PGIM Core Bond Fund (TAIBX)
A:TPCAX
C:TPCCX
R:TPCRX
R6:TPCQX
Z:TAIBX
$8.79
(
$
)
$
)
1-Day Change
YTD: 7.08%
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:
$2.295 Billion
Dividends (Paid):
Monthly
Dividends (Accrued):
Daily
Capital Gains:
Annually
Fund Statistics
AS OF
10/31/2025
|
Name
|
Weight
|
|---|---|
| Average Maturity (years) | 6.40 |
| 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: 3/423.0, 4/423.0, 3/381.0 and 3/282.0, 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
12/12/2025
|
Class
|
NAV ($)
|
NAV Change ($)
|
NAV Change (%)
|
POP ($)
|
Total Net Assets ($)
|
|---|---|---|---|---|---|
| A | 8.79 |
-0.03
|
-0.34 | 9.09 | 179,040,980.97 |
| C | 8.80 |
-0.03
|
-0.34 | — | 5,251,644.36 |
| R | 8.79 |
-0.03
|
-0.34 | — | 23,890.99 |
| R6 | 8.80 |
-0.03
|
-0.34 | — | 1,097,353,636.51 |
| Z | 8.79 |
-0.03
|
-0.34 | — | 1,080,583,645.10 |
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 $U.S. value over the previous day:
= Gain, 
= Loss, 
= No Change.
See Prices of other PGIM Investments Mutual Funds.
52 Week High/Low
AS OF
12/12/2025
|
Class
|
52 Week High ($)
|
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
11/30/2025
| 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 | 3.86 | 3.84 | 3.94 | 4.07 | — |
| C - View Prospectus | 3.19 | 2.90 | — | 3.26 | — |
| R - View Prospectus | 3.67 | -21.87 | — | 3.76 | — |
| R6 - View Prospectus | 4.31 | 4.28 | — | 4.39 | — |
| Z - View Prospectus | 4.31 | 4.23 | — | 4.38 | — |
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
10/31/2025
Sector vs Benchmark
|
Sector
|
Fund (% of Assets)
|
Overweight Underweight
|
|---|---|---|
| U.S. Govt Related | 31.5% | -39.2% |
| Treas | 3.8% | —% |
| Agency | 0.2% | —% |
| MBS | 27.5% | —% |
| Foreign Govt Related | 0.4% | -1.7% |
| U.S Municipals | 1.1% | 0.3% |
| Emerging Markets | 2.6% | 1.3% |
| Non Agency MBS | 2.6% | 2.6% |
| High Yield | 3.3% | 3.3% |
| Inv Grade Corp | 27.1% | 3.8% |
| Commercial MBS | 8.9% | 7.5% |
| ABS | 22.3% | 21.9% |
| Other | 0.1% | —% |
| Cash/Equiv | 0.1% | —% |
Credit Quality (% of Assets)
| AAA | 30.1% |
|---|---|
| AA | 36.3% |
| A | 10.5% |
| BBB | 14.5% |
| BB | 1.7% |
| B | 0.3% |
| Not Rated | 6.5% |
| Cash/Equiv | 0.1% |
Largest Issuers (% of Assets)
|
Largest Issuers
|
% of Assets
|
|---|---|
| Federal National Mortgage Association | 12.1% |
| Federal Home Loan Mortgage | 9.6% |
| United States Of America | 9.6% |
| PGIM AAA CLO ETF | 5.2% |
| Bank of America | 1.3% |
| TIKEHAU CLO | 1.2% |
| CIFC CLO | 1.1% |
| ELMWOOD CLO | 1.1% |
| JPMorgan Chase | 1.1% |
| Santander Auto | 1.1% |
FUND STATISTICS
AS OF
10/31/2025
| Average Maturity (years) | 6.4 |
|---|---|
| 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
10/31/2025
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 | — | — | 2,307,000.00 | 118,741,290.00 | 5.16 |
| 912810TK4 | United States Treasury Note/bond | T | 3.38 | 08/15/2042 | 41,900,000.00 | 36,001,265.00 | 1.56 |
| 69344A750 | PGIM Corporate Bond 0-5 Year Etf | PCS | — | — | 450,000.00 | 22,727,520.00 | 0.99 |
| 912834KH0 | United States Treasury Strip Coupon | S | — | 05/15/2041 | 34,830,000.00 | 16,758,309.00 | 0.73 |
| 31418ER85 | Fannie Mae Pool | FN | 5.5 | 05/01/2053 | 16,304,182.00 | 16,536,346.00 | 0.72 |
| 912810TW8 | United States Treasury Note/bond | T | 4.75 | 11/15/2043 | 16,085,000.00 | 16,389,107.00 | 0.71 |
| 3132DWMX8 | Freddie Mac Pool | FR | 5.0 | 11/01/2054 | 15,996,080.00 | 15,921,029.00 | 0.69 |
| 17180WAJ4 | CIFC Funding 2018-ii Ltd | CIFC | 5.25 | 10/20/2037 | 14,750,000.00 | 14,791,134.00 | 0.64 |
| 29001LAW1 | Elmwood Clo Ii Ltd | ELMW2 | 5.23 | 10/20/2037 | 14,750,000.00 | 14,785,591.00 | 0.64 |
| 31418ED80 | Fannie Mae Pool | FN | 4.0 | 06/01/2052 | 15,472,636.00 | 14,760,650.00 | 0.64 |
| 37148EAN4 | Generate Clo 8 Ltd | GNRT | 5.26 | 01/20/2038 | 14,750,000.00 | 14,792,462.00 | 0.64 |
| 3132DWGH0 | Freddie Mac Pool | FR | 5.5 | 02/01/2053 | 13,813,228.00 | 13,991,849.00 | 0.61 |
| 31418EP20 | Fannie Mae Pool | FN | 5.0 | 03/01/2053 | 13,419,134.00 | 13,409,182.00 | 0.58 |
| 31418DYX4 | Fannie Mae Pool | FN | 2.0 | 05/01/2051 | 15,960,394.00 | 13,042,808.00 | 0.57 |
| CURRENCY | Currency | — | — | — | 12,705,438.00 | 12,709,840.00 | 0.55 |
| 973142AQ5 | THL Credit Wind River 2020-1 Clo Ltd | WINDR | 5.45 | 07/20/2037 | 12,000,000.00 | 12,034,638.00 | 0.52 |
| 67578CAL8 | Octagon 70 Alto Ltd | OCT70 | 5.02 | 10/20/2036 | 11,750,000.00 | 11,761,573.00 | 0.51 |
| 565923BC2 | Marble Point Clo Xxv Ltd | MP25 | 5.07 | 10/20/2036 | 11,750,000.00 | 11,766,602.00 | 0.51 |
| 06051GJT7 | BANK Of America Corp | BAC | 2.69 | 04/22/2032 | 12,960,000.00 | 11,844,652.00 | 0.51 |
| 3137HLZC9 | Freddie Mac Remics | FHR | 4.2 | 06/25/2055 | 11,066,376.00 | 11,213,093.00 | 0.49 |
| 55820CAW5 | Madison Park Funding Xxix Ltd | MDPK | 5.06 | 03/25/2038 | 11,230,000.00 | 11,230,863.00 | 0.49 |
| 34536BAA5 | FORD Credit Auto Owner Trust 2025-rev2 | FORDR | 4.37 | 02/15/2038 | 11,182,000.00 | 11,236,270.00 | 0.49 |
| 289910AA9 | Elmwood Clo 39 Ltd | ELM39 | 5.02 | 04/17/2038 | 11,000,000.00 | 10,993,698.00 | 0.48 |
| 03990HAA6 | ARES Loan Funding Ix Ltd | ARES | 5.08 | 03/31/2038 | 10,500,000.00 | 10,495,939.00 | 0.46 |
| 88676NAQ0 | Tikehau Us Clo Iii Ltd | TKO | 5.75 | 01/20/2036 | 10,500,000.00 | 10,524,864.00 | 0.46 |
| 88677FAA1 | Tikehau Us Clo Vii Ltd | TKO | 5.08 | 02/25/2038 | 10,500,000.00 | 10,513,293.00 | 0.46 |
| 03330NAU8 | Anchorage Capital Clo 11 Ltd | ANCHC | 5.39 | 07/22/2037 | 10,000,000.00 | 10,031,029.00 | 0.44 |
| 28623MAS8 | Elevation Clo 2021-12 Ltd | AWPT | 5.5 | 04/20/2037 | 10,000,000.00 | 10,034,725.00 | 0.44 |
| 3136BWRC2 | Fannie Mae Remics | FNR | 4.2 | 07/25/2055 | 10,095,924.00 | 10,229,780.00 | 0.44 |
| 881936AA6 | Texas Debt Capital Clo 2025-i Ltd | TCIFC | 5.01 | 04/24/2038 | 10,000,000.00 | 9,994,111.00 | 0.43 |
| 31418EDE7 | Fannie Mae Pool | FN | 3.5 | 05/01/2052 | 10,379,966.00 | 9,585,873.00 | 0.42 |
| 05610QAC7 | BMO 2023-5c2 Mortgage Trust | BMO | 7.05 | 11/15/2056 | 9,000,000.00 | 9,633,494.00 | 0.42 |
| 68270DAA9 | Onemain Financial Issuance Trust 2025-1 | OMFIT | 4.82 | 07/14/2038 | 9,100,000.00 | 9,185,982.00 | 0.40 |
| 69344A743 | PGIM Corporate Bond 5-10 Year Etf | PCI | — | — | 175,000.00 | 8,917,982.00 | 0.39 |
| 08164AAG7 | Benchmark 2025-v13 Mortgage Trust | BMARK | 5.82 | 02/01/2057 | 8,500,000.00 | 8,927,055.00 | 0.39 |
| 3132DWE58 | Freddie Mac Pool | FR | 4.0 | 10/01/2052 | 9,397,745.00 | 8,954,604.00 | 0.39 |
| 3132DV7B5 | Freddie Mac Pool | FR | 2.0 | 09/01/2050 | 10,904,428.00 | 8,934,915.00 | 0.39 |
| 3132DWER0 | Freddie Mac Pool | FR | 4.0 | 09/01/2052 | 9,095,930.00 | 8,670,313.00 | 0.38 |
| 31418DTQ5 | Fannie Mae Pool | FN | 2.0 | 10/01/2050 | 10,755,715.00 | 8,808,605.00 | 0.38 |
| 12509VAG7 | CBAM 2020-12 Ltd | CBAM | 5.33 | 07/20/2034 | 8,500,000.00 | 8,501,379.00 | 0.37 |
| 682684AA3 | Onemain Direct Auto Receivables Trust 20 | ODART | 5.36 | 04/16/2035 | 8,200,000.00 | 8,435,293.00 | 0.37 |
| 06542BBC0 | BANK 2021-bnk32 | BANK | 2.35 | 04/01/2054 | 9,000,000.00 | 8,226,205.00 | 0.36 |
| 3132DWDJ9 | Freddie Mac Pool | FR | 2.5 | 04/01/2052 | 9,650,065.00 | 8,224,664.00 | 0.36 |
| 3132DWBJ1 | Freddie Mac Pool | FR | 2.5 | 04/01/2051 | 9,510,807.00 | 8,120,318.00 | 0.35 |
| 3132DWK93 | Freddie Mac Pool | FR | 5.5 | 04/01/2054 | 7,925,514.00 | 8,014,148.00 | 0.35 |
| 03881VAG4 | Arbor Multifamily Mortgage Securities Tr | AMMST | 2.25 | 06/01/2054 | 8,900,000.00 | 7,956,300.00 | 0.35 |
| 17327CAM5 | Citigroup Inc | C | 1.12 | 01/28/2027 | 8,090,000.00 | 8,027,003.00 | 0.35 |
| 77586RAY6 | Romanian Government International Bond | ROMANI | 5.75 | 09/16/2030 | 7,960,000.00 | 8,145,070.00 | 0.35 |
| 34528QJK1 | FORD Credit Floorplan Master Owner Trust | FORDF | 4.3 | 09/15/2029 | 7,700,000.00 | 7,730,833.00 | 0.34 |
| 31418ENL0 | Fannie Mae Pool | FN | 6.0 | 01/01/2053 | 7,682,777.00 | 7,890,334.00 | 0.34 |
| 36179XHY5 | Ginnie Mae Ii Pool | G2 | 4.5 | 10/20/2052 | 7,882,860.00 | 7,748,952.00 | 0.34 |
| 01F0426B4 | Fannie Mae Or Freddie Mac | FNCL | 4.5 | 11/01/2055 | 8,000,000.00 | 7,796,971.00 | 0.34 |
| 055986AC7 | BMO 2023-5c1 Mortgage Trust | BMO | 6.53 | 08/01/2056 | 7,200,000.00 | 7,544,837.00 | 0.33 |
| 3132DWHE6 | Freddie Mac Pool | FR | 5.0 | 06/01/2053 | 7,702,928.00 | 7,696,723.00 | 0.33 |
| 081925AB5 | Benchmark 2023-b39 Mortgage Trust | BMARK | 6.57 | 07/01/2056 | 7,000,000.00 | 7,268,395.00 | 0.32 |
| 01F0206C8 | Fannie Mae Or Freddie Mac | FNCL | 2.0 | 12/01/2055 | 9,000,000.00 | 7,297,781.00 | 0.32 |
| 912834LX4 | United States Treasury Strip Coupon | S | — | 11/15/2042 | 16,900,000.00 | 7,468,456.00 | 0.32 |
| 92343VGN8 | Verizon Communications Inc | VZ | 2.36 | 03/15/2032 | 8,190,000.00 | 7,172,023.00 | 0.31 |
| 00193GAB7 | ARI Fleet Lease Trust 2025-b | ARIFL | 4.59 | 03/15/2034 | 7,200,000.00 | 7,234,418.00 | 0.31 |
| 379925AA8 | GM Financial Revolving Receivables Trust | GMREV | 4.52 | 03/11/2037 | 7,000,000.00 | 7,082,582.00 | 0.31 |
| 31418EHK9 | Fannie Mae Pool | FN | 4.5 | 09/01/2052 | 7,042,379.00 | 6,895,935.00 | 0.30 |
| 172967PU9 | Citigroup Inc | C | 6.02 | 01/24/2036 | 6,708,000.00 | 7,019,534.00 | 0.30 |
| 14317YAN4 | Carlyle Us Clo 2021-5 Ltd | CGMS | 5.2 | 03/31/2038 | 7,000,000.00 | 7,017,500.00 | 0.30 |
| 05377RGC2 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 5.25 | 04/20/2029 | 6,600,000.00 | 6,732,529.00 | 0.29 |
| 46647PBE5 | Jpmorgan Chase & Co | JPM | 2.74 | 10/15/2030 | 7,000,000.00 | 6,615,614.00 | 0.29 |
| 80288DAE6 | Santander Drive Auto Receivables Trust 2 | SDART | 5.04 | 03/17/2031 | 6,500,000.00 | 6,574,835.00 | 0.29 |
| 86562MDZ0 | Sumitomo Mitsui Financial Group Inc | SUMIBK | 4.95 | 07/08/2033 | 6,400,000.00 | 6,526,417.00 | 0.28 |
| 65163LAR0 | Newmont Corp / Newcrest Finance Pty Ltd | NEM | 5.35 | 03/15/2034 | 6,205,000.00 | 6,481,091.00 | 0.28 |
| 571748CA8 | Marsh & Mclennan Cos Inc | MMC | 4.65 | 03/15/2030 | 6,335,000.00 | 6,442,691.00 | 0.28 |
| 38141GA87 | Goldman Sachs Group Inc/the | GS | 5.73 | 04/25/2030 | 6,135,000.00 | 6,411,533.00 | 0.28 |
| 097023DG7 | Boeing Co/the | BA | 2.2 | 02/04/2026 | 6,505,000.00 | 6,468,496.00 | 0.28 |
| 25278XAV1 | Diamondback Energy Inc | FANG | 6.25 | 03/15/2033 | 6,065,000.00 | 6,531,470.00 | 0.28 |
| 081916AB4 | Benchmark 2023-b38 Mortgage Trust | BMARK | 5.63 | 04/01/2056 | 6,000,000.00 | 6,135,830.00 | 0.27 |
| 06541JAF8 | BANK 2021-bnk34 | BANK | 2.16 | 06/01/2063 | 7,000,000.00 | 6,254,780.00 | 0.27 |
| 03837AAA8 | Aptiv Swiss Holdings Ltd | APTV | 4.65 | 09/13/2029 | 6,095,000.00 | 6,191,669.00 | 0.27 |
| 00834BAF4 | Affirm Asset Securitization Trust 2024-a | AFFRM | 5.61 | 02/15/2029 | 6,300,000.00 | 6,320,299.00 | 0.27 |
| 3128MJZB9 | Freddie Mac Gold Pool | FG | 3.0 | 12/01/2046 | 6,725,018.00 | 6,136,097.00 | 0.27 |
| 303901BN1 | Fairfax Financial Holdings Ltd | FFHCN | 6.0 | 12/07/2033 | 5,900,000.00 | 6,266,057.00 | 0.27 |
| 36179W5D6 | Ginnie Mae Ii Pool | G2 | 3.5 | 05/01/2052 | 6,787,308.00 | 6,267,718.00 | 0.27 |
| 31418EGT1 | Fannie Mae Pool | FN | 5.0 | 07/01/2052 | 6,225,394.00 | 6,223,908.00 | 0.27 |
| 46188BAG7 | Invitation Homes Operating Partnership L | INVH | 4.88 | 02/01/2035 | 6,035,000.00 | 5,970,780.00 | 0.26 |
| 83368RCK6 | Societe Generale Sa | SOCGEN | 5.44 | 10/03/2036 | 6,020,000.00 | 6,016,223.00 | 0.26 |
| 74440W862 | (pipa070) Pgim Core Government Money Mar | — | 4.12 | 12/01/2099 | 6,074,811.00 | 6,074,811.00 | 0.26 |
| 3140XJHV8 | Fannie Mae Pool | FN | 2.0 | 02/01/2051 | 7,322,086.00 | 5,977,301.00 | 0.26 |
| 00206RKH4 | AT&T Inc | T | 2.25 | 02/01/2032 | 6,860,000.00 | 5,997,801.00 | 0.26 |
| 076912AA2 | Beignet Investor Llc | RPLDCI | 6.58 | 05/30/2049 | 5,661,000.00 | 6,045,845.00 | 0.26 |
| 06539WBA3 | BANK 2020-bnk25 | BANK | 2.4 | 01/01/2063 | 6,200,000.00 | 5,788,323.00 | 0.25 |
| 61747YED3 | Morgan Stanley | MS | 2.24 | 07/21/2032 | 6,460,000.00 | 5,720,265.00 | 0.25 |
| 46647PEV4 | Jpmorgan Chase & Co | JPM | 5.14 | 01/24/2031 | 5,605,000.00 | 5,792,239.00 | 0.25 |
| 34529BAA4 | FORD Credit Floorplan Master Owner Trust | FORDF | 4.63 | 04/15/2030 | 5,700,000.00 | 5,775,948.00 | 0.25 |
| 31418ED72 | Fannie Mae Pool | FN | 3.5 | 06/01/2052 | 5,883,262.00 | 5,433,186.00 | 0.24 |
| 36179WFG8 | Ginnie Mae Ii Pool | G2 | 2.5 | 05/01/2051 | 6,497,062.00 | 5,627,394.00 | 0.24 |
| 61772BAB9 | Morgan Stanley | MS | 1.59 | 05/04/2027 | 5,600,000.00 | 5,524,767.00 | 0.24 |
| 78398JAA2 | SCG Trust 2025-snip | SCG | 5.53 | 09/15/2042 | 5,550,000.00 | 5,557,283.00 | 0.24 |
| 858119BK5 | Steel Dynamics Inc | STLD | 3.45 | 04/15/2030 | 5,710,000.00 | 5,500,984.00 | 0.24 |
| 88675CAA0 | Tikehau Us Clo Iv Ltd | TKO | 6.1 | 07/15/2034 | 5,500,000.00 | 5,500,000.00 | 0.24 |
| 891950AA5 | Toyota Auto Loan Extended Note Trust 202 | TALNT | 4.65 | 05/25/2038 | 5,400,000.00 | 5,498,492.00 | 0.24 |
| 31418DVB5 | Fannie Mae Pool | FN | 1.5 | 12/01/2050 | 7,207,496.00 | 5,577,486.00 | 0.24 |
| 96328GCK1 | Wheels Fleet Lease Funding 1 Llc | WFLF | 4.41 | 05/18/2040 | 5,600,000.00 | 5,628,577.00 | 0.24 |
| 95003CAC4 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 1.96 | 04/15/2054 | 5,921,000.00 | 5,394,365.00 | 0.23 |
| 95000U3E1 | Wells Fargo & Co | WFC | 5.57 | 07/25/2029 | 5,045,000.00 | 5,222,986.00 | 0.23 |
| 06540AAC5 | BANK 2019-bnk20 | BANK | 2.76 | 09/01/2062 | 5,504,322.00 | 5,205,819.00 | 0.23 |
| 233063AQ9 | Dbjpm 20-c9 Mortgage Trust | DBJPM | 1.64 | 08/01/2053 | 5,800,000.00 | 5,239,343.00 | 0.23 |
| 12576AAA4 | CIP Commercial Mortgage Trust 2025-sbay | CIP | 5.5 | 10/15/2037 | 5,400,000.00 | 5,405,074.00 | 0.23 |
| 68269HAA3 | Onemain Financial Issuance Trust 2023-2 | OMFIT | 5.84 | 09/15/2036 | 5,300,000.00 | 5,408,105.00 | 0.23 |
| 36179VVX5 | Ginnie Mae Ii Pool | G2 | 2.0 | 10/20/2050 | 6,313,315.00 | 5,253,033.00 | 0.23 |
| 455780EA0 | Indonesia Government International Bond | INDON | 5.6 | 01/15/2035 | 4,950,000.00 | 5,265,562.00 | 0.23 |
| 446413AT3 | Huntington Ingalls Industries Inc | HII | 4.2 | 05/01/2030 | 5,328,000.00 | 5,270,807.00 | 0.23 |
| 35564NFY4 | Freddie Mac Stacr Remic Trust 2025-dna1 | STACR | 5.13 | 01/25/2045 | 5,318,750.00 | 5,323,749.00 | 0.23 |
| 31418EMR8 | Fannie Mae Pool | FN | 4.5 | 01/01/2053 | 5,057,952.00 | 4,951,210.00 | 0.22 |
| 22945EAT8 | Csail 2021-c20 Commercial Mortgage Trust | CSAIL | 2.49 | 03/01/2054 | 5,370,689.00 | 4,955,050.00 | 0.22 |
| 06540EAE3 | BANK 2021-bnk38 | BANK | 2.28 | 12/15/2064 | 5,700,000.00 | 4,987,089.00 | 0.22 |
| 05526DBD6 | BAT Capital Corp | BATSLN | 4.39 | 08/15/2037 | 5,500,000.00 | 5,041,120.00 | 0.22 |
| 00833BAG3 | Affirm Master Trust | AFRMT | 4.67 | 07/15/2033 | 5,100,000.00 | 5,115,530.00 | 0.22 |
| 05492VAE5 | Bbcms Mortgage Trust 2020-c7 | BBCMS | 1.79 | 04/15/2053 | 5,700,000.00 | 5,079,367.00 | 0.22 |
| 3132D6J50 | Freddie Mac Pool | FR | 5.0 | 05/01/2040 | 5,095,461.00 | 5,145,661.00 | 0.22 |
| 3132DWDT7 | Freddie Mac Pool | FR | 3.5 | 05/01/2052 | 5,490,180.00 | 5,070,173.00 | 0.22 |
| 05377REZ3 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 3.83 | 08/21/2028 | 4,800,000.00 | 4,771,155.00 | 0.21 |
| 3618N5A33 | Ginnie Mae Ii Pool | G2 | 5.0 | 11/01/2054 | 4,938,117.00 | 4,927,376.00 | 0.21 |
| 682685AA0 | Onemain Direct Auto Receivables Trust 20 | ODART | 5.41 | 11/14/2029 | 4,800,000.00 | 4,842,059.00 | 0.21 |
| 718547AK8 | Phillips 66 Co | PSX | 3.15 | 12/15/2029 | 5,000,000.00 | 4,784,141.00 | 0.21 |
| 50540RBB7 | Laboratory Corp Of America Holdings | LH | 4.8 | 10/01/2034 | 4,810,000.00 | 4,763,295.00 | 0.21 |
| 83012DAQ6 | Sixth Street Clo Xvi Ltd | SIXST | 5.67 | 01/20/2037 | 4,750,000.00 | 4,759,940.00 | 0.21 |
| 95002XBC8 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 1.86 | 08/01/2053 | 5,300,000.00 | 4,788,503.00 | 0.21 |
| 92564RAJ4 | VICI Properties Lp / Vici Note Co Inc | VICI | 5.75 | 02/01/2027 | 4,680,000.00 | 4,735,810.00 | 0.21 |
| 912810TF5 | United States Treasury Note/bond | T | 2.38 | 02/15/2042 | 6,425,000.00 | 4,802,687.00 | 0.21 |
| 92212WAF7 | VAR Energi Asa | VARNO | 5.88 | 05/22/2030 | 4,461,000.00 | 4,642,857.00 | 0.20 |
| 95000U3D3 | Wells Fargo & Co | WFC | 5.39 | 04/24/2034 | 4,350,000.00 | 4,518,296.00 | 0.20 |
| 87264ABF1 | T-mobile Usa Inc | TMUS | 3.88 | 04/15/2030 | 4,780,000.00 | 4,680,985.00 | 0.20 |
| 55336VBQ2 | MPLX Lp | MPLX | 2.65 | 08/15/2030 | 4,920,000.00 | 4,529,338.00 | 0.20 |
| 3618N5JG5 | Ginnie Mae Ii Pool | G2 | 7.0 | 03/01/2055 | 4,375,711.00 | 4,505,706.00 | 0.20 |
| 36179UXT4 | Ginnie Mae Ii Pool | G2 | 3.5 | 08/01/2049 | 5,093,618.00 | 4,697,440.00 | 0.20 |
| 44891ADM6 | Hyundai Capital America | HYNMTR | 5.3 | 01/08/2030 | 4,560,000.00 | 4,689,068.00 | 0.20 |
| 31418EXU9 | Fannie Mae Pool | FN | 5.5 | 11/01/2053 | 4,493,112.00 | 4,548,472.00 | 0.20 |
| 31418EDJ6 | Fannie Mae Pool | FN | 3.0 | 05/01/2037 | 4,705,749.00 | 4,508,560.00 | 0.20 |
| 36179UD90 | Ginnie Mae Ii Pool | G2 | 4.0 | 10/01/2048 | 4,784,698.00 | 4,603,683.00 | 0.20 |
| 06540JBB7 | BANK 2020-bnk26 | BANK | 2.16 | 03/01/2063 | 5,000,000.00 | 4,559,795.00 | 0.20 |
| 08576PAH4 | Berry Global Inc | AMCR | 1.57 | 01/15/2026 | 4,740,000.00 | 4,710,247.00 | 0.20 |
| 049919AA1 | ATLX 2024-rpl2 Trust | ATLX | 3.85 | 04/25/2063 | 4,756,519.00 | 4,615,249.00 | 0.20 |
| 20268JAS2 | Commonspirit Health | CATMED | 5.32 | 12/01/2034 | 4,510,000.00 | 4,609,305.00 | 0.20 |
| 11135FCU3 | Broadcom Inc | AVGO | 3.42 | 04/15/2033 | 4,847,000.00 | 4,522,190.00 | 0.20 |
| 3132DWBT9 | Freddie Mac Pool | FR | 2.0 | 06/01/2051 | 5,528,779.00 | 4,517,500.00 | 0.20 |
| 3132DWCP6 | Freddie Mac Pool | FR | 2.5 | 11/01/2051 | 5,201,616.00 | 4,438,210.00 | 0.19 |
| 3137FL6V1 | Freddie Mac Multifamily Structured Pass | FHMS | 3.6 | 01/01/2029 | 4,500,000.00 | 4,447,647.00 | 0.19 |
| 08161BAX1 | Benchmark 2018-b3 Mortgage Trust | BMARK | 3.76 | 04/01/2051 | 4,437,368.00 | 4,402,538.00 | 0.19 |
| 06738ECJ2 | Barclays Plc | BACR | 6.5 | 09/13/2027 | 4,370,000.00 | 4,448,270.00 | 0.19 |
| 055451BE7 | BHP Billiton Finance Usa Ltd | BHP | 5.25 | 09/08/2033 | 4,245,000.00 | 4,416,604.00 | 0.19 |
| 05554FAB1 | Bbcms Mortgage Trust 2023-c22 | BBCMS | 6.73 | 11/01/2056 | 4,154,413.00 | 4,388,945.00 | 0.19 |
| 34535QAA3 | FORD Credit Auto Owner Trust 2023-rev1 | FORDR | 4.85 | 08/15/2035 | 4,200,000.00 | 4,272,967.00 | 0.19 |
| 36179VX21 | Ginnie Mae Ii Pool | G2 | 3.5 | 11/01/2050 | 4,669,953.00 | 4,314,675.00 | 0.19 |
| 361886DQ4 | GMF Floorplan Owner Revolving Trust | GFORT | 4.73 | 11/15/2029 | 4,400,000.00 | 4,451,630.00 | 0.19 |
| 36179YYX6 | Ginnie Mae Ii Pool | G2 | 6.0 | 06/01/2054 | 4,396,805.00 | 4,487,127.00 | 0.19 |
| 95000U3P6 | Wells Fargo & Co | WFC | 5.24 | 01/24/2031 | 4,235,000.00 | 4,380,097.00 | 0.19 |
| 36179Y5L4 | Ginnie Mae Ii Pool | G2 | 5.5 | 08/20/2054 | 4,184,339.00 | 4,224,588.00 | 0.18 |
| 46514Y8A8 | Israel Government International Bond | ISRAEL | 5.38 | 02/19/2030 | 4,014,000.00 | 4,154,490.00 | 0.18 |
| 46647PBW5 | Jpmorgan Chase & Co | JPM | 1.04 | 02/04/2027 | 4,160,000.00 | 4,126,175.00 | 0.18 |
| 31418DXK3 | Fannie Mae Pool | FN | 2.0 | 03/01/2051 | 4,984,320.00 | 4,074,740.00 | 0.18 |
| 68327LAC0 | Ontario Teachers' Cadillac Fairview Prop | CFPTCN | 4.13 | 02/01/2029 | 4,190,000.00 | 4,166,030.00 | 0.18 |
| 65535HBM0 | Nomura Holdings Inc | NOMURA | 6.07 | 07/12/2028 | 3,905,000.00 | 4,080,112.00 | 0.18 |
| 90278PAZ3 | UBS Commercial Mortgage Trust 2019-c18 | UBSCM | 2.78 | 12/01/2052 | 4,400,000.00 | 4,138,973.00 | 0.18 |
| 06539XAC8 | BANK 2020-bnk27 | BANK | 1.9 | 04/01/2063 | 4,700,000.00 | 4,190,433.00 | 0.18 |
| 06051GJP5 | BANK Of America Corp | BAC | 2.65 | 03/11/2032 | 4,500,000.00 | 4,114,127.00 | 0.18 |
| 3132DWE74 | Freddie Mac Pool | FR | 5.0 | 10/01/2052 | 4,056,143.00 | 4,054,965.00 | 0.18 |
| 3133KN4U4 | Freddie Mac Pool | FR | 2.5 | 04/01/2052 | 4,617,894.00 | 3,953,764.00 | 0.17 |
| 065403BB2 | BANK 2019-bnk17 | BANK | 3.46 | 04/01/2052 | 4,115,690.00 | 4,016,634.00 | 0.17 |
| 12674UAA1 | Coopr Residential Mortgage Trust 2025-ce | COOPR | 5.5 | 06/25/2060 | 3,948,105.00 | 3,981,452.00 | 0.17 |
| 80288JAE3 | Santander Drive Auto Receivables Trust 2 | SDART | 4.68 | 09/15/2031 | 3,800,000.00 | 3,806,214.00 | 0.17 |
| 65339KCM0 | Nextera Energy Capital Holdings Inc | NEE | 4.9 | 02/28/2028 | 3,870,000.00 | 3,937,105.00 | 0.17 |
| 6174467Y9 | Morgan Stanley | MS | 4.35 | 09/08/2026 | 3,800,000.00 | 3,806,553.00 | 0.17 |
| 31418DYC0 | Fannie Mae Pool | FN | 2.5 | 04/01/2051 | 4,667,564.00 | 3,980,562.00 | 0.17 |
| 345397B93 | FORD Motor Credit Co Llc | F | 2.9 | 02/10/2029 | 4,250,000.00 | 3,960,564.00 | 0.17 |
| 48128BAH4 | Jpmorgan Chase & Co | JPM | 6.73 | 10/01/2174 | 3,920,000.00 | 3,920,894.00 | 0.17 |
| 36179YYZ1 | Ginnie Mae Ii Pool | G2 | 7.0 | 06/01/2054 | 3,797,642.00 | 3,914,881.00 | 0.17 |
| 36179WJQ2 | Ginnie Mae Ii Pool | G2 | 2.0 | 07/01/2051 | 4,793,657.00 | 3,988,592.00 | 0.17 |
| 969457CP3 | Williams Cos Inc/the | WMB | 5.6 | 03/15/2035 | 3,765,000.00 | 3,908,083.00 | 0.17 |
| 6174468X0 | Morgan Stanley | MS | 1.93 | 04/28/2032 | 4,245,000.00 | 3,714,412.00 | 0.16 |
| 83368RAZ5 | Societe Generale Sa | SOCGEN | 1.49 | 12/14/2026 | 3,800,000.00 | 3,786,526.00 | 0.16 |
| 74448MAA4 | PRPM 2024-rpl4 Llc | PRPM | 4.0 | 12/25/2054 | 3,789,596.00 | 3,710,652.00 | 0.16 |
| 11120VAJ2 | Brixmor Operating Partnership Lp | BRX | 4.05 | 07/01/2030 | 3,665,000.00 | 3,596,377.00 | 0.16 |
| 05377RER1 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 1.66 | 02/20/2028 | 3,800,000.00 | 3,694,445.00 | 0.16 |
| 3132DWE66 | Freddie Mac Pool | FR | 4.5 | 10/01/2052 | 3,653,442.00 | 3,577,092.00 | 0.16 |
| 29373NAB3 | Enterprise Fleet Financing 2025-4 Llc | EFF | 4.05 | 08/20/2028 | 3,800,000.00 | 3,798,070.00 | 0.16 |
| 3132DWEC3 | Freddie Mac Pool | FR | 4.5 | 07/01/2052 | 3,428,690.00 | 3,354,010.00 | 0.15 |
| 00973RAF0 | AKER Bp Asa | AKERBP | 3.75 | 01/15/2030 | 3,695,000.00 | 3,560,509.00 | 0.15 |
| 06051GHQ5 | BANK Of America Corp | BAC | 3.97 | 02/07/2030 | 3,380,000.00 | 3,356,751.00 | 0.15 |
| 05553WAB5 | Bbcms Mortgage Trust 2023-c21 | BBCMS | 6.3 | 09/01/2056 | 3,319,836.00 | 3,482,752.00 | 0.15 |
| 281907AA3 | EFMT 2024-ces1 | EFMT | 5.52 | 01/26/2060 | 3,319,663.00 | 3,340,936.00 | 0.15 |
| 775109DF5 | Rogers Communications Inc | RCICN | 5.3 | 02/15/2034 | 3,365,000.00 | 3,397,673.00 | 0.15 |
| 749410AA4 | RCKT Mortgage Trust 2024-ces6 | RCKT | 5.34 | 09/01/2044 | 3,520,907.00 | 3,529,879.00 | 0.15 |
| 802919AE0 | Santander Drive Auto Receivables Trust 2 | SDART | 4.95 | 04/15/2030 | 3,400,000.00 | 3,413,161.00 | 0.15 |
| 80413TBJ7 | Saudi Government International Bond | KSA | 5.13 | 01/13/2028 | 3,440,000.00 | 3,508,800.00 | 0.15 |
| 91087BBC3 | Mexico Government International Bond | MEX | 6.88 | 05/13/2037 | 3,290,000.00 | 3,559,780.00 | 0.15 |
| 857524AH5 | Republic Of Poland Government Internatio | POLAND | 5.38 | 02/12/2035 | 3,355,000.00 | 3,506,813.00 | 0.15 |
| 55336VBX7 | MPLX Lp | MPLX | 5.5 | 06/01/2034 | 3,340,000.00 | 3,405,041.00 | 0.15 |
| 49326EEP4 | Keycorp | KEY | 6.4 | 03/06/2035 | 3,120,000.00 | 3,376,064.00 | 0.15 |
| 448579AJ1 | Hyatt Hotels Corp | H | 5.75 | 04/23/2030 | 3,290,000.00 | 3,424,352.00 | 0.15 |
| 36179TLR4 | Ginnie Mae Ii Pool | G2 | 3.0 | 11/01/2047 | 3,828,167.00 | 3,482,599.00 | 0.15 |
| 345397A45 | FORD Motor Credit Co Llc | F | 4.27 | 01/09/2027 | 3,200,000.00 | 3,180,570.00 | 0.14 |
| 31418DYB2 | Fannie Mae Pool | FN | 2.0 | 04/01/2051 | 3,849,066.00 | 3,144,250.00 | 0.14 |
| 38141GYG3 | Goldman Sachs Group Inc/the | GS | 1.54 | 09/10/2027 | 3,405,000.00 | 3,327,509.00 | 0.14 |
| 36179VVY3 | Ginnie Mae Ii Pool | G2 | 2.5 | 10/01/2050 | 3,613,576.00 | 3,137,527.00 | 0.14 |
| 36179V4V9 | Ginnie Mae Ii Pool | G2 | 2.5 | 01/01/2051 | 3,801,273.00 | 3,294,087.00 | 0.14 |
| 36179XVS2 | Ginnie Mae Ii Pool | G2 | 5.0 | 03/01/2053 | 3,206,083.00 | 3,213,730.00 | 0.14 |
| 22966RAH9 | Cubesmart Lp | CUBE | 2.25 | 12/15/2028 | 3,360,000.00 | 3,169,816.00 | 0.14 |
| 224044CN5 | COX Communications Inc | COXENT | 2.6 | 06/15/2031 | 3,535,000.00 | 3,153,116.00 | 0.14 |
| 12516XAB5 | CCG Receivables Trust 2025-2 | CCG | 4.14 | 08/15/2034 | 3,250,000.00 | 3,247,932.00 | 0.14 |
| 3132DWDK6 | Freddie Mac Pool | FR | 3.0 | 04/01/2052 | 3,586,510.00 | 3,185,491.00 | 0.14 |
| 3132DWBY8 | Freddie Mac Pool | FR | 2.0 | 07/01/2051 | 3,813,383.00 | 3,115,458.00 | 0.14 |
| 3140KEK80 | Fannie Mae Pool | FN | 2.5 | 08/01/2050 | 3,648,739.00 | 3,120,529.00 | 0.14 |
| 3140QLD94 | Fannie Mae Pool | FN | 2.5 | 07/01/2051 | 3,440,640.00 | 2,928,745.00 | 0.13 |
| 3132DWEK5 | Freddie Mac Pool | FR | 4.5 | 08/01/2052 | 3,162,009.00 | 3,082,547.00 | 0.13 |
| 3132DWBQ5 | Freddie Mac Pool | FR | 2.5 | 05/01/2051 | 3,467,278.00 | 2,957,844.00 | 0.13 |
| 30303MAD4 | META Platforms Inc | META | 4.88 | 11/15/2035 | 2,950,000.00 | 2,958,441.00 | 0.13 |
| 3132D6JQ4 | Freddie Mac Pool | FR | 5.0 | 03/01/2040 | 3,060,533.00 | 3,090,681.00 | 0.13 |
| 125523CM0 | Cigna Group/the | CI | 2.38 | 03/15/2031 | 3,336,000.00 | 3,005,215.00 | 0.13 |
| 12513GBG3 | CDW Llc / Cdw Finance Corp | CDW | 2.67 | 12/01/2026 | 3,145,000.00 | 3,088,723.00 | 0.13 |
| 26614NAC6 | Dupont De Nemours Inc | DD | 4.73 | 11/15/2028 | 2,990,000.00 | 3,041,597.00 | 0.13 |
| 01F0306C7 | Fannie Mae Or Freddie Mac | FNCL | 3.0 | 12/01/2055 | 3,500,000.00 | 3,100,507.00 | 0.13 |
| 36179XHX7 | Ginnie Mae Ii Pool | G2 | 4.0 | 10/01/2052 | 3,139,026.00 | 2,993,988.00 | 0.13 |
| 38141GYA6 | Goldman Sachs Group Inc/the | GS | 1.43 | 03/09/2027 | 3,075,000.00 | 3,043,062.00 | 0.13 |
| 38869PAP9 | Graphic Packaging International Llc | GPK | 1.51 | 04/15/2026 | 3,070,000.00 | 3,027,770.00 | 0.13 |
| 478160CF9 | Johnson & Johnson | JNJ | 3.63 | 03/03/2037 | 3,205,000.00 | 2,917,638.00 | 0.13 |
| 34535CAA4 | FORD Credit Auto Owner Trust 2023-rev2 | FORDR | 5.28 | 02/15/2036 | 2,800,000.00 | 2,887,864.00 | 0.13 |
| 36179UUJ9 | Ginnie Mae Ii Pool | G2 | 3.5 | 06/01/2049 | 3,340,404.00 | 3,087,566.00 | 0.13 |
| 682051AC1 | OMAN Government International Bond | OMAN | 4.75 | 06/15/2026 | 3,073,000.00 | 3,074,920.00 | 0.13 |
| 709599BU7 | Penske Truck Leasing Co Lp / Ptl Finance | PENSKE | 5.75 | 05/24/2026 | 2,930,000.00 | 2,948,470.00 | 0.13 |
| 880591FC1 | Tennessee Valley Authority | TVA | 5.25 | 02/01/2055 | 2,890,000.00 | 2,923,056.00 | 0.13 |
| 802920AF5 | Santander Drive Auto Receivables Trust 2 | SDART | 4.78 | 01/15/2031 | 3,000,000.00 | 3,003,730.00 | 0.13 |
| 96926JAC1 | William Carter Co/the | CRI | 5.63 | 03/15/2027 | 3,100,000.00 | 3,100,757.00 | 0.13 |
| 92840VAF9 | Vistra Operations Co Llc | VST | 5.0 | 07/31/2027 | 3,000,000.00 | 3,001,158.00 | 0.13 |
| 928668CG5 | Volkswagen Group Of America Finance Llc | VW | 5.25 | 03/22/2029 | 2,840,000.00 | 2,900,806.00 | 0.13 |
| 98462YAF7 | Yamana Gold Inc | YRICN | 2.63 | 08/15/2031 | 3,120,000.00 | 2,783,822.00 | 0.12 |
| 693475BR5 | PNC Financial Services Group Inc/the | PNC | 5.58 | 06/12/2029 | 2,655,000.00 | 2,747,463.00 | 0.12 |
| 682680BL6 | Oneok Inc | OKE | 6.05 | 09/01/2033 | 2,510,000.00 | 2,660,520.00 | 0.12 |
| 682687AB4 | Onemain Direct Auto Receivables Trust 20 | ODART | 1.26 | 07/14/2028 | 2,700,000.00 | 2,682,103.00 | 0.12 |
| 68269MAB0 | Onemain Financial Issuance Trust 2021-1 | OMFIT | 5.0 | 06/16/2036 | 2,800,000.00 | 2,803,741.00 | 0.12 |
| 31418DY71 | Fannie Mae Pool | FN | 2.0 | 05/01/2041 | 3,131,362.00 | 2,743,402.00 | 0.12 |
| 31418DWR9 | Fannie Mae Pool | FN | 2.0 | 02/01/2051 | 3,371,909.00 | 2,757,977.00 | 0.12 |
| 37045XEH5 | General Motors Financial Co Inc | GM | 5.8 | 06/23/2028 | 2,705,000.00 | 2,802,017.00 | 0.12 |
| 36269KAA3 | GM Financial Revolving Receivables Trust | GMREV | 4.98 | 12/11/2036 | 2,600,000.00 | 2,670,931.00 | 0.12 |
| 01F0306B9 | Fannie Mae Or Freddie Mac | FNCL | 3.0 | 11/01/2055 | 3,000,000.00 | 2,657,812.00 | 0.12 |
| 097023DA0 | Boeing Co/the | BA | 2.75 | 02/01/2026 | 2,799,000.00 | 2,786,064.00 | 0.12 |
| 224044CU9 | COX Communications Inc | COXENT | 5.45 | 09/01/2034 | 2,750,000.00 | 2,726,754.00 | 0.12 |
| 17328FAV7 | Citigroup Commercial Mortgage Trust 2019 | CGCMT | 2.62 | 08/01/2056 | 3,000,000.00 | 2,833,742.00 | 0.12 |
| 11135FCL3 | Broadcom Inc | AVGO | 4.9 | 07/15/2032 | 2,600,000.00 | 2,656,372.00 | 0.12 |
| 10569GAA4 | Bravo Residential Funding Trust 2023-rpl | BRAVO | 5.0 | 05/01/2063 | 2,726,417.00 | 2,720,085.00 | 0.12 |
| 12529TAW3 | Cantor Commercial Real Estate Lending 20 | CF | 2.75 | 01/01/2053 | 2,900,000.00 | 2,714,864.00 | 0.12 |
| 12529WAN6 | CF 2020-p1 Mortgage Trust | CF | 2.84 | 04/01/2052 | 2,773,765.00 | 2,757,899.00 | 0.12 |
| 12704PAB4 | CRH Smw Finance Dac | CRHID | 5.13 | 01/09/2030 | 2,650,000.00 | 2,725,879.00 | 0.12 |
| 126650DN7 | CVS Health Corp | CVS | 1.75 | 08/21/2030 | 3,215,000.00 | 2,833,571.00 | 0.12 |
| 3132ACSZ4 | Freddie Mac Pool | FR | 3.5 | 03/01/2048 | 2,963,600.00 | 2,788,463.00 | 0.12 |
| 31418DV66 | Fannie Mae Pool | FN | 1.5 | 01/01/2051 | 3,529,399.00 | 2,726,841.00 | 0.12 |
| 3140XGLJ6 | Fannie Mae Pool | FN | 3.0 | 03/01/2052 | 2,972,792.00 | 2,665,130.00 | 0.12 |
| 31418D6C1 | Fannie Mae Pool | FN | 2.5 | 11/01/2051 | 2,882,371.00 | 2,458,451.00 | 0.11 |
| 31418CS47 | Fannie Mae Pool | FN | 3.5 | 01/01/2048 | 2,672,509.00 | 2,506,274.00 | 0.11 |
| 12503MAC2 | CBOE Global Markets Inc | CBOE | 1.63 | 12/15/2030 | 2,900,000.00 | 2,551,360.00 | 0.11 |
| 09951LAC7 | BOOZ Allen Hamilton Inc | BAH | 5.95 | 08/04/2033 | 2,320,000.00 | 2,421,019.00 | 0.11 |
| 10568RAA1 | Bravo Residential Funding Trust 2025-ces | BRAVO | 4.96 | 07/02/2055 | 2,647,179.00 | 2,645,686.00 | 0.11 |
| 29273VAU4 | Energy Transfer Lp | ET | 6.55 | 12/01/2033 | 2,285,000.00 | 2,497,023.00 | 0.11 |
| 097023BS3 | Boeing Co/the | BA | 3.38 | 06/15/2046 | 3,557,000.00 | 2,551,169.00 | 0.11 |
| 06764YAC2 | Barings Equipment Finance Llc 2025-b | MMAF | 4.13 | 10/13/2032 | 2,500,000.00 | 2,500,229.00 | 0.11 |
| 06051GHZ5 | BANK Of America Corp | BAC | 2.5 | 02/13/2031 | 2,705,000.00 | 2,510,361.00 | 0.11 |
| 040555DD3 | Arizona Public Service Co | PNW | 2.2 | 12/15/2031 | 2,875,000.00 | 2,521,216.00 | 0.11 |
| 05523RAJ6 | BAE Systems Plc | BALN | 5.13 | 03/26/2029 | 2,570,000.00 | 2,645,688.00 | 0.11 |
| 46658JAA4 | JP Morgan Mortgage Trust Series 2024-he3 | JPMMT | 5.38 | 02/25/2055 | 2,579,579.00 | 2,579,565.00 | 0.11 |
| 31418ECA6 | Fannie Mae Pool | FN | 3.0 | 03/01/2052 | 2,905,746.00 | 2,581,380.00 | 0.11 |
| 694308JQ1 | Pacific Gas And Electric Co | PCG | 4.5 | 07/01/2040 | 3,000,000.00 | 2,609,067.00 | 0.11 |
| 73358XJB9 | PORT Authority Of New York & New Jersey | PORTRN | 5.07 | 07/15/2053 | 2,525,000.00 | 2,435,109.00 | 0.11 |
| 573284BA3 | Martin Marietta Materials Inc | MLM | 5.15 | 12/01/2034 | 2,510,000.00 | 2,567,020.00 | 0.11 |
| 802927AF0 | Santander Drive Auto Receivables Trust 2 | SDART | 6.04 | 12/15/2031 | 2,500,000.00 | 2,559,788.00 | 0.11 |
| 808513BG9 | Charles Schwab Corp/the | SCHW | 1.65 | 03/11/2031 | 2,970,000.00 | 2,590,841.00 | 0.11 |
| 95000U2J1 | Wells Fargo & Co | WFC | 2.57 | 02/11/2031 | 2,740,000.00 | 2,551,991.00 | 0.11 |
| 92343VGJ7 | Verizon Communications Inc | VZ | 2.55 | 03/21/2031 | 2,729,000.00 | 2,478,303.00 | 0.11 |
| 915217XF5 | University Of Virginia | UNIHGR | 2.26 | 09/01/2050 | 3,850,000.00 | 2,300,195.00 | 0.10 |
| 928668CM2 | Volkswagen Group Of America Finance Llc | VW | 4.95 | 08/15/2029 | 2,370,000.00 | 2,399,129.00 | 0.10 |
| 95001XBA3 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.47 | 05/01/2052 | 2,448,048.00 | 2,395,154.00 | 0.10 |
| 96041KAE4 | Westlake Automobile Receivables Trust 20 | WLAKE | 4.63 | 01/15/2031 | 2,400,000.00 | 2,406,996.00 | 0.10 |
| 98138HAJ0 | Workday Inc | WDAY | 3.8 | 04/01/2032 | 2,435,000.00 | 2,327,048.00 | 0.10 |
| 83614BAQ2 | Sound Point Clo Xxiii | SNDPT | 5.34 | 07/15/2034 | 2,200,000.00 | 2,199,969.00 | 0.10 |
| 802650AB7 | Santander Mortgage Asset Receivable Trus | SAN | 5.04 | 09/01/2055 | 2,300,000.00 | 2,293,502.00 | 0.10 |
| 74340XCA7 | Prologis Lp | PLD | 1.75 | 02/01/2031 | 2,660,000.00 | 2,340,992.00 | 0.10 |
| 89183HAA2 | TOWD Point Mortgage Trust 2025-ces1 | TPMT | 5.71 | 02/25/2055 | 2,380,731.00 | 2,402,081.00 | 0.10 |
| 89182QAA3 | TOWD Point Mortgage Trust 2024-ces4 | TPMT | 5.12 | 09/01/2064 | 2,212,052.00 | 2,212,270.00 | 0.10 |
| 72014TAC3 | Piedmont Healthcare Inc | PIEDGA | 2.04 | 01/01/2032 | 2,670,000.00 | 2,308,517.00 | 0.10 |
| 682696AA7 | Onemain Financial Issuance Trust 2020-2 | OMFIT | 1.75 | 09/14/2035 | 2,319,804.00 | 2,278,059.00 | 0.10 |
| 682680DD2 | Oneok Inc | OKE | 6.25 | 10/15/2055 | 2,370,000.00 | 2,377,895.00 | 0.10 |
| 682680BB8 | Oneok Inc | OKE | 3.1 | 03/15/2030 | 2,415,000.00 | 2,286,233.00 | 0.10 |
| 36179T7K5 | Ginnie Mae Ii Pool | G2 | 4.0 | 08/01/2048 | 2,301,622.00 | 2,211,495.00 | 0.10 |
| 46647PCC8 | Jpmorgan Chase & Co | JPM | 2.58 | 04/22/2032 | 2,565,000.00 | 2,335,225.00 | 0.10 |
| 44891ABX4 | Hyundai Capital America | HYNMTR | 2.0 | 06/15/2028 | 2,550,000.00 | 2,403,221.00 | 0.10 |
| 445545AV8 | Hungary Government International Bond | REPHUN | 5.38 | 09/26/2030 | 2,190,000.00 | 2,250,275.00 | 0.10 |
| 36267QAA2 | CLUE Opco Llc | FWRD | 9.5 | 10/15/2031 | 2,170,000.00 | 2,208,193.00 | 0.10 |
| 36179Y2P8 | Ginnie Mae Ii Pool | G2 | 7.0 | 07/01/2054 | 2,294,125.00 | 2,363,883.00 | 0.10 |
| 03466FAC1 | Angel Oak Mortgage Trust 2025-11 | AOMT | 4.98 | 10/01/2070 | 2,300,000.00 | 2,293,025.00 | 0.10 |
| 06541TBA6 | BANK 2020-bnk29 | BANK | 1.74 | 11/01/2053 | 2,560,985.00 | 2,264,383.00 | 0.10 |
| 08162VAD0 | Benchmark 2019-b10 Mortgage Trust | BMARK | 3.46 | 03/01/2062 | 2,463,780.00 | 2,394,465.00 | 0.10 |
| 08163CBA6 | Benchmark 2021-b24 Mortgage Trust | BMARK | 2.01 | 03/01/2054 | 2,600,000.00 | 2,406,218.00 | 0.10 |
| 08163LAE9 | Benchmark 2020-b21 Mortgage Trust | BMARK | 1.7 | 12/03/2053 | 2,600,000.00 | 2,296,702.00 | 0.10 |
| 279158AT6 | Ecopetrol Sa | ECOPET | 8.63 | 01/19/2029 | 2,105,000.00 | 2,270,768.00 | 0.10 |
| 23636ABJ9 | Danske Bank A/s | DANBNK | 4.61 | 10/02/2030 | 2,255,000.00 | 2,267,667.00 | 0.10 |
| 12515BAD0 | CD 2019-cd8 Mortgage Trust | CD | 2.66 | 08/15/2057 | 2,576,759.00 | 2,412,742.00 | 0.10 |
| 17179VAA8 | CIM Trust 2024-r1 | CIM | 4.75 | 06/01/2064 | 2,408,917.00 | 2,394,047.00 | 0.10 |
| 3140X8FX0 | Fannie Mae Pool | FN | 2.5 | 11/01/2050 | 2,557,237.00 | 2,217,437.00 | 0.10 |
| 3132D56D9 | Freddie Mac Pool | FR | 1.5 | 10/01/2035 | 2,594,534.00 | 2,340,538.00 | 0.10 |
| 29375UAB5 | Enterprise Fleet Financing 2025-3 Llc | EFF | 4.5 | 04/20/2028 | 2,200,000.00 | 2,207,548.00 | 0.10 |
| 29429CAC9 | Citigroup Commercial Mortgage Trust 2016 | CGCMT | 3.06 | 04/01/2049 | 2,397,262.00 | 2,387,839.00 | 0.10 |
| 3132DWCU5 | Freddie Mac Pool | FR | 2.5 | 12/01/2051 | 2,731,853.00 | 2,334,012.00 | 0.10 |
| 3136BQQZ5 | Fannie Mae Remics | FNR | — | 11/01/2053 | 2,818,776.00 | 2,255,525.00 | 0.10 |
| 3132DV7A7 | Freddie Mac Pool | FR | 2.5 | 07/01/2050 | 2,343,156.00 | 2,005,176.00 | 0.09 |
| 3140QKC48 | Fannie Mae Pool | FN | 2.0 | 04/01/2051 | 2,539,489.00 | 2,075,008.00 | 0.09 |
| 3137H8JY8 | Freddie Mac Remics | FHR | — | 08/01/2052 | 3,064,041.00 | 2,118,963.00 | 0.09 |
| 17305EGS8 | Citibank Credit Card Issuance Trust | CCCIT | 3.96 | 10/13/2030 | 2,100,000.00 | 2,103,225.00 | 0.09 |
| 161175BR4 | Charter Communications Operating Llc / C | CHTR | 5.05 | 03/30/2029 | 2,160,000.00 | 2,180,172.00 | 0.09 |
| 134429BJ7 | Campbell's Company/the | CPB | 2.38 | 04/24/2030 | 2,175,000.00 | 1,990,509.00 | 0.09 |
| 136385BB6 | Canadian Natural Resources Ltd | CNQCN | 5.0 | 12/15/2029 | 1,955,000.00 | 2,000,366.00 | 0.09 |
| 11135FBX8 | Broadcom Inc | AVGO | 5.05 | 07/12/2029 | 1,914,000.00 | 1,971,249.00 | 0.09 |
| 224044CJ4 | COX Communications Inc | COXENT | 3.5 | 08/15/2027 | 2,000,000.00 | 1,973,755.00 | 0.09 |
| 06541RBA0 | BANK 2019-bnk23 | BANK | 2.67 | 10/01/2029 | 2,188,187.00 | 2,051,712.00 | 0.09 |
| 05526DBS3 | BAT Capital Corp | BATSLN | 2.73 | 03/25/2031 | 2,180,000.00 | 1,995,166.00 | 0.09 |
| 03067BAF6 | Americredit Automobile Receivables Trust | AMCAR | 5.8 | 12/18/2028 | 2,100,000.00 | 2,132,546.00 | 0.09 |
| 05377RHY3 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 5.36 | 06/20/2030 | 1,900,000.00 | 1,958,655.00 | 0.09 |
| 00440KAD5 | Accenture Capital Inc | ACN | 4.5 | 10/04/2034 | 2,095,000.00 | 2,063,626.00 | 0.09 |
| 36179W5F1 | Ginnie Mae Ii Pool | G2 | 4.5 | 05/20/2052 | 2,040,444.00 | 2,007,360.00 | 0.09 |
| 36179V4U1 | Ginnie Mae Ii Pool | G2 | 2.0 | 01/20/2051 | 2,391,093.00 | 1,989,523.00 | 0.09 |
| 46590XAY2 | JBS Usa Holding Lux Sarl/ Jbs Usa Food C | JBSSBZ | 5.75 | 04/01/2033 | 1,900,000.00 | 1,977,733.00 | 0.09 |
| 36179U6V9 | Ginnie Mae Ii Pool | G2 | 3.5 | 11/01/2049 | 2,271,683.00 | 2,098,905.00 | 0.09 |
| 31418ED64 | Fannie Mae Pool | FN | 3.0 | 06/01/2052 | 2,298,012.00 | 2,040,658.00 | 0.09 |
| 31418EV98 | Fannie Mae Pool | FN | 6.0 | 09/01/2053 | 1,942,179.00 | 1,988,588.00 | 0.09 |
| 67091TAF2 | OCP Sa | OCPMR | 6.75 | 05/02/2034 | 1,858,000.00 | 2,013,143.00 | 0.09 |
| 71643VAB1 | Petroleos Mexicanos | PEMEX | 6.7 | 02/16/2032 | 1,979,000.00 | 1,977,021.00 | 0.09 |
| 61747YFF7 | Morgan Stanley | MS | 5.45 | 07/20/2029 | 1,930,000.00 | 1,990,521.00 | 0.09 |
| 59284MAA2 | Mexico City Airport Trust | MEXCAT | 4.25 | 10/31/2026 | 1,972,000.00 | 1,964,841.00 | 0.09 |
| 620076BZ1 | Motorola Solutions Inc | MSI | 5.4 | 04/15/2034 | 2,020,000.00 | 2,089,893.00 | 0.09 |
| 638962AA8 | NCR Atleos Corp | NCRATL | 9.5 | 04/01/2029 | 2,000,000.00 | 2,159,299.00 | 0.09 |
| 91153LAA5 | United Wholesale Mortgage Llc | UWMLLC | 5.5 | 11/15/2025 | 2,000,000.00 | 1,999,999.00 | 0.09 |
| 88732JBB3 | TIME Warner Cable Llc | CHTR | 5.5 | 09/01/2041 | 2,180,000.00 | 1,959,366.00 | 0.09 |
| 854938AA5 | STAR Leasing Co Llc | TRAILR | 7.63 | 02/15/2030 | 2,200,000.00 | 2,081,599.00 | 0.09 |
| 866677AE7 | SUN Communities Operating Lp | SUI | 2.7 | 07/15/2031 | 2,228,000.00 | 2,019,801.00 | 0.09 |
| 74456QCL8 | Public Service Electric And Gas Co | PEG | 4.65 | 03/15/2033 | 2,105,000.00 | 2,119,510.00 | 0.09 |
| 95001QAT8 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.89 | 08/01/2051 | 2,000,000.00 | 1,985,761.00 | 0.09 |
| 96328GBM8 | Wheels Fleet Lease Funding 1 Llc | WFLF | 5.49 | 02/18/2039 | 2,030,306.00 | 2,051,219.00 | 0.09 |
| 92840VAB8 | Vistra Operations Co Llc | VST | 5.63 | 02/15/2027 | 2,175,000.00 | 2,175,506.00 | 0.09 |
| 95000U2M4 | Wells Fargo & Co | WFC | 5.01 | 04/04/2051 | 2,300,000.00 | 2,144,109.00 | 0.09 |
| 91324PEW8 | Unitedhealth Group Inc | UNH | 5.05 | 04/15/2053 | 2,140,000.00 | 1,964,972.00 | 0.09 |
| 74834LBB5 | Quest Diagnostics Inc | DGX | 2.95 | 06/30/2030 | 1,910,000.00 | 1,800,277.00 | 0.08 |
| 89183EAA9 | TOWD Point Mortgage Trust 2024-ces3 | TPMT | 6.29 | 05/01/2064 | 1,779,068.00 | 1,798,724.00 | 0.08 |
| 639057AC2 | Natwest Group Plc | NWG | 1.64 | 06/14/2027 | 1,830,000.00 | 1,799,413.00 | 0.08 |
| 61767FAZ4 | Morgan Stanley Capital I Trust 2016-ubs1 | MSC | 2.53 | 08/01/2049 | 1,806,505.00 | 1,783,289.00 | 0.08 |
| 62854AAN4 | UTAH Acquisition Sub Inc | VTRS | 3.95 | 06/15/2026 | 1,887,000.00 | 1,878,291.00 | 0.08 |
| 574205JJ0 | Maryland Economic Development Corp | MDSDEV | 5.43 | 05/31/2056 | 1,800,000.00 | 1,757,079.00 | 0.08 |
| 48305QAF0 | Kaiser Foundation Hospitals | KPERM | 2.81 | 06/01/2041 | 2,410,000.00 | 1,801,187.00 | 0.08 |
| 31488VAA5 | Ferguson Enterprises Inc | FERG | 5.0 | 10/03/2034 | 1,805,000.00 | 1,818,483.00 | 0.08 |
| 31418EP46 | Fannie Mae Pool | FN | 6.0 | 03/01/2053 | 1,842,642.00 | 1,892,580.00 | 0.08 |
| 31418ECR9 | Fannie Mae Pool | FN | 3.0 | 04/01/2052 | 2,029,433.00 | 1,810,060.00 | 0.08 |
| 31418EE63 | Fannie Mae Pool | FN | 4.5 | 07/01/2052 | 1,890,798.00 | 1,843,282.00 | 0.08 |
| 31418EAZ3 | Fannie Mae Pool | FN | 2.0 | 01/01/2032 | 1,861,206.00 | 1,769,486.00 | 0.08 |
| 46590RAD1 | JP Morgan Chase Commercial Mortgage Secu | JPMCC | 2.63 | 08/01/2049 | 1,833,344.00 | 1,810,173.00 | 0.08 |
| 46115HBL0 | Intesa Sanpaolo Spa | ISPIM | 4.0 | 09/23/2029 | 1,790,000.00 | 1,756,825.00 | 0.08 |
| 36179VDN7 | Ginnie Mae Ii Pool | G2 | 3.0 | 01/01/2050 | 2,108,488.00 | 1,902,825.00 | 0.08 |
| 36179WJR0 | Ginnie Mae Ii Pool | G2 | 2.5 | 07/01/2051 | 2,018,292.00 | 1,747,725.00 | 0.08 |
| 36179WXL7 | Ginnie Mae Ii Pool | G2 | 3.5 | 02/01/2052 | 1,905,856.00 | 1,754,464.00 | 0.08 |
| 3618N5A74 | Ginnie Mae Ii Pool | G2 | 7.0 | 11/01/2054 | 1,713,229.00 | 1,764,714.00 | 0.08 |
| 3618N5GS2 | Ginnie Mae Ii Pool | G2 | 7.0 | 02/01/2055 | 1,734,751.00 | 1,785,562.00 | 0.08 |
| 05377RJK1 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 5.23 | 12/20/2030 | 1,800,000.00 | 1,853,263.00 | 0.08 |
| 05377RGJ7 | AVIS Budget Rental Car Funding Aesop Llc | AESOP | 5.2 | 10/20/2027 | 1,800,000.00 | 1,812,307.00 | 0.08 |
| 05526DBR5 | BAT Capital Corp | BATSLN | 2.26 | 03/25/2028 | 1,910,000.00 | 1,826,132.00 | 0.08 |
| 097023CX1 | Boeing Co/the | BA | 5.93 | 05/01/2060 | 1,950,000.00 | 1,936,619.00 | 0.08 |
| 08162QAA7 | Benchmark 2020-ig3 Mortgage Trust | BMARK | 2.48 | 09/01/2048 | 1,896,601.00 | 1,861,973.00 | 0.08 |
| 20755TAA9 | Connecticut Avenue Securities Trust 2025 | CAS | 5.18 | 05/25/2045 | 1,939,949.00 | 1,943,109.00 | 0.08 |
| 12532BAC1 | Cfcre Commercial Mortgage Trust 2016-c7 | CFCRE | 3.59 | 12/01/2054 | 1,759,537.00 | 1,739,559.00 | 0.08 |
| 3140XCHB7 | Fannie Mae Pool | FN | 2.5 | 07/01/2035 | 1,957,969.00 | 1,879,940.00 | 0.08 |
| 3140XFX55 | Fannie Mae Pool | FN | 3.0 | 01/01/2052 | 2,146,565.00 | 1,926,586.00 | 0.08 |
| 3132DV7D1 | Freddie Mac Pool | FR | 3.0 | 09/01/2050 | 1,949,979.00 | 1,734,255.00 | 0.08 |
| 3132D6NV8 | Freddie Mac Pool | FR | 2.5 | 10/01/2035 | 1,830,230.00 | 1,739,589.00 | 0.08 |
| 3133A2BB5 | Freddie Mac Pool | FR | 3.0 | 02/01/2050 | 2,075,680.00 | 1,862,079.00 | 0.08 |
| 3132DWBB8 | Freddie Mac Pool | FR | 2.0 | 03/01/2051 | 2,167,318.00 | 1,771,804.00 | 0.08 |
| 3132DWJD6 | Freddie Mac Pool | FR | 4.5 | 09/01/2053 | 1,777,482.00 | 1,735,561.00 | 0.08 |
| 3132DWJQ7 | Freddie Mac Pool | FR | 5.0 | 11/01/2053 | 1,622,257.00 | 1,618,441.00 | 0.07 |
| 3132DWFG3 | Freddie Mac Pool | FR | 5.0 | 11/01/2052 | 1,593,650.00 | 1,594,740.00 | 0.07 |
| 3132DWDZ3 | Freddie Mac Pool | FR | 3.0 | 06/01/2052 | 1,732,388.00 | 1,536,706.00 | 0.07 |
| 3132DWMR1 | Freddie Mac Pool | FR | 5.0 | 10/01/2054 | 1,580,298.00 | 1,572,808.00 | 0.07 |
| 3128MJYT1 | Freddie Mac Gold Pool | FG | 3.0 | 09/01/2046 | 1,875,906.00 | 1,711,635.00 | 0.07 |
| 30217AAC7 | Experian Finance Plc | EXPNLN | 2.75 | 03/08/2030 | 1,735,000.00 | 1,632,368.00 | 0.07 |
| 3140X9V69 | Fannie Mae Pool | FN | 4.0 | 01/01/2050 | 1,553,756.00 | 1,500,397.00 | 0.07 |
| 31418D2L5 | Fannie Mae Pool | FN | 2.0 | 07/01/2051 | 1,861,394.00 | 1,520,724.00 | 0.07 |
| 31418D3G5 | Fannie Mae Pool | FN | 2.0 | 08/01/2051 | 1,891,333.00 | 1,544,783.00 | 0.07 |
| 31418DJR4 | Fannie Mae Pool | FN | 3.0 | 12/01/2049 | 1,884,859.00 | 1,692,668.00 | 0.07 |
| 31418DPL0 | Fannie Mae Pool | FN | 4.0 | 05/01/2050 | 1,652,973.00 | 1,588,497.00 | 0.07 |
| 31418DVW9 | Fannie Mae Pool | FN | 1.5 | 01/01/2036 | 1,786,175.00 | 1,611,283.00 | 0.07 |
| 3140QMP57 | Fannie Mae Pool | FN | 2.5 | 11/01/2036 | 1,801,902.00 | 1,705,828.00 | 0.07 |
| 3140EU4H9 | Fannie Mae Pool | FN | 3.5 | 04/01/2046 | 1,659,949.00 | 1,568,028.00 | 0.07 |
| 125523CL2 | Cigna Group/the | CI | 2.4 | 03/15/2030 | 1,681,000.00 | 1,554,379.00 | 0.07 |
| 17326DAC6 | Citigroup Commercial Mortgage Trust 2017 | CGCMT | 3.2 | 09/15/2050 | 1,700,000.00 | 1,669,333.00 | 0.07 |
| 219868CJ3 | CORP Andina De Fomento | CAF | 5.0 | 01/24/2029 | 1,535,000.00 | 1,571,287.00 | 0.07 |
| 19565CAA8 | Colonial Enterprises Inc | COLPLN | 3.25 | 05/15/2030 | 1,730,000.00 | 1,617,794.00 | 0.07 |
| 200447AL4 | Comision Federal De Electricidad | CFELEC | 4.69 | 05/15/2029 | 1,600,000.00 | 1,575,200.00 | 0.07 |
| 251526CE7 | Deutsche Bank Ag/new York Ny | DB | 2.13 | 11/24/2026 | 1,530,000.00 | 1,527,952.00 | 0.07 |
| 08162MAW8 | Benchmark 2020-b17 Mortgage Trust | BMARK | 2.04 | 03/01/2053 | 1,800,000.00 | 1,638,223.00 | 0.07 |
| 06051GFU8 | BANK Of America Corp | BAC | 4.45 | 03/03/2026 | 1,500,000.00 | 1,500,293.00 | 0.07 |
| 06051GGF0 | BANK Of America Corp | BAC | 3.82 | 01/20/2028 | 1,720,000.00 | 1,713,317.00 | 0.07 |
| 06051GGR4 | BANK Of America Corp | BAC | 3.59 | 07/21/2028 | 1,595,000.00 | 1,580,898.00 | 0.07 |
| 06051GLH0 | BANK Of America Corp | BAC | 5.29 | 04/25/2034 | 1,530,000.00 | 1,582,495.00 | 0.07 |
| 04316JAM1 | Arthur J Gallagher & Co | AJG | 5.0 | 02/15/2032 | 1,680,000.00 | 1,712,087.00 | 0.07 |
| 38141GWV2 | Goldman Sachs Group Inc/the | GS | 3.81 | 04/23/2029 | 1,585,000.00 | 1,570,130.00 | 0.07 |
| 36179W7M4 | Ginnie Mae Ii Pool | G2 | 4.0 | 06/20/2052 | 1,589,655.00 | 1,519,158.00 | 0.07 |
| 448579AR3 | Hyatt Hotels Corp | H | 5.25 | 06/30/2029 | 1,460,000.00 | 1,498,742.00 | 0.07 |
| 446150BD5 | Huntington Bancshares Inc/oh | HBAN | 5.71 | 02/02/2035 | 1,535,000.00 | 1,594,309.00 | 0.07 |
| 31418DYY2 | Fannie Mae Pool | FN | 2.5 | 05/01/2051 | 1,908,139.00 | 1,625,145.00 | 0.07 |
| 31418EXV7 | Fannie Mae Pool | FN | 6.0 | 11/01/2053 | 1,622,498.00 | 1,662,759.00 | 0.07 |
| 31418EQ94 | Fannie Mae Pool | FN | 5.5 | 04/01/2053 | 1,690,176.00 | 1,714,633.00 | 0.07 |
| 570535AU8 | Markel Group Inc | MKL | 3.35 | 09/17/2029 | 1,625,000.00 | 1,564,628.00 | 0.07 |
| 59284MAD6 | Mexico City Airport Trust | MEXCAT | 5.5 | 07/31/2047 | 1,800,000.00 | 1,580,256.00 | 0.07 |
| 67091TAH8 | OCP Sa | OCPMR | 6.1 | 04/30/2030 | 1,485,000.00 | 1,552,567.00 | 0.07 |
| 91087BAZ3 | Mexico Government International Bond | MEX | 6.0 | 05/07/2036 | 1,527,000.00 | 1,569,374.00 | 0.07 |
| 86765BAV1 | Energy Transfer Lp | ET | 5.4 | 10/01/2047 | 1,800,000.00 | 1,626,899.00 | 0.07 |
| 80285XAE5 | Santander Drive Auto Receivables Trust 2 | SDART | 5.77 | 11/15/2030 | 1,500,000.00 | 1,524,137.00 | 0.07 |
| 91324PEK4 | Unitedhealth Group Inc | UNH | 4.75 | 05/15/2052 | 1,900,000.00 | 1,673,957.00 | 0.07 |
| 96328GAS6 | Wheels Fleet Lease Funding 1 Llc | WFLF | 5.8 | 04/18/2038 | 1,609,004.00 | 1,618,784.00 | 0.07 |
| 95000U3H4 | Wells Fargo & Co | WFC | 6.49 | 10/23/2034 | 1,245,000.00 | 1,382,941.00 | 0.06 |
| 91324PFM9 | Unitedhealth Group Inc | UNH | 5.75 | 07/15/2064 | 1,495,000.00 | 1,492,891.00 | 0.06 |
| WNZ5 COMDT | US Ultra Bond Cbt Dec25 | WNZ5 | — | 12/19/2025 | 91,446,063.00 | 1,350,489.00 | 0.06 |
| 78466CAC0 | SS&C Technologies Inc | SSNC | 5.5 | 09/30/2027 | 1,325,000.00 | 1,325,052.00 | 0.06 |
| 87264ACB9 | T-mobile Usa Inc | TMUS | 2.55 | 02/15/2031 | 1,635,000.00 | 1,486,393.00 | 0.06 |
| 87612GAC5 | Targa Resources Corp | TRGP | 6.13 | 03/15/2033 | 1,240,000.00 | 1,321,238.00 | 0.06 |
| 87612KAC6 | Targa Resources Corp | TRGP | 6.25 | 07/01/2052 | 1,305,000.00 | 1,333,900.00 | 0.06 |
| 912834KV9 | United States Treasury Strip Coupon | S | — | 11/15/2041 | 3,110,000.00 | 1,455,142.00 | 0.06 |
| 89180LAA6 | TOWD Point Mortgage Trust 2021-sj2 | TPMT | 2.25 | 12/01/2061 | 1,376,310.00 | 1,339,568.00 | 0.06 |
| 89236TLM5 | Toyota Motor Credit Corp | TOYOTA | 4.8 | 01/05/2034 | 1,376,000.00 | 1,402,255.00 | 0.06 |
| 708696BZ1 | Firstenergy Pennsylvania Electric Co | FE | 3.6 | 06/01/2029 | 1,435,000.00 | 1,403,805.00 | 0.06 |
| 50212YAJ3 | LPL Holdings Inc | LPLA | 5.7 | 05/20/2027 | 1,295,000.00 | 1,319,973.00 | 0.06 |
| 532457CM8 | ELI Lilly & Co | LLY | 5.0 | 02/09/2054 | 1,455,000.00 | 1,377,681.00 | 0.06 |
| 55283QAA2 | MFA 2021-rpl1 Trust | MFRA | 1.13 | 07/25/2060 | 1,608,327.00 | 1,475,711.00 | 0.06 |
| 31418EPC8 | Fannie Mae Pool | FN | 5.0 | 02/01/2053 | 1,270,490.00 | 1,269,925.00 | 0.06 |
| 316773DK3 | Fifth Third Bancorp | FITB | 6.34 | 07/27/2029 | 1,310,000.00 | 1,376,980.00 | 0.06 |
| 31427MR60 | Freddie Mac Pool | FR | 4.5 | 07/01/2053 | 1,478,981.00 | 1,447,920.00 | 0.06 |
| 31418EBT6 | Fannie Mae Pool | FN | 3.0 | 02/01/2052 | 1,510,359.00 | 1,342,034.00 | 0.06 |
| 31418EJ76 | Fannie Mae Pool | FN | 5.0 | 10/01/2052 | 1,310,293.00 | 1,312,007.00 | 0.06 |
| 31418EDD9 | Fannie Mae Pool | FN | 3.0 | 05/01/2052 | 1,497,415.00 | 1,329,712.00 | 0.06 |
| 39571VAB4 | Greensky Home Improvement Issuer Trust 2 | GSKY | 4.93 | 06/25/2060 | 1,367,312.00 | 1,370,935.00 | 0.06 |
| 455780CD6 | Indonesia Government International Bond | INDON | 3.5 | 01/11/2028 | 1,420,000.00 | 1,404,468.00 | 0.06 |
| 36179WDT2 | Ginnie Mae Ii Pool | G2 | 3.5 | 04/01/2051 | 1,618,378.00 | 1,494,145.00 | 0.06 |
| 37045XDP8 | General Motors Financial Co Inc | GM | 2.4 | 10/15/2028 | 1,385,000.00 | 1,315,020.00 | 0.06 |
| 03522AAJ9 | Anheuser-busch Cos Llc / Anheuser-busch | ABIBB | 4.9 | 02/01/2046 | 1,551,000.00 | 1,458,071.00 | 0.06 |
| 015271AW9 | Alexandria Real Estate Equities Inc | ARE | 2.0 | 05/18/2032 | 1,645,000.00 | 1,386,376.00 | 0.06 |
| 06051GKK4 | BANK Of America Corp | BAC | 2.97 | 02/04/2033 | 1,555,000.00 | 1,417,827.00 | 0.06 |
| 05530QAQ3 | BAT International Finance Plc | BATSLN | 5.93 | 02/02/2029 | 1,295,000.00 | 1,358,631.00 | 0.06 |
| 09659W2M5 | BNP Paribas Sa | BNP | 1.9 | 09/30/2028 | 1,385,000.00 | 1,323,107.00 | 0.06 |
| 09659W2Q6 | BNP Paribas Sa | BNP | 1.68 | 06/30/2027 | 1,425,000.00 | 1,399,397.00 | 0.06 |
| 25243YBE8 | Diageo Capital Plc | DGELN | 2.13 | 04/29/2032 | 1,665,000.00 | 1,442,576.00 | 0.06 |
| 172967ML2 | Citigroup Inc | C | 2.67 | 01/29/2031 | 1,510,000.00 | 1,407,615.00 | 0.06 |
| 172967MY4 | Citigroup Inc | C | 2.56 | 05/01/2032 | 1,415,000.00 | 1,277,029.00 | 0.06 |
| 16159LAC2 | Chase Home Lending Mortgage Trust 2023-r | CHASE | 3.5 | 06/01/2062 | 1,586,826.00 | 1,475,839.00 | 0.06 |
| 14317CAF9 | Carmax Auto Owner Trust 2022-1 | CARMX | 2.2 | 11/15/2027 | 1,300,000.00 | 1,288,136.00 | 0.06 |
| 15132HAH4 | Cencosud Sa | CENSUD | 4.38 | 07/17/2027 | 1,320,000.00 | 1,321,240.00 | 0.06 |
| 31418DW65 | Fannie Mae Pool | FN | 2.0 | 02/01/2041 | 1,557,851.00 | 1,351,404.00 | 0.06 |
| 31418DV74 | Fannie Mae Pool | FN | 2.0 | 01/01/2051 | 1,643,853.00 | 1,345,580.00 | 0.06 |
| 31418DRP9 | Fannie Mae Pool | FN | 2.0 | 08/01/2040 | 1,647,358.00 | 1,453,914.00 | 0.06 |
| 31418DLT7 | Fannie Mae Pool | FN | 3.0 | 02/01/2050 | 1,417,727.00 | 1,272,272.00 | 0.06 |
| 302491AV7 | FMC Corp | FMC | 4.5 | 10/01/2049 | 1,795,000.00 | 1,281,523.00 | 0.06 |
| 29366MAB4 | Entergy Arkansas Llc | ETR | 2.65 | 06/15/2051 | 2,220,000.00 | 1,354,953.00 | 0.06 |
| 3132D6CP3 | Freddie Mac Pool | FR | 4.0 | 09/01/2037 | 1,373,434.00 | 1,353,327.00 | 0.06 |
| 3132DWAN3 | Freddie Mac Pool | FR | 2.0 | 12/01/2050 | 1,674,786.00 | 1,370,550.00 | 0.06 |
| 3133B9MY7 | Freddie Mac Pool | FR | 4.0 | 04/01/2052 | 1,324,077.00 | 1,273,321.00 | 0.06 |
| 3136BUTY6 | Fannie Mae Remics | FNR | 4.2 | 02/25/2055 | 1,322,830.00 | 1,329,727.00 | 0.06 |
| 3133A1B92 | Freddie Mac Pool | FR | 3.5 | 01/01/2050 | 1,211,533.00 | 1,139,445.00 | 0.05 |
| 3136BDJQ2 | Fannie Mae Remics | FNR | 3.5 | 01/01/2051 | 5,541,877.00 | 1,045,507.00 | 0.05 |
| 3132DVMJ1 | Freddie Mac Pool | FR | 4.0 | 02/01/2053 | 1,152,234.00 | 1,105,666.00 | 0.05 |
| 3132DWAD5 | Freddie Mac Pool | FR | 1.5 | 11/01/2050 | 1,602,067.00 | 1,239,837.00 | 0.05 |
| 3132DMCA1 | Freddie Mac Pool | FR | 4.0 | 02/01/2046 | 1,098,129.00 | 1,074,869.00 | 0.05 |
| 3128MJSY7 | Freddie Mac Gold Pool | FG | 3.0 | 06/01/2043 | 1,143,616.00 | 1,060,512.00 | 0.05 |
| 31418DRS3 | Fannie Mae Pool | FN | 2.5 | 08/01/2050 | 1,442,039.00 | 1,233,734.00 | 0.05 |
| 31418CYN8 | Fannie Mae Pool | FN | 4.5 | 07/01/2048 | 1,170,704.00 | 1,161,599.00 | 0.05 |
| 31418CCH5 | Fannie Mae Pool | FN | 3.0 | 10/01/2046 | 1,363,294.00 | 1,239,484.00 | 0.05 |
| 3140QPRL3 | Fannie Mae Pool | FN | 4.0 | 07/01/2052 | 1,089,723.00 | 1,043,258.00 | 0.05 |
| 15135UAX7 | Cenovus Energy Inc | CVECN | 3.75 | 02/15/2052 | 1,685,000.00 | 1,197,585.00 | 0.05 |
| 13648TAG2 | Canadian Pacific Railway Co | CP | 3.5 | 05/01/2050 | 1,585,000.00 | 1,166,115.00 | 0.05 |
| 138616AM9 | Cantor Fitzgerald Lp | CANTOR | 7.2 | 12/12/2028 | 1,155,000.00 | 1,228,530.00 | 0.05 |
| 161917AB5 | Chase Home Lending Mortgage Trust Series | CHASE | 3.25 | 09/01/2064 | 1,355,337.00 | 1,220,510.00 | 0.05 |
| 125523AH3 | Cigna Group/the | CI | 4.38 | 10/15/2028 | 1,100,000.00 | 1,106,641.00 | 0.05 |
| 12769GAA8 | Caesars Entertainment Inc | CZR | 4.63 | 10/15/2029 | 1,175,000.00 | 1,105,829.00 | 0.05 |
| 109641AK6 | Brinker International Inc | EAT | 8.25 | 07/15/2030 | 1,025,000.00 | 1,086,358.00 | 0.05 |
| 097751CB5 | Bombardier Inc | BBDBCN | 7.25 | 07/01/2031 | 1,050,000.00 | 1,114,438.00 | 0.05 |
| 23918KAW8 | Davita Inc | DVA | 6.88 | 09/01/2032 | 1,075,000.00 | 1,113,826.00 | 0.05 |
| 24703VAE1 | DELL Equipment Finance Trust 2025-2 | DEFT | 4.12 | 03/24/2031 | 1,250,000.00 | 1,253,580.00 | 0.05 |
| 26443TAC0 | DUKE Energy Indiana Llc | DUK | 2.75 | 04/01/2050 | 1,825,000.00 | 1,163,466.00 | 0.05 |
| 17888HAA1 | Civitas Resources Inc | CIVI | 8.38 | 07/01/2028 | 1,050,000.00 | 1,084,412.00 | 0.05 |
| 18060TAD7 | Clarios Global Lp / Clarios Us Finance C | POWSOL | 6.75 | 02/15/2030 | 1,050,000.00 | 1,087,033.00 | 0.05 |
| 22003BAP1 | COPT Defense Properties Lp | CDP | 2.9 | 12/01/2033 | 1,400,000.00 | 1,194,263.00 | 0.05 |
| 096630AH1 | Boardwalk Pipelines Lp | BWP | 3.4 | 02/15/2031 | 1,300,000.00 | 1,217,211.00 | 0.05 |
| 097023CJ2 | Boeing Co/the | BA | 3.6 | 05/01/2034 | 1,160,000.00 | 1,052,328.00 | 0.05 |
| 097023CK9 | Boeing Co/the | BA | 3.9 | 05/01/2049 | 1,405,000.00 | 1,062,337.00 | 0.05 |
| 06738ECU7 | Barclays Plc | BACR | 4.94 | 09/10/2030 | 1,230,000.00 | 1,248,356.00 | 0.05 |
| 00287YAS8 | Abbvie Inc | ABBV | 4.7 | 05/14/2045 | 1,170,000.00 | 1,074,469.00 | 0.05 |
| 00206RKJ0 | AT&T Inc | T | 3.5 | 09/15/2053 | 1,734,000.00 | 1,189,462.00 | 0.05 |
| 00206RLV2 | AT&T Inc | T | 3.65 | 09/15/2059 | 1,717,000.00 | 1,161,448.00 | 0.05 |
| 05508WAC9 | B&G Foods Inc | BGS | 8.0 | 09/15/2028 | 1,175,000.00 | 1,105,544.00 | 0.05 |
| 364760AQ1 | GAP Inc/the | GAP | 3.88 | 10/01/2031 | 1,250,000.00 | 1,142,866.00 | 0.05 |
| 379930AF7 | GM Financial Consumer Automobile Receiva | GMCAR | 6.16 | 04/16/2029 | 1,100,000.00 | 1,130,546.00 | 0.05 |
| 36179WBY3 | Ginnie Mae Ii Pool | G2 | 2.5 | 03/01/2051 | 1,425,087.00 | 1,234,369.00 | 0.05 |
| 36179TZ57 | Ginnie Mae Ii Pool | G2 | 4.0 | 06/01/2048 | 1,105,612.00 | 1,063,103.00 | 0.05 |
| 46647PBL9 | Jpmorgan Chase & Co | JPM | 2.52 | 04/22/2031 | 1,281,000.00 | 1,190,741.00 | 0.05 |
| 47233WBM0 | Jefferies Financial Group Inc | JEF | 5.88 | 07/21/2028 | 1,210,000.00 | 1,250,871.00 | 0.05 |
| 42704LAE4 | HERC Holdings Inc | HRI | 6.63 | 06/15/2029 | 1,100,000.00 | 1,136,293.00 | 0.05 |
| 431318AV6 | Hilcorp Energy I Lp / Hilcorp Finance Co | HILCRP | 6.0 | 02/01/2031 | 1,150,000.00 | 1,093,063.00 | 0.05 |
| 38383R4A2 | Government National Mortgage Association | GNR | 3.0 | 08/01/2051 | 10,599,076.00 | 1,133,552.00 | 0.05 |
| 31418EJF8 | Fannie Mae Pool | FN | 5.0 | 09/01/2052 | 1,158,469.00 | 1,158,192.00 | 0.05 |
| 31418ELW8 | Fannie Mae Pool | FN | 4.5 | 12/01/2052 | 1,234,173.00 | 1,208,128.00 | 0.05 |
| 31418EHP8 | Fannie Mae Pool | FN | 5.0 | 08/01/2052 | 1,095,892.00 | 1,095,630.00 | 0.05 |
| 31418EES5 | Fannie Mae Pool | FN | 4.0 | 05/01/2052 | 1,156,092.00 | 1,102,000.00 | 0.05 |
| 3142G5QF8 | Freddie Mac Strips | FHS | 4.0 | 05/01/2053 | 5,444,595.00 | 1,191,004.00 | 0.05 |
| 552953CK5 | MGM Resorts International | MGM | 6.13 | 09/15/2029 | 1,100,000.00 | 1,119,872.00 | 0.05 |
| 50190DAG1 | LCCM 2017-lc26 | LCCM | 3.29 | 07/03/2050 | 1,135,411.00 | 1,115,119.00 | 0.05 |
| 517834AE7 | LAS Vegas Sands Corp | LVS | 3.5 | 08/18/2026 | 1,230,000.00 | 1,220,101.00 | 0.05 |
| 57701RAM4 | Mattamy Group Corp | MATHOM | 4.63 | 03/01/2030 | 1,150,000.00 | 1,112,625.00 | 0.05 |
| 59833DAB6 | Midwest Gaming Borrower Llc / Midwest Ga | MWGAME | 4.88 | 05/01/2029 | 1,150,000.00 | 1,116,558.00 | 0.05 |
| 6174468G7 | Morgan Stanley | MS | 4.43 | 01/23/2030 | 1,200,000.00 | 1,206,863.00 | 0.05 |
| 62482BAA0 | Medline Borrower Lp | MEDIND | 3.88 | 04/01/2029 | 1,175,000.00 | 1,141,494.00 | 0.05 |
| 629377CP5 | NRG Energy Inc | NRG | 2.45 | 12/02/2027 | 1,215,000.00 | 1,164,606.00 | 0.05 |
| 694308JN8 | Pacific Gas And Electric Co | PCG | 4.95 | 07/01/2050 | 1,460,000.00 | 1,254,358.00 | 0.05 |
| 67021CAV9 | Nstar Electric Co | ES | 5.4 | 06/01/2034 | 1,130,000.00 | 1,174,742.00 | 0.05 |
| 64966SHN9 | CITY Of New York Ny | NYC | 5.11 | 10/01/2054 | 1,155,000.00 | 1,123,952.00 | 0.05 |
| 651229BG0 | Newell Brands Inc | NWL | 8.5 | 06/01/2028 | 1,075,000.00 | 1,106,245.00 | 0.05 |
| 68245XAM1 | 1011778 Bc Ulc / New Red Finance Inc | BCULC | 4.0 | 10/15/2030 | 1,200,000.00 | 1,136,760.00 | 0.05 |
| 682691AC4 | Onemain Finance Corp | OMF | 3.88 | 09/15/2028 | 1,175,000.00 | 1,134,113.00 | 0.05 |
| 902613AA6 | UBS Group Ag | UBS | 3.13 | 08/13/2030 | 1,180,000.00 | 1,128,455.00 | 0.05 |
| 90276TAF1 | UBS Commercial Mortgage Trust 2017-c5 | UBSCM | 3.21 | 11/01/2050 | 1,295,500.00 | 1,262,028.00 | 0.05 |
| 87612GAK7 | Targa Resources Corp | TRGP | 5.5 | 02/15/2035 | 1,192,000.00 | 1,214,777.00 | 0.05 |
| 86765KAA7 | Sunoco Lp / Sunoco Finance Corp | SUN | 7.0 | 09/15/2028 | 1,075,000.00 | 1,107,785.00 | 0.05 |
| 866677AF4 | SUN Communities Operating Lp | SUI | 2.3 | 11/01/2028 | 1,095,000.00 | 1,036,754.00 | 0.05 |
| 853496AH0 | Standard Industries Inc/ny | BMCAUS | 3.38 | 01/15/2031 | 1,225,000.00 | 1,116,356.00 | 0.05 |
| 77311WAA9 | Rocket Cos Inc | RKT | 6.13 | 08/01/2030 | 1,100,000.00 | 1,135,361.00 | 0.05 |
| 77313LAA1 | Rocket Mortgage Llc / Rocket Mortgage Co | RKT | 2.88 | 10/15/2026 | 1,150,000.00 | 1,129,361.00 | 0.05 |
| 74456QBY1 | Public Service Electric And Gas Co | PEG | 3.2 | 05/15/2029 | 1,265,000.00 | 1,229,256.00 | 0.05 |
| 80287DAD9 | Santander Drive Auto Receivables Trust 2 | SDART | 5.98 | 04/16/2029 | 1,100,000.00 | 1,114,990.00 | 0.05 |
| 803014AB5 | Santos Finance Ltd | STOAU | 6.88 | 09/19/2033 | 1,010,000.00 | 1,108,544.00 | 0.05 |
| SWB8A9KCBB | SWP: Ois Sofr 1.350000 11-may-2054 | — | — | 05/11/2054 | -2,800,000.00 | 1,255,794.00 | 0.05 |
| 922966AB2 | Venture Global Plaquemines Lng Llc | VEGLPL | 7.75 | 05/01/2035 | 1,000,000.00 | 1,128,387.00 | 0.05 |
| 92328MAB9 | Venture Global Calcasieu Pass Llc | VENTGL | 4.13 | 08/15/2031 | 1,200,000.00 | 1,109,904.00 | 0.05 |
| 92345YAF3 | Verisk Analytics Inc | VRSK | 4.13 | 03/15/2029 | 1,185,000.00 | 1,182,350.00 | 0.05 |
| 95000FAS5 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 2.67 | 07/15/2048 | 1,228,712.00 | 1,219,224.00 | 0.05 |
| 95000GAX2 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 2.4 | 08/15/2049 | 1,133,340.00 | 1,123,146.00 | 0.05 |
| 92840MAB8 | Vistra Corp | VST | 8.0 | 04/15/2174 | 1,075,000.00 | 1,101,744.00 | 0.05 |
| 95001WAY4 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.75 | 03/01/2052 | 1,083,978.00 | 1,080,653.00 | 0.05 |
| 95000TBR6 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.37 | 03/01/2050 | 1,011,875.00 | 991,870.00 | 0.04 |
| 95001MAE0 | Wells Fargo Commercial Mortgage Trust 20 | WFCM | 3.19 | 07/15/2050 | 879,656.00 | 866,559.00 | 0.04 |
| 91324PEE8 | Unitedhealth Group Inc | UNH | 3.05 | 05/15/2041 | 1,150,000.00 | 876,193.00 | 0.04 |
| 91324PFD9 | Unitedhealth Group Inc | UNH | 5.5 | 04/15/2064 | 865,000.00 | 831,851.00 | 0.04 |
| 80286YAE2 | Santander Drive Auto Receivables Trust 2 | SDART | 5.84 | 06/17/2030 | 1,000,000.00 | 1,020,269.00 | 0.04 |
| 80281LAX3 | Santander Uk Group Holdings Plc | SANUK | 4.32 | 09/22/2029 | 1,035,000.00 | 1,032,320.00 | 0.04 |
| 796253T93 | CITY Of San Antonio Tx Electric & Gas Sy | SANUTL | 5.99 | 02/01/2039 | 775,000.00 | 826,057.00 | 0.04 |
| 83368RBC5 | Societe Generale Sa | SOCGEN | 1.79 | 06/09/2027 | 1,020,000.00 | 1,003,658.00 | 0.04 |
| 83368RBS0 | Societe Generale Sa | SOCGEN | 6.69 | 01/10/2034 | 805,000.00 | 874,421.00 | 0.04 |
| 74730DAC7 | Qatarenergy | QPETRO | 2.25 | 07/12/2031 | 1,090,000.00 | 981,403.00 | 0.04 |
| 756109AX2 | Realty Income Corp | O | 3.25 | 01/15/2031 | 985,000.00 | 933,222.00 | 0.04 |
| 744573AQ9 | Public Service Enterprise Group Inc | PEG | 1.6 | 08/15/2030 | 1,155,000.00 | 1,015,322.00 | 0.04 |
| 87264ABD6 | T-mobile Usa Inc | TMUS | 3.75 | 04/15/2027 | 970,000.00 | 964,388.00 | 0.04 |
| 87612GAF8 | Targa Resources Corp | TRGP | 6.5 | 03/30/2034 | 930,000.00 | 1,015,121.00 | 0.04 |
| 880349AU9 | Tenneco Inc | TENINC | 8.0 | 11/17/2028 | 875,000.00 | 873,048.00 | 0.04 |
| 90278KAZ4 | UBS Commercial Mortgage Trust 2018-c14 | UBSCM | 4.18 | 12/01/2051 | 1,033,539.00 | 1,032,167.00 | 0.04 |
| 898813AR1 | Tucson Electric Power Co | FTSCN | 4.0 | 06/15/2050 | 1,315,000.00 | 1,016,261.00 | 0.04 |
| 89180FCD1 | TOWD Point Mortgage Trust 2021-sj1 | TPMT | 2.25 | 07/25/2068 | 899,603.00 | 869,706.00 | 0.04 |
| 91087BAR1 | Mexico Government International Bond | MEX | 3.5 | 02/12/2034 | 970,000.00 | 845,840.00 | 0.04 |
| 71723MAB4 | Pennsylvania Higher Education Assistance | PHEAA | 4.83 | 05/25/2070 | 970,886.00 | 958,827.00 | 0.04 |
| 695114CW6 | Pacificorp | BRKHEC | 2.7 | 09/15/2030 | 890,000.00 | 822,876.00 | 0.04 |
| 693304BA4 | PECO Energy Co | EXC | 3.05 | 03/15/2051 | 1,540,000.00 | 1,023,433.00 | 0.04 |
| 631005BJ3 | Narragansett Electric Co/the | PPL | 3.4 | 04/09/2030 | 915,000.00 | 881,049.00 | 0.04 |
| 61690YBT8 | Morgan Stanley Capital I Trust 2016-bnk2 | MSC | 2.79 | 11/15/2049 | 900,000.00 | 887,306.00 | 0.04 |
| 59284MAC8 | Mexico City Airport Trust | MEXCAT | 3.88 | 04/30/2028 | 1,018,000.00 | 994,545.00 | 0.04 |
| 591894CE8 | Firstenergy Pennsylvania Electric Co | FE | 5.2 | 04/01/2028 | 865,000.00 | 883,173.00 | 0.04 |
| 55316EAE2 | MMAF Equipment Finance Llc 2019-b | MMAF | 2.29 | 11/12/2041 | 999,777.00 | 990,694.00 | 0.04 |
| 31418EJ43 | Fannie Mae Pool | FN | 3.5 | 10/01/2052 | 997,254.00 | 920,856.00 | 0.04 |
| 31418DYZ9 | Fannie Mae Pool | FN | 3.0 | 05/01/2051 | 970,965.00 | 866,948.00 | 0.04 |
| 31418DXP2 | Fannie Mae Pool | FN | 2.0 | 03/01/2031 | 881,545.00 | 844,566.00 | 0.04 |
| 36179T7H2 | Ginnie Mae Ii Pool | G2 | 3.0 | 08/01/2048 | 959,373.00 | 874,288.00 | 0.04 |
| 43730XAA2 | HOME Partners Of America 2021-3 Trust | HPA | 2.2 | 01/01/2041 | 1,030,083.00 | 958,742.00 | 0.04 |
| 38383UT59 | Government National Mortgage Association | GNR | 0.72 | 10/20/2052 | 21,731,314.00 | 970,798.00 | 0.04 |
| 36179XDD5 | Ginnie Mae Ii Pool | G2 | 4.0 | 08/20/2052 | 896,622.00 | 856,434.00 | 0.04 |
| 373334KL4 | Georgia Power Co | SO | 2.65 | 09/15/2029 | 1,005,000.00 | 953,863.00 | 0.04 |
| 37045VAJ9 | General Motors Co | GM | 5.2 | 04/01/2045 | 950,000.00 | 862,305.00 | 0.04 |
| 3618N5C56 | Ginnie Mae Ii Pool | G2 | 5.0 | 12/01/2054 | 928,193.00 | 926,174.00 | 0.04 |
| 049560AS4 | Atmos Energy Corp | ATO | 3.38 | 09/15/2049 | 1,200,000.00 | 872,427.00 | 0.04 |
| 031162BK5 | Amgen Inc | AMGN | 5.15 | 11/15/2041 | 910,000.00 | 887,091.00 | 0.04 |
| 03065UAF6 | Americredit Automobile Receivables Trust | AMCAR | 6.0 | 07/18/2029 | 900,000.00 | 923,518.00 | 0.04 |
| 03066JAE3 | Americredit Automobile Receivables Trust | AMCAR | 1.41 | 08/18/2027 | 1,010,958.00 | 1,001,072.00 | 0.04 |
| 03027XBA7 | American Tower Corp | AMT | 2.9 | 01/15/2030 | 1,040,000.00 | 982,222.00 | 0.04 |
| 00287YDB2 | Abbvie Inc | ABBV | 4.75 | 03/15/2045 | 1,008,000.00 | 936,174.00 | 0.04 |
| 01626PAH9 | Alimentation Couche-tard Inc | ATDBCN | 3.55 | 07/26/2027 | 940,000.00 | 929,921.00 | 0.04 |
| 00833QAA3 | Affirm Asset Securitization Trust 2024-x | AFFRM | 5.22 | 12/17/2029 | 911,993.00 | 912,587.00 | 0.04 |
| 00817YAJ7 | Aetna Inc | AET | 4.5 | 05/15/2042 | 1,000,000.00 | 864,078.00 | 0.04 |
| 097093AB4 | BOF Vii Al Funding Trust I | BVABS | 6.29 | 07/26/2032 | 1,018,388.00 | 1,034,197.00 | 0.04 |
| 09659W2K9 | BNP Paribas Sa | BNP | 3.05 | 01/13/2031 | 1,080,000.00 | 1,014,714.00 | 0.04 |
| 05964HBB0 | Banco Santander Sa | SANTAN | 5.54 | 03/14/2030 | 1,000,000.00 | 1,033,070.00 | 0.04 |
| 225401AF5 | UBS Group Ag | UBS | 3.87 | 01/12/2029 | 870,000.00 | 863,180.00 | 0.04 |
| 21036PBH0 | Constellation Brands Inc | STZ | 2.25 | 08/01/2031 | 1,030,000.00 | 910,615.00 | 0.04 |
| 17328CAC6 | Citigroup Commercial Mortgage Trust 2019 | CGCMT | 2.86 | 12/01/2072 | 942,358.00 | 892,240.00 | 0.04 |
| 19828TAA4 | Columbia Pipelines Operating Co Llc | CPGX | 5.93 | 08/15/2030 | 935,000.00 | 988,715.00 | 0.04 |
| 11135FBQ3 | Broadcom Inc | AVGO | 3.19 | 11/15/2036 | 1,000,000.00 | 853,510.00 | 0.04 |
| 11120VAM5 | Brixmor Operating Partnership Lp | BRX | 5.5 | 02/15/2034 | 895,000.00 | 921,819.00 | 0.04 |
| 12663TAA7 | CSMC 2022-rpl4 Trust | CSMC | 3.9 | 04/25/2062 | 937,692.00 | 904,890.00 | 0.04 |
| 165183DE1 | Chesapeake Funding Ii Llc | CFII | 5.52 | 05/15/2036 | 844,067.00 | 852,478.00 | 0.04 |
| 172967KA8 | Citigroup Inc | C | 4.45 | 09/29/2027 | 840,000.00 | 842,535.00 | 0.04 |
| 172967KJ9 | Citigroup Inc | C | 4.6 | 03/09/2026 | 945,000.00 | 945,632.00 | 0.04 |
| 172967PG0 | Citigroup Inc | C | 5.83 | 02/13/2035 | 865,000.00 | 898,663.00 | 0.04 |
| 147918AC0 | Cassa Depositi E Prestiti Spa | CDEP | 5.88 | 04/30/2029 | 800,000.00 | 842,459.00 | 0.04 |
| 147918AF3 | Cassa Depositi E Prestiti Spa | CDEP | 4.38 | 10/01/2030 | 1,000,000.00 | 999,572.00 | 0.04 |
| 15853BAA9 | Champion Iron Canada Inc | CIACN | 7.88 | 07/15/2032 | 810,000.00 | 849,042.00 | 0.04 |
| 3140J6GR2 | Fannie Mae Pool | FN | 4.0 | 09/01/2048 | 1,036,734.00 | 1,002,600.00 | 0.04 |
| 3138WJFK9 | Fannie Mae Pool | FN | 3.0 | 11/01/2046 | 1,077,673.00 | 982,148.00 | 0.04 |
| 30303MAC6 | META Platforms Inc | META | 4.6 | 11/15/2032 | 920,000.00 | 924,225.00 | 0.04 |
| 29365TAH7 | Entergy Texas Inc | ETR | 4.5 | 03/30/2039 | 1,000,000.00 | 936,743.00 | 0.04 |
| 29279FAA7 | Energy Transfer Lp | ET | 6.25 | 04/15/2049 | 910,000.00 | 907,935.00 | 0.04 |
| 29446MAK8 | Equinor Asa | EQNR | 2.38 | 05/22/2030 | 1,110,000.00 | 1,031,585.00 | 0.04 |
| 3133BEVD2 | Freddie Mac Pool | FR | 3.5 | 07/01/2052 | 949,958.00 | 876,158.00 | 0.04 |
| 3132DWE41 | Freddie Mac Pool | FR | 3.5 | 10/01/2052 | 980,188.00 | 905,094.00 | 0.04 |
| 3132DWBP7 | Freddie Mac Pool | FR | 2.0 | 05/01/2051 | 1,131,984.00 | 925,050.00 | 0.04 |
| 3132DWF24 | Freddie Mac Pool | FR | 3.5 | 01/01/2053 | 957,093.00 | 883,621.00 | 0.04 |
| 3132DWFD0 | Freddie Mac Pool | FR | 3.5 | 11/01/2052 | 1,050,136.00 | 969,629.00 | 0.04 |
| 3133KG4K1 | Freddie Mac Pool | FR | 2.5 | 11/01/2049 | 700,051.00 | 605,066.00 | 0.03 |
| 3133AJBG7 | Freddie Mac Pool | FR | 2.5 | 03/01/2051 | 835,976.00 | 719,863.00 | 0.03 |
| 3136F1EQ9 | Federal National Mortgage Association | FNMA | — | 03/17/2031 | 945,000.00 | 756,668.00 | 0.03 |
| 3137B4RQ1 | Freddie Mac Remics | FHR | 3.5 | 10/01/2041 | 623,647.00 | 596,808.00 | 0.03 |
| 3132D56Z0 | Freddie Mac Pool | FR | 1.5 | 02/01/2036 | 682,155.00 | 613,248.00 | 0.03 |
| 3132DWB69 | Freddie Mac Pool | FR | 2.5 | 08/01/2051 | 791,290.00 | 675,093.00 | 0.03 |
| 3128MJZZ6 | Freddie Mac Gold Pool | FG | 4.5 | 04/01/2047 | 590,568.00 | 586,914.00 | 0.03 |
| 3138WHZM7 | Fannie Mae Pool | FN | 4.0 | 09/01/2046 | 745,786.00 | 727,947.00 | 0.03 |
| 3138LTJW9 | Fannie Mae Pool | FN | 3.5 | 05/01/2042 | 776,231.00 | 744,333.00 | 0.03 |
| 3140GSRX2 | Fannie Mae Pool | FN | 3.5 | 10/01/2047 | 783,593.00 | 737,280.00 | 0.03 |
| 3140X3AX6 | Fannie Mae Pool | FN | 4.0 | 03/01/2049 | 825,316.00 | 797,600.00 | 0.03 |
| 3140X4DE3 | Fannie Mae Pool | FN | 3.0 | 04/01/2047 | 777,261.00 | 708,391.00 | 0.03 |
| 3140X5R70 | Fannie Mae Pool | FN | 3.5 | 03/01/2049 | 642,314.00 | 604,861.00 | 0.03 |
| 3140X7NL9 | Fannie Mae Pool | FN | 3.5 | 07/01/2047 | 818,142.00 | 780,478.00 | 0.03 |
| 3140QNE81 | Fannie Mae Pool | FN | 2.5 | 02/01/2052 | 768,927.00 | 662,303.00 | 0.03 |
| 3140KDFJ4 | Fannie Mae Pool | FN | 3.0 | 06/01/2050 | 716,986.00 | 642,088.00 | 0.03 |
| 31418CN83 | Fannie Mae Pool | FN | 2.5 | 08/01/2032 | 603,072.00 | 581,345.00 | 0.03 |
| 3140X8K71 | Fannie Mae Pool | FN | 5.0 | 06/01/2049 | 768,249.00 | 779,246.00 | 0.03 |
| 3140XGKP3 | Fannie Mae Pool | FN | 3.0 | 01/01/2050 | 794,757.00 | 705,764.00 | 0.03 |
| 3140XGSR1 | Fannie Mae Pool | FN | 3.0 | 02/01/2050 | 699,999.00 | 631,153.00 | 0.03 |
| 31418CRC0 | Fannie Mae Pool | FN | 3.5 | 11/01/2047 | 716,978.00 | 674,157.00 | 0.03 |
| 31418DV90 | Fannie Mae Pool | FN | 3.0 | 01/01/2051 | 892,589.00 | 797,961.00 | 0.03 |
| 31418DUF7 | Fannie Mae Pool | FN | 1.5 | 11/01/2050 | 944,335.00 | 730,547.00 | 0.03 |
| 14317CAG7 | Carmax Auto Owner Trust 2022-1 | CARMX | 2.47 | 07/17/2028 | 600,000.00 | 594,578.00 | 0.03 |
| 14317JAG2 | Carmax Auto Owner Trust 2021-4 | CARMX | 1.38 | 07/15/2027 | 800,000.00 | 796,775.00 | 0.03 |
| 17325GAC0 | Citigroup Commercial Mortgage Trust 2016 | CGCMT | 2.9 | 11/01/2049 | 703,372.00 | 693,424.00 | 0.03 |
| 172967LD1 | Citigroup Inc | C | 3.89 | 01/10/2028 | 670,000.00 | 667,387.00 | 0.03 |
| 12594MBB3 | COMM 2016-cor1 Mortgage Trust | COMM | 2.83 | 10/01/2049 | 775,406.00 | 766,830.00 | 0.03 |
| 12189LBG5 | Burlington Northern Santa Fe Llc | BNSF | 3.3 | 09/15/2051 | 875,000.00 | 617,531.00 | 0.03 |
| 12513GBK4 | CDW Llc / Cdw Finance Corp | CDW | 5.1 | 03/01/2030 | 765,000.00 | 778,915.00 | 0.03 |
| 12514MBB0 | CD 2016-cd1 Mortgage Trust | CD | 2.46 | 08/01/2049 | 691,539.00 | 684,715.00 | 0.03 |
| 20755CAA6 | Connecticut Avenue Securities Trust 2023 | CAS | 5.68 | 10/25/2043 | 654,229.00 | 656,463.00 | 0.03 |
| 202795JL5 | Commonwealth Edison Co | EXC | 3.75 | 08/15/2047 | 775,000.00 | 605,718.00 | 0.03 |
| 209111FL2 | Consolidated Edison Co Of New York Inc | ED | 3.88 | 06/15/2047 | 805,000.00 | 637,457.00 | 0.03 |
| 26857LAA0 | ELFI Graduate Loan Program 2020-a Llc | ELFI | 1.73 | 08/25/2045 | 675,520.00 | 620,165.00 | 0.03 |
| 05578AAJ7 | BPCE Sa | BPCEGP | 3.25 | 01/11/2028 | 625,000.00 | 612,478.00 | 0.03 |
| 058498BA3 | BALL Corp | BALL | 5.5 | 09/15/2033 | 735,000.00 | 743,491.00 | 0.03 |
| 084664CV1 | Berkshire Hathaway Finance Corp | BRK | 2.85 | 10/15/2050 | 1,175,000.00 | 773,544.00 | 0.03 |
| 00206RMN9 | AT&T Inc | T | 3.8 | 12/01/2057 | 1,128,000.00 | 795,438.00 | 0.03 |
| 00115AAJ8 | AEP Transmission Co Llc | AEP | 4.25 | 09/15/2048 | 830,000.00 | 696,090.00 | 0.03 |
| 02209SBJ1 | Altria Group Inc | MO | 3.4 | 05/06/2030 | 630,000.00 | 604,427.00 | 0.03 |
| 054989AA6 | BAT Capital Corp | BATSLN | 6.34 | 08/02/2030 | 710,000.00 | 765,196.00 | 0.03 |
| 379930AG5 | GM Financial Consumer Automobile Receiva | GMCAR | 6.41 | 05/16/2029 | 700,000.00 | 721,210.00 | 0.03 |
| 36179WR34 | Ginnie Mae Ii Pool | G2 | 3.0 | 11/20/2051 | 705,965.00 | 634,917.00 | 0.03 |
| 36179WBX5 | Ginnie Mae Ii Pool | G2 | 2.0 | 03/20/2051 | 914,389.00 | 760,823.00 | 0.03 |
| 39541EAC7 | Greensaif Pipelines Bidco Sarl | GASBCM | 6.51 | 02/23/2042 | 725,000.00 | 792,519.00 | 0.03 |
| 42250PAB9 | Healthpeak Op Llc | DOC | 2.88 | 01/15/2031 | 630,000.00 | 580,551.00 | 0.03 |
| 422806AA7 | Heico Corp | HEI | 5.25 | 08/01/2028 | 725,000.00 | 746,706.00 | 0.03 |
| 446150BC7 | Huntington Bancshares Inc/oh | HBAN | 6.21 | 08/21/2029 | 630,000.00 | 661,208.00 | 0.03 |
| 38611TAV9 | Grand Parkway Transportation Corp | GPTTRN | 5.18 | 10/01/2042 | 775,000.00 | 796,130.00 | 0.03 |
| 448579AQ5 | Hyatt Hotels Corp | H | 5.75 | 01/30/2027 | 730,000.00 | 742,649.00 | 0.03 |
| 46590TAD7 | Jpmdb Commercial Mortgage Securities Tru | JPMDB | 3.41 | 03/01/2050 | 790,985.00 | 780,145.00 | 0.03 |
| 36179SGK7 | Ginnie Mae Ii Pool | G2 | 3.0 | 07/01/2046 | 703,199.00 | 641,280.00 | 0.03 |
| 36179SNV5 | Ginnie Mae Ii Pool | G2 | 3.5 | 10/01/2046 | 621,847.00 | 580,369.00 | 0.03 |
| 31418DX80 | Fannie Mae Pool | FN | 1.5 | 04/01/2036 | 749,082.00 | 673,403.00 | 0.03 |
| 31418D4Y5 | Fannie Mae Pool | FN | 2.5 | 10/01/2051 | 738,148.00 | 629,966.00 | 0.03 |
| 31418EGK0 | Fannie Mae Pool | FN | 4.5 | 08/01/2052 | 654,417.00 | 640,809.00 | 0.03 |
| 345285AB6 | FORD Credit Auto Owner Trust 2021-rev2 | FORDR | 1.91 | 05/15/2034 | 600,000.00 | 584,742.00 | 0.03 |
| 345340AB9 | FORD Credit Auto Owner Trust 2021-rev1 | FORDR | 1.61 | 10/17/2033 | 630,000.00 | 621,402.00 | 0.03 |
| 345397G49 | FORD Motor Credit Co Llc | F | 5.88 | 11/07/2029 | 575,000.00 | 586,389.00 | 0.03 |
| 55037AAB4 | AKER Bp Asa | AKERBP | 3.1 | 07/15/2031 | 770,000.00 | 703,553.00 | 0.03 |
| 573284AW6 | Martin Marietta Materials Inc | MLM | 2.4 | 07/15/2031 | 715,000.00 | 642,221.00 | 0.03 |
| 628530BC0 | Mylan Inc | VTRS | 5.4 | 11/29/2043 | 860,000.00 | 745,571.00 | 0.03 |
| 62854AAP9 | UTAH Acquisition Sub Inc | VTRS | 5.25 | 06/15/2046 | 730,000.00 | 605,632.00 | 0.03 |
| 61744YAP3 | Morgan Stanley | MS | 3.77 | 01/24/2029 | 760,000.00 | 753,164.00 | 0.03 |
| 715638DF6 | Peruvian Government International Bond | PERU | 2.78 | 01/23/2031 | 701,000.00 | 648,775.00 | 0.03 |
| 65473PAL9 | Nisource Inc | NI | 1.7 | 02/15/2031 | 785,000.00 | 683,573.00 | 0.03 |
| 64966SHM1 | CITY Of New York Ny | NYC | 5.09 | 10/01/2049 | 725,000.00 | 697,646.00 | 0.03 |
| 90291JAV9 | UBS Commercial Mortgage Trust 2018-c9 | UBSCM | 3.85 | 03/01/2051 | 656,750.00 | 648,373.00 | 0.03 |
| 912834JP4 | United States Treasury Strip Coupon | S | — | 02/15/2041 | 1,400,000.00 | 682,851.00 | 0.03 |
| 89182FAA7 | TOWD Point Mortgage Trust | TPMT | 7.29 | 10/25/2063 | 747,343.00 | 756,538.00 | 0.03 |
| 878091BG1 | Teachers Insurance & Annuity Association | TIAAGL | 3.3 | 05/15/2050 | 930,000.00 | 642,944.00 | 0.03 |
| 74942AAA1 | RCKT Mortgage Trust 2024-ces3 | RCKT | 6.59 | 05/25/2044 | 656,422.00 | 665,552.00 | 0.03 |
| 74456QBU9 | Public Service Electric And Gas Co | PEG | 3.7 | 05/01/2028 | 590,000.00 | 586,337.00 | 0.03 |
| 845437BP6 | Southwestern Electric Power Co | AEP | 2.75 | 10/01/2026 | 675,000.00 | 667,235.00 | 0.03 |
| 80287GAE0 | Santander Drive Auto Receivables Trust 2 | SDART | 5.09 | 05/15/2030 | 782,421.00 | 787,009.00 | 0.03 |
| 912834NV6 | United States Treasury Strip Coupon | S | — | 08/15/2044 | 1,620,000.00 | 650,542.00 | 0.03 |
| 92556VAE6 | Viatris Inc | VTRS | 3.85 | 06/22/2040 | 920,000.00 | 698,282.00 | 0.03 |
| 922966AC0 | Venture Global Plaquemines Lng Llc | VEGLPL | 6.5 | 01/15/2034 | 700,000.00 | 733,252.00 | 0.03 |
| 922966AD8 | Venture Global Plaquemines Lng Llc | VEGLPL | 6.75 | 01/15/2036 | 700,000.00 | 741,637.00 | 0.03 |
| 95040QAK0 | Welltower Op Llc | WELL | 2.7 | 02/15/2027 | 775,000.00 | 762,631.00 | 0.03 |
| UXYZ5 COMD | US 10yr Ultra Fut Dec25 | UXYZ5 | — | 12/19/2025 | 55,778,953.00 | 747,359.00 | 0.03 |
| SWB8ACMDEY | SWP: Ois Sofr 4.497000 13-may-2027 | — | — | 05/13/2027 | 48,850,000.00 | 732,391.00 | 0.03 |
| 98389BAU4 | XCEL Energy Inc | XEL | 3.35 | 12/01/2026 | 510,000.00 | 505,930.00 | 0.02 |
| SWB8ADVBCQ | Trswap: Tbond 3.000 15-feb-2049 11/06/20 | — | — | 11/06/2025 | 19,925,000.00 | 437,631.00 | 0.02 |
| 96950FAN4 | Williams Cos Inc/the | WMB | 5.4 | 03/04/2044 | 400,000.00 | 387,796.00 | 0.02 |
| 976826BL0 | Wisconsin Power And Light Co | LNT | 3.05 | 10/15/2027 | 535,000.00 | 525,207.00 | 0.02 |
| 91529YAT3 | UNUM Group | UNM | 6.0 | 06/15/2054 | 505,000.00 | 509,175.00 | 0.02 |
| 9151158F9 | Permanent University Fund - University O | UNIHGR | 3.38 | 07/01/2047 | 555,000.00 | 425,147.00 | 0.02 |
| 912834UR7 | United States Treasury Strip Coupon | S | — | 05/15/2049 | 1,210,000.00 | 385,464.00 | 0.02 |
| 91324PEV0 | Unitedhealth Group Inc | UNH | 4.5 | 04/15/2033 | 500,000.00 | 495,753.00 | 0.02 |
| 78398AAG8 | SFS Auto Receivables Securitization Trus | SFAST | 5.97 | 02/20/2031 | 500,000.00 | 514,396.00 | 0.02 |
| 806851AK7 | Schlumberger Holdings Corp | SLB | 3.9 | 05/17/2028 | 487,000.00 | 485,600.00 | 0.02 |
| 80386WAB1 | Sasol Financing Usa Llc | SASOL | 6.5 | 09/27/2028 | 400,000.00 | 394,244.00 | 0.02 |
| 83406TAB8 | SOFI Professional Loan Program 2020-atru | SOFI | 2.54 | 05/15/2046 | 453,946.00 | 437,668.00 | 0.02 |
| 744448CS8 | Public Service Co Of Colorado | XEL | 3.2 | 03/01/2050 | 720,000.00 | 497,515.00 | 0.02 |
| 743820AA0 | Providence St Joseph Health Obligated Gr | PSJHOG | 2.53 | 10/01/2029 | 420,000.00 | 394,475.00 | 0.02 |
| 74456QBR6 | Public Service Electric And Gas Co | PEG | 2.25 | 09/15/2026 | 370,000.00 | 364,722.00 | 0.02 |
| 74730DAB9 | Qatarenergy | QPETRO | 1.38 | 09/12/2026 | 500,000.00 | 488,500.00 | 0.02 |
| 78462QAE9 | SP Powerassets Ltd | SPSP | 3.0 | 09/26/2027 | 465,000.00 | 456,997.00 | 0.02 |
| 880591EX6 | Tennessee Valley Authority | TVA | 1.5 | 09/15/2031 | 465,000.00 | 406,195.00 | 0.02 |
| 87264ABL8 | T-mobile Usa Inc | TMUS | 3.0 | 02/15/2041 | 640,000.00 | 478,570.00 | 0.02 |
| 85434VAA6 | Stanford Health Care | STNFHC | 3.8 | 11/15/2048 | 450,000.00 | 354,949.00 | 0.02 |
| 89179JAA4 | TOWD Point Mortgage Trust 2020-4 | TPMT | 1.75 | 10/01/2060 | 473,057.00 | 432,161.00 | 0.02 |
| 893574AM5 | Transcontinental Gas Pipe Line Co Llc | WMB | 4.6 | 03/15/2048 | 500,000.00 | 435,429.00 | 0.02 |
| 893574AR4 | Transcontinental Gas Pipe Line Co Llc | WMB | 3.95 | 05/15/2050 | 625,000.00 | 489,551.00 | 0.02 |
| 89788MAP7 | Truist Financial Corp | TFC | 5.87 | 06/08/2034 | 330,000.00 | 349,168.00 | 0.02 |
| 89838LAG9 | Trustees Of Boston College | BOSCOL | 3.13 | 07/01/2052 | 637,000.00 | 453,312.00 | 0.02 |
| 912834LK2 | United States Treasury Strip Coupon | S | — | 05/15/2042 | 1,195,000.00 | 542,690.00 | 0.02 |
| 65535HAX7 | Nomura Holdings Inc | NOMURA | 2.61 | 07/14/2031 | 565,000.00 | 508,137.00 | 0.02 |
| 68268VAA3 | Onemain Financial Issuance Trust 2022-2 | OMFIT | 4.89 | 10/14/2034 | 528,119.00 | 528,580.00 | 0.02 |
| 67777JAK4 | Ohiohealth Corp | OHCMED | 3.04 | 11/15/2050 | 795,000.00 | 549,831.00 | 0.02 |
| 709235T88 | Pennsylvania State University/the | PSUHGR | 2.84 | 09/01/2050 | 745,000.00 | 506,484.00 | 0.02 |
| 71654QDE9 | Petroleos Mexicanos | PEMEX | 5.95 | 01/28/2031 | 398,000.00 | 389,522.00 | 0.02 |
| 720186AL9 | Piedmont Natural Gas Co Inc | DUK | 3.5 | 06/01/2029 | 440,000.00 | 429,707.00 | 0.02 |
| 628530BJ5 | Mylan Inc | VTRS | 5.2 | 04/15/2048 | 625,000.00 | 508,114.00 | 0.02 |
| 597861AA1 | Mymichigan Health | MIHLTH | 3.41 | 06/01/2050 | 740,000.00 | 527,673.00 | 0.02 |
| 61747YFR1 | Morgan Stanley | MS | 5.83 | 04/19/2035 | 505,000.00 | 539,127.00 | 0.02 |
| 56585ABD3 | Marathon Petroleum Corp | MPC | 3.8 | 04/01/2028 | 380,000.00 | 376,147.00 | 0.02 |
| 575718AF8 | Massachusetts Institute Of Technology | MASSIN | 3.89 | 07/01/2116 | 700,000.00 | 504,954.00 | 0.02 |
| 571903BL6 | Marriott International Inc/md | MAR | 4.9 | 04/15/2029 | 510,000.00 | 520,519.00 | 0.02 |
| 50540RAW2 | Laboratory Corp Of America Holdings | LH | 2.95 | 12/01/2029 | 595,000.00 | 565,499.00 | 0.02 |
| 31419GRA4 | Fannie Mae Pool | FN | 4.0 | 11/01/2040 | 395,456.00 | 388,055.00 | 0.02 |
| 31418EE55 | Fannie Mae Pool | FN | 4.0 | 07/01/2052 | 499,518.00 | 476,235.00 | 0.02 |
| 31418DZU9 | Fannie Mae Pool | FN | 1.5 | 06/01/2051 | 623,843.00 | 482,765.00 | 0.02 |
| 31418EBU3 | Fannie Mae Pool | FN | 3.5 | 02/01/2052 | 376,772.00 | 349,914.00 | 0.02 |
| 36179SB71 | Ginnie Mae Ii Pool | G2 | 3.0 | 05/01/2046 | 441,522.00 | 402,757.00 | 0.02 |
| 36179R7J2 | Ginnie Mae Ii Pool | G2 | 3.5 | 04/01/2046 | 509,380.00 | 476,090.00 | 0.02 |
| 36179S2P1 | Ginnie Mae Ii Pool | G2 | 3.5 | 04/20/2047 | 437,535.00 | 407,892.00 | 0.02 |
| 36179NQ43 | Ginnie Mae Ii Pool | G2 | 3.5 | 10/01/2043 | 455,691.00 | 431,126.00 | 0.02 |
| 36179SSQ1 | Ginnie Mae Ii Pool | G2 | 3.5 | 12/01/2046 | 611,499.00 | 569,552.00 | 0.02 |
| 36179SUX3 | Ginnie Mae Ii Pool | G2 | 4.5 | 01/01/2047 | 381,291.00 | 380,314.00 | 0.02 |
| 36179SYR2 | Ginnie Mae Ii Pool | G2 | 3.0 | 03/01/2047 | 460,802.00 | 420,059.00 | 0.02 |
| 36179TCY9 | Ginnie Mae Ii Pool | G2 | 4.0 | 07/01/2047 | 506,492.00 | 489,216.00 | 0.02 |
| 36179TLS2 | Ginnie Mae Ii Pool | G2 | 3.5 | 11/01/2047 | 602,343.00 | 563,152.00 | 0.02 |
| 36179UQ54 | Ginnie Mae Ii Pool | G2 | 4.0 | 04/20/2049 | 418,151.00 | 401,128.00 | 0.02 |
| 46590MAQ3 | JP Morgan Chase Commercial Mortgage Secu | JPMCC | 2.56 | 08/01/2049 | 440,760.00 | 438,306.00 | 0.02 |
| 46647PBP0 | Jpmorgan Chase & Co | JPM | 2.96 | 05/13/2031 | 510,000.00 | 479,197.00 | 0.02 |
| 50065WAP1 | Korea National Oil Corp | KOROIL | 4.88 | 04/03/2028 | 530,000.00 | 538,845.00 | 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 | 14,665,997.00 | 347,122.00 | 0.02 |
| 38382HVK3 | Government National Mortgage Association | GNR | 3.0 | 08/01/2050 | 2,787,277.00 | 468,515.00 | 0.02 |
| 38382URT0 | Government National Mortgage Association | GNR | 3.0 | 06/01/2051 | 3,729,163.00 | 450,268.00 | 0.02 |
| 38378VPP4 | Government National Mortgage Association | GNR | 3.0 | 07/01/2043 | 470,617.00 | 428,706.00 | 0.02 |
| 36179VBF6 | Ginnie Mae Ii Pool | G2 | 3.0 | 12/01/2049 | 454,356.00 | 409,813.00 | 0.02 |
| 36179UZS4 | Ginnie Mae Ii Pool | G2 | 3.0 | 09/01/2049 | 406,526.00 | 366,822.00 | 0.02 |
| 36179WRZ3 | Ginnie Mae Ii Pool | G2 | 2.0 | 11/01/2051 | 429,558.00 | 357,416.00 | 0.02 |
| 36179W2T4 | Ginnie Mae Ii Pool | G2 | 2.0 | 04/01/2052 | 444,168.00 | 369,572.00 | 0.02 |
| 38141GWB6 | Goldman Sachs Group Inc/the | GS | 3.85 | 01/26/2027 | 475,000.00 | 473,435.00 | 0.02 |
| 37045XCG9 | General Motors Financial Co Inc | GM | 3.85 | 01/05/2028 | 490,000.00 | 485,513.00 | 0.02 |
| 37045XDA1 | General Motors Financial Co Inc | GM | 2.7 | 08/20/2027 | 375,000.00 | 364,945.00 | 0.02 |
| 36268DAA0 | GM Financial Revolving Receivables Trust | GMREV | 5.77 | 08/11/2036 | 500,000.00 | 524,139.00 | 0.02 |
| 05491LAA6 | Bbcms 2016-etc Mortgage Trust | BBCMS | 2.94 | 08/05/2036 | 500,000.00 | 487,592.00 | 0.02 |
| 053332BA9 | Autozone Inc | AZO | 1.65 | 01/15/2031 | 620,000.00 | 539,634.00 | 0.02 |
| 02361DAR1 | Ameren Illinois Co | AEE | 3.7 | 12/01/2047 | 625,000.00 | 488,048.00 | 0.02 |
| 00287YCY3 | Abbvie Inc | ABBV | 4.55 | 03/15/2035 | 360,000.00 | 355,625.00 | 0.02 |
| 00388WAJ0 | ABU Dhabi National Energy Co Pjsc | TAQAUH | 2.0 | 04/29/2028 | 515,000.00 | 489,280.00 | 0.02 |
| 015271BA6 | Alexandria Real Estate Equities Inc | ARE | 4.75 | 04/15/2035 | 425,000.00 | 411,723.00 | 0.02 |
| 01538TAA3 | ALFA Desarrollo Spa | ALFACL | 4.55 | 09/27/2051 | 649,756.00 | 532,396.00 | 0.02 |
| 085209AG9 | Bermuda Government International Bond | BERMUD | 2.38 | 08/20/2030 | 555,000.00 | 503,835.00 | 0.02 |
| 09659W2U7 | BNP Paribas Sa | BNP | 3.13 | 01/20/2033 | 475,000.00 | 430,621.00 | 0.02 |
| 097093AC2 | BOF Vii Al Funding Trust I | BVABS | 6.63 | 07/26/2032 | 395,199.00 | 401,374.00 | 0.02 |
| 097023BY0 | Boeing Co/the | BA | 3.55 | 03/01/2038 | 495,000.00 | 415,407.00 | 0.02 |
| 07132JBC7 | Battalion Clo X Ltd | BATLN | 5.3 | 01/25/2035 | 400,000.00 | 399,998.00 | 0.02 |
| 084423AU6 | W R Berkley Corp | WRB | 4.0 | 05/12/2050 | 545,000.00 | 430,325.00 | 0.02 |
| 08162PAW1 | Benchmark 2018-b1 Mortgage Trust | BMARK | 3.4 | 01/01/2051 | 405,973.00 | 396,409.00 | 0.02 |
| 06738ECT0 | Barclays Plc | BACR | 4.84 | 09/10/2028 | 400,000.00 | 403,865.00 | 0.02 |
| 05581KAH4 | BNP Paribas Sa | BNP | 5.18 | 01/09/2030 | 465,000.00 | 476,200.00 | 0.02 |
| 055451BL1 | BHP Billiton Finance Usa Ltd | BHP | 5.3 | 02/21/2035 | 430,000.00 | 446,166.00 | 0.02 |
| 29278GAF5 | ENEL Finance International Nv | ENELIM | 3.5 | 04/06/2028 | 475,000.00 | 466,379.00 | 0.02 |
| 29278NAF0 | Energy Transfer Lp | ET | 4.95 | 06/15/2028 | 430,000.00 | 436,560.00 | 0.02 |
| 29278NAR4 | Energy Transfer Lp | ET | 5.0 | 05/15/2050 | 565,000.00 | 479,994.00 | 0.02 |
| 29273VAT7 | Energy Transfer Lp | ET | 6.4 | 12/01/2030 | 520,000.00 | 563,035.00 | 0.02 |
| 23312VAE6 | Dbjpm 2016-c3 Mortgage Trust | DBJPM | 2.63 | 08/10/2049 | 461,095.00 | 456,905.00 | 0.02 |
| 233331AY3 | DTE Energy Co | DTE | 2.85 | 10/01/2026 | 350,000.00 | 346,283.00 | 0.02 |
| 247361ZV3 | Delta Air Lines 2020-1 Class Aa Pass Thr | DAL | 2.0 | 06/10/2028 | 483,711.00 | 463,819.00 | 0.02 |
| 25160PAQ0 | Deutsche Bank Ag/new York Ny | DB | 5.37 | 01/10/2029 | 525,000.00 | 535,556.00 | 0.02 |
| 21036PBC1 | Constellation Brands Inc | STZ | 4.65 | 11/15/2028 | 450,000.00 | 455,428.00 | 0.02 |
| 196500AA0 | Colorado Interstate Gas Co Llc / Colorad | KMI | 4.15 | 08/15/2026 | 555,000.00 | 553,922.00 | 0.02 |
| 125523BZ2 | Cigna Group/the | CI | 4.5 | 02/25/2026 | 457,000.00 | 456,686.00 | 0.02 |
| 172967LP4 | Citigroup Inc | C | 3.67 | 07/24/2028 | 490,000.00 | 485,743.00 | 0.02 |
| 172967MD0 | Citigroup Inc | C | 4.65 | 07/23/2048 | 440,000.00 | 392,564.00 | 0.02 |
| 161175BX1 | Charter Communications Operating Llc / C | CHTR | 2.3 | 02/01/2032 | 445,000.00 | 379,794.00 | 0.02 |
| 17323YAD1 | Citigroup Commercial Mortgage Trust 2015 | CGCMT | 3.76 | 06/10/2048 | 433,202.00 | 425,002.00 | 0.02 |
| 161175BL7 | Charter Communications Operating Llc / C | CHTR | 5.38 | 05/01/2047 | 530,000.00 | 449,451.00 | 0.02 |
| 126650CN8 | CVS Health Corp | CVS | 5.13 | 07/20/2045 | 465,000.00 | 421,926.00 | 0.02 |
| 31418CM27 | Fannie Mae Pool | FN | 2.5 | 07/01/2032 | 533,691.00 | 513,358.00 | 0.02 |
| 31418CXM1 | Fannie Mae Pool | FN | 3.5 | 06/01/2048 | 541,830.00 | 506,783.00 | 0.02 |
| 31418D2K7 | Fannie Mae Pool | FN | 1.5 | 07/01/2051 | 737,618.00 | 570,213.00 | 0.02 |
| 31418D3Y6 | Fannie Mae Pool | FN | 2.5 | 09/01/2051 | 409,791.00 | 349,775.00 | 0.02 |
| 3140X9C60 | Fannie Mae Pool | FN | 2.5 | 01/01/2051 | 563,310.00 | 488,348.00 | 0.02 |
| 3140X4FB7 | Fannie Mae Pool | FN | 4.0 | 03/01/2049 | 540,953.00 | 523,039.00 | 0.02 |
| 31418CPJ7 | Fannie Mae Pool | FN | 2.5 | 09/01/2032 | 576,156.00 | 555,398.00 | 0.02 |
| 31418CDL5 | Fannie Mae Pool | FN | 3.0 | 11/01/2046 | 504,957.00 | 460,197.00 | 0.02 |
| 31417DHA4 | Fannie Mae Pool | FN | 3.5 | 10/01/2042 | 413,937.00 | 393,807.00 | 0.02 |
| 3140QDAS3 | Fannie Mae Pool | FN | 2.5 | 03/01/2050 | 577,309.00 | 496,677.00 | 0.02 |
| 3140QMRH9 | Fannie Mae Pool | FN | 2.5 | 12/01/2051 | 442,020.00 | 381,212.00 | 0.02 |
| 3140X7SW0 | Fannie Mae Pool | FN | 3.0 | 09/01/2046 | 442,536.00 | 409,920.00 | 0.02 |
| 3138WJ5W4 | Fannie Mae Pool | FN | 4.0 | 03/01/2047 | 371,838.00 | 358,096.00 | 0.02 |
| 3138WG5R1 | Fannie Mae Pool | FN | 3.0 | 05/01/2046 | 421,468.00 | 384,371.00 | 0.02 |
| 3132A9AL1 | Freddie Mac Pool | FR | 2.5 | 12/01/2032 | 419,799.00 | 405,174.00 | 0.02 |
| 3132DWAF0 | Freddie Mac Pool | FR | 2.0 | 11/01/2050 | 498,285.00 | 407,975.00 | 0.02 |
| 3132D6CB4 | Freddie Mac Pool | FR | 3.5 | 06/01/2037 | 512,986.00 | 497,047.00 | 0.02 |
| 29379VBW2 | Enterprise Products Operating Llc | EPD | 4.2 | 01/31/2050 | 555,000.00 | 454,690.00 | 0.02 |
| 3128ME6M8 | Freddie Mac Gold Pool | FG | 3.0 | 02/01/2032 | 394,798.00 | 385,699.00 | 0.02 |
| 3128MJY53 | Freddie Mac Gold Pool | FG | 2.5 | 11/01/2046 | 414,168.00 | 362,632.00 | 0.02 |
| 3133Q3G96 | Freddie Mac Strips | FHS | — | 10/01/2053 | 431,620.00 | 370,853.00 | 0.02 |
| 31359MGK3 | Federal National Mortgage Association | FNMA | 6.63 | 11/15/2030 | 485,000.00 | 548,836.00 | 0.02 |
| 3136AJGX8 | Fannie Mae Remics | FNR | 4.5 | 04/01/2042 | 471,253.00 | 469,986.00 | 0.02 |
| 3136B6XB4 | Fannie Mae-aces | FNA | 2.1 | 06/01/2034 | 393,170.00 | 388,767.00 | 0.02 |
| 3133A6G54 | Freddie Mac Pool | FR | 3.0 | 06/01/2050 | 516,559.00 | 463,079.00 | 0.02 |
| 3132DWEA7 | Freddie Mac Pool | FR | 4.5 | 05/01/2052 | 367,039.00 | 359,117.00 | 0.02 |
| 3132DWC27 | Freddie Mac Pool | FR | 2.5 | 01/01/2052 | 415,486.00 | 354,376.00 | 0.02 |
| 3132DWBZ5 | Freddie Mac Pool | FR | 2.5 | 07/01/2051 | 394,565.00 | 336,862.00 | 0.01 |
| 3132GS4K2 | Freddie Mac Gold Pool | FG | 4.0 | 04/01/2042 | 125,667.00 | 123,146.00 | 0.01 |
| 3132HMK75 | Freddie Mac Gold Pool | FG | 3.5 | 09/01/2042 | 186,369.00 | 177,763.00 | 0.01 |
| 3132HNH51 | Freddie Mac Gold Pool | FG | 3.5 | 10/01/2042 | 226,923.00 | 216,303.00 | 0.01 |
| 3133AUTM0 | Freddie Mac Pool | FR | 2.5 | 10/01/2051 | 263,063.00 | 226,709.00 | 0.01 |
| 3133KMSU0 | Freddie Mac Pool | FR | 2.0 | 09/01/2051 | 396,489.00 | 326,294.00 | 0.01 |
| 3132WK6Q6 | Freddie Mac Gold Pool | FG | 3.5 | 02/01/2047 | 209,030.00 | 196,846.00 | 0.01 |
| 3132WPRQ2 | Freddie Mac Gold Pool | FG | 4.5 | 07/01/2047 | 154,909.00 | 153,886.00 | 0.01 |
| 3132Y0CA6 | Freddie Mac Gold Pool | FG | 4.0 | 05/01/2048 | 123,105.00 | 119,199.00 | 0.01 |
| 31335AYG7 | Freddie Mac Gold Pool | FG | 4.5 | 07/01/2045 | 152,144.00 | 153,363.00 | 0.01 |
| 31335BU38 | Freddie Mac Gold Pool | FG | 5.0 | 02/01/2048 | 170,160.00 | 172,895.00 | 0.01 |
| 31335BZB5 | Freddie Mac Gold Pool | FG | 4.0 | 07/01/2048 | 236,271.00 | 228,749.00 | 0.01 |
| 3136B9GC5 | Fannie Mae Remics | FNR | 1.75 | 04/25/2050 | 1,037,176.00 | 142,075.00 | 0.01 |
| 3135G05Q2 | Federal National Mortgage Association | FNMA | 0.88 | 08/05/2030 | 235,000.00 | 206,211.00 | 0.01 |
| 3133KYUA5 | Freddie Mac Pool | FR | 2.0 | 10/01/2040 | 324,888.00 | 286,133.00 | 0.01 |
| 3137FT6T9 | Freddie Mac Remics | FHR | 4.0 | 05/01/2040 | 1,564,060.00 | 234,032.00 | 0.01 |
| 3128MJYG9 | Freddie Mac Gold Pool | FG | 3.0 | 06/01/2046 | 324,267.00 | 296,072.00 | 0.01 |
| 3128MJWB2 | Freddie Mac Gold Pool | FG | 3.5 | 05/01/2045 | 124,395.00 | 117,990.00 | 0.01 |
| 3128MJ4M9 | Freddie Mac Gold Pool | FG | 4.5 | 07/01/2048 | 169,580.00 | 168,157.00 | 0.01 |
| 3128MFCN6 | Freddie Mac Gold Pool | FG | 2.0 | 01/01/2032 | 185,198.00 | 176,458.00 | 0.01 |
| 3128MJ2W9 | Freddie Mac Gold Pool | FG | 3.5 | 11/01/2047 | 138,180.00 | 129,571.00 | 0.01 |
| 3128MJ2Y5 | Freddie Mac Gold Pool | FG | 4.5 | 11/01/2047 | 265,963.00 | 264,207.00 | 0.01 |
| 29379VBY8 | Enterprise Products Operating Llc | EPD | 3.7 | 01/31/2051 | 445,000.00 | 333,338.00 | 0.01 |
| 29364WBA5 | Entergy Louisiana Llc | ETR | 4.0 | 03/15/2033 | 170,000.00 | 163,983.00 | 0.01 |
| 30040WAE8 | Eversource Energy | ES | 3.3 | 01/15/2028 | 335,000.00 | 328,601.00 | 0.01 |
| 30216JAC9 | Export-import Bank Of India | EXIMBK | 3.88 | 02/01/2028 | 290,000.00 | 286,957.00 | 0.01 |
| 3128M9X64 | Freddie Mac Gold Pool | FG | 3.0 | 07/01/2043 | 194,447.00 | 180,317.00 | 0.01 |
| 3132ACYG9 | Freddie Mac Pool | FR | 3.5 | 10/01/2048 | 210,709.00 | 196,774.00 | 0.01 |
| 3132DVKN4 | Freddie Mac Pool | FR | 4.0 | 07/01/2049 | 308,926.00 | 299,554.00 | 0.01 |
| 3128MJZF0 | Freddie Mac Gold Pool | FG | 3.0 | 01/01/2047 | 340,721.00 | 310,883.00 | 0.01 |
| 3131XJS60 | Freddie Mac Pool | FR | 3.5 | 06/01/2042 | 147,232.00 | 140,635.00 | 0.01 |
| 31329JPT8 | Freddie Mac Pool | FR | 3.5 | 07/01/2042 | 146,517.00 | 139,770.00 | 0.01 |
| 3132A5FV2 | Freddie Mac Pool | FR | 2.5 | 09/01/2046 | 132,642.00 | 115,994.00 | 0.01 |
| 3132A8XR5 | Freddie Mac Pool | FR | 2.5 | 10/01/2032 | 217,238.00 | 208,924.00 | 0.01 |
| 31292R7M8 | Freddie Mac Gold Pool | FG | 3.5 | 06/01/2042 | 141,067.00 | 134,902.00 | 0.01 |
| 312942AZ8 | Freddie Mac Gold Pool | FG | 5.0 | 08/01/2040 | 153,907.00 | 158,277.00 | 0.01 |
| 3129442R1 | Freddie Mac Gold Pool | FG | 4.0 | 01/01/2041 | 148,693.00 | 145,057.00 | 0.01 |
| 3138WFPH3 | Fannie Mae Pool | FN | 3.5 | 09/01/2045 | 177,234.00 | 167,876.00 | 0.01 |
| 3138WDBG5 | Fannie Mae Pool | FN | 4.0 | 10/01/2044 | 160,706.00 | 155,873.00 | 0.01 |
| 3138WEV30 | Fannie Mae Pool | FN | 3.5 | 06/01/2045 | 125,725.00 | 119,127.00 | 0.01 |
| 3138WEZ51 | Fannie Mae Pool | FN | 3.5 | 06/01/2045 | 207,941.00 | 196,811.00 | 0.01 |
| 3138WH6K3 | Fannie Mae Pool | FN | 2.5 | 10/01/2046 | 153,508.00 | 133,494.00 | 0.01 |
| 3138WJYT9 | Fannie Mae Pool | FN | 4.0 | 02/01/2047 | 272,598.00 | 263,863.00 | 0.01 |
| 3138YWJV0 | Fannie Mae Pool | FN | 3.5 | 10/01/2045 | 190,547.00 | 179,977.00 | 0.01 |
| 3138LTKF4 | Fannie Mae Pool | FN | 3.5 | 05/01/2042 | 122,138.00 | 116,024.00 | 0.01 |
| 3138LTN46 | Fannie Mae Pool | FN | 3.5 | 06/01/2042 | 320,921.00 | 305,945.00 | 0.01 |
| 3138M7CD5 | Fannie Mae Pool | FN | 3.5 | 10/01/2042 | 187,145.00 | 179,918.00 | 0.01 |
| 3138MDTS1 | Fannie Mae Pool | FN | 3.5 | 10/01/2042 | 209,239.00 | 199,150.00 | 0.01 |
| 3138ER3T5 | Fannie Mae Pool | FN | 3.5 | 07/01/2031 | 140,541.00 | 139,151.00 | 0.01 |
| 3138ERK82 | Fannie Mae Pool | FN | 4.0 | 10/01/2043 | 127,282.00 | 125,504.00 | 0.01 |
| 3138W4CS8 | Fannie Mae Pool | FN | 3.0 | 02/01/2043 | 144,905.00 | 134,388.00 | 0.01 |
| 3138A5BP6 | Fannie Mae Pool | FN | 4.0 | 02/01/2041 | 261,791.00 | 256,433.00 | 0.01 |
| 3138A7H76 | Fannie Mae Pool | FN | 4.0 | 02/01/2041 | 162,198.00 | 158,912.00 | 0.01 |
| 3138A9Y65 | Fannie Mae Pool | FN | 4.5 | 08/01/2041 | 155,614.00 | 156,326.00 | 0.01 |
| 3138EENK1 | Fannie Mae Pool | FN | 3.5 | 04/01/2042 | 122,522.00 | 117,259.00 | 0.01 |
| 3137FXHY7 | Freddie Mac Remics | FHR | 3.0 | 10/01/2050 | 733,545.00 | 131,370.00 | 0.01 |
| 3138EKBW4 | Fannie Mae Pool | FN | 5.0 | 03/01/2042 | 156,221.00 | 160,472.00 | 0.01 |
| 3138ENJU4 | Fannie Mae Pool | FN | 4.5 | 08/01/2044 | 162,956.00 | 162,544.00 | 0.01 |
| 3140X7VJ5 | Fannie Mae Pool | FN | 3.5 | 06/01/2049 | 264,712.00 | 248,416.00 | 0.01 |
| 3140X86B8 | Fannie Mae Pool | FN | 2.5 | 06/01/2046 | 274,325.00 | 245,073.00 | 0.01 |
| 3140X4DF0 | Fannie Mae Pool | FN | 3.5 | 11/01/2048 | 139,178.00 | 130,870.00 | 0.01 |
| 3138WHXF4 | Fannie Mae Pool | FN | 2.5 | 09/01/2046 | 140,068.00 | 122,431.00 | 0.01 |
| 3140JAT99 | Fannie Mae Pool | FN | 3.0 | 12/01/2045 | 337,643.00 | 312,758.00 | 0.01 |
| 3140GWPE7 | Fannie Mae Pool | FN | 3.5 | 08/01/2047 | 135,701.00 | 127,114.00 | 0.01 |
| 3140GYGZ6 | Fannie Mae Pool | FN | 3.5 | 01/01/2048 | 131,704.00 | 123,594.00 | 0.01 |
| 3140H1RJ1 | Fannie Mae Pool | FN | 3.5 | 01/01/2048 | 187,869.00 | 176,649.00 | 0.01 |
| 3140FPC98 | Fannie Mae Pool | FN | 3.5 | 06/01/2047 | 278,362.00 | 262,212.00 | 0.01 |
| 3140FPDG1 | Fannie Mae Pool | FN | 4.0 | 06/01/2047 | 218,921.00 | 211,838.00 | 0.01 |
| 3140FPFH7 | Fannie Mae Pool | FN | 3.5 | 07/01/2047 | 176,762.00 | 166,479.00 | 0.01 |
| 3140J9FS5 | Fannie Mae Pool | FN | 4.0 | 10/01/2048 | 191,964.00 | 185,931.00 | 0.01 |
| 3140KVKL3 | Fannie Mae Pool | FN | 2.5 | 12/01/2050 | 232,586.00 | 201,338.00 | 0.01 |
| 3140Q7TU1 | Fannie Mae Pool | FN | 5.0 | 10/01/2047 | 124,335.00 | 126,185.00 | 0.01 |
| 31418AKW7 | Fannie Mae Pool | FN | 3.0 | 10/01/2042 | 152,379.00 | 141,207.00 | 0.01 |
| 31418BXZ4 | Fannie Mae Pool | FN | 3.5 | 01/01/2046 | 156,081.00 | 147,582.00 | 0.01 |
| 31418C3C6 | Fannie Mae Pool | FN | 3.5 | 10/01/2048 | 192,860.00 | 180,105.00 | 0.01 |
| 31418CBX1 | Fannie Mae Pool | FN | 3.5 | 08/01/2031 | 164,280.00 | 162,474.00 | 0.01 |
| 31418CG65 | Fannie Mae Pool | FN | 3.0 | 03/01/2047 | 371,603.00 | 338,660.00 | 0.01 |
| 31418CPE8 | Fannie Mae Pool | FN | 3.5 | 09/01/2047 | 220,615.00 | 207,510.00 | 0.01 |
| 31417AQL6 | Fannie Mae Pool | FN | 4.0 | 12/01/2041 | 165,629.00 | 162,118.00 | 0.01 |
| 31417F3F3 | Fannie Mae Pool | FN | 3.0 | 04/01/2043 | 182,429.00 | 168,978.00 | 0.01 |
| 31417GZP4 | Fannie Mae Pool | FN | 3.0 | 06/01/2043 | 239,258.00 | 221,615.00 | 0.01 |
| 3140XBEN6 | Fannie Mae Pool | FN | 4.0 | 07/01/2049 | 182,798.00 | 174,898.00 | 0.01 |
| 31418CXP4 | Fannie Mae Pool | FN | 4.5 | 06/01/2048 | 134,558.00 | 133,455.00 | 0.01 |
| 31418CZG2 | Fannie Mae Pool | FN | 3.5 | 08/01/2048 | 285,853.00 | 267,008.00 | 0.01 |
| 31418CR97 | Fannie Mae Pool | FN | 4.0 | 12/01/2047 | 141,496.00 | 137,209.00 | 0.01 |
| 31418CRD8 | Fannie Mae Pool | FN | 4.0 | 11/01/2047 | 134,156.00 | 129,781.00 | 0.01 |
| 31418CUB8 | Fannie Mae Pool | FN | 4.0 | 02/01/2048 | 132,536.00 | 128,193.00 | 0.01 |
| 31418CV27 | Fannie Mae Pool | FN | 3.5 | 04/01/2048 | 359,860.00 | 337,030.00 | 0.01 |
| 31418DUG5 | Fannie Mae Pool | FN | 2.0 | 11/01/2050 | 327,717.00 | 268,458.00 | 0.01 |
| 31418DTP7 | Fannie Mae Pool | FN | 1.5 | 10/01/2050 | 333,499.00 | 257,874.00 | 0.01 |
| 31418DMJ8 | Fannie Mae Pool | FN | 3.0 | 03/01/2050 | 339,283.00 | 303,702.00 | 0.01 |
| 15135UAR0 | Cenovus Energy Inc | CVECN | 5.4 | 06/15/2047 | 229,000.00 | 212,202.00 | 0.01 |
| 161175BA1 | Charter Communications Operating Llc / C | CHTR | 6.48 | 10/23/2045 | 275,000.00 | 265,633.00 | 0.01 |
| 15189XAQ1 | Centerpoint Energy Houston Electric Llc | CNP | 2.4 | 09/01/2026 | 190,000.00 | 187,398.00 | 0.01 |
| 136385AL5 | Canadian Natural Resources Ltd | CNQCN | 6.25 | 03/15/2038 | 175,000.00 | 186,116.00 | 0.01 |
| 161175CE2 | Charter Communications Operating Llc / C | CHTR | 3.5 | 03/01/2042 | 440,000.00 | 311,771.00 | 0.01 |
| 125523CB4 | Cigna Group/the | CI | 3.4 | 03/01/2027 | 325,000.00 | 322,144.00 | 0.01 |
| 126650CD0 | CVS Health Corp | CVS | 5.3 | 12/05/2043 | 155,000.00 | 146,560.00 | 0.01 |
| 11135FBP5 | Broadcom Inc | AVGO | 3.14 | 11/15/2035 | 287,000.00 | 248,661.00 | 0.01 |
| 18551PAE9 | Cleco Corporate Holdings Llc | CNL | 3.38 | 09/15/2029 | 305,000.00 | 286,506.00 | 0.01 |
| 20030NDM0 | Comcast Corp | CMCSA | 1.95 | 01/15/2031 | 275,000.00 | 243,406.00 | 0.01 |
| 212015AU5 | Continental Resources Inc/ok | CLR | 2.27 | 11/15/2026 | 330,000.00 | 322,620.00 | 0.01 |
| 225401AP3 | UBS Group Ag | UBS | 4.19 | 04/01/2031 | 250,000.00 | 247,363.00 | 0.01 |
| 26078JAF7 | Dupont De Nemours Inc | DD | 5.42 | 11/15/2048 | 270,000.00 | 271,578.00 | 0.01 |
| 26441CAS4 | DUKE Energy Corp | DUK | 2.65 | 09/01/2026 | 145,000.00 | 143,238.00 | 0.01 |
| 26441CAY1 | DUKE Energy Corp | DUK | 3.95 | 08/15/2047 | 185,000.00 | 145,282.00 | 0.01 |
| 23338VAH9 | DTE Electric Co | DTE | 4.05 | 05/15/2048 | 370,000.00 | 306,677.00 | 0.01 |
| 26444HAA9 | DUKE Energy Florida Llc | DUK | 3.4 | 10/01/2046 | 185,000.00 | 137,837.00 | 0.01 |
| 26444HAF8 | DUKE Energy Florida Llc | DUK | 4.2 | 07/15/2048 | 205,000.00 | 169,622.00 | 0.01 |
| 06051GHM4 | BANK Of America Corp | BAC | 4.27 | 07/23/2029 | 320,000.00 | 321,212.00 | 0.01 |
| 06849RAK8 | Barrick North America Finance Llc | ABXCN | 5.75 | 05/01/2043 | 190,000.00 | 195,724.00 | 0.01 |
| 097023CB9 | Boeing Co/the | BA | 3.85 | 11/01/2048 | 455,000.00 | 340,659.00 | 0.01 |
| 097023CV5 | Boeing Co/the | BA | 5.71 | 05/01/2040 | 190,000.00 | 193,788.00 | 0.01 |
| 013051EM5 | Province Of Alberta Canada | ALTA | 1.3 | 07/22/2030 | 175,000.00 | 155,808.00 | 0.01 |
| 00766TAE0 | AECOM | ACM | 6.0 | 08/01/2033 | 225,000.00 | 231,082.00 | 0.01 |
| 00817YAG3 | Aetna Inc | AET | 6.75 | 12/15/2037 | 170,000.00 | 188,361.00 | 0.01 |
| 00287YCA5 | Abbvie Inc | ABBV | 4.05 | 11/21/2039 | 285,000.00 | 255,018.00 | 0.01 |
| 001306AB5 | AHS Hospital Corp | AHSCRP | 5.02 | 07/01/2045 | 200,000.00 | 191,928.00 | 0.01 |
| 00206RCP5 | AT&T Inc | T | 4.5 | 05/15/2035 | 205,000.00 | 197,370.00 | 0.01 |
| 03040WAP0 | American Water Capital Corp | AWK | 4.0 | 12/01/2046 | 145,000.00 | 119,128.00 | 0.01 |
| 03066RAE5 | Americredit Automobile Receivables Trust | AMCAR | 1.01 | 01/19/2027 | 234,131.00 | 233,285.00 | 0.01 |
| 03522AAH3 | Anheuser-busch Cos Llc / Anheuser-busch | ABIBB | 4.7 | 02/01/2036 | 180,000.00 | 178,949.00 | 0.01 |
| 040555DB7 | Arizona Public Service Co | PNW | 3.35 | 05/15/2050 | 485,000.00 | 341,956.00 | 0.01 |
| 04352EAB1 | Ascension Health | ASCHEA | 3.11 | 11/15/2039 | 265,000.00 | 210,716.00 | 0.01 |
| 05523RAD9 | BAE Systems Plc | BALN | 3.4 | 04/15/2030 | 335,000.00 | 322,585.00 | 0.01 |
| 05526DBB0 | BAT Capital Corp | BATSLN | 3.56 | 08/15/2027 | 120,000.00 | 118,751.00 | 0.01 |
| 36263HAB4 | GM Financial Revolving Receivables Trust | GMREV | 1.49 | 06/12/2034 | 200,000.00 | 195,013.00 | 0.01 |
| 38141GWZ3 | Goldman Sachs Group Inc/the | GS | 4.22 | 05/01/2029 | 125,000.00 | 125,063.00 | 0.01 |
| 36202FZZ2 | Ginnie Mae Ii Pool | G2 | 4.5 | 12/01/2041 | 237,249.00 | 239,812.00 | 0.01 |
| 3622A2Y97 | Ginnie Mae Ii Pool | G2 | 3.5 | 05/01/2047 | 340,446.00 | 317,310.00 | 0.01 |
| 36179WQB7 | Ginnie Mae Ii Pool | G2 | 3.0 | 10/01/2051 | 375,577.00 | 337,779.00 | 0.01 |
| 36179XLH7 | Ginnie Mae Ii Pool | G2 | 5.0 | 11/01/2052 | 207,009.00 | 207,589.00 | 0.01 |
| 36179XNF9 | Ginnie Mae Ii Pool | G2 | 5.0 | 12/01/2052 | 162,845.00 | 163,494.00 | 0.01 |
| 38379BRW0 | Government National Mortgage Association | GNR | 1.95 | 09/20/2043 | 2,654,100.00 | 133,945.00 | 0.01 |
| 38381RPB9 | Government National Mortgage Association | GNR | 2.05 | 07/16/2043 | 3,476,700.00 | 265,552.00 | 0.01 |
| 38383TWK5 | Government National Mortgage Association | GNR | 1.81 | 07/20/2052 | 2,655,650.00 | 217,773.00 | 0.01 |
| 39571MAB4 | Greensky Home Improvement Trust 2024-1 | GSKY | 5.88 | 07/25/2059 | 176,951.00 | 177,847.00 | 0.01 |
| 46647PCW4 | Jpmorgan Chase & Co | JPM | 2.95 | 02/24/2028 | 215,000.00 | 211,790.00 | 0.01 |
| 46647PDA1 | Jpmorgan Chase & Co | JPM | 4.32 | 04/26/2028 | 165,000.00 | 165,519.00 | 0.01 |
| 46647PCB0 | Jpmorgan Chase & Co | JPM | 1.58 | 04/22/2027 | 215,000.00 | 212,368.00 | 0.01 |
| 46647PAL0 | Jpmorgan Chase & Co | JPM | 3.96 | 11/15/2048 | 355,000.00 | 291,158.00 | 0.01 |
| 462613AP5 | Ipalco Enterprises Inc | AES | 4.25 | 05/01/2030 | 240,000.00 | 234,874.00 | 0.01 |
| 465077AL9 | Israel Electric Corp Ltd | ISRELE | 4.25 | 08/14/2028 | 235,000.00 | 232,024.00 | 0.01 |
| 36179UST0 | Ginnie Mae Ii Pool | G2 | 3.5 | 05/01/2049 | 257,542.00 | 238,062.00 | 0.01 |
| 36179UV74 | Ginnie Mae Ii Pool | G2 | 3.0 | 07/01/2049 | 327,919.00 | 296,505.00 | 0.01 |
| 36179UCB6 | Ginnie Mae Ii Pool | G2 | 4.0 | 09/01/2048 | 136,900.00 | 131,721.00 | 0.01 |
| 36179UMK5 | Ginnie Mae Ii Pool | G2 | 3.5 | 02/01/2049 | 164,909.00 | 153,212.00 | 0.01 |
| 36179UML3 | Ginnie Mae Ii Pool | G2 | 4.0 | 02/01/2049 | 139,572.00 | 134,034.00 | 0.01 |
| 36179UGB2 | Ginnie Mae Ii Pool | G2 | 3.5 | 11/01/2048 | 191,837.00 | 178,284.00 | 0.01 |
| 36179TQP3 | Ginnie Mae Ii Pool | G2 | 3.5 | 01/01/2048 | 163,642.00 | 152,487.00 | 0.01 |
| 36179TSJ5 | Ginnie Mae Ii Pool | G2 | 4.5 | 02/01/2048 | 303,159.00 | 302,694.00 | 0.01 |
| 36179TLT0 | Ginnie Mae Ii Pool | G2 | 4.0 | 11/01/2047 | 341,986.00 | 329,053.00 | 0.01 |
| 36179SSN8 | Ginnie Mae Ii Pool | G2 | 2.5 | 12/01/2046 | 198,966.00 | 175,703.00 | 0.01 |
| 36179T4P7 | Ginnie Mae Ii Pool | G2 | 4.0 | 07/01/2048 | 154,591.00 | 148,615.00 | 0.01 |
| 36179QBH3 | Ginnie Mae Ii Pool | G2 | 4.5 | 04/01/2044 | 157,246.00 | 157,166.00 | 0.01 |
| 36179NVP0 | Ginnie Mae Ii Pool | G2 | 4.0 | 12/01/2043 | 141,738.00 | 137,604.00 | 0.01 |
| 36179M5L0 | Ginnie Mae Ii Pool | G2 | 3.0 | 03/01/2043 | 202,639.00 | 187,596.00 | 0.01 |
| 36179MG46 | Ginnie Mae Ii Pool | G2 | 3.0 | 07/01/2042 | 298,849.00 | 277,158.00 | 0.01 |
| 36179MVS6 | Ginnie Mae Ii Pool | G2 | 3.5 | 12/01/2042 | 143,338.00 | 136,497.00 | 0.01 |
| 36179MX47 | Ginnie Mae Ii Pool | G2 | 3.5 | 01/01/2043 | 214,978.00 | 204,719.00 | 0.01 |
| 36179NLD8 | Ginnie Mae Ii Pool | G2 | 3.5 | 08/01/2043 | 345,147.00 | 322,919.00 | 0.01 |
| 36179S5M5 | Ginnie Mae Ii Pool | G2 | 4.0 | 05/01/2047 | 128,647.00 | 123,782.00 | 0.01 |
| 36179RLQ0 | Ginnie Mae Ii Pool | G2 | 4.0 | 08/01/2045 | 136,755.00 | 131,754.00 | 0.01 |
| 36179RBX6 | Ginnie Mae Ii Pool | G2 | 3.5 | 04/01/2045 | 266,142.00 | 249,488.00 | 0.01 |
| 36179R4F3 | Ginnie Mae Ii Pool | G2 | 4.0 | 03/01/2046 | 124,949.00 | 120,689.00 | 0.01 |
| 36179SGL5 | Ginnie Mae Ii Pool | G2 | 3.5 | 07/01/2046 | 313,408.00 | 290,793.00 | 0.01 |
| 31418EBH2 | Fannie Mae Pool | FN | 1.5 | 02/01/2042 | 398,075.00 | 337,146.00 | 0.01 |
| 31418EBS8 | Fannie Mae Pool | FN | 2.5 | 02/01/2052 | 402,157.00 | 343,173.00 | 0.01 |
| 31418EHJ2 | Fannie Mae Pool | FN | 4.0 | 09/01/2052 | 173,144.00 | 165,202.00 | 0.01 |
| 31424QMF9 | Fannie Mae Interest Strip | FNS | 3.0 | 08/01/2052 | 1,533,295.00 | 271,661.00 | 0.01 |
| 349553AM9 | Fortis Inc/canada | FTSCN | 3.06 | 10/04/2026 | 217,000.00 | 214,872.00 | 0.01 |
| 345370CQ1 | FORD Motor Co | F | 4.75 | 01/15/2043 | 205,000.00 | 165,175.00 | 0.01 |
| 52474JAA4 | Legacy Mortgage Asset Trust 2021-gs1 | LMAT | 5.89 | 10/25/2066 | 235,139.00 | 235,143.00 | 0.01 |
| 53079EBJ2 | Liberty Mutual Group Inc | LIBMUT | 3.95 | 10/15/2050 | 450,000.00 | 343,404.00 | 0.01 |
| 53079EBK9 | Liberty Mutual Group Inc | LIBMUT | 3.95 | 05/15/2060 | 185,000.00 | 131,035.00 | 0.01 |
| 55336VAM2 | MPLX Lp | MPLX | 4.5 | 04/15/2038 | 270,000.00 | 244,999.00 | 0.01 |
| 55336VAT7 | MPLX Lp | MPLX | 5.5 | 02/15/2049 | 210,000.00 | 194,711.00 | 0.01 |
| 534187AW9 | Lincoln National Corp | LNC | 6.3 | 10/09/2037 | 115,000.00 | 123,594.00 | 0.01 |
| 544435C32 | CITY Of Los Angeles Department Of Airpor | LOSAPT | 6.58 | 05/15/2039 | 245,000.00 | 268,000.00 | 0.01 |
| 571903AS2 | Marriott International Inc/md | MAR | 3.13 | 06/15/2026 | 250,000.00 | 248,305.00 | 0.01 |
| 570535AQ7 | Markel Group Inc | MKL | 5.0 | 04/05/2046 | 217,000.00 | 197,412.00 | 0.01 |
| 61744YAK4 | Morgan Stanley | MS | 3.59 | 07/22/2028 | 310,000.00 | 306,782.00 | 0.01 |
| 595620AR6 | Midamerican Energy Co | BRKHEC | 3.95 | 08/01/2047 | 225,000.00 | 181,889.00 | 0.01 |
| 595620AU9 | Midamerican Energy Co | BRKHEC | 4.25 | 07/15/2049 | 350,000.00 | 292,668.00 | 0.01 |
| 629377CN0 | NRG Energy Inc | NRG | 2.0 | 12/02/2025 | 280,000.00 | 278,921.00 | 0.01 |
| 63941GAB0 | Navient Private Education Refi Loan Trus | NAVSL | 2.12 | 01/15/2069 | 284,712.00 | 272,187.00 | 0.01 |
| 63941HAA0 | Navient Private Education Refi Loan Trus | NAVSL | 1.69 | 05/15/2069 | 207,758.00 | 197,683.00 | 0.01 |
| 646139X83 | NEW Jersey Turnpike Authority | NJSTRN | 7.1 | 01/01/2041 | 250,000.00 | 292,354.00 | 0.01 |
| 72650RBM3 | Plains All American Pipeline Lp / Paa Fi | PAA | 3.55 | 12/15/2029 | 350,000.00 | 338,759.00 | 0.01 |
| 718547AF9 | Phillips 66 Co | PSX | 3.55 | 10/01/2026 | 310,000.00 | 308,603.00 | 0.01 |
| 693304AX5 | PECO Energy Co | EXC | 3.0 | 09/15/2049 | 180,000.00 | 121,955.00 | 0.01 |
| 69351UAW3 | PPL Electric Utilities Corp | PPL | 3.0 | 10/01/2049 | 235,000.00 | 158,863.00 | 0.01 |
| 69377FAA4 | Freeport Indonesia Pt | FRIDPT | 4.76 | 04/14/2027 | 225,000.00 | 225,744.00 | 0.01 |
| 698299BH6 | Panama Government International Bond | PANAMA | 4.5 | 04/16/2050 | 200,000.00 | 156,368.00 | 0.01 |
| 709223A27 | Pennsylvania Turnpike Commission | PASTRN | 5.51 | 12/01/2045 | 150,000.00 | 149,637.00 | 0.01 |
| 682680BW2 | Oneok Inc | OKE | 4.2 | 03/15/2045 | 275,000.00 | 213,819.00 | 0.01 |
| 68267EAA2 | Onemain Direct Auto Receivables Trust 20 | ODART | 3.63 | 09/14/2027 | 170,610.00 | 170,509.00 | 0.01 |
| 68268NAG8 | Oneok Partners Lp | OKE | 6.13 | 02/01/2041 | 300,000.00 | 307,583.00 | 0.01 |
| 67077MAS7 | Nutrien Ltd | NTRCN | 5.25 | 01/15/2045 | 248,000.00 | 235,608.00 | 0.01 |
| 674599DE2 | Occidental Petroleum Corp | OXY | 7.88 | 09/15/2031 | 250,000.00 | 285,849.00 | 0.01 |
| 677415CQ2 | OHIO Power Co | AEP | 4.15 | 04/01/2048 | 250,000.00 | 199,610.00 | 0.01 |
| 912834LR7 | United States Treasury Strip Coupon | S | — | 08/15/2042 | 415,000.00 | 185,804.00 | 0.01 |
| 912810TV0 | United States Treasury Note/bond | T | 4.75 | 11/15/2053 | 275,000.00 | 278,179.00 | 0.01 |
| 90932EAA1 | United Airlines 2016-2 Class Aa Pass Thr | UAL | 2.88 | 10/07/2028 | 240,886.00 | 229,459.00 | 0.01 |
| 90932JAA0 | United Airlines 2019-2 Class Aa Pass Thr | UAL | 2.7 | 05/01/2032 | 340,600.00 | 310,911.00 | 0.01 |
| 89183CAA3 | TOWD Point Mortgage Trust 2024-ces1 | TPMT | 5.85 | 01/25/2064 | 182,826.00 | 183,835.00 | 0.01 |
| 87264AAX3 | T-mobile Usa Inc | TMUS | 4.38 | 04/15/2040 | 380,000.00 | 340,647.00 | 0.01 |
| 882384AD2 | Texas Eastern Transmission Lp | SEP | 3.5 | 01/15/2028 | 300,000.00 | 295,569.00 | 0.01 |
| 882667AZ1 | Texas Private Activity Bond Surface Tran | TXSTRN | 3.92 | 12/31/2049 | 340,000.00 | 276,489.00 | 0.01 |
| 78471HAB4 | SOFI Professional Loan Program 2019-a Ll | SOFI | 3.69 | 06/15/2048 | 143,959.00 | 142,906.00 | 0.01 |
| 77587AAC0 | Romark Wm-r Ltd | RMRK | 5.18 | 04/20/2031 | 222,000.00 | 222,017.00 | 0.01 |
| 78398AAF0 | SFS Auto Receivables Securitization Trus | SFAST | 5.71 | 01/22/2030 | 300,000.00 | 307,239.00 | 0.01 |
| 756109BA1 | Realty Income Corp | O | 1.8 | 03/15/2033 | 325,000.00 | 269,087.00 | 0.01 |
| 76720AAU0 | RIO Tinto Finance Usa Plc | RIOLN | 5.25 | 03/14/2035 | 320,000.00 | 330,915.00 | 0.01 |
| 744448CQ2 | Public Service Co Of Colorado | XEL | 4.1 | 06/15/2048 | 235,000.00 | 190,540.00 | 0.01 |
| 74251VAN2 | Principal Financial Group Inc | PFG | 4.3 | 11/15/2046 | 140,000.00 | 120,398.00 | 0.01 |
| 74456QCD6 | Public Service Electric And Gas Co | PEG | 2.7 | 05/01/2050 | 390,000.00 | 247,418.00 | 0.01 |
| 74743LAA8 | Qnity Electronics Inc | QNTELE | 5.75 | 08/15/2032 | 130,000.00 | 132,232.00 | 0.01 |
| 83401CAB0 | SOFI Professional Loan Program 2019-c Ll | SOFI | 2.37 | 11/16/2048 | 236,288.00 | 228,343.00 | 0.01 |
| 845743BR3 | Southwestern Public Service Co | XEL | 3.7 | 08/15/2047 | 355,000.00 | 270,174.00 | 0.01 |
| 84756NAH2 | Spectra Energy Partners Lp | ENBCN | 3.38 | 10/15/2026 | 140,000.00 | 139,079.00 | 0.01 |
| 842400GT4 | Southern California Edison Co | EIX | 3.65 | 02/01/2050 | 290,000.00 | 204,634.00 | 0.01 |
| 83390UAF4 | SOFI Professional Loan Program 2020-c Tr | SOFI | 1.95 | 02/15/2046 | 264,163.00 | 248,211.00 | 0.01 |
| 797440BW3 | SAN Diego Gas & Electric Co | SRE | 4.15 | 05/15/2048 | 420,000.00 | 342,604.00 | 0.01 |
| 80287DAE7 | Santander Drive Auto Receivables Trust 2 | SDART | 6.4 | 03/17/2031 | 300,000.00 | 309,032.00 | 0.01 |
| 914748AA6 | University Of Notre Dame Du Lac | UNIVND | 3.39 | 02/15/2048 | 365,000.00 | 277,375.00 | 0.01 |
| 912834PT9 | United States Treasury Strip Coupon | S | — | 11/15/2045 | 865,000.00 | 326,301.00 | 0.01 |
| 912834PZ5 | United States Treasury Strip Coupon | S | — | 02/15/2046 | 415,000.00 | 154,707.00 | 0.01 |
| 927804FX7 | Virginia Electric And Power Co | D | 3.5 | 03/15/2027 | 185,000.00 | 183,692.00 | 0.01 |
| 927804FZ2 | Virginia Electric And Power Co | D | 3.8 | 04/01/2028 | 290,000.00 | 288,560.00 | 0.01 |
| 92343VHA5 | Verizon Communications Inc | VZ | 5.4 | 07/02/2037 | 147,000.00 | 148,829.00 | 0.01 |
| 958254AJ3 | Western Midstream Operating Lp | WES | 5.3 | 03/01/2048 | 320,000.00 | 276,195.00 | 0.01 |
| 92922F4M7 | WAMU Mortgage Pass-through Certificates | WAMU | 3.98 | 10/25/2045 | 122,340.00 | 118,817.00 | 0.01 |
| SWB8AEEJF9 | Trswap: Tbond 3.375 15-nov-48 03/11/2026 | — | — | 03/11/2026 | 29,165,000.00 | 239,481.00 | 0.01 |
| SWTRE8ADVB | TRS On Fi Credit Bond Leg Accrual | — | 3.0 | 11/06/2025 | 19,925,000.00 | 132,833.00 | 0.01 |
| SWTRE8AEEJ | TRS On Fi Credit Bond Leg Accrual | — | 3.38 | 03/11/2026 | 29,165,000.00 | 144,913.00 | 0.01 |
| SWTRE8AENF | TRS On Fi Credit Bond Leg Accrual | — | 2.25 | 04/27/2026 | 40,665,000.00 | 22,874.00 | 0.00 |
| SWB8AD3GPB | Morgan Stanley Cds 20251220 | — | 1.0 | 12/20/2025 | 2,470,000.00 | 5,525.00 | 0.00 |
| SWB8AD3GPH | Citigroup Inc Cds 20251220 | — | 1.0 | 12/20/2025 | 2,470,000.00 | 5,433.00 | 0.00 |
| SWB8AD3GPM | BANK Of America Corp Cds 20251220 | — | 1.0 | 12/20/2025 | 2,470,000.00 | 5,501.00 | 0.00 |
| SWB8ADBQBM | Norway Kingdom Of (government) Cds 20251 | — | — | 12/20/2025 | 5,500,000.00 | -243.00 | 0.00 |
| SWB8ADGPJ3 | Scds: (greece) 1.00000 20 Dec 2027 | — | 1.0 | 12/20/2027 | 410,000.00 | 7,600.00 | 0.00 |
| SWB8ADGPJR | Scds: (greece) 1.00000 20 Jun 2027 | — | 1.0 | 06/20/2027 | 545,000.00 | 8,166.00 | 0.00 |
| SWB8AEG3V8 | Trswap: Trsbench7 Index 3/17/2026 Jpm_r | — | — | 03/17/2026 | -99,986.00 | 88,069.00 | 0.00 |
| SWB8AEH816 | Scds: (frtr) | — | 0.25 | 06/21/2027 | 1,075,000.00 | 2,353.00 | 0.00 |
| SWB8AEH8AS | Scds: (c) | — | 1.0 | 12/21/2026 | 4,835,000.00 | 43,183.00 | 0.00 |
| SWB8AEJ7G1 | Scds: Usa | — | 0.25 | 06/22/2026 | 3,110,000.00 | 3,366.00 | 0.00 |
| SWB8AEJF1X | Scds: (frtr) | — | 0.25 | 12/20/2030 | 1,990,000.00 | -9,753.00 | 0.00 |
| SWB8AEJFMP | Scds: (frtr) | — | 0.25 | 12/20/2030 | -1,990,000.00 | -8,008.00 | 0.00 |
| SWB8AEJV1L | Scds: (italy) | — | 1.0 | 12/20/2030 | 2,985,000.00 | 95,994.00 | 0.00 |
| SWB8AEJV2A | Scds: (italy) | — | 1.0 | 12/20/2030 | -2,985,000.00 | -95,994.00 | 0.00 |
| SWB8AEK8PU | Scds: (greece) | — | 1.0 | 12/21/2026 | 2,309,000.00 | 25,261.00 | 0.00 |
| SWB8AEN7L9 | Scds: (qatar) | — | 1.0 | 12/21/2026 | 1,140,000.00 | 12,168.00 | 0.00 |
| SWB8AEN7Q0 | Scds: (slovak) | — | 1.0 | 12/20/2027 | 800,000.00 | 14,156.00 | 0.00 |
| SWB8ADXF40 | Scds: (unh) | — | 1.0 | 06/22/2026 | 1,140,000.00 | 7,580.00 | 0.00 |
| SWB8AE8KGV | Scds: (usa) | — | 0.25 | 12/22/2025 | 4,780,000.00 | 3,047.00 | 0.00 |
| SWB8AE9YD2 | CMS 2y 30y Single Look | — | — | 05/13/2026 | 3,455,000.00 | 18.00 | 0.00 |
| SWB8AE9ZK0 | CMS 2y 30y Single Look | — | — | 05/13/2026 | 1,727,000.00 | 9.00 | 0.00 |
| SWB8AECA4K | Scds: (frtr) | — | 0.25 | 06/20/2035 | 780,000.00 | -25,915.00 | 0.00 |
| SWB8AECAQY | Scds: (bac) | — | 1.0 | 12/22/2025 | 775,000.00 | 1,726.00 | 0.00 |
| SWB8AECX55 | Scds: (frtr) | — | 0.25 | 06/20/2035 | 505,000.00 | -16,778.00 | 0.00 |
| SWB8AED3NP | Scds: (googl) | — | 1.0 | 06/20/2030 | 2,815,000.00 | 88,286.00 | 0.00 |
| SWB8AEDA0E | Scds: (ksa) | — | 1.0 | 03/20/2026 | 120,000.00 | 520.00 | 0.00 |
| SWB8AEDA0Z | Scds: (ksa) | — | 1.0 | 06/22/2026 | 120,000.00 | 752.00 | 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 |
| SWB8ABWYG5 | SWP: Ois Sofr 4.699000 25-sep-2026 | — | — | 09/25/2026 | -2,245,000.00 | -20,127.00 | 0.00 |
| FFF6 COMDT | FED Fund 30day Jan26 | FFF6 | — | 01/30/2026 | -9,629,270.00 | 10,563.00 | 0.00 |
| FVZ5 COMDT | US 5yr Note (cbt) Dec25 | FVZ5 | — | 12/31/2025 | 53,622,571.00 | -74,668.00 | 0.00 |
| TUZ5 COMDT | US 2yr Note (cbt) Dec25 | TUZ5 | — | 12/31/2025 | 51,644,063.00 | -2,758.00 | 0.00 |
| TYZ5 COMDT | US 10yr Note (cbt)dec25 | TYZ5 | — | 12/19/2025 | 79,659,016.00 | -43,386.00 | 0.00 |
| USZ5 COMDT | US Long Bond(cbt) Dec25 | USZ5 | — | 12/19/2025 | 25,691,438.00 | -53,630.00 | 0.00 |
| 9393357P4 | WAMU Mortgage Pass-through Certificates | WAMU | 4.08 | 08/01/2042 | 1,039.00 | 1,016.00 | 0.00 |
| 92915CAQ7 | VOYA Clo 2016-1 Ltd | VOYA | 5.22 | 01/20/2031 | 78,761.00 | 78,794.00 | 0.00 |
| 929227QB5 | WAMU Mortgage Pass-through Certificates | WAMU | 4.08 | 06/01/2042 | 15,522.00 | 14,663.00 | 0.00 |
| 915217WX7 | University Of Virginia | UNIHGR | 4.18 | 09/01/2117 | 130,000.00 | 100,679.00 | 0.00 |
| 912834UB2 | United States Treasury Strip Coupon | S | — | 11/15/2048 | 95,000.00 | 31,006.00 | 0.00 |
| 912834UH9 | United States Treasury Strip Coupon | S | — | 02/15/2049 | 280,000.00 | 90,377.00 | 0.00 |
| 912834MZ8 | United States Treasury Strip Coupon | S | — | 11/15/2043 | 2,000.00 | 836.00 | 0.00 |
| 91412GXE0 | University Of California | UNVHGR | 3.93 | 05/15/2045 | 30,000.00 | 27,894.00 | 0.00 |
| 91412GXY6 | University Of California | UNVHGR | 4.13 | 05/15/2045 | 30,000.00 | 27,560.00 | 0.00 |
| 83401BAB2 | SOFI Professional Loan Program 2017-f Ll | SOFI | 2.84 | 01/25/2041 | 10,903.00 | 10,889.00 | 0.00 |
| 81743VAB9 | Sequoia Mortgage Trust 10 | SEMT | 3.98 | 10/20/2027 | 439 | 434.00 | 0.00 |
| 82481LAD1 | Shire Acquisitions Investments Ireland D | TACHEM | 3.2 | 09/23/2026 | 28,000.00 | 27,779.00 | 0.00 |
| 83404RAB4 | SOFI Professional Loan Program 2018-b Tr | SOFI | 3.34 | 08/25/2047 | 8,527.00 | 8,518.00 | 0.00 |
| 83608GAN6 | Sound Point Clo Ii Ltd | SNDPT | 5.19 | 01/26/2031 | 71,235.00 | 71,272.00 | 0.00 |
| 74743LAB6 | Qnity Electronics Inc | QNTELE | 6.25 | 08/15/2033 | 80,000.00 | 82,195.00 | 0.00 |
| 74815HCB6 | Province Of Quebec Canada | Q | 7.14 | 02/27/2026 | 45,000.00 | 45,400.00 | 0.00 |
| 743756AB4 | Providence St Joseph Health Obligated Gr | PSJHOG | 2.75 | 10/01/2026 | 40,000.00 | 39,506.00 | 0.00 |
| 74456QBT2 | Public Service Electric And Gas Co | PEG | 3.6 | 12/01/2047 | 95,000.00 | 73,032.00 | 0.00 |
| 88339WAC0 | Williams Cos Inc/the | WMB | 5.15 | 03/15/2034 | 90,000.00 | 91,424.00 | 0.00 |
| 89177XAA5 | TOWD Point Mortgage Trust 2019-hy3 | TPMT | 5.11 | 10/25/2059 | 72,452.00 | 72,507.00 | 0.00 |
| 88059EPB4 | Tennessee Valley Authority Generic Strip | TVAS | — | 07/15/2034 | 155,000.00 | 103,568.00 | 0.00 |
| 880591300 | Tennessee Valley Authority | TVA | 2.13 | 06/01/2028 | 1,400.00 | 33,502.00 | 0.00 |
| 880591409 | Tennessee Valley Authority | TVA | 2.22 | 05/01/2029 | 4,345.00 | 104,453.00 | 0.00 |
| 878091BD8 | Teachers Insurance & Annuity Association | TIAAGL | 4.9 | 09/15/2044 | 120,000.00 | 110,895.00 | 0.00 |
| 86359LPD5 | Structured Asset Mortgage Investments Ii | SAMI | 3.98 | 07/19/2035 | 12,402.00 | 12,047.00 | 0.00 |
| 906548CL4 | Union Electric Co | AEE | 3.65 | 04/15/2045 | 50,000.00 | 39,419.00 | 0.00 |
| 67112FAD2 | OBX 2018-1 Trust | OBX | 4.76 | 06/25/2057 | 81,378.00 | 79,773.00 | 0.00 |
| 674599DD4 | Occidental Petroleum Corp | OXY | 7.5 | 05/01/2031 | 100,000.00 | 112,125.00 | 0.00 |
| 682680BC6 | Oneok Inc | OKE | 4.5 | 03/15/2050 | 55,000.00 | 44,803.00 | 0.00 |
| 709223VZ1 | Pennsylvania Turnpike Commission | PASTRN | 6.11 | 12/01/2039 | 70,000.00 | 76,165.00 | 0.00 |
| 706451BR1 | Petroleos Mexicanos | PEMEX | 6.63 | 06/15/2038 | 46,000.00 | 42,274.00 | 0.00 |
| 740816AN3 | President And Fellows Of Harvard College | HARVRD | 3.3 | 07/15/2056 | 160,000.00 | 113,142.00 | 0.00 |
| 74251VAJ1 | Principal Financial Group Inc | PFG | 4.35 | 05/15/2043 | 20,000.00 | 17,549.00 | 0.00 |
| 74251VAM4 | Principal Financial Group Inc | PFG | 3.1 | 11/15/2026 | 105,000.00 | 104,022.00 | 0.00 |
| 64828FCQ3 | NEW Residential Mortgage Loan Trust 2018 | NRZT | 4.86 | 01/25/2048 | 36,395.00 | 35,756.00 | 0.00 |
| 63940YAB2 | Navient Private Education Refi Loan Trus | NAVSL | 3.13 | 02/15/2068 | 95,829.00 | 94,618.00 | 0.00 |
| 62432BAN3 | Mountain View Clo Ix Ltd | MVW | 5.29 | 07/15/2031 | 71,348.00 | 71,366.00 | 0.00 |
| 59980VAA9 | MILL City Mortgage Loan Trust 2018-1 | MCMLT | 3.25 | 05/01/2062 | 26,958.00 | 26,777.00 | 0.00 |
| 563469UL7 | Province Of Manitoba Canada | MP | 2.13 | 06/22/2026 | 100,000.00 | 98,698.00 | 0.00 |
| 586054AC2 | Memorial Sloan-kettering Cancer Center | MSKCC | 4.2 | 07/01/2055 | 35,000.00 | 29,489.00 | 0.00 |
| 55316AAE0 | MMAF Equipment Finance Llc 2017-b | MMAF | 2.72 | 06/15/2040 | 9,881.00 | 9,872.00 | 0.00 |
| 55336VAL4 | MPLX Lp | MPLX | 5.2 | 03/01/2047 | 5,000.00 | 4,487.00 | 0.00 |
| 35564KHE2 | Freddie Mac Stacr Remic Trust 2021-dna5 | STACR | 5.83 | 01/25/2034 | 82,318.00 | 82,496.00 | 0.00 |
| 36176W7E5 | Ginnie Mae I Pool | GN | 3.5 | 01/01/2042 | 49,044.00 | 46,190.00 | 0.00 |
| 36176WYH8 | Ginnie Mae I Pool | GN | 4.0 | 11/01/2041 | 63,651.00 | 61,826.00 | 0.00 |
| 36179M2Q2 | Ginnie Mae Ii Pool | G2 | 3.5 | 02/01/2043 | 97,356.00 | 91,760.00 | 0.00 |
| 31419AG43 | Fannie Mae Pool | FN | 4.5 | 08/01/2040 | 44,913.00 | 45,229.00 | 0.00 |
| 31419B5X9 | Fannie Mae Pool | FN | 4.0 | 09/01/2040 | 96,121.00 | 94,322.00 | 0.00 |
| 31419EJE0 | Fannie Mae Pool | FN | 5.0 | 10/01/2040 | 73,595.00 | 75,597.00 | 0.00 |
| 36179SGN1 | Ginnie Mae Ii Pool | G2 | 4.5 | 07/01/2046 | 76,213.00 | 76,002.00 | 0.00 |
| 36179SJS7 | Ginnie Mae Ii Pool | G2 | 3.0 | 08/01/2046 | 38,681.00 | 35,299.00 | 0.00 |
| 36179SJV0 | Ginnie Mae Ii Pool | G2 | 4.5 | 08/01/2046 | 66,784.00 | 66,695.00 | 0.00 |
| 36179SQX8 | Ginnie Mae Ii Pool | G2 | 4.0 | 11/01/2046 | 93,015.00 | 89,642.00 | 0.00 |
| 36179SQY6 | Ginnie Mae Ii Pool | G2 | 4.5 | 11/01/2046 | 59,693.00 | 59,614.00 | 0.00 |
| 36179RD63 | Ginnie Mae Ii Pool | G2 | 3.0 | 05/01/2045 | 71,085.00 | 64,977.00 | 0.00 |
| 36179RB24 | Ginnie Mae Ii Pool | G2 | 5.0 | 04/01/2045 | 23,156.00 | 23,661.00 | 0.00 |
| 36179RLS6 | Ginnie Mae Ii Pool | G2 | 5.0 | 08/01/2045 | 95,521.00 | 97,781.00 | 0.00 |
| 36179RQ36 | Ginnie Mae Ii Pool | G2 | 4.0 | 10/01/2045 | 64,742.00 | 62,814.00 | 0.00 |
| 36179NM96 | Ginnie Mae Ii Pool | G2 | 3.0 | 09/01/2043 | 74,899.00 | 69,122.00 | 0.00 |
| 36179NBC1 | Ginnie Mae Ii Pool | G2 | 4.0 | 04/01/2043 | 76,265.00 | 73,762.00 | 0.00 |
| 36179NLC0 | Ginnie Mae Ii Pool | G2 | 3.0 | 08/01/2043 | 38,060.00 | 35,140.00 | 0.00 |
| 36179MVT4 | Ginnie Mae Ii Pool | G2 | 4.0 | 12/01/2042 | 115,550.00 | 112,467.00 | 0.00 |
| 36179NX45 | Ginnie Mae Ii Pool | G2 | 3.0 | 01/01/2044 | 71,773.00 | 66,297.00 | 0.00 |
| 36179NX78 | Ginnie Mae Ii Pool | G2 | 4.5 | 01/01/2044 | 47,115.00 | 47,115.00 | 0.00 |
| 36179Q6P1 | Ginnie Mae Ii Pool | G2 | 3.5 | 03/01/2045 | 47,315.00 | 44,336.00 | 0.00 |
| 36179Q6R7 | Ginnie Mae Ii Pool | G2 | 4.5 | 03/01/2045 | 37,683.00 | 37,664.00 | 0.00 |
| 36179QPH8 | Ginnie Mae Ii Pool | G2 | 4.0 | 09/01/2044 | 83,422.00 | 80,715.00 | 0.00 |
| 36179NQ50 | Ginnie Mae Ii Pool | G2 | 4.0 | 10/01/2043 | 64,480.00 | 62,626.00 | 0.00 |
| 36179NQ68 | Ginnie Mae Ii Pool | G2 | 4.5 | 10/01/2043 | 34,672.00 | 34,662.00 | 0.00 |
| 36179T4Q5 | Ginnie Mae Ii Pool | G2 | 4.5 | 07/01/2048 | 51,810.00 | 51,541.00 | 0.00 |
| 36179SYT8 | Ginnie Mae Ii Pool | G2 | 4.0 | 03/01/2047 | 81,355.00 | 78,304.00 | 0.00 |
| 36179TNS0 | Ginnie Mae Ii Pool | G2 | 4.0 | 12/01/2047 | 81,267.00 | 78,193.00 | 0.00 |
| 36179TQN8 | Ginnie Mae Ii Pool | G2 | 3.0 | 01/01/2048 | 58,619.00 | 53,236.00 | 0.00 |
| 36179TJX4 | Ginnie Mae Ii Pool | G2 | 3.5 | 10/01/2047 | 116,327.00 | 108,396.00 | 0.00 |
| 36179T7L3 | Ginnie Mae Ii Pool | G2 | 4.5 | 08/01/2048 | 19,883.00 | 19,791.00 | 0.00 |
| 36179TUC7 | Ginnie Mae Ii Pool | G2 | 4.5 | 03/01/2048 | 32,448.00 | 32,398.00 | 0.00 |
| 36179TV69 | Ginnie Mae Ii Pool | G2 | 4.0 | 04/01/2048 | 58,582.00 | 56,220.00 | 0.00 |
| 36179TQR9 | Ginnie Mae Ii Pool | G2 | 4.5 | 01/01/2048 | 47,661.00 | 47,588.00 | 0.00 |
| 36179UGC0 | Ginnie Mae Ii Pool | G2 | 4.0 | 11/01/2048 | 57,734.00 | 55,478.00 | 0.00 |
| 36179UH39 | Ginnie Mae Ii Pool | G2 | 3.5 | 12/01/2048 | 69,697.00 | 64,946.00 | 0.00 |
| 36179UH54 | Ginnie Mae Ii Pool | G2 | 4.5 | 12/01/2048 | 98,133.00 | 97,497.00 | 0.00 |
| 36179UKX9 | Ginnie Mae Ii Pool | G2 | 4.0 | 01/01/2049 | 69,430.00 | 66,614.00 | 0.00 |
| 36179UPA4 | Ginnie Mae Ii Pool | G2 | 4.0 | 03/01/2049 | 86,393.00 | 82,929.00 | 0.00 |
| 36179UD82 | Ginnie Mae Ii Pool | G2 | 3.5 | 10/01/2048 | 97,719.00 | 90,880.00 | 0.00 |
| 47233JGT9 | Jefferies Financial Group Inc | JEF | 2.63 | 10/15/2031 | 95,000.00 | 83,374.00 | 0.00 |
| 46647TAR9 | Jpmcc Commercial Mortgage Securities Tru | JPMCC | 3.46 | 03/01/2050 | 102,355.00 | 101,410.00 | 0.00 |
| 501044DF5 | Kroger Co/the | KR | 3.88 | 10/15/2046 | 65,000.00 | 51,004.00 | 0.00 |
| 48250MAK3 | KKR Clo 11 Ltd | KKR | 5.35 | 01/15/2031 | 80,004.00 | 80,068.00 | 0.00 |
| 38383YAV4 | Government National Mortgage Association | GNR | — | 08/20/2052 | 2,078,260.00 | 38,356.00 | 0.00 |
| 39809GAA3 | Greywolf Clo Vi Ltd | GWOLF | 5.15 | 04/26/2031 | 24,290.00 | 24,289.00 | 0.00 |
| 38383RFV4 | Government National Mortgage Association | GNR | — | 04/20/2052 | 104,580.00 | 2,882.00 | 0.00 |
| 38383T2H5 | Government National Mortgage Association | GNR | — | 07/20/2052 | 5,430,431.00 | 110,610.00 | 0.00 |
| 38383ABJ2 | Government National Mortgage Association | GNR | — | 01/20/2050 | 653,996.00 | 309.00 | 0.00 |
| 38383P5X5 | Government National Mortgage Association | GNR | — | 04/20/2052 | 2,626,911.00 | 58,325.00 | 0.00 |
| 38383PNA5 | Government National Mortgage Association | GNR | — | 03/20/2052 | 4,593,145.00 | 105,736.00 | 0.00 |
| 38381WV62 | Government National Mortgage Association | GNR | — | 07/20/2049 | 5,937,813.00 | 64,090.00 | 0.00 |
| 38381XUA2 | Government National Mortgage Association | GNR | — | 08/20/2049 | 2,943,532.00 | 60,870.00 | 0.00 |
| 38379WAW2 | Government National Mortgage Association | GNR | 2.5 | 11/01/2045 | 109,966.00 | 102,123.00 | 0.00 |
| 38380YH24 | Government National Mortgage Association | GNR | — | 09/20/2048 | 1,433,101.00 | 39,739.00 | 0.00 |
| 38381AE85 | Government National Mortgage Association | GNR | — | 11/20/2048 | 1,664,652.00 | 45,488.00 | 0.00 |
| 38381AHP4 | Government National Mortgage Association | GNR | — | 10/20/2048 | 1,841,148.00 | 55,390.00 | 0.00 |
| 36179XHZ2 | Ginnie Mae Ii Pool | G2 | 5.0 | 10/01/2052 | 108,814.00 | 109,119.00 | 0.00 |
| 36179VDQ0 | Ginnie Mae Ii Pool | G2 | 4.0 | 01/20/2050 | 47,188.00 | 45,178.00 | 0.00 |
| 36179VFR6 | Ginnie Mae Ii Pool | G2 | 4.0 | 02/01/2050 | 68,769.00 | 65,970.00 | 0.00 |
| 36179VQV5 | Ginnie Mae Ii Pool | G2 | 4.0 | 07/01/2050 | 103,615.00 | 99,162.00 | 0.00 |
| 36241LEC6 | Ginnie Mae I Pool | GN | 6.0 | 12/01/2039 | 59,868.00 | 63,077.00 | 0.00 |
| 36202EPW3 | Ginnie Mae Ii Pool | G2 | 5.0 | 10/01/2037 | 4,228.00 | 4,342.00 | 0.00 |
| 36202FKP0 | Ginnie Mae Ii Pool | G2 | 5.0 | 09/01/2040 | 45,162.00 | 46,423.00 | 0.00 |
| 36202FM78 | Ginnie Mae Ii Pool | G2 | 4.0 | 12/01/2040 | 110,063.00 | 107,128.00 | 0.00 |
| 36202FUE4 | Ginnie Mae Ii Pool | G2 | 4.0 | 06/01/2041 | 47,273.00 | 46,012.00 | 0.00 |
| 36184FSP4 | Ginnie Mae I Pool | GN | 3.0 | 08/01/2045 | 79,190.00 | 71,584.00 | 0.00 |
| 03938JAA7 | ARCH Capital Group Us Inc | ACGL | 5.14 | 11/01/2043 | 100,000.00 | 96,107.00 | 0.00 |
| 03939CAB9 | ARCH Capital Finance Llc | ACGL | 5.03 | 12/15/2046 | 95,000.00 | 89,566.00 | 0.00 |
| 023770AA8 | American Airlines 2015-1 Class A Pass Th | AAL | 3.38 | 05/01/2027 | 52,450.00 | 51,600.00 | 0.00 |
| 00206RMM1 | AT&T Inc | T | 2.55 | 12/01/2033 | 58,000.00 | 49,264.00 | 0.00 |
| 01026CAD3 | Alabama Economic Settlement Authority | ABMGEN | 4.26 | 09/15/2032 | 40,000.00 | 39,851.00 | 0.00 |
| 013051EA1 | Province Of Alberta Canada | ALTA | 3.3 | 03/15/2028 | 110,000.00 | 108,383.00 | 0.00 |
| 05533XAA0 | BCAP Llc 2011-rr4-i Trust | BCAP | 5.25 | 04/02/2037 | 99,842.00 | 54,501.00 | 0.00 |
| 06051GJQ3 | BANK Of America Corp | BAC | 1.66 | 03/11/2027 | 105,000.00 | 104,024.00 | 0.00 |
| 25746UCK3 | Dominion Energy Inc | D | 2.85 | 08/15/2026 | 55,000.00 | 54,463.00 | 0.00 |
| 247109BT7 | Delmarva Power & Light Co | EXC | 4.15 | 05/15/2045 | 60,000.00 | 51,244.00 | 0.00 |
| 26442UAC8 | DUKE Energy Progress Llc | DUK | 3.7 | 10/15/2046 | 75,000.00 | 58,437.00 | 0.00 |
| 22541NX20 | Credit Suisse First Boston Mortgage Secu | CSFB | 6.5 | 04/01/2033 | 555 | 570.00 | 0.00 |
| 209111FK4 | Consolidated Edison Co Of New York Inc | ED | 4.3 | 12/01/2056 | 40,000.00 | 32,555.00 | 0.00 |
| 202795JF8 | Commonwealth Edison Co | EXC | 3.7 | 03/01/2045 | 40,000.00 | 31,852.00 | 0.00 |
| 202795JM3 | Commonwealth Edison Co | EXC | 4.0 | 03/01/2048 | 115,000.00 | 93,618.00 | 0.00 |
| 202795JT8 | Commonwealth Edison Co | EXC | 3.13 | 03/15/2051 | 95,000.00 | 64,799.00 | 0.00 |
| 12669FFD0 | Alternative Loan Trust 2003-j3 | CWALT | 6.25 | 12/01/2033 | 1,445.00 | 1,532.00 | 0.00 |
| 15135UAF6 | Cenovus Energy Inc | CVECN | 6.75 | 11/15/2039 | 45,000.00 | 49,699.00 | 0.00 |
| 31418DVA7 | Fannie Mae Pool | FN | 2.0 | 12/01/2050 | 34,880.00 | 28,565.00 | 0.00 |
| 31418CW26 | Fannie Mae Pool | FN | 3.5 | 05/01/2033 | 27,055.00 | 26,700.00 | 0.00 |
| 31418CUJ1 | Fannie Mae Pool | FN | 3.5 | 02/01/2033 | 66,472.00 | 65,672.00 | 0.00 |
| 31418CRE6 | Fannie Mae Pool | FN | 4.5 | 11/01/2047 | 99,952.00 | 98,809.00 | 0.00 |
| 31418D3K6 | Fannie Mae Pool | FN | 3.5 | 08/01/2051 | 33,704.00 | 31,301.00 | 0.00 |
| 31417GZX7 | Fannie Mae Pool | FN | 3.5 | 06/01/2043 | 112,130.00 | 106,619.00 | 0.00 |
| 31417VQ71 | Fannie Mae Pool | FN | 5.5 | 01/01/2040 | 73,924.00 | 76,500.00 | 0.00 |
| 31417YTR8 | Fannie Mae Pool | FN | 5.0 | 09/01/2030 | 5,380.00 | 5,430.00 | 0.00 |
| 31416YYR3 | Fannie Mae Pool | FN | 4.5 | 08/01/2041 | 63,942.00 | 64,267.00 | 0.00 |
| 31417AEL9 | Fannie Mae Pool | FN | 3.5 | 10/01/2041 | 55,786.00 | 53,539.00 | 0.00 |
| 31418CPK4 | Fannie Mae Pool | FN | 3.0 | 09/01/2032 | 32,011.00 | 31,183.00 | 0.00 |
| 31418CQB3 | Fannie Mae Pool | FN | 4.0 | 10/01/2047 | 69,253.00 | 66,997.00 | 0.00 |
| 31418CDM3 | Fannie Mae Pool | FN | 3.5 | 11/01/2046 | 76,766.00 | 72,384.00 | 0.00 |
| 31418C4X9 | Fannie Mae Pool | FN | 4.5 | 12/01/2048 | 107,114.00 | 106,104.00 | 0.00 |
| 31418C7F5 | Fannie Mae Pool | FN | 4.5 | 02/01/2049 | 34,408.00 | 33,872.00 | 0.00 |
| 31417DNB5 | Fannie Mae Pool | FN | 3.0 | 10/01/2042 | 95,676.00 | 88,621.00 | 0.00 |
| 31418CCT9 | Fannie Mae Pool | FN | 2.5 | 10/01/2046 | 85,678.00 | 74,925.00 | 0.00 |
| 3140Q8XE0 | Fannie Mae Pool | FN | 5.0 | 01/01/2048 | 31,172.00 | 31,595.00 | 0.00 |
| 3140J9G21 | Fannie Mae Pool | FN | 3.5 | 12/01/2030 | 34,717.00 | 34,373.00 | 0.00 |
| 3140F9U45 | Fannie Mae Pool | FN | 3.0 | 12/01/2031 | 75,989.00 | 74,172.00 | 0.00 |
| 3140GQT48 | Fannie Mae Pool | FN | 3.0 | 05/01/2032 | 88,629.00 | 86,303.00 | 0.00 |
| 3138EPAG9 | Fannie Mae Pool | FN | 4.5 | 01/01/2045 | 83,943.00 | 84,120.00 | 0.00 |
| 3137H7BF9 | Freddie Mac Remics | FHR | — | 05/25/2052 | 407,410.00 | 10,365.00 | 0.00 |
| 3138EGCB8 | Fannie Mae Pool | FN | 4.5 | 04/01/2041 | 54,786.00 | 55,081.00 | 0.00 |
| 3138EGZW7 | Fannie Mae Pool | FN | 4.5 | 06/01/2041 | 112,916.00 | 113,746.00 | 0.00 |
| 3138WCUT8 | Fannie Mae Pool | FN | 4.0 | 09/01/2044 | 73,258.00 | 71,296.00 | 0.00 |
| 3138ETQL3 | Fannie Mae Pool | FN | 6.0 | 07/01/2041 | 43,050.00 | 45,401.00 | 0.00 |
| 3138NY4L6 | Fannie Mae Pool | FN | 2.5 | 02/01/2043 | 54,823.00 | 49,528.00 | 0.00 |
| 31394PPR8 | Freddie Mac Structured Pass-through Cert | FSPC | 7.0 | 10/01/2043 | 49,520.00 | 51,954.00 | 0.00 |
| 31403DUJ6 | Fannie Mae Pool | FN | 6.0 | 10/01/2036 | 39,630.00 | 41,794.00 | 0.00 |
| 3138YCB26 | Fannie Mae Pool | FN | 3.5 | 12/01/2029 | 25,793.00 | 25,524.00 | 0.00 |
| 3138WHJH6 | Fannie Mae Pool | FN | 3.0 | 05/01/2031 | 27,052.00 | 26,442.00 | 0.00 |
| 3138WHUV2 | Fannie Mae Pool | FN | 4.0 | 08/01/2046 | 84,459.00 | 81,753.00 | 0.00 |
| 3138WJEX2 | Fannie Mae Pool | FN | 3.0 | 11/01/2036 | 72,035.00 | 68,432.00 | 0.00 |
| 3138WF6Y7 | Fannie Mae Pool | FN | 4.0 | 12/01/2045 | 56,998.00 | 55,183.00 | 0.00 |
| 3138WENL9 | Fannie Mae Pool | FN | 2.5 | 05/01/2030 | 108,159.00 | 105,064.00 | 0.00 |
| 3138WEU49 | Fannie Mae Pool | FN | 3.0 | 06/01/2030 | 60,210.00 | 59,052.00 | 0.00 |
| 3138WGHL1 | Fannie Mae Pool | FN | 3.5 | 01/01/2046 | 62,009.00 | 58,671.00 | 0.00 |
| 3138WGXY5 | Fannie Mae Pool | FN | 4.0 | 04/01/2046 | 54,179.00 | 52,443.00 | 0.00 |
| 312944QN4 | Freddie Mac Gold Pool | FG | 4.0 | 12/01/2040 | 41,690.00 | 40,893.00 | 0.00 |
| 3128MMRQ8 | Freddie Mac Gold Pool | FG | 2.5 | 01/01/2029 | 75,011.00 | 73,527.00 | 0.00 |
| 3128P8DM0 | Freddie Mac Gold Pool | FG | 3.0 | 01/01/2037 | 104,858.00 | 99,734.00 | 0.00 |
| 3128P8E98 | Freddie Mac Gold Pool | FG | 3.5 | 11/01/2037 | 96,440.00 | 93,299.00 | 0.00 |
| 3128P8FG1 | Freddie Mac Gold Pool | FG | 3.0 | 12/01/2037 | 41,531.00 | 39,322.00 | 0.00 |
| 3128MJZG8 | Freddie Mac Gold Pool | FG | 3.5 | 01/01/2047 | 92,033.00 | 86,867.00 | 0.00 |
| 3128MAA58 | Freddie Mac Gold Pool | FG | 4.5 | 09/01/2044 | 63,267.00 | 63,293.00 | 0.00 |
| 3128MABL2 | Freddie Mac Gold Pool | FG | 4.5 | 06/01/2042 | 48,750.00 | 48,947.00 | 0.00 |
| 3128MJ3T5 | Freddie Mac Gold Pool | FG | 4.0 | 04/01/2048 | 109,966.00 | 106,476.00 | 0.00 |
| 3128MJ2X7 | Freddie Mac Gold Pool | FG | 4.0 | 11/01/2047 | 69,922.00 | 67,905.00 | 0.00 |
| 3128MJ2E9 | Freddie Mac Gold Pool | FG | 4.5 | 07/01/2047 | 68,115.00 | 67,268.00 | 0.00 |
| 3128MJ4Q0 | Freddie Mac Gold Pool | FG | 3.5 | 08/01/2048 | 55,365.00 | 51,776.00 | 0.00 |
| 3128MJYD6 | Freddie Mac Gold Pool | FG | 4.0 | 05/01/2046 | 69,738.00 | 67,568.00 | 0.00 |
| 3137FWN22 | Freddie Mac Remics | FHR | — | 10/25/2050 | 3,242,704.00 | 95,280.00 | 0.00 |
| 31359MFJ7 | Federal National Mortgage Association | FNMA | 7.13 | 01/15/2030 | 80,000.00 | 90,523.00 | 0.00 |
| 31369XHL4 | Fannie Mae Pool | FN | 5.75 | 12/01/2030 | 116 | 117.00 | 0.00 |
| 31335BZW9 | Freddie Mac Gold Pool | FG | 5.0 | 12/01/2047 | 96,258.00 | 97,044.00 | 0.00 |
| 3132WKB49 | Freddie Mac Gold Pool | FG | 4.0 | 08/01/2046 | 114,984.00 | 111,124.00 | 0.00 |
| 3133KMY58 | Freddie Mac Pool | FR | 2.5 | 10/01/2051 | 63,618.00 | 54,281.00 | 0.00 |
| 3132JBMB6 | Freddie Mac Gold Pool | FG | 3.5 | 06/01/2043 | 98,064.00 | 93,455.00 | 0.00 |
| 3132L9MD4 | Freddie Mac Gold Pool | FG | 4.5 | 02/01/2048 | 73,733.00 | 73,246.00 | 0.00 |
| 3132QTW85 | Freddie Mac Gold Pool | FG | 4.0 | 10/01/2045 | 78,517.00 | 76,148.00 | 0.00 |
| 3132DWC43 | Freddie Mac Pool | FR | 3.5 | 01/01/2052 | 123,540.00 | 114,312.00 | 0.00 |
| 3132DWBH5 | Freddie Mac Pool | FR | 2.0 | 04/01/2051 | 89,393.00 | 73,070.00 | 0.00 |
| SWB8ACMZRB | SWP: Ois Sofr 4.669000 17-may-2026 | — | — | 05/17/2026 | -26,965,000.00 | -115,451.00 | -0.01 |
| SWB8AENF8C | Trswap: Tbond 2.25 15-aug-49 08/27/2026 | — | — | 04/27/2026 | 40,665,000.00 | -401,346.00 | -0.02 |
| SWB8ACMDF1 | SWP: Ois Sofr 4.253000 13-may-2029 | — | — | 05/13/2029 | -30,400,000.00 | -896,390.00 | -0.04 |
| 21H0306C3 | Ginnie Mae | G2SF | 3.0 | 12/20/2054 | -1,000,000.00 | -898,359.00 | -0.04 |
| 21H0406C2 | Ginnie Mae | G2SF | 4.0 | 12/20/2054 | -1,500,000.00 | -1,418,156.00 | -0.06 |
| SWZ978T5JT | ICE: (cdx.na.ig.45.v1) | — | 1.0 | 12/20/2030 | -79,260,000.00 | -1,799,856.00 | -0.08 |
| 01F0506C5 | Fannie Mae Or Freddie Mac | FNCL | 5.0 | 12/01/2055 | -5,500,000.00 | -5,468,226.00 | -0.24 |
| 01F0526C1 | Fannie Mae Or Freddie Mac | FNCL | 5.5 | 12/01/2055 | -9,000,000.00 | -9,086,341.00 | -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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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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