |
| 36179SB71 | Ginnie Mae Ii Pool | G2 | 3.0 | 05/01/2046 | 445,314.00 | 404,075.00 | 0.02 |
| 36179SNV5 | Ginnie Mae Ii Pool | G2 | 3.5 | 10/01/2046 | 626,947.00 | 582,902.00 | 0.02 |
| 36179SSQ1 | Ginnie Mae Ii Pool | G2 | 3.5 | 12/01/2046 | 616,238.00 | 571,776.00 | 0.02 |
| 36179SUX3 | Ginnie Mae Ii Pool | G2 | 4.5 | 01/01/2047 | 384,490.00 | 381,153.00 | 0.02 |
| 36179SYR2 | Ginnie Mae Ii Pool | G2 | 3.0 | 03/01/2047 | 464,448.00 | 420,690.00 | 0.02 |
| 36179NQ43 | Ginnie Mae Ii Pool | G2 | 3.5 | 10/01/2043 | 459,764.00 | 433,345.00 | 0.02 |
| 36179R7J2 | Ginnie Mae Ii Pool | G2 | 3.5 | 04/01/2046 | 513,994.00 | 478,576.00 | 0.02 |
| 36179S2P1 | Ginnie Mae Ii Pool | G2 | 3.5 | 04/20/2047 | 441,287.00 | 406,300.00 | 0.02 |
| 36179UZS4 | Ginnie Mae Ii Pool | G2 | 3.0 | 09/01/2049 | 410,003.00 | 367,581.00 | 0.02 |
| 36179UQ54 | Ginnie Mae Ii Pool | G2 | 4.0 | 04/20/2049 | 423,590.00 | 406,958.00 | 0.02 |
| 36179TCY9 | Ginnie Mae Ii Pool | G2 | 4.0 | 07/01/2047 | 511,427.00 | 489,300.00 | 0.02 |
| 36179TLS2 | Ginnie Mae Ii Pool | G2 | 3.5 | 11/01/2047 | 607,963.00 | 564,357.00 | 0.02 |
| 345285AB6 | FORD Credit Auto Owner Trust 2021-rev2 | FORDR | 1.91 | 05/15/2034 | 600,000.00 | 584,500.00 | 0.02 |
| 31419GRA4 | Fannie Mae Pool | FN | 4.0 | 11/01/2040 | 403,767.00 | 394,198.00 | 0.02 |
| 31418EE55 | Fannie Mae Pool | FN | 4.0 | 07/01/2052 | 503,397.00 | 475,769.00 | 0.02 |
| 31418DZU9 | Fannie Mae Pool | FN | 1.5 | 06/01/2051 | 626,067.00 | 481,036.00 | 0.02 |
| 36179VBF6 | Ginnie Mae Ii Pool | G2 | 3.0 | 12/01/2049 | 458,296.00 | 411,299.00 | 0.02 |
| 36179W2T4 | Ginnie Mae Ii Pool | G2 | 2.0 | 04/01/2052 | 447,887.00 | 370,269.00 | 0.02 |
| 36179WRZ3 | Ginnie Mae Ii Pool | G2 | 2.0 | 11/01/2051 | 433,065.00 | 358,023.00 | 0.02 |
| 36268DAA0 | GM Financial Revolving Receivables Trust | GMREV | 5.77 | 08/11/2036 | 500,000.00 | 524,283.00 | 0.02 |
| 38141GWB6 | Goldman Sachs Group Inc/the | GS | 3.85 | 01/26/2027 | 475,000.00 | 473,771.00 | 0.02 |
| 38378VPP4 | Government National Mortgage Association | GNR | 3.0 | 07/01/2043 | 474,794.00 | 431,581.00 | 0.02 |
| 37045XCG9 | General Motors Financial Co Inc | GM | 3.85 | 01/05/2028 | 490,000.00 | 485,896.00 | 0.02 |
| 37045XDA1 | General Motors Financial Co Inc | GM | 2.7 | 08/20/2027 | 375,000.00 | 364,472.00 | 0.02 |
| 46590MAQ3 | JP Morgan Chase Commercial Mortgage Secu | JPMCC | 2.56 | 08/01/2049 | 502,563.00 | 498,995.00 | 0.02 |
| 46647PBP0 | Jpmorgan Chase & Co | JPM | 2.96 | 05/13/2031 | 510,000.00 | 478,244.00 | 0.02 |
| 50065WAP1 | Korea National Oil Corp | KOROIL | 4.88 | 04/03/2028 | 530,000.00 | 538,962.00 | 0.02 |
| 50065WAQ9 | Korea National Oil Corp | KOROIL | 4.75 | 04/03/2026 | 510,000.00 | 510,918.00 | 0.02 |
| 38383UCS7 | Government National Mortgage Association | GNR | — | 07/20/2052 | 14,970,506.00 | 357,949.00 | 0.02 |
| 38382HVK3 | Government National Mortgage Association | GNR | 3.0 | 08/01/2050 | 2,801,823.00 | 472,127.00 | 0.02 |
| 38382URT0 | Government National Mortgage Association | GNR | 3.0 | 06/01/2051 | 3,767,049.00 | 482,214.00 | 0.02 |
| 42250PAB9 | Healthpeak Op Llc | DOC | 2.88 | 01/15/2031 | 630,000.00 | 580,333.00 | 0.02 |
| 38381RPB9 | Government National Mortgage Association | GNR | 1.94 | 07/16/2043 | 3,556,070.00 | 274,007.00 | 0.01 |
| 39571MAB4 | Greensky Home Improvement Trust 2024-1 | GSKY | 5.88 | 07/25/2059 | 204,584.00 | 205,649.00 | 0.01 |
| 38383TWK5 | Government National Mortgage Association | GNR | 1.6 | 07/20/2052 | 2,682,988.00 | 220,525.00 | 0.01 |
| 52474JAA4 | Legacy Mortgage Asset Trust 2021-gs1 | LMAT | 5.89 | 10/25/2066 | 236,083.00 | 236,099.00 | 0.01 |
| 53079EBJ2 | Liberty Mutual Group Inc | LIBMUT | 3.95 | 10/15/2050 | 450,000.00 | 344,294.00 | 0.01 |
| 53079EBK9 | Liberty Mutual Group Inc | LIBMUT | 3.95 | 05/15/2060 | 185,000.00 | 131,021.00 | 0.01 |
| 48250MAK3 | KKR Clo 11 Ltd | KKR | 5.76 | 01/15/2031 | 122,361.00 | 122,609.00 | 0.01 |
| 46647PCB0 | Jpmorgan Chase & Co | JPM | 1.58 | 04/22/2027 | 215,000.00 | 211,858.00 | 0.01 |
| 46647PCW4 | Jpmorgan Chase & Co | JPM | 2.95 | 02/24/2028 | 215,000.00 | 211,588.00 | 0.01 |
| 46647PDA1 | Jpmorgan Chase & Co | JPM | 4.32 | 04/26/2028 | 165,000.00 | 165,413.00 | 0.01 |
| 462613AP5 | Ipalco Enterprises Inc | AES | 4.25 | 05/01/2030 | 240,000.00 | 234,955.00 | 0.01 |
| 465077AL9 | Israel Electric Corp Ltd | ISRELE | 4.25 | 08/14/2028 | 235,000.00 | 231,127.00 | 0.01 |
| 46647PAL0 | Jpmorgan Chase & Co | JPM | 3.96 | 11/15/2048 | 355,000.00 | 290,115.00 | 0.01 |
| 36263HAB4 | GM Financial Revolving Receivables Trust | GMREV | 1.49 | 06/12/2034 | 200,000.00 | 194,866.00 | 0.01 |
| 36202FZZ2 | Ginnie Mae Ii Pool | G2 | 4.5 | 12/01/2041 | 239,610.00 | 241,620.00 | 0.01 |
| 3622A2Y97 | Ginnie Mae Ii Pool | G2 | 3.5 | 05/01/2047 | 343,603.00 | 319,031.00 | 0.01 |
| 38379BRW0 | Government National Mortgage Association | GNR | 1.85 | 09/20/2043 | 2,721,584.00 | 138,541.00 | 0.01 |
| 38141GWZ3 | Goldman Sachs Group Inc/the | GS | 4.22 | 05/01/2029 | 125,000.00 | 125,136.00 | 0.01 |
| 36179XLH7 | Ginnie Mae Ii Pool | G2 | 5.0 | 11/01/2052 | 209,428.00 | 209,568.00 | 0.01 |
| 36179XNF9 | Ginnie Mae Ii Pool | G2 | 5.0 | 12/01/2052 | 164,477.00 | 164,781.00 | 0.01 |
| 36179WQB7 | Ginnie Mae Ii Pool | G2 | 3.0 | 10/01/2051 | 378,795.00 | 338,478.00 | 0.01 |
| 31418EBH2 | Fannie Mae Pool | FN | 1.5 | 02/01/2042 | 399,892.00 | 336,807.00 | 0.01 |
| 31418EBS8 | Fannie Mae Pool | FN | 2.5 | 02/01/2052 | 404,924.00 | 342,190.00 | 0.01 |
| 31418EBU3 | Fannie Mae Pool | FN | 3.5 | 02/01/2052 | 378,445.00 | 348,349.00 | 0.01 |
| 31418EHJ2 | Fannie Mae Pool | FN | 4.0 | 09/01/2052 | 174,205.00 | 164,778.00 | 0.01 |
| 31424QMF9 | Fannie Mae Interest Strip | FNS | 3.0 | 08/01/2052 | 1,546,162.00 | 283,525.00 | 0.01 |
| 345370CQ1 | FORD Motor Co | F | 4.75 | 01/15/2043 | 205,000.00 | 163,456.00 | 0.01 |
| 349553AM9 | Fortis Inc/canada | FTSCN | 3.06 | 10/04/2026 | 217,000.00 | 214,617.00 | 0.01 |
| 36179M5L0 | Ginnie Mae Ii Pool | G2 | 3.0 | 03/01/2043 | 204,665.00 | 188,286.00 | 0.01 |
| 36179MG46 | Ginnie Mae Ii Pool | G2 | 3.0 | 07/01/2042 | 301,585.00 | 277,947.00 | 0.01 |
| 36179MVS6 | Ginnie Mae Ii Pool | G2 | 3.5 | 12/01/2042 | 144,674.00 | 137,254.00 | 0.01 |
| 36179MX47 | Ginnie Mae Ii Pool | G2 | 3.5 | 01/01/2043 | 216,831.00 | 205,713.00 | 0.01 |
| 36179NLD8 | Ginnie Mae Ii Pool | G2 | 3.5 | 08/01/2043 | 348,206.00 | 328,629.00 | 0.01 |
| 36179TLT0 | Ginnie Mae Ii Pool | G2 | 4.0 | 11/01/2047 | 346,581.00 | 331,586.00 | 0.01 |
| 36179UGB2 | Ginnie Mae Ii Pool | G2 | 3.5 | 11/01/2048 | 193,038.00 | 178,714.00 | 0.01 |
| 36179TQP3 | Ginnie Mae Ii Pool | G2 | 3.5 | 01/01/2048 | 164,853.00 | 153,030.00 | 0.01 |
| 36179TSJ5 | Ginnie Mae Ii Pool | G2 | 4.5 | 02/01/2048 | 309,390.00 | 307,021.00 | 0.01 |
| 36179UST0 | Ginnie Mae Ii Pool | G2 | 3.5 | 05/01/2049 | 259,630.00 | 239,068.00 | 0.01 |
| 36179UV74 | Ginnie Mae Ii Pool | G2 | 3.0 | 07/01/2049 | 330,643.00 | 297,050.00 | 0.01 |
| 36179UCB6 | Ginnie Mae Ii Pool | G2 | 4.0 | 09/01/2048 | 138,203.00 | 132,221.00 | 0.01 |
| 36179UMK5 | Ginnie Mae Ii Pool | G2 | 3.5 | 02/01/2049 | 166,156.00 | 153,780.00 | 0.01 |
| 36179UML3 | Ginnie Mae Ii Pool | G2 | 4.0 | 02/01/2049 | 140,852.00 | 134,496.00 | 0.01 |
| 36179S5M5 | Ginnie Mae Ii Pool | G2 | 4.0 | 05/01/2047 | 130,142.00 | 124,512.00 | 0.01 |
| 36179RLQ0 | Ginnie Mae Ii Pool | G2 | 4.0 | 08/01/2045 | 138,041.00 | 132,240.00 | 0.01 |
| 36179RBX6 | Ginnie Mae Ii Pool | G2 | 3.5 | 04/01/2045 | 268,918.00 | 251,134.00 | 0.01 |
| 36179QBH3 | Ginnie Mae Ii Pool | G2 | 4.5 | 04/01/2044 | 158,791.00 | 157,739.00 | 0.01 |
| 36179NVP0 | Ginnie Mae Ii Pool | G2 | 4.0 | 12/01/2043 | 142,884.00 | 137,938.00 | 0.01 |
| 36179SSN8 | Ginnie Mae Ii Pool | G2 | 2.5 | 12/01/2046 | 200,507.00 | 176,932.00 | 0.01 |
| 36179T4P7 | Ginnie Mae Ii Pool | G2 | 4.0 | 07/01/2048 | 156,008.00 | 149,127.00 | 0.01 |
| 36179R4F3 | Ginnie Mae Ii Pool | G2 | 4.0 | 03/01/2046 | 126,120.00 | 121,133.00 | 0.01 |
| 36179SGL5 | Ginnie Mae Ii Pool | G2 | 3.5 | 07/01/2046 | 316,754.00 | 292,772.00 | 0.01 |
| 74251VAN2 | Principal Financial Group Inc | PFG | 4.3 | 11/15/2046 | 140,000.00 | 119,891.00 | 0.01 |
| 718547AF9 | Phillips 66 Co | PSX | 3.55 | 10/01/2026 | 310,000.00 | 308,288.00 | 0.01 |
| 72650RBM3 | Plains All American Pipeline Lp / Paa Fi | PAA | 3.55 | 12/15/2029 | 350,000.00 | 337,973.00 | 0.01 |
| 709223A27 | Pennsylvania Turnpike Commission | PASTRN | 5.51 | 12/01/2045 | 150,000.00 | 148,314.00 | 0.01 |
| 698299BH6 | Panama Government International Bond | PANAMA | 4.5 | 04/16/2050 | 200,000.00 | 150,877.00 | 0.01 |
| 69351UAW3 | PPL Electric Utilities Corp | PPL | 3.0 | 10/01/2049 | 235,000.00 | 157,904.00 | 0.01 |
| 69377FAA4 | Freeport Indonesia Pt | FRIDPT | 4.76 | 04/14/2027 | 225,000.00 | 225,450.00 | 0.01 |
| 677415CQ2 | OHIO Power Co | AEP | 4.15 | 04/01/2048 | 250,000.00 | 198,245.00 | 0.01 |
| 68267EAA2 | Onemain Direct Auto Receivables Trust 20 | ODART | 3.63 | 09/14/2027 | 285,414.00 | 285,174.00 | 0.01 |
| 674599DE2 | Occidental Petroleum Corp | OXY | 7.88 | 09/15/2031 | 250,000.00 | 284,409.00 | 0.01 |
| 67077MAS7 | Nutrien Ltd | NTRCN | 5.25 | 01/15/2045 | 248,000.00 | 234,521.00 | 0.01 |
| 682680BW2 | Oneok Inc | OKE | 4.2 | 03/15/2045 | 275,000.00 | 213,827.00 | 0.01 |
| 68268NAG8 | Oneok Partners Lp | OKE | 6.13 | 02/01/2041 | 300,000.00 | 307,691.00 | 0.01 |
| 693304AX5 | PECO Energy Co | EXC | 3.0 | 09/15/2049 | 180,000.00 | 120,823.00 | 0.01 |
| 570535AQ7 | Markel Group Inc | MKL | 5.0 | 04/05/2046 | 217,000.00 | 197,716.00 | 0.01 |
| 571903AS2 | Marriott International Inc/md | MAR | 3.13 | 06/15/2026 | 250,000.00 | 247,967.00 | 0.01 |
| 595620AR6 | Midamerican Energy Co | BRKHEC | 3.95 | 08/01/2047 | 225,000.00 | 181,281.00 | 0.01 |
| 595620AU9 | Midamerican Energy Co | BRKHEC | 4.25 | 07/15/2049 | 350,000.00 | 292,656.00 | 0.01 |
| 534187AW9 | Lincoln National Corp | LNC | 6.3 | 10/09/2037 | 115,000.00 | 123,436.00 | 0.01 |
| 544435C32 | CITY Of Los Angeles Department Of Airpor | LOSAPT | 6.58 | 05/15/2039 | 245,000.00 | 265,433.00 | 0.01 |
| 55336VAM2 | MPLX Lp | MPLX | 4.5 | 04/15/2038 | 270,000.00 | 244,422.00 | 0.01 |
| 55336VAT7 | MPLX Lp | MPLX | 5.5 | 02/15/2049 | 210,000.00 | 195,532.00 | 0.01 |
| 61744YAK4 | Morgan Stanley | MS | 3.59 | 07/22/2028 | 310,000.00 | 306,733.00 | 0.01 |
| 62432BAN3 | Mountain View Clo Ix Ltd | MVW | 5.7 | 07/15/2031 | 233,265.00 | 233,383.00 | 0.01 |
| 629377CN0 | NRG Energy Inc | NRG | 2.0 | 12/02/2025 | 280,000.00 | 278,403.00 | 0.01 |
| 63941GAB0 | Navient Private Education Refi Loan Trus | NAVSL | 2.12 | 01/15/2069 | 291,857.00 | 279,050.00 | 0.01 |
| 63941HAA0 | Navient Private Education Refi Loan Trus | NAVSL | 1.69 | 05/15/2069 | 213,191.00 | 202,682.00 | 0.01 |
| 646139X83 | NEW Jersey Turnpike Authority | NJSTRN | 7.1 | 01/01/2041 | 250,000.00 | 289,554.00 | 0.01 |
| 89788MAP7 | Truist Financial Corp | TFC | 5.87 | 06/08/2034 | 330,000.00 | 349,646.00 | 0.01 |
| 89183CAA3 | TOWD Point Mortgage Trust 2024-ces1 | TPMT | 5.85 | 01/25/2064 | 187,707.00 | 189,026.00 | 0.01 |
| 912810UK2 | United States Treasury Note/bond | T | 4.75 | 05/15/2055 | 220,000.00 | 220,687.00 | 0.01 |
| 90932EAA1 | United Airlines 2016-2 Class Aa Pass Thr | UAL | 2.88 | 10/07/2028 | 249,449.00 | 237,595.00 | 0.01 |
| 90932JAA0 | United Airlines 2019-2 Class Aa Pass Thr | UAL | 2.7 | 05/01/2032 | 340,600.00 | 310,705.00 | 0.01 |
| 87264AAX3 | T-mobile Usa Inc | TMUS | 4.38 | 04/15/2040 | 380,000.00 | 343,021.00 | 0.01 |
| 882384AD2 | Texas Eastern Transmission Lp | SEP | 3.5 | 01/15/2028 | 300,000.00 | 295,210.00 | 0.01 |
| 882667AZ1 | Texas Private Activity Bond Surface Tran | TXSTRN | 3.92 | 12/31/2049 | 340,000.00 | 269,439.00 | 0.01 |
| 78398AAF0 | SFS Auto Receivables Securitization Trus | SFAST | 5.71 | 01/22/2030 | 300,000.00 | 307,700.00 | 0.01 |
| 797440BW3 | SAN Diego Gas & Electric Co | SRE | 4.15 | 05/15/2048 | 420,000.00 | 340,395.00 | 0.01 |
| 78471HAB4 | SOFI Professional Loan Program 2019-a Ll | SOFI | 3.69 | 06/15/2048 | 151,568.00 | 150,552.00 | 0.01 |
| 756109BA1 | Realty Income Corp | O | 1.8 | 03/15/2033 | 325,000.00 | 268,787.00 | 0.01 |
| 74743LAA8 | Qnity Electronics Inc | QNTELE | 5.75 | 08/15/2032 | 130,000.00 | 131,129.00 | 0.01 |
| 744448CQ2 | Public Service Co Of Colorado | XEL | 4.1 | 06/15/2048 | 235,000.00 | 188,901.00 | 0.01 |
| 74456QCD6 | Public Service Electric And Gas Co | PEG | 2.7 | 05/01/2050 | 390,000.00 | 246,698.00 | 0.01 |
| 80287DAE7 | Santander Drive Auto Receivables Trust 2 | SDART | 6.4 | 03/17/2031 | 300,000.00 | 310,113.00 | 0.01 |
| 83608GAN6 | Sound Point Clo Ii Ltd | SNDPT | 5.65 | 01/26/2031 | 200,515.00 | 200,635.00 | 0.01 |
| 83401CAB0 | SOFI Professional Loan Program 2019-c Ll | SOFI | 2.37 | 11/16/2048 | 242,316.00 | 234,065.00 | 0.01 |
| 83390UAF4 | SOFI Professional Loan Program 2020-c Tr | SOFI | 1.95 | 02/15/2046 | 268,945.00 | 252,442.00 | 0.01 |
| 845743BR3 | Southwestern Public Service Co | XEL | 3.7 | 08/15/2047 | 355,000.00 | 267,891.00 | 0.01 |
| 84756NAH2 | Spectra Energy Partners Lp | ENBCN | 3.38 | 10/15/2026 | 140,000.00 | 139,041.00 | 0.01 |
| 842400GT4 | Southern California Edison Co | EIX | 3.65 | 02/01/2050 | 290,000.00 | 202,947.00 | 0.01 |
| 06051GHM4 | BANK Of America Corp | BAC | 4.27 | 07/23/2029 | 320,000.00 | 320,974.00 | 0.01 |
| 097023CB9 | Boeing Co/the | BA | 3.85 | 11/01/2048 | 455,000.00 | 338,709.00 | 0.01 |
| 097023CV5 | Boeing Co/the | BA | 5.71 | 05/01/2040 | 190,000.00 | 193,911.00 | 0.01 |
| 06849RAK8 | Barrick North America Finance Llc | ABXCN | 5.75 | 05/01/2043 | 190,000.00 | 196,647.00 | 0.01 |
| 013051EM5 | Province Of Alberta Canada | ALTA | 1.3 | 07/22/2030 | 175,000.00 | 154,330.00 | 0.01 |
| 00766TAE0 | AECOM | ACM | 6.0 | 08/01/2033 | 225,000.00 | 230,115.00 | 0.01 |
| 00817YAG3 | Aetna Inc | AET | 6.75 | 12/15/2037 | 170,000.00 | 187,797.00 | 0.01 |
| 00287YCA5 | Abbvie Inc | ABBV | 4.05 | 11/21/2039 | 285,000.00 | 255,015.00 | 0.01 |
| 001306AB5 | AHS Hospital Corp | AHSCRP | 5.02 | 07/01/2045 | 200,000.00 | 191,618.00 | 0.01 |
| 00206RCP5 | AT&T Inc | T | 4.5 | 05/15/2035 | 205,000.00 | 197,798.00 | 0.01 |
| 04352EAB1 | Ascension Health | ASCHEA | 3.11 | 11/15/2039 | 265,000.00 | 209,730.00 | 0.01 |
| 05523RAD9 | BAE Systems Plc | BALN | 3.4 | 04/15/2030 | 335,000.00 | 322,624.00 | 0.01 |
| 05526DBB0 | BAT Capital Corp | BATSLN | 3.56 | 08/15/2027 | 120,000.00 | 118,680.00 | 0.01 |
| 03040WAP0 | American Water Capital Corp | AWK | 4.0 | 12/01/2046 | 145,000.00 | 119,116.00 | 0.01 |
| 03066RAE5 | Americredit Automobile Receivables Trust | AMCAR | 1.01 | 01/19/2027 | 340,750.00 | 339,062.00 | 0.01 |
| 03522AAH3 | Anheuser-busch Cos Llc / Anheuser-busch | ABIBB | 4.7 | 02/01/2036 | 180,000.00 | 177,095.00 | 0.01 |
| 040555DB7 | Arizona Public Service Co | PNW | 3.35 | 05/15/2050 | 485,000.00 | 340,708.00 | 0.01 |
| 26444HAA9 | DUKE Energy Florida Llc | DUK | 3.4 | 10/01/2046 | 185,000.00 | 136,811.00 | 0.01 |
| 26444HAF8 | DUKE Energy Florida Llc | DUK | 4.2 | 07/15/2048 | 205,000.00 | 168,277.00 | 0.01 |
| 26078JAF7 | Dupont De Nemours Inc | DD | 5.42 | 11/15/2048 | 270,000.00 | 267,059.00 | 0.01 |
| 26441CAS4 | DUKE Energy Corp | DUK | 2.65 | 09/01/2026 | 145,000.00 | 143,241.00 | 0.01 |
| 26441CAY1 | DUKE Energy Corp | DUK | 3.95 | 08/15/2047 | 185,000.00 | 143,971.00 | 0.01 |
| 29379VBY8 | Enterprise Products Operating Llc | EPD | 3.7 | 01/31/2051 | 445,000.00 | 331,044.00 | 0.01 |
| 29364WBA5 | Entergy Louisiana Llc | ETR | 4.0 | 03/15/2033 | 170,000.00 | 163,207.00 | 0.01 |
| 20030NDM0 | Comcast Corp | CMCSA | 1.95 | 01/15/2031 | 275,000.00 | 244,197.00 | 0.01 |
| 233331AY3 | DTE Energy Co | DTE | 2.85 | 10/01/2026 | 350,000.00 | 345,629.00 | 0.01 |
| 23338VAH9 | DTE Electric Co | DTE | 4.05 | 05/15/2048 | 370,000.00 | 305,101.00 | 0.01 |
| 225401AP3 | UBS Group Ag | UBS | 4.19 | 04/01/2031 | 250,000.00 | 246,942.00 | 0.01 |
| 212015AU5 | Continental Resources Inc/ok | CLR | 2.27 | 11/15/2026 | 330,000.00 | 321,611.00 | 0.01 |
| 18551PAE9 | Cleco Corporate Holdings Llc | CNL | 3.38 | 09/15/2029 | 305,000.00 | 285,070.00 | 0.01 |
| 15135UAR0 | Cenovus Energy Inc | CVECN | 5.4 | 06/15/2047 | 229,000.00 | 211,433.00 | 0.01 |
| 161175CE2 | Charter Communications Operating Llc / C | CHTR | 3.5 | 03/01/2042 | 440,000.00 | 316,932.00 | 0.01 |
| 161175BA1 | Charter Communications Operating Llc / C | CHTR | 6.48 | 10/23/2045 | 275,000.00 | 271,641.00 | 0.01 |
| 15189XAQ1 | Centerpoint Energy Houston Electric Llc | CNP | 2.4 | 09/01/2026 | 190,000.00 | 187,271.00 | 0.01 |
| 136385AL5 | Canadian Natural Resources Ltd | CNQCN | 6.25 | 03/15/2038 | 175,000.00 | 186,294.00 | 0.01 |
| 125523CB4 | Cigna Group/the | CI | 3.4 | 03/01/2027 | 325,000.00 | 321,971.00 | 0.01 |
| 126650CD0 | CVS Health Corp | CVS | 5.3 | 12/05/2043 | 155,000.00 | 145,024.00 | 0.01 |
| 11135FBP5 | Broadcom Inc | AVGO | 3.14 | 11/15/2035 | 287,000.00 | 248,464.00 | 0.01 |
| 3132WK6Q6 | Freddie Mac Gold Pool | FG | 3.5 | 02/01/2047 | 210,595.00 | 196,672.00 | 0.01 |
| 3132WPRQ2 | Freddie Mac Gold Pool | FG | 4.5 | 07/01/2047 | 157,955.00 | 156,183.00 | 0.01 |
| 3132Y0CA6 | Freddie Mac Gold Pool | FG | 4.0 | 05/01/2048 | 123,489.00 | 118,805.00 | 0.01 |
| 31335AYG7 | Freddie Mac Gold Pool | FG | 4.5 | 07/01/2045 | 153,243.00 | 153,843.00 | 0.01 |
| 31335BU38 | Freddie Mac Gold Pool | FG | 5.0 | 02/01/2048 | 170,621.00 | 172,840.00 | 0.01 |
| 31335BZB5 | Freddie Mac Gold Pool | FG | 4.0 | 07/01/2048 | 237,602.00 | 228,577.00 | 0.01 |
| 3132GS4K2 | Freddie Mac Gold Pool | FG | 4.0 | 04/01/2042 | 126,192.00 | 122,880.00 | 0.01 |
| 3132HMK75 | Freddie Mac Gold Pool | FG | 3.5 | 09/01/2042 | 187,230.00 | 177,053.00 | 0.01 |
| 3132HNH51 | Freddie Mac Gold Pool | FG | 3.5 | 10/01/2042 | 230,524.00 | 217,849.00 | 0.01 |
| 3133KMSU0 | Freddie Mac Pool | FR | 2.0 | 09/01/2051 | 399,421.00 | 326,551.00 | 0.01 |
| 3135G05Q2 | Federal National Mortgage Association | FNMA | 0.88 | 08/05/2030 | 235,000.00 | 205,296.00 | 0.01 |
| 3133AUTM0 | Freddie Mac Pool | FR | 2.5 | 10/01/2051 | 263,664.00 | 225,507.00 | 0.01 |
| 3133KYUA5 | Freddie Mac Pool | FR | 2.0 | 10/01/2040 | 327,465.00 | 287,623.00 | 0.01 |
| 3136B9GC5 | Fannie Mae Remics | FNR | 1.58 | 04/25/2050 | 1,047,432.00 | 140,656.00 | 0.01 |
| 3137FT6T9 | Freddie Mac Remics | FHR | 4.0 | 05/01/2040 | 1,590,484.00 | 239,499.00 | 0.01 |
| 3137FXHY7 | Freddie Mac Remics | FHR | 3.0 | 10/01/2050 | 738,368.00 | 133,153.00 | 0.01 |
| 3138A5BP6 | Fannie Mae Pool | FN | 4.0 | 02/01/2041 | 264,664.00 | 257,792.00 | 0.01 |
| 3138A7H76 | Fannie Mae Pool | FN | 4.0 | 02/01/2041 | 162,960.00 | 158,795.00 | 0.01 |
| 3138A9Y65 | Fannie Mae Pool | FN | 4.5 | 08/01/2041 | 156,452.00 | 156,443.00 | 0.01 |
| 3138EENK1 | Fannie Mae Pool | FN | 3.5 | 04/01/2042 | 123,846.00 | 117,509.00 | 0.01 |
| 3132DWBZ5 | Freddie Mac Pool | FR | 2.5 | 07/01/2051 | 397,120.00 | 337,206.00 | 0.01 |
| 3132DVKN4 | Freddie Mac Pool | FR | 4.0 | 07/01/2049 | 312,512.00 | 301,037.00 | 0.01 |
| 3132A8XR5 | Freddie Mac Pool | FR | 2.5 | 10/01/2032 | 222,396.00 | 213,688.00 | 0.01 |
| 3132ACYG9 | Freddie Mac Pool | FR | 3.5 | 10/01/2048 | 212,350.00 | 196,559.00 | 0.01 |
| 3128MJZF0 | Freddie Mac Gold Pool | FG | 3.0 | 01/01/2047 | 343,487.00 | 310,790.00 | 0.01 |
| 3131XJS60 | Freddie Mac Pool | FR | 3.5 | 06/01/2042 | 148,731.00 | 140,844.00 | 0.01 |
| 31329JPT8 | Freddie Mac Pool | FR | 3.5 | 07/01/2042 | 148,184.00 | 140,142.00 | 0.01 |
| 3128MFCN6 | Freddie Mac Gold Pool | FG | 2.0 | 01/01/2032 | 188,996.00 | 180,099.00 | 0.01 |
| 3128MJ2W9 | Freddie Mac Gold Pool | FG | 3.5 | 11/01/2047 | 139,435.00 | 130,097.00 | 0.01 |
| 3128MJ2Y5 | Freddie Mac Gold Pool | FG | 4.5 | 11/01/2047 | 268,763.00 | 265,749.00 | 0.01 |
| 30040WAE8 | Eversource Energy | ES | 3.3 | 01/15/2028 | 335,000.00 | 327,784.00 | 0.01 |
| 30216JAC9 | Export-import Bank Of India | EXIMBK | 3.88 | 02/01/2028 | 290,000.00 | 287,100.00 | 0.01 |
| 3128M9X64 | Freddie Mac Gold Pool | FG | 3.0 | 07/01/2043 | 196,332.00 | 180,651.00 | 0.01 |
| 3128MJYG9 | Freddie Mac Gold Pool | FG | 3.0 | 06/01/2046 | 326,909.00 | 295,994.00 | 0.01 |
| 3128MJWB2 | Freddie Mac Gold Pool | FG | 3.5 | 05/01/2045 | 125,530.00 | 118,155.00 | 0.01 |
| 3128MJ4M9 | Freddie Mac Gold Pool | FG | 4.5 | 07/01/2048 | 171,220.00 | 168,993.00 | 0.01 |
| 31292R7M8 | Freddie Mac Gold Pool | FG | 3.5 | 06/01/2042 | 142,483.00 | 135,090.00 | 0.01 |
| 312942AZ8 | Freddie Mac Gold Pool | FG | 5.0 | 08/01/2040 | 154,695.00 | 158,613.00 | 0.01 |
| 3129442R1 | Freddie Mac Gold Pool | FG | 4.0 | 01/01/2041 | 149,397.00 | 144,895.00 | 0.01 |
| 3138WJYT9 | Fannie Mae Pool | FN | 4.0 | 02/01/2047 | 273,339.00 | 262,878.00 | 0.01 |
| 3138WH6K3 | Fannie Mae Pool | FN | 2.5 | 10/01/2046 | 154,853.00 | 133,661.00 | 0.01 |
| 3138WFPH3 | Fannie Mae Pool | FN | 3.5 | 09/01/2045 | 178,052.00 | 167,387.00 | 0.01 |
| 3138WHXF4 | Fannie Mae Pool | FN | 2.5 | 09/01/2046 | 140,844.00 | 122,138.00 | 0.01 |
| 3138YWJV0 | Fannie Mae Pool | FN | 3.5 | 10/01/2045 | 192,201.00 | 180,176.00 | 0.01 |
| 3140FPC98 | Fannie Mae Pool | FN | 3.5 | 06/01/2047 | 280,659.00 | 262,196.00 | 0.01 |
| 3140FPDG1 | Fannie Mae Pool | FN | 4.0 | 06/01/2047 | 221,329.00 | 212,790.00 | 0.01 |
| 3140FPFH7 | Fannie Mae Pool | FN | 3.5 | 07/01/2047 | 178,909.00 | 167,140.00 | 0.01 |
| 3138WEV30 | Fannie Mae Pool | FN | 3.5 | 06/01/2045 | 126,200.00 | 118,642.00 | 0.01 |
| 3138WEZ51 | Fannie Mae Pool | FN | 3.5 | 06/01/2045 | 209,050.00 | 196,443.00 | 0.01 |
| 3138W4CS8 | Fannie Mae Pool | FN | 3.0 | 02/01/2043 | 146,547.00 | 134,957.00 | 0.01 |
| 3138WDBG5 | Fannie Mae Pool | FN | 4.0 | 10/01/2044 | 161,576.00 | 155,711.00 | 0.01 |
| 3138LTKF4 | Fannie Mae Pool | FN | 3.5 | 05/01/2042 | 124,107.00 | 117,756.00 | 0.01 |
| 3138LTN46 | Fannie Mae Pool | FN | 3.5 | 06/01/2042 | 322,369.00 | 304,676.00 | 0.01 |
| 3138M7CD5 | Fannie Mae Pool | FN | 3.5 | 10/01/2042 | 189,087.00 | 180,271.00 | 0.01 |
| 3138MDTS1 | Fannie Mae Pool | FN | 3.5 | 10/01/2042 | 213,111.00 | 201,106.00 | 0.01 |
| 3138EKBW4 | Fannie Mae Pool | FN | 5.0 | 03/01/2042 | 156,911.00 | 160,695.00 | 0.01 |
| 3138ENJU4 | Fannie Mae Pool | FN | 4.5 | 08/01/2044 | 163,551.00 | 162,379.00 | 0.01 |
| 3138ER3T5 | Fannie Mae Pool | FN | 3.5 | 07/01/2031 | 145,429.00 | 143,957.00 | 0.01 |
| 3138ERK82 | Fannie Mae Pool | FN | 4.0 | 10/01/2043 | 127,988.00 | 125,404.00 | 0.01 |
| 3140KVKL3 | Fannie Mae Pool | FN | 2.5 | 12/01/2050 | 239,139.00 | 204,916.00 | 0.01 |
| 3140Q7TU1 | Fannie Mae Pool | FN | 5.0 | 10/01/2047 | 130,953.00 | 132,496.00 | 0.01 |
| 3140GWPE7 | Fannie Mae Pool | FN | 3.5 | 08/01/2047 | 136,850.00 | 127,128.00 | 0.01 |
| 3140GYGZ6 | Fannie Mae Pool | FN | 3.5 | 01/01/2048 | 132,285.00 | 123,098.00 | 0.01 |
| 3140H1RJ1 | Fannie Mae Pool | FN | 3.5 | 01/01/2048 | 188,464.00 | 175,754.00 | 0.01 |
| 3140JAT99 | Fannie Mae Pool | FN | 3.0 | 12/01/2045 | 340,103.00 | 312,541.00 | 0.01 |
| 3140J9FS5 | Fannie Mae Pool | FN | 4.0 | 10/01/2048 | 194,875.00 | 187,536.00 | 0.01 |
| 3140X7VJ5 | Fannie Mae Pool | FN | 3.5 | 06/01/2049 | 266,980.00 | 248,444.00 | 0.01 |
| 3140X86B8 | Fannie Mae Pool | FN | 2.5 | 06/01/2046 | 276,707.00 | 245,410.00 | 0.01 |
| 3140X4DF0 | Fannie Mae Pool | FN | 3.5 | 11/01/2048 | 140,212.00 | 130,761.00 | 0.01 |
| 3140XBEN6 | Fannie Mae Pool | FN | 4.0 | 07/01/2049 | 184,222.00 | 175,097.00 | 0.01 |
| 31418CR97 | Fannie Mae Pool | FN | 4.0 | 12/01/2047 | 142,997.00 | 137,774.00 | 0.01 |
| 31418CXP4 | Fannie Mae Pool | FN | 4.5 | 06/01/2048 | 135,960.00 | 134,215.00 | 0.01 |
| 31418CZG2 | Fannie Mae Pool | FN | 3.5 | 08/01/2048 | 289,653.00 | 268,174.00 | 0.01 |
| 31418DMJ8 | Fannie Mae Pool | FN | 3.0 | 03/01/2050 | 341,566.00 | 302,867.00 | 0.01 |
| 31418DTP7 | Fannie Mae Pool | FN | 1.5 | 10/01/2050 | 335,328.00 | 257,818.00 | 0.01 |
| 31418DUG5 | Fannie Mae Pool | FN | 2.0 | 11/01/2050 | 329,542.00 | 268,312.00 | 0.01 |
| 31418D3Y6 | Fannie Mae Pool | FN | 2.5 | 09/01/2051 | 412,895.00 | 350,428.00 | 0.01 |
| 31418CG65 | Fannie Mae Pool | FN | 3.0 | 03/01/2047 | 373,097.00 | 337,166.00 | 0.01 |
| 31418CPE8 | Fannie Mae Pool | FN | 3.5 | 09/01/2047 | 222,288.00 | 207,249.00 | 0.01 |
| 31418CRD8 | Fannie Mae Pool | FN | 4.0 | 11/01/2047 | 135,452.00 | 130,191.00 | 0.01 |
| 31418CUB8 | Fannie Mae Pool | FN | 4.0 | 02/01/2048 | 133,305.00 | 128,099.00 | 0.01 |
| 31418CV27 | Fannie Mae Pool | FN | 3.5 | 04/01/2048 | 361,774.00 | 335,921.00 | 0.01 |
| 31417AQL6 | Fannie Mae Pool | FN | 4.0 | 12/01/2041 | 166,363.00 | 161,801.00 | 0.01 |
| 31418CBX1 | Fannie Mae Pool | FN | 3.5 | 08/01/2031 | 166,761.00 | 164,850.00 | 0.01 |
| 31418AKW7 | Fannie Mae Pool | FN | 3.0 | 10/01/2042 | 154,356.00 | 142,049.00 | 0.01 |
| 31418BXZ4 | Fannie Mae Pool | FN | 3.5 | 01/01/2046 | 157,260.00 | 147,516.00 | 0.01 |
| 31418C3C6 | Fannie Mae Pool | FN | 3.5 | 10/01/2048 | 195,052.00 | 180,567.00 | 0.01 |
| 31417F3F3 | Fannie Mae Pool | FN | 3.0 | 04/01/2043 | 183,364.00 | 168,592.00 | 0.01 |
| 31417GZP4 | Fannie Mae Pool | FN | 3.0 | 06/01/2043 | 240,703.00 | 221,236.00 | 0.01 |
| 912834LR7 | United States Treasury Strip Coupon | S | — | 08/15/2042 | 415,000.00 | 183,117.00 | 0.01 |
| 912834PT9 | United States Treasury Strip Coupon | S | — | 11/15/2045 | 865,000.00 | 319,888.00 | 0.01 |
| 912834PZ5 | United States Treasury Strip Coupon | S | — | 02/15/2046 | 415,000.00 | 151,777.00 | 0.01 |
| 914748AA6 | University Of Notre Dame Du Lac | UNIVND | 3.39 | 02/15/2048 | 365,000.00 | 275,328.00 | 0.01 |
| 92343VHA5 | Verizon Communications Inc | VZ | 5.4 | 07/02/2037 | 147,000.00 | 149,343.00 | 0.01 |
| 958254AJ3 | Western Midstream Operating Lp | WES | 5.3 | 03/01/2048 | 320,000.00 | 279,054.00 | 0.01 |
| 92922F4M7 | WAMU Mortgage Pass-through Certificates | WAMU | 4.13 | 10/25/2045 | 125,256.00 | 123,914.00 | 0.01 |
| 927804FX7 | Virginia Electric And Power Co | D | 3.5 | 03/15/2027 | 185,000.00 | 183,588.00 | 0.01 |
| 927804FZ2 | Virginia Electric And Power Co | D | 3.8 | 04/01/2028 | 290,000.00 | 288,743.00 | 0.01 |
| 92915CAQ7 | VOYA Clo 2016-1 Ltd | VOYA | 5.66 | 01/20/2031 | 191,335.00 | 191,487.00 | 0.01 |
| 98163HAE9 | World Omni Select Auto Trust 2021-a | WOSAT | 1.09 | 11/15/2027 | 197,318.00 | 196,996.00 | 0.01 |
| SWB8ADUF5X | Trswap: Tbond 2.25 15-aug-49 10/27/2025 | — | — | 10/27/2025 | 40,665,000.00 | 154,775.00 | 0.01 |
| SWB8ADVBCQ | Trswap: Tbond 3.000 15-feb-2049 11/06/20 | — | — | 11/06/2025 | 19,925,000.00 | 285,080.00 | 0.01 |
| SWTRE8ADUF | TRS On Fi Credit Bond Leg Accrual | — | 2.25 | 10/27/2025 | 40,665,000.00 | 119,453.00 | 0.01 |
| SWB8AEG3V8 | Trswap: Trsbench7 Index 3/17/2026 Jpm_r | — | — | 03/17/2026 | -99,986.00 | 122,893.00 | 0.01 |
| SWB8AEH816 | Scds: (frtr) | — | 0.25 | 06/21/2027 | 1,075,000.00 | 1,945.00 | 0.00 |
| SWB8AEH8AS | Scds: (c) | — | 1.0 | 12/21/2026 | 4,835,000.00 | 41,219.00 | 0.00 |
| TUZ5 COMDT | US 2yr Note (cbt) Dec25 | TUZ5 | — | 12/31/2025 | 67,312,695.00 | 57,917.00 | 0.00 |
| TYZ5 COMDT | US 10yr Note (cbt)dec25 | TYZ5 | — | 12/19/2025 | 76,837,500.00 | 101,812.00 | 0.00 |
| SWTRE8ADVB | TRS On Fi Credit Bond Leg Accrual | — | 3.0 | 11/06/2025 | 19,925,000.00 | 78,039.00 | 0.00 |
| SWTRE8AEEJ | TRS On Fi Credit Bond Leg Accrual | — | 3.38 | 03/11/2026 | 29,165,000.00 | 54,684.00 | 0.00 |
| SWB8AD3GPB | Morgan Stanley Cds 20251220 | — | 1.0 | 12/20/2025 | 2,470,000.00 | 4,869.00 | 0.00 |
| SWB8AD3GPH | Citigroup Inc Cds 20251220 | — | 1.0 | 12/20/2025 | 2,470,000.00 | 4,737.00 | 0.00 |
| SWB8AD3GPM | BANK Of America Corp Cds 20251220 | — | 1.0 | 12/20/2025 | 2,470,000.00 | 4,896.00 | 0.00 |
| SWB8ADBQBM | Norway Kingdom Of (government) Cds 20251 | — | — | 12/20/2025 | 5,500,000.00 | -403.00 | 0.00 |
| SWB8ADGPJ3 | Scds: (greece) 1.00000 20 Dec 2027 | — | 1.0 | 12/20/2027 | 410,000.00 | 7,477.00 | 0.00 |
| SWB8ADGPJR | Scds: (greece) 1.00000 20 Jun 2027 | — | 1.0 | 06/20/2027 | 545,000.00 | 8,051.00 | 0.00 |
| SWB8ADXF40 | Scds: (unh) | — | 1.0 | 06/22/2026 | 1,140,000.00 | 7,293.00 | 0.00 |
| SWB8AE8KGV | Scds: (usa) | — | 0.25 | 12/22/2025 | 4,780,000.00 | 1,600.00 | 0.00 |
| SWB8AE9YD2 | CMS 2y 30y Single Look | — | — | 05/13/2026 | 3,455,000.00 | 44.00 | 0.00 |
| SWB8AE9ZK0 | CMS 2y 30y Single Look | — | — | 05/13/2026 | 1,727,000.00 | 22.00 | 0.00 |
| SWB8AECA4K | Scds: (frtr) | — | 0.25 | 06/20/2035 | 780,000.00 | -28,175.00 | 0.00 |
| SWB8AECAQY | Scds: (bac) | — | 1.0 | 12/22/2025 | 775,000.00 | 1,536.00 | 0.00 |
| SWB8AECX55 | Scds: (frtr) | — | 0.25 | 06/20/2035 | 505,000.00 | -18,241.00 | 0.00 |
| SWB8AED3NP | Scds: (googl) | — | 1.0 | 06/20/2030 | 2,815,000.00 | 83,150.00 | 0.00 |
| SWB8AEDA0E | Scds: (ksa) | — | 1.0 | 03/20/2026 | 120,000.00 | 450.00 | 0.00 |
| SWB8AEDA0Z | Scds: (ksa) | — | 1.0 | 06/22/2026 | 120,000.00 | 665.00 | 0.00 |
| SWB8AEEJF9 | Trswap: Tbond 3.375 15-nov-48 03/11/2026 | — | — | 03/11/2026 | 29,165,000.00 | 7,073.00 | 0.00 |
| BBG014163P | Sfrz5c 99.25 Pit | SFRZ5C 99. | — | 12/12/2025 | -17,500.00 | -43.00 | 0.00 |
| BBG014163P | Sfrz5c 99.75 Pit | SFRZ5C 99. | — | 12/12/2025 | 40,000.00 | 100.00 | 0.00 |
| FVZ5 COMDT | US 5yr Note (cbt) Dec25 | FVZ5 | — | 12/31/2025 | 69,775,805.00 | 39,362.00 | 0.00 |
| SWB8ABWYG5 | SWP: Ois Sofr 4.699000 25-sep-2026 | — | — | 09/25/2026 | -2,245,000.00 | -22,835.00 | 0.00 |
| 92917CAE2 | VOYA Clo 2013-1 Ltd | INGIM | 5.79 | 10/15/2030 | 53,357.00 | 53,361.00 | 0.00 |
| 929227QB5 | WAMU Mortgage Pass-through Certificates | WAMU | 4.11 | 06/01/2042 | 15,640.00 | 14,674.00 | 0.00 |
| 9393357P4 | WAMU Mortgage Pass-through Certificates | WAMU | 4.11 | 08/01/2042 | 1,052.00 | 1,024.00 | 0.00 |
| 91412GXE0 | University Of California | UNVHGR | 3.93 | 05/15/2045 | 30,000.00 | 27,407.00 | 0.00 |
| 91412GXY6 | University Of California | UNVHGR | 4.13 | 05/15/2045 | 30,000.00 | 27,291.00 | 0.00 |
| 915217WX7 | University Of Virginia | UNIHGR | 4.18 | 09/01/2117 | 130,000.00 | 98,974.00 | 0.00 |
| 912834UB2 | United States Treasury Strip Coupon | S | — | 11/15/2048 | 95,000.00 | 30,345.00 | 0.00 |
| 912834UH9 | United States Treasury Strip Coupon | S | — | 02/15/2049 | 280,000.00 | 88,320.00 | 0.00 |
| 912834MZ8 | United States Treasury Strip Coupon | S | — | 11/15/2043 | 2,000.00 | 821.00 | 0.00 |
| 31417GZX7 | Fannie Mae Pool | FN | 3.5 | 06/01/2043 | 112,580.00 | 106,121.00 | 0.00 |
| 31417VQ71 | Fannie Mae Pool | FN | 5.5 | 01/01/2040 | 74,256.00 | 76,702.00 | 0.00 |
| 31417YTR8 | Fannie Mae Pool | FN | 5.0 | 09/01/2030 | 5,521.00 | 5,573.00 | 0.00 |
| 31416YYR3 | Fannie Mae Pool | FN | 4.5 | 08/01/2041 | 64,250.00 | 64,279.00 | 0.00 |
| 31417AEL9 | Fannie Mae Pool | FN | 3.5 | 10/01/2041 | 57,485.00 | 54,685.00 | 0.00 |
| 31418C4X9 | Fannie Mae Pool | FN | 4.5 | 12/01/2048 | 107,907.00 | 106,389.00 | 0.00 |
| 31418C7F5 | Fannie Mae Pool | FN | 4.5 | 02/01/2049 | 34,785.00 | 34,268.00 | 0.00 |
| 31417DNB5 | Fannie Mae Pool | FN | 3.0 | 10/01/2042 | 96,147.00 | 88,420.00 | 0.00 |
| 31418CW26 | Fannie Mae Pool | FN | 3.5 | 05/01/2033 | 27,600.00 | 27,219.00 | 0.00 |
| 31418CUJ1 | Fannie Mae Pool | FN | 3.5 | 02/01/2033 | 67,446.00 | 66,595.00 | 0.00 |
| 31418CRE6 | Fannie Mae Pool | FN | 4.5 | 11/01/2047 | 101,146.00 | 99,520.00 | 0.00 |
| 31418CPK4 | Fannie Mae Pool | FN | 3.0 | 09/01/2032 | 32,670.00 | 31,801.00 | 0.00 |
| 31418CQB3 | Fannie Mae Pool | FN | 4.0 | 10/01/2047 | 69,929.00 | 67,213.00 | 0.00 |
| 31418CDM3 | Fannie Mae Pool | FN | 3.5 | 11/01/2046 | 77,758.00 | 72,691.00 | 0.00 |
| 31418CCT9 | Fannie Mae Pool | FN | 2.5 | 10/01/2046 | 86,008.00 | 74,656.00 | 0.00 |
| 31418DVA7 | Fannie Mae Pool | FN | 2.0 | 12/01/2050 | 35,089.00 | 28,562.00 | 0.00 |
| 31418D3K6 | Fannie Mae Pool | FN | 3.5 | 08/01/2051 | 33,771.00 | 31,085.00 | 0.00 |
| 3140J9G21 | Fannie Mae Pool | FN | 3.5 | 12/01/2030 | 35,639.00 | 35,272.00 | 0.00 |
| 3140Q8XE0 | Fannie Mae Pool | FN | 5.0 | 01/01/2048 | 31,263.00 | 31,590.00 | 0.00 |
| 3138ETQL3 | Fannie Mae Pool | FN | 6.0 | 07/01/2041 | 43,428.00 | 45,764.00 | 0.00 |
| 3138EPAG9 | Fannie Mae Pool | FN | 4.5 | 01/01/2045 | 84,959.00 | 84,744.00 | 0.00 |
| 3138NY4L6 | Fannie Mae Pool | FN | 2.5 | 02/01/2043 | 55,334.00 | 49,632.00 | 0.00 |
| 3138WENL9 | Fannie Mae Pool | FN | 2.5 | 05/01/2030 | 111,480.00 | 108,227.00 | 0.00 |
| 3138WEU49 | Fannie Mae Pool | FN | 3.0 | 06/01/2030 | 61,849.00 | 60,652.00 | 0.00 |
| 3138WCUT8 | Fannie Mae Pool | FN | 4.0 | 09/01/2044 | 73,987.00 | 71,546.00 | 0.00 |
| 3138WF6Y7 | Fannie Mae Pool | FN | 4.0 | 12/01/2045 | 57,933.00 | 55,722.00 | 0.00 |
| 3138WGHL1 | Fannie Mae Pool | FN | 3.5 | 01/01/2046 | 62,504.00 | 58,683.00 | 0.00 |
| 3138WGXY5 | Fannie Mae Pool | FN | 4.0 | 04/01/2046 | 55,954.00 | 53,813.00 | 0.00 |
| 3140GQT48 | Fannie Mae Pool | FN | 3.0 | 05/01/2032 | 89,938.00 | 87,513.00 | 0.00 |
| 31394PPR8 | Freddie Mac Structured Pass-through Cert | FSPC | 7.0 | 10/01/2043 | 49,879.00 | 52,293.00 | 0.00 |
| 31403DUJ6 | Fannie Mae Pool | FN | 6.0 | 10/01/2036 | 40,194.00 | 42,355.00 | 0.00 |
| 3140F9U45 | Fannie Mae Pool | FN | 3.0 | 12/01/2031 | 77,194.00 | 75,296.00 | 0.00 |
| 3138WHJH6 | Fannie Mae Pool | FN | 3.0 | 05/01/2031 | 27,748.00 | 27,105.00 | 0.00 |
| 3138WHUV2 | Fannie Mae Pool | FN | 4.0 | 08/01/2046 | 88,625.00 | 85,234.00 | 0.00 |
| 3138YCB26 | Fannie Mae Pool | FN | 3.5 | 12/01/2029 | 26,855.00 | 26,579.00 | 0.00 |
| 3138WJEX2 | Fannie Mae Pool | FN | 3.0 | 11/01/2036 | 72,895.00 | 69,006.00 | 0.00 |
| 312944QN4 | Freddie Mac Gold Pool | FG | 4.0 | 12/01/2040 | 41,916.00 | 40,893.00 | 0.00 |
| 3128MMRQ8 | Freddie Mac Gold Pool | FG | 2.5 | 01/01/2029 | 77,370.00 | 75,845.00 | 0.00 |
| 3128P8DM0 | Freddie Mac Gold Pool | FG | 3.0 | 01/01/2037 | 105,877.00 | 100,352.00 | 0.00 |
| 3128P8E98 | Freddie Mac Gold Pool | FG | 3.5 | 11/01/2037 | 97,108.00 | 93,704.00 | 0.00 |
| 3128P8FG1 | Freddie Mac Gold Pool | FG | 3.0 | 12/01/2037 | 42,058.00 | 39,718.00 | 0.00 |
| 3128MJ4Q0 | Freddie Mac Gold Pool | FG | 3.5 | 08/01/2048 | 55,866.00 | 51,787.00 | 0.00 |
| 3128MJYD6 | Freddie Mac Gold Pool | FG | 4.0 | 05/01/2046 | 70,335.00 | 67,711.00 | 0.00 |
| 3128MAA58 | Freddie Mac Gold Pool | FG | 4.5 | 09/01/2044 | 63,513.00 | 63,246.00 | 0.00 |
| 3128MABL2 | Freddie Mac Gold Pool | FG | 4.5 | 06/01/2042 | 49,218.00 | 49,190.00 | 0.00 |
| 3128MJ3T5 | Freddie Mac Gold Pool | FG | 4.0 | 04/01/2048 | 110,831.00 | 106,626.00 | 0.00 |
| 3128MJ2X7 | Freddie Mac Gold Pool | FG | 4.0 | 11/01/2047 | 70,337.00 | 67,872.00 | 0.00 |
| 3128MJ2E9 | Freddie Mac Gold Pool | FG | 4.5 | 07/01/2047 | 68,597.00 | 67,428.00 | 0.00 |
| 3132A5FV2 | Freddie Mac Pool | FR | 2.5 | 09/01/2046 | 133,109.00 | 115,540.00 | 0.00 |
| 3128MJZG8 | Freddie Mac Gold Pool | FG | 3.5 | 01/01/2047 | 92,784.00 | 86,845.00 | 0.00 |
| 3132DWBH5 | Freddie Mac Pool | FR | 2.0 | 04/01/2051 | 89,947.00 | 73,074.00 | 0.00 |
| 3132DWC43 | Freddie Mac Pool | FR | 3.5 | 01/01/2052 | 125,045.00 | 114,674.00 | 0.00 |
| 3138EGCB8 | Fannie Mae Pool | FN | 4.5 | 04/01/2041 | 55,394.00 | 55,436.00 | 0.00 |
| 3138EGZW7 | Fannie Mae Pool | FN | 4.5 | 06/01/2041 | 113,592.00 | 113,853.00 | 0.00 |
| 3137H7BF9 | Freddie Mac Remics | FHR | — | 05/25/2052 | 408,774.00 | 10,833.00 | 0.00 |
| 3137FWN22 | Freddie Mac Remics | FHR | — | 10/25/2050 | 3,262,028.00 | 98,476.00 | 0.00 |
| 31369XHL4 | Fannie Mae Pool | FN | 5.75 | 12/01/2030 | 118 | 119.00 | 0.00 |
| 31359MFJ7 | Federal National Mortgage Association | FNMA | 7.13 | 01/15/2030 | 80,000.00 | 90,585.00 | 0.00 |
| 3133KMY58 | Freddie Mac Pool | FR | 2.5 | 10/01/2051 | 64,129.00 | 54,387.00 | 0.00 |
| 3132JBMB6 | Freddie Mac Gold Pool | FG | 3.5 | 06/01/2043 | 98,549.00 | 93,111.00 | 0.00 |
| 3132L9MD4 | Freddie Mac Gold Pool | FG | 4.5 | 02/01/2048 | 76,254.00 | 75,398.00 | 0.00 |
| 3132QTW85 | Freddie Mac Gold Pool | FG | 4.0 | 10/01/2045 | 79,310.00 | 76,425.00 | 0.00 |
| 31335BZW9 | Freddie Mac Gold Pool | FG | 5.0 | 12/01/2047 | 96,484.00 | 96,976.00 | 0.00 |
| 3132WKB49 | Freddie Mac Gold Pool | FG | 4.0 | 08/01/2046 | 115,360.00 | 110,772.00 | 0.00 |
| 12669FFD0 | Alternative Loan Trust 2003-j3 | CWALT | 6.25 | 12/01/2033 | 1,445.00 | 1,543.00 | 0.00 |
| 15135UAF6 | Cenovus Energy Inc | CVECN | 6.75 | 11/15/2039 | 45,000.00 | 49,703.00 | 0.00 |
| 22541NX20 | Credit Suisse First Boston Mortgage Secu | CSFB | 6.5 | 04/01/2033 | 561 | 576.00 | 0.00 |
| 202795JM3 | Commonwealth Edison Co | EXC | 4.0 | 03/01/2048 | 115,000.00 | 93,136.00 | 0.00 |
| 202795JT8 | Commonwealth Edison Co | EXC | 3.13 | 03/15/2051 | 95,000.00 | 64,170.00 | 0.00 |
| 202795JF8 | Commonwealth Edison Co | EXC | 3.7 | 03/01/2045 | 40,000.00 | 31,607.00 | 0.00 |
| 209111FK4 | Consolidated Edison Co Of New York Inc | ED | 4.3 | 12/01/2056 | 40,000.00 | 32,284.00 | 0.00 |
| 26442UAC8 | DUKE Energy Progress Llc | DUK | 3.7 | 10/15/2046 | 75,000.00 | 58,203.00 | 0.00 |
| 25746UCK3 | Dominion Energy Inc | D | 2.85 | 08/15/2026 | 55,000.00 | 54,406.00 | 0.00 |
| 247109BT7 | Delmarva Power & Light Co | EXC | 4.15 | 05/15/2045 | 60,000.00 | 50,810.00 | 0.00 |
| 03938JAA7 | ARCH Capital Group Us Inc | ACGL | 5.14 | 11/01/2043 | 100,000.00 | 95,420.00 | 0.00 |
| 03939CAB9 | ARCH Capital Finance Llc | ACGL | 5.03 | 12/15/2046 | 95,000.00 | 88,481.00 | 0.00 |
| 00206RMM1 | AT&T Inc | T | 2.55 | 12/01/2033 | 58,000.00 | 49,406.00 | 0.00 |
| 01026CAD3 | Alabama Economic Settlement Authority | ABMGEN | 4.26 | 09/15/2032 | 40,000.00 | 39,802.00 | 0.00 |
| 013051EA1 | Province Of Alberta Canada | ALTA | 3.3 | 03/15/2028 | 110,000.00 | 108,545.00 | 0.00 |
| 023770AA8 | American Airlines 2015-1 Class A Pass Th | AAL | 3.38 | 05/01/2027 | 52,450.00 | 51,584.00 | 0.00 |
| 05533XAA0 | BCAP Llc 2011-rr4-i Trust | BCAP | 5.25 | 04/02/2037 | 100,248.00 | 54,860.00 | 0.00 |
| 06051GJQ3 | BANK Of America Corp | BAC | 1.66 | 03/11/2027 | 105,000.00 | 103,779.00 | 0.00 |
| 83401BAB2 | SOFI Professional Loan Program 2017-f Ll | SOFI | 2.84 | 01/25/2041 | 17,959.00 | 17,919.00 | 0.00 |
| 81743VAB9 | Sequoia Mortgage Trust 10 | SEMT | 4.13 | 10/20/2027 | 3,535.00 | 3,488.00 | 0.00 |
| 82481LAD1 | Shire Acquisitions Investments Ireland D | TACHEM | 3.2 | 09/23/2026 | 28,000.00 | 27,781.00 | 0.00 |
| 83404RAB4 | SOFI Professional Loan Program 2018-b Tr | SOFI | 3.34 | 08/25/2047 | 13,097.00 | 13,074.00 | 0.00 |
| 74456QBT2 | Public Service Electric And Gas Co | PEG | 3.6 | 12/01/2047 | 95,000.00 | 72,517.00 | 0.00 |
| 74743LAB6 | Qnity Electronics Inc | QNTELE | 6.25 | 08/15/2033 | 80,000.00 | 81,782.00 | 0.00 |
| 74815HCB6 | Province Of Quebec Canada | Q | 7.14 | 02/27/2026 | 45,000.00 | 45,513.00 | 0.00 |
| 88339WAC0 | Williams Cos Inc/the | WMB | 5.15 | 03/15/2034 | 90,000.00 | 91,460.00 | 0.00 |
| 880591300 | Tennessee Valley Authority | TVA | 2.13 | 06/01/2028 | 1,400.00 | 33,404.00 | 0.00 |
| 880591409 | Tennessee Valley Authority | TVA | 2.22 | 05/01/2029 | 4,345.00 | 102,368.00 | 0.00 |
| 88059EPB4 | Tennessee Valley Authority Generic Strip | TVAS | — | 07/15/2034 | 155,000.00 | 105,951.00 | 0.00 |
| 89177XAA5 | TOWD Point Mortgage Trust 2019-hy3 | TPMT | 5.27 | 10/25/2059 | 76,684.00 | 76,745.00 | 0.00 |
| 86359LPD5 | Structured Asset Mortgage Investments Ii | SAMI | 4.13 | 07/19/2035 | 12,429.00 | 11,965.00 | 0.00 |
| 878091BD8 | Teachers Insurance & Annuity Association | TIAAGL | 4.9 | 09/15/2044 | 120,000.00 | 110,760.00 | 0.00 |
| 906548CL4 | Union Electric Co | AEE | 3.65 | 04/15/2045 | 50,000.00 | 39,104.00 | 0.00 |
| 91282CNZ0 | United States Treasury Note/bond | T | 3.88 | 09/30/2032 | 35,000.00 | 34,885.00 | 0.00 |
| 64828FCQ3 | NEW Residential Mortgage Loan Trust 2018 | NRZT | 5.02 | 01/25/2048 | 37,011.00 | 36,356.00 | 0.00 |
| 63940YAB2 | Navient Private Education Refi Loan Trus | NAVSL | 3.13 | 02/15/2068 | 100,701.00 | 99,470.00 | 0.00 |
| 59980VAA9 | MILL City Mortgage Loan Trust 2018-1 | MCMLT | 3.25 | 05/01/2062 | 30,710.00 | 30,475.00 | 0.00 |
| 55336VAL4 | MPLX Lp | MPLX | 5.2 | 03/01/2047 | 5,000.00 | 4,495.00 | 0.00 |
| 563469UL7 | Province Of Manitoba Canada | MP | 2.13 | 06/22/2026 | 100,000.00 | 98,504.00 | 0.00 |
| 55316AAE0 | MMAF Equipment Finance Llc 2017-b | MMAF | 2.72 | 06/15/2040 | 11,992.00 | 11,983.00 | 0.00 |
| 586054AC2 | Memorial Sloan-kettering Cancer Center | MSKCC | 4.2 | 07/01/2055 | 75,000.00 | 61,247.00 | 0.00 |
| 67112FAD2 | OBX 2018-1 Trust | OBX | 4.92 | 06/25/2057 | 83,003.00 | 81,361.00 | 0.00 |
| 674599DD4 | Occidental Petroleum Corp | OXY | 7.5 | 05/01/2031 | 100,000.00 | 112,185.00 | 0.00 |
| 682680BC6 | Oneok Inc | OKE | 4.5 | 03/15/2050 | 55,000.00 | 44,923.00 | 0.00 |
| 706451BR1 | Petroleos Mexicanos | PEMEX | 6.63 | 06/15/2038 | 46,000.00 | 41,647.00 | 0.00 |
| 709223VZ1 | Pennsylvania Turnpike Commission | PASTRN | 6.11 | 12/01/2039 | 70,000.00 | 75,797.00 | 0.00 |
| 743756AB4 | Providence St Joseph Health Obligated Gr | PSJHOG | 2.75 | 10/01/2026 | 40,000.00 | 39,357.00 | 0.00 |
| 740816AN3 | President And Fellows Of Harvard College | HARVRD | 3.3 | 07/15/2056 | 160,000.00 | 111,967.00 | 0.00 |
| 74251VAJ1 | Principal Financial Group Inc | PFG | 4.35 | 05/15/2043 | 20,000.00 | 17,606.00 | 0.00 |
| 74251VAM4 | Principal Financial Group Inc | PFG | 3.1 | 11/15/2026 | 105,000.00 | 103,834.00 | 0.00 |
| 36179SGN1 | Ginnie Mae Ii Pool | G2 | 4.5 | 07/01/2046 | 76,470.00 | 75,791.00 | 0.00 |
| 36179SJS7 | Ginnie Mae Ii Pool | G2 | 3.0 | 08/01/2046 | 39,056.00 | 35,415.00 | 0.00 |
| 36179SJV0 | Ginnie Mae Ii Pool | G2 | 4.5 | 08/01/2046 | 68,050.00 | 67,529.00 | 0.00 |
| 36179SQX8 | Ginnie Mae Ii Pool | G2 | 4.0 | 11/01/2046 | 93,981.00 | 90,061.00 | 0.00 |
| 36179SQY6 | Ginnie Mae Ii Pool | G2 | 4.5 | 11/01/2046 | 59,911.00 | 59,465.00 | 0.00 |
| 36179T4Q5 | Ginnie Mae Ii Pool | G2 | 4.5 | 07/01/2048 | 52,518.00 | 51,924.00 | 0.00 |
| 36179SYT8 | Ginnie Mae Ii Pool | G2 | 4.0 | 03/01/2047 | 82,084.00 | 78,558.00 | 0.00 |
| 36179NX45 | Ginnie Mae Ii Pool | G2 | 3.0 | 01/01/2044 | 72,387.00 | 66,445.00 | 0.00 |
| 36179NX78 | Ginnie Mae Ii Pool | G2 | 4.5 | 01/01/2044 | 47,528.00 | 47,237.00 | 0.00 |
| 36179Q6P1 | Ginnie Mae Ii Pool | G2 | 3.5 | 03/01/2045 | 47,667.00 | 44,497.00 | 0.00 |
| 36179Q6R7 | Ginnie Mae Ii Pool | G2 | 4.5 | 03/01/2045 | 37,857.00 | 37,606.00 | 0.00 |
| 36179QPH8 | Ginnie Mae Ii Pool | G2 | 4.0 | 09/01/2044 | 84,239.00 | 81,046.00 | 0.00 |
| 36179NQ50 | Ginnie Mae Ii Pool | G2 | 4.0 | 10/01/2043 | 65,171.00 | 62,942.00 | 0.00 |
| 36179NQ68 | Ginnie Mae Ii Pool | G2 | 4.5 | 10/01/2043 | 35,031.00 | 34,806.00 | 0.00 |
| 36179RD63 | Ginnie Mae Ii Pool | G2 | 3.0 | 05/01/2045 | 71,711.00 | 65,134.00 | 0.00 |
| 36179RB24 | Ginnie Mae Ii Pool | G2 | 5.0 | 04/01/2045 | 23,388.00 | 23,849.00 | 0.00 |
| 36179RLS6 | Ginnie Mae Ii Pool | G2 | 5.0 | 08/01/2045 | 95,968.00 | 98,040.00 | 0.00 |
| 36179RQ36 | Ginnie Mae Ii Pool | G2 | 4.0 | 10/01/2045 | 65,282.00 | 62,982.00 | 0.00 |
| 36179UPA4 | Ginnie Mae Ii Pool | G2 | 4.0 | 03/01/2049 | 87,297.00 | 83,321.00 | 0.00 |
| 36179UD82 | Ginnie Mae Ii Pool | G2 | 3.5 | 10/01/2048 | 98,233.00 | 91,009.00 | 0.00 |
| 36179VDQ0 | Ginnie Mae Ii Pool | G2 | 4.0 | 01/20/2050 | 47,602.00 | 45,315.00 | 0.00 |
| 36179VFR6 | Ginnie Mae Ii Pool | G2 | 4.0 | 02/01/2050 | 69,278.00 | 66,081.00 | 0.00 |
| 36179VQV5 | Ginnie Mae Ii Pool | G2 | 4.0 | 07/01/2050 | 104,714.00 | 99,643.00 | 0.00 |
| 36179TUC7 | Ginnie Mae Ii Pool | G2 | 4.5 | 03/01/2048 | 32,729.00 | 32,478.00 | 0.00 |
| 36179TV69 | Ginnie Mae Ii Pool | G2 | 4.0 | 04/01/2048 | 59,117.00 | 56,412.00 | 0.00 |
| 36179TQR9 | Ginnie Mae Ii Pool | G2 | 4.5 | 01/01/2048 | 48,175.00 | 47,806.00 | 0.00 |
| 36179UGC0 | Ginnie Mae Ii Pool | G2 | 4.0 | 11/01/2048 | 58,204.00 | 55,600.00 | 0.00 |
| 36179UH39 | Ginnie Mae Ii Pool | G2 | 3.5 | 12/01/2048 | 70,853.00 | 65,771.00 | 0.00 |
| 36179UH54 | Ginnie Mae Ii Pool | G2 | 4.5 | 12/01/2048 | 99,154.00 | 97,904.00 | 0.00 |
| 36179UKX9 | Ginnie Mae Ii Pool | G2 | 4.0 | 01/01/2049 | 70,097.00 | 66,872.00 | 0.00 |
| 36179TNS0 | Ginnie Mae Ii Pool | G2 | 4.0 | 12/01/2047 | 81,895.00 | 78,352.00 | 0.00 |
| 36179TQN8 | Ginnie Mae Ii Pool | G2 | 3.0 | 01/01/2048 | 59,117.00 | 53,531.00 | 0.00 |
| 36179TJX4 | Ginnie Mae Ii Pool | G2 | 3.5 | 10/01/2047 | 117,353.00 | 108,935.00 | 0.00 |
| 36179T7L3 | Ginnie Mae Ii Pool | G2 | 4.5 | 08/01/2048 | 20,070.00 | 19,854.00 | 0.00 |
| 36179NM96 | Ginnie Mae Ii Pool | G2 | 3.0 | 09/01/2043 | 75,729.00 | 69,448.00 | 0.00 |
| 36179NBC1 | Ginnie Mae Ii Pool | G2 | 4.0 | 04/01/2043 | 77,696.00 | 74,723.00 | 0.00 |
| 36179NLC0 | Ginnie Mae Ii Pool | G2 | 3.0 | 08/01/2043 | 38,371.00 | 35,205.00 | 0.00 |
| 36179MVT4 | Ginnie Mae Ii Pool | G2 | 4.0 | 12/01/2042 | 117,160.00 | 113,396.00 | 0.00 |
| 35564KHE2 | Freddie Mac Stacr Remic Trust 2021-dna5 | STACR | 6.01 | 01/25/2034 | 87,302.00 | 87,573.00 | 0.00 |
| 36176W7E5 | Ginnie Mae I Pool | GN | 3.5 | 01/01/2042 | 49,330.00 | 46,284.00 | 0.00 |
| 36176WYH8 | Ginnie Mae I Pool | GN | 4.0 | 11/01/2041 | 63,952.00 | 61,769.00 | 0.00 |
| 36179M2Q2 | Ginnie Mae Ii Pool | G2 | 3.5 | 02/01/2043 | 98,263.00 | 92,266.00 | 0.00 |
| 31419AG43 | Fannie Mae Pool | FN | 4.5 | 08/01/2040 | 45,578.00 | 45,715.00 | 0.00 |
| 31419B5X9 | Fannie Mae Pool | FN | 4.0 | 09/01/2040 | 96,644.00 | 94,354.00 | 0.00 |
| 31419EJE0 | Fannie Mae Pool | FN | 5.0 | 10/01/2040 | 73,968.00 | 75,751.00 | 0.00 |
| 36179XHZ2 | Ginnie Mae Ii Pool | G2 | 5.0 | 10/01/2052 | 110,074.00 | 110,147.00 | 0.00 |
| 36184FSP4 | Ginnie Mae I Pool | GN | 3.0 | 08/01/2045 | 79,503.00 | 71,548.00 | 0.00 |
| 38379WAW2 | Government National Mortgage Association | GNR | 2.5 | 11/01/2045 | 110,454.00 | 102,369.00 | 0.00 |
| 38380YH24 | Government National Mortgage Association | GNR | — | 09/20/2048 | 1,458,802.00 | 41,283.00 | 0.00 |
| 38381AE85 | Government National Mortgage Association | GNR | — | 11/20/2048 | 1,701,435.00 | 47,517.00 | 0.00 |
| 38381AHP4 | Government National Mortgage Association | GNR | — | 10/20/2048 | 1,898,162.00 | 58,419.00 | 0.00 |
| 36241LEC6 | Ginnie Mae I Pool | GN | 6.0 | 12/01/2039 | 60,370.00 | 63,570.00 | 0.00 |
| 36202EPW3 | Ginnie Mae Ii Pool | G2 | 5.0 | 10/01/2037 | 4,250.00 | 4,356.00 | 0.00 |
| 36202FKP0 | Ginnie Mae Ii Pool | G2 | 5.0 | 09/01/2040 | 45,541.00 | 46,719.00 | 0.00 |
| 36202FM78 | Ginnie Mae Ii Pool | G2 | 4.0 | 12/01/2040 | 111,060.00 | 107,495.00 | 0.00 |
| 36202FUE4 | Ginnie Mae Ii Pool | G2 | 4.0 | 06/01/2041 | 47,629.00 | 46,099.00 | 0.00 |
| 46647TAR9 | Jpmcc Commercial Mortgage Securities Tru | JPMCC | 3.46 | 03/01/2050 | 102,355.00 | 101,437.00 | 0.00 |
| 47233JGT9 | Jefferies Financial Group Inc | JEF | 2.63 | 10/15/2031 | 95,000.00 | 84,482.00 | 0.00 |
| 501044DF5 | Kroger Co/the | KR | 3.88 | 10/15/2046 | 65,000.00 | 50,825.00 | 0.00 |
| 38383YAV4 | Government National Mortgage Association | GNR | — | 08/20/2052 | 2,101,915.00 | 39,904.00 | 0.00 |
| 38381WV62 | Government National Mortgage Association | GNR | — | 07/20/2049 | 6,070,132.00 | 71,192.00 | 0.00 |
| 38381XUA2 | Government National Mortgage Association | GNR | — | 08/20/2049 | 3,020,413.00 | 65,532.00 | 0.00 |
| 38383RFV4 | Government National Mortgage Association | GNR | — | 04/20/2052 | 105,218.00 | 2,941.00 | 0.00 |
| 38383T2H5 | Government National Mortgage Association | GNR | — | 07/20/2052 | 5,486,334.00 | 114,001.00 | 0.00 |
| 38383ABJ2 | Government National Mortgage Association | GNR | — | 01/20/2050 | 662,182.00 | 317.00 | 0.00 |
| 38383P5X5 | Government National Mortgage Association | GNR | — | 04/20/2052 | 2,658,528.00 | 60,073.00 | 0.00 |
| 38383PNA5 | Government National Mortgage Association | GNR | — | 03/20/2052 | 4,638,011.00 | 110,455.00 | 0.00 |
| 39809GAA3 | Greywolf Clo Vi Ltd | GWOLF | 5.61 | 04/26/2031 | 110,643.00 | 110,647.00 | 0.00 |
| SWB8ACMZRB | SWP: Ois Sofr 4.669000 17-may-2026 | — | — | 05/17/2026 | -26,965,000.00 | -138,268.00 | -0.01 |
| SWB8ACMDF1 | SWP: Ois Sofr 4.253000 13-may-2029 | — | — | 05/13/2029 | -30,400,000.00 | -938,717.00 | -0.04 |
| 21H0306A7 | Ginnie Mae | G2SF | 3.0 | 10/20/2055 | -1,000,000.00 | -892,576.00 | -0.04 |
| SWZ978T5JT | ICE: (cdx.na.ig.45.v1) | — | 1.0 | 12/20/2030 | -50,476,000.00 | -1,158,688.00 | -0.05 |
| 21H0406A6 | Ginnie Mae | G2SF | 4.0 | 10/20/2055 | -1,500,000.00 | -1,410,148.00 | -0.06 |
| 01F0526A5 | Fannie Mae Or Freddie Mac | FNCL | 5.5 | 10/01/2055 | -9,000,000.00 | -9,074,141.00 | -0.39 |
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ABOUT
PGIM Fixed Income, with $862 billion in assets under management as of March 31, 2025, is a global asset manager offering active solutions across all fixed income markets. The company has offices in Newark, N.J., London, Tokyo and Singapore. At PGIM Fixed Income we believe that research-driven security selection is the most consistent strategy for adding value to client portfolios. The firm complements that base strategy with active sector rotation, duration management, and superior trade execution. Risk budgeting is central to this approach. PGIM Limited is also a subadvisor on this fund. PGIM Limited is an indirect, wholly-owned subsidiary of PGIM, Inc. (“PGIM”), the principal asset management business of Prudential Financial, Inc. (“PFI”), a company incorporated and with its principal place of business in the United States.
Gregory Peters, Richard Piccirillo, Matthew Angelucci and Tyler Thorn of PGIM Fixed Income are primarily responsible for management of the PGIM Core Bond Fund.
Gregory Peters
Managing Director and Co-Chief Investment Officer of PGIM Fixed Income
Gregory Peters is a Managing Director and Co-Chief Investment Officer of PGIM Fixed Income.
Richard Piccirillo
Managing Director and Co-head on PGIM Fixed Income's Multi-Sector Team
Richard Piccirillo is a Managing Director and one of the co-heads on the Multi-Sector Team at PGIM Fixed Income.
Matthew Angelucci, CFA
Managing Director and Multi-Sector senior portfolio manager
Matthew Angelucci, CFA, is a Managing Director and senior portfolio manager on the Multi-Sector Team responsible for Global Bond Strategies.
Tyler Thorn
Principal and Portfolio Manager for PGIM Fixed Income's Multi-Sector Team
Tyler Thorn is a Principal and a portfolio manager on the Multi-Sector Team at PGIM Fixed Income.
Average Maturity is the average time to maturity for a bond. Credit quality is calculated using the highest rating assigned by a nationally recognized statistical rating organization (NRSRO) such as Moody’s, S&P, or Fitch. The Not Rated category consists of securities that have not been rated by an NRSRO. Duration measures investment risk that takes into account both a bond's interest payments and its value to maturity. Standard deviation depicts how widely returns vary around its average and is used to understand the range of returns most likely for a given fund. A higher standard deviation generally implies greater volatility. Overweight/Underweights are benchmarked against the Bloomberg US Aggregate Bond Index, which covers the USD-denominated, investment-grade, fixed-rate or step up, taxable bond market of SEC-registered securities and includes bonds from Treasury, Government- Related, Corporate, MBS (agency fixed-rate & hybrid ARM passthroughs), ABS, & CMBS sectors. Securities included in the index must have at least 1 year until final maturity & be rated investment-grade (Baa3/ BBB-/BBB-) or better using middle rating of Moody’s, S&P, & Fitch. All indexes and averages are unmanaged. Due to data availability, statistics may not be as of the current reporting period.
Enhanced cash strategies are variations on traditional money market vehicles. They are designed to provide liquidity and principal preservation, but with more of an emphasis on seeking returns that are superior to those of traditional money market offerings.
Source: Benchmarks - Lipper Inc.; Statistics - Morningstar Inc.; All other data from PGIM, Inc.
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BLOOMBERG® is a trademark and service mark of Bloomberg Finance L.P. and its affiliates (collectively “Bloomberg”). Bloomberg or Bloomberg’s licensors own all proprietary rights in the Bloomberg Indices. Bloomberg neither approves nor endorses this material, or guarantees the accuracy or completeness of any information herein, or makes any warranty, express or implied, as to the results obtained therefrom and, to the maximum extend allowed by law, neither shall have any liability or responsibility for injury or damages arising in connection therewith.
Class R shares are closed to new investors. Class R6 and Z shares may be available to group retirement plans and institutional investors through certain retirement, mutual fund wrap and asset allocation programs. They may also be available to institutional investors. Class Z shares may be available through fee- or commission-based retail brokerage programs of certain financial intermediaries. Class A, C, and Z shares are generally closed to new retirement plans. Please see the prospectus for additional information about fees, expenses, and investor eligibility.
Consider a fund's investment objectives, risks, charges and expenses carefully before investing. The prospectus and summary prospectus contain this and other information about the fund. For more information about a fund, click on the prospectus or summary prospectus link above. Read them carefully before investing.
Investment products are distributed by Prudential Investment Management Services LLC (PIMS), member FINRA and SIPC. PGIM Investments is a registered investment advisor and investment manager to PGIM registered investment companies. PGIM Fixed Income is a unit of PGIM, Inc., a registered investment advisor. PGIM Limited acts as a subadvisor to all fixed income funds. PGIM Limited is an indirect, wholly-owned subsidiary of PGIM, Inc. (“PGIM”), the principal asset management business of Prudential Financial, Inc. (“PFI”), a company incorporated and with its principal place of business in the United States. All are Prudential Financial affiliates. PGIM is the principal asset management business of Prudential Financial, Inc. (PFI), and a trading name of PGIM, Inc. and its global subsidiaries and affiliates. ©2025 Prudential Financial, Inc. and its related entities. PGIM, PGIM Investments, PGIM Fixed Income, PGIM Limited, and the PGIM logo are service marks of Prudential Financial, Inc. and its related entities, registered in many jurisdictions worldwide.
This material is being provided for informational or educational purposes only and does not take into account the investment objectives or financial situation of any client or prospective clients. The information is not intended as investment advice and is not a recommendation. Clients seeking information regarding their particular investment needs should contact their financial professional.
INVESTMENT PRODUCTS | Are not insured by the FDIC or any federal government agency | May lose value | Are not a deposit of or guaranteed by any bank or any bank affiliate.
Prudential Financial, Inc. of the United States is not affiliated in any manner with Prudential plc, incorporated in the United Kingdom or with Prudential Assurance Company, a subsidiary of M&G plc, incorporated in the United Kingdom.
4364467 Ed. 04/2025
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